def test_pairwise_kernels(metric):
# Test the pairwise_kernels helper function.
rng = np.random.RandomState(0)
X = rng.random_sample((5, 4))
Y = rng.random_sample((2, 4))
function = PAIRWISE_KERNEL_FUNCTIONS[metric]
# Test with Y=None
K1 = pairwise_kernels(X, metric=metric)
K2 = function(X)
assert_array_almost_equal(K1, K2)
# Test with Y=Y
K1 = pairwise_kernels(X, Y=Y, metric=metric)
K2 = function(X, Y=Y)
assert_array_almost_equal(K1, K2)
# Test with tuples as X and Y
X_tuples = tuple([tuple([v for v in row]) for row in X])
Y_tuples = tuple([tuple([v for v in row]) for row in Y])
K2 = pairwise_kernels(X_tuples, Y_tuples, metric=metric)
assert_array_almost_equal(K1, K2)
# Test with sparse X and Y
X_sparse = csr_matrix(X)
Y_sparse = csr_matrix(Y)
if metric in ["chi2", "additive_chi2"]:
# these don't support sparse matrices yet
assert_raises(ValueError, pairwise_kernels,
X_sparse, Y=Y_sparse, metric=metric)
return
K1 = pairwise_kernels(X_sparse, Y=Y_sparse, metric=metric)
assert_array_almost_equal(K1, K2)
def HilbertSchmidtNormIC(self,X,Y,metric='linear'):
'''
Procedure to calculate the Hilbert-Schmidt Independence Criterion described in
"Measuring Statistical Dependence with Hilbert-Schmidt Norms", Arthur Gretton et al.
Parameters
----------
Assuming a joint distribution P(X,Y)
X :
list of X observations
Y : list of Y obervations
Returns
-------
(HSIC, fake-p-value scaling HSIC to [0,1])
'''
m = float(len(X))
K = pairwise_kernels(X,X,metric=metric)
L = pairwise_kernels(Y,Y,metric=metric)
H = np.eye(m)-1/m
res = (1/(m-1)**2 ) * np.trace(np.dot(np.dot(np.dot(K,H),L),H))
#Another way, maybe..
#CCm = pairwise_kernels(self.X,self.Y)
#res = sum(np.linalg.eigvals(CCm))
#Now using Gamma approximation to get a p-value
bone = np.ones((int(m),int(m)))
Kc = H*K*H
Lc = H*L*H
#fit Gamma to testStat*m
testStat = 1/m * sum(sum(np.dot(np.transpose(Kc),Lc) ) ) #TEST STATISTIC: m*HSICb (under H1)
varHSIC = (1/6 * np.dot(Kc,Lc))**2;
varHSIC = 1/m/(m-1)* ( sum( [sum(varHSIC[:,i]) for i in xrange(len(varHSIC))] ) - (np.trace(varHSIC)) )
varHSIC = 72*(m-4)*(m-5)/m/(m-1)/(m-2)/(m-3) * varHSIC #variance under H0
_K = K-np.diag(np.diag(K));
_L = L-np.diag(np.diag(L));
muX = 1/m/(m-1)*np.transpose(bone)*(K*bone)
muY = 1/m/(m-1)*np.transpose(bone)*(L*bone)
mHSIC = 1/m * ( 1 +muX*muY - muX - muY ) #mean under H0
al = mHSIC**2 / varHSIC;
bet = varHSIC*m / mHSIC; #threshold for hsicArr*m
alpha = 0.05
#This should be done, with varHSIC != 0
#from scipy.special import gdtria
#thresh = gdtria(1-alpha,al,bet)
#print 'thresh:', thresh
#return (res,1-(1/(1+res) ) )
return (res,res )
def gram(mat, args):
'''Computes the Gram Matrix of mat according to the kernel specified in
args'''
if args.kernel in ['rbf', 'polynomial', 'poly', 'laplacian']:
gamma = dict(gamma=10. / mat.shape[1])
output = pairwise_kernels(mat, metric=args.kernel, n_jobs=-1,
gamma=gamma)
else:
# gamma for chi squared should be left to default
output = pairwise_kernels(mat, metric=args.kernel, n_jobs=-1)
return output
def test_kernel_versus_pairwise():
# Check that GP kernels can also be used as pairwise kernels.
for kernel in kernels:
# Test auto-kernel
if kernel != kernel_white:
# For WhiteKernel: k(X) != k(X,X). This is assumed by
# pairwise_kernels
K1 = kernel(X)
K2 = pairwise_kernels(X, metric=kernel)
assert_array_almost_equal(K1, K2)
# Test cross-kernel
K1 = kernel(X, Y)
K2 = pairwise_kernels(X, Y, metric=kernel)
assert_array_almost_equal(K1, K2)
def transform(self, X): """Apply feature map to X. Computes an approximate feature map using the kernel between some training points and X. Parameters ---------- X : array-like, shape=(n_samples, n_features) Data to transform. Returns ------- X_transformed : array, shape=(n_samples, n_components) Transformed data. """ check_is_fitted(self, 'components_') X = check_array(X, accept_sparse='csr') kernel_params = self._get_kernel_params() embedded = pairwise_kernels(X, self.components_, metric=self.kernel, filter_params=True, **kernel_params) return np.dot(embedded, self.normalization_.T)
def links(self, data_matrix):
data_size = data_matrix.shape[0]
kernel_matrix = pairwise_kernels(data_matrix, metric=self.metric, **self.kwds)
# compute instance density as average pairwise similarity
density = np.sum(kernel_matrix, 0) / data_size
# compute list of nearest neighbors
kernel_matrix_sorted = np.argsort(-kernel_matrix)
# make matrix of densities ordered by nearest neighbor
density_matrix = density[kernel_matrix_sorted]
# if a denser neighbor cannot be found then assign link to the instance itself
link_ids = list(range(density_matrix.shape[0]))
# for all instances determine link link
for i, row in enumerate(density_matrix):
i_density = row[0]
# for all neighbors from the closest to the furthest
for jj, d in enumerate(row):
# proceed until n_nearest_neighbors have been explored
if self.n_nearest_neighbors is not None and jj > self.n_nearest_neighbors:
break
j = kernel_matrix_sorted[i, jj]
if jj > 0:
j_density = d
# if the density of the neighbor is higher than the density of the instance assign link
if j_density > i_density:
link_ids[i] = j
break
return link_ids
def parents(self, data_matrix, target=None):
"""parents."""
