def lassoLossGradient(features, weights, true_value, tuning_parameter):
"""Computes the value of the training loss gradient (with respect to the
weight vector) at a specific example.
Training loss includes a lasso (L1) regularization term.
Args:
features (dict): A sparse vector of feature values.
weights (dict): A sparse vector of feature weights.
true_value (int): The true value of an example.
tuning_parameter (double): Coefficient of the lasso regularization term.
Returns:
A sparse vector (dict) representing the gradient value.
"""
# Standard squared loss
gradient = {}
scale = 2 * (dotProduct(features, weights) - true_value)
# Lasso term: add gradient of the lasso term to the scaling factor (i.e.
# add gradient of |tuning_parameter| * (1-norm of weights)
weight_signs = [np.sign(weights[w]) for w in weights]
for w in weights:
gradient[w] = tuning_parameter * np.sign(weights[w])
increment(gradient, scale, features)
return gradient
def learnRegression(examples, numIters, stepSize, tuning_parameter):
"""Learns linear regression weights and generates a predictor function.
Args:
examples: An array of training examples.
numIters (int): Number of training iterations.
stepSize(double): Stochastic gradient descent step size.
tuning_parameter (double): Tuning parameter for the loss function.
Returns:
A predictor function that outputs a price (int) given a single input
tuple.
"""
weights = defaultdict(int)
print ""
for i in range(numIters):
for x, y in examples:
gradient = regularizationLossGradient(x, weights, y,
tuning_parameter)
increment(weights, -stepSize, gradient)
print "Training progress: " + str(100.0 * (i + 1) / numIters) + "%"
def predictor(x):
return dotProduct(x, weights)
return predictor
def regularizationLossGradient(features, weights, true_value,
tuning_parameter):
"""Computes the value of the training loss gradient (with respect to the
weight vector) at a specific example.
Training loss includes a ridge (L2) regularization term.
Args:
features (dict): A sparse vector of feature values.
weights (dict): A sparse vector of feature weights.
true_value (int): The true value of an example.
tuning_parameter (double): Coefficient of the ridge regularization term.
Returns:
A sparse vector (dict) representing the gradient value.
"""
# Standard squared loss
gradient = {}
scale = 2 * (dotProduct(features, weights) - true_value)
# Regularization term: add gradient of the regularization term to the
# scaling factor (i.e. add gradient of |tuning_parameter| *
# (2-norm of weights)^2
increment(gradient, tuning_parameter, weights)
increment(gradient, scale, features)
return gradient
def learnPredictor(trainExamples, testExamples, featureExtractor):
weights = collections.Counter()
def loss(w, phi, y):
return max(1 - util.dotProduct(w, phi) * y, 0)
eta = 0.1
numIters = 3
def sgradLoss(w, phi, y):
if loss(w, phi, y) == 0:
return collections.Counter()
for key, value in phi.items():
phi[key] = -1 * phi[key] * y
return phi
def predictor(x):
if x == None:
return -1
if util.dotProduct(featureExtractor(x), weights) > 0:
return 1
else:
return 0
for iteration in xrange(numIters):
for input, output in trainExamples:
if input == None:
continue
util.increment(weights, -1 * eta, sgradLoss(weights,
featureExtractor(input), output))
if DEBUG:
print util.evaluatePredictor(trainExamples, predictor)
#print util.evaluatePredictor(testExamples, predictor)
return weights
def POST(self):
i = web.input()
counter = increment("sign", 0)+1
if i.name == "":
logging.error("name field should not be empty")
render = web.template.render('templates')
return render.error()
try:
obj = Sign(
count = counter,
date = datetime.utcnow().date(),
name = i.name,
birth = date(int(i.birthyear), int(i.birthmonth), int(i.birthdate)),
addr = i.addr,
phone = i.phone)
obj.put()
except:
logging.error("Error happens when write to db " + str(sys.exc_info()[0]))
render = web.template.render('templates')
return render.error()
counter = increment("sign", 1)
render = web.template.render('templates')
return render.thanks(i.name)
def pegasos_sw(X_train, y_train, lambda_reg=1, max_it=1000, tol=1e-4):
W = Counter()
s = 1
t = 1
epoch = 1
objective = 1e5
objective2 = 10
m = len(y_train)
while abs(objective - objective2) > tol and epoch <= max_it:
objective2 = objective
objective = 0
for j in range(m):
t = t + 1
step = 1 / (t * lambda_reg)
review = X_train[j]
result = y_train[j]
scale = -(step * lambda_reg)
cond = result * s * util.dotProduct(W, review)
if cond < 1:
s = (1 + scale) * s
util.increment(W, step * result / s, review)
else:
s = (1 + scale) * s
objective += max(0, 1 - cond)
objective = objective / m
objective = objective + lambda_reg / 2 * (s**2) * util.dotProduct(W, W)
epoch += 1
return s, W
def SparseGradChecker(loss_func,
gradient_loss_func,
x,
y_val,
theta,
epsilon=0.01,
tolerance=1e-4):
"""Question 3.2: Implement Generic Gradient Checker for Sparse Matrices.
Check that the function gradient_loss_func returns the correct gradient for
the given x, y_val, and theta.
Let d be the number of features. Here we numerically estimate the
gradient by approximating the directional derivative in each of
the d coordinate directions:
(e_1 = (1,0,0,...,0), e_2 = (0,1,0,...,0), ..., e_d = (0,...,0,1)
The approximation for the directional derivative of J at the point
theta in the direction e_i is given by:
( J(theta + epsilon * e_i) - J(theta - epsilon * e_i) ) / (2*epsilon).
We then look at the Euclidean distance between the gradient
computed using this approximation and the gradient computed by
gradient_loss_func(x, y_val, theta). If the Euclidean
distance exceeds tolerance, we say the gradient is incorrect.
