def modelselection_grid_search_kernel(num_subsets, num_vectors, dim_vectors):
# init seed for reproducability
Math.init_random(1)
random.seed(1)
# create some (non-sense) data
matrix = random.rand(dim_vectors, num_vectors)
# create num_feautres 2-dimensional vectors
features = RealFeatures()
features.set_feature_matrix(matrix)
# create labels, two classes
labels = BinaryLabels(num_vectors)
for i in range(num_vectors):
labels.set_label(i, 1 if i % 2 == 0 else -1)
# create svm
classifier = LibSVM()
# splitting strategy
splitting_strategy = StratifiedCrossValidationSplitting(
labels, num_subsets)
# accuracy evaluation
evaluation_criterion = ContingencyTableEvaluation(ACCURACY)
# cross validation class for evaluation in model selection
cross = CrossValidation(classifier, features, labels, splitting_strategy,
evaluation_criterion)
cross.set_num_runs(1)
# print all parameter available for modelselection
# Dont worry if yours is not included, simply write to the mailing list
#classifier.print_modsel_params()
# model parameter selection
param_tree = create_param_tree()
#param_tree.print_tree()
grid_search = GridSearchModelSelection(cross, param_tree)
print_state = False
best_combination = grid_search.select_model(print_state)
#print("best parameter(s):")
#best_combination.print_tree()
best_combination.apply_to_machine(classifier)
# larger number of runs to have tighter confidence intervals
cross.set_num_runs(10)
cross.set_conf_int_alpha(0.01)
result = cross.evaluate()
casted = CrossValidationResult.obtain_from_generic(result)
#print "result mean:", casted.mean
return classifier, result, casted.mean
def modelselection_grid_search_kernel (num_subsets, num_vectors, dim_vectors):
# init seed for reproducability
Math.init_random(1)
random.seed(1);
# create some (non-sense) data
matrix=random.rand(dim_vectors, num_vectors)
# create num_feautres 2-dimensional vectors
features=RealFeatures()
features.set_feature_matrix(matrix)
# create labels, two classes
labels=BinaryLabels(num_vectors)
for i in range(num_vectors):
labels.set_label(i, 1 if i%2==0 else -1)
# create svm
classifier=LibSVM()
# splitting strategy
splitting_strategy=StratifiedCrossValidationSplitting(labels, num_subsets)
# accuracy evaluation
evaluation_criterion=ContingencyTableEvaluation(ACCURACY)
# cross validation class for evaluation in model selection
cross=CrossValidation(classifier, features, labels, splitting_strategy, evaluation_criterion)
cross.set_num_runs(1)
# print all parameter available for modelselection
# Dont worry if yours is not included, simply write to the mailing list
#classifier.print_modsel_params()
# model parameter selection
param_tree=create_param_tree()
#param_tree.print_tree()
grid_search=GridSearchModelSelection(cross, param_tree)
print_state=False
best_combination=grid_search.select_model(print_state)
#print("best parameter(s):")
#best_combination.print_tree()
best_combination.apply_to_machine(classifier)
# larger number of runs to have tighter confidence intervals
cross.set_num_runs(10)
cross.set_conf_int_alpha(0.01)
result=cross.evaluate()
casted=CrossValidationResult.obtain_from_generic(result);
#print "result mean:", casted.mean
return classifier,result,casted.mean
def hsic_graphical():
# parameters, change to get different results
m = 250
difference = 3
# setting the angle lower makes a harder test
angle = pi / 30
# number of samples taken from null and alternative distribution
num_null_samples = 500
# use data generator class to produce example data
data = DataGenerator.generate_sym_mix_gauss(m, difference, angle)
# create shogun feature representation
features_x = RealFeatures(array([data[0]]))
features_y = RealFeatures(array([data[1]]))
# compute median data distance in order to use for Gaussian kernel width
# 0.5*median_distance normally (factor two in Gaussian kernel)
# However, shoguns kernel width is different to usual parametrization
# Therefore 0.5*2*median_distance^2
# Use a subset of data for that, only 200 elements. Median is stable
subset = int32(array([x for x in range(features_x.get_num_vectors())
])) # numpy
subset = random.permutation(subset) # numpy permutation
subset = subset[0:200]
features_x.add_subset(subset)
dist = EuclideanDistance(features_x, features_x)
distances = dist.get_distance_matrix()
features_x.remove_subset()
median_distance = np.median(distances)
sigma_x = median_distance**2
features_y.add_subset(subset)
dist = EuclideanDistance(features_y, features_y)
distances = dist.get_distance_matrix()
features_y.remove_subset()
median_distance = np.median(distances)
sigma_y = median_distance**2
print "median distance for Gaussian kernel on x:", sigma_x
print "median distance for Gaussian kernel on y:", sigma_y
kernel_x = GaussianKernel(10, sigma_x)
kernel_y = GaussianKernel(10, sigma_y)