data_size = data_matrix.shape[0]
kernel_matrix = pairwise_kernels(data_matrix, metric=self.metric, **self.kwds)
# compute instance density as 1 over average pairwise distance
density = np.sum(kernel_matrix, 0) / data_size
# compute list of nearest neighbors
kernel_matrix_sorted = np.argsort(-kernel_matrix)
# make matrix of densities ordered by nearest neighbor
density_matrix = density[kernel_matrix_sorted]
# if a denser neighbor cannot be found then assign parent to the
# instance itself
parent_ids = list(range(density_matrix.shape[0]))
# for all instances determine parent link
for i, row in enumerate(density_matrix):
i_density = row[0]
# for all neighbors from the closest to the furthest
for jj, d in enumerate(row):
j = kernel_matrix_sorted[i, jj]
if jj > 0:
j_density = d
# if the density of the neighbor is higher than the
# density of the instance assign parent
if j_density > i_density:
parent_ids[i] = j
break
return parent_ids
def transform(self, data_matrix):
"""Transforms features as the instance similarity to a set of instances as
defined by the selector.
Parameters
----------
data_matrix : array, shape = (n_samples, n_features)
Samples.
Returns
-------
data_matrix : array, shape = (n_samples, n_features_new)
Transformed array.
"""
if self.selected_instances is None:
raise Exception('Error: attempt to use transform on non fit model')
if self.selected_instances.shape[0] == 0:
raise Exception('Error: attempt to use transform using 0 selectors')
# TODO: the first instance is more important than others in a selector, so it should
# receive a weight proportional to the rank e.g. 1/rank^p
# the selector should return also a rank information for each feature, note: for the
# composite selector it is important to distinguish the rank of multiple selectors
data_matrix_out = pairwise_kernels(data_matrix,
Y=self.selected_instances,
metric=self.metric,
**self.kwds)
if self.scale:
data_matrix_out = self.scaler.transform(data_matrix_out) * self.scaling_factor
return data_matrix_out
def diag(self, X):
"""Returns the diagonal of the kernel k(X, X).
The result of this method is identical to np.diag(self(X)); however,
it can be evaluated more efficiently since only the diagonal is
evaluated.
Parameters
----------
X : array, shape (n_samples_X, n_features)
Left argument of the returned kernel k(X, Y)
Returns
-------
K_diag : array, shape (n_samples_X,)
Diagonal of kernel k(X, X)
"""
prototypes_std = self.prototypes.std(0)
n_prototypes = self.prototypes.shape[0]
# kernel regression of noise levels
K_pairwise = \
pairwise_kernels(self.prototypes / prototypes_std,
X / prototypes_std,
metric="rbf", gamma=self.gamma)
return (K_pairwise * self.sigma_2[:, None]).sum(axis=0) \
/ K_pairwise.sum(axis=0)
def KmeansForAgeEst2(db, where, users, n_clusters):
X = []
X_users = []
centers = []
est = []
est_v = []
for at in where:
_users = [users[i] for i in at]
X.append(pymongo_utill.toTimeFreq(db, _users))
X_users.append(_users)
for c, x in enumerate(X):
km = KMeans(init='k-means++', n_clusters=n_clusters, n_init=10)
km.fit(x)
centers.append(km.cluster_centers_)
max_0 = 0
max_1 = 0
est_0_v = ""
est_1_v = ""
for i, u in enumerate(x):
sim = pairwise_kernels(km.cluster_centers_, u, metric="cosine")
if max_0 < sim[0]:
est_0 = X_users[c][i]
max_0 = sim[0]
est_0_v = u
if max_1 < sim[1]:
est_1 = X_users[c][i]
max_1 = sim[1]
est_1_v = u
est.append((est_0, est_1))
est_v.append((est_0_v, est_1_v))
return centers
def decision_function(self, X):
"""Scores related to the ordering of the samples X.
Note that higher scores correspond to higher rankings. For example,
for three ordered samples (say ranks 1, 2, 3) we would expect the
corresponding scores to decrease (say 9.5, 6.2, 3.5).
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Training vectors.
Returns
-------
scores : array-like, shape = [n_samples]
The higher the score, the higher the rank. For example,
if the x_1's rank is 1 and x_2's rank is 2, then
x_1's score will be higher than x_2's score.