Args:
loss_func - A function that computes the loss for (x, y_val, theta).
gradient_loss_func - A function that computes gradient for (x, y_val, theta).
x - A single row in the design matrix, represented by a dict/Counter object. (key length = num_features)
y_val - the label for the corresponding x_row (-1 or 1)
theta - the parameter vector, dict/Counter object. (key length = num_features)
epsilon - the epsilon used in approximation
tolerance - the tolerance error
Return:
A boolean value indicate whether the gradient is correct or not
"""
true_gradient = gradient_loss_func(x, y_val, theta)
approx_grad = dict.fromkeys(theta.keys(), 0.0)
for key in theta.iterkeys():
# Compute the approximate directional derivative in the chosen direction
# Avoid copying since it's so slow.
theta_key_original = theta[key]
theta[key] += epsilon
plus_loss = loss_func(x, y_val, theta)
theta[key] = theta_key_original - epsilon
minus_loss = loss_func(x, y_val, theta)
theta[key] = theta_key_original # restore theta
approx_grad[key] = (plus_loss - minus_loss) / (2 * epsilon)
util.increment(approx_grad, -1,
true_gradient) # approx_grad - true_gradient
error = math.sqrt(util.dotProduct(
approx_grad,
approx_grad)) # np.linalg.norm(approx_grad - true_gradient)
if error > tolerance:
print 'gradient doesn\'t match approximation. Error:', error
return (error < tolerance)
def PegasosSubgradientLoss(x, y_val, theta, lambda_reg):
'''Question 3.2: The Subgradient of the Pegasos Loss function.'''
margin = y_val * util.dotProduct(theta, x)
subgrad = theta.copy()
util.scale(subgrad, lambda_reg)
if margin < 1:
util.increment(subgrad, -y_val, x)
return subgrad
def pegasos_grad(X,y,w,lamb):
tmp = y*dotProduct(w,X)
if 1-tmp > 0:
an1 = increment({},lamb,w)
ans = increment(an1,y,X)
else:
ans = increment({},lamb,w)
return ans
def learnBoostedRegression(examples, num_iters, step_size, num_trees):
"""Learns a linear regression model using boosted trees.
Args:
examples: An array of training examples.
num_iters (int): Number of training iterations.
step_size (int): Stochastic gradient descent step size.
num_trees (int): Number of gradient boosting trees.
Returns:
A predictor function that outputs a price (int) given a single input
tuple.
"""
list_weights = []
objectives = [cur[1] for cur in examples]
filename = "boostedtree_" + str(num_trees -
1) + "_" + str(cross_val_seg) + ".p"
if num_trees > 1 and SAVE:
(list_weights, num_trees_prev, num_iters_prev) = pickle.load(
open(os.path.join("boostedtree_weights", filename), "rb"))
for k in range(num_trees):
if k >= len(list_weights):
print ""
print "TREE " + str(k + 1) + " OF " + str(num_trees)
curWeights = defaultdict(int)
for i in range(num_iters):
for ind in range(len(examples)):
x = examples[ind][0]
gradient = regression.lassoLossGradient(
x, curWeights, objectives[ind], .5)
increment(curWeights, -step_size / (i + 1), gradient)
if VERBOSE:
print "Training progress: " + str(
100.0 * (i + 1) / num_iters) + "%"
list_weights.append(curWeights)
else:
curWeights = list_weights[k]
for j in range(len(examples)):
x, y = examples[j]
objectives[j] = objectives[j] - dotProduct(x, curWeights)
if VERBOSE: print "COMPLETE"
if SAVE:
filename = "boostedtree_" + str(num_trees) + "_" + str(
cross_val_seg) + ".p"
pickle.dump((list_weights, num_trees, num_iters),
open(os.path.join("boostedtree_weights", filename), "wb"))
# Define the predictor function
def predictor(x):
return sum(dotProduct(x, curWeight) for curWeight in list_weights)
return predictor
def update_weights_with_derivative(self, feature,weight,training_label):
"""
if loss function is 1/1 + e^-score then the S.G.D update courtesy of CS229 notes is
w_j = w_j + eta*(label - 1/1_e^-score)*feature_vector
where z is the margin.
"""
margin = self.calculate_margin(feature,weight,training_label)
vector_weight = self.diseased_weight if training_label == 1 else self.healthy_weight
update_coeff = self.logistic_func(margin)*training_label* vector_weight
util.increment(weight,self.eta * update_coeff, feature)
def learn(self, trainExamples):
numIters = 10
step = 0.0001
for i in range(numIters):
for feature_vec, y in trainExamples:
score = util.dotProduct(self.weights, feature_vec)
dloss = {}
if score*y > 1:
continue
else:
util.increment(dloss, -y, feature_vec)
util.increment(self.weights, -step, dloss)
def pegasos_fast(x, y, l):
w = dict()
temp_w = dict()
t = 2
s = 1
temp_loss = 0
flag = True
while flag:
for j in range(len(x)):
t = t + 1
n = 1/(l*t)
s = (1-n*l)*s
if y[j]*(dotProduct(w, x[j])) < s:
temp = x[j].copy()
increment(temp, (n*y[j]-1), temp)
increment(w,(1/s), temp)
temp_w = w.copy()
increment(temp_w, s-1, temp_w)
loss_real = loss(x,y,l,temp_w)
if abs(temp_loss - loss_real) < 10**-2:
flag = False
temp_loss = loss_real
increment(w, s-1, w)
return w
def pegasos_SGD(X,y,lamb,num_iter):
w = {}
t = 1
s = 1
for i in range(num_iter):
for j in range(len(X)):
t += 1
alpha = 1.0/(t*lamb)
tmp = y[j] * s * dotProduct(X[j], w)
g = l_de(tmp)
s *= (1 - alpha * lamb)
w = increment(w, -(alpha*y[j]*g/s), X[j])
print "epoch "+str(i)
return increment({},s,w)
def train(trainingSet, subredditLabels, args):
numIterations = 20
eta = 0.05
#dictionary of dictionaries (weights)
weightDict = {}
for label in subredditLabels:
weightDict[label] = {}
def gradLoss(phiX, w, y):
score = util.dotProduct(w, phiX)
margin = score * y
if margin < 1:
for name, feature in phiX.iteritems():
phiX[name] = -1 * y * feature
return phiX
else:
return 0
for label in subredditLabels:
trainingSet.seek(0)
weightVector = weightDict[label]
for i in range(numIterations):
for example in trainingSet:
example = json.loads(example)
title = example['title']
subreddit = example['subreddit']
features = FeatureExtractor.extractFeatures(title, args)
y = -1
if label == subreddit:
y = 1
grad = gradLoss(features, weightVector, y)
if grad != 0:
util.increment(weightVector, -1 * eta, grad)
weightDict[label] = weightVector
else:
weightDict[label] = weightVector
return weightDict
def update_challenges():
"""Fetch challenge list from vimgolf and update datastore."""
