def test_nan_euclidean_distances_infinite_values(X, Y):
with pytest.raises(ValueError) as excinfo:
nan_euclidean_distances(X, Y=Y)
exp_msg = ("Input contains infinity or a value too large for "
"dtype('float64').")
assert exp_msg == str(excinfo.value)
def test_nan_euclidean_distances_complete_nan(missing_value):
X = np.array([[missing_value, missing_value], [0, 1]])
exp_dist = np.array([[np.nan, np.nan], [np.nan, 0]])
dist = nan_euclidean_distances(X, missing_values=missing_value)
assert_allclose(exp_dist, dist)
dist = nan_euclidean_distances(X, X.copy(), missing_values=missing_value)
assert_allclose(exp_dist, dist)
def test_nan_euclidean_distances_one_feature_match_positive(missing_value):
# First feature is the only feature that is non-nan and in both
# samples. The result of `nan_euclidean_distances` with squared=True
# should be non-negative. The non-squared version should all be close to 0.
X = np.array([[-122.27, 648., missing_value, 37.85],
[-122.27, missing_value, 2.34701493, missing_value]])
dist_squared = nan_euclidean_distances(X, missing_values=missing_value,
squared=True)
assert np.all(dist_squared >= 0)
dist = nan_euclidean_distances(X, missing_values=missing_value,
squared=False)
assert_allclose(dist, 0.0)
def test_nan_euclidean_distances_2x2(X, X_diag, missing_value):
exp_dist = np.array([[0., X_diag], [X_diag, 0]])
dist = nan_euclidean_distances(X, missing_values=missing_value)
assert_allclose(exp_dist, dist)
dist_sq = nan_euclidean_distances(
X, squared=True, missing_values=missing_value)
assert_allclose(exp_dist**2, dist_sq)
dist_two = nan_euclidean_distances(X, X, missing_values=missing_value)
assert_allclose(exp_dist, dist_two)
dist_two_copy = nan_euclidean_distances(
X, X.copy(), missing_values=missing_value)
assert_allclose(exp_dist, dist_two_copy)
def test_nan_euclidean_distances_equal_to_euclidean_distance(squared):
# with no nan values
rng = np.random.RandomState(1337)
X = rng.randn(3, 4)
Y = rng.randn(4, 4)
normal_distance = euclidean_distances(X, Y=Y, squared=squared)
nan_distance = nan_euclidean_distances(X, Y=Y, squared=squared)
assert_allclose(normal_distance, nan_distance)
def test_nan_euclidean_distances_not_trival(missing_value):
X = np.array([[1., missing_value, 3., 4., 2.],
[missing_value, 4., 6., 1., missing_value],
[3., missing_value, missing_value, missing_value, 1.]])
Y = np.array([[missing_value, 7., 7., missing_value, 2.],
[missing_value, missing_value, 5., 4., 7.],
[missing_value, missing_value, missing_value, 4., 5.]])
# Check for symmetry
D1 = nan_euclidean_distances(X, Y, missing_values=missing_value)
D2 = nan_euclidean_distances(Y, X, missing_values=missing_value)
assert_almost_equal(D1, D2.T)
# Check with explicit formula and squared=True
assert_allclose(
nan_euclidean_distances(X[:1],
Y[:1],
squared=True,
missing_values=missing_value),
[[5.0 / 2.0 * ((7 - 3)**2 + (2 - 2)**2)]])
# Check with explicit formula and squared=False
assert_allclose(
nan_euclidean_distances(X[1:2],
Y[1:2],
squared=False,
missing_values=missing_value),
[[np.sqrt(5.0 / 2.0 * ((6 - 5)**2 + (1 - 4)**2))]])
# Check when Y = X is explicitly passed
D3 = nan_euclidean_distances(X, missing_values=missing_value)
D4 = nan_euclidean_distances(X, X, missing_values=missing_value)
D5 = nan_euclidean_distances(X, X.copy(), missing_values=missing_value)
assert_allclose(D3, D4)
assert_allclose(D4, D5)
# Check copy = True against copy = False
D6 = nan_euclidean_distances(X, Y, copy=True)
D7 = nan_euclidean_distances(X, Y, copy=False)
assert_allclose(D6, D7)
def findKNeighbors(self):
corr_features = dict()
for col1 in self.X_train.columns:
d = []
votes = []
for col2 in self.X_train.columns:
dist = nan_euclidean_distances(
self.X_train[col1].values.reshape(1, -1),
self.X_train[col2].values.reshape(1, -1))
d.append([dist, col2])
# sorts and picks the nearest one
# print('neighbors', d)
d.sort(key=lambda x: x[0])
d = d[0:self.k]
for v, j in d:
votes.append(j)
corr_features[col1] = votes
# ans = Counter(votes).most_common(1)[0][0]
# result.append(ans)
return corr_features
def discr_stat(X,
Y,
dissimilarity="euclidean",
remove_isolates=True,
return_rdfs=True):
"""
Computes the discriminability statistic.
