Exemplo n.º 1
0
def plot_NoteAndSens():
    # Plot time series of note (volume) and sensors of specific file
    # TODO: save it to the folder

    # files = next(os.walk(directory))[1]
    # for f in files:
    f = 'two_scales_1'
    A = Analyze(filename=f)
    A.plotKeyAndGlove('basic', savename=f)
Exemplo n.º 2
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    def fit_sparse(self, feature_opt='1storder', variableCoef=False, variableCoefOrder=0, variableCoefBasis='simple_polynomial', \
            LassoType='Lasso', RegCoef=0.00001, cv=None, criterion=None, maxiter=10000, tolerance=0.00001, use_rfe=False, normalize=True,
            rfe_iter=10, rfe_alpha=None, print_rfeiter=False, shuffle=False, nzthresh=1e-200, basefile='', adjustgrid={}, save=True,
            comments='', checkExistence=True):

        # Make Metadata and Check its existence
        metadata = self.makeMetadata(basefile, adjustgrid, feature_opt, self.trainratio, variableCoef, variableCoefOrder, variableCoefBasis, \
            LassoType, cv, criterion, use_rfe, rfe_alpha, nzthresh, maxiter, comments)
        datahandler = DataIO(self.scase, directory=LEARNDIR, basefile=basefile)
        if checkExistence:
            exists, filename = datahandler.checkMetadataInDir(
                metadata, ignore_prop='nzthresh')
            if exists:
                return filename + '.txt'

        # Make features and training set
        F = Features(scase=self.scase,
                     option=feature_opt,
                     variableCoef=variableCoef,
                     variableCoefOrder=variableCoefOrder,
                     variableCoefBasis=variableCoefBasis)
        self.featurelist, self.labels, self.featurenames = F.makeFeatures(
            self.grid, self.fu, self.ICparams)
        Xtrain, ytrain, Xtest, ytest = self.makeTTsets(self.featurelist,
                                                       self.labels,
                                                       shuffle=shuffle,
                                                       threshold=nzthresh)

        # Choose optimization algorithm
        lin = self.choose_optimizer(LassoType=LassoType,
                                    RegCoef=RegCoef,
                                    cv=cv,
                                    criterion=criterion,
                                    maxiter=maxiter,
                                    tolerance=tolerance,
                                    normalize=normalize)

        # Train model with Lasso
        # Choose to use Recursive Feature Elimination or not
        if use_rfe:
            lin, rem_feature_idx = self.train_rfe(lin,
                                                  Xtrain,
                                                  ytrain,
                                                  rfe_iter=rfe_iter,
                                                  rfe_alpha=rfe_alpha,
                                                  print_rfeiter=print_rfeiter)
            Xtrain = Xtrain[:, rem_feature_idx]
            Xtest = Xtest[:, rem_feature_idx]
            coefficients = lin.coef_
        else:
            lin, rem_feature_idx = self.train_single(lin, Xtrain, ytrain)
            coefficients = lin.coef_[rem_feature_idx]

        # Outputs
        output = {}

        # Compute Erros and Scores
        output['trainRMSE'] = np.sqrt(
            mean_squared_error(ytrain, lin.predict(Xtrain)))
        output['testRMSE'] = np.sqrt(
            mean_squared_error(ytest, lin.predict(Xtest)))
        output['trainScore'] = lin.score(Xtrain, ytrain)
        output['testScore'] = lin.score(Xtest, ytest)

        rem_featurenames = [self.featurenames[i] for i in rem_feature_idx]
        output['featurenames'] = rem_featurenames
        output['coef'] = coefficients.tolist()  # Might not work for RFE !!
        output['n_iter'] = lin.n_iter_