logging.info('update_challenges()')
rows = BeautifulSoup(fetch('/')).findAll('h5')
count = increment('challenge_tasks', len(rows))
logging.info('init challenge_tasks = %d' % count)
for row in rows:
handle = row.a['href'].split('/')[-1]
taskqueue.add(url='/challenges/'+handle)
def pegasos(X_train, y_train, lambda_reg=1, max_it=1000, tol=1e-6):
w = Counter()
t = 1
epoch = 1
objective = 1e5
objective2 = 10
m = len(y_train)
while abs(objective - objective2) > tol and epoch <= max_it:
objective2 = objective
objective = 0
for j in range(m):
t = t + 1
step = 1 / (t * lambda_reg)
review = X_train[j]
result = y_train[j]
scale = -(step * lambda_reg)
cond = result * util.dotProduct(w, review)
if cond < 1:
util.increment(w, scale, w)
util.increment(w, step * result, review)
else:
util.increment(w, scale, w)
objective += max(0, 1 - cond)
objective = objective / m
objective = objective + lambda_reg / 2 * util.dotProduct(w, w)
epoch += 1
return w
def train(self, dataset, featureExtractor):
def hingeLoss(w, features, y):
return max(0, 1 - dotProduct(w, features) * y)
def lossGradient(w, features, y):
if hingeLoss(w, features, y) <= 0:
return {}
return {feature: -y * magnitude for feature, magnitude in features.iteritems()}
weights = collections.defaultdict(int)
for i, step in enumerate(xrange(self.numIters)):
for example in dataset:
input = example[0]
output = example[1]
features = featureExtractor(input)
gradient = lossGradient(weights, features, output)
increment(weights, -1 * stepSize, gradient)
return weights
def trainCorrect(self, dataset, featureExtractor):
def squareLoss(answerProb, y):
return (answerProb - y) ** 2
def lossGradient(answerProb, y, features):
derivative = 2 * (answerProb - y)
return {feature: derivative * magnitude for feature, magnitude in features.iteritems()}
def getAnswerProbs(weights, questionData):
proposedAnswers = questionData["proposedAnswers"]
correctIndex = questionData["correctAnswerIndex"]
answerScores = []
for aIndex, proposed in enumerate(proposedAnswers):
score = dotProduct(weights, featureExtractor(proposed))
answerScores.append(score)
return softmax(answerScores)
weights = collections.defaultdict(int)
for _ in xrange(self.numIters):
error = 0
stepSize = 0.12
for questionData in dataset:
yVector = [int(i == questionData["correctAnswerIndex"]) for i in xrange(4)] #[0, 1, 0, 0], where the 1 indicates which is correct
answerProbs = getAnswerProbs(weights, questionData) #[0.2, 0.7, 0.06, 0.04] -> each indicates the likelihood
# print answerProbs, yVector
proposedAnswers = questionData["proposedAnswers"]
for aIndex, proposed in enumerate(proposedAnswers):
error += squareLoss(answerProbs[aIndex], yVector[aIndex])
features = featureExtractor(proposed)
gradient = lossGradient(answerProbs[aIndex], yVector[aIndex], features)
increment(weights, -1 * stepSize, gradient)
print "Error:", error, weights
return weights
def update_challenge(handle):
"""Fetch Leaderboard and active golfers of the specified challenge, and update datastore."""
logging.info('update_challenge(%s)' % handle)
soup = BeautifulSoup(fetch('challenges/' + handle))
title = soup.findAll('h3')[1].text
golfers = [row.text.split('@')[-1] for row in soup.findAll('h5')[-1].parent.findAll('h6')]
record = Challenge(key_name=handle, handle=handle, title=title, active_golfers=golfers)
record.put()
logging.info('updated Challenge(%s, %s) with %d golfers' % (handle, title, len(golfers)))
count = increment('challenge_tasks', -1)
logging.info('challenge_tasks = %d' % count)
if count == 0:
taskqueue.add(url='/top')
def pegasos(x, y, l):
w = dict()
t = 2
temp_loss = 0
cnt = 0
flag = True
for i in range(2):
for j in range(len(x)):
t = t + 1
n = 1/(l*t)
if y[j]*(dotProduct(w, x[j])) < 1:
cnt = cnt +1
temp = x[j].copy()
increment(temp, (n*y[j]-1), temp)
increment(w,-n*l,w)
increment(w,1,temp)
else:
increment(w,-n*l,w)
return w
def fit(self, X):
self.w_ = dict()
t = 0
for j in range(len(X)):
t += 1
step_size = 1 / (t * self.lambda_reg)
w_dot_x = util.dotProduct(self.w_, X[j])
y = 1 if 1 in X[j] else -1
if y * w_dot_x < 1:
util.increment(self.w_, (1 - 1 / t), self.w_)
util.increment(self.w_, step_size * y, X[j])
else:
util.increment(self.w_, (1 - 1 / t), self.w_)
return self.w_
def Pegasos(X, y, lambda_reg, max_epochs=1000, check_gradient=False):
'''Question 4.2.