Parameters
----------
X : array, shape (n_samples, n_features) or (n_samples, n_samples)
Input data. If dissimilarity=='precomputed', the input should be the dissimilarity matrix.
Y : 1d-array, shape (n_samples)
Input labels.
dissimilarity : str, {"euclidean" (default), "precomputed"} Dissimilarity measure can be
'euclidean' (pairwise Euclidean distances between points in the dataset) or 'precomputed'
(pre-computed dissimilarities).
remove_isolates : bool, optional, default=True
Whether to remove data that have single label.
return_rdfs : bool, optional, default=False
Whether to return rdf for all data points.
Returns
-------
stat : float
Discriminability statistic.
rdfs : array, shape (n_samples, max{len(id)})
Rdfs for each sample. Only returned if ``return_rdfs==True``.
"""
check_X_y(X, Y, accept_sparse=True)
uniques, counts = np.unique(Y, return_counts=True)
if (counts != 1).sum() <= 1:
msg = "You have passed a vector containing only a single unique sample id."
raise ValueError(msg)
if remove_isolates:
idx = np.isin(Y, uniques[counts != 1])
labels = Y[idx]
if dissimilarity == "euclidean" or dissimilarity == "cosine" or dissimilarity == "haversine" or \
dissimilarity == "manhattan" or dissimilarity == "mahalanobis":
X = X[idx]
else:
X = X[np.ix_(idx, idx)]
else:
labels = Y
if dissimilarity == "euclidean":
dissimilarities = nan_euclidean_distances(X)
elif dissimilarity == "cosine":
dissimilarities = cosine_distances(X)
elif dissimilarity == "haversine":
dissimilarities = haversine_distances(X)
elif dissimilarity == "manhattan":
dissimilarities = manhattan_distances(X)
else:
dissimilarities = X
rdfs = _discr_rdf(dissimilarities, labels)
rdfs[rdfs < 0.5] = np.nan
stat = np.nanmean(rdfs)
if return_rdfs:
return stat, rdfs
else:
return stat
def test_knn_imputer_weight_distance(na):
X = np.array([[0, 0], [na, 2], [4, 3], [5, 6], [7, 7], [9, 8], [11, 10]])
# Test with "distance" weight
nn = KNeighborsRegressor(metric="euclidean", weights="distance")
X_rows_idx = [0, 2, 3, 4, 5, 6]
nn.fit(X[X_rows_idx, 1:], X[X_rows_idx, 0])
knn_imputed_value = nn.predict(X[1:2, 1:])[0]
# Manual calculation
X_neighbors_idx = [0, 2, 3, 4, 5]
dist = nan_euclidean_distances(X[1:2, :], X, missing_values=na)
weights = 1 / dist[:, X_neighbors_idx].ravel()
manual_imputed_value = np.average(X[X_neighbors_idx, 0], weights=weights)
X_imputed_distance1 = np.array([[0, 0], [manual_imputed_value, 2], [4, 3],
[5, 6], [7, 7], [9, 8], [11, 10]])
# NearestNeighbor calculation
X_imputed_distance2 = np.array([[0, 0], [knn_imputed_value, 2], [4, 3],
[5, 6], [7, 7], [9, 8], [11, 10]])
imputer = KNNImputer(weights="distance", missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed_distance1)
