def best_split_lin_reg_dynamic(x, y):
sort_i = np.argsort(x)
n = len(y)
xm = x[sort_i] - np.mean(x)
ym = y[sort_i] - np.mean(y)
xy_sum_false = 0
x2_sum_false = 0
xy_sum_true = np.sum(xm * ym)
x2_sum_true = np.sum(xm ** 2)
node_betta = xy_sum_true / x2_sum_true
node_betta = 1 if np.isnan(node_betta) else node_betta
node_score = mse(ym + np.mean(y), node_betta * xm)
best_score = np.inf
split_value = xm[0] + np.mean(x)
split_ind = x[sort_i[0]]
for i in range(1, n):
xy_sum_false += xm[i] * ym[i]
x2_sum_false += xm[i] ** 2
xy_sum_true -= xm[i] * ym[i]
x2_sum_true -= xm[i] ** 2
print xm[i] + np.mean(x)
false_betta = xy_sum_false / x2_sum_false
# false_betta = 0 if np.isnan(false_betta) else false_betta
false_ratio = i / float(n)
false_score = mse(ym[:i] + np.mean(y), false_betta * xm[:i]) if len(ym[:i]) else 0
true_betta = xy_sum_true / x2_sum_true
# true_betta = 0 if np.isnan(true_betta) else true_betta
true_ratio = (n - i) / float(n)
true_score = mse(ym[i:] + np.mean(y), true_betta * xm[i:])
score = node_score - (false_ratio * false_score + true_ratio * true_score)
scores = np.array([false_score, true_score])
score = scores[np.argmin(scores)]
if score < best_score:
best_score = score
split_value = x[sort_i[i]]
split_ind = i
return sort_i[:split_ind], sort_i[split_ind:], split_value, best_score
def _calculate_mse(self, reconstruction_tof, original_tof, test_data):
# reconstruction_tof = [i for j, i in enumerate(reconstruction_tof) if j % 5 == 0]
# original_tof = [i for j, i in enumerate(original_tof) if j % 5 == 0]
# test_data = [i for j, i in enumerate(test_data) if j % 5 == 0]
# Dropping -1 in test_data together with corresponding tof
test_data, reconstruction_tof, original_tof, _ = self._remove_unobserved_data(
test_data, reconstruction_tof, original_tof
)
mse_recon = -1
mse_origin = -1
if len(reconstruction_tof) > 0 and len(original_tof) > 0:
mse_recon = mse(test_data, reconstruction_tof)
mse_origin = mse(test_data, original_tof)
return mse_recon, mse_origin
def best_split_lin_reg(x_vect, y):
node_lg = LinearRegression(n_jobs=NUM_CORES).fit(x_vect[:, np.newaxis], y)
node_score = mse(y, node_lg.predict(x_vect[:, np.newaxis]))
best_score = -np.inf
best_split_value = None
best_true_inds = None
best_false_inds = None
for split_value in np.unique(x_vect):
true_inds = x_vect > split_value
true_ratio = np.sum(true_inds) / float(len(y))
true_score = ling_reg_score(true_inds, x_vect, y)
false_inds = np.invert(true_inds)
false_ratio = 1 - true_ratio
false_score = ling_reg_score(false_inds, x_vect, y)
score = node_score - (true_ratio * true_score + false_ratio * false_score)
if score > best_score:
best_score = score
best_split_value = split_value
best_true_inds = true_inds
best_false_inds = false_inds
return best_false_inds, best_true_inds, best_split_value, best_score
def fit_and_predict(clf, rgr, X, y_clf, y_rgr, train, test, out_folder, fold):
clf_model = clf.fit(X[train], y_clf[train])
y_clf_true = y_clf[test]
y_rgr_true = y_rgr[test]
y_clf_pred = clf_model.predict(X[test])
class_scores = np.array(precision_recall_fscore_support(y_clf_true,
y_clf_pred))
micro_f1 = f1_score(y_clf_true, y_clf_pred, average='micro')
macro_f1 = f1_score(y_clf_true, y_clf_pred, average='macro')
rgr_model = rgr.fit(X[train], y_rgr[train])
y_rgr_pred = rgr_model.predict(X[test])
general_r2 = r2_score(y_rgr_true, y_rgr_pred)
mse_score = mse(y_rgr_true, y_rgr_pred)
mrse_score = mrse(y_rgr_true, y_rgr_pred)
clf_pred_fpath = os.path.join(out_folder, '%d-clf.pred' % fold)
clf_true_fpath = os.path.join(out_folder, '%d-clf.true' % fold)
rgr_pred_fpath = os.path.join(out_folder, '%d-rgr.pred' % fold)
rgr_true_fpath = os.path.join(out_folder, '%d-rgr.true' % fold)
np.savetxt(clf_pred_fpath, y_clf_pred, fmt="%d")
np.savetxt(clf_true_fpath, y_clf_true, fmt="%d")
np.savetxt(rgr_pred_fpath, y_rgr_pred)
np.savetxt(rgr_true_fpath, y_rgr_true)
return class_scores, micro_f1, macro_f1, general_r2, mse_score,\
mrse_score
def random_forest(X_train, y_train, y_test, X_test, num_trees=100): model = RandomForestRegressor(n_estimators=num_trees, oob_score=True) model.fit(X_train, y_train) prediction = model.predict(X_test) mean_squared_error = mse(y_test, model.predict(X_test)) r2 = model.score(X_test, y_test) return (mean_squared_error, r2)
def eval_sts(ycat, y, name):
""" Evaluate given STS regression-classification predictions and print results. """
ypred = loader.sts_categorical2labels(ycat)
pr = pearsonr(ypred, y)[0]
print('%s Pearson: %f' % (name, pr,))
print('%s Spearman: %f' % (name, spearmanr(ypred, y)[0],))
print('%s MSE: %f' % (name, mse(ypred, y),))
return pr
def ling_reg_score(indices, x, y):
if not np.any(indices):
return 1
leaf_x = x[indices][:, np.newaxis]
leaf_y = y[indices]
lg = LinearRegression(n_jobs=NUM_CORES).fit(leaf_x, leaf_y)
score = mse(leaf_y, lg.predict(leaf_x))
return score
def linear_regression(model, features, target, y_test, X_test): model.fit(features, target) intercept = model.intercept_ coef = np.hstack([intercept, model.coef_]) prediction = model.predict(X_test) mean_squared_error = mse(y_test, model.predict(X_test)) r2 = model.score(X_test, y_test) return (mean_squared_error, r2)
def fit_select_best(X, y):
"""
Selects the best fit of the estimators already implemented by choosing the
model with the smallest mean square error metric for the trained values.
"""
models = [fit(X,y) for fit in [fit_linear, fit_quadratic]]
errors = map(lambda model: mse(y, model.predict(X)), models)
return min(zip(models, errors), key=itemgetter(1))[0]
def regress(attributes, targets, model):
# Split data into 'test' and 'train' for cross validation
splits = cv.train_test_split(attributes, targets, test_size=0.2)
X_train, X_test, y_train, y_test = splits
model.fit(X_train, y_train)
y_true = y_test
y_pred = model.predict(X_test)
print("Mean squared error = {:0.3f}".format(mse(y_true, y_pred)))
print("R2 score = {:0.3f}".format(r2_score(y_true, y_pred)))
def linear(model, features, target, y_test, X_test): model.fit(features, target) intercept = model.intercept_ coef = np.hstack([intercept, model.coef_]) if X_test is not None: prediction = model.predict(X_test) mean_squared_error = mse(y_test, model.predict(X_test)) r2 = model.score(X_test, y_test) return mean_squared_error, r2 else: return coef
def validate_k_fold(df, poly_degree, n_folds=5, trainer=train_model):
features, prices = get_regression_ctx(df, poly_degree)
mse_scores = []
for train_idx, val_idx in KFold(len(df), n_folds=n_folds):
features_train, features_val = features[train_idx], features[val_idx]
prices_train, prices_val = prices[train_idx], prices[val_idx]
model = trainer(features_train, prices_train)
mse_scores.append(mse(prices_val, model.predict(features_val)))
return pd.Series(mse_scores).mean()
def main():
# get the processed data
X,y = preprocess_data()
# get the dummy clf: Very important, it creates a baseline!
dummy_clf = get_dummy_clf()
dummy_clf.fit(X, y)
y_hat = dummy_clf.predict(y)
# Get the baseline predictions for x and y
print "Dummy MSE x", mse(y[:,0], y_hat[:,0])
print "Dummy MSE y", mse(y[:,1], y_hat[:,1])
# create 5 different crossvalidation folds
ss = ShuffleSplit(len(y), n_iter=5, random_state=0)
scores_x = []
scores_y = []
for i, (train_index, test_index) in enumerate(ss):
# Choose a classifier
#clf = get_linear_clf()
clf = get_nn_clf()
clf.fit(X[train_index], y[train_index])
y_hat = clf.predict(X[test_index])
# Save the score for each fold
score_x = mse(y[test_index,0], y_hat[:,0])
score_y = mse(y[test_index,1], y_hat[:,1])
# You can print the coefficients/intercept for the linear classifier
#print clf.steps[-1][1].coef_,clf.steps[-1][1].intercept_
scores_x.append(score_x)
scores_y.append(score_y)
print scores_x,scores_y
print "MSE CV x", np.array(scores_x).mean()
print "MSE CV y", np.array(scores_y).mean()
def calculate_mse(self, region, data, month, year):
if self.spectrum_selection != 0:
reconstruction_tof, original_tof = self.reconstruct_tof_from_spectrum(
region, self.addition_technique, self.spectrum_selection
)
else:
reconstruction_tof, original_tof = self.reconstruct_tof_from_spectrum(
region, self.addition_technique
)
test_data = trajectories_full_dates_periodic(
data, month, year, self.length_of_periodicity,
self.window_interval, self.minute_interval
)
reconstruction_tof = [i for j, i in enumerate(reconstruction_tof) if j % 5 == 0]
original_tof = [i for j, i in enumerate(original_tof) if j % 5 == 0]
test_data = [i for j, i in enumerate(test_data) if j % 5 == 0]
# Dropping -1 in test_data together with corresponding tof
test_data, reconstruction_tof, original_tof, _ = self._remove_unobserved_data(
test_data, reconstruction_tof, original_tof
)
mse_recon = -1
mse_origin = -1
if len(reconstruction_tof) > 0 and len(original_tof) > 0:
mse_recon = mse(test_data, reconstruction_tof)
mse_origin = mse(test_data, original_tof)
rospy.loginfo("Calculated MSE for original tof Region %s: %.2f" % (region, mse_origin))
rospy.loginfo("Calculated MSE for reconstruction tof Region %s: %.2f" % (region, mse_recon))
# temp_recon = np.sqrt(mse_recon)
# sum_recon = 0
# for i in test_data:
# sum_recon += (i - temp_recon)**2
# print "std_dev: %f" % (np.sqrt(sum_recon / float(len(test_data) - 1)))
# temp_recon = np.sqrt(mse_origin)
# sum_recon = 0
# for i in test_data:
# sum_recon += (i - temp_recon)**2
# print "std_dev: %f" % (np.sqrt(sum_recon / float(len(test_data) - 1)))
return mse_recon, mse_origin
def evaluate(model, seed=1234, evaltest=False):
"""
Run experiment
"""
print 'Preparing data...'
train, dev, test, scores = load_data()
train[0], train[1], scores[0] = shuffle(train[0], train[1], scores[0], random_state=seed)
print 'Computing training skipthoughts...'
trainA = skipthoughts.encode(model, train[0], verbose=False, use_eos=True)
trainB = skipthoughts.encode(model, train[1], verbose=False, use_eos=True)
print 'Computing development skipthoughts...'
devA = skipthoughts.encode(model, dev[0], verbose=False, use_eos=True)
devB = skipthoughts.encode(model, dev[1], verbose=False, use_eos=True)
print 'Computing feature combinations...'
trainF = np.c_[np.abs(trainA - trainB), trainA * trainB]
devF = np.c_[np.abs(devA - devB), devA * devB]
print 'Encoding labels...'
trainY = encode_labels(scores[0])
devY = encode_labels(scores[1])
print 'Compiling model...'
lrmodel = prepare_model(ninputs=trainF.shape[1])
print 'Training...'
bestlrmodel = train_model(lrmodel, trainF, trainY, devF, devY, scores[1])
if evaltest:
print 'Computing test skipthoughts...'
