def data_to_kernels(tr_data, te_data):
scaler = Scaler(copy=False)
scaler.fit_transform(tr_data)
#tr_data, mu, sigma = standardize(tr_data)
tr_data = power_normalize(tr_data, 0.5)
tr_data = L2_normalize(tr_data)
#te_data, _, _ = standardize(te_data, mu, sigma)
scaler.transform(te_data)
te_data = power_normalize(te_data, 0.5)
te_data = L2_normalize(te_data)
tr_kernel = np.dot(tr_data, tr_data.T)
te_kernel = np.dot(te_data, tr_data.T)
return tr_kernel, te_kernel
def run_svm(svc,X):
X = X.copy()
scaler = Scaler()
X = scaler.fit_transform(X)
y_predict = svc.predict(X)
return y_predict
def process_data(self):
test = pandas.read_csv("test.csv")
testMat = test.as_matrix()
train = pandas.read_csv("train.csv")
trainMat = train.as_matrix()
trainResult = trainMat[:, 0]
trainMat = trainMat[:, 1:]
# trainInd = np.where(trainResult == 0)[0]
# how_many = (trainResult == 1).sum() - len(trainInd)
# np.random.shuffle(trainInd)
# addedResult = trainResult[trainInd[:how_many],:]
# addedData = trainMat[trainInd[:how_many],:]
# trainResult = np.append(trainResult,addedResult)
# trainMat = np.vstack((trainMat,addedData))
cv = StratifiedKFold(trainResult, 2)
# cv = KFold(n=trainResult.shape[0],k=2)
reduceFeatures = ExtraTreesClassifier(
compute_importances=True, random_state=1234, n_jobs=self.cpus, n_estimators=1000, criterion="gini"
)
reduceFeatures.fit(trainMat, trainResult)
trainScaler = Scaler()
self.cv_data = []
self.cv_data_nonreduced = []
for train, test in cv:
X_train, X_test, Y_train, Y_test = (
trainMat[train, :],
trainMat[test, :],
trainResult[train, :],
trainResult[test, :],
)
X_train = trainScaler.fit_transform(X_train)
X_test = trainScaler.transform(X_test)
self.cv_data_nonreduced.append((X_train, X_test, Y_train, Y_test))
X_train = reduceFeatures.transform(X_train)
X_test = reduceFeatures.transform(X_test)
self.cv_data.append((X_train, X_test, Y_train, Y_test))
testMat = trainScaler.transform(testMat)
self.testMat_nonreduced = testMat
self.testMat = reduceFeatures.transform(testMat)
allData = self.testMat, self.cv_data, self.testMat_nonreduced, self.cv_data_nonreduced
data_handle = open("allData.pkl", "w")
pickle.dump(allData, data_handle)
data_handle.close()
def get_sl_test_data(fileEvents,fileLabels,includedChannels,useMeans=False,parentIndices=None):
## declare variables
X = fileEvents[:,includedChannels].copy()
scaler = Scaler()
X = scaler.fit_transform(X)
#if parentIndices != None:
# X = X[parentIndices,:]
#X = (X - X.mean(axis=0)) / X.std(axis=0)
if useMeans == True:
clusterIds,X = get_mean_matrix(X,fileLabels)
#X = (X - X.mean(axis=0)) / X.std(axis=0)
return clusterIds,X
return X
def run_svm_validation(X1,y1,X2,y2,gammaRange=[0.5],cRange=[0.005],useLinear=False):
#X_train,y_train,X_test,y_test = split_train_test(X1,y1,X2,y2)
X = np.vstack((X1, X2))
Y = np.hstack((y1, y2))
scaler = Scaler()
X = scaler.fit_transform(X)
#if useLinear == True:
# svc = svm.SVC(kernel='linear')#class_weight={1: 10
# # # #svc = svm.SVC(kernel='poly',degree=3,C=1.0)
# svc.fit(X, Y)
# return svc
C_range = 10.0 ** np.arange(-2, 9)
gamma_range = 10.0 ** np.arange(-5, 4)
param_grid = dict(gamma=gamma_range, C=C_range)
grid = GridSearchCV(SVC(class_weight={1: 100}), param_grid=param_grid, cv=StratifiedKFold(y=Y,k=2))
grid.fit(X, Y)
print("The best classifier is: ", grid.best_estimator_)
return grid.best_estimator_
Y = iris.target # dataset for decision function visualization X_2d = X[:, :2] X_2d = X_2d[Y > 0] Y_2d = Y[Y > 0] Y_2d -= 1 # It is usually a good idea to scale the data for SVM training. # We are cheating a bit in this example in scaling all of the data, # instead of fitting the transformation on the training set and # just applying it on the test set. scaler = Scaler() X = scaler.fit_transform(X) X_2d = scaler.fit_transform(X_2d) ############################################################################## # Train classifier # # For an initial search, a logarithmic grid with basis # 10 is often helpful. Using a basis of 2, a finer # tuning can be achieved but at a much higher cost. C_range = 10.0**np.arange(-2, 9) gamma_range = 10.0**np.arange(-5, 4) param_grid = dict(gamma=gamma_range, C=C_range) grid = GridSearchCV(SVC(), param_grid=param_grid, cv=StratifiedKFold(y=Y, k=3)) grid.fit(X, Y)
from sklearn.datasets import load_iris
from sklearn.cross_validation import StratifiedKFold
from sklearn.grid_search import GridSearchCV
iris_dataset = load_iris()
