Пример #1
0
                # Keep only widows
                marital_idx = np.argmax(varnames == 'marital.status')
                widowed_idx = np.argmax(
                    le_dict['marital.status'].classes_ == 'Widowed')
                authorized_ranges[:, 0,
                                  marital_idx] = [widowed_idx,
                                                  widowed_idx]  # Only widowed
            else:
                raise RuntimeError('Not implemented yet')

            #*****************************************************************
            # Run MIAMI
            #*****************************************************************

            init = dim_reduce_init(train, n_clusters, k, r, nj, var_distrib, seed = None,\
                                          use_famd=True)
            out = MIAMI(train, n_clusters, r, k, init, var_distrib, nj, authorized_ranges, nb_pobs, it,\
                         eps, maxstep, seed, perform_selec = False, dm = dm, max_patience = 0)

            print('MIAMI has kept one observation over', round(1 / out['share_kept_pseudo_obs']),\
                  'observations generated')

            acceptance_rate[design].append(out['share_kept_pseudo_obs'])
            pred = pd.DataFrame(out['y_all'], columns=train.columns)

            #================================================================
            # Inverse transform the datasets
            #================================================================

            for j, colname in enumerate(train.columns):
                if colname in le_dict.keys():
Пример #2
0
r = np.array([2, 1])
numobs = len(full_contra)
k = [n_clusters]

seed = 1
init_seed = 2
    
eps = 1E-05
it = 10
maxstep = 100

#===========================================#
# MI2AMI initialisation
#===========================================# 

init_full = dim_reduce_init(full_contra, n_clusters, k, r, nj, var_distrib, seed = None,\
                              use_famd=True)
out_full = MI2AMI(full_contra.astype(float), n_clusters, r, k, init_full, var_distrib, nj, nan_mask,\
             nb_pobs, it, eps, maxstep, seed, dm = dm3, perform_selec = False)

completed_y3 = pd.DataFrame(out_full['completed_y'].round(0), columns = full_contra.columns)

#===========================================#
# Comparison
#===========================================# 

#======================================
# mu_s
#======================================

out['mu'][0]
out2['mu'][0]
Пример #3
0
        # Defining distances over the features
        cat_features = pd.Series(var_distrib).isin(
            ['categorical', 'bernoulli']).to_list()
        dm = gower_matrix(train.astype(np.object), cat_features=cat_features)

        dtype = {train.columns[j]: np.float64 if (var_distrib[j] != 'bernoulli') and \
                (var_distrib[j] != 'categorical') else np.str for j in range(p_new)}

        train = train.astype(dtype, copy=True)
        numobs = len(train)

        #*****************************************************************
        # Run MIAMI
        #*****************************************************************

        prince_init = dim_reduce_init(train, 2, k, r, nj, var_distrib, seed = None,\
                                      use_famd=True)
        out = MIAMI(train_np, 'auto', r, k, prince_init, var_distrib, nj, authorized_ranges, nb_pobs, it,\
                     eps, maxstep, seed, perform_selec = False, dm = dm, max_patience = 0)

        print('MIAMI has kept one observation over', round(1 / out['share_kept_pseudo_obs']),\
              'observations generated')
        acceptance_rate[design].append(out['share_kept_pseudo_obs'])

        #*****************************************************************
        # Visualisation result
        #*****************************************************************

        train_new_np = out['y_all'][len(train):]
        train_new = pd.DataFrame(train_new_np, columns=train.columns)

        le_dict = {**categ_dict, **bin_dict, **k_dict}
Пример #4
0
def MDGMM(y, n_clusters, r, k, init, var_distrib, nj, it = 50, \
          eps = 1E-05, maxstep = 100, seed = None, perform_selec = True): 
    