# create hsic instance. Note that this is a convienience constructor which copies
# feature data. features_x and features_y are not these used in hsic.
# This is only for user-friendlyness. Usually, its ok to do this.
# Below, the alternative distribution is sampled, which means
# that new feature objects have to be created in each iteration (slow)
# However, normally, the alternative distribution is not sampled
hsic = HSIC(kernel_x, kernel_y, features_x, features_y)
# sample alternative distribution
alt_samples = zeros(num_null_samples)
for i in range(len(alt_samples)):
data = DataGenerator.generate_sym_mix_gauss(m, difference, angle)
features_x.set_feature_matrix(array([data[0]]))
features_y.set_feature_matrix(array([data[1]]))
# re-create hsic instance everytime since feature objects are copied due to
# useage of convienience constructor
hsic = HSIC(kernel_x, kernel_y, features_x, features_y)
alt_samples[i] = hsic.compute_statistic()
# sample from null distribution
# permutation, biased statistic
hsic.set_null_approximation_method(PERMUTATION)
hsic.set_num_null_samples(num_null_samples)
null_samples_boot = hsic.sample_null()
# fit gamma distribution, biased statistic
hsic.set_null_approximation_method(HSIC_GAMMA)
gamma_params = hsic.fit_null_gamma()
# sample gamma with parameters
null_samples_gamma = array([
gamma(gamma_params[0], gamma_params[1])
for _ in range(num_null_samples)
])
# plot
figure()
# plot data x and y
subplot(2, 2, 1)
gca().xaxis.set_major_locator(
MaxNLocator(nbins=4)) # reduce number of x-ticks
gca().yaxis.set_major_locator(
MaxNLocator(nbins=4)) # reduce number of x-ticks
grid(True)
plot(data[0], data[1], 'o')
title('Data, rotation=$\pi$/' + str(1 / angle * pi) + '\nm=' + str(m))
xlabel('$x$')
ylabel('$y$')
# compute threshold for test level
alpha = 0.05
null_samples_boot.sort()
null_samples_gamma.sort()
thresh_boot = null_samples_boot[floor(
len(null_samples_boot) * (1 - alpha))]
thresh_gamma = null_samples_gamma[floor(
len(null_samples_gamma) * (1 - alpha))]
type_one_error_boot = sum(
null_samples_boot < thresh_boot) / float(num_null_samples)
type_one_error_gamma = sum(
null_samples_gamma < thresh_boot) / float(num_null_samples)
# plot alternative distribution with threshold
subplot(2, 2, 2)
gca().xaxis.set_major_locator(
MaxNLocator(nbins=3)) # reduce number of x-ticks
gca().yaxis.set_major_locator(
MaxNLocator(nbins=3)) # reduce number of x-ticks
grid(True)
hist(alt_samples, 20, normed=True)
axvline(thresh_boot, 0, 1, linewidth=2, color='red')
type_two_error = sum(alt_samples < thresh_boot) / float(num_null_samples)
title('Alternative Dist.\n' + 'Type II error is ' + str(type_two_error))
# compute range for all null distribution histograms
hist_range = [
min([min(null_samples_boot),
min(null_samples_gamma)]),
max([max(null_samples_boot),
max(null_samples_gamma)])
]
# plot null distribution with threshold
subplot(2, 2, 3)
gca().xaxis.set_major_locator(
MaxNLocator(nbins=3)) # reduce number of x-ticks
gca().yaxis.set_major_locator(
MaxNLocator(nbins=3)) # reduce number of x-ticks
grid(True)
hist(null_samples_boot, 20, range=hist_range, normed=True)
axvline(thresh_boot, 0, 1, linewidth=2, color='red')
title('Sampled Null Dist.\n' + 'Type I error is ' +
str(type_one_error_boot))
# plot null distribution gamma
subplot(2, 2, 4)
gca().xaxis.set_major_locator(
MaxNLocator(nbins=3)) # reduce number of x-ticks
gca().yaxis.set_major_locator(
MaxNLocator(nbins=3)) # reduce number of x-ticks
grid(True)
hist(null_samples_gamma, 20, range=hist_range, normed=True)
axvline(thresh_gamma, 0, 1, linewidth=2, color='red')
title('Null Dist. Gamma\nType I error is ' + str(type_one_error_gamma))
grid(True)
# pull plots a bit apart
subplots_adjust(hspace=0.5)
subplots_adjust(wspace=0.5)
def hsic_graphical():
# parameters, change to get different results
m=250
difference=3
# setting the angle lower makes a harder test
angle=pi/30
# number of samples taken from null and alternative distribution
num_null_samples=500
# use data generator class to produce example data
data=DataGenerator.generate_sym_mix_gauss(m,difference,angle)
# create shogun feature representation
features_x=RealFeatures(array([data[0]]))
features_y=RealFeatures(array([data[1]]))
# compute median data distance in order to use for Gaussian kernel width
# 0.5*median_distance normally (factor two in Gaussian kernel)
# However, shoguns kernel width is different to usual parametrization
# Therefore 0.5*2*median_distance^2
# Use a subset of data for that, only 200 elements. Median is stable
subset=int32(array([x for x in range(features_x.get_num_vectors())])) # numpy
subset=random.permutation(subset) # numpy permutation
subset=subset[0:200]
features_x.add_subset(subset)
dist=EuclideanDistance(features_x, features_x)
distances=dist.get_distance_matrix()
features_x.remove_subset()
median_distance=np.median(distances)
sigma_x=median_distance**2
features_y.add_subset(subset)
dist=EuclideanDistance(features_y, features_y)
distances=dist.get_distance_matrix()
features_y.remove_subset()
median_distance=np.median(distances)
sigma_y=median_distance**2
print "median distance for Gaussian kernel on x:", sigma_x
print "median distance for Gaussian kernel on y:", sigma_y
kernel_x=GaussianKernel(10,sigma_x)
kernel_y=GaussianKernel(10,sigma_y)
