return [nFeatures, f"{test_mse:.3f}", f"{gen_mse:.3f}"
] + [int(x) for x in rfe.support_]
if __name__ == '__main__':
print("Reading Data")
n_folds = 4
reduction_step = 1
nTrials = 100
n_estimators = 50
max_depth = 20
nFeatures = 4
nproc = 8
pts_data, x_data_raw, y_data_raw = read_csv_data("pts_merged_final.csv")
x_data_norm: np.ndarray = EstimatorBase.normalize(x_data_raw)
nFeaturesList = [nFeatures] * nTrials
for iFold in range(n_folds):
pts_train, pts_valid, x_data_train, x_data_test, y_data_train, y_data_test = getKFoldSplit(
pts_data, x_data_norm, y_data_raw, n_folds, iFold)
modParms = dict(n_estimators=n_estimators, max_depth=10)
estimator: EstimatorBase = EstimatorBase.new("rf")
estimator.update_parameters(**modParms)
print("Computing feature reductions")
run_feature_reduction = functools.partial(feature_reduction, estimator,
x_data_train, y_data_train,
x_data_test, y_data_test,
reduction_step)
return (shuffled_input_data, shuffled_training_data)
def shuffle_feature(input_data: np.ndarray, iFeature: int) -> np.ndarray:
features = np.split(input_data, input_data.shape[1], axis=1)
shuffled_feature = np.copy(features[iFeature])
np.random.shuffle(shuffled_feature)
features[iFeature] = shuffled_feature
result = np.stack(features, axis=1).squeeze()
return result
if __name__ == '__main__':
print("Reading Data")
pts_data, x_data_raw, y_data0 = read_csv_data("pts_merged_final.csv")
x_data_norm0 = EstimatorBase.normalize(x_data_raw[:, 0:n_inputs])
if make_plots:
fig, ax = plt.subplots()
else:
fig, ax = None, None
for iVersion in range(nVersions):
x_data_norm, y_data = shuffle_data(x_data_norm0, y_data0)
modParms = parameters[modelType]
modParms['random_state'] = iVersion
estimator: EstimatorBase = EstimatorBase.new(modelType)
estimator.update_parameters(**modParms)
print(
f"Executing {modelType} estimator, parameters: { estimator.instance_parameters.items() } "
)
padded_fe.append(feature_importances[iRBN])
iRBN = iRBN + 1
else:
padded_fe.append(0.0)
return np.array(padded_fe)
if __name__ == '__main__':
print("Reading Data")
pts_data, x_data_raw, y_data_raw = read_csv_data("pts_merged_final.csv")
n_inputs = x_data_raw.shape[1]
band_names = [f"B-{iB}" for iB in range(1, n_inputs + 1)]
n_total_samples = x_data_raw.shape[0]
n_training_samples = int(n_total_samples * training_fraction)
x_data_train: np.ndarray = EstimatorBase.normalize(
x_data_raw[:n_training_samples])
y_data_train = y_data_raw[:n_training_samples]
x_data_test: np.ndarray = EstimatorBase.normalize(
x_data_raw[n_training_samples:])
y_data_test = y_data_raw[n_training_samples:]
modParms = dict(n_estimators=70, max_depth=20)
estimator: EstimatorBase = EstimatorBase.new("rf")
estimator.update_parameters(**modParms)
print("Computing base fit")
predictions = []
feature_importance = []
scores = []
train_data_reduced = x_data_train.copy()