    ''' Fit a Generalized Linear Mixture of Latent Variables Model (GLMLVM)
    
    y (numobs x p ndarray): The observations containing mixed variables
    n_clusters (int or str): The number of clusters to look for in the data or the use mode of the MDGMM
    r (dict): The dimension of latent variables through the first 2 layers
    k (dict): The number of components of the latent Gaussian mixture layers
    init (dict): The initialisation parameters for the algorithm
    var_distrib (p 1darray): An array containing the types of the variables in y 
    nj (p 1darray): For binary/count data: The maximum values that the variable can take. 
                    For ordinal data: the number of different existing categories for each variable
                    For categorical data: the number of different existing categories for each variable
    it (int): The maximum number of MCEM iterations of the algorithm
    eps (float): If the likelihood increase by less than eps then the algorithm stops
    maxstep (int): The maximum number of optimisation step for each variable
    seed (int): The random state seed to set (Only for numpy generated data for the moment)
    perform_selec (Bool): Whether to perform architecture selection or not
    ------------------------------------------------------------------------------------------------
    returns (dict): The predicted classes, the likelihood through the EM steps
                    and a continuous representation of the data
    '''
    
    # Break the reference link 
    k = deepcopy(k)
    r = deepcopy(r)
    
    best_k = deepcopy(k)
    best_r = deepcopy(r)

    # Add other checks for the other variables
    check_inputs(k, r)

    prev_lik = - 1E15
    best_lik = -1E15
    
    tol = 0.01
    max_patience = 1
    patience = 0
    
    #====================================================
    # Initialize the parameters
    #====================================================
        
    eta_c, eta_d, H_c, H_d, psi_c, psi_d = dispatch_dgmm_init(init)
    lambda_bin, lambda_ord, lambda_categ = dispatch_gllvm_init(init)
    w_s_c, w_s_d = dispatch_paths_init(init)
    
    numobs = len(y)
    likelihood = []
    it_num = 0
    ratio = 1000
    np.random.seed = seed

    #====================================================        
    # Dispatch variables between categories
    #====================================================

    y_bin = y[:, np.logical_or(var_distrib == 'bernoulli',\
                               var_distrib == 'binomial')]
    nj_bin = nj[np.logical_or(var_distrib == 'bernoulli',\
                              var_distrib == 'binomial')]
        
    nj_bin = nj_bin.astype(int)
    nb_bin = len(nj_bin)
        
    y_ord = y[:, var_distrib == 'ordinal']    
    nj_ord = nj[var_distrib == 'ordinal']
    nj_ord = nj_ord.astype(int)
    nb_ord = len(nj_ord)
    
    y_categ = y[:, var_distrib == 'categorical']
    nj_categ = nj[var_distrib == 'categorical'].astype(int)
    nb_categ = len(nj_categ)    
    
    yc = y[:, var_distrib == 'continuous'] 
    
    ss = StandardScaler()
    yc = ss.fit_transform(yc)

    nb_cont = yc.shape[1]
    
    # *_1L standsds for quantities going through all the network (head + tail)
    k_1L, L_1L, L, bar_L, S_1L = nb_comps_and_layers(k)    
    r_1L = {'c': r['c'] + r['t'], 'd': r['d'] + r['t'], 't': r['t']}
    
    best_sil = [-1.1 for l in range(L['t'] - 1)] if n_clusters == 'multi' else -1.1 
    new_sil = [-1.1 for l in range(L['t'] - 1)] if n_clusters == 'multi' else -1.1 
    
    
    M = M_growth(1, r_1L, numobs) 

    if nb_bin + nb_ord + nb_categ == 0: # Create the InputError class and change this
        raise ValueError('Input does not contain discrete variables,\
                         consider using a regular DGMM')
    if nb_cont == 0: # Create the InputError class and change this
        raise ValueError('Input does not contain continuous values,\
                         consider using a DDGMM')
                         
                         
    # Compute the Gower matrix
    cat_features = np.logical_or(var_distrib == 'categorical', var_distrib == 'bernoulli')
    dm = gower_matrix(y, cat_features = cat_features)
                     
    while (it_num < it) & ((ratio > eps) | (patience <= max_patience)):
        print(it_num)