"""
if self._rank_vectors is None:
raise Exception('Attempted to predict before fitting model')
alpha = self._alpha
gram_matrix = pairwise.pairwise_kernels(self._rank_vectors, X, metric=self.kernel)
scores = np.sum(alpha[alpha != 0, np.newaxis] * gram_matrix, 0)
return scores
def fit(self, X, y, unlabeled_data=None):
num_data = X.shape[0] + unlabeled_data.shape[0]
num_labeled = X.shape[0]
num_unlabeled = unlabeled_data.shape[0]
labeled = np.zeros((num_data,), dtype=np.float32)
labeled[0:num_labeled] = 1.0
if issparse(X):
self.X_ = vstack((util.cast_to_float32(X),
util.cast_to_float32(unlabeled_data)), format='csr')
else:
self.X_ = np.concatenate((util.cast_to_float32(X),
util.cast_to_float32(unlabeled_data)))
self.gamma = (
self.gamma if self.gamma is not None else 1.0 / X.shape[1])
self.kernel_params = {'gamma':self.gamma, 'degree':self.degree, 'coef0':self.coef0}
kernel_matrix = pairwise_kernels(self.X_, metric=self.kernel,
filter_params=True, **self.kernel_params)
A = np.dot(np.diag(labeled), kernel_matrix)
if self.nu2 != 0:
if self.kernel == 'rbf':
laplacian_kernel_matrix = kernel_matrix
else:
laplacian_kernel_matrix = rbf_kernel(self.X_, gamma=self.gamma)
laplacian_x_kernel = np.dot(graph_laplacian(
laplacian_kernel_matrix, normed=self.normalize_laplacian), kernel_matrix)
A += self.nu2 * laplacian_x_kernel
y = np.concatenate((y, -np.ones((num_unlabeled,), dtype=np.float32)),
axis=0)
super(LapRLSC, self).fit(A, y, class_for_unlabeled=-1)
def select(self, data_matrix, target=None):
"""select."""
# extract difference matrix
kernel_matrix = pairwise_kernels(data_matrix,
metric=self.metric, **self.kwds)
# set minimum value
m = - 1
# set diagonal to 0 to remove self similarity
np.fill_diagonal(kernel_matrix, 0)
# iterate size - k times, i.e. until only k instances are left
for t in range(data_matrix.shape[0] - self.n_instances):
# find pairs with largest kernel
(max_i, max_j) = np.unravel_index(
np.argmax(kernel_matrix), kernel_matrix.shape)
# choose one instance at random
if random.random() > 0.5:
id = max_i
else:
id = max_j
# remove instance with highest score by setting all its pairwise
# similarity to min value
kernel_matrix[id, :] = m
kernel_matrix[:, id] = m
# extract surviving elements, i.e. element that have 0 on the diagonal
selected_instances_ids = np.array(
[i for i, x in enumerate(np.diag(kernel_matrix)) if x == 0])
return selected_instances_ids
def test_cosine_kernel():
""" Test the cosine_kernels. """
rng = np.random.RandomState(0)
X = rng.random_sample((5, 4))
Y = rng.random_sample((3, 4))
Xcsr = csr_matrix(X)
Ycsr = csr_matrix(Y)
for X_, Y_ in ((X, None), (X, Y), (Xcsr, None), (Xcsr, Ycsr)):
# Test that the cosine is kernel is equal to a linear kernel when data
# has been previously normalized by L2-norm.
K1 = pairwise_kernels(X_, Y=Y_, metric="cosine")
X_ = normalize(X_)
if Y_ is not None:
Y_ = normalize(Y_)
K2 = pairwise_kernels(X_, Y=Y_, metric="linear")
def score(self, Xh, yh):
# not really a score, more a loss
lambdak = self.alpha0
K_pred = pairwise_kernels(Xh, self.Xt, gamma=np.exp(lambdak[0]),
metric='rbf')
pred = K_pred.dot(self.dual_coef_)
v = yh - pred
return v.dot(v)
def h_sol_approx(x, lambdak, tol):
# returns an approximate solution of the inner optimization
K = pairwise_kernels(Xt, gamma=np.exp(lambdak[0]), metric='rbf')
(out, success) = splinalg.cg(
K + np.exp(lambdak[1]) * np.eye(x0.size), yt, x0=x)
if success is False:
raise ValueError
return out
def test_lower_bound_multi_rbf():
K = pairwise_kernels(mult_dense, metric="rbf", gamma=0.1)
Cmin = C_lower_bound(K, mult_target)
Cmin2 = C_lower_bound(mult_dense, mult_target, kernel="rbf", gamma=0.1)
Cmin3 = C_lower_bound(mult_dense, mult_target, kernel="rbf", gamma=0.1,
search_size=60, random_state=0)
assert_almost_equal(Cmin, Cmin2, 4)
assert_almost_equal(Cmin, Cmin3, 4)
def test_fit_reg_squared_loss_nn_l2():
K = pairwise_kernels(digit.data, metric="poly", degree=4)
clf = CDRegressor(C=1, random_state=0, penalty="nnl2",
loss="squared", max_iter=100)
clf.fit(K, digit.target)
y_pred = (clf.predict(K) > 0.5).astype(int)
acc = np.mean(digit.target == y_pred)
assert_almost_equal(acc, 0.9444, 3)
def test_pairwise_kernels_callable():