        # Different optimizers have different outputs
        if LassoType == 'LassoLarsIC':
            output['alpha'] = lin.alpha_.tolist()
            output['criterion_path'] = lin.criterion_.tolist()

        elif LassoType == 'LassoCV':
            output['alpha'] = lin.alpha_.tolist()
            output['alpha_mse_path'] = lin.mse_path_.mean(axis=1).tolist()
            output['alpha_path'] = lin.alphas_.tolist()
            output['dual_gap'] = lin.dual_gap_

        elif LassoType in {'LassoLarsCV', 'LarsCV'}:
            output['alpha'] = lin.alpha_
            output['alpha_mse_path'] = lin.mse_path_.mean(
                axis=1).tolist()  # Average along CV folds
            output['cv_alpha_path'] = lin.cv_alphas_.tolist(
            )  # Goes with mse_path
            output['coef_path'] = lin.coef_path_.tolist()
            output['alpha_path'] = lin.alphas_.tolist()  # Goes with coef_path

        elif LassoType == 'Lasso':
            output['alpha'] = RegCoef

        # Printing
        if self.verbose:
            A = Analyze()
            A.print_results(output, metadata)

        # Saving
        filename = datahandler.saveSolution(output,
                                            metadata,
                                            fileformat='.txt')
        return filename
Exemplo n.º 3
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	# Save Learning
	D = DataIO(case, directory=LEARNDIR)
	output, metadata = D.readLearningResults(filename)

	output_vec.append(output)	
	metadata_vec.append(metadata)
	filename_vec.append(filename)

print('files = [')
for f in filename_vec:
	print("\'"+f+"\',")
print(']')

## PLOT

A = Analyze()
savename = 'Burgers_MC_CDF'
A.plotRMSEandCoefs(output_vec, MCcountvec, '$N_{MC}$, Number of Realizations', threshold=0.01, set_grid=False, cdf=True, invert_sign=True, savename='Burgers_MC_CDF')

##############

##Function of Regularization - For MC = num_realizations (MAX)
## WTF??
# fig, ax = plt.subplots(1, 2)
# alphas, mse = A.getRegMseDependence_single(output_vec[-1])
# ax[0].plot(alphas, mse)
# ax[0].set_xlabel('Regularization Coefficient')
# ax[0].set_ylabel('MSE')

# alphas, coefficients, feats = A.getCoefRegDependence(output_vec[-1], threshold=0.0)
# for i in range(len(feats)):
Exemplo n.º 4
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        output_vec.append(output)
        metadata_vec.append(metadata)
        filename_vec.append(filename)

    output_VEC.append(output_vec)
    metadata_VEC.append(metadata_vec)
    filename_VEC.append(filename_vec)

    print('files = [')
    for f in filename_vec:
        print("\'" + f + "\',")
    print(']')

## PLOT
A = Analyze()
savename = 'advectreact_rfe' + "_closecomp_" + LassoType + "_" + str(coeforder)
xlabel = 'RFE Threshold'
feature_opt_vec = ['Closure Prob.', 'Full Eqn.']

linestyles = ['solid', 'dashed', 'dashdot', 'dotted']
marker = ['o', 'v', 's',
          '*']  #, '^', '>', '<', 'x', 'D', '1', '.', '2', '3', '4']
styles = [[l, m] for l in linestyles for m in marker]
print(styles)
print(len(styles))

fig, ax = plt.subplots(1, 2, figsize=(13, 5.5))
variable = rfe_alpha_vec

leg0 = []
Exemplo n.º 5
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 def plotRun(self):
     dataplotting = Analyze(self.directory, self.filename)
     dataplotting.plotKeyAndGlove('basic')
     dataplotting.plot_sampling_frequency()
Exemplo n.º 6
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		metadata_vec.append(metadata)
		filename_vec.append(filename)

	output_VEC.append(output_vec)
	metadata_VEC.append(metadata_vec)
	filename_VEC.append(filename_vec)


	print('files = [')
	for f in filename_vec:
		print("\'"+f+"\',")
	print(']')