        # The clustering layer is the one used to perform the clustering 
        # i.e. the layer l such that k[l] == n_clusters
        if not(isnumeric(n_clusters)):
            if n_clusters == 'auto':
                clustering_layer = 0
            elif n_clusters == 'multi':
                clustering_layer = list(range(L['t'] - 1))
            else:
                raise ValueError('Please enter an int, auto or multi for n_clusters')
        else:
            assert (np.array(k['t']) == n_clusters).any()
            clustering_layer = np.argmax(np.array(k['t']) == n_clusters)

        #####################################################################################
        ################################# MC step ############################################
        #####################################################################################

        #=====================================================================
        # Draw from f(z^{l} | s, Theta) for both heads and tail
        #=====================================================================  
        
        mu_s_c, sigma_s_c = compute_path_params(eta_c, H_c, psi_c)
        sigma_s_c = ensure_psd(sigma_s_c)
        
        mu_s_d, sigma_s_d = compute_path_params(eta_d, H_d, psi_d)
        sigma_s_d = ensure_psd(sigma_s_d)
                        
        z_s_c, zc_s_c, z_s_d, zc_s_d = draw_z_s_all_network(mu_s_c, sigma_s_c,\
                            mu_s_d, sigma_s_d, yc, eta_c, eta_d, S_1L, L, M)
                    
        #========================================================================
        # Draw from f(z^{l+1} | z^{l}, s, Theta) for l >= 1
        #========================================================================
        
        # Create wrapper as before and after
        chsi_c = compute_chsi(H_c, psi_c, mu_s_c, sigma_s_c)
        chsi_c = ensure_psd(chsi_c)
        rho_c = compute_rho(eta_c, H_c, psi_c, mu_s_c, sigma_s_c, zc_s_c, chsi_c)
        
                
        chsi_d = compute_chsi(H_d, psi_d, mu_s_d, sigma_s_d)
        chsi_d = ensure_psd(chsi_d)
        rho_d = compute_rho(eta_d, H_d, psi_d, mu_s_d, sigma_s_d, zc_s_d, chsi_d)


        # In the following z2 and z1 will denote z^{l+1} and z^{l} respectively
        z2_z1s_c, z2_z1s_d = draw_z2_z1s_network(chsi_c, chsi_d, rho_c, \
                                                 rho_d, M, r_1L, L)
        
        #=======================================================================
        # Compute the p(y^D| z1) for all discrete variables
        #=======================================================================
        
        py_zl1_d = fy_zl1(lambda_bin, y_bin, nj_bin, lambda_ord, y_ord, nj_ord,\
                          lambda_categ, y_categ, nj_categ, z_s_d[0])
        
        #========================================================================
        # Draw from p(z1 | y, s) proportional to p(y | z1) * p(z1 | s) for all s
        #========================================================================
                
        zl1_ys_d = draw_zl1_ys(z_s_d, py_zl1_d, M['d'])
                
        #####################################################################################
        ################################# E step ############################################
        #####################################################################################
        
        #=====================================================================
        # Compute quantities necessary for E steps of both heads and tail
        #=====================================================================
        
        # Discrete head quantities
        pzl1_ys_d, ps_y_d, py_d = E_step_GLLVM(z_s_d[0], mu_s_d[0], sigma_s_d[0], w_s_d, py_zl1_d)        
        py_s_d = ps_y_d * py_d / w_s_d[n_axis]
        
        # Continuous head quantities
        ps_y_c, py_s_c, py_c = continuous_lik(yc, mu_s_c[0], sigma_s_c[0], w_s_c)
        
        pz_s_d = fz_s(z_s_d, mu_s_d, sigma_s_d) 
        pz_s_c = fz_s(z_s_c, mu_s_c, sigma_s_c) 
        
        #=====================================================================
        # Compute p(z^{(l)}| s, y). Equation (5) of the paper
        #=====================================================================
        
