def crossvalidate_linearsvm(self, folds=None, accuracy_weight=None):
self.setup_crossvalidation(folds=folds)
self.fold_accuracies = []
for i in range(self.folds):
train_indices = self.cv.train_dict[i]
test_indices = self.cv.test_dict[i]
trainX, trainY, testX, testY = self.assign_groups(train_indices, test_indices)
print "Normalizing training data..."
trainX = simple_normalize(trainX)
print "Normalizing testing data..."
testX = simple_normalize(testX)
curr_clf = self.fit_linearsvc(trainX, trainY)
curr_acc = self.test_accuracy(curr_clf, testX, testY)
if not accuracy_weight:
self.fold_accuracies.append(curr_acc)
elif accuracy_weight == "group_trials":
for trial in testY:
self.fold_accuracies.append(curr_acc)
current_weighted_accuracy = sum(self.fold_accuracies) / len(self.fold_accuracies)
print "Current weighted accuracy: ", current_weighted_accuracy
self.average_accuracy = sum(self.fold_accuracies) / len(self.fold_accuracies)
print "Average accuracy: ", self.average_accuracy
def output_maps(self, nifti_filepath, threshold=0.01, two_tail=True, threshold_type="pvalue"):
print "Normalizing X matrix..."
Xnorm = simple_normalize(self.data.X)
print "Classifying with linear svm..."
clf = self.fit_linearsvc(Xnorm, self.data.Y)
print "Thresholding and dumping coefficients to file..."
self.coefs = clf.coef_[0]
if threshold_type == "pvalue":
thresholded_coefs = threshold_by_pvalue(self.coefs, threshold, two_tail=two_tail)
elif threshold_type == "raw_percentage":
thresholded_coefs = threshold_by_rawrange(self.coefs, threshold, two_tail=two_tail)
self.nifti.output_nifti_thrumask(
thresholded_coefs,
self.data.trial_mask,
self.data.mask_shape,
len(self.data.selected_trs),
self.data.raw_affine,
nifti_filepath,
)
self.nifti.convert_to_afni(nifti_filepath, nifti_filepath[:-4])
self.nifti.adwarp_to_template_talairach(
nifti_filepath[:-4] + "+orig", None, self.data.talairach_template_path, self.data.dxyz, overwrite=True
)
def test_graphnet(self, X, Y, coefs):
X = simple_normalize(X)
accuracies = []
for i, coefset in enumerate(coefs):
correct = []
print 'Checking accuracy for test group'
if self.problemkey == 'RobustGraphNet':
coefset = coefset[:-self.trainX_shape[0]]
for trial, outcome in zip(X, Y):
predict = trial*coefset
#print np.sum(predict)
Ypredsign = np.sign(np.sum(predict))
if Ypredsign < 0.:
Ypredsign = 0.
else:
Ypredsign = 1.
#print Ypredsign, outcome, (Ypredsign == outcome)
correct.append(Ypredsign == outcome)
fold_accuracy = np.sum(correct) * 1. / len(correct)
print 'coef number:', i
print 'fold accuracy: ', fold_accuracy
accuracies.append(fold_accuracy)
return accuracies
def pls_train(self, X, Y, verbose=True):
Xn = simple_normalize(X)
pls = PLSRegression()
if verbose:
print 'fitting canonical pls...'
pls.fit(Xn, Y)
return pls
def pls_test(self, X, Y, pls):
Xn = simple_normalize(X)
predicted_Y = [x[0] for x in pls.predict(Xn)]
pred_Y_sign = np.sign(predicted_Y)
Y_sign = np.sign(Y)
accuracy = (Y_sign == pred_Y_sign).sum()*1. /Y.shape[0]
print 'accuracy in fold: ', accuracy
return accuracy
def test_svm(self, X, Y, clf):
X = simple_normalize(X)
correct = []
print 'Checking accuracy of next test group...'
for trial, outcome in zip(X, Y):
prediction = clf.predict(trial)
correct.append((prediction[0] == outcome))
accuracy = float(sum(correct))/float(len(correct))
print 'Test group accuracy: ', accuracy
return accuracy
def normalize_x(self, Xset):
Xnorm = simple_normalize(Xset)
return Xnorm
def normalize_xset(self, Xset):
if self.verbose:
print 'normalizing X...'