testA = skipthoughts.encode(model, test[0], verbose=False, use_eos=True)
testB = skipthoughts.encode(model, test[1], verbose=False, use_eos=True)
print 'Computing feature combinations...'
testF = np.c_[np.abs(testA - testB), testA * testB]
print 'Evaluating...'
r = np.arange(1,6)
yhat = np.dot(bestlrmodel.predict_proba(testF, verbose=2), r)
pr = pearsonr(yhat, scores[2])[0]
sr = spearmanr(yhat, scores[2])[0]
se = mse(yhat, scores[2])
print 'Test Pearson: ' + str(pr)
print 'Test Spearman: ' + str(sr)
print 'Test MSE: ' + str(se)
return yhat
def gradient(X_train, y_train, y_test, X_test, file_loc, target): ''' Passes to grid search function within this function to pick the best parameters for each gradient boosted model depending on the target variable we are trying to predict ''' grid = grid_search(file_loc, target) best_params = grid.best_params_ learn_rate = best_params['learning_rate'] n_estimators = best_params['n_estimators'] max_feat = best_params['max_features'] model = GradientBoostingRegressor(learning_rate=learn_rate, n_estimators=n_estimators, max_features=max_feat) model.fit(X_train, y_train) prediction = model.predict(X_test) mean_squared_error = mse(y_test, model.predict(X_test)) r2 = model.score(X_test, y_test) return (mean_squared_error, r2)
def run_grid_search(m, parameters, params, name, Xtrain, Ytrain, Xtest, Ytest):
print('=' * 80)
print("Training %s Model" % name)
print('=' * 80)
t0 = time()
clf = RandomizedSearchCV(m, parameters, cv=3, n_jobs=4, verbose=3, error_score=0)
clf.fit(Xtrain, Ytrain)
Yhat = clf.predict(Xtest)
print("\tDone in %1.2f seconds" % float(time() - t0))
print("\tScore: %1.2f\n" % mse(Yhat, Ytest))
print("Best Parameters" + str(clf.best_params_))
print("Writing Solution")
submit = pd.DataFrame(data={'id': ids, 'quality': Yhat})
submit.to_csv('./submissions/'+name+'.csv', index = False)
def eval_sts(ycat, y, name, quiet=False):
""" Evaluate given STS regression-classification predictions and print results. """
if ycat.ndim == 1:
ypred = ycat
else:
ypred = loader.sts_categorical2labels(ycat)
if y.ndim == 1:
ygold = y
else:
ygold = loader.sts_categorical2labels(y)
pr = pearsonr(ypred, ygold)[0]
if not quiet:
print('%s Pearson: %f' % (name, pr,))
print('%s Spearman: %f' % (name, spearmanr(ypred, ygold)[0],))
print('%s MSE: %f' % (name, mse(ypred, ygold),))
return pr
def _frame_indexing(image_idx, prob, name):
image_matches = {}
image_match = None
if image_idx == -1:
frame_prob = prob
image_match = image_matches[name] = {}
else:
frame_prob = _map_frame_prob(vd_df['prob'][image_idx])
image_match = image_matches[vd_df['frame'][image_idx]] = {}
for i in range(0, len(vd_df) - 1):
mse_prob = mse(frame_prob, _map_frame_prob(vd_df['prob'][i + 1]))
image_match[mse_prob] = {}
image_match[mse_prob]['img'] = vd_df['frame'][i + 1]
return image_matches
def prediction_accuracy(self, region, data, month, year, percentile=0.1, plot=False):
if self.spectrum_selection != 0:
reconstruction_tof, original_tof = self.reconstruct_tof_from_spectrum(
region, self.addition_technique, self.spectrum_selection
)
else:
reconstruction_tof, original_tof = self.reconstruct_tof_from_spectrum(
region, self.addition_technique
# region, False, 26
)
test_data = trajectories_full_dates_periodic(
data, month, year, self.length_of_periodicity,
self.window_interval, self.minute_interval
)
original_predict = self._get_prediction(original_tof, test_data, percentile)
reconstr_predict = self._get_prediction(reconstruction_tof, test_data, percentile)
_, clean_ori_pred, clean_recon_pred, indices = self._remove_unobserved_data(
test_data, reconstr_predict, original_predict
)
if len(clean_ori_pred) and len(clean_recon_pred):
mse_predict = mse(clean_ori_pred, clean_recon_pred)
else:
mse_predict = -1
rospy.loginfo(
"Calculated MSE for prediction between original and reconstruction for Region %s: %.2f" % (region, mse_predict)
)
if plot:
for index in indices:
original_predict[index] = -1
reconstr_predict[index] = -1
x = np.linspace(0, len(test_data), len(test_data))
xticks = time_ticks(self.minute_interval, self.window_interval, self.periodic_type)
plt.plot(
x, original_predict, "-o", label="Prediction Original TOF"
)
plt.plot(
x, reconstr_predict, "-^", label="Prediction Reconstruction TOF"
)
plt.title("Prediction for Region %s" % region)
plt.xticks(x, xticks, rotation="vertical")
plt.xlabel("One Week Period with %d minutes interval and %d window time" % (self.minute_interval, self.window_interval))
plt.ylabel("Prediction (1=Anomalous, 0=Normal, -1=Unobserved)")
plt.ylim(ymin=-2, ymax=2)
plt.legend()
plt.show()
def on_epoch_end(self, epoch, logs={}):
self.train_losses.append(mse(self.y_train, self.model.predict(self.X_train)))
self.val_losses.append(logs.get('val_loss'))
if self.score_func == 'accuracy':
true_train = np_utils.probas_to_classes(self.y_train)
pred_train = np_utils.probas_to_classes(self.model.predict(self.X_train))
self.add_train_scores.append(accuracy_score(true_train, pred_train))
true_test = np_utils.probas_to_classes(self.y_test)
pred_test = np_utils.probas_to_classes(self.model.predict(self.X_test))
val_score = accuracy_score(true_test, pred_test)
self.add_val_scores.append(val_score)
elif self.score_func == 'r2_score':
val_score = r2_score(self.y_test, self.model.predict(self.X_test))
self.add_val_scores.append(val_score)
self.add_train_scores.append(r2_score(self.y_train, self.model.predict(self.X_train)))
self.best_score = max(self.best_score, val_score)
self.printCurrentStage(epoch)
def Result_Evaluation (outputpath, accuracy, testing_Labels, predict_Labels):
acc_rate = [0, 0, 0, 0, 0]
testingSamples = len(testing_Labels)
if os.path.isfile(outputpath):
os.remove(outputpath)
with io.open(outputpath, 'a', encoding='utf-8') as output_file:
for i in xrange(0, testingSamples):
rounded_result = int(round(predict_Labels[i]))
if rounded_result == testing_Labels[i]:
acc_rate[0] += 1
result_item = str(i) + ": " + str(predict_Labels[i]) + " - " + str(testing_Labels[i]) + " --> spot on!\n"
output_file.write(unicode(result_item))
elif abs(rounded_result - testing_Labels[i])<=1:
acc_rate[1] += 1
result_item = str(i) + ": " + str(predict_Labels[i]) + " - " + str(testing_Labels[i]) + " --> off by 1 star\n"
output_file.write(unicode(result_item))
elif abs(rounded_result - testing_Labels[i])<=2:
acc_rate[2] += 1
result_item = str(i) + ": " + str(predict_Labels[i]) + " - " + str(testing_Labels[i]) + " --> off by 2 star\n"
output_file.write(unicode(result_item))
elif abs(rounded_result - testing_Labels[i])<=3:
acc_rate[3] += 1
result_item = str(i) + ": " + str(predict_Labels[i]) + " - " + str(testing_Labels[i]) + " --> off by 3 star\n"
output_file.write(unicode(result_item))
else:
acc_rate[4] += 1
result_item = str(i) + ": " + str(predict_Labels[i]) + " - " + str(testing_Labels[i]) + " --> off by 4 star\n"
output_file.write(unicode(result_item))
#output_file.write(unicode(additional_info))
finalResult = " #spot on: " + str(acc_rate[0]) + '\n' + " #off by 1 star: " + str(acc_rate[1]) + '\n' + " #off by 2 star: " + str(acc_rate[2]) + '\n' + " #off by 3 star: " + str(acc_rate[3]) + '\n' + " #off by 4 star: " + str(acc_rate[4]) + '\n'
output_file.write(unicode(finalResult))
finalResultPercentage = " #spot on: " + str(acc_rate[0]*1.0/testingSamples) + '\n' + " #off by 1 star: " + str(acc_rate[1]*1.0/testingSamples) + '\n' + " #off by 2 star: " + str(acc_rate[2]*1.0/testingSamples) + '\n' + " #off by 3 star: " + str(acc_rate[3]*1.0/testingSamples) + '\n' + " #off by 4 star: " + str(acc_rate[4]*1.0/testingSamples) + '\n'
output_file.write(unicode(finalResultPercentage))
print(" #Right: " + str(acc_rate[0]*1.0/testingSamples) + '\n')
print(" #Wrong: " + str((acc_rate[2]+acc_rate[3]+acc_rate[4])*1.0/testingSamples) + '\n')
r2Score = r2_score(testing_Labels, predict_Labels)
print(" #R2 score: " + str(r2Score))
print (" #sqrt(mse): {:f}".format(np.sqrt(mse(testing_Labels, predict_Labels))))
print("Look at the evaluation_file for details!")
def evaluate(dsA, dsB, _scores):
tA, tB, idsA, idsB, lengthsA, lengthsB = None, None, None, None, None, None
e_off = 0
ps = np.zeros((len(dsA), 5))
op_weights_monitor = {w.name[-11:]:[] for w in op_weights}
while e_off < len(dsA):
tA, tB, idsA, idsB, lengthsA, lengthsB = batchify(dsA[e_off:e_off + batch_size],
dsB[e_off:e_off + batch_size],
vocab["<padding>"],
tA, tB, idsA, idsB, lengthsA, lengthsB,
max_length=max_l, max_batch_size=batch_size)
size = min(len(dsA) - e_off, batch_size)
allowed_conds = ["/cond_%d/" % (2*i) for i in range(min(np.min(lengthsA),np.min(lengthsB)))]
current_weights = [w for w in op_weights if any(c in w.name for c in allowed_conds)]
random.shuffle(current_weights)
result = sess.run([model["probs"]] + current_weights[:10],
feed_dict={model["inpA"]: tA[:,:size],
model["inpB"]: tB[:,:size],
model["idsA"]: idsA[:,:size],
model["idsB"]: idsB[:,:size],
model["lengthsA"]: lengthsA[:size],
model["lengthsB"]: lengthsB[:size]})
ps[e_off:e_off+batch_size] = result[0]
e_off += batch_size
for probs, w in zip(result[1:], current_weights):
op_weights_monitor[w.name[-11:]].extend(probs.tolist())
for k,v in op_weights_monitor.items():
hist, _ = np.histogram(np.array(v), bins=5,range=(0.0,1.0))
hist = (hist * 1000) / np.sum(hist)
print(k, hist.tolist())
r = np.arange(1,6)
yhat = np.dot(ps, r)
pr = pearsonr(yhat, _scores)[0]
sr = spearmanr(yhat, _scores)[0]
se = mse(yhat, _scores)
return pr, sr, se
def run_experiment(X, y_clf, y_rgr, feature_ids, out_foldpath, k=500):
clf, rgr = create_learners()
n = len(y_clf)
train_index = np.ones(n, dtype=np.bool)
train_index[-k:] = False
test_index = np.logical_not(train_index)
clf_model = clf.fit(X[train_index], y_clf[train_index])
rgr_model = rgr.fit(X[train_index], y_rgr[train_index])
clf_true = y_clf[test_index]
clf_pred = clf_model.predict(X[test_index])
rgr_true = y_rgr[test_index]
rgr_pred = rgr_model.predict(X[test_index])
clf_pred_fpath = os.path.join(out_foldpath, '%clf.pred')
clf_true_fpath = os.path.join(out_foldpath, '%clf.true')
rgr_pred_fpath = os.path.join(out_foldpath, '%rgr.pred')
rgr_true_fpath = os.path.join(out_foldpath, '%rgr.true')
np.savetxt(clf_pred_fpath, clf_pred, fmt="%d")
np.savetxt(clf_true_fpath, clf_true, fmt="%d")
np.savetxt(rgr_pred_fpath, rgr_pred)
np.savetxt(rgr_true_fpath, rgr_true)
print('Micro F1: ', f1_score(clf_true, clf_pred, average='micro'))
print('Macro F1: ', f1_score(clf_true, clf_pred, average='macro'))
print()
print('R2: ', r2_score(rgr_true, rgr_pred))
print('MAE: ', mae(rgr_true, rgr_pred))
print('MSE: ', mse(rgr_true, rgr_pred))
print()
print_importance(feature_ids,
clf_model.best_estimator_.feature_importances_,
rgr_model.best_estimator_.feature_importances_)
def evaluate(seed=1234, evaltest=False):
"""
Run experiment
"""
print 'Preparing data...'