        # Compute pz2_z1s_d and pz2_z1s_d for the tail indices whereas it is useless
        
        pz2_z1s_d = fz2_z1s(t(pzl1_ys_d, (1, 0, 2)), z2_z1s_d, chsi_d, rho_d, S_1L['d'])
        pz_ys_d = fz_ys(t(pzl1_ys_d, (1, 0, 2)), pz2_z1s_d)
          
        pz2_z1s_c = fz2_z1s([], z2_z1s_c, chsi_c, rho_c, S_1L['c'])
        pz_ys_c = fz_ys([], pz2_z1s_c)
        
        pz2_z1s_t = fz2_z1s([], z2_z1s_c[bar_L['c']:], chsi_c[bar_L['c']:], \
                            rho_c[bar_L['c']:], S_1L['t'])

        # Junction layer computations
        # Compute p(zC |s)
        py_zs_d = fy_zs(pz_ys_d, py_s_d) 
        py_zs_c = fy_zs(pz_ys_c, py_s_c)
         
        # Compute p(zt | yC, yD, sC, SD)        
        pzt_yCyDs = fz_yCyDs(py_zs_c, pz_ys_d, py_s_c, M, S_1L, L)

        #=====================================================================
        # Compute MFA expectations
        #=====================================================================
        
        # Discrete head. 
        Ez_ys_d, E_z1z2T_ys_d, E_z2z2T_ys_d, EeeT_ys_d = \
            E_step_DGMM_d(zl1_ys_d, H_d, z_s_d, zc_s_d, z2_z1s_d, pz_ys_d,\
                        pz2_z1s_d, S_1L['d'], L['d'])
        
            
        # Continuous head
        Ez_ys_c, E_z1z2T_ys_c, E_z2z2T_ys_c, EeeT_ys_c = \
            E_step_DGMM_c(H_c, z_s_c, zc_s_c, z2_z1s_c, pz_ys_c,\
                          pz2_z1s_c, S_1L['c'], L['c'])


        # Junction layers
        Ez_ys_t, E_z1z2T_ys_t, E_z2z2T_ys_t, EeeT_ys_t = \
            E_step_DGMM_t(H_c[bar_L['c']:], \
            z_s_c[bar_L['c']:], zc_s_c[bar_L['c']:], z2_z1s_c[bar_L['c']:],\
                pzt_yCyDs, pz2_z1s_t, S_1L, L, k_1L)  
        
        # Error here for the first two terms: p(y^h | z^t, s^C) != p(y^h | z^t, s^{1C:L})
        pst_yCyD = fst_yCyD(py_zs_c, py_zs_d, pz_s_d, w_s_c, w_s_d, k_1L, L)   
                               
        ###########################################################################
        ############################ M step #######################################
        ###########################################################################

        #=======================================================
        # Compute DGMM Parameters 
        #=======================================================
            
        # Discrete head
        w_s_d = np.mean(ps_y_d, axis = 0)      
        eta_d_barL, H_d_barL, psi_d_barL = M_step_DGMM(Ez_ys_d, E_z1z2T_ys_d, E_z2z2T_ys_d, \
                                        EeeT_ys_d, ps_y_d, H_d, k_1L['d'][:-1],\
                                            L_1L['d'], r_1L['d'])
         
        # Add dispatching function here
        eta_d[:bar_L['d']] = eta_d_barL
        H_d[:bar_L['d']] = H_d_barL
        psi_d[:bar_L['d']] = psi_d_barL
                
        # Continuous head
        w_s_c = np.mean(ps_y_c, axis = 0)  
        eta_c_barL, H_c_barL, psi_c_barL = M_step_DGMM(Ez_ys_c, E_z1z2T_ys_c, E_z2z2T_ys_c, \
                                        EeeT_ys_c, ps_y_c, H_c, k_1L['c'][:-1],\
                                            L_1L['c'] + 1, r_1L['c'])
        
        eta_c[:bar_L['c']] = eta_c_barL
        H_c[:bar_L['c']] = H_c_barL
        psi_c[:bar_L['c']] = psi_c_barL
                    

