def test_hivecote_v2_on_basic_motions():
"""Test of HIVEVOTEV2 on basic motions data."""
# load basic motions data
X_train, y_train = load_basic_motions(split="train", return_X_y=True)
X_test, y_test = load_basic_motions(split="test", return_X_y=True)
indices = np.random.RandomState(4).choice(len(y_train), 15, replace=False)
# train HIVE-COTE v2
hc2 = HIVECOTEV2(
random_state=0,
stc_params={
"estimator": RotationForest(n_estimators=3),
"n_shapelet_samples": 500,
"max_shapelets": 20,
"batch_size": 100,
},
drcif_params={"n_estimators": 10},
arsenal_params={
"num_kernels": 100,
"n_estimators": 5
},
tde_params={
"n_parameter_samples": 25,
"max_ensemble_size": 5,
"randomly_selected_params": 10,
},
)
hc2.fit(X_train.iloc[indices], y_train[indices])
# assert probabilities are the same
probas = hc2.predict_proba(X_test.iloc[indices[:10]])
testing.assert_array_equal(probas, stc_basic_motions_probas)
def test_stc_on_unit_test_data():
"""Test of ShapeletTransformClassifier on unit test data."""
# load unit test data
X_train, y_train = load_unit_test(split="train", return_X_y=True)
X_test, y_test = load_unit_test(split="test", return_X_y=True)
indices = np.random.RandomState(0).choice(len(y_train), 10, replace=False)
# train STC
stc = ShapeletTransformClassifier(
estimator=RotationForest(n_estimators=3),
max_shapelets=20,
n_shapelet_samples=500,
batch_size=100,
random_state=0,
save_transformed_data=True,
)
stc.fit(X_train, y_train)
# assert probabilities are the same
probas = stc.predict_proba(X_test.iloc[indices])
testing.assert_array_equal(probas, stc_unit_test_probas)
# test train estimate
train_probas = stc._get_train_probs(X_train, y_train)
train_preds = stc.classes_[np.argmax(train_probas, axis=1)]
assert accuracy_score(y_train, train_preds) >= 0.75
def test_hivecote_v1_on_unit_test_data():
"""Test of HIVECOTEV1 on unit test data."""
# load unit test data
X_train, y_train = load_unit_test(split="train", return_X_y=True)
X_test, y_test = load_unit_test(split="test", return_X_y=True)
indices = np.random.RandomState(0).choice(len(y_train), 10, replace=False)
# train HIVE-COTE v1
hc1 = HIVECOTEV1(
random_state=0,
stc_params={
"estimator": RotationForest(n_estimators=3),
"n_shapelet_samples": 500,
"max_shapelets": 20,
"batch_size": 100,
},
tsf_params={"n_estimators": 10},
rise_params={"n_estimators": 10},
cboss_params={
"n_parameter_samples": 25,
"max_ensemble_size": 5
},
)
hc1.fit(X_train.iloc[indices], y_train[indices])
# assert probabilities are the same
probas = hc1.predict_proba(X_test.iloc[indices])
testing.assert_array_almost_equal(probas,
hivecote_v1_unit_test_probas,
decimal=2)
def _fit(self, X, y):
"""Fit a pipeline on cases (X,y), where y is the target variable.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
self.n_instances_, self.n_dims_, self.series_length_ = X.shape
self._rotf = RotationForest(
n_estimators=self.n_estimators,
save_transformed_data=self.save_transformed_data,
n_jobs=self._threads_to_use,
random_state=self.random_state,
)
self._tsfresh = TSFreshFeatureExtractor(
default_fc_parameters=self.default_fc_parameters,
n_jobs=self._threads_to_use,
chunksize=self.chunksize,
show_warnings=self.verbose > 1,
disable_progressbar=self.verbose < 1,
)
X_t = self._tsfresh.fit_transform(X, y)
self._rotf.fit(X_t, y)
if self.save_transformed_data:
self.transformed_data_ = X_t
return self
def _fit(self, X, y):
self._n_jobs = check_n_jobs(self.n_jobs)
self.n_instances, self.n_dims, self.series_length = X.shape
self.n_classes = np.unique(y).shape[0]
self.classes_ = class_distribution(np.asarray(y).reshape(-1, 1))[0][0]
if self.time_limit_in_minutes > 0:
# contracting 2/3 transform (with 1/5 of that taken away for final
# transform), 1/3 classifier
third = self.time_limit_in_minutes / 3
self._classifier_limit_in_minutes = third
self._transform_limit_in_minutes = (third * 2) / 5 * 4
elif self.transform_limit_in_minutes > 0:
self._transform_limit_in_minutes = self.transform_limit_in_minutes
self._transformer = RandomShapeletTransform(
n_shapelet_samples=self.n_shapelet_samples,
max_shapelets=self.max_shapelets,
max_shapelet_length=self.max_shapelet_length,
time_limit_in_minutes=self._transform_limit_in_minutes,
contract_max_n_shapelet_samples=self.