# Test the pairwise_kernels helper function
# with a callable function, with given keywords.
rng = np.random.RandomState(0)
X = rng.random_sample((5, 4))
Y = rng.random_sample((2, 4))
metric = callable_rbf_kernel
kwds = {'gamma': 0.1}
K1 = pairwise_kernels(X, Y=Y, metric=metric, **kwds)
K2 = rbf_kernel(X, Y=Y, **kwds)
assert_array_almost_equal(K1, K2)
# callable function, X=Y
K1 = pairwise_kernels(X, Y=X, metric=metric, **kwds)
K2 = rbf_kernel(X, Y=X, **kwds)
assert_array_almost_equal(K1, K2)
def fit(self,PHI,targets, Parameters):
if (self.kind=='rbf'or self.kind=='sigmoid'or self.kind=="polynomial" or self.kind== "lin" or self.kind =="cosine"):
# save target need for kernel interpellation
self.targets=targets;
#parameters
self.Parameters=Parameters;
#Kernel matrix
K=pairwise_kernels(PHI[:,:],PHI[:,:],metric=self.kind,filter_params= self.Parameters);
#To make a prediction on sample x using n-training sample sum with respect to xn i.e sum k(x,xn)
#must equal one i.e sum k(x,xn)=1
Normalization=np.power(np.tile(np.sum(K,1),(K.shape[1], 1)),-1) ;
K=Normalization*K;
# Prediction using training data
y_pred=np.dot(K,targets);
# Prediction varance
self.bata=np.var(targets-y_pred);
# Prediction variance of each sample
self.sigma=(self.bata)+np.diag(K)/(self.bata);
self.trainingdata=PHI;
if (self.kind=='basis'):
self.targets=targets;
self.Parameters;
dim=PHI.shape[1];
S0=np.identity(dim);
Parameter=np.array(Parameters);
if (Parameter.size==1):
#zero mean ,broad prior, with one parameter with maximum likelihood estimation of prior
Lambda=Parameter[0];
self.Sn=np.linalg.inv(Lambda*S0+np.dot(PHI.transpose(),PHI))
self.Mn=np.dot(self.Sn, np.dot(PHI.transpose(),targets))
# Prediction of training data
y_pred=np.dot(PHI,self.Mn)
self.bata=np.var(targets-y_pred);
self.sigma=(self.bata)+np.diag(np.dot(PHI,np.dot(self.Sn,PHI.transpose())));
if (Parameter.size==2):
#zero mean ,broad prior, with two parameter
alfa=Parameter[0];
bata=Parameter[1];
self.Sn=np.linalg.inv(alfa*S0+bata*np.dot(PHI.transpose(),PHI))
self.Mn=bata*np.dot(self.Sn, np.dot(PHI.transpose(),targets))
# Prediction of training data
y_pred=np.dot(PHI,self.Mn)
#Calculate noise variance on training data using MAP estimate
self.bata=np.var(targets-y_pred);
# prediction variance on training data
self.sigma=(self.bata)+np.diag(np.dot(PHI,np.dot(self.Sn,PHI.transpose())));
def _most_representative(self, structs):
# compute kernel matrix with sequence_vectorizer
data_matrix = self.sequence_vectorizer.transform(structs)
kernel_matrix = pairwise_kernels(data_matrix, metric='rbf', gamma=1)
# compute instance density as 1 over average pairwise distance
density = np.sum(kernel_matrix, 0) / data_matrix.shape[0]
# compute list of nearest neighbors
max_id = np.argsort(-density)[0]
return max_id
def _get_kernel(self, X, Y=None):
if callable(self.kernel):
params = self.kernel_params or {}
else:
params = {"gamma": self.gamma,
"degree": self.degree,
"coef0": self.coef0}
return pairwise_kernels(X, Y, metric=self.kernel,
filter_params=True, **params)
def gram(mat, args):
'''Computes the gram matrix of mat according to a specified kernel function'''
kwargs = {}
if args.kernel in ['rbf', 'polynomial', 'poly', 'laplacian']:
# gamma for chi squared should be left to default
kwargs = dict(gamma=10. / mat_a.shape[1])
output = pairwise_kernels(mat, metric=args.kernel, n_jobs=1, **kwargs)
return output
def g_cross(x, lambdak):
K_pred = pairwise_kernels(
Xh, Xt, gamma=np.exp(lambdak[0]), metric='rbf')
K_pred_prime = -np.exp(lambdak[0]) * euclidean_distances(
Xh, Xt, squared=True) * K_pred
pred = K_pred.dot(x)
v = yh - pred
tmp = K_pred_prime.dot(x)
return np.array((- 2 * tmp.dot(v), 0.0))
def test_pairwise_kernels_filter_param():
rng = np.random.RandomState(0)
X = rng.random_sample((5, 4))
Y = rng.random_sample((2, 4))
K = rbf_kernel(X, Y, gamma=0.1)
params = {"gamma": 0.1, "blabla": ":)"}
K2 = pairwise_kernels(X, Y, metric="rbf", filter_params=True, **params)
assert_array_almost_equal(K, K2)
assert_raises(TypeError, pairwise_kernels, X, Y, "rbf", **params)
def build_graph(self,
data_matrix=None,
target=None,
k=3,
k_quick_shift=1,
k_outliers=5,
knn_horizon=5):
"""Build graph."""
size = data_matrix.shape[0]
# make kernel
kernel_matrix = pairwise_kernels(data_matrix,
metric=self.metric,
**self.kwds)
# compute instance density as average pairwise similarity
density = np.sum(kernel_matrix, 0) / size
# compute list of nearest neighbors
distance_matrix = pairwise_distances(data_matrix)
knn_ids = np.argsort(distance_matrix)
# make matrix of densities ordered by nearest neighbor
density_matrix = density[knn_ids]
# make a graph with instances as nodes
graph = nx.Graph()
for v in range(size):
graph.add_node(v, group=target[v], outlier=False)
# build knn edges
if k > 0:
# find the closest selected instance and instantiate knn edges
graph = self._add_knn_links(
graph,
target,
kernel_matrix=kernel_matrix,
knn_ids=knn_ids,
nneighbors_th=k)
self._annotate_outliers(
graph,
nneighbors_th=k_outliers,
kernel_matrix=kernel_matrix,
knn_ids=knn_ids)
# build shift tree
for th in range(1, k_quick_shift + 1):
link_ids = self._kernel_shift_links(
kernel_matrix=kernel_matrix,
density_matrix=density_matrix,
knn_ids=knn_ids,
k_quick_shift=th,
target=target,
knn_horizon=knn_horizon)
for i, link in enumerate(link_ids):
if i != link:
graph.add_edge(i, link, edge_type='shift', rank=th)
graph = self._compute_edge_len(graph, data_matrix, target)
return graph
def decision_function(self, X):
if self.mode == 'exact':
K = pairwise_kernels(
X, self.X_train_,
metric=self.kernel,
filter_params=True,
gamma=self.gamma
)
else:
K = self.kernel_sampler_.transform(X)
return super(SparseKernelClassifier, self).decision_function(K)
def _get_kernel(self, X, Y=None):
params = {"gamma": self.gamma,
"degree": self.degree,
"coef0": self.coef0}
try:
return pairwise_kernels(X, Y, metric=self.kernel,
filter_params=True, **params)
except AttributeError:
raise ValueError("%s is not a valid kernel. Valid kernels are: "
"rbf, poly, sigmoid, linear and precomputed."