Finds the sparse weight vector that minimizes the SVM loss function on X and y.
'''
print 'Running Pegasos with regularization parameter', lambda_reg
loss_func = lambda x, y_val, theta: PegasosLoss(x, y_val, theta, lambda_reg
)
gradient_loss_func = lambda x, y_val, theta: PegasosSubgradientLoss(
x, y_val, theta, lambda_reg)
# Initialize theta to have zero for every word mentioned in any review
theta = {key: 0.0 for x in X for key in x.keys()}
t = 2 # NOTE: This normally starts at zero, but that causes a divide-by-zero error.
weight_scalar = 1.0
for epoch in range(max_epochs):
# print '--Epoch', epoch
old_theta = theta.copy()
for j, x in enumerate(X):
t += 1
eta = 1.0 / (t * lambda_reg)
margin = y[j] * weight_scalar * util.dotProduct(theta, x)
# NOTE that the gradient is not differentiable at 1.0, so we don't check it near there.
if check_gradient and abs(margin - 1.0) > 0.01:
if SparseGradChecker(loss_func, gradient_loss_func, x, y[j],
theta):
print 'Computed gradient doesn\'t match approximations.'
sys.exit(1)
grad = gradient_loss_func(x, y[j], theta)
util.increment(theta, -eta, grad)
else:
weight_scalar *= 1.0 - 1.0 / t
if margin < 1:
util.increment(theta, eta * y[j] / weight_scalar, x)
util.increment(old_theta, -1, theta)
util.scale(old_theta, weight_scalar)
total_change = math.sqrt(util.dotProduct(old_theta, old_theta))
# print '----Change from previous theta:', total_change
if total_change < 0.01:
break
util.scale(theta, weight_scalar)
return theta
def GET(self):
count = increment("sign", 0)
render = web.template.render('templates')
signlist = [{'text':'1-1000','url':'url'}]
return render.summary(signlist)
def hinge_no_players(train_set, val_set, test_set, calendar):
# hinge loss with no player features
def feature_extractor(game, calendar):
fv = collections.defaultdict(float)
day = game[1]
home = game[3]
away = game[2]
fv["home" + home] = 1.
fv["away" + away] = 1.
fv["date"] = float(day - 105) / float(88)
# check for back to back
year = game[0]
if calendar[year][day - 1] != 0 and home in calendar[day - 1]:
fv["back_to_back_home"] = 1
if calendar[year][day - 1] != 0 and away in calendar[day - 1]:
fv["back_to_back_away"] = 1
# check for three in four
home_counter = 0
away_counter = 0
for new_day in [day - 1, day - 2, day - 3]:
if calendar[year][new_day] != 0 and home in calendar[new_day]:
home_counter += 1
if calendar[year][new_day] != 0 and away in calendar[new_day]:
away_counter += 1
if home_counter > 1:
fv["three_in_four_home"] = 1
if away_counter > 1:
fv["three_in_four_away"] = 1
return fv
# training
weights = collections.defaultdict(float)
eta = 0.11 # 0.1?
reg_lambda = 0.11 # revisit values 0.11: 56,55,51
for game in train_set:
y = game[4]
fv = feature_extractor(game, calendar)
hinge_loss = max(0, 1 - (util.dotProduct(weights, fv) * y))
for key in fv:
if hinge_loss == 0:
fv[key] = 0
else:
fv[key] *= (-1 * y)
#util.increment(weights, (eta * -1), fv)
# now using regularization
util.increment(fv, reg_lambda, weights)
util.increment(weights, (eta * -1), fv)
# prediction
# training
right_count = 0.
total_count = 0.
for game in train_set:
y = game[4]
fv = feature_extractor(game, calendar)
pred = util.dotProduct(weights, fv)
if pred >= 0 and y > 0 or pred < 0 and y < 0:
#print y, pred, "RIGHT"
right_count += 1
elif pred >= 0 and y < 0 or pred < 0 and y > 0:
#print y, pred, "WRONG"
pass
else:
print pred, y
raise ("ERROR")
total_count += 1
train_acc = float(right_count) / float(total_count)
# validation
right_count = 0.
total_count = 0.
for game in val_set:
y = game[4]
fv = feature_extractor(game, calendar)
pred = util.dotProduct(weights, fv)
if pred >= 0 and y > 0 or pred < 0 and y < 0:
#print y, pred, "RIGHT"
right_count += 1
elif pred >= 0 and y < 0 or pred < 0 and y > 0:
#print y, pred, "WRONG"
pass
else:
print pred, y
raise ("ERROR")
total_count += 1
val_acc = float(right_count) / float(total_count)
# test
right_count = 0.
total_count = 0.