X, Y = iris_dataset.data, iris_dataset.target
# It is usually a good idea to scale the data for SVM training.
# We are cheating a bit in this example in scaling all of the data,
# instead of fitting the transformation on the trainingset and
# just applying it on the test set.
scaler = Scaler()
X = scaler.fit_transform(X)
# For an initial search, a logarithmic grid with basis
# 10 is often helpful. Using a basis of 2, a finer
# tuning can be achieved but at a much higher cost.
C_range = 10. ** np.arange(-5, 5)
gamma_range = 10. ** np.arange(-5, 5)
param_grid = dict(gamma=gamma_range, C=C_range)
grid = GridSearchCV(SVC(), param_grid=param_grid, cv=StratifiedKFold(y=Y, k=5))
grid.fit(X, Y)
print("The best classifier is: ", grid.best_estimator_)
Y = iris.target # dataset for decision function visualization X_2d = X[:, :2] X_2d = X_2d[Y > 0] Y_2d = Y[Y > 0] Y_2d -= 1 # It is usually a good idea to scale the data for SVM training. # We are cheating a bit in this example in scaling all of the data, # instead of fitting the transformation on the training set and # just applying it on the test set. scaler = Scaler() X = scaler.fit_transform(X) X_2d = scaler.fit_transform(X_2d) ############################################################################## # Train classifier # # For an initial search, a logarithmic grid with basis # 10 is often helpful. Using a basis of 2, a finer # tuning can be achieved but at a much higher cost. C_range = 10.0 ** np.arange(-2, 9) gamma_range = 10.0 ** np.arange(-5, 4) param_grid = dict(gamma=gamma_range, C=C_range) grid = GridSearchCV(SVC(), param_grid=param_grid, cv=StratifiedKFold(y=Y, k=3)) grid.fit(X, Y)
from errorcurves import ErrorCurves
import numpy as np
from sklearn import mixture
import pandas
df = pandas.read_csv('TrainingDataset.csv')
df_test = pandas.read_csv('TestDataset.csv')
ids = df_test.pop('id')
outcomes = list()
train_sets = list()
quants = [i for i in df.columns if 'Q' in i]
df_quants = df[quants]
scaler = Scaler()
scaled = scaler.fit_transform(df_quants.fillna(0))
dpgmm = mixture.DPGMM(n_components = 75)
dpgmm.fit(scaled)
clusters = dpgmm.predict(scaled)
df['clusters'] = clusters
# Parse dates
jan1 = datetime(2000,1,1)
# Drop all rows where response variable == NaN
for i in range(1,13):
df_i = df[df['Outcome_M'+str(i)]>0]
outcomes.append(df_i.pop('Outcome_M'+str(i)))
[df_i.pop(i) for i in df_i.columns if 'Out' in i]
#drop nas first
def load_kernels(
dataset, tr_norms=['std', 'sqrt', 'L2'], te_norms=['std', 'sqrt', 'L2'],
analytical_fim=False, pi_derivatives=False, sqrt_nr_descs=False,
only_train=False, verbose=0, do_plot=False, outfile=None):