% self.kernel)
def fit(self, Xt, yt):
self.Xt = Xt
x0 = np.zeros(Xt.shape[0])
# returns an approximate solution of the inner optimization
K = pairwise_kernels(Xt, gamma=np.exp(self.alpha0[0]), metric='rbf')
(out, success) = splinalg.cg(
K + np.exp(self.alpha0[1]) * np.eye(x0.size), yt, x0=x0)
if success is False:
raise ValueError
self.dual_coef_ = out
def _get_kernel(self, X, Y=None):
if callable(self.kernel):
params = self.kernel_params or {}
else:
params = {"gamma": self.gamma,
"degree": self.degree,
"coef0": self.coef0}
if self.kernel == "robust_kernel":
return trimmedrbf_kernel(X, Y, gamma=self.gamma, robust_gamma = self.robust_gamma)
else:
return pairwise_kernels(X, Y, metric=self.kernel,
filter_params=True, **params)
def test(self,
dataset: BaseADDataset,
device: str = 'cpu',
n_jobs_dataloader: int = 0):
"""Tests the SSAD model on the test data."""
logger = logging.getLogger()
#_, test_loader = dataset.loaders(batch_size=128, num_workers=n_jobs_dataloader)
test_loader = self.my_dataset.test_loader
# Get data from loader
idx_label_score = []
X = ()
idxs = []
labels = []
for data in test_loader:
inputs, label_batch, _, idx = data
inputs, label_batch, idx = inputs.to(device), label_batch.to(
device), idx.to(device)
if self.hybrid:
inputs = self.ae_net.encoder(
inputs
) # in hybrid approach, take code representation of AE as features
X_batch = inputs.view(
inputs.size(0), -1
) # X_batch.shape = (batch_size, n_channels * height * width)
X += (X_batch.cpu().data.numpy(), )
idxs += idx.cpu().data.numpy().astype(np.int64).tolist()
labels += label_batch.cpu().data.numpy().astype(np.int64).tolist()
X = np.concatenate(X)
# Testing
logger.info('Starting testing...')
start_time = time.time()
# Build kernel
kernel = pairwise_kernels(X,
self.X_svs,
metric=self.kernel,
gamma=self.gamma)
scores = (-1.0) * self.model.apply(kernel)
self.results['test_time'] = time.time() - start_time
scores = scores.flatten()
self.rho = -self.model.threshold
# Save triples of (idx, label, score) in a list
idx_label_score += list(zip(idxs, labels, scores.tolist()))
self.results['test_scores'] = idx_label_score
# Compute AUC
_, labels, scores = zip(*idx_label_score)
labels = np.array(labels)
scores = np.array(scores)
self.results['test_auc'] = roc_auc_score(labels, scores)
# If hybrid, also test model with linear kernel
if self.hybrid:
start_time = time.time()
linear_kernel = pairwise_kernels(X,
self.linear_X_svs,
metric='linear')
scores_linear = (-1.0) * self.linear_model.apply(linear_kernel)
self.results['test_time_linear'] = time.time() - start_time
scores_linear = scores_linear.flatten()
self.results['test_auc_linear'] = roc_auc_score(
labels, scores_linear)
logger.info('Test AUC linear model: {:.2f}%'.format(
100. * self.results['test_auc_linear']))
logger.info('Test Time linear model: {:.3f}s'.format(
self.results['test_time_linear']))
# Log results
logger.info('Test AUC: {:.2f}%'.format(100. *
self.results['test_auc']))
logger.info('Test Time: {:.3f}s'.format(self.results['test_time']))
logger.info('Finished testing.')