## PLOT
A = Analyze()
savename = 'advectreact_rfe' + "_ordercomp_" + LassoType + "_" + feature_opt
xlabel = 'RFE Threshold'

linestyles = ['solid', 'dashed', 'dashdot', 'dotted']
marker = ['o', 'v', 's', '*']#, '^', '>', '<', 'x', 'D', '1', '.', '2', '3', '4']
styles = [[l, m] for l in linestyles for m in marker]

fig, ax = plt.subplots(1, 2, figsize=(13, 5.5))
variable = rfe_alpha_vec

leg0 = []
leg1 = []
for i, outvec in enumerate(output_VEC):
	trainRMSE, testRMSE = A.getTrainTestDependence(outvec)
Exemplo n.º 7
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    # READ Learning
    D = DataIO(case, directory=LEARNDIR)
    output, metadata = D.readLearningResults(filename)

    output_vec.append(output)
    metadata_vec.append(metadata)
    filename_vec.append(filename)

print('files = [')
for f in filename_vec:
    print("\'" + f + "\',")
print(']')

## PLOT
A = Analyze()
portion_from_boundary = [m[0] for m in muvec]
savename = 'advectreact_boundary'
# ax = A.plotRMSEandCoefs(output_vec, portion_from_boundary, 'Distance from $U=0$ (Domain Fraction)', \
# 	set_grid=False, cdf=False, threshold=0.01, invert_sign=True, savename=savename)

#####

variable = portion_from_boundary
xlabel = 'Distance from $U=0$ (Domain Fraction)'

fig, ax = plt.subplots(1, 2, figsize=(9, 4))

# Coefficients Dependence Multi
featarray, relevant_feats = A.getCoefDependence(output_vec,
                                                threshold=0.01,
Exemplo n.º 8
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    # READ Learning
    D = DataIO(case, directory=LEARNDIR)
    output, metadata = D.readLearningResults(filename)

    output_vec.append(output)
    metadata_vec.append(metadata)
    filename_vec.append(filename)

print('files = [')
for f in filename_vec:
    print("\'" + f + "\',")
print(']')

## PLOT
A = Analyze()
savename = 'advectreact_rde'
A.plotRMSEandCoefs(output_vec,
                   rfe_alpha_vec,
                   'Percentage Distance from Boundary',
                   threshold=0.01,
                   invert_sign=True,
                   savename=savename)

# Plot boundary
s = 8
V = Visualize(grid)
V.plot_fu3D(fu)
V.plot_fu(fu, dim='t', steps=s)
V.plot_fu(fu, dim='x', steps=s)
V.show()
Exemplo n.º 9
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    # READ Learning
    D = DataIO(case, directory=LEARNDIR)
    output, metadata = D.readLearningResults(filename)

    output_vec.append(output)
    metadata_vec.append(metadata)
    filename_vec.append(filename)

print('files = [')
for f in filename_vec:
    print("\'" + f + "\',")
print(']')

## PLOT
A = Analyze()
savename = 'advectreact_MC' + "_" + LassoType + "_" + str(mu[0]).split('.')[1]
A.plotRMSEandCoefs(output_vec,
                   MCcountvec,
                   'Number of Realizations',
                   threshold=0.01,
                   invert_sign=True,
                   use_logx=False,
                   set_grid=True,
                   savename=savename)

## PLOT 3D

# s = 8
# V = Visualize(grid)
# V.plot_fu3D(fu)
                         scase=case,
                         trainratio=trainratio,
                         verbose=True)
    filename = difflearn.fit_sparse(feature_opt=feature_opt, variableCoef=variableCoef, variableCoefBasis=variableCoefBasis, \
            variableCoefOrder=coeforder, use_rfe=use_rfe, rfe_alpha=rfe_alpha, nzthresh=nzthresh, maxiter=maxiter, \
            LassoType=LassoType, RegCoef=RegCoef, cv=cv, criterion=criterion, print_rfeiter=print_rfeiter, shuffle=shuffle, \
            basefile=savenamepdf, adjustgrid=adjustgrid, save=save, normalize=normalize, comments=comments)