os.path.join(FLAGS.data_dir, FLAGS.relatedness_regression_factors)
X = np.genfromtxt(os.path.join(FLAGS.data_dir, FLAGS.relatedness_regression_factors))
print(X.size)
y = np.genfromtxt(os.path.join(FLAGS.data_dir, FLAGS.relatedness_regression_targets))
print(y.size)
X_train, X_test, y_train, y_test = train_test_split(X, y)
print 'Encoding labels...'
trainY = encode_labels(y_train)
devY = encode_labels(y_test)
print 'Compiling model...'
lrmodel = prepare_model(ninputs=len(X[0]))
print 'Training...'
bestlrmodel = train_model(lrmodel, X_train, trainY, X_test, devY, y_test)
if evaltest:
print 'Evaluating...'
r = np.arange(1, 6)
yhat = np.dot(bestlrmodel.predict_proba(X_test, verbose=2), r)
pr = pearsonr(yhat, y_test)[0]
sr = spearmanr(yhat, y_test)[0]
se = mse(yhat, y_test)
print 'Test Pearson: ' + str(pr)
print 'Test Spearman: ' + str(sr)
print 'Test MSE: ' + str(se)
return yhat
def gd(train_X,
train_y,
test_X,
test_y,
learning_rate=0.0001,
iterations=1000,
lr_dampening=1.0,
reg=0):
[m, n] = train_X.shape
w = np.asarray(np.hstack((100, train_X.mean())))[:, np.newaxis]
#w = np.random.randn(n + 1, 1)
train_X = np.concatenate((np.ones((m, 1)), train_X), axis=1)
train_y = train_y.as_matrix()
if train_y.shape == (1, m):
train_y = train_y.T
if train_y.shape != (m, 1):
print('train_y shape sould be m rows, 1 column')
loss_history = np.zeros(
(iterations, 2)) # keeps track of MSE [train, test]
residual_history = np.zeros(
(iterations, 2)) # keeps track of MAE [train, test]
#grad_history = np.ndarray(shape=(1,n+1)) # tracks the gradient itself (debugging)
#w_history = w # tracks weights (debugging)
for it in range(iterations):
predictions = np.dot(train_X, w)
loss = predictions - train_y
loss_train = mse(train_y, predictions)
residual_train = mae(train_y, predictions)
predictions = w[0] + np.dot(test_X, w[1:])
loss_test = mse(test_y, predictions)
residual_test = mae(test_y, predictions)
loss_history[it] = [loss_train, loss_test]
residual_history[it] = [residual_train, residual_test]
grad = np.dot(train_X.T, loss) / m
#grad_history = np.append(grad_history, grad.T, axis=0)
if ((it + 1) % 100) == 0:
print('it=%4d, loss=%.3f, residual=%.3f 1000*lr=%.12f' %
(it + 1, loss_train, residual_train, 1000 * learning_rate))
if np.isnan(np.sum(grad)) or np.isinf(np.sum(grad)):
print('NaN or Inf detected, stopping at it=' + str(it))
break
# learning term regularization term
w = w - (learning_rate /
(1 + it)) * grad + reg * np.dot(w.ravel(), w.ravel())
learning_rate = lr_dampening * learning_rate
#w_history = np.append(w_history, w)
if np.isnan(np.sum(w)) or np.isinf(np.sum(w)):
print('NaN or Inf detected after w update, stopping at it=' +
str(it))
break
return w.flatten(
), loss_history, residual_history #, grad_history #, w_history
data_dir_path = path.join('..', 'dataset', 'target', target)
X_train, y_train, X_test, y_test = \
read_data_from_dataset(data_dir_path)
period = (len(y_train) + len(y_test)) // 30
RPG = ReccurentPredictingGenerator(X_test, batch_size=1, timesteps=period)
prediction = []
for path_model in tqdm(listdir(path.join(write_result_out_dir, 'model'))):
file_path = path.join(write_result_out_dir, 'model', path_model)
best_model = load_model(file_path)
y_test_pred = best_model.predict_generator(RPG)
prediction.append(y_test_pred)
prediction = np.array(prediction)
list_score = []
size_test = prediction.shape[1]
y_test = y_test[-size_test:]
for i_prediction in range(prediction.shape[0])[:1]:
pred = np.mean(prediction[:i_prediction + 1], axis=0)
accuracy = mse(y_test, pred.flatten())
list_score.append(accuracy)
np.save('sru', prediction)
plt.rcParams['font.size'] = 25
plt.figure(figsize=(15, 7))
plt.plot(list_score)
plt.xlabel('the number of subsets / -')
plt.ylabel('MSE / -')
plt.savefig('bagging_sru')
#ANN
from keras.models import Sequential
from keras.layers import Dense
model = Sequential()
model.add(
Dense(30,
activation='relu',
input_dim=len(x_train.T),
kernel_initializer='normal'))
model.add(Dense(30, activation='relu', kernel_initializer='normal'))
model.add(Dense(20, activation='relu', kernel_initializer='normal'))
model.add(Dense(10, activation='relu', kernel_initializer='normal'))
model.add(Dense(1, kernel_initializer='normal'))
model.compile(loss='mse', optimizer='adam')
model.fit(x_train, y_train, epochs=70, batch_size=30)
ypred = model.predict(x_test)
ypred = np.ravel(ypred)
#Inverse Transforming
ypred = sc1.inverse_transform(ypred)
y_test = sc1.inverse_transform(y_test)
ydiff = y_test - ypred
#Checking Data Validity.
rmse = np.sqrt(mse(y_test, ypred))
print('\nRoot Mean Square: ', rmse)
# gbrt = GradientBoostingRegressor(max_depth = 2, n_estimators = 3, learning_rate = 1.0)
# gbrt.fit(X[:, None], y.ravel())
# 另外再多一組例子
from sklearn.model_selection import train_test_split as tts
from sklearn.metrics import mean_squared_error as mse
X = X[:, None]
y = y.ravel()
X_train, X_val, y_train, y_val = tts(X, y)
gbrt = GradientBoostingRegressor(max_depth=2, n_estimators=120)
gbrt.fit(X_train, y_train)
errors = [mse(y_val, y_pred) for y_pred in gbrt.staged_predict(X_val)]
bst_n_estimators = np.argmin(errors)
gbrt_best = GradientBoostingRegressor(max_depth=2,
n_estimators=bst_n_estimators)
gbrt_best.fit(X_train, y_train)
y_pred = gbrt_best.predict(X_val)
# 事實上, 要使用早期停止法不一定要訓練大量的樹然後再回頭找最優, 可以直接提早停止訓練(warm_start = True)
# 以下的程式碼會在驗證誤差連續5次迭代未改善時, 會直接停止訓練
# gbrt_test = GradientBoostingRegressor(max_depth = 2, warm_start = True)
# min_val_error = float("inf")
# error_going_up = 0
# for n_estimators in range(1, 120):
# gbrt_test.n_estimators = n_estimators
learning_rate='adaptive',
learning_rate_init=0.001,
power_t=0.5,
max_iter=175,
shuffle=True,
random_state=None,
tol=0.000011,
verbose=False,
warm_start=False,
momentum=0.5,
nesterovs_momentum=True,
early_stopping=False,
validation_fraction=0.1,
# beta_1=0.9,
# beta_2=0.999,
# epsilon=1e-08
)
mlp.fit(Xt, Yt)
YHat = mlp.predict(Xv)
err = mse(YHat, Yv)
print('size:', i, 'err', err)
Xte, _ = ml.transforms.rescale(Xte, param)
Yhat = mlp.predict(Xte)
fh = open('pred_nnet%d.csv' % i, 'w')
fh.write('ID,Prediction\n')
for i, yi in enumerate(Yhat):
fh.write('{},{}\n'.format(i, yi))
fh.close()
stack_trn = np.vstack([pred_trn_lgb['pred'], pred_trn_xgb['pred']]).transpose()
stack_tst = np.vstack([pred_lgb['pred'], pred_xgb['pred']]).transpose()
stack_folds = KFold(n_splits=4, random_state=19960101)
stack_oof = np.zeros(stack_trn.shape[0])
pred_tst['pred'] = np.zeros(stack_tst.shape[0])
for _fold, (trn_idx,
val_idx) in enumerate(stack_folds.split(stack_trn, df_trn['收率'])):
trn_x, trn_y = stack_trn[trn_idx], df_trn['收率'].iloc[trn_idx].values
val_x, val_y = stack_trn[val_idx], df_trn['收率'].iloc[val_idx].values
clf_3 = BayesianRidge()
clf_3.fit(trn_x, trn_y)
stack_oof[val_idx] = clf_3.predict(val_x)
pred_tst['pred'] += clf_3.predict(stack_tst) / 4
print('\nThe Bagging Loss', mse(df_trn['收率'].values, stack_oof))
del val_x, val_y, trn_x, trn_y, trn_idx, val_idx, cat_features
del params_lgb, params_xgb, fit_params
del pred_trn_xgb, pred_trn_lgb
del _fold, clf_3, stack_oof, stack_folds, stack_trn, stack_tst
del KFold, RepeatedKFold, BayesianRidge, trn, tst
gc.collect()
# pred_tst1 = pred_tst.copy()
# pred_tst['pred'] = pred_tst1['pred']*0.5 + pred_tst2['pred']*0.5
pred_tst.to_csv(f'submit/submit_{datetime.now().strftime("%m%d%H%M")}.csv',
index=False,
header=None)
def normalizedRMSE(real,predicted):
return np.sqrt(mse(real,predicted))/(np.concatenate((real,predicted)).max() - np.concatenate((real,predicted)).min())
def create_prophet_m(app_name,z1,cpu_perc_list,delay=24):
### --- For realtime pred ---###
full_df = z1.bw.iloc[0:len(z1)]
full_df = full_df.reset_index()
full_df.columns = ['ds','y']
#removing outliers
q50 = full_df.y.median()
q100 = full_df.y.quantile(1)
q75 = full_df.y.quantile(.75)
if((q100-q50) >= (2*q50)):
full_df.loc[full_df.y>=(2*q50),'y'] = None
#-- Realtime prediction --##
#model
model_r = Prophet(yearly_seasonality=False,changepoint_prior_scale=.1,seasonality_prior_scale=0.05)
model_r.fit(full_df)
cpu_perc_list.append(py.cpu_percent())
cpu_perc_list = [max(cpu_perc_list)]
future_r = model_r.make_future_dataframe(periods=delay,freq='D')
forecast_r = model_r.predict(future_r)
forecast_r.index = forecast_r['ds']
#forecast
pred_r = pd.DataFrame(forecast_r['yhat'][len(z1):(len(z1)+delay)])
pred_r=pred_r.reset_index()
#--- completes realtime pred ---#
train_end_index=len(z1.bw)-delay
train_df=z1.bw.iloc[0:train_end_index]
test_df=z1.bw.iloc[train_end_index:len(z1)]
train_df=train_df.reset_index()
test_df=test_df.reset_index()
train_df.columns=['ds','y']
#--- removing outliers in trainset ---#
q50 = train_df.y.median()
q100 = train_df.y.quantile(1)
q75 = train_df.y.quantile(.75)
if((q100-q50) >= (2*q50)):
train_df.loc[train_df.y>=(2*q50),'y'] = None
test_df.columns=['ds','y']
test_df['ds'] = pd.to_datetime(test_df['ds'])
#model
model = Prophet(yearly_seasonality=False,changepoint_prior_scale=.1,seasonality_prior_scale=0.05)
model.fit(train_df)
cpu_perc_list.append(py.cpu_percent())
cpu_perc_list = [max(cpu_perc_list)]
future = model.make_future_dataframe(periods=len(test_df),freq='D')
forecast = model.predict(future)
forecast.index = forecast['ds']
#forecast
pred = pd.DataFrame(forecast['yhat'][train_end_index:len(z1)])
print('length forecasted non realtime=',len(pred))
pred=pred.reset_index()
pred_df=pd.merge(test_df,pred,on='ds',how='left')
pred_df.dropna(inplace=True)
df=pd.DataFrame()
if(len(pred_df)>0):
pred_df['error_test']=pred_df.y-pred_df.yhat
MSE=mse(pred_df.y,pred_df.yhat)
RMSE=math.sqrt(MSE)
pred_df['APE']=abs(pred_df.error_test*100/pred_df.y)
MAPE=pred_df.APE.mean()
min_error_rate = pred_df['APE'].quantile(0)/100
max_error_rate = pred_df['APE'].quantile(1)/100
median_error_rate = pred_df['APE'].quantile(.50)/100
print("App name:",app_name)
#print("MSE :",MSE)
print("RMSE :",RMSE)
print("MAPE :",MAPE)
mape_q98=pred_df['APE'][pred_df.APE<pred_df['APE'].quantile(0.98)].mean()
std_MAPE = math.sqrt(((pred_df.APE-MAPE)**2).mean())
df = pd.DataFrame({'length':len(z1),
'test_rmse':RMSE,
'test_mape':MAPE,
'std_mape':std_MAPE, #standerd deviation of mape
'min_error_rate':min_error_rate ,
'max_error_rate':max_error_rate ,
'median_error_rate':median_error_rate,
'test_mape_98':mape_q98},
index=[app_name])
return(df,model,forecast,pred_df,pred_r)
# Load the dataset
from sklearn.datasets import load_linnerud
linnerud_data = load_linnerud()