#normalizing
doc_term_matrix_tfidf_l2 = []
for tf_vector in doc_term_matrix_tfidf:
doc_term_matrix_tfidf_l2.append(l2_normalizer(tf_vector))
hasil_tfidf = np.matrix(doc_term_matrix_tfidf_l2)
st.subheader("l2 tfidf normalizer")
frequency_TFIDF = pd.DataFrame(hasil_tfidf,
index=id_requirement,
columns=kolom_df)
st.write(frequency_TFIDF)
st.subheader("IR using cosine")
X = np.array(hasil_tfidf[0:])
Y = np.array(hasil_tfidf)
cosine_similaritas = pairwise_kernels(X, Y, metric='linear')
cosine_df = pd.DataFrame(cosine_similaritas,
index=id_requirement,
columns=id_requirement)
st.write(cosine_df)
# klaster
klaster_value = st.sidebar.slider("Berapa Cluster?", 0, 5,
len(id_requirement))
kmeans = KMeans(
n_clusters=klaster_value
) # You want cluster the passenger records into 2: Survived or Not survived
kmeans_df = kmeans.fit(cosine_similaritas)
st.subheader("K-Means Cluster")
correct = 0
def similarity_graph_from_term_document_matrix(sp_mat):
dx = pairwise_kernels(sp_mat, metric='cosine')
g = nx.from_numpy_matrix(dx)
return g
def kernel_mat_pair(f, x, y=None):
return pairwise_kernels(x, y, f)
# compare the eigenvalues of kernel matrics
# In[108]:
from sklearn.metrics.pairwise import pairwise_kernels
from numpy.linalg import eigvals
# In[109]:
kernel_list = ['linear', 'rbf', 'poly', 'sigmoid']
for kernel in kernel_list:
k = 10
kernel_matrix = pairwise_kernels(credit, metric=kernel)
print "Kernel is " + str(kernel)
print eigvals(kernel_matrix)
print "\n"
# In[156]:
kernel_matrix.shape
# In[157]:
eigvals(kernel_matrix).shape
# In[144]:
def prototype_selection(X, subsample=20, kernel='rbf'):
return greedy_select_protos(
pairwise_kernels(X, metric=kernel), np.array(range(X.shape[0])),
subsample) if subsample > 1 else np.array(range(X.shape[0]))
def predict(self, X):
K = pairwise_kernels(self.X, X, metric=self.kernel, gamma=self.gamma)
return (K * self.y[:, None]).sum(axis=0) / K.sum(axis=0)
def rbf_kernels(X, n_jobs):
return pairwise_kernels(X, metric="rbf", n_jobs=n_jobs, gamma=0.1)
def linear_kernel_test(testK, origK, n_jobs):
return pairwise_kernels(testK, origK, metric="linear", n_jobs=n_jobs)
def estimate_Gap_statistics(self, nrefs):
masknans = pl.ma.masked_not_equal(self._X[:, 0], 0).mask
minvals = self._X[masknans, :].min(axis=0)
maxvals = self._X[masknans, :].max(axis=0)
meanvals = self._X[masknans, :].mean(axis=0)
stdvals = self._X[masknans, :].std(axis=0)
ref_Affinity = []
Dref = []
# Compute a random uniform reference distribution of features
# precompute Distances and affinities.
for i in range(nrefs):
random_X = pl.ones_like(self._X)
# random_X [:,0 ] =np.random.uniform (low = minvals[0] , high=maxvals[0], size=pl.int_( self._X.shape[0]/10 ) )
random_X[:, 1] = np.random.uniform(
low=pl.quantile(q=0.16, a=self._X[masknans, 1]),
high=pl.quantile(q=0.16, a=self._X[masknans, 1]),
size=pl.int_(self._X.shape[0]),
)
random_X[:, 0] = np.random.normal(loc=meanvals[0],
scale=stdvals[0],
size=pl.int_(self._X.shape[0]))
ref_D = self._metric.pairwise(random_X)
ref_D = pl.ma.fix_invalid(ref_D, fill_value=1.0).data
Dref.append(ref_D)
ref_Affinity.append(pairwise_kernels(ref_D, metric="precomputed"))
self.Gaps = pl.zeros(len(self.Kvals))
self.sd = self.Gaps * 0.0
self.W = self.Gaps * 0.0 # KL index
p = self._nfeat
for j, K in enumerate(self.Kvals):
if self.verbose:
print(f"Running with K={K} clusters")
self.clusters = AgglomerativeClustering(
n_clusters=K,
affinity="precomputed",
linkage="average",
connectivity=self.connectivity,
)
self.clusters.fit_predict(self._Affinity)
# estimate WCSS for the samples
W = self.get_WCSS(K, self.clusters.labels_, self._distance_matr)
self.W[j] = W
# estimate WCSS for random samples
ref_W = pl.zeros(nrefs)
for i in range(nrefs):
ref_clusters = AgglomerativeClustering(
n_clusters=K,
affinity="precomputed",
linkage="average",
connectivity=self.connectivity,
)
ref_clusters.fit_predict(ref_Affinity[i])
ref_W[i] = self.get_WCSS(K, ref_clusters.labels_, Dref[i])
self.sd[j] = np.std(np.log(ref_W)) * np.sqrt(1 + 1.0 / nrefs)
self.Gaps[j] = np.mean(np.log(ref_W)) - np.log(W)
## see section 4 of Tibishrani et al. http://web.stanford.edu/~hastie/Papers/gap.pdf
gaps_criterion = pl.array(
[self.Kvals[:-1], self.Gaps[:-1] - self.Gaps[1:] + self.sd[1:]])
mask = pl.array(gaps_criterion[1, :] >= 0)
return pl.int_(gaps_criterion[0, mask][0])
def cluster_tightness(data, metric='cosine'):
centroid = np.mean(data, axis=0).reshape(1, -1)
return np.mean(pairwise_kernels(data, centroid, metric=metric))