contract_max_n_shapelet_samples,
n_jobs=self.n_jobs,
batch_size=self.batch_size,
random_state=self.random_state,
)
self._estimator = _clone_estimator(
RotationForest() if self.estimator is None else self.estimator,
self.random_state,
)
if isinstance(self._estimator, RotationForest):
self._estimator.save_transformed_data = self.save_transformed_data
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._n_jobs
m = getattr(self._estimator, "time_limit_in_minutes", None)
if m is not None and self.time_limit_in_minutes > 0:
self._estimator.time_limit_in_minutes = self._classifier_limit_in_minutes
X_t = self._transformer.fit_transform(X, y).to_numpy()
if self.save_transformed_data:
self.transformed_data = X_t
self._estimator.fit(X_t, y)
def test_contracted_stc_on_unit_test_data():
"""Test of contracted ShapeletTransformClassifier on unit test data."""
# load unit test data
X_train, y_train = load_unit_test(split="train")
# train contracted STC
stc = ShapeletTransformClassifier(
estimator=RotationForest(contract_max_n_estimators=3),
max_shapelets=20,
time_limit_in_minutes=0.25,
contract_max_n_shapelet_samples=500,
batch_size=100,
random_state=0,
)
stc.fit(X_train, y_train)
def _fit(self, X, y):
"""Fit a pipeline on cases (X,y), where y is the target variable.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
interval_transformers = (Catch22(outlier_norm=True, replace_nans=True)
if self.interval_transformers is None else
self.interval_transformers)
self._transformer = RandomIntervals(
n_intervals=self.n_intervals,
transformers=interval_transformers,
random_state=self.random_state,
n_jobs=self._threads_to_use,
)
self._estimator = _clone_estimator(
RotationForest() if self.estimator is None else self.estimator,
self.random_state,
)
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._threads_to_use
X_t = self._transformer.fit_transform(X, y)
self._estimator.fit(X_t, y)
return self
def test_stc_on_basic_motions():
"""Test of ShapeletTransformClassifier on basic motions data."""
# load basic motions data
X_train, y_train = load_basic_motions(split="train", return_X_y=True)
X_test, y_test = load_basic_motions(split="test", return_X_y=True)
indices = np.random.RandomState(4).choice(len(y_train), 15, replace=False)
# train STC
stc = ShapeletTransformClassifier(
estimator=RotationForest(n_estimators=3),
max_shapelets=20,
n_shapelet_samples=500,
batch_size=100,
random_state=0,
)
stc.fit(X_train.iloc[indices], y_train[indices])
# assert probabilities are the same
probas = stc.predict_proba(X_test.iloc[indices[:10]])
testing.assert_array_equal(probas, stc_basic_motions_probas)
def test_contracted_hivecote_v2_on_unit_test_data():
"""Test of contracted HIVECOTEV2 on unit test data."""
# load unit test data
X_train, y_train = load_unit_test(split="train")
# train contracted HIVE-COTE v2
hc2 = HIVECOTEV2(
time_limit_in_minutes=2,
random_state=0,
stc_params={
"estimator": RotationForest(contract_max_n_estimators=3),
"contract_max_n_shapelet_samples": 500,
"max_shapelets": 20,
"batch_size": 100,
},
drcif_params={"contract_max_n_estimators": 10},
arsenal_params={"contract_max_n_estimators": 5},
tde_params={
"contract_max_n_parameter_samples": 10,
"max_ensemble_size": 5,
"randomly_selected_params": 5,
},
)
hc2.fit(X_train, y_train)
class FreshPRINCE(BaseClassifier):
"""Fresh Pipeline with RotatIoN forest Classifier.