X = linnerud_data.data
y = linnerud_data.target
from sklearn.tree import DecisionTreeRegressor
from sklearn.metrics import mean_squared_error as mse
from sklearn.linear_model import LinearRegression
from sklearn import cross_validation
# TODO: split the data into training and testing sets,
# using the standard settings for train_test_split.
# Then, train and test the classifiers with your newly split data instead of X and y.
X_train, X_test, y_train, y_test = cross_validation.train_test_split(
X, y, test_size=0.4, random_state=0)
reg = DecisionTreeRegressor()
reg.fit(X_train, y_train)
print "Decision Tree mean absolute error: {:.2f}".format(
mse(reg.predict(X_test), y_test))
reg = LinearRegression()
reg.fit(X_train, y_train)
print "Linear regression mean absolute error: {:.2f}".format(
mse(reg.predict(X_test), y_test))
results = {"Linear Regression": 0, "Decision Tree": 0}
XvCV.append(X[va_idx])
YtCV.append(Y[tr_idx])
YvCV.append(Y[va_idx])
errTD = []
errVD = []
D = list(range(5, 60, 5))
for d in D:
errti = []
errvi = []
for i in range(5):
rfr = RFR(n_estimators=50, max_depth=d)
rfr.fit(XtCV[0], YtCV[0])
YtHat = rfr.predict(XtCV[0])
YvHat = rfr.predict(XvCV[0])
errti.append(mse(YtCV[0], YtHat))
errvi.append(mse(YvCV[0], YvHat))
errti = np.array(errti)
errvi = np.array(errvi)
errTD.append(np.mean(errti))
errVD.append(np.mean(errvi))
#%%
plt.plot(D, errTD, '*-', label='Train Err')
plt.plot(D, errVD, '*-', label='Valid Err')
plt.legend()
plt.title('RandomForest Err vs MaxDepth')
plt.xticks(D, D)
plt.xlabel('depth')
plt.ylabel('err')
plt.savefig('rf_depth', dpi=2000)
def root_mean_squared_error(y_true, y_pred, sample_weight=None, multioutput='uniform_average'):
rmse = np.sqrt(mse(y_true, y_pred,
sample_weight=sample_weight, multioutput=multioutput))
return rmse
def train(examples,
labels,
features=None,
bucket_sizes=None,
crosses=None,
lr=1e-4,
steps=100,
batch_size=1,
model=None):
'''Create and train a linear regression model.
Args:
examples: pandas.DataFrame with examples
labels: pandas.DataFrame with labels
features: list of selected features from examples
bucket_sizes: dict with size of buckets
crosses: list of lists of features to be crossed
lr: float, learning rate
steps: int, number of steps to train
batch_size: int, number of examples per batch
model: tensorflow.estimator.LinearRegressor, previously trained model
Returns:
A trained tensorflow.estimator.LinearRegressor.
'''
# Create feature columns and dictionary mapping feature names to them.
if not features:
features = examples.columns
fcdict = {
feature: tf.feature_column.numeric_column(feature)
for feature in features
}
fcs = fcdict.values()
# Use buckets if bucket_sizes is specified.
if bucket_sizes:
if len(bucket_sizes) != len(features):
raise ValueError(
'The number of buckets must match the number of features.')
fcdict = {
feature: bucketize(examples[feature], fc, bucket_sizes[feature])
if bucket_sizes[feature] else fc
for feature, fc in fcdict.items()
}
fcs = fcdict.values()
# Use crossed columns if crosses is specified.
if crosses:
for cross in crosses:
cross_name = '_x_'.join(cross)
cross_fc = [fcdict[feature] for feature in cross]
fcdict[cross_name] = tf.feature_column.crossed_column(
cross_fc, 1000)
fcs = fcdict.values()
ds = Ds.from_tensor_slices(
({feature: examples[feature]
for feature in features}, labels))
opt = tf.contrib.estimator.clip_gradients_by_norm(
tf.train.FtrlOptimizer(learning_rate=lr), 5.0)
if not model:
model = tf.estimator.LinearRegressor(fcs, optimizer=opt)
for _ in range(10):
model.train(train_fn(ds, batch_size=batch_size), steps=steps // 10)
predictions = get_predictions(model, ds)
print("Mean squared error: ", mse(predictions, labels))
return model
def rmse(y_test,y_predict):
return np.sqrt(mse(y_test,y_predict))
def create_prophet_m(app_name, z1, delay=24):
### --- For realtime pred ---###
full_df = z1.bw.iloc[0:len(z1)]
full_df = full_df.reset_index()
full_df.columns = ['ds', 'y']
#removing outliers
q50 = full_df.y.median()
q100 = full_df.y.quantile(1)
q75 = full_df.y.quantile(.75)
if ((q100 - q50) >= (2 * q75)):
full_df.loc[full_df.y >= (2 * q75), 'y'] = None
#-- Realtime prediction --##
#model
model_r = Prophet(yearly_seasonality=False, changepoint_prior_scale=.2)
model_r.fit(full_df)
future_r = model_r.make_future_dataframe(periods=delay, freq='H')
forecast_r = model_r.predict(future_r)
forecast_r.index = forecast_r['ds']
#forecast
pred_r = pd.DataFrame(forecast_r['yhat'][len(z1):(len(z1) + delay)])
pred_r = pred_r.reset_index()
#--- completes realtime pred ---#
train_end_index = len(z1.bw) - delay
train_df = z1.bw.iloc[0:train_end_index]
test_df = z1.bw.iloc[train_end_index:len(z1)]
train_df = train_df.reset_index()
test_df = test_df.reset_index()
train_df.columns = ['ds', 'y']
#--- removing outliers in trainset ---#
q50 = train_df.y.median()
q100 = train_df.y.quantile(1)
q75 = train_df.y.quantile(.75)
if ((q100 - q50) >= (2 * q75)):
train_df.loc[train_df.y >= (2 * q75), 'y'] = None
test_df.columns = ['ds', 'y']
#model
model = Prophet(yearly_seasonality=False, changepoint_prior_scale=.2)
model.fit(train_df)
future = model.make_future_dataframe(periods=len(test_df), freq='H')
forecast = model.predict(future)
forecast.index = forecast['ds']
#forecast
pred = pd.DataFrame(forecast['yhat'][train_end_index:len(z1)])
pred = pred.reset_index()
pred_df = pd.merge(test_df, pred, on='ds', how='left')
pred_df.dropna(inplace=True)
df = pd.DataFrame()
if (len(pred_df) > 0):
pred_df['error_test'] = pred_df.y - pred_df.yhat
MSE = mse(pred_df.y, pred_df.yhat)
RMSE = math.sqrt(MSE)
pred_df['APE'] = abs(pred_df.error_test * 100 / pred_df.y)
MAPE = pred_df.APE.mean()
min_error_rate = pred_df.quantile(0) / 100
max_error_rate = pred_df.quantile(1) / 100
median_error_rate = pred_df.quantile(.50) / 100
print("App name:", app_name)
#print("MSE :",MSE)
print("RMSE :", RMSE)
print("MAPE :", MAPE)
mape_q98 = pred_df['APE'][
pred_df.APE < pred_df['APE'].quantile(0.98)].mean()
std_MAPE = math.sqrt(((pred_df.APE - MAPE)**2).mean())
df = pd.DataFrame(
{
'length': len(z1),
'test_rmse': RMSE,
'test_mape': MAPE,
'std_mape': std_MAPE, #standerd deviation of mape
'min_error_rate': min_error_rate,
'max_error_rate': max_error_rate,
'median_error_rate': median_error_rate,
'test_mape_98': mape_q98
},
index=[app_name])
return (df, model, forecast, pred_df, pred_r)
YvCV.append(Y0[va_idx])
#%% KNN method
K = [2**k for k in range(2, 13)]
errt = []
errv = []
for k in K:
print("k=", k)
errtk = 0
errvk = 0
knnL = neighbors.KNeighborsRegressor(k)
for i in range(10):
Xt, Yt = XtCV[i], YtCV[i]
Xv, Yv = XvCV[i], YvCV[i]
knnL.fit(Xt, Yt)
errvi = mse(knnL.predict(Xv), Yv)
errti = mse(knnL.predict(Xt), Yt)
print("errt: %.5f\t" % errti, "errv: %.5f" % errvi)
errtk += errti
errvk += errvi
errtk /= 10
errvk /= 10
errv.append(errvk)
errt.append(errtk)
#%% KNN plot
plt.semilogx(K, np.array(errt) * 2, "*-", label="Train Err")
plt.semilogx(K, np.array(errv) * 2, "*-", label="Valid Err")
plt.xticks(K, K)
plt.title("KNN Err vs K")
plt.xlabel("k")
print("shuffling data...")
examples = list(zip(X, y))
X, y = list(zip(*examples))
X = np.array(X)
y = np.array(y)
del examples
kf = KFold(n=len(X), n_folds=5, shuffle=True, random_state=np.random)
train_index, test_index = next(iter(kf))
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]
del X
del y
print("fitting model...")
mlp.fit(X_train, y_train)
print("scoring model...")
# print("predicted:", mlp.predict(X_test))
# print("actual:", y_test)
print("R^2 score =", mlp.score(X_test, y_test))
y_pred = mlp.predict(X_test)
print("MSE score =", mse(y_pred, y_test))
print("MAE score =", mae(y_pred, y_test))
print("accuracy_score =",
accuracy_score([[round(y[0])] for y in y_pred], y_test))
fn = os.path.join(settings['data-base'], 'nn_tanh3.pickle')
pickle.dump(mlp, open(fn, 'wb'))
def RMSE(y2_test, y_predict):
return np.sqrt(mse(y2_test, y_predict))
data_diff = data.diff(periods = 1)
data_diff = data_diff[1:]
### ACF and PACF for differenced Time Series ###
plot_acf(data_diff)
plot_pacf(data_diff)
### Stationarity Conversion ###
second_diff = data.diff(periods = 2)
second_diff = second_diff[2:]
### ACF and PACF for second differenced Time Series ###
plot_acf(second_diff)
plot_pacf(second_diff)
# ARMA Model Selection (Second Differencing) #
for i in range(9):
train = data.values
test = test_data.values
model_arima = ARIMA(train,order=(9-i,2,2))
model_arima_fit = model_arima.fit()
print(model_arima_fit.summary())
print('#############################################################################\n')
chosen_model = ARIMA(train,order=(1,2,2))
chosen_model_fit = chosen_model.fit()
forecast = chosen_model_fit.forecast(steps = len(test))
rmse_forc = mse(forecast[0],test,squared = False)
print('RMSE: ',rmse_forc)