def __init__(
self,
features,
nfeatures,
nside=16,
include_haversine=False,
galactic_mask=None,
affinity="euclidean",
scaler=preprocessing.StandardScaler(),
file_affinity="",
verbose=False,
save_affinity=False,
feature_weights=None,
):
"""
-features: list of features to cluster
-nfeatures
"""
self._nside = nside
self._nfeat = nfeatures
if galactic_mask is None:
self.galactic_mask = np.bool_(pl.ones_like(features[0]))
else:
self.galactic_mask = galactic_mask
features[0] = features[0][galactic_mask]
features[1] = features[1][galactic_mask]
if self._nfeat > 1:
assert features[0].shape[0] == features[1].shape[0]
self._npix = features[0].shape[0] # hp.nside2npix(nside)
else:
self._npix = features.shape[0]
if feature_weights is None:
feature_weights = pl.ones(self._nfeat)
self.verbose = verbose
self._X = pl.zeros((self._npix, self._nfeat))
if self._nfeat == 1:
features = [features]
for i, x in zip(range(self._nfeat), features):
self._X[:, i] = x
# Standard rescaling of all the features
if scaler is not None:
self._X = scaler.fit_transform(self._X)
for i in range(self._nfeat):
self._X[:, i] *= feature_weights[i]
self.estimate_affinity(affinity, file_affinity)
self._has_angles = False
if include_haversine:
self._has_angles = True
self.estimate_haversine()
self._Affinity = pairwise_kernels(self._distance_matr,
metric="precomputed")
if save_affinity:
pl.save(file_affinity, self._Affinity)
def gaussian(x, **kwargs):
return pairwise_kernels(x, x, metric="rbf", **kwargs)
#!/usr/bin/env python import numpy as np from sklearn.preprocessing import KernelCenterer from sklearn.metrics.pairwise import pairwise_kernels X = np.array([[ 1., -2., 2.], [ -2., 1., 3.], [ 4., 1., -2.]]) K = pairwise_kernels(X, metric='linear') transformer = KernelCenterer().fit(K) centered_K = transformer.transform(K) print(centered_K) H = np.eye(3) - (1.0/3)*np.ones((3,3)) centered_K = H.dot(K).dot(H) print(centered_K)
def _calc_kernel(self, X, Y=None):
return pairwise_kernels(X, Y, metric=self.kernel_type)
def transform(self, X, Y=None):
n = X.shape[1]
H = np.eye(n) - ((1 / n) * np.ones((n, n)))
kernel_X_X = pairwise_kernels(X=X.T, Y=X.T, metric=self.kernel)
X_transformed = (self.Theta.T).dot(H).dot(kernel_X_X).dot(H)
return X_transformed
mae_cv = np.zeros((n_folds, 1))
# --------------------------------------------------------------------------
for i_fold, (train_idx, test_idx) in enumerate(kf.split(x, y)):
x_train, x_test = x[train_idx], x[test_idx]
y_train, y_test = y[train_idx], y[test_idx]
print('CV iteration: %d' % (i_fold + 1))
# --------------------------------------------------------------------------
# Model
gpr = GaussianProcessRegressor()
X = np.atleast_2d(x)
gramm_kernel = pairwise_kernels(X, metric='precomputed',filter_params=False)
# --------------------------------------------------------------------------
# Model selection
# Search space
param_grid = {'kernel': [RBF(), WhiteKernel(), gramm_kernel]}
# Gridsearch
internal_cv = KFold(n_splits=5)
grid_cv = GridSearchCV(estimator=gpr,
param_grid=param_grid,
cv=internal_cv,
scoring='neg_mean_absolute_error',
verbose=1,
n_jobs=1)
# --------------------------------------------------------------------------
def _density_func(self, data_matrix, target=None):
kernel_matrix = pairwise_kernels(data_matrix, metric=self.metric, **self.kwds)
# compute instance density as average pairwise similarity
densities = np.mean(kernel_matrix, 0)
return densities
def train(self,
dataset: BaseADDataset,
device: str = 'cpu',
n_jobs_dataloader: int = 0):
"""Trains the SSAD model on the training data."""
logger = logging.getLogger()
# do not drop last batch for non-SGD optimization shallow_ssad
#train_loader = DataLoader(dataset=dataset.train_set, batch_size=128, shuffle=True,num_workers=n_jobs_dataloader, drop_last=False)
train_loader = self.my_dataset.test_loader
# Get data from loader
X = ()
semi_targets = []
for data in train_loader:
inputs, _, semi_targets_batch, _ = data
inputs, semi_targets_batch = inputs.to(
device), semi_targets_batch.to(device)
if self.hybrid:
inputs = self.ae_net.encoder(
inputs
) # in hybrid approach, take code representation of AE as features
X_batch = inputs.view(
inputs.size(0), -1
) # X_batch.shape = (batch_size, n_channels * height * width)
X += (X_batch.cpu().data.numpy(), )
semi_targets += semi_targets_batch.cpu().data.numpy().astype(
np.int).tolist()
X, semi_targets = np.concatenate(X), np.array(semi_targets)
# Training
logger.info('Starting training...')