Xnormed = simple_normalize(Xset)
return Xnormed
def train_graphnet(self, X, Y, trial_mask=None, G=None, l1=None, l2=None, l3=None, delta=None,
svmdelta=None, initial=None, adaptive=False, svm=False,
scipy_compare=False, tol=1e-5, greymatter_mask=None, initial_l1weights=None,
use_adj_time=True):
if not type(l1) in [list, tuple]:
l1 = [l1]
X = simple_normalize(X)
tic = time.clock()
#problemkey = self.regression_type_selector(*[bool(x) for x in [l1, l2, l3, delta, svmdelta]])
problemkey = self.regression_type_selector(l1, l2, l3, delta, svmdelta)
self.problemkey = problemkey
self.trainX_shape = X.shape
if problemkey in ('HuberSVMGraphNet', 'RobustGraphNet', 'NaiveGraphNet'):
if G is None:
#nx = 60
#ny = 60
#A, Afull = construct_adjacency_list(nx, ny, 1, return_full=True)
#A, Afull = self.gen_adj(X.shape[1])
#if greymatter_mask is not None:
# A, GMA = prepare_adj(trial_mask, numt=1, gm_mask=greymatter_mask)
#else:
# A = prepare_adj(trial_mask, numt=1)
# GMA = None
if use_adj_time:
A = prepare_adj(trial_mask, numt=1, gm_mask=greymatter_mask)
else:
A = prepare_adj(trial_mask, numt=0, gm_mask=greymatter_mask)
else:
A = G.copy()
if initial_l1weights is not None:
newl1 = l1
else:
newl1 = None
if problemkey is 'RobustGraphNet':
problemtype = graphnet.RobustGraphNet
print 'Robust GraphNet with penalties (l1, l2, l3, delta): ', l1, l2, l3, delta
l = cwpath.CoordWise((X, Y, A), problemtype, initial_coefs=initial)#, gma=GMA)
l.problem.assign_penalty(path_key='l1', l1=l1, l2=l2, l3=l3, delta=delta, l1weights=initial_l1weights,
newl1=newl1)
elif problemkey is 'HuberSVMGraphNet':
problemtype = graphnet.GraphSVM
print 'HuberSVM GraphNet with penalties (l1, l2, l3, delta): ', l1, l2, l3, delta
Y = 2*np.round(np.random.uniform(0, 1, len(Y)))-1
l = cwpath.CoordWise((X, Y, A), problemtype)#, gma=GMA)
l.problem.assign_penalty(path_key='l1', l1=l1, l2=l2, l3=l3, delta=delta, l1weights=initial_l1weights,
newl1=newl1)
elif problemkey is 'NaiveGraphNet':
problemtype = graphnet.NaiveGraphNet
print 'Testing GraphNet with penalties (l1, l2, l3): ', l1, l2, l3
l = cwpath.CoordWise((X, Y, A), problemtype, initial_coefs=initial)#, gma=GMA)
l.problem.assign_penalty(path_key='l1', l1=l1, l2=l2, l3=l3, l1weights=initial_l1weights,
newl1=newl1)
elif problemkey is 'NaiveENet':
problemtype = graphnet.NaiveENet
print 'Testing ENET with penalties (l1, l2): ', l1, l2
l = cwpath.CoordWise((X, Y), problemtype, initial_coefs=initial)
l.problem.assign_penalty(path_key='l1', l1=l1, l2=l2, l1weights=initial_l1weights,
newl1=newl1)
elif problemkey is 'Lasso':
problemtype = graphnet.Lasso
print 'Testing LASSO with penalty (l1): ', l1
l = cwpath.CoordWise((X, Y), problemtype, initial_coefs=initial)
l.problem.assign_penalty(path_key='l1', l1=l1, l1weights=initial_l1weights, newl1=newl1)
else:
print 'Incorrect parameters set (no problem key).'
return False
# Solve the problem:
print 'Solving the problem...'
coefficients, residuals = l.fit(tol=tol, initial=initial)
self.coefficients = coefficients
self.residuals = residuals
print '\t---> Fitting problem with coordinate decesnt took: ', time.clock()-tic, 'seconds.'