# Make predictions with the best weights
deeper=True
wider=False
dropout=0.5
learning_Rate = 0.001
# Need to rebuild model in case it is different from the model that was trained most recently.
model = build_model()
model.load_weights('question_pairs_weights_deeper={}_wider={}_lr={}_dropout={}.h5'.format(
deeper,wider,learning_rate,dropout))
predictions = model.predict([x_test,x_test], verbose = True)
# Compare testing loss to training and validating loss
print("mse "+str(mse(y_test, predictions)))
max_price=82.7999880000001
min_price=-111.34997599999997
# In[314]:
rk=y_test.values
#print(len(rk))
normpreds=pd.read_csv("input/preds.csv")
unnorm_preds=normpreds.values
def unnormalize(price):
price = price*(max_price-min_price)+min_price
return(price)
def lasso_pred(x, y):
lasso = Lasso(normalize="True", tol=1e-35, max_iter=5000)
w, q = x.shape
coefs = []
preds = []
alpha_min = 0
alpha_max = 0
i = 0
while i < q:
start = timer()
print("\n------------------------------------\n")
name = "Fitting for country no.: %s" % (i + 1)
print(name)
alpha_min = 0.1
alpha_max = 10e30
alpha_avg = (alpha_min + alpha_max) / 2
lasso.set_params(alpha=alpha_avg)
population_vector = x.iloc[:, i]
x.iloc[:, i] = np.zeros(w)
y_true = y.iloc[:, i]
lasso.fit(x, population_vector)
prediction = lasso.predict(y)
error = mse(y_true, prediction)
x.iloc[:, i] = population_vector
for j in range(100):
#if(i == 60):
#print(alpha_min, alpha_max, np.count_nonzero(lasso.coef_))
if np.count_nonzero(lasso.coef_) > 5 or np.count_nonzero(
lasso.coef_) < 5:
if np.count_nonzero(lasso.coef_) > 5:
alpha_min = alpha_avg
alpha_avg = (alpha_min + alpha_max) / 2
lasso.set_params(alpha=alpha_avg)
population_vector = x.iloc[:, i]
x.iloc[:, i] = np.zeros(w)
y_true = y.iloc[:, i]
lasso.fit(x, population_vector)
prediction = lasso.predict(y)
mean_error = mse(y_true, prediction)
x.iloc[:, i] = population_vector
if np.count_nonzero(lasso.coef_) < 5:
alpha_max = alpha_avg
alpha_avg = (alpha_min + alpha_max) / 2
lasso.set_params(alpha=alpha_avg)
population_vector = x.iloc[:, i]
x.iloc[:, i] = np.zeros(w)
y_true = y.iloc[:, i]
lasso.fit(x, population_vector)
prediction = lasso.predict(y)
mean_error = mse(y_true, prediction)
x.iloc[:, i] = population_vector
else:
break
if np.count_nonzero(lasso.coef_) > 5:
alpha_min = 1
alpha_max = 10e20
alpha_avg = (alpha_min + alpha_max) / 2
lasso.set_params(alpha=alpha_avg,
normalize="True",
tol=1e-20,
max_iter=50000)
population_vector = x.iloc[:, i]
x.iloc[:, i] = np.zeros(w)
y_true = y.iloc[:, i]
lasso.fit(x, population_vector)
prediction = lasso.predict(y)
error = mse(y_true, prediction)
x.iloc[:, i] = population_vector
for j in range(150):
if np.count_nonzero(lasso.coef_) > 5 or np.count_nonzero(
lasso.coef_) < 5:
if np.count_nonzero(lasso.coef_) > 5:
alpha_min = alpha_avg
alpha_avg = (alpha_min + alpha_max) / 2
lasso.set_params(alpha=alpha_avg,
normalize="True",
tol=1e-20,
max_iter=50000)
population_vector = x.iloc[:, i]
x.iloc[:, i] = np.zeros(w)
y_true = y.iloc[:, i]
lasso.fit(x, population_vector)
prediction = lasso.predict(y)
mean_error = mse(y_true, prediction)
x.iloc[:, i] = population_vector
if np.count_nonzero(lasso.coef_) < 5:
alpha_max = alpha_avg
alpha_avg = (alpha_min + alpha_max) / 2
lasso.set_params(alpha=alpha_avg,
normalize="True",
tol=1e-20,
max_iter=50000)
population_vector = x.iloc[:, i]
x.iloc[:, i] = np.zeros(w)
y_true = y.iloc[:, i]
lasso.fit(x, population_vector)
prediction = lasso.predict(y)
mean_error = mse(y_true, prediction)
x.iloc[:, i] = population_vector
else:
break
assert np.count_nonzero(lasso.coef_) <= 5, "too many non-zero"
if (mean_error < error):
coefs_best = lasso.coef_
pred_best = prediction
error = mean_error
alpha_value = alpha_avg
country_number = np.count_nonzero(lasso.coef_)
coefs.append(coefs_best)
preds.append(pred_best)
end_timer = timer() - start
time_statement = "Fitting time for country no. %s: " % (i + 1)
print(time_statement + str(round(end_timer, 3)) + " seconds.")
print("Alpha value: " + str(alpha_value))
print("Number of countries used for fitting: " + str(country_number))
i = i + 1
return coefs, preds
#plot y_test vs y_pred
plt.scatter(y_test,predictions)
plt.xlim([3, 5])
plt.ylim([3, 5])
plt.xlabel("Test Data", fontsize=16)
plt.ylabel("Predictions", fontsize=16)
np.subtract(predictions,y_test)
#check accruacy
print("Training set score: {:.3f}".format(lm.score(X_train, y_train)))
print("Test set score: {:.3f}".format(lm.score(X_test, y_test)))
#Get MSE
mse(y_test,predictions)
#DETERMINE OUR APP RATING BASED ON OUR CURRENT CONTENT RATING AND PRICE
#Calling googleplaystore sheet that has our app data -- will need to update this to where it's saved on your drive
xls = pd.ExcelFile(r'C:\Users\206581774\Documents\DataScienceClass\google_play_store.xlsx')
df_app = pd.read_excel(xls, 'app')
#assign x and y
x_test = df_app.iloc[:,[3,4]]
print(x_test)
y_test = df_app.iloc[:,2]
print(y_test)
#predict our app score
def rmse(y_true, y_pred):
return mse(y_true, y_pred)**0.5
w, losses, residuals = gd(train_X.iloc[train_idx],
train_y.iloc[train_idx],
train_X.iloc[test_idx],
train_y.iloc[test_idx],
iterations=its,
learning_rate=1e-3,
lr_dampening=0.999,
reg=1e-7)
mean_losses = mean_losses + (1 / 5) * losses
mean_residuals = mean_residuals + (1 / 5) * residuals
xval_preds = w[0] + np.dot(test_X, w[1:])
xval_losses_residuals[fold_it] = [
mse(test_y, xval_preds),
mae(test_y, xval_preds)
]
fold_it = fold_it + 1
print('Cross-validation (a) loss: %.2f +- %.2f (b) residual: %.2f +- %.2f' % (
np.mean(xval_losses_residuals[:, 0]),
np.std(xval_losses_residuals[:, 0]),
np.mean(xval_losses_residuals[:, 1]),
np.std(xval_losses_residuals[:, 1]),
))
# Final model
w, final_losses, final_residuals = gd(train_X,
train_y,
def reg_evaluation(
ori_train_price,
ori_test_price,
pred_train_price,
pred_test_price, # origin price
y_train,
train_pred,
y_test,
test_pred,
price_split,
print_result=True):
under_train = (ori_train_price <= price_split).nonzero()[0]
above_train = (ori_train_price > price_split).nonzero()[0]
under_test = (ori_test_price <= price_split).nonzero()[0]
above_test = (ori_test_price > price_split).nonzero()[0]
if print_result:
print("-" * 50)
print("For All Price")
print("Train Result ----------")
get_max_min_percentage_diff(ori_train_price, pred_train_price)
print("RMSLE is ", mse(y_train, train_pred, squared=False))
print("R^2 is ", r2(y_train, train_pred))
print("Mean Absolute Percentage Error is ",
mape(ori_train_price, pred_train_price))
print("Mean Absolute Error is ", mae(ori_train_price,
pred_train_price))
print("\nTest Result ----------")
get_max_min_percentage_diff(ori_test_price, pred_test_price)
print("RMSLE is ", mse(y_test, test_pred, squared=False))
print("R^2 is ", r2(y_test, test_pred))
print("Mean Absolute Percentage Error is ",
mape(ori_test_price, pred_test_price))
print("Mean Absolute Error is ", mae(ori_test_price, pred_test_price))
print("-" * 50)
print("For price under $%d" % price_split)
print("Train Result ----------")
get_max_min_percentage_diff(ori_train_price[under_train],
pred_train_price[under_train])
knn_skb_select_train_msle = mse(y_train[under_train],
train_pred[under_train],
squared=False)
print("RMSLE is ", knn_skb_select_train_msle)
print("R^2 is ", r2(y_train[under_train], train_pred[under_train]))
print(
"Mean Absolute Percentage Error is ",
mape(ori_train_price[under_train], pred_train_price[under_train]))
print("Mean Absolute Error is ",
mae(ori_train_price[under_train], pred_train_price[under_train]))
print("\nTest Result ----------")
get_max_min_percentage_diff(ori_test_price[under_test],
pred_test_price[under_test])
knn_skb_select_test_msle = mse(y_test[under_test],
test_pred[under_test],
squared=False)
print("RMSLE is ", knn_skb_select_test_msle)
print("R^2 is ", r2(y_test[under_test], test_pred[under_test]))
print("Mean Absolute Percentage Error is ",
mape(ori_test_price[under_test], pred_test_price[under_test]))
print("Mean Absolute Error is ",
mae(ori_test_price[under_test], pred_test_price[under_test]))
print("-" * 50)
print("For price above $%d" % price_split)
print("Train Result ----------")
get_max_min_percentage_diff(ori_train_price[above_train],
pred_train_price[above_train])
knn_skb_select_train_msle = mse(y_train[above_train],
train_pred[above_train],
squared=False)
print("RMSLE is ", knn_skb_select_train_msle)
print("R^2 is ", r2(y_train[above_train], train_pred[above_train]))
print(
"Mean Absolute Percentage Error is ",
mape(ori_train_price[above_train], pred_train_price[above_train]))
print("Mean Absolute Error is ",
mae(ori_train_price[above_train], pred_train_price[above_train]))
print("\nTest Result ----------")
get_max_min_percentage_diff(ori_test_price[above_test],
pred_test_price[above_test])
knn_skb_select_test_msle = mse(y_test[above_test],
test_pred[above_test],
squared=False)
print("RMSLE is ", knn_skb_select_test_msle)
print("R^2 is ", r2(y_test[above_test], test_pred[above_test]))
print("Mean Absolute Percentage Error is ",
mape(ori_test_price[above_test], pred_test_price[above_test]))
print("Mean Absolute Error is ",
mae(ori_test_price[above_test], pred_test_price[above_test]))
plot_prediction_price(
ori_train_price[under_test],
pred_train_price[under_test],
title="Predict Price for Item in Train Set with Price <= %d" %
price_split)
plot_prediction_price(
ori_train_price[above_test],
pred_train_price[above_test],
title="Predict Price for Item in Train Set with Price > %d" %
price_split)
plot_prediction_price(
ori_test_price[under_test],
pred_test_price[under_test],
title="Predict Price for Item in Test Set with Price <= %d" %
price_split)
plot_prediction_price(
ori_test_price[above_test],
pred_test_price[above_test],
title="Predict Price for Item in Test Set with Price > %d" %
price_split)
all_temp = []
for indexes in [None, under_train, above_train]:
if indexes is None:
oy, py = ori_train_price, pred_train_price
oly, ply = y_train, train_pred
else:
oy, py = ori_train_price[indexes], pred_train_price[indexes]
oly, ply = y_train[indexes], train_pred[indexes]
all_temp.append([
*get_max_min_percentage_diff(oy, py),
mse(oly, ply, squared=False),
r2(oly, ply),
mape(oy, py),
mae(oy, py)
])
for indexes in [None, under_test, above_test]:
if indexes is None:
oy, py = ori_test_price, pred_test_price
oly, ply = y_test, test_pred
else:
oy, py = ori_test_price[indexes], pred_test_price[indexes]
oly, ply = y_test[indexes], test_pred[indexes]
all_temp.append([
*get_max_min_percentage_diff(oy, py),
mse(oly, ply, squared=False),
r2(oly, ply),
mape(oy, py),
mae(oy, py)
])
result_df = pd.DataFrame(np.array(all_temp),
columns=[
'Max Percentage Diff', 'Min Percentage Diff',
'RMSLE', 'R^2', 'MAPE', 'MAE'
],
index=[
'All Train',
'Train with Price <= %d' % price_split,
'Train with Price > %d' % price_split,
'All Test',
'Test with Price <= %d' % price_split,
'Test with Price > %d' % price_split,
])
return result_df
def trade_agent(lock, number_workers):
# ENDLESS CYCLE for continuous exploration of window time, learning and trading
while True:
# for _ in range(2):
class_wtupdate = Window_time_update(lock, number_workers)
rmse = lambda y_true, y_pred: np.sqrt(mse(y_true, y_pred))
api_key = '......................................................'