tr_outfile = outfile % "train" if outfile is not None else outfile
# Load sufficient statistics.
samples, _ = dataset.get_data('train')
tr_data, tr_counts, tr_labels = load_video_data(
dataset, samples, outfile=tr_outfile, analytical_fim=analytical_fim,
pi_derivatives=pi_derivatives, sqrt_nr_descs=sqrt_nr_descs, verbose=verbose)
if verbose > 0:
print "Train data: %dx%d" % tr_data.shape
if do_plot:
plot_fisher_vector(tr_data[0], 'before')
scalers = []
for norm in tr_norms:
if norm == 'std':
scaler = Scaler()
tr_data = scaler.fit_transform(tr_data)
scalers.append(scaler)
elif norm == 'sqrt':
tr_data = power_normalize(tr_data, 0.5)
elif norm == 'sqrt_cnt':
tr_data = approximate_signed_sqrt(
tr_data, tr_counts, pi_derivatives=pi_derivatives)
elif norm == 'L2':
tr_data = L2_normalize(tr_data)
if do_plot:
plot_fisher_vector(tr_data[0], 'after_%s' % norm)
tr_kernel = np.dot(tr_data, tr_data.T)
if only_train:
return tr_kernel, tr_labels, scalers, tr_data
te_outfile = outfile % "test" if outfile is not None else outfile
# Load sufficient statistics.
samples, _ = dataset.get_data('test')
te_data, te_counts, te_labels = load_video_data(
dataset, samples, outfile=te_outfile, analytical_fim=analytical_fim,
pi_derivatives=pi_derivatives, sqrt_nr_descs=sqrt_nr_descs, verbose=verbose)
if verbose > 0:
print "Test data: %dx%d" % te_data.shape
ii = 0
for norm in te_norms:
if norm == 'std':
te_data = scalers[ii].transform(te_data)
ii += 1
elif norm == 'sqrt':
te_data = power_normalize(te_data, 0.5)
elif norm == 'sqrt_cnt':
te_data = approximate_signed_sqrt(
te_data, te_counts, pi_derivatives=pi_derivatives)
elif norm == 'L2':
te_data = L2_normalize(te_data)
te_kernel = np.dot(te_data, tr_data.T)
return tr_kernel, tr_labels, te_kernel, te_labels
def load_kernels(dataset,
tr_norms=['std', 'sqrt', 'L2'],
te_norms=['std', 'sqrt', 'L2'],
analytical_fim=False,
pi_derivatives=False,
sqrt_nr_descs=False,
only_train=False,
verbose=0,
do_plot=False,
outfile=None):
tr_outfile = outfile % "train" if outfile is not None else outfile
# Load sufficient statistics.
samples, _ = dataset.get_data('train')
tr_data, tr_counts, tr_labels = load_video_data(
dataset,
samples,
outfile=tr_outfile,
analytical_fim=analytical_fim,
pi_derivatives=pi_derivatives,
sqrt_nr_descs=sqrt_nr_descs,
verbose=verbose)
if verbose > 0:
print "Train data: %dx%d" % tr_data.shape
if do_plot:
plot_fisher_vector(tr_data[0], 'before')
scalers = []
for norm in tr_norms:
if norm == 'std':
scaler = Scaler()
tr_data = scaler.fit_transform(tr_data)
scalers.append(scaler)
elif norm == 'sqrt':
tr_data = power_normalize(tr_data, 0.5)
elif norm == 'sqrt_cnt':
tr_data = approximate_signed_sqrt(tr_data,
tr_counts,
pi_derivatives=pi_derivatives)
elif norm == 'L2':
tr_data = L2_normalize(tr_data)
if do_plot:
plot_fisher_vector(tr_data[0], 'after_%s' % norm)
tr_kernel = np.dot(tr_data, tr_data.T)
if only_train:
return tr_kernel, tr_labels, scalers, tr_data
te_outfile = outfile % "test" if outfile is not None else outfile
# Load sufficient statistics.
samples, _ = dataset.get_data('test')
te_data, te_counts, te_labels = load_video_data(
dataset,
samples,
outfile=te_outfile,
analytical_fim=analytical_fim,
pi_derivatives=pi_derivatives,
sqrt_nr_descs=sqrt_nr_descs,
verbose=verbose)
if verbose > 0:
print "Test data: %dx%d" % te_data.shape
ii = 0
for norm in te_norms:
if norm == 'std':
te_data = scalers[ii].transform(te_data)
ii += 1
elif norm == 'sqrt':
te_data = power_normalize(te_data, 0.5)
elif norm == 'sqrt_cnt':
te_data = approximate_signed_sqrt(te_data,
te_counts,
pi_derivatives=pi_derivatives)
elif norm == 'L2':
te_data = L2_normalize(te_data)
te_kernel = np.dot(te_data, tr_data.T)
return tr_kernel, tr_labels, te_kernel, te_labels
from sklearn.datasets import load_iris
from sklearn.cross_validation import StratifiedKFold
from sklearn.grid_search import GridSearchCV
iris_dataset = load_iris()