assert_allclose(imputer.fit_transform(X), X_imputed_distance2)
# Test with weights = "distance" and n_neighbors=2
X = np.array([
[na, 0, 0],
[2, 1, 2],
[3, 2, 3],
[4, 5, 5],
])
# neighbors are rows 1, 2, the nan_euclidean_distances are:
dist_0_1 = np.sqrt((3 / 2) * ((1 - 0)**2 + (2 - 0)**2))
dist_0_2 = np.sqrt((3 / 2) * ((2 - 0)**2 + (3 - 0)**2))
imputed_value = np.average([2, 3], weights=[1 / dist_0_1, 1 / dist_0_2])
X_imputed = np.array([
[imputed_value, 0, 0],
[2, 1, 2],
[3, 2, 3],
[4, 5, 5],
])
imputer = KNNImputer(n_neighbors=2, weights="distance", missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed)
# Test with varying missingness patterns
X = np.array([
[1, 0, 0, 1],
[0, na, 1, na],
[1, 1, 1, na],
[0, 1, 0, 0],
[0, 0, 0, 0],
[1, 0, 1, 1],
[10, 10, 10, 10],
])
# Get weights of donor neighbors
dist = nan_euclidean_distances(X, missing_values=na)
r1c1_nbor_dists = dist[1, [0, 2, 3, 4, 5]]
r1c3_nbor_dists = dist[1, [0, 3, 4, 5, 6]]
r1c1_nbor_wt = 1 / r1c1_nbor_dists
r1c3_nbor_wt = 1 / r1c3_nbor_dists
r2c3_nbor_dists = dist[2, [0, 3, 4, 5, 6]]
r2c3_nbor_wt = 1 / r2c3_nbor_dists
# Collect donor values
col1_donor_values = np.ma.masked_invalid(X[[0, 2, 3, 4, 5], 1]).copy()
col3_donor_values = np.ma.masked_invalid(X[[0, 3, 4, 5, 6], 3]).copy()
# Final imputed values
r1c1_imp = np.ma.average(col1_donor_values, weights=r1c1_nbor_wt)
r1c3_imp = np.ma.average(col3_donor_values, weights=r1c3_nbor_wt)
r2c3_imp = np.ma.average(col3_donor_values, weights=r2c3_nbor_wt)
X_imputed = np.array([
[1, 0, 0, 1],
[0, r1c1_imp, 1, r1c3_imp],
[1, 1, 1, r2c3_imp],
[0, 1, 0, 0],
[0, 0, 0, 0],
[1, 0, 1, 1],
[10, 10, 10, 10],
])
imputer = KNNImputer(weights="distance", missing_values=na)
assert_allclose(imputer.fit_transform(X), X_imputed)
X = np.array([
[0, 0, 0, na],
[1, 1, 1, na],
[2, 2, na, 2],
[3, 3, 3, 3],
[4, 4, 4, 4],
[5, 5, 5, 5],
[6, 6, 6, 6],
[na, 7, 7, 7],
])
dist = pairwise_distances(X,
metric="nan_euclidean",
squared=False,
missing_values=na)
# Calculate weights
r0c3_w = 1.0 / dist[0, 2:-1]
r1c3_w = 1.0 / dist[1, 2:-1]
r2c2_w = 1.0 / dist[2, (0, 1, 3, 4, 5)]
r7c0_w = 1.0 / dist[7, 2:7]
# Calculate weighted averages
r0c3 = np.average(X[2:-1, -1], weights=r0c3_w)
r1c3 = np.average(X[2:-1, -1], weights=r1c3_w)
r2c2 = np.average(X[(0, 1, 3, 4, 5), 2], weights=r2c2_w)
r7c0 = np.average(X[2:7, 0], weights=r7c0_w)
X_imputed = np.array([
[0, 0, 0, r0c3],
[1, 1, 1, r1c3],
[2, 2, r2c2, 2],
[3, 3, 3, 3],
[4, 4, 4, 4],
[5, 5, 5, 5],
[6, 6, 6, 6],
[r7c0, 7, 7, 7],
])
imputer_comp_wt = KNNImputer(missing_values=na, weights="distance")
assert_allclose(imputer_comp_wt.fit_transform(X), X_imputed)
def test_pairwise_distances():
# Test the pairwise_distance helper function.
rng = np.random.RandomState(0)
