def svm_regression(self, out_filename, delete=True):
self.to_svmlight(out_filename)
train_file = out_filename+".train"
test_file = out_filename+".val"
model_file = train_file+".mod"
classified_file = test_file+".class"
classified_file_original = test_file+".class_orig"
print "Writing output to " + self.base_file+"_svm.txt"
with open(self.base_file+"_svm.txt", 'w') as fx:
d = 1
for t in [0]: #[0, 1, 1, 1, 1, 1, 2]:
print "---"
print "SVM Regression..."
if t != 1:
MSVMLight.learn(train_file, model_file, z='r', t=t)
else:
MSVMLight.learn(train_file, model_file, z='r', t=t, d=d)
d += 1
print "Learnt Model"
MSVMLight.classify(test_file, model_file, classified_file)
MSVMLight.classify(train_file, model_file, classified_file_original)
with open(test_file, 'r') as f:
ytrue = f.readlines()
ytrue = [float(l.split(' ', 1)[0]) for l in ytrue]
with open(classified_file, 'r') as f:
yguess = f.readlines()
yguess = [float(l.replace('\n', '')) for l in yguess]
with open(train_file, 'r') as f:
ytrue_orig = f.readlines()
ytrue_orig = [float(l.split(' ', 1)[0]) for l in ytrue_orig]
with open(classified_file_original, 'r') as f:
yguess_orig = f.readlines()
yguess_orig = [float(l.replace('\n', '')) for l in yguess_orig]
fx.write("---t=%d d=%d\n" % (t, d))
fx.write("R2 (val/test)\n")
fx.write("%f %f \n" % (metrics.r2_score(ytrue, yguess), metrics.r2_score(ytrue_orig, yguess_orig)))
fx.write("MSE (val/test)\n")
fx.write("%f %f \n" % (metrics.mean_square_error(ytrue, yguess), metrics.mean_square_error(ytrue_orig, yguess_orig)))
fx.write("---\n")
def test_all_regressors():
x, y = make_friedman2(10000)
x_train, y_train, x_test, y_test = test_helpers.split_dataset(x,y)
#print y_test[:100]
ols = LinearRegression()
ols.fit(x_train, y_train)
ols_pred = ols.predict(x_test)
#print ols_pred[:100]
ols_mse = mean_square_error(y_test, ols_pred)
for fn in regressors:
print fn
model = fn(x_train,y_train)
print model
pred = model.predict(x_test)
#print pred[:100]
mse = mean_square_error(y_test, pred)
print "OLS MSE:", ols_mse, " Current MSE:", mse
print "Ratio:", mse / ols_mse
assert ols_mse > 1.1*mse
def test_all_regressors():
x, y = make_friedman2(10000)
x_train, y_train, x_test, y_test = test_helpers.split_dataset(x, y)
#print y_test[:100]
ols = LinearRegression()
ols.fit(x_train, y_train)
ols_pred = ols.predict(x_test)
#print ols_pred[:100]
ols_mse = mean_square_error(y_test, ols_pred)
for fn in regressors:
print fn
model = fn(x_train, y_train)
print model
pred = model.predict(x_test)
#print pred[:100]
mse = mean_square_error(y_test, pred)
print "OLS MSE:", ols_mse, " Current MSE:", mse
print "Ratio:", mse / ols_mse
assert ols_mse > 1.1 * mse
from sklearn.datasets import load_boston
boston = load_boston()
from matplotlib import pyplot as plt
import scipy as sp
from sklearn.metrics import mean_square_error
plt.figure(1)
plt.hist(boston.target)
plt.xlabel('price ($1000s)')
plt.ylabel('count')
from sklearn.linear_model import LinearRegression
clf = LinearRegression()
clf.fit(boston.data[::2], boston.target[::2])
predicted = clf.predict(boston.data[1::2])
plt.figure(2)
plt.scatter(boston.target[1::2], predicted)
plt.plot([0, 50], [0, 50], '--k')
plt.axis('tight')
plt.xlabel('True price ($1000s)')
plt.ylabel('Predicted price ($1000s)')
print mean_square_error(boston.target[1::2],predicted)
plt.show()
data_train, data_test, y_train, y_test = train_test_split(
dataset.data, dataset.target, test_size=0.25, random_state=None)
###################################################
# 3 - define the regression model
clf = linear_model.LinearRegression()
###################################################
# 4 - fit the model
clf.fit (data_train, y_train)
clf.coef_
# 5 - predict using the model
y_predicted = clf.predict(y_train)
# 6 - validata the model
print(metrics.explained_variance_score(y_test, y_predicted)) #ES = SSR/SST
print(metrics.mean_absolute_error(y_test, y_predicted)) #MAE (l1)
print(metrics.mean_square_error(y_test, y_predicted)) #MSE (l2)
print(metrics.r2_score(y_test, y_predicted)) #R2 = 1-SSE/SST
# 7 - print the result
import matplotlib.pyplot as plt
plt.scatter(data_test, y_test, color='black')