This classifier simply transforms the input data using the TSFresh [1]_
transformer with comprehensive features and builds a RotationForest estimator using
the transformed data.
Parameters
----------
default_fc_parameters : str, default="comprehensive"
Set of TSFresh features to be extracted, options are "minimal", "efficient" or
"comprehensive".
n_estimators : int, default=200
Number of estimators for the RotationForest ensemble.
verbose : int, default=0
Level of output printed to the console (for information only)
n_jobs : int, default=1
The number of jobs to run in parallel for both `fit` and `predict`.
``-1`` means using all processors.
chunksize : int or None, default=None
Number of series processed in each parallel TSFresh job, should be optimised
for efficient parallelisation.
random_state : int or None, default=None
Seed for random, integer.
Attributes
----------
n_classes_ : int
Number of classes. Extracted from the data.
classes_ : ndarray of shape (n_classes_)
Holds the label for each class.
See Also
--------
TSFreshFeatureExtractor, TSFreshClassifier, RotationForest
References
----------
.. [1] Christ, Maximilian, et al. "Time series feature extraction on basis of
scalable hypothesis tests (tsfresh–a python package)." Neurocomputing 307
(2018): 72-77.
https://www.sciencedirect.com/science/article/pii/S0925231218304843
Examples
--------
>>> from sktime.classification.feature_based import FreshPRINCE
>>> from sktime.contrib.vector_classifiers._rotation_forest import RotationForest
>>> from sktime.datasets import load_unit_test
>>> X_train, y_train = load_unit_test(split="train", return_X_y=True)
>>> X_test, y_test = load_unit_test(split="test", return_X_y=True)
>>> clf = FreshPRINCE(
... default_fc_parameters="minimal",
... n_estimators=10,
... )
>>> clf.fit(X_train, y_train)
FreshPRINCE(...)
>>> y_pred = clf.predict(X_test)
"""
_tags = {
"capability:multivariate": True,
"capability:multithreading": True,
"capability:train_estimate": True,
}
def __init__(
self,
default_fc_parameters="comprehensive",
n_estimators=200,
save_transformed_data=False,
verbose=0,
n_jobs=1,
chunksize=None,
random_state=None,
):
self.default_fc_parameters = default_fc_parameters
self.n_estimators = n_estimators
self.save_transformed_data = save_transformed_data
self.verbose = verbose
self.n_jobs = n_jobs
self.chunksize = chunksize
self.random_state = random_state
self.n_instances_ = 0
self.n_dims_ = 0
self.series_length_ = 0
self.transformed_data_ = []
self._rotf = None
self._tsfresh = None
super(FreshPRINCE, self).__init__()
def _fit(self, X, y):
"""Fit a pipeline on cases (X,y), where y is the target variable.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
self.n_instances_, self.n_dims_, self.series_length_ = X.shape
self._rotf = RotationForest(
n_estimators=self.n_estimators,
save_transformed_data=self.save_transformed_data,
n_jobs=self._threads_to_use,
random_state=self.random_state,
)
self._tsfresh = TSFreshFeatureExtractor(
default_fc_parameters=self.default_fc_parameters,
n_jobs=self._threads_to_use,
chunksize=self.chunksize,
show_warnings=self.verbose > 1,
disable_progressbar=self.verbose < 1,
)
X_t = self._tsfresh.fit_transform(X, y)
self._rotf.fit(X_t, y)
if self.save_transformed_data:
self.transformed_data_ = X_t
return self
def _predict(self, X):
"""Predict class values of n instances in X.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The data to make predictions for.
Returns
-------
y : array-like, shape = [n_instances]
Predicted class labels.
"""
return self._rotf.predict(self._tsfresh.transform(X))
def _predict_proba(self, X):
"""Predict class probabilities for n instances in X.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The data to make predict probabilities for.
Returns
-------
y : array-like, shape = [n_instances, n_classes_]
Predicted probabilities using the ordering in classes_.