# Euclidean distance should be equivalent to calling the function.
X = rng.random_sample((5, 4))
S = pairwise_distances(X, metric="euclidean")
S2 = euclidean_distances(X)
assert_array_almost_equal(S, S2)
# Euclidean distance, with Y != X.
Y = rng.random_sample((2, 4))
S = pairwise_distances(X, Y, metric="euclidean")
S2 = euclidean_distances(X, Y)
assert_array_almost_equal(S, S2)
# Check to ensure NaNs work with pairwise_distances.
X_masked = rng.random_sample((5, 4))
Y_masked = rng.random_sample((2, 4))
X_masked[0, 0] = np.nan
Y_masked[0, 0] = np.nan
S_masked = pairwise_distances(X_masked, Y_masked, metric="nan_euclidean")
S2_masked = nan_euclidean_distances(X_masked, Y_masked)
assert_array_almost_equal(S_masked, S2_masked)
# Test with tuples as X and Y
X_tuples = tuple([tuple([v for v in row]) for row in X])
Y_tuples = tuple([tuple([v for v in row]) for row in Y])
S2 = pairwise_distances(X_tuples, Y_tuples, metric="euclidean")
assert_array_almost_equal(S, S2)
# Test haversine distance
# The data should be valid latitude and longitude
X = rng.random_sample((5, 2))
X[:, 0] = (X[:, 0] - 0.5) * 2 * np.pi / 2
X[:, 1] = (X[:, 1] - 0.5) * 2 * np.pi
S = pairwise_distances(X, metric="haversine")
S2 = haversine_distances(X)
assert_array_almost_equal(S, S2)
# Test haversine distance, with Y != X
Y = rng.random_sample((2, 2))
Y[:, 0] = (Y[:, 0] - 0.5) * 2 * np.pi / 2
Y[:, 1] = (Y[:, 1] - 0.5) * 2 * np.pi
S = pairwise_distances(X, Y, metric="haversine")
S2 = haversine_distances(X, Y)
assert_array_almost_equal(S, S2)
# "cityblock" uses scikit-learn metric, cityblock (function) is
# scipy.spatial.
S = pairwise_distances(X, metric="cityblock")
S2 = pairwise_distances(X, metric=cityblock)
assert S.shape[0] == S.shape[1]
assert S.shape[0] == X.shape[0]
assert_array_almost_equal(S, S2)
# The manhattan metric should be equivalent to cityblock.
S = pairwise_distances(X, Y, metric="manhattan")
S2 = pairwise_distances(X, Y, metric=cityblock)
assert S.shape[0] == X.shape[0]
assert S.shape[1] == Y.shape[0]
assert_array_almost_equal(S, S2)
# Test cosine as a string metric versus cosine callable
# The string "cosine" uses sklearn.metric,
# while the function cosine is scipy.spatial
S = pairwise_distances(X, Y, metric="cosine")
S2 = pairwise_distances(X, Y, metric=cosine)
assert S.shape[0] == X.shape[0]
assert S.shape[1] == Y.shape[0]
assert_array_almost_equal(S, S2)