# Select model via hold-out test set of 1000 samples
gammas = np.logspace(-7, 2, num=10, base=2)
best_auc = 0.0
# Sample hold-out set from test set
#_, test_loader = dataset.loaders(batch_size=128, num_workers=n_jobs_dataloader)
#---------------------------------------------
test_loader = self.my_dataset.test_loader
X_test = ()
labels = []
for data in test_loader:
inputs, label_batch, _, _ = data
inputs, label_batch = inputs.to(device), label_batch.to(device)
if self.hybrid:
inputs = self.ae_net.encoder(
inputs
) # in hybrid approach, take code representation of AE as features
X_batch = inputs.view(
inputs.size(0), -1
) # X_batch.shape = (batch_size, n_channels * height * width)
X_test += (X_batch.cpu().data.numpy(), )
labels += label_batch.cpu().data.numpy().astype(np.int64).tolist()
X_test, labels = np.concatenate(X_test), np.array(labels)
n_test, n_normal, n_outlier = len(X_test), np.sum(labels == 0), np.sum(
labels == 1)
n_val = int(0.1 * n_test)
n_val_normal, n_val_outlier = int(n_val * (n_normal / n_test)), int(
n_val * (n_outlier / n_test))
perm = np.random.permutation(n_test)
X_val = np.concatenate(
(X_test[perm][labels[perm] == 0][:n_val_normal],
X_test[perm][labels[perm] == 1][:n_val_outlier]))
labels = np.array([0] * n_val_normal + [1] * n_val_outlier)
i = 1
for gamma in gammas:
# Build the training kernel
kernel = pairwise_kernels(X, X, metric=self.kernel, gamma=gamma)
# Model candidate
model = ConvexSSAD(kernel,
semi_targets,
Cp=self.Cp,
Cu=self.Cu,
Cn=self.Cn)
# Train
start_time = time.time()
model.fit()
train_time = time.time() - start_time
# Test on small hold-out set from test set
kernel_val = pairwise_kernels(X_val,
X[model.svs, :],
metric=self.kernel,
gamma=gamma)
scores = (-1.0) * model.apply(kernel_val)
scores = scores.flatten()
# Compute AUC
auc = roc_auc_score(labels, scores)
logger.info(
f' | Model {i:02}/{len(gammas):02} | Gamma: {gamma:.8f} | Train Time: {train_time:.3f}s '
f'| Val AUC: {100. * auc:.2f} |')
if auc > best_auc:
best_auc = auc
self.model = model
self.gamma = gamma
self.results['train_time'] = train_time
i += 1
# Get support vectors for testing
self.X_svs = X[self.model.svs, :]
# If hybrid, also train a model with linear kernel
if self.hybrid:
linear_kernel = pairwise_kernels(X, X, metric='linear')
self.linear_model = ConvexSSAD(linear_kernel,
semi_targets,
Cp=self.Cp,
Cu=self.Cu,
Cn=self.Cn)
start_time = time.time()
self.linear_model.fit()
train_time = time.time() - start_time
self.results['train_time_linear'] = train_time
self.linear_X_svs = X[self.linear_model.svs, :]
logger.info(
f'Best Model: | Gamma: {self.gamma:.8f} | AUC: {100. * best_auc:.2f}'
)
logger.info('Training Time: {:.3f}s'.format(
self.results['train_time']))
logger.info('Finished training.')
n_jobs=self.n_jobs,
degree=self.degree,
gamma=self.gamma,
coef0=self.coef0)
if __name__ == "__main__":
X = np.random.normal(size=(1000, 100))
Y = np.random.normal(size=(1000, 20))
kcca = KCCA(n_components=10, kernel="rbf", n_jobs=1, epsilon=0.1).fit(X, Y)
"""
matching on test data
"""
alpha = kcca.alpha
beta = kcca.beta
X_te = np.random.normal(size=(10, 100))
Y_te = np.random.normal(size=(10, 20))
Kx = kcca._pairwise_kernels(X_te, X)
Ky = kcca._pairwise_kernels(Y_te, Y)
F = np.dot(Kx, alpha)
G = np.dot(Ky, beta)
D = euclidean_distances(F, G)
idx_pred = np.argmin(D, axis=0)
print "matching result:", idx_pred, len(alpha), len(beta)
"""
similarity between true object and predicted object on test data
"""
idx_true = range(10)
C = pairwise_kernels(Y_te[idx_true], Y_te[idx_pred], metric="cosine")
print "1-best mean similarity:", np.mean(C.diagonal())
def fit(self,
X,
y,
src_index,
tgt_index,
tgt_index_labeled=None,
**fit_params):
"""
Fit KMM.
Parameters
----------
X : numpy array
Input data.
y : numpy array
Output data.
src_index : iterable
indexes of source labeled data in X, y.
tgt_index : iterable
indexes of target unlabeled data in X, y.
tgt_index_labeled : iterable, optional (default=None)
indexes of target labeled data in X, y.
fit_params : key, value arguments
Arguments given to the fit method of the estimator
(epochs, batch_size...).
Returns
-------
self : returns an instance of self
"""
check_indexes(src_index, tgt_index, tgt_index_labeled)
if tgt_index_labeled is None:
Xs = X[src_index]
ys = y[src_index]
else:
Xs = X[np.concatenate((src_index, tgt_index_labeled))]
ys = y[np.concatenate((src_index, tgt_index_labeled))]
Xt = X[tgt_index]
n_s = len(Xs)
n_t = len(Xt)
# Get epsilon
if self.epsilon is None:
self.epsilon = (np.sqrt(n_s) - 1) / np.sqrt(n_s)
# Compute Kernel Matrix
K = pairwise.pairwise_kernels(Xs,
Xs,
metric=self.kernel,
**self.kernel_params)
K = (1 / 2) * (K + K.transpose())
# Compute q
kappa = pairwise.pairwise_kernels(Xs,
Xt,
metric=self.kernel,
**self.kernel_params)
kappa = (n_s / n_t) * np.dot(kappa, np.ones((n_t, 1)))
constraints = LinearConstraint(np.ones((1, n_s)),
lb=n_s * (1 - self.epsilon),
ub=n_s * (1 + self.epsilon))
def func(x):
return (1 / 2) * x.T @ (K @ x) - kappa.T @ x
weights = minimize(func,
x0=np.ones((n_s, 1)),
bounds=[(0, self.B)] * n_s,
constraints=constraints)['x']
self.weights_ = np.array(weights).ravel()
self.estimator_ = check_estimator(self.get_estimator, **self.kwargs)
try:
self.estimator_.fit(Xs,
ys,
sample_weight=self.weights_,
**fit_params)
except:
bootstrap_index = np.random.choice(len(Xs),
size=len(Xs),
replace=True,
p=self.weights_ /
self.weights_.sum())
self.estimator_.fit(Xs[bootstrap_index], ys[bootstrap_index],
**fit_params)
return self