for game in test_set:
y = game[4]
fv = feature_extractor(game, calendar)
pred = util.dotProduct(weights, fv)
if pred >= 0 and y > 0 or pred < 0 and y < 0:
#print y, pred, "RIGHT"
right_count += 1
elif pred >= 0 and y < 0 or pred < 0 and y > 0:
#print y, pred, "WRONG"
pass
else:
print pred, y
raise ("ERROR")
total_count += 1
test_acc = float(right_count) / float(total_count)
#fout = open("hinge_no_player.csv", "a")
#fout.write(str(train_acc)+", "+str(val_acc)+", "+str(test_acc)+", \n")
#fout.close()
#print "hinge no player"
#print (str(train_acc)+", "+str(val_acc)+", "+str(test_acc)+", \n")
return (train_acc, val_acc, test_acc)
def hinge_projected_years_players(train_set, val_set, test_set, calendar,
data):
# hinge loss with current years player features
py_stat_map = {}
py_stat_map["1718"] = get_projected_years_stats(data, "1718")
py_stat_map["1617"] = get_current_years_stats(data, "1617")
py_stat_map["1516"] = get_current_years_stats(data, "1516")
py_stat_map["1415"] = get_current_years_stats(data, "1415")
def feature_extractor(game, calendar, stat_map):
fv = collections.defaultdict(float)
day = game[1]
home = game[3]
away = game[2]
fv["home" + home] = 1.
fv["away" + away] = 1.
fv["date"] = float(day - 105) / float(88)
# check for back to back
year = game[0]
if calendar[year][day - 1] != 0 and home in calendar[day - 1]:
fv["back_to_back_home"] = 1
if calendar[year][day - 1] != 0 and away in calendar[day - 1]:
fv["back_to_back_away"] = 1
# check for three in four
home_counter = 0
away_counter = 0
for new_day in [day - 1, day - 2, day - 3]:
if calendar[year][new_day] != 0 and home in calendar[new_day]:
home_counter += 1
if calendar[year][new_day] != 0 and away in calendar[new_day]:
away_counter += 1
if home_counter > 1:
fv["three_in_four_home"] = 1
if away_counter > 1:
fv["three_in_four_away"] = 1
# use stat map
for feat in stat_map[year][home].keys():
#if "WS" in feat or "VORP" in feat:
if "VORP" in feat:
fv["home_" + feat] = stat_map[year][home][feat]
#fv["home_" + feat] = stat_map[year][home][feat]
for feat in stat_map[year][away].keys():
#if "WS" in feat or "VORP" in feat:
if "VORP" in feat:
fv["away_" + feat] = stat_map[year][away][feat]
#fv["away_" + feat] = stat_map[year][away][feat]
return fv
# training
weights = collections.defaultdict(float)
eta = 0.11 # 0.1?
reg_lambda = 0.11 # experiment with vals
for game in train_set:
y = game[4]
fv = feature_extractor(game, calendar, py_stat_map)
hinge_loss = max(0, 1 - (util.dotProduct(weights, fv) * y))
for key in fv:
if hinge_loss == 0:
fv[key] = 0
else:
fv[key] *= (-1 * y)
#util.increment(weights, (eta * -1), fv)
# now using regularization
util.increment(fv, reg_lambda, weights)
util.increment(weights, (eta * -1), fv)
# prediction
# training
right_count = 0.
total_count = 0.
for game in train_set:
y = game[4]
fv = feature_extractor(game, calendar, py_stat_map)
pred = util.dotProduct(weights, fv)
if pred >= 0 and y > 0 or pred < 0 and y < 0:
#print y, pred, "RIGHT"
right_count += 1
elif pred >= 0 and y < 0 or pred < 0 and y > 0:
#print y, pred, "WRONG"
pass
else:
print pred, y
raise ("ERROR")
total_count += 1
training_accuracy = float(right_count) / float(total_count)
# validation
right_count = 0.
total_count = 0.
for game in val_set:
y = game[4]
fv = feature_extractor(game, calendar, py_stat_map)
pred = util.dotProduct(weights, fv)
if pred >= 0 and y > 0 or pred < 0 and y < 0:
#print y, pred, "RIGHT"
right_count += 1
elif pred >= 0 and y < 0 or pred < 0 and y > 0:
#print y, pred, "WRONG"
pass
else:
print pred, y
raise ("ERROR")
total_count += 1
validation_accuracy = float(right_count) / float(total_count)
# test
right_count = 0.
total_count = 0.
for game in test_set:
y = game[4]
fv = feature_extractor(game, calendar, py_stat_map)
pred = util.dotProduct(weights, fv)
if pred >= 0 and y > 0 or pred < 0 and y < 0:
#print y, pred, "RIGHT"
right_count += 1
elif pred >= 0 and y < 0 or pred < 0 and y > 0:
#print y, pred, "WRONG"
pass
else:
print pred, y
raise ("ERROR")
total_count += 1
test_accuracy = float(right_count) / float(total_count)
#fout = open("hinge_player.csv", "a")
#fout.write(str(training_accuracy)+", "+str(validation_accuracy)+", "+str(test_accuracy)+", \n")
#fout.close()
#print "hinge player"
#print (str(training_accuracy)+", "+str(validation_accuracy)+", "+str(test_accuracy)+", \n")
return (training_accuracy, validation_accuracy, test_accuracy)
def compute_oracle():
stats = ['2PAPM', '2PP', '2PPM', '3PAPM', '3PAr', '3PP', '3PPM', 'ASTP', 'ASTPM', 'BLKP', 'BLKPM', 'BPM', 'DBPM', 'DRBP', 'DRBPM', 'DWSPM', 'FGAPM', 'FGP', 'FGPM', 'FTAPM', 'FTP', 'FTPM', 'FTr', 'G', 'GS', 'GSPG', 'MP', 'MPG', 'OBPM', 'ORBP', 'ORBPM', 'OWSPM', 'PER', 'PFPM', 'PPM', 'STLP', 'STLPM', 'TOVP', 'TOVPM', 'TRBP', 'TRBPM', 'TSP', 'USGP', 'VORP', 'WSP48', 'WSPM', 'eFGP']
comparison = {}
comparison["rookies"] = {}
comparison["veterans"] = {}
comparison["rookies"]["predicted"] = {}
comparison["rookies"]["true"] = {}
comparison["veterans"]["predicted"] = {}
comparison["veterans"]["true"] = {}
for stat in stats:
comparison["rookies"]["predicted"][stat] = []
comparison["rookies"]["true"][stat] = []
comparison["veterans"]["predicted"][stat] = []
comparison["veterans"]["true"][stat] = []
fname = "data_-1to1.pkl"
fin = open(os.path.dirname("/Users/dliedtka/Documents/stanford/cs221/project/files/data_generation/") + "/" + fname, "rb")
data = pickle.load(fin)
fin.close()
# do veterans and rookies the same
# build a model for each stat
weights = {}
for stat in stats:
weights[stat] = collections.defaultdict(float)