# Test with sparse X and Y,
# currently only supported for Euclidean, L1 and cosine.
X_sparse = csr_matrix(X)
Y_sparse = csr_matrix(Y)
S = pairwise_distances(X_sparse, Y_sparse, metric="euclidean")
S2 = euclidean_distances(X_sparse, Y_sparse)
assert_array_almost_equal(S, S2)
S = pairwise_distances(X_sparse, Y_sparse, metric="cosine")
S2 = cosine_distances(X_sparse, Y_sparse)
assert_array_almost_equal(S, S2)
S = pairwise_distances(X_sparse, Y_sparse.tocsc(), metric="manhattan")
S2 = manhattan_distances(X_sparse.tobsr(), Y_sparse.tocoo())
assert_array_almost_equal(S, S2)
S2 = manhattan_distances(X, Y)
assert_array_almost_equal(S, S2)
# Test with scipy.spatial.distance metric, with a kwd
kwds = {"p": 2.0}
S = pairwise_distances(X, Y, metric="minkowski", **kwds)
S2 = pairwise_distances(X, Y, metric=minkowski, **kwds)
assert_array_almost_equal(S, S2)
# same with Y = None
kwds = {"p": 2.0}
S = pairwise_distances(X, metric="minkowski", **kwds)
S2 = pairwise_distances(X, metric=minkowski, **kwds)
assert_array_almost_equal(S, S2)
# Test that scipy distance metrics throw an error if sparse matrix given
with pytest.raises(TypeError):
pairwise_distances(X_sparse, metric="minkowski")
with pytest.raises(TypeError):
pairwise_distances(X, Y_sparse, metric="minkowski")
# Test that a value error is raised if the metric is unknown
with pytest.raises(ValueError):
pairwise_distances(X, Y, metric="blah")
def retrieve_closest_indices(
df,
num_indices,
forecast_length,
window_size: int = 10,
distance_metric: str = "braycurtis",
stride_size: int = 1,
start_index: int = None,
include_differenced: bool = False,
include_last: bool = True,
verbose: int = 0,
):
"""Find next indicies closest to the final segment of forecast_length
Args:
df (pd.DataFrame): source data in wide format
num_indices (int): number of indices to return
forecast_length (int): length of forecast
window_size (int): length of comparison
distance_metric (str): distance measure from scipy and nan_euclidean
stride_size (int): length of spacing between windows
start_index (int): index to begin creation of windows from
include_difference (bool): if True, also compare on differences
"""
array = df.to_numpy()
index = df.index
tlt_len = array.shape[0]
combined_window_size = window_size + forecast_length
# remove extra so last segment not included at all
# have the last window end evenly
max_steps = array.shape[0] - combined_window_size
if not include_last:
max_steps = max_steps - forecast_length
if start_index is None:
# handle massive stride size relative to data
start_index = 0
if stride_size * 6 < array.shape[0]:
start_index = max_steps % stride_size
if num_indices > (max_steps / stride_size):
raise ValueError(
"num_validations/num_indices too high for this dataset")
window_idxs = window_id_maker(
window_size=combined_window_size,
start_index=start_index,
max_steps=max_steps,
stride_size=stride_size,
skip_size=1,
)
# calculate distance between all points and last window of history
if distance_metric == "nan_euclidean":
from sklearn.metrics.pairwise import nan_euclidean_distances
res = np.array([
nan_euclidean_distances(
array[:, a][window_idxs[:, :window_size]],
array[(tlt_len - window_size):tlt_len, a].reshape(1, -1),
) for a in range(array.shape[1])
])
if include_differenced:
array_diff = np.diff(array, n=1, axis=0)
array_diff = np.concatenate([array_diff[0:1], array_diff])
res_diff = np.array([
nan_euclidean_distances(
array_diff[:, a][window_idxs[:, :window_size]],
array_diff[(tlt_len - window_size):tlt_len,
a].reshape(1, -1),
) for a in range(array_diff.shape[1])
])
res = np.mean([res, res_diff], axis=0)
else:
from scipy.spatial.distance import cdist
res = np.array([
cdist(
array[:, a][window_idxs[:, :window_size]],
array[(tlt_len - window_size):tlt_len, a].reshape(1, -1),
metric=distance_metric,
) for a in range(array.shape[1])
])
if include_differenced:
array_diff = np.diff(array, n=1, axis=0)
array_diff = np.concatenate([array_diff[0:1], array_diff])
res_diff = np.array([
cdist(
array_diff[:, a][window_idxs[:, :window_size]],
array_diff[(tlt_len - window_size):tlt_len,
a].reshape(1, -1),
metric=distance_metric,
) for a in range(array_diff.shape[1])
])
res = np.mean([res, res_diff], axis=0)
# find the lowest distance historical windows
res_sum = np.nansum(res, axis=0)
num_top = num_indices
# partial then full sort
res_idx = np.argpartition(res_sum, num_top, axis=0)[0:num_top]
res_idx = res_idx[np.argsort(res_sum[res_idx].flatten())]
if verbose > 1:
print(
f"similarity validation distance metrics: {res_sum[res_idx].flatten()} with last window: {res_sum[-1].item()}"
)
select_index = index.to_numpy()[window_idxs[res_idx]]
if select_index.ndim == 3:
res_shape = select_index.shape
select_index = select_index.reshape((res_shape[0], res_shape[2]))
return select_index
from sklearn.impute import KNNImputer
from sklearn.metrics.pairwise import nan_euclidean_distances
# 交叉验证
from sklearn.model_selection import cross_val_score
# KFlod的函数
from sklearn.model_selection import RepeatedStratifiedKFold
from sklearn.pipeline import Pipeline
import matplotlib.pyplot as plt
from sklearn.model_selection import train_test_split
X = [[1, 2, np.nan], [3, 4, 3], [np.nan, 6, 5], [8, 8, 7]]
imputer = KNNImputer(n_neighbors=2, metric='nan_euclidean')
imputer.fit_transform(X)
nan_euclidean_distances([[np.nan, 6, 5], [3, 4, 3]], [[3, 4, 3], [1, 2, np.nan], [8, 8, 7]])
nan_euclidean_distances([[np.nan, 6, 5], [3, 4, 3]], [[3, 4, 3], [1, 2,
input_file = './horse-colic.csv'
df_data = pd.read_csv(input_file, header=None, na_values='?')