# create hsic instance. Note that this is a convienience constructor which copies
# feature data. features_x and features_y are not these used in hsic.
# This is only for user-friendlyness. Usually, its ok to do this.
# Below, the alternative distribution is sampled, which means
# that new feature objects have to be created in each iteration (slow)
# However, normally, the alternative distribution is not sampled
hsic=HSIC(kernel_x,kernel_y,features_x,features_y)
# sample alternative distribution
alt_samples=zeros(num_null_samples)
for i in range(len(alt_samples)):
data=DataGenerator.generate_sym_mix_gauss(m,difference,angle)
features_x.set_feature_matrix(array([data[0]]))
features_y.set_feature_matrix(array([data[1]]))
# re-create hsic instance everytime since feature objects are copied due to
# useage of convienience constructor
hsic=HSIC(kernel_x,kernel_y,features_x,features_y)
alt_samples[i]=hsic.compute_statistic()
# sample from null distribution
# permutation, biased statistic
hsic.set_null_approximation_method(PERMUTATION)
hsic.set_num_null_samples(num_null_samples)
null_samples_boot=hsic.sample_null()
# fit gamma distribution, biased statistic
hsic.set_null_approximation_method(HSIC_GAMMA)
gamma_params=hsic.fit_null_gamma()
# sample gamma with parameters
null_samples_gamma=array([gamma(gamma_params[0], gamma_params[1]) for _ in range(num_null_samples)])
# plot
figure()
# plot data x and y
subplot(2,2,1)
gca().xaxis.set_major_locator( MaxNLocator(nbins = 4) ) # reduce number of x-ticks
gca().yaxis.set_major_locator( MaxNLocator(nbins = 4) ) # reduce number of x-ticks
grid(True)
plot(data[0], data[1], 'o')
title('Data, rotation=$\pi$/'+str(1/angle*pi)+'\nm='+str(m))
xlabel('$x$')
ylabel('$y$')
# compute threshold for test level
alpha=0.05
null_samples_boot.sort()
null_samples_gamma.sort()
thresh_boot=null_samples_boot[floor(len(null_samples_boot)*(1-alpha))];
thresh_gamma=null_samples_gamma[floor(len(null_samples_gamma)*(1-alpha))];
type_one_error_boot=sum(null_samples_boot<thresh_boot)/float(num_null_samples)
type_one_error_gamma=sum(null_samples_gamma<thresh_boot)/float(num_null_samples)
# plot alternative distribution with threshold
subplot(2,2,2)
gca().xaxis.set_major_locator( MaxNLocator(nbins = 3) ) # reduce number of x-ticks
gca().yaxis.set_major_locator( MaxNLocator(nbins = 3) ) # reduce number of x-ticks
grid(True)
hist(alt_samples, 20, normed=True);
axvline(thresh_boot, 0, 1, linewidth=2, color='red')
type_two_error=sum(alt_samples<thresh_boot)/float(num_null_samples)
title('Alternative Dist.\n' + 'Type II error is ' + str(type_two_error))
# compute range for all null distribution histograms
hist_range=[min([min(null_samples_boot), min(null_samples_gamma)]), max([max(null_samples_boot), max(null_samples_gamma)])]
# plot null distribution with threshold
subplot(2,2,3)
gca().xaxis.set_major_locator( MaxNLocator(nbins = 3) ) # reduce number of x-ticks
gca().yaxis.set_major_locator( MaxNLocator(nbins = 3) ) # reduce number of x-ticks
grid(True)
hist(null_samples_boot, 20, range=hist_range, normed=True);
axvline(thresh_boot, 0, 1, linewidth=2, color='red')
title('Sampled Null Dist.\n' + 'Type I error is ' + str(type_one_error_boot))
# plot null distribution gamma
subplot(2,2,4)
gca().xaxis.set_major_locator( MaxNLocator(nbins = 3) ) # reduce number of x-ticks
gca().yaxis.set_major_locator( MaxNLocator(nbins = 3) ) # reduce number of x-ticks
grid(True)
hist(null_samples_gamma, 20, range=hist_range, normed=True);
axvline(thresh_gamma, 0, 1, linewidth=2, color='red')
title('Null Dist. Gamma\nType I error is ' + str(type_one_error_gamma))
grid(True)
# pull plots a bit apart
subplots_adjust(hspace=0.5)
subplots_adjust(wspace=0.5)