"""
return self._rotf.predict_proba(self._tsfresh.transform(X))
def _get_train_probs(self, X, y):
self.check_is_fitted()
X, y = check_X_y(X, y, coerce_to_numpy=True)
n_instances, n_dims, series_length = X.shape
if (n_instances != self.n_instances_ or n_dims != self.n_dims_
or series_length != self.series_length_):
raise ValueError(
"n_instances, n_dims, series_length mismatch. X should be "
"the same as the training data used in fit for generating train "
"probabilities.")
if not self.save_transformed_data:
raise ValueError(
"Currently only works with saved transform data from fit.")
return self._rotf._get_train_probs(self.transformed_data_, y)
"suppress_warnings": True,
"max_p": 2,
"max_q": 2,
"seasonal": False,
},
MultiplexForecaster: {
"forecasters": [
("Naive_mean", NaiveForecaster(strategy="mean")),
("Naive_last", NaiveForecaster(strategy="last")),
("Naive_drift", NaiveForecaster(strategy="drift")),
],
"selected_forecaster":
"Naive_mean",
},
ShapeletTransformClassifier: {
"estimator": RotationForest(n_estimators=3),
"max_shapelets": 5,
"n_shapelet_samples": 50,
"batch_size": 20,
},
ContractedShapeletTransform: {
"time_contract_in_mins": 0.025
},
ShapeletTransform: {
"max_shapelets_to_store_per_class": 1,
"min_shapelet_length": 3,
"max_shapelet_length": 4,
},
RandomShapeletTransform: {
"max_shapelets": 5,
"n_shapelet_samples": 50,
"RocketClassifier - UnitTest",
_reproduce_classification_unit_test(
RocketClassifier(num_kernels=500, random_state=0)
),
)
_print_array(
"RocketClassifier - BasicMotions",
_reproduce_classification_basic_motions(
RocketClassifier(num_kernels=500, random_state=0)
),
)
_print_array(
"ShapeletTransformClassifier - UnitTest",
_reproduce_classification_unit_test(
ShapeletTransformClassifier(
estimator=RotationForest(n_estimators=3),
max_shapelets=20,
n_shapelet_samples=500,
batch_size=100,
random_state=0,
)
),
)
_print_array(
"ShapeletTransformClassifier - BasicMotions",
_reproduce_classification_basic_motions(
ShapeletTransformClassifier(
estimator=RotationForest(n_estimators=3),
max_shapelets=20,
n_shapelet_samples=500,
batch_size=100,
def _fit(self, X, y):
"""Fit STC to training data.
Parameters
----------
X : 3D np.array of shape = [n_instances, n_dimensions, series_length]
The training data.
y : array-like, shape = [n_instances]
The class labels.
Returns
-------
self :
Reference to self.
Notes
-----
Changes state by creating a fitted model that updates attributes
ending in "_" and sets is_fitted flag to True.
"""
self.n_instances_, self.n_dims_, self.series_length_ = X.shape
if self.time_limit_in_minutes > 0:
# contracting 2/3 transform (with 1/5 of that taken away for final
# transform), 1/3 classifier
third = self.time_limit_in_minutes / 3
self._classifier_limit_in_minutes = third
self._transform_limit_in_minutes = (third * 2) / 5 * 4
elif self.transform_limit_in_minutes > 0:
self._transform_limit_in_minutes = self.transform_limit_in_minutes
self._transformer = RandomShapeletTransform(
n_shapelet_samples=self.n_shapelet_samples,
max_shapelets=self.max_shapelets,
max_shapelet_length=self.max_shapelet_length,
time_limit_in_minutes=self._transform_limit_in_minutes,
contract_max_n_shapelet_samples=self.
contract_max_n_shapelet_samples,
n_jobs=self.n_jobs,
batch_size=self.batch_size,
random_state=self.random_state,
)
self._estimator = _clone_estimator(
RotationForest() if self.estimator is None else self.estimator,
self.random_state,
)
if isinstance(self._estimator, RotationForest):
self._estimator.save_transformed_data = self.save_transformed_data
m = getattr(self._estimator, "n_jobs", None)
if m is not None:
self._estimator.n_jobs = self._threads_to_use
m = getattr(self._estimator, "time_limit_in_minutes", None)
if m is not None and self.time_limit_in_minutes > 0:
self._estimator.time_limit_in_minutes = self._classifier_limit_in_minutes
X_t = self._transformer.fit_transform(X, y).to_numpy()
if self.save_transformed_data:
self.transformed_data_ = X_t
self._estimator.fit(X_t, y)
return self