    # READ Learning
    D = DataIO(case, directory=LEARNDIR)
    output, metadata = D.readLearningResults(filename)

    output_vec.append(output)
    metadata_vec.append(metadata)
    filename_vec.append(filename)

print('files = [')
for f in filename_vec:
    print("\'" + f + "\',")
print(']')

## PLOT
A = Analyze()
savename = 'advectreact_randadv_closure'
A.barRMSEandCoefs(output_vec,
                  feature_opt_vec,
                  'Method',
                  threshold=0.01,
                  invert_sign=True,
                  savename=savename)
Exemplo n.º 11
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                         trainratio=trainratio,
                         verbose=printlearning)
    filename = difflearn.fit_sparse(feature_opt=feature_opt, variableCoef=variableCoef, variableCoefBasis=variableCoefBasis, \
            variableCoefOrder=coeforder, use_rfe=use_rfe, rfe_alpha=rfe_alpha, nzthresh=nzthresh, maxiter=maxiter, \
            LassoType=LassoType, RegCoef=RegCoef, cv=cv, criterion=criterion, print_rfeiter=print_rfeiter, shuffle=shuffle, \
            basefile=savenamepdf, adjustgrid=adjustgrid, save=save, normalize=normalize, comments=comments)

    # READ Learning
    D = DataIO(case, directory=LEARNDIR)
    output, metadata = D.readLearningResults(filename)

    output_vec.append(output)
    metadata_vec.append(metadata)
    filename_vec.append(filename)

## PLOT

# Error function of MC

A = Analyze()
savename = 'Burgers_rfe'
A.plotRMSEandCoefs(output_vec,
                   rfe_alpha_vec,
                   'RFE Threshold',
                   threshold=0.01,
                   invert_sign=True,
                   savename=savename)
plt.show()

# Plot Coefficients as a function of t0
Exemplo n.º 12
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            basefile=savenamepdf, adjustgrid=adjustgrid, save=save, normalize=normalize, comments=comments)

    # READ Learning
    D = DataIO(case, directory=LEARNDIR)
    output, metadata = D.readLearningResults(filename)

    output_vec.append(output)
    metadata_vec.append(metadata)
    filename_vec.append(filename)

## PLOT

# Error function of MC
# fig = plt.figure()

A = Analyze()
savename = 'Burgers_shock'
portion = [(t[1] - 0.5) / (t[1] - t[0]) for t in mtvec]
A.plotRMSEandCoefs(output_vec,
                   portion,
                   '$p_s$, Time Portion in Shock Region',
                   threshold=0.01,
                   invert_sign=True,
                   cdf=True,
                   set_grid=False,
                   savename='Burgers_shock')

# trainRMSE, testRMSE = A.getTrainTestDependence(output_vec)
# t0 = [t[0] for t in mtvec]

# plt.plot(t0, testRMSE, linwidth=3)
Exemplo n.º 13
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                    # READ Learning
                    D = DataIO(case, directory=LEARNDIR)
                    output, metadata = D.readLearningResults(filename)

                    output_vec.append(output)
                    metadata_vec.append(metadata)
                    filename_vec.append(filename)

                print('files = [')
                for f in filename_vec:
                    print("\'" + f + "\',")
                print(']')

                ## PLOT
                A = Analyze()
                savename = 'advectreact_rfe' + "_" + feature_opt + "_" + LassoType + "_" + str(
                    coeforder)
                A.plotRMSEandCoefs(output_vec,
                                   rfe_alpha_vec,
                                   'RFE Threshold',
                                   threshold=0.001,
                                   use_logx=True,
                                   set_grid=True,
                                   invert_sign=True,
                                   savename=savename,
                                   show=True)

            except:
                print("\n\n\n************************\n\n\n")
                print("Exception Happened for ", feature_opt, " ", LassoType,