if adaptive:
tic = time.clock()
safety = 1e-5
l1weights = 1./(self.coefficients[-1]+safety)
l = cwpath.CoordWise((X, Y, A), problemtype, initial_coefs=initial)
l.problem.assign_penalty(path_key='l1', l1=l1, l2=l2, l3=l3, delta=delta, l1weights=l1weights, newl1=l1)
adaptive_coefficients, adaptive_residuals = l.fit(tol=tol, initial=initial)
print '\t---> Fitting Adaptive GraphNet problem with coordinate descent took: ', time.clock()-tic, 'seconds.'
self.firstpass_coefficients = self.coefficients
self.firstpass_residuals = self.residuals
self.coefficients = adaptive_coefficients
self.residuals = adaptive_residuals
if scipy_compare:
l1 = l1[-1]
beta = self.coefficients[-1]
print '\t---> Fitting with scipy for comparison...'
tic = time.clock()
if problemkey is 'RobustGraphNet':
def f(beta):
huber_sum = self.huber(Y - np.dot(X, beta), delta).sum()/2
beta_l1 = l1*np.dot(np.fabs(beta), l1weights)
beta_l2 = l2*np.linalg.norm(beta)**2/2
beta_l3 = l3*np.dot(beta, np.dot(Afull, beta))/2
return huber_sum + beta_l1 + beta_l2 + beta_l3
elif problemkey is 'HuberSVMGraphNet':
Xp2 = np.hstack([np.ones(X.shape[0])[:,np.newaxis], X])
def f(beta):
ind = range(1, len(beta))
huber_err_sum = self.huber_svm_error(beta, Y, Xp2, delta).sum()
beta_l1 = np.fabs(beta[ind]).sum()*l1
beta_l2 = l2*(np.linalg.norm(beta[ind])**2/2)
beta_l3 = l3*(np.dot(beta[ind], np.dot(Afull, beta[ind])))/2
return huber_error_sum + beta_l1 + beta_l2 + beta_l3
elif problemkey is 'NaiveGraphNet':
def f(beta):
beta_XY = np.linalg.norm(Y - np.dot(X, beta))**2/2
beta_l1 = l1*np.fabs(beta).sum()
beta_l2 = l2*np.linalg.norm(beta)**2/2
beta_l3 = l3*np.dot(beta, np.dot(Afull, beta))/2
return beta_XY + beta_l1 + beta_l2 + beta_l3
elif problemkey is 'NaiveENet':
def f(beta):
beta_XY = np.linalg.norm(Y - np.dot(X, beta))**2/2
beta_l1 = l1*np.fabs(beta).sum()
beta_l2 = np.linalg.norm(beta)**2/2
elif problemkey is 'Lasso':
def f(beta):
beta_XY = np.linalg.norm(Y - np.dot(X, beta))**2/2
beta_l1 = l1*np.fabs(beta).sum()
if problemkey is 'HuberSVMGraphNet':
v = scipy.optimize.fmin_powell(f, np.zeros(Xp2.shape[1]), ftol=1.0e-14, xtol=1.0e-14, maxfun=100000)
else:
v = scipy.optimize.fmin_powell(f, np.zeros(X.shape[1]), ftol=1.0e-10, xtol=1.0e-10, maxfun=100000)
v = np.asarray(v)
print '\t---> Fitting GraphNet with scipy took: ', time.clock()-tic, 'seconds.'
assert_true(np.fabs(f(v) - f(beta)) / np.fabs(f(v) + f(beta)) < tol)
if np.linalg.norm(v) > 1e-8:
assert_true(np.linalg.norm(v - beta) / np.linalg.norm(v) < tol)
else:
assert_true(np.linalg.norm(beta) < 1e-8)
print '\t---> Coordinate-wise and Scipy optimization agree.'
return self.coefficients
def fit_linearsvc(self, X, Y, class_weight='auto'):
print 'fitting linearsvm'
X = simple_normalize(X)
clf = svm.LinearSVC(class_weight=class_weight)
clf.fit(X, Y)
return clf
def fit_svc(self, X, Y, cache_size=5000, class_weight='auto'):
X = simple_normalize(X)
clf = svm.SVC(cache_size=cache_size, class_weight=class_weight)
clf.fit(X, Y)
return clf