api_secret = '......................................................'
client = Client(api_key, api_secret)
risk = 0.2
global_episodes = 10000
num_episodes = 10
h_size = 512
with lock:
max_time_window_sec = np.load(
'weights_biases_numpy_arrays/max_time_window_sec.npy',
allow_pickle=True)
PATH_final_weights_LSTM = 'weights_biases_numpy_arrays/final_weights_biases/'
state = (np.zeros([1, h_size]), np.zeros([1, h_size]))
state_time = (np.zeros([1, h_size]), np.zeros([1, h_size]))
commission = 0.001 # # 0.00075
list_predicts = []
list_predicts_time = []
list_date_time = []
list_price_in_state = []
total_steps = 0
global_steps = 0
for _ in range(global_episodes):
genetic_modification(lock)
tf.reset_default_graph()
weights = { ### mine ###
# 5x5 filter_size, 3 channel, 32 num_filters
'w_conv1':
weight_variable(lock,
shape=[5, 5, 3, 32],
name='w_conv1',
first_generation=False),
# 4x4 filter_size, 32 channel, 64 num_filters
'w_conv2':
weight_variable(lock,
shape=[4, 4, 32, 64],
name='w_conv2',
first_generation=False),
# 3x3 filter_size, 64 channel, 64 num_filters
'w_conv3':
weight_variable(lock,
shape=[3, 3, 64, 64],
name='w_conv3',
first_generation=False),
# 3x3 filter_size, 64 channel, 512 num_filters
'w_conv4':
weight_variable(lock,
shape=[5, 5, 64, 512],
name='w_conv4',
first_generation=False),
# fully connected, 512 inputs, 1 outputs
'w_predict':
weight_variable(lock,
shape=[512, 1],
name='w_predict',
first_generation=False),
### time ###
# 5x5 filter_size, 3 channel, 32 num_filters
'w_conv1_time':
weight_variable(lock,
shape=[5, 5, 3, 32],
name='w_conv1_time',
first_generation=False),
# 4x4 filter_size, 32 channel, 64 num_filters
'w_conv2_time':
weight_variable(lock,
shape=[4, 4, 32, 64],
name='w_conv2_time',
first_generation=False),
# 3x3 filter_size, 64 channel, 64 num_filters
'w_conv3_time':
weight_variable(lock,
shape=[3, 3, 64, 64],
name='w_conv3_time',
first_generation=False),
# 3x3 filter_size, 64 channel, 512 num_filters
'w_conv4_time':
weight_variable(lock,
shape=[5, 5, 64, 512],
name='w_conv4_time',
first_generation=False),
# fully connected, 512 inputs, 1 outputs
'w_predict_time':
weight_variable(lock,
shape=[512, 1],
name='w_predict_time',
first_generation=False)
}
biases = { ### mine ###
'b_conv1':
bias_variable(lock,
shape=[32],
name='b_conv1',
first_generation=False),
'b_conv2':
bias_variable(lock,
shape=[64],
name='b_conv2',
first_generation=False),
'b_conv3':
bias_variable(lock,
shape=[64],
name='b_conv3',
first_generation=False),
'b_conv4':
bias_variable(lock,
shape=[512],
name='b_conv4',
first_generation=False),
### time ###
'b_conv1_time':
bias_variable(lock,
shape=[32],
name='b_conv1_time',
first_generation=False),
'b_conv2_time':
bias_variable(lock,
shape=[64],
name='b_conv2_time',
first_generation=False),
'b_conv3_time':
bias_variable(lock,
shape=[64],
name='b_conv3_time',
first_generation=False),
'b_conv4_time':
bias_variable(lock,
shape=[512],
name='b_conv4_time',
first_generation=False)
}
cell_mainN = tf.contrib.rnn.BasicLSTMCell(num_units=h_size,
state_is_tuple=True)
cell_timeN = tf.contrib.rnn.BasicLSTMCell(num_units=h_size,
state_is_tuple=True)
mainN = mainNetwork(h_size, cell_mainN, weights, biases)
timeN = timeNetwork(h_size, cell_timeN, weights, biases)
init = tf.global_variables_initializer()
with tf.Session() as sess:
sess.run(init)
### mainN ###
### timeN ###
with lock:
weights_np_LSTM_mainQN = np.load(PATH_final_weights_LSTM +
'LSTM_weights_biases.npy',
allow_pickle=True)
weights_np_LSTM_timeQN = np.load(
PATH_final_weights_LSTM +
'LSTM_weights_biases_time.npy',
allow_pickle=True)
### mainN ###
### timeN ###
cell_mainN.set_weights(weights_np_LSTM_mainQN)
cell_timeN.set_weights(weights_np_LSTM_timeQN)
for _ in range(num_episodes):
total_steps += 1
state_exchange, best_ask_bid_volume_price = state_environment_3D(
)
price_in_state = last_price()
Previous_price_global = price_in_state
if len(list_price_in_state) == num_episodes:
list_price_in_state[0:1] = []
list_price_in_state.append(price_in_state)
else:
list_price_in_state.append(price_in_state)
prediction, state1 = sess.run(
[mainN.predict, mainN.rnn_state],
feed_dict={
mainN.rawInput: [state_exchange],
mainN.trainLength: 1,
mainN.state_in: state,
mainN.batch_size: 1
})
state = state1
predict_change_price = float(prediction)
if len(list_predicts) == num_episodes:
list_predicts[0:1] = []
list_predicts.append(predict_change_price)
else:
list_predicts.append(predict_change_price)
prediction_time, state1_time = sess.run(
[timeN.predict_time, timeN.rnn_state_time],
feed_dict={
timeN.rawInput_time: [state_exchange],
timeN.trainLength_time: 1,
timeN.state_in_time: state_time,
timeN.batch_size_time: 1
})
state_time = state1_time
pred_time = float(prediction_time)
if len(list_predicts_time) == num_episodes:
list_predicts_time[0:1] = []
list_date_time[0:1] = []
list_predicts_time.append(pred_time)
list_date_time.append(datetime.datetime.now())
else:
list_predicts_time.append(pred_time)
list_date_time.append(datetime.datetime.now())
if global_steps > 0:
signal_for_trade, error_online = final_metric(
list_price_in_state, list_predicts, risk,
commission)
class_wtupdate.time_update(signal=signal_for_trade)
adjusted_predict_change_price = predict_change_price - error_online if \
predict_change_price >= 1 else predict_change_price + error_online
trend_matching = int(predict_change_price) == int(
adjusted_predict_change_price)
### SIGNAL and TREND ###
if signal_for_trade and trend_matching:
predict_change_price = adjusted_predict_change_price
action_predict = ['sell',
'buy'][int(predict_change_price)]
money_predict = float(
client.get_asset_balance(
asset='USDT').get('free'))
bitcoin_predict = float(
client.get_asset_balance(
asset='BTC').get('free')) * price_in_state
if money_predict >= 10 and action_predict == 'buy' and predict_change_price - 1 > commission:
if best_ask_bid_volume_price.get('volume').get(
'buy'
)[0] * price_in_state > money_predict:
quantity_BTC = price_format_conversion(
money_predict / price_in_state, 6)
order = client.order_market_buy(
symbol='BTCUSDT',
quantity=quantity_BTC)
quantity_true_action_predict += 1
else:
best_quantity_BTC = str(
best_ask_bid_volume_price.get(
'volume').get('buy')[0])
order = client.order_market_buy(
symbol='BTCUSDT',
quantity=best_quantity_BTC)
quantity_true_action_predict += 1
for i in range(1, 10):
money_predict = float(
client.get_asset_balance(
asset='USDT').get('free'))
if money_predict >= 10:
predict_change_price_next = (
(price_in_state *
predict_change_price) /
best_ask_bid_volume_price.get(
'price').get('buy')[i])
if predict_change_price_next - 1 > commission:
volume_action_money_predict = (
best_ask_bid_volume_price.
get('volume').get('buy')[i]
*
best_ask_bid_volume_price.
get('price').get('buy')[i])
if volume_action_money_predict >= money_predict:
best_quantity_BTC = price_format_conversion(
money_predict /
price_in_state, 6)
order = client.order_market_buy(
symbol='BTCUSDT',
quantity=
best_quantity_BTC)
quantity_true_action_predict += 1
else:
best_quantity_BTC = str(
best_ask_bid_volume_price
.get('volume').get(
'buy')[i])
order = client.order_market_buy(
symbol='BTCUSDT',
quantity=
best_quantity_BTC)
quantity_true_action_predict += 1
else:
break
############# bitcoin_predict ################
if bitcoin_predict >= 10 and action_predict == 'sell' and 1 - predict_change_price > commission:
if best_ask_bid_volume_price.get('volume').get(
'sell'
)[0] * price_in_state > bitcoin_predict:
quantity_BTC = price_format_conversion(
bitcoin_predict / price_in_state, 6)
order = client.order_market_sell(
symbol='BTCUSDT',
quantity=quantity_BTC)
quantity_true_action_predict += 1
else:
best_quantity_BTC = str(
best_ask_bid_volume_price.get(
'volume').get('sell')[0])
order = client.order_market_sell(
symbol='BTCUSDT',
quantity=best_quantity_BTC)
quantity_true_action_predict += 1
for i in range(1, 10):
bitcoin_predict = float(
client.get_asset_balance(
asset='BTC').get(
'free')) * price_in_state
if bitcoin_predict >= 10:
predict_change_price_next = (
(price_in_state *
predict_change_price) /
best_ask_bid_volume_price.get(
'price').get('sell')[i])
if 1 - predict_change_price_next > commission:
volume_action_bitcoin_predict = (
best_ask_bid_volume_price.
get('volume').get(
'sell')[i] *
best_ask_bid_volume_price.