#weights[stat] = {}
# eta, try 0.01?
eta = 0.01
def oracle_feature_extractor(x, stat):
fv = collections.defaultdict(float)
#fv = {}
for feature in x.keys():
if feature != stat and feature not in ["team", "position", "year"]:
fv[feature] = x[feature]
return fv
# iterate through each player, training the model for each stat (stochastic gradient descent using least squares regression)
for player in data.keys():
#print player
for season in data[player]["professional"].keys():
# don't train on what oracle will predict
if season != "2017-18":
for stat in stats:
y = data[player]["professional"][season][stat]
fv = oracle_feature_extractor(data[player]["professional"][season], stat)
# compute
pred = util.dotProduct(fv, weights[stat])
#print pred
# compute gradient
scale = -eta * 2. * (pred - y)
#print scale
#print weights[stat]
# add gradient to weights
util.increment(weights[stat], scale, fv)
#print weights[stat]
#print weights
# iterate through each player, making a prediction and storing the true value in comparison dict
for player in data.keys():
#print player
if "2017-18" not in data[player]["professional"].keys():
continue
# veteran
if len(data[player]["professional"].keys()) != 1:
for value in stats:
# predict based on weights
fv = oracle_feature_extractor(data[player]["professional"]["2017-18"], value)
pred = util.dotProduct(fv, weights[value])
comparison["veterans"]["predicted"][value].append(pred)
# retrieve true value
comparison["veterans"]["true"][value].append(data[player]["professional"]["2017-18"][value])
# rookie
else:
for value in stats:
# predict based on weights
fv = oracle_feature_extractor(data[player]["professional"]["2017-18"], value)
pred = util.dotProduct(fv, weights[value])
comparison["rookies"]["predicted"][value].append(pred)
# retrieve true value
comparison["rookies"]["true"][value].append(data[player]["professional"]["2017-18"][value])
return comparison
print "Progress:", 1.0*i/maxIters * 100, "%"
loss = 0
means = [{} for _ in range(K)]
val_means = [0 for _ in range(K)]
cluster_count = [0 for _ in range(K)]
prev_centroids = centroids
prev_assign = assign[:]
precomputed_quantities = [util.dotProduct(centroids[i], centroids[i]) \
for i in range(K)]
#loop through the examples to assign
for j in range(len(examples)):
assign[j] , dist = find_center(j, examples[j], precomputed_x,
precomputed_quantities, centroids)
util.increment(means[assign[j]], 1, examples[j])
val_means[assign[j]] += full_examples[j][1]
cluster_count[assign[j]] += 1
loss_list[j] = (full_examples[j][1] - centroid_vals[assign[j]])
loss += dist
print "LOSS: " + str(loss)
if assign == prev_assign:
print loss
return centroids, assign, loss, loss_list, centroid_vals
for index in range(K):
divide(means[index], cluster_count[index])
val_means[index] = val_means[index]/cluster_count[index]
centroids = means
def update_weights_with_derivative(self,feature,weight,training_label):
util.increment(weight,self.eta * training_label, feature)
util.increment(weight,-2*self.lambda_value,weight) # regularization factor
def test3b0():
ans = {'a': 1.1, 'b': 1, 'c': 1.1, 'd': 0.1}
d1 = {'a': 1, 'b': 1, 'c': 1}
d2 = {'a': 1, 'c': 1, 'd': 1}
util.increment(d1, 0.1, d2)
grader.require_is_equal(ans, d1)
if abs(msg.velocity) > MAX_LINEAR_VEL or abs(msg.omega) > MAX_ANG_VEL:
scale = max(
abs(msg.velocity) / MAX_LINEAR_VEL,
abs(msg.omega) / MAX_ANG_VEL)
msg.velocity /= scale
msg.omega /= scale
targetVel = msg
rospy.init_node("base_controller")
targetSub = rospy.Subscriber('/target_vel',
BaseCommand,
targetCB,
queue_size=1)
motorPub = rospy.Publisher('/cmd_vel', MotorCommand, queue_size=1)
rate = rospy.Rate(RATE)
while not rospy.is_shutdown():
rate.sleep()
t = rospy.get_rostime()
if t - targetVel.header.stamp > rospy.Duration(COMMAND_TIMEOUT):
targetVel.velocity = 0
targetVel.omega = 0
targetVel.header.stamp = t
l_target = targetVel.velocity - (targetVel.omega * WHEEL_SEP) / 2
r_target = targetVel.velocity + (targetVel.omega * WHEEL_SEP) / 2
command.header.stamp = t
command.left, dl = increment(command.left, l_target / WHEEL_RAD, WHEEL_ACC)
command.right, dr = increment(command.right, r_target / WHEEL_RAD,
WHEEL_ACC)
motorPub.publish(command)
def get_veteran_comparison(data_type=2):
veteran_comparison = {}
veteran_comparison["training"] = {}
veteran_comparison["validation"] = {}
veteran_comparison["test"] = {}
veteran_comparison["training"]["predicted"] = {}
veteran_comparison["training"]["true"] = {}
veteran_comparison["validation"]["predicted"] = {}
veteran_comparison["validation"]["true"] = {}
veteran_comparison["test"]["predicted"] = {}
veteran_comparison["test"]["true"] = {}
relevant_stats = [
'DRBPM', '2PP', 'FGPM', '3PP', 'DWSPM', 'TRBP', 'PER', 'FTPM', '3PAPM',
'DRBP', 'USGP', 'TSP', 'PFPM', 'eFGP', 'STLPM', 'DBPM', '3PPM', 'GSPG',