plt.plot(data_test, y_predicted), color='blue', linewidth=3)
plt.xticks(())
plt.yticks(())
plt.show()
def TRVP(Ym,Ypred): return mean_square_error(Ym,Ypred) / len(Ym) def correcting(m): return [ v+v*0.01*a for a,v in enumerate(m)]
def EVRP(Ym,Ypred): return mean_square_error(Ym,Ypred) / norm(Ym)**2
plot_metrics('EVRP','ERVP',apply_metrics(EVRP))
roc_values = [] for feature in X_train.columns: clf = DecisionTreeClassifier() clf.fit(X_train[feature].to_frame(), y_train) y_scored = clf.predict_proba(X_test[feature].to_frame()) roc_values.append(roc_auc_score(y_test, y_scored[:, 1])) # 之后rank一下选分数高的就好了 # 8.2 Univariate roc-auc for Regression mse_values = [] for feature in X_train.columns: clf = DecisionTreeRegressor() clf.fit(X_train[feature].to_frame(), y_train) y_scored = clf.predict(X_test[feature].to_frame()) mse_values.append(mean_square_error(y_test, y_scored)) # Rank it! ################################# B. Wrapper Methods ############################################ # 1. Forward Selection: add one feature at a time recursively # 2. Backward Selection: remove one feature at a time recursively # 3. Exhaustive Search: searches across all possible feature combinations ## Procedure # 1. Search for the subset of features # 2. Build the Machine Learning Model on the selected feature subset # 3. Evaluate Model Performance # 4. Repeat
std = X_train.std(axis=0)
mean = X_train.mean(axis=0)
X_train = (X_train - mean) / std
X_test = (X_test - mean) / std
std = y_train.std(axis=0)
mean = y_train.mean(axis=0)
y_train = (y_train - mean) / std
y_test = (y_test - mean) / std
gc.collect()
print "- benching ElasticNet"
clf = ElasticNet(alpha=alpha, rho=0.5, fit_intercept=False)
tstart = time()
clf.fit(X_train, y_train)
elnet_results[i, j, 0] = mean_square_error(clf.predict(X_test),
y_test)
elnet_results[i, j, 1] = time() - tstart
gc.collect()
print "- benching SGD"
n_iter = np.ceil(10 ** 4.0 / n_train)
clf = SGDRegressor(alpha=alpha, fit_intercept=False,
n_iter=n_iter, learning_rate="invscaling",
eta0=.01, power_t=0.25)
tstart = time()
clf.fit(X_train, y_train)
sgd_results[i, j, 0] = mean_square_error(clf.predict(X_test),
y_test)
sgd_results[i, j, 1] = time() - tstart
# <codecell>
permdata = np.load('100iter.npz')
hist(permdata['distribution'], 64, color=[0.6,0.6,0.6])
plot([permdata['value'], permdata['value']], [0, 12], color='r', linewidth=2)
title('p = %.3f' % max(1./100, (1-permdata['pvalue'])))
xlim([390, 1100])
xlabel('Mean square error (lower=better)')
savefig("figures/permtest_hist.svg")
savefig("figures/permtest_hist.png", dpi=600)
# <codecell>
msedata = []
for idx, res in enumerate(result_lsas):
msedata.append((skm.mean_square_error(res[0], res[1]),
skm.mean_square_error(cvres['result'][idx][0],
cvres['result'][idx][1])))
# <codecell>
print wilcoxon(np.diff(msedata, axis=1).ravel())
boxplot(np.diff(msedata, axis=1))
# <markdowncell>
# ##Amygdala responses
# <codecell>
amygdata = recfromcsv('AmygdalaResponses.csv', names=True)
def regression(self, type='PCA'):
self.lm = linear_model.LinearRegression()
if type == 'PCA':
X = self.Xt
Xv = self.Xvt
else:
X = self.X
Xv = self.Xv
self.lm.fit(X, self.Y)
Ypv = self.lm.predict(Xv)
Yp = self.lm.predict(X)
print "Writing output to " + self.base_file+"_"+type+".txt"
with open(self.base_file+"_"+type+".txt", 'w') as f:
if type == 'Linear':
f.write("---\n")
f.write("Linear Components\n")
for i, x in enumerate(self.select_x):
f.write("%d\t%s\n" % (i,x))
f.write("---\n")
f.write("%s Regression...\n" % type)
f.write("R2 Score (Val / Test) \n")
f.write("%f %f \n" % (metrics.r2_score(self.Yv, Ypv), metrics.r2_score(self.Y, Yp)))
f.write("MSE (Val / Test)")
f.write("%f %f \n" % (metrics.mean_square_error(self.Yv, Ypv), metrics.mean_square_error(self.Y, Yp)))
f.write("Coefficients\n")
f.write("%s\n" % self.lm.coef_)
f.write("Intercept\n")
f.write("%s\n" % self.lm.intercept_)
f.write("---\n")
# Do R Linear Regression
lm_string = "y ~ x0"
data_frame_val = {}
data_frame_train = {}
for i in range(len(self.select_x)):
R.globalenv['x%d' % i] = R.FloatVector(X[:,i].tolist())
data_frame_val['x%d' % i] = R.FloatVector(Xv[:,i].tolist())
#data_frame_train['x%d' % i] = R.FloatVector(X[:,i].tolist())
