def predict(self, data):
# d = data_lib.Data(np.expand_dims(data.source_y_pred, 1), data.y)
y_pred_source = data.source_y_pred
I = np.arange(y_pred_source.size)
if self.predict_sample is not None and self.predict_sample < y_pred_source.size:
I = np.random.choice(y_pred_source.size, self.predict_sample, replace=False)
#L = array_functions.make_laplacian(y_pred_source[I], self.sigma_tr)
#W = array_functions.make_rbf(self.transform.transform(self.x), self.sigma_nw, x2=self.transform.transform(data.x[I,:])).T
k_L = int(self.sigma_tr*I.size)
L = array_functions.make_laplacian_kNN(y_pred_source[I], k_L)
k_W = int(self.sigma_nw*self.x.shape[0])
W = array_functions.make_knn(self.transform.transform(data.x[I, :]), k_W, x2=self.transform.transform(self.x))
S = array_functions.make_smoothing_matrix(W)
A = np.eye(I.size) + self.C*L
try:
f = np.linalg.lstsq(A, S.dot(self.y))[0]
except:
print 'GraphTransferNW:predict failed, returning mean'
f = self.y.mean() * np.ones(data.true_y.shape)
o = results.Output(data)
if self.predict_sample is not None:
nw_data = data_lib.Data(data.x[I,:], f)
self.nw_learner.train_and_test(nw_data)
nw_output = self.nw_learner.predict(data)
o.y = nw_output.y
o.fu = nw_output.y
else:
o.y = f
o.fu = f
return o
def compute_predictions_nonparametric(self, X, Y, estimate=False, learner_reg=None):
if learner_reg is None:
learner_reg = self.learner_reg
if not estimate:
return Y.copy()
W = self.target_learner.compute_kernel(X, X, bandwidth=learner_reg)
#np.fill_diagonal(W, 0)
S = array_functions.make_smoothing_matrix(W)
return S.dot(Y)
def evaluate_selection(self, W_p, W_y, I, y_true, p_true):
p_pred = W_p[:, I].sum(1)
S = array_functions.make_smoothing_matrix(W_y[:, I])
y_pred = S.dot(y_true[I])
norm_order = 2
if self.use_l1_loss:
norm_order = 1
error = norm(y_pred - y_true, ord=norm_order) + self.C * norm(p_pred - p_true, ord=norm_order)
return error
def train(self, data):
assert data.is_regression
y_s, y_true = self.get_predictions(data)
I = data.is_target & data.is_labeled
#y_s = y_s[I]
y_s = data.y[data.is_source]
y_true = data.true_y[I]
x_s = data.x[data.is_source]
x_s = array_functions.append_column(x_s, data.y[data.is_source])
x_s = array_functions.standardize(x_s)
x_t = data.x[I]
x_t = array_functions.append_column(x_t, data.y[I])
x_t = array_functions.standardize(x_t)
Wrbf = array_functions.make_rbf(x_t, self.sigma, self.metric, x2=x_s)
S = array_functions.make_smoothing_matrix(Wrbf)
w = cvx.Variable(x_s.shape[0])
constraints = [w >= 0]
reg = cvx.norm(w)**2
loss = cvx.sum_entries(
cvx.power(
S*cvx.diag(w)*y_s - y_true,2
)
)
obj = cvx.Minimize(loss + self.C*reg)
prob = cvx.Problem(obj,constraints)
assert prob.is_dcp()
try:
prob.solve()
#g_value = np.reshape(np.asarray(g.value),n_labeled)
w_value = w.value
except:
k = 0
#assert prob.status is None
print 'CVX problem: setting g = ' + str(k)
print '\tsigma=' + str(self.sigma)
print '\tC=' + str(self.C)
w_value = k*np.ones(x_s.shape[0])
all_data = data.get_transfer_subset(self.configs.labels_to_keep,include_unlabeled=True)
all_data.instance_weights = np.ones(all_data.n)
all_data.instance_weights[all_data.is_source] = w.value
self.instance_weights = all_data.instance_weights
self.target_learner.train_and_test(all_data)
self.x = all_data.x[all_data.is_source]
self.w = all_data.instance_weights[all_data.is_source]
def predict(self, data):
# d = data_lib.Data(np.expand_dims(data.source_y_pred, 1), data.y)
y_pred_source = data.source_y_pred
I = np.arange(y_pred_source.size)
if self.predict_sample is not None and self.predict_sample < y_pred_source.size:
I = np.random.choice(y_pred_source.size,
self.predict_sample,
replace=False)
if self.use_rbf:
#L = array_functions.make_laplacian(y_pred_source[I], self.sigma_tr)
W_source_pred = array_functions.make_rbf(y_pred_source[I],
self.sigma_tr)
if self.oracle_guidance is not None:
y = data.true_y[I]
n_y = y.size
num_to_sample = math.ceil(self.oracle_guidance * n_y**2)
rand_index1 = np.random.choice(n_y,
int(num_to_sample),
replace=True)
rand_index2 = np.random.choice(n_y,
int(num_to_sample),
replace=True)
if self.oracle_guidance_binary:
target_distances = array_functions.make_graph_distance(y)
distance_threshold = .2 * (y.max() - y.min())
W_source_pred[rand_index1, rand_index2] = target_distances[
rand_index1, rand_index2] <= distance_threshold
W_source_pred[rand_index2, rand_index1] = target_distances[
rand_index2, rand_index1] <= distance_threshold
else:
y_scaled = array_functions.normalize(y) * (
y_pred_source.max() - y_pred_source.min())
W_oracle_pred = array_functions.make_rbf(
y_scaled, self.sigma_tr)
W_source_pred[rand_index1,
rand_index2] = W_oracle_pred[rand_index1,
rand_index2]
W_source_pred[rand_index2,
rand_index1] = W_oracle_pred[rand_index2,
rand_index1]
W = array_functions.make_rbf(self.transform.transform(self.x),
self.sigma_nw,
x2=self.transform.transform(
data.x[I, :])).T
else:
assert self.oracle_guidance is None
k_L = int(self.sigma_tr * I.size)
#L = array_functions.make_laplacian_kNN(y_pred_source[I], k_L)
W_source_pred = array_functions.make_knn(y_pred_source[I], k_L)
k_W = int(self.sigma_nw * self.x.shape[0])
W = array_functions.make_knn(self.transform.transform(
data.x[I, :]),
k_W,
x2=self.transform.transform(self.x))
sparsify_prediction_graph = False
if self.use_prediction_graph_radius:
sparsify_prediction_graph = True
W_sparse = array_functions.make_graph_radius(
self.transform.transform(data.x[I, :]),
radius=self.radius,
)
if self.use_prediction_graph_sparsification:
sparsify_prediction_graph = True
W_sparse = array_functions.make_knn(self.transform.transform(
data.x[I, :]),
self.k_sparsification,
normalize_entries=False)
#W_L = array_functions.make_knn(y_pred_source[I], k_L)
if sparsify_prediction_graph:
W_source_pred = W_source_pred * W_sparse
S = array_functions.make_smoothing_matrix(W)
timing_test = False
C = self.C * self.x.shape[0] / W_source_pred[:].sum()
if self.nystrom_percentage > 0 or timing_test:
if timing_test:
tic()
Sy = S.dot(self.y)
if C != 0:
lamb = 1 / float(C)
f = None
tic()
inv_approx, _ = array_functions.nystrom_woodbury_laplacian(
W_source_pred, lamb, self.nystrom_percentage)
self.predict_time = toc()
#_, f2 = array_functions.nystrom_woodbury_laplacian(W_source_pred, lamb, self.nystrom_percentage, v=Sy)
if f is not None:
f *= lamb
else:
inv_approx *= lamb
f = inv_approx.dot(Sy)
else:
f = Sy
if timing_test:
toc()
if self.nystrom_percentage == 0 or self.nystrom_percentage is None or timing_test:
if timing_test:
tic()
L = array_functions.make_laplacian_with_W(W_source_pred,
normalized=False)
A = np.eye(I.size) + C * L
try:
tic()
f = np.linalg.lstsq(A, S.dot(self.y))[0]
self.predict_time = toc()
except:
print 'GraphTransferNW:predict failed, returning mean'
f = self.y.mean() * np.ones(data.true_y.shape)
if timing_test:
toc()
if timing_test:
A_inv = np.linalg.inv(A)
print 'approx error: ' + str(
norm(inv_approx - A_inv) / norm(A_inv))
o = results.Output(data)
if self.predict_sample is not None:
nw_data = data_lib.Data(data.x[I, :], f)
self.nw_learner.train_and_test(nw_data)
nw_output = self.nw_learner.predict(data)
o.y = nw_output.y
o.fu = nw_output.y
else:
o.y = f
o.fu = f
return o