get('price').get('sell')[i]
)
if volume_action_bitcoin_predict >= bitcoin_predict:
best_quantity_BTC = price_format_conversion(
bitcoin_predict /
price_in_state, 6)
order = client.order_market_sell(
symbol='BTCUSDT',
quantity=
best_quantity_BTC)
quantity_true_action_predict += 1
else:
best_quantity_BTC = str(
best_ask_bid_volume_price
.get('volume').get(
'sell')[i])
order = client.order_market_sell(
symbol='BTCUSDT',
quantity=
best_quantity_BTC)
quantity_true_action_predict += 1
else:
break
list_pred_abs_price = [
list_predicts[index] * price
for index, price in enumerate(list_price_in_state)
]
list_pred_abs_time = [
max_time_window_sec * t for t in list_predicts_time
]
list_date_time_for_pred = list_date_time[:]
list_date_time_for_pred.append(
list_date_time[-1] + datetime.timedelta(
seconds=(list_pred_abs_time[-1])))
rmse_online = rmse(
list_price_in_state[1:],
list_pred_abs_price[:len(list_price_in_state[1:])])
plt.ion()
plt.gca().cla()
plt.subplots_adjust(bottom=0.2)
plt.xticks(rotation=25)
ax = plt.gca()
ax.set_xticks(list_date_time_for_pred[1:])
xfmt = md.DateFormatter('%H:%M:%S')
ax.xaxis.set_major_formatter(xfmt)
plt.plot(list_date_time_for_pred[1:],
list_pred_abs_price,
linewidth=3,
linestyle="--",
color="blue",
marker='o',
label=r"Predicted price")
plt.plot(list_date_time[1:],
list_price_in_state[1:],
linewidth=3,
linestyle="-",
color="red",
marker='o',
label=r"True price")
plt.xlabel(r"Agent Predicted Time (seconds)")
plt.ylabel(r"Predicted and true price (US$)")
plt.title(
f'Real time trading. RMSE online = {rmse_online.round(2)} US$. SIGNAL = {signal_for_trade}'
)
plt.legend(loc="upper left")
plt.pause(0.1)
plt.show()
time.sleep(int(abs(pred_time)) * max_time_window_sec)
global_steps += 1
with lock:
stop_train_trade_signal = np.load(
'weights_biases_numpy_arrays/stop_train_trade.npy',
allow_pickle=True)
if stop_train_trade_signal:
break
print('total_steps_trade =', total_steps)
result1 = mlp1.predict(df1[['x','y']][8:10])
result2 = mlp2.predict(df2[['a','b']][8:10])
dif1 = abs(df1['z'][8:10] - abs(result1))/df1['z'][8:10]
mymape1 = 100/len(result1) * dif1.sum()
dif2 = abs(df2['c'][8:10] - abs(result2))/df2['c'][8:10]
mymape2 = 100/len(result2) * dif2.sum()
print('mymape1', mymape1)
print('mymape2', mymape2)
mae1 = mae(df1['z'][8:10], result1)
mape1 = 100*mae1
mae2 = mae(df2['c'][8:10], result2)
mape2 = 100*mae2
print('mape1', mape1)
print('mape2', mape2)
print('mae1', mae1)
print('mae2', mae2)
mse1 = mse(df1['z'][8:10], result1)
mse2 = mse(df2['c'][8:10], result2)
print('mse1', mse1)
print('mse2', mse2)
def main():
df = pd.read_csv("dataBefore_5000.csv")
print(df.head())
X = df[[
"calls_up", "calls_down", "starts_up", "starts_down", "availability",
"alarms"
]]
print(X)
print(X.shape)
TARGETS = df[["ave_callTime"]]
print(TARGETS)
# Display raw data
plt.figure(1)
plt.subplot(2, 1, 1)
plt.scatter(X.calls_up,
TARGETS,
c='b',
s=20,
alpha=0.5,
label='call_up [#]')
#plt.xlabel("[#]")
plt.ylabel("Call time [s]")
#plt.title("Call time vs calls up")
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.subplot(2, 1, 2)
plt.scatter(X.calls_down,
TARGETS,
c='r',
s=20,
alpha=0.5,
label='call_down [#]')
#plt.xlabel("[#]")
plt.ylabel("Call time [s]")
#plt.title("Call time vs calls down")
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.figure(2)
plt.subplot(2, 1, 1)
plt.scatter(X.starts_up,
TARGETS,
c='c',
s=20,
alpha=0.5,
label='starts_up [#]')
#plt.xlabel("[#]")
plt.ylabel("Call time [s]")
#plt.title("Call time vs starts up")
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.subplot(2, 1, 2)
plt.scatter(X.starts_down,
TARGETS,
c='m',
s=20,
alpha=0.5,
label='starts_down [#]')
#plt.xlabel("[#]")
plt.ylabel("Call time [s]")
#plt.title("Call time vs starts down")
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.figure(3)
plt.subplot(2, 1, 1)
plt.scatter(X.availability,
TARGETS,
c='g',
s=20,
alpha=0.5,
label='availability [%]')
#plt.xlabel("[%]")
plt.ylabel("Call time [s]")
#plt.title("Call time vs availability")
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.subplot(2, 1, 2)
plt.scatter(X.alarms, TARGETS, c='k', s=20, alpha=0.5, label='alarms [#]')
#plt.xlabel("[#]")
plt.ylabel("Call time [s]")
#plt.title("Call time vs alarms")
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
# Apply Linear Regression Model
lm = LinearRegression()
lm.fit(X, TARGETS.ave_callTime)
plt.figure(4)
plt.scatter(TARGETS, lm.predict(X), c='b', s=30, alpha=0.5)
plt.xlabel("Measured call time [s]")
plt.ylabel("Predicted call time [s]")
plt.title("Predicted vs Measured (Linear Regression)")
x = [0, 50]
y = x
lines = plt.plot(x, y)
plt.setp(lines, color='k', linewidth=2.0)
plt.xlim((0, 50))
plt.ylim((0, 50))
print("Linear regression model \n Before 5000 dataset")
print(
" Regresion coefficients: \n [calls_up, calls_down, starts_up, starts_down, availability, alarms] \n =",
lm.coef_)
print(" Regression intercept =", lm.intercept_)
print(" Mean squared error =", round(mse(TARGETS, lm.predict(X)), 5))
print(" R2 score =", round(r2_score(TARGETS, lm.predict(X)), 5))
sampleId = np.linspace(1, 5000, 5000)
#print(sampleId)
#print(sampleId.shape)
plt.figure(5)
plt.subplot(2, 1, 1)
plt.plot(sampleId,
lm.predict(X),
'go',
markersize=2,
alpha=0.5,
label='Predicted call time [s] vs Id \nLinear Regression')
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.xlim((0, 5000))
plt.ylim((0, 50))
plt.subplot(2, 1, 2)
plt.plot(sampleId,
TARGETS,
'bo',
markersize=2,
alpha=0.5,
label='Measured call time [s] vs Id \nRaw data')
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.xlim((0, 5000))
plt.ylim((0, 50))
# Check the model with a single parameter
lm = LinearRegression()
lm.fit(X[['calls_up']], TARGETS)
print(" *****")
print(" calls_up")
print(" Regresion coefficients =", lm.coef_[0])
print(" Regression intercept =", lm.intercept_)
print(" Mean squared error =",
round(mse(TARGETS, lm.predict(X[['calls_up']])), 3))
print(" R2 score =",
round(r2_score(TARGETS, lm.predict(X[['calls_up']])), 3))
lm = LinearRegression()
lm.fit(X[['calls_down']], TARGETS)
print(" calls_down")
print(" Regresion coefficients =", lm.coef_[0])
print(" Regression intercept =", lm.intercept_)
print(" Mean squared error =",
round(mse(TARGETS, lm.predict(X[['calls_down']])), 3))
print(" R2 score =",
round(r2_score(TARGETS, lm.predict(X[['calls_down']])), 3))
lm = LinearRegression()
lm.fit(X[['starts_up']], TARGETS)
print(" starts_up")
print(" Regresion coefficients =", lm.coef_[0])
print(" Regression intercept =", lm.intercept_)
print(" Mean squared error =",
round(mse(TARGETS, lm.predict(X[['starts_up']])), 3))
print(" R2 score =",
round(r2_score(TARGETS, lm.predict(X[['starts_up']])), 3))
lm = LinearRegression()
lm.fit(X[['starts_down']], TARGETS)
print(" starts_down")
print(" Regresion coefficients =", lm.coef_[0])
print(" Regression intercept =", lm.intercept_)
print(" Mean squared error =",
round(mse(TARGETS, lm.predict(X[['starts_down']])), 3))
print(" R2 score =",
round(r2_score(TARGETS, lm.predict(X[['starts_down']])), 3))
lm = LinearRegression()
lm.fit(X[['availability']], TARGETS)
print(" availability")
print(" Regresion coefficients =", lm.coef_[0])
print(" Regression intercept =", lm.intercept_)
print(" Mean squared error =",
round(mse(TARGETS, lm.predict(X[['availability']])), 3))
print(" R2 score =",
round(r2_score(TARGETS, lm.predict(X[['availability']])), 3))
lm = LinearRegression()
lm.fit(X[['alarms']], TARGETS)
print(" alarms")
print(" Regresion coefficients =", lm.coef_[0])
print(" Regression intercept =", lm.intercept_)
print(" Mean squared error =",
round(mse(TARGETS, lm.predict(X[['alarms']])), 3))
print(" R2 score =", round(r2_score(TARGETS, lm.predict(X[['alarms']])),
3))
print(" *****")
# Divide dataset randomly. Use train_test_sprit
X_train, X_test, Y_train, Y_test = cv.train_test_split(X,
TARGETS,
test_size=0.4,
random_state=5)
print(" X_train", X_train.shape)
print(" X_test", X_test.shape)
print(" Y_train", Y_train.shape)
print(" Y_test", Y_test.shape)
lm = LinearRegression()
lm.fit(X_train, Y_train)
pred_train = lm.predict(X_train)
pred_test = lm.predict(X_test)
print(" Train and test dataset")
print(
" Regression coefficients: \n [calls_up, calls_down, starts_up, starts_down, availability, alarms] \n =",
lm.coef_)
print(" Regression intercept =", lm.intercept_)
print(" Mean squared error with X_train and Y_train =",
round(mse(Y_train, lm.predict(X_train)), 5))
print(" R2 score with X_train and Y_train =",
round(r2_score(Y_train, lm.predict(X_train)), 3))
print(" Mean squared error with X_test and Y_test =",
round(mse(Y_test, lm.predict(X_test)), 5))
print(" R2 score with X_test and Y_test =",
round(r2_score(Y_test, lm.predict(X_test)), 3))
# Apply Ridge Regression Model
rmodel = Ridge(alpha=0.1)
rmodel.fit(X_train, Y_train)
plt.figure(6)
plt.scatter(Y_train, rmodel.predict(X_train), c='c', s=30, alpha=0.5)
plt.xlabel("Measured call time [s]")
plt.ylabel("Predicted call time [s]")
plt.title("Predicted vs measured (Ridge Regression)")
x = [0, 50]
y = x
lines = plt.plot(x, y)
plt.setp(lines, color='k', linewidth=2.0)
plt.xlim((0, 50))
plt.ylim((0, 50))
print("Ridge regression model \n Train dataset")
print(" Mean squared error =",
round(mse(Y_train, rmodel.predict(X_train)), 5))
print(" R2 score =", round(r2_score(Y_train, rmodel.predict(X_train)), 5))
sampleId = np.linspace(1, 3000, 3000)
plt.figure(7)
plt.subplot(2, 1, 1)
plt.plot(sampleId,
rmodel.predict(X_train),
'go',
markersize=2,
alpha=0.5,
label='Predicted call time [s] vs Id \nRidge Regression')
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.xlim((0, 3000))
plt.ylim((0, 50))
plt.subplot(2, 1, 2)
plt.plot(sampleId,
Y_train,
'bo',
markersize=2,
alpha=0.5,
label='Measured call time [s] vs Id \nRaw data')
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.xlim((0, 3000))
plt.ylim((0, 50))
# Apply Random Forest Regression Model
rfmodel = RandomForestRegressor()
rfmodel.fit(X_train, Y_train.ave_callTime)
print(X_train)
print(Y_train)
plt.figure(8)
plt.scatter(Y_train, rfmodel.predict(X_train), c='g', s=30, alpha=0.5)
plt.xlabel("Measured call time [s]")
plt.ylabel("Predicted call time [s]")
plt.title("Predicted vs measured (Random Forest Regression)")
x = [0, 50]
y = x
lines = plt.plot(x, y)
plt.setp(lines, color='k', linewidth=2.0)
plt.xlim((0, 50))
plt.ylim((0, 50))
print("Random Forest Regression model \n Train dataset")
print(" Mean squared error =",
round(mse(Y_train, rfmodel.predict(X_train)), 5))
print(" R2 score =", round(r2_score(Y_train, rfmodel.predict(X_train)),
5))
plt.figure(9)
plt.subplot(2, 1, 1)
plt.plot(sampleId,
rfmodel.predict(X_train),
'go',
markersize=2,
alpha=0.5,
label='Predicted call time [s] vs Id \nRandom Forest Regression')
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.xlim((0, 3000))
plt.ylim((0, 50))
plt.subplot(2, 1, 2)
plt.plot(sampleId,
Y_train,
'bo',
markersize=2,
alpha=0.5,
label='Measured call time [s] vs Id \nRaw data')
plt.legend(loc="upper right",
bbox_to_anchor=[1, 1],
ncol=2,
shadow=True,
fancybox=True)
plt.xlim((0, 3000))
plt.ylim((0, 50))
plt.show()
p=2,
metric='minkowski',
metric_params=None,
n_jobs=None)
reg.fit(Xtrn, ytrn)
preds = reg.predict(Xtst)
preds = np.transpose(preds)
print('Make and save evaluations')
# make the coloumn names and initial df
col_names = ['GPL', 'Model', 'Metric', 'Value', 'GeneIdx']
df_eval = pd.DataFrame(columns=col_names)
# get metrics
mae_values = mae(ydata_aGPL, preds, multioutput='raw_values')
df_eval = add_eval_to_df(df_eval, mae_values, 'mae', 'SampleKNN',
col_names, aGPL)
rmse_values = np.sqrt(
mse(ydata_aGPL, preds,
multioutput='raw_values')) # correct to have ytst_GL
cvrmse_values = rmse_values / np.mean(ydata_aGPL,
axis=0) # correct to have ytst_GL
df_eval = add_eval_to_df(df_eval, cvrmse_values, 'cvrmse', 'SampleKNN',
col_names, aGPL)
# save the dataframe
df_eval.to_csv(fp_save + '%s_SampleKNN_evals.tsv' % aGPL,
sep='\t',
header=True,
index=False)
print('It took', int((time.time() - tic0) / 60),
'minutes for the script to run')
def test_result(model,
n_tests,
test_data,
test_labels,
test_data_raw,
library="scikit"):
"""
params: library - default "scikit", other option: "torch"
params: test_data - [pandas DF or torch] - input data
params: test_labels - [pandas DF or torch] - labels data
params: test_data_raw - [pandas DF] - input data before pipeline preprocesing
"""
sum_errors = []
if library == "scikit":
prediction_all = model.predict(test_data)
nn_mse = mse(test_labels, prediction_all)
nn_rmse = np.sqrt(nn_mse)
score = model.score(test_data, test_labels)
elif library == "torch":
prediction_all = model(test_data.float())
nn_mse = mse(test_labels.numpy(), prediction_all.detach().numpy())
nn_rmse = np.sqrt(nn_mse)
score = 0
else:
print("error, choose scikit or torch library")
for sample in range(n_tests):
if library == "scikit":
prediction = model.predict(test_data)[sample]
y_real_value = test_labels.iloc[sample]
else:
prediction = model(test_data[sample].float()).item()
y_real_value = test_labels[sample].item()
country = test_data_raw.iloc[sample]['country_from']
trans = test_data_raw.iloc[sample]['transmission']
fuell = test_data_raw.iloc[sample]['fuell']
milage = test_data_raw.iloc[sample]['milage']
engine_power = test_data_raw.iloc[sample]['engine_power']
year = test_data_raw.iloc[sample]['year']
brand = test_data_raw.iloc[sample]['car_brand']
car_model = test_data_raw.iloc[sample]['car_model']
error_percentage = ((-(y_real_value - prediction) / y_real_value) *
100)
sum_errors.append(np.absolute(error_percentage))
max_error = max(sum_errors)
print(
"pred: {:7.0f}, real: {:7.0f}, err.rate: {:6.2f}%, country: {:16}, trans: {:13}, fuell: {:8}, br: {:15}, md: {:13}, year: {:4}, milage: {:6.0f}, pwr: {:.0f}"
.format(prediction, y_real_value, error_percentage, country, trans,
fuell, brand, car_model, year, milage, engine_power))
final_log = 'average error: {:7.2f}%, median error: {:7.2f}%, absolute error: {:7.0f}, score: {:7.3f}, max error: {:7.2f}%, set size: {}, lib: {}'.format(
np.mean(sum_errors), np.median(sum_errors), nn_rmse, score, max_error,
(test_data_raw.shape[0] / 2) * 10, library)
print(final_log)
send_email(f"car prediction training completed, with results {final_log}")
with open("learning_history.txt", "a") as text_file:
today = datetime.datetime.now()
text_file.write("\n{} {}".format(today, final_log))
print(h)
print("reshaping data...")