if i > 0:
lm_string += " + x%d" % i
R.globalenv['y'] = R.FloatVector(self.Y)
data_frame_val['y'] = R.FloatVector(self.Yv)
#data_frame_train['y'] = R.FloatVector(self.Y)
data_frame_val = R.DataFrame(data_frame_val)
#data_frame_train = R.DataFrame(data_frame_train)
#R.r.attach(data_frame_train)
fit = R.r.lm(lm_string)
aic = R.r.AIC(fit)
f.write("%s\n" % R.r.summary(fit))
f.write("%s\n" % aic)
#R.r.attach(data_frame_val)
# Print Test R2 Value
predicted = R.r.predict(fit)
YpR = []
for p in predicted:
YpR.append(p)
f.write("Test: %s\n" % metrics.r2_score(self.Y, YpR))
# Print Validation R2 Value
for i in range(len(self.select_x)):
R.globalenv['x%d' % i] = R.FloatVector(Xv[:,i].tolist())
R.globalenv['y'] = R.FloatVector(self.Yv)
predicted = R.r.predict(fit, newdata=data_frame_val)
YpvR = []
for p in predicted:
YpvR.append(p)
f.write("Val: %s\n" % metrics.r2_score(self.Yv, YpvR))
# fit2 = R.r.lm('y ~ x1 + x2 + x3')
# print R.r.anova(fit, fit2)
#print aic[0]
from sklearn.linear_model import LinearRegression
lr = LinearRegression()
lr.fit(X_train, y_train)
LinearRegression(copy_X=True, fit_intercept=True, n_jobs=1, normalize=False)
y_pred = lr.predict(X_test)
y_pred
#VISUALIZE THE TRAIN RESULTS
plt.scatter(X_train, y_train, color = 'blue')
plt.plot(X_train, lr.predict(X_train), color = 'red')
plt.title('Salary ~ Experience (Train Set)')
plt.xlabel('Years of Experience')
plt.ylabel('Salary')
plt.show()
#VISUALIZE THE TEST RESULTS
plt.scatter(X_test, y_test, color = 'blue')
plt.plot(X_test, lr.predict(X_train), color = 'red')
plt.title('Salary Vs Experience (Test set)')
plt.xlabel('Years of Experience')
plt.ylabel('Salary')
plt.show()
#CALCULATING THE RESIDUALS
from sklearn import metrics
print('MAE:', metrics.mean_absolute_error(y_test,y_pred))
print('MSE:', metrics.mean_square_error(y_test, y_pred))
print('RMSE:', np.sqrt(metrics.mean_absolute_error(y_test, y_pred)))
def hold_out(X):
train, test = [], []
for i in X:
test.append(i) if int(random() * 4) == 0 else train.append(i)
return (train, test)
read_data = lambda file_name: [
map(float,
line.split(' ')[0:-1]) for line in open(file_name, 'r').readlines()
]
data = lambda records: [record[0:-1] for record in records if len(record) == 9]
labels = lambda records: [record[-1] for record in records if len(record) == 9]
match_rate = lambda classifier, data, labels, Paser: mean_square_error(
labels, [Paser(classifier.predict(i)) for i in data])
def best_grid(train_data, train_labels, validation_data, validation_labels,
grid, Classifier, Paser):
best = (sys.maxint, 0)
for i in grid:
classifier = Classifier(i)
classifier.fit(train_data, train_labels)
matches = match_rate(classifier, validation_data, validation_labels,
Paser)
if matches < best[0]: best = (matches, i)
return best[1]
train, validation = hold_out(read_data('./data/bank8FM.data'))
from sklearn.neighbors import KNeighborsRegressor
from rbf import RBF
from sklearn.metrics import mean_square_error
from numpy import mean
from random import random
import math
def hold_out(X):
train, test = [], []
for i in X: test.append(i) if int(random() * 4) == 0 else train.append(i)
return (train, test)
read_data = lambda file_name: [map(float, line.split(' ')[0:-1]) for line in open(file_name,'r').readlines()]
data = lambda records: [record[0:-1] for record in records if len(record) == 9]
labels = lambda records: [record[-1] for record in records if len(record) == 9]
match_rate = lambda classifier, data, labels, Paser: mean_square_error(labels, [Paser(classifier.predict(i)) for i in data])
def best_grid(train_data, train_labels, validation_data, validation_labels, grid, Classifier, Paser):
best = (sys.maxint, 0)
for i in grid:
classifier = Classifier(i)
classifier.fit(train_data, train_labels)
matches = match_rate(classifier, validation_data, validation_labels, Paser)
if matches < best[0]: best = (matches, i)
return best[1]
train, validation = hold_out(read_data('./data/bank8FM.data'))
train_data, train_labels = data(train), labels(train)
validation_data, validation_labels = data(validation), labels(validation)
test = read_data('./data/bank8FM.test')
test_data, test_labels = data(test), labels(test)