data = df_data.values
ix = [i for i in range(data.shape[1]) if i != 235]
X, y = data[:, ix], data[:, 236]
for i in range(df_data.shape[1]):
n_miss = df_data[[i]].isnull().sum()
perc = n_miss / df_data.shape[0] * 100
if n_miss.values[0] > 0:
def __init__(self, path, missing_ratio, knn_impute=False, n_neighbor=5):
scaler = MinMaxScaler()
data = np.load(path, allow_pickle=True)
data = data.item()
self.missing_ratio = missing_ratio
self.x = data["x"]
self.y = data["y"]
""" the argsort of numpy seems have bugs"""
if missing_ratio == 0.0:
pdist_x = cosine_distances(self.x, self.x)
else:
pdist_x = nan_euclidean_distances(self.x, self.x)
graph_knn = np.zeros_like(pdist_x)
for i in range(self.x.shape[0]):
sorted_row = np.sort(pdist_x[i, :])
sort_index = np.argsort(pdist_x[i, :])
'''deal with when there are multiple point is the same to guarantee the diag is 0'''
if sort_index[0] != i:
j = np.where(sort_index == i)
sort_index[j] = sort_index[0]
sort_index[0] = i
# if i==266:
# print(sorted_row)
selected_index = sort_index[:1 + n_neighbor]
graph_knn[i, selected_index] = 1
# print(sort_index[:20])
thresh = sorted_row[n_neighbor + 1]
# if thresh == sorted_row[n_neighbor + 2]:
# print(sorted_row)
pdist_x[i, :] = (pdist_x[i, :] < thresh).astype(float)
# pdist_x[i,:] = 0
# pdist_x[i, sort_index[1:1+n_neighbor]]=1
# graph_knn = pdist_x - np.eye(self.x.shape[0])
graph_knn = graph_knn - np.eye(self.x.shape[0])
np.testing.assert_equal(np.sum(graph_knn, axis=1),
n_neighbor * np.ones(self.x.shape[0]))
n, d = self.x.shape
mask = np.random.rand(n, d)
mask = (mask > self.missing_ratio).astype(float)
self.m = mask
if missing_ratio > 0.0:
self.x[mask == 0] = np.nan
# imputer = KNNImputer(n_neighbors=2)
imputer = SimpleImputer(missing_values=np.nan, strategy='mean')
self.x = imputer.fit_transform(self.x)
self.m = np.ones_like(self.x)
scaler.fit(self.x)
self.x = scaler.transform(self.x)
'''get nn'''
x_nn = []
for i in range(self.x.shape[0]):
index = np.where(graph_knn[i, :] == 1)
# if index[0].shape[0] != 5:
# print(i)
x_i = self.x[index, :]
x_nn.append(x_i.squeeze())
self.x_nn = np.stack(x_nn)
def calculateSimilarity(self, x1, x2):
# sim = pairwise_distances.cosine_similarity(x1.fillna(0), x2.fillna(0))
sim = pairwise.nan_euclidean_distances(x1, x2)
return sim