Xs = dict()
ys = dict()
for h in feats:
samples = len(feats[h]) // 384
Xs[h] = np.array(feats[h]).reshape((samples, 6, 8, 8))
ys[h] = np.array(labels[h])
mse_scores = dict()
acc_scores = dict()
for h in feats:
y_pred = mlp.predict(np.array(Xs[h]))
mse_scores[h] = mse(y_pred, ys[h])
acc_scores[h] = accuracy_score([[round(y[0])] for y in y_pred], ys[h])
acc_data = []
mse_data = []
h_data = []
for h in sorted(feats.keys()):
h_data.append(h)
mse_data.append(mse_scores[h])
acc_data.append(1 - acc_scores[h])
# fig, ax1 = plt.subplots()
# fig.suptitle('Tree Height v. Prediction Error')
# plt1 = ax1.plot(h_data, mse_data, color='blue', label='mse')
# ax1.set_ylabel('mean squared regression error (MSE)')
# ax1.set_xlabel('game tree height, h')
import pandas as pd
import numpy as np
import pickle
from sklearn.metrics import mean_squared_error as mse
import warnings
warnings.simplefilter(action='ignore')
data = pd.read_csv('../../data/province-biweek-counts.csv')
with open('../../output/all_prov_no_prob/prov_10_no_prob/prov_10_for_2013.pkl',
'rb') as file:
forecast = pickle.load(file)
province = 10
year = 2013
true_df = data.loc[(data['province'] == province) & (data['year'] == year)]
biweek_cases = true_df['cases'].tolist()
total = sum(biweek_cases)
peak = max(biweek_cases)
peak_biweek = biweek_cases.index(peak) + 1
biweek_rmse = np.sqrt(mse(biweek_cases, forecast['biweek_cases']))
print(biweek_rmse)
year_total_rmse = np.sqrt((total - forecast['year_total'])**2)
print(forecast['year_total'])
print(year_total_rmse)
def normalizedByMeanRMSE(real,predicted):
return np.sqrt(mse(real,predicted))/(np.concatenate((real,predicted)).mean())
Xtest = scaler.transform(xtest.reshape(-1, 1))
degs = np.arange(1, 21, 1)
ndegs = np.max(degs)
mse_train = np.empty(ndegs)
mse_test = np.empty(ndegs)
ytest_pred_stored = np.empty(ndegs, dtype=np.ndarray)
for deg in degs:
model = LinearRegression()
poly_features = PolynomialFeatures(degree=deg, include_bias=False)
Xtrain_poly = poly_features.fit_transform(Xtrain)
model.fit(Xtrain_poly, ytrain)
ytrain_pred = model.predict(Xtrain_poly)
Xtest_poly = poly_features.transform(Xtest)
ytest_pred = model.predict(Xtest_poly)
mse_train[deg - 1] = mse(ytrain_pred, ytrain)
mse_test[deg - 1] = mse(ytest_pred, ytest)
ytest_pred_stored[deg - 1] = ytest_pred
# Plot MSE vs degree
fig, ax = plt.subplots()
mask = degs <= 15
ax.plot(degs[mask], mse_test[mask], color='r', marker='x', label='test')
ax.plot(degs[mask], mse_train[mask], color='b', marker='s', label='train')
ax.legend(loc='upper right', shadow=True)
plt.xlabel('degree')
plt.ylabel('mse')
save_fig('polyfitVsDegree.pdf')
plt.show()
# Plot fitted functions
def create_prophet_m(self,app_name,z1,delay=24):
import pandas as pd
import pymysql
import warnings
warnings.filterwarnings("ignore")
from datetime import datetime, timedelta
import logging
from tqdm import tqdm
from fbprophet import Prophet
from sklearn.metrics import mean_squared_error as mse
import math
### --- For realtime pred ---###
full_df = z1.bw.iloc[0:len(z1)]
full_df = full_df.reset_index()
full_df.columns = ['ds','y']
#removing outliers
q50 = full_df.y.median()
q100 = full_df.y.quantile(1)
q75 = full_df.y.quantile(.75)
#print(max(train_df.y))
if((q100-q50) >= (2*q75)):
#print('ind')
full_df.loc[full_df.y>=(2*q75),'y'] = None
#-- Realtime prediction --##
#model
model_r = Prophet(yearly_seasonality=False,changepoint_prior_scale=.2)
model_r.fit(full_df)
future_r = model_r.make_future_dataframe(periods=delay,freq='H')
forecast_r = model_r.predict(future_r)
forecast_r.index = forecast_r['ds']
#forecast
pred_r = pd.DataFrame(forecast_r['yhat'][len(z1):(len(z1)+delay)])
pred_r=pred_r.reset_index()
#--- completes realtime pred ---#
train_end_index=len(z1.bw)-delay
train_df=z1.bw.iloc[0:train_end_index]
#train_df= train_df[train_df<cutter]
test_df=z1.bw.iloc[train_end_index:len(z1)]
train_df=train_df.reset_index()
test_df=test_df.reset_index()
train_df.columns=['ds','y']
#--- removing outliers in trainset ---#
q50 = train_df.y.median()
q100 = train_df.y.quantile(1)
q75 = train_df.y.quantile(.75)
#print(max(train_df.y))
if((q100-q50) >= (2*q75)):
#print('ind')
train_df.loc[train_df.y>=(2*q75),'y'] = None
test_df.columns=['ds','y']
#print('len of testdf = ',len(test_df))
#model
model = Prophet(yearly_seasonality=False,changepoint_prior_scale=.2)
model.fit(train_df)
future = model.make_future_dataframe(periods=len(test_df),freq='H')
forecast = model.predict(future)
forecast.index = forecast['ds']
#forecast
pred = pd.DataFrame(forecast['yhat'][train_end_index:len(z1)])
pred=pred.reset_index()
pred_df=pd.merge(test_df,pred,on='ds',how='left')
pred_df.dropna(inplace=True)
df=pd.DataFrame()
if(len(pred_df)>0):
pred_df['error_test']=pred_df.y-pred_df.yhat
MSE=mse(pred_df.y,pred_df.yhat)
RMSE=math.sqrt(MSE)
pred_df['APE']=abs(pred_df.error_test*100/pred_df.y)
MAPE=pred_df.APE.mean()
#print("App name:",app_name)
#print("MSE :",MSE)
#print("RMSE :",RMSE)
#print("MAPE :",MAPE)
q98=pred_df['APE'].quantile(0.98)
mape_q98=pred_df['APE'][pred_df.APE<pred_df['APE'].quantile(0.98)].mean()
df = pd.DataFrame({'length':len(z1),#'predicted_t':[forcast_lag],
'test_rmse':RMSE,
'test_mape':MAPE,
#'test_ape_98':q98,
'test_mape_98':mape_q98},
index=[app_name])
return(df,model,forecast,pred_df,pred_r)
def _fit_nonbayes(self):
self.session = {"tf_session": None, "saver": None, "ensemble": None}
# define tf variables
self._init_MLPGaussianRegressor()
self.session["tf_session"] = tf.Session()
self.session["tf_session"].run(tf.global_variables_initializer())
# don't want momentum/history of weights from optimization
self.session["saver"] = tf.train.Saver(
[_v for _v in tf.global_variables() if "RMSProp" not in _v.name])
for model in self.session["ensemble"]:
self.session["tf_session"].run(
tf.assign(model.output_mean, self.train_data.target_mean))
self.session["tf_session"].run(
tf.assign(model.output_std, self.train_data.target_std))
# keep value of minibatch loss so convergence can be checked at end
self.loss = [[] for ii in range(self.Nensemble)]
maxiter_per_minibatch = 10
num_minibatch = max([1, int(self.maxiter / maxiter_per_minibatch)])
#for itr in range(self.maxiter):
# for model in self.session["ensemble"]:
for model_idx, model in enumerate(self.session["ensemble"]):
cntr = 0
for batch_itr in range(num_minibatch):
# can train on distinct mini batches for each ensemble
x, y = self.train_data.next_batch()
feed = {model.input_data: x, model.target_data: y}
for minibatch_iter in range(maxiter_per_minibatch):
if self.method == "nonbayes_dropout":
feed.update({model.dr: self.method_args["keep_prob"]})
if self.method == "nonbayes":
_, loss = self.session["tf_session"].run(
[model.train_op, model.loss_value], feed)
if self.method == "nonbayes-mdn":
_ = self.session["tf_session"].run([model.train_op],
feed)
elif self.method == "nonbayes_dropout":
_, loss = self.session["tf_session"].run(
[model.train_op, model.nll], feed)
if np.mod(cntr, 10) == 0:
self.loss[model_idx].append(loss)
cntr += 1
if np.mod(cntr, 100) == 0:
# decrease learning rate
self.session["tf_session"].run(tf.assign(model.lr,\
self.method_args["learning_rate"]*(self.method_args["decay_rate"]**(cntr/100))))
if False:
# do final local gradient descent on full data set
model.set_optimizer(toy_argparse({"opt_method":"gradientdescent",\
"learning_rate":self.method_args["learning_rate"]}))
feed = {
model.input_data: self.train_data.xs_standardized,
model.target_data: self.train_data.ys
}
loss_before = self.session["tf_session"].run(
[model.loss_value], feed)
for cntr in range(self.maxiter):
_ = self.session["tf_session"].run([model.train_op], feed)
loss_after = self.session["tf_session"].run([model.loss_value],
feed)
print("loss before = {} loss after = {}".format(
loss_before, loss_after))
# for easy slicing upon analysis
self.loss = np.asarray(self.loss)
# pass in standardized data
pred_mean, pred_std = self._predict_nonbayes(
self.train_data.xs_standardized, self.Nensemble)
rmse = np.sqrt(mse(self.train_data.ys, pred_mean))
return rmse