'FGP', 'PPM', 'FTAPM', 'OBPM', 'TOVP', 'WSP48', 'MP', 'FTP', 'GS',
'BLKPM', 'G', 'BPM', 'VORP', 'ORBPM', 'TRBPM', '3PAr', 'ASTP', '2PPM',
'MPG', 'FTr', 'ORBP', 'BLKP', '2PAPM', 'STLP', 'FGAPM', 'TOVPM',
'ASTPM', 'OWSPM', 'WSPM'
]
relevant_college_stats = [
"G", "FGP", "3PP", "FTP", "MP", "FGPM", "FGAPM", "3PPM", "3PAPM",
"2PPM", "2PAPM", "FTPM", "FTAPM", "TRBPM", "ASTPM", "STLPM", "BLKPM",
"TOVPM", "PPM", "MPG", "2PP"
]
fnames = [
"data.pkl", "data_removeoutliers.pkl", "data_-1to1.pkl",
"data_-1to1_removeoutliers.pkl", "data_0to1.pkl",
"data_0to1_removeoutliers.pkl"
]
if data_type == 0 or data_type == 1:
normalization_type = None
elif data_type == 2 or data_type == 3:
normalization_type = "-1to1"
elif data_type == 4 or data_type == 5:
normalization_type = "0to1"
else:
raise ("ERROR")
# intialize as empty lists
for value in relevant_stats:
veteran_comparison["training"]["predicted"][value] = []
veteran_comparison["training"]["true"][value] = []
veteran_comparison["validation"]["predicted"][value] = []
veteran_comparison["validation"]["true"][value] = []
veteran_comparison["test"]["predicted"][value] = []
veteran_comparison["test"]["true"][value] = []
# build a model for each stat based on validation data
weights = {}
for stat in relevant_stats:
weights[stat] = collections.defaultdict(float)
#weights[stat] = {}
# eta, try 0.01?
eta = 0.0033
# computed by trial and error
reg_lambda_mapping = {}
for stat in relevant_stats:
if stat in [
"BPM", "FTAPM", "FTr", "MP", "MPG", "OWSPM", "PFPM", "TOVPM",
"VORP", "WSPM"
]:
reg_lambda = 1.
elif stat in ["GS"]:
reg_lambda = 0.5
elif stat in ["3PAPM", "DWSPM", "FTPM", "G", "GSPG"]:
reg_lambda = 0.333
elif stat in ["3PAr", "ASTPM"]:
reg_lambda = 0.1
elif stat in ["ASTP", "DRBP"]:
reg_lamba = 0.0333
elif stat in ["3PPM", "USGP"]:
reg_lambda = 0.01
elif stat in ["FGAPM"]:
reg_lambda = 0.000333
elif stat in [
"2PAPM", "2PP", "2PPM", "3PP", "BLKP", "BLKPM", "DBPM",
"DRBPM", "FGP", "FGPM", "FTP", "OBPM", "ORBP", "ORBPM", "PER",
"PPM", "STLP", "STLPM", "TOVP", "TRBP", "TRBPM", "TSP",
"WSP48", "eFGP"
]:
reg_lambda = 0.
else:
raise ("ERROR")
# load validation data
fin = open(
os.path.dirname(
"/Users/dliedtka/Documents/stanford/cs221/project/files/data_generation/"
) + "/" + fnames[data_type][:-4] + "_validation.pkl", "rb")
val_data = pickle.load(fin)
fin.close()
# iterate through each player, training the model on 2nd to last seasons for each stat (stochastic gradient descent using least squares regression)
for player in val_data.keys():
# skip rookies
if len(val_data[player]["professional"].keys()) == 1:
continue
#print player
# use previous seasons as features, current season as y
for season_idx in range(
1, len(sorted(val_data[player]["professional"].keys()))):
predicting_season = sorted(
val_data[player]["professional"].keys())[season_idx]
prior_season = sorted(
val_data[player]["professional"].keys())[season_idx - 1]
if predicting_season == "2016-17":
continue
fv = algorithm_feature_extractor(val_data, player, season_idx,
relevant_stats,
relevant_college_stats,
normalization_type)
for stat in relevant_stats:
#print fv["lastDRBPM"]
y = val_data[player]["professional"][predicting_season][stat]
#print y
# predict
#pred = util.dotProduct(fv, weights[stat])
# *** try making prediction last years stats plus inference
pred = val_data[player]["professional"][prior_season][
stat] + util.dotProduct(fv, weights[stat])
#print pred
# gradient
scale = -eta * 2. * (pred - y)
#print scale
#print weights[stat]["lastDRBPM"]
# update
# now with regularization
util.increment(weights[stat], -eta * reg_lambda, weights[stat])
util.increment(weights[stat], scale, fv)
#print weights[stat]["lastDRBPM"]
# iterate through each player, predicting on training data (all season prior to 2016-17)
for player in val_data.keys():
# skip players that only played in 2016-17
if len(val_data[player]["professional"].keys()
) == 1 and "2016-17" in val_data[player]["professional"].keys():
continue
#print player
season_list = sorted(val_data[player]["professional"].keys())
for season_idx in range(len(season_list)):
season = season_list[season_idx]
# skip rookie year
if season == season_list[0]:
continue
prior_season = season_list[season_idx - 1]
season_number = season_idx
fv = algorithm_feature_extractor(val_data, player, season_number,
relevant_stats,
relevant_college_stats,
normalization_type)
for stat in relevant_stats:
# predict
pred_val = val_data[player]["professional"][prior_season][
stat] + util.dotProduct(fv, weights[stat])
true_val = val_data[player]["professional"][season][stat]
# append
veteran_comparison["training"]["predicted"][stat].append(
pred_val)
veteran_comparison["training"]["true"][stat].append(true_val)
# iterate through each player, making predictions for 2016-17
for player in val_data.keys():