X, Y = iris_dataset.data, iris_dataset.target
# It is usually a good idea to scale the data for SVM training.
# We are cheating a bit in this example in scaling all of the data,
# instead of fitting the transformation on the trainingset and
# just applying it on the test set.
scaler = Scaler()
X = scaler.fit_transform(X)
# For an initial search, a logarithmic grid with basis
# 10 is often helpful. Using a basis of 2, a finer
# tuning can be achieved but at a much higher cost.
C_range = 10. ** np.arange(-5, 5)
gamma_range = 10. ** np.arange(-5, 5)
param_grid = dict(gamma=gamma_range, C=C_range)
grid = GridSearchCV(SVC(), param_grid=param_grid, cv=StratifiedKFold(y=Y, k=5))
grid.fit(X, Y)
print("The best classifier is: ", grid.best_estimator_)
class KMPBase(BaseEstimator):
def __init__(self,
n_nonzero_coefs=0.3,
loss=None,
# components (basis functions)
init_components=None,
n_components=None,
check_duplicates=False,
scale=False,
scale_y=False,
# back-fitting
n_refit=5,
estimator=None,
# metric
metric="linear", gamma=0.1, coef0=1, degree=4,
# validation
X_val=None, y_val=None,
n_validate=1,
epsilon=0,
score_func=None,
# misc
random_state=None, verbose=0, n_jobs=1):
if n_nonzero_coefs < 0:
raise AttributeError("n_nonzero_coefs should be > 0.")
self.n_nonzero_coefs = n_nonzero_coefs
self.loss = loss
self.init_components = init_components
self.n_components = n_components
self.check_duplicates = check_duplicates
self.scale = scale
self.scale_y = scale_y
self.n_refit = n_refit
self.estimator = estimator
self.metric = metric
self.gamma = gamma
self.coef0 = coef0
self.degree = degree
self.X_val = X_val
self.y_val = y_val
self.n_validate = n_validate
self.epsilon = epsilon
self.score_func = score_func
self.random_state = random_state
self.verbose = verbose
self.n_jobs = n_jobs
def _kernel_params(self):
return {"gamma" : self.gamma,
"degree" : self.degree,
"coef0" : self.coef0}
def _get_estimator(self):
if self.estimator is None:
estimator = LinearRegression()
else:
estimator = clone(self.estimator)
estimator.fit_intercept = False
return estimator
def _get_loss(self):
if self.loss == "squared":
return SquaredLoss()
else:
return None
def _pre_fit(self, X, y):
random_state = check_random_state(self.random_state)
if self.scale_y:
self.y_scaler_ = Scaler(copy=True).fit(y)
y = self.y_scaler_.transform(y)
if self.metric == "precomputed":
self.components_ = None
n_components = X.shape[1]
else:
if self.init_components is None:
if self.verbose: print "Selecting components..."
self.components_ = select_components(X, y,
self.n_components,
random_state=random_state)
else:
self.components_ = self.init_components
n_components = self.components_.shape[0]
n_nonzero_coefs = self.n_nonzero_coefs
if 0 < n_nonzero_coefs and n_nonzero_coefs <= 1:
n_nonzero_coefs = int(n_nonzero_coefs * n_components)
n_nonzero_coefs = int(n_nonzero_coefs)
if n_nonzero_coefs > n_components:
raise AttributeError("n_nonzero_coefs cannot be bigger than "
"n_components.")
if self.verbose: print "Computing dictionary..."
start = time.time()
K = pairwise_kernels(X, self.components_, metric=self.metric,
filter_params=True, n_jobs=self.n_jobs,
**self._kernel_params())
if self.verbose: print "Done in", time.time() - start, "seconds"
if self.scale:
if self.verbose: print "Scaling dictionary"
start = time.time()
copy = True if self.metric == "precomputed" else False
self.scaler_ = Scaler(copy=copy)
K = self.scaler_.fit_transform(K)
if self.verbose: print "Done in", time.time() - start, "seconds"
# FIXME: this allocates a lot of intermediary memory
norms = np.sqrt(np.sum(K ** 2, axis=0))
return n_nonzero_coefs, K, y, norms
def _fit_multi(self, K, y, Y, n_nonzero_coefs, norms):
if self.verbose: print "Starting training..."