# skip rookies, players who didn't play this year
if len(val_data[player]["professional"].keys(
)) == 1 or "2016-17" not in val_data[player]["professional"].keys():
continue
#print player
# use previous seasons as features, 2016-17 as y
season = "2016-17"
prior_season = sorted(val_data[player]["professional"].keys())[-2]
season_number = len(val_data[player]["professional"].keys()
) - 1 # 2016-17 is last season
fv = algorithm_feature_extractor(val_data, player, season_number,
relevant_stats,
relevant_college_stats,
normalization_type)
for stat in relevant_stats:
# predict
pred_val = val_data[player]["professional"][prior_season][
stat] + util.dotProduct(fv, weights[stat])
true_val = val_data[player]["professional"][season][stat]
# append
veteran_comparison["validation"]["predicted"][stat].append(
pred_val)
veteran_comparison["validation"]["true"][stat].append(true_val)
# iterate through each player, making predictions for 2017-18
# load test data
fin = open(
os.path.dirname(
"/Users/dliedtka/Documents/stanford/cs221/project/files/data_generation/"
) + "/" + fnames[data_type], "rb")
test_data = pickle.load(fin)
fin.close()
veteran_preds = {}
for player in test_data.keys():
# skip rookies, players who didn't play this year
if len(test_data[player]["professional"].keys(
)) == 1 or "2017-18" not in test_data[player]["professional"].keys():
continue
#print player
veteran_preds[player] = {}
# use previous seasons as features, 2016-17 as y
season = "2017-18"
prior_season = sorted(test_data[player]["professional"].keys())[-2]
season_number = len(test_data[player]["professional"].keys()
) - 1 # 2016-17 is last season
fv = algorithm_feature_extractor(test_data, player, season_number,
relevant_stats,
relevant_college_stats,
normalization_type)
for stat in relevant_stats:
# predict
pred_val = test_data[player]["professional"][prior_season][
stat] + util.dotProduct(fv, weights[stat])
true_val = test_data[player]["professional"][season][stat]
# append
veteran_comparison["test"]["predicted"][stat].append(pred_val)
veteran_comparison["test"]["true"][stat].append(true_val)
veteran_preds[player][stat] = pred_val
fout = open("veteran_preds.pkl", "wb")
pickle.dump(veteran_preds, fout)
fout.close()
return veteran_comparison
def kmeans(full_examples, K, maxIters):
'''
examples: list of examples, each example is a string-to-double dict representing a sparse vector.
K: number of desired clusters. Assume that 0 < K <= |examples|.
maxIters: maximum number of iterations to run (you should terminate early if the algorithm converges).
Return: (length K list of cluster centroids,
list of assignments (i.e. if examples[i] belongs to centers[j], then assignments[i] = j)
final reconstruction loss)
'''
# BEGIN_YOUR_CODE (our solution is 32 lines of code, but don't worry if you deviate from this)
examples = [full_examples[j][0] for j in range(len(full_examples))]
def find_center(ex_index, example, precomputed_x, precomputed_quantities,
centroids):
assign = 0
min_dist = 1, 000
for i in range(K):
cur_dist = precomputed_x[ex_index] - 2 * util.dotProduct(
centroids[i], example) + precomputed_quantities[i]
if cur_dist < min_dist:
assign = i
min_dist = cur_dist
return assign, min_dist
def divide(vec, scale):
for k, v in vec.items():
vec[k] = 1.0 * v / scale
rand_list = random.sample(xrange(len(examples)), K)
centroids = [examples[i] for i in rand_list]
centroid_vals = [full_examples[i][1] for i in rand_list]
assign = [0 for _ in range(len(examples))]
loss_list = [0 for _ in range(len(examples))]
precomputed_x = [
util.dotProduct(examples[i], examples[i]) for i in range(len(examples))
]
for i in range(maxIters):
print "Progress:", 1.0 * i / maxIters * 100, "%"
loss = 0
means = [{} for _ in range(K)]
val_means = [0 for _ in range(K)]
cluster_count = [0 for _ in range(K)]
prev_centroids = centroids
prev_assign = assign[:]
precomputed_quantities = [
util.dotProduct(centroids[i], centroids[i]) for i in range(K)
]
#loop through the examples to assign
for j in range(len(examples)):
assign[j], dist = find_center(j, examples[j], precomputed_x,
precomputed_quantities, centroids)
util.increment(means[assign[j]], 1, examples[j])
val_means[assign[j]] += full_examples[j][1]
cluster_count[assign[j]] += 1
loss_list[j] = (full_examples[j][1] - centroid_vals[assign[j]])
loss += dist
print "LOSS: " + str(loss)
if assign == prev_assign:
print loss
return centroids, assign, loss, loss_list, centroid_vals
for index in range(K):
divide(means[index], cluster_count[index])
val_means[index] = val_means[index] / cluster_count[index]
centroids = means
centroid_vals = val_means
if centroids == prev_centroids:
print loss
return centroids, assign, loss, loss_list, centroid_vals
print "The reconstruction loss is:", loss
return centroids, assign, loss, loss_list, centroid_vals