start = time.time()
coef = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)(
delayed(_run_iterator)(self._get_estimator(),
self._get_loss(),
K, Y[:, i], n_nonzero_coefs, norms,
self.n_refit, self.check_duplicates)
for i in xrange(Y.shape[1]))
self.coef_ = np.array(coef)
if self.verbose: print "Done in", time.time() - start, "seconds"
def _score(self, y_true, y_pred):
if self.score_func == "auc":
return auc(y_true, y_pred)
if hasattr(self, "lb_"):
y_pred = self.lb_.inverse_transform(y_pred, threshold=0.5)
if self.score_func is None:
return np.mean(y_true == y_pred)
else:
return self.score_func(y_true, y_pred)
else:
# FIXME: no need to ravel y_pred if y_true is 2d!
return -np.mean((y_true - y_pred.ravel()) ** 2)
def _fit_multi_with_validation(self, K, y, Y, n_nonzero_coefs, norms):
iterators = [FitIterator(self._get_estimator(), self._get_loss(),
K, Y[:, i], n_nonzero_coefs, norms,
self.n_refit, self.check_duplicates,
self.verbose)
for i in xrange(Y.shape[1])]
if self.verbose: print "Computing validation dictionary..."
start = time.time()
K_val = pairwise_kernels(self.X_val, self.components_,
metric=self.metric,
filter_params=True,
n_jobs=self.n_jobs,
**self._kernel_params())
if self.verbose: print "Done in", time.time() - start, "seconds"
if self.scale:
K_val = self.scaler_.transform(K_val)
y_val = self.y_val
if self.scale_y:
y_val = self.y_scaler_.transform(y_val)
if self.verbose: print "Starting training..."
start = time.time()
best_score = -np.inf
validation_scores = []
training_scores = []
iterations = []
for i in xrange(1, n_nonzero_coefs + 1):
iterators = [it.next() for it in iterators]
#iterators = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)(
#delayed(_run_iterator)(it) for it in iterators)
coef = np.array([it.coef_ for it in iterators])
y_train_pred = np.array([it.y_train_ for it in iterators]).T
if i % self.n_validate == 0:
if self.verbose >= 2:
print "Validating %d/%d..." % (i, n_nonzero_coefs)
y_val_pred = np.dot(K_val, coef.T)
validation_score = self._score(y_val, y_val_pred)
training_score = self._score(y, y_train_pred)
if validation_score > best_score:
self.coef_ = coef.copy()
best_score = np.abs(validation_score)
validation_scores.append(np.abs(validation_score))
training_scores.append(np.abs(training_score))
iterations.append(i)
if len(iterations) > 2 and self.epsilon > 0:
diff = (validation_scores[-1] - validation_scores[-2])
diff /= validation_scores[0]
if abs(diff) < self.epsilon:
if self.verbose:
print "Converged at iteration", i
break
self.validation_scores_ = np.array(validation_scores)
self.training_scores_ = np.array(training_scores)
self.iterations_ = np.array(iterations)
self.best_score_ = best_score
if self.verbose: print "Done in", time.time() - start, "seconds"
def _fit(self, K, y, Y, n_nonzero_coefs, norms):
if self.X_val is not None and self.y_val is not None:
meth = self._fit_multi_with_validation
else:
meth = self._fit_multi
meth(K, y, Y, n_nonzero_coefs, norms)
def _post_fit(self):
if self.metric != "precomputed":
used_basis = np.sum(self.coef_ != 0, axis=0, dtype=bool)
self.coef_ = self.coef_[:, used_basis]
self.components_ = self.components_[used_basis]
def decision_function(self, X):
K = pairwise_kernels(X, self.components_, metric=self.metric,
filter_params=True, n_jobs=self.n_jobs,
**self._kernel_params())
if self.scale:
K = self.scaler_.transform(K)
pred = np.dot(K, self.coef_.T)
if self.scale_y:
pred = self.y_scaler_.inverse_transform(pred)
return pred
def normalize(self, data, n=N_COMPONENTS):
X = np.array(data, dtype='float')
#X=np.array(X[:,np.std(X,0)!=0.0], dtype='float')
scaler = Scaler()
Xnorm = scaler.fit_transform(X)
return Xnorm
def normalize(self, data, n=N_COMPONENTS):
X=np.array(data, dtype='float')
#X=np.array(X[:,np.std(X,0)!=0.0], dtype='float')
scaler=Scaler()
Xnorm=scaler.fit_transform(X)
return Xnorm