        # Common tail
        eta_t, H_t, psi_t, Ezst_y = M_step_DGMM_t(Ez_ys_t, E_z1z2T_ys_t, E_z2z2T_ys_t, \
                                        EeeT_ys_t, ps_y_c, ps_y_d, pst_yCyD, \
                                            H_c[bar_L['c']:], S_1L, k_1L, \
                                            L_1L, L, r_1L['t'])  
            
        eta_d[bar_L['d']:] = eta_t
        H_d[bar_L['d']:] = H_t
        psi_d[bar_L['d']:] = psi_t            

        eta_c[bar_L['c']:] = eta_t
        H_c[bar_L['c']:] = H_t
        psi_c[bar_L['c']:] = psi_t  
                         
        #=======================================================
        # Identifiability conditions
        #=======================================================
        w_s_t = np.mean(pst_yCyD, axis = 0)  
        eta_d, H_d, psi_d, AT_d, eta_c, H_c, psi_c, AT_c = network_identifiability(eta_d, \
                                H_d, psi_d, eta_c, H_c, psi_c, w_s_c, w_s_d, w_s_t, bar_L)
                
        #=======================================================
        # Compute GLLVM Parameters
        #=======================================================
        
        # We optimize each column separately as it is faster than all column jointly 
        # (and more relevant with the independence hypothesis)
                
        lambda_bin = bin_params_GLLVM(y_bin, nj_bin, lambda_bin, ps_y_d, \
                    pzl1_ys_d, z_s_d[0], AT_d[0], tol = tol, maxstep = maxstep)
                 
        lambda_ord = ord_params_GLLVM(y_ord, nj_ord, lambda_ord, ps_y_d, \
                    pzl1_ys_d, z_s_d[0], AT_d[0], tol = tol, maxstep = maxstep)
            
        lambda_categ = categ_params_GLLVM(y_categ, nj_categ, lambda_categ, ps_y_d,\
                    pzl1_ys_d, z_s_d[0], AT_d[0], tol = tol, maxstep = maxstep)

        ###########################################################################
        ################## Clustering parameters updating #########################
        ###########################################################################
          
        new_lik = np.sum(np.log(py_d) + np.log(py_c))
        likelihood.append(new_lik)
        ratio = (new_lik - prev_lik)/abs(prev_lik)
        
        
        if n_clusters == 'multi':
            temp_classes = [] 
            z_tail = []
            classes = [[] for l in range(L['t'] - 1)]
            
            for l in clustering_layer:
                idx_to_sum = tuple(set(range(1, L['t'] + 1)) -\
                                   set([clustering_layer[l] + 1]))
                psl_y = pst_yCyD.reshape(numobs, *k['t'],\
                                         order = 'C').sum(idx_to_sum)
                
                temp_class_l = np.argmax(psl_y, axis = 1)
                sil_l = silhouette_score(dm, temp_class_l, metric = 'precomputed')
                    
                temp_classes.append(temp_class_l)
                #z_tail.append(Ezst_y[l].sum(1))
                new_sil[l] = sil_l
            
            #z_tail = []
            for l in range(L['t'] - 1):
                zl = Ezst_y[l].sum(1)
                z_tail.append(zl)
                    
                if best_sil[l] < new_sil[l]:
                    # Update the quantity if the silhouette score is better 
                    best_sil[l] = deepcopy(new_sil[l])
                    classes[l] = deepcopy(temp_classes[l])
                    
                    if zl.shape[-1] == 3:
                        plot_3d(zl, classes[l])
                    elif zl.shape[-1] == 2:
                        plot_2d(zl, classes[l])
           
        else: 
            idx_to_sum = tuple(set(range(1, L['t'] + 1)) - set([clustering_layer + 1]))
            psl_y = pst_yCyD.reshape(numobs, *k['t'], order = 'C').sum(idx_to_sum) 
        
            temp_classes = np.argmax(psl_y, axis = 1) 
            try:
                new_sil = silhouette_score(dm, temp_classes, metric = 'precomputed') 
            except:
                new_sil = -1
            
            z_tail = [Ezst_y[l].sum(1) for l in range(L['t'] - 1)]
                             
            if best_sil < new_sil:
                # Update the quantity if the silhouette score is better 
                zl = z_tail[clustering_layer]
                best_sil = deepcopy(new_sil)
                classes = deepcopy(temp_classes)
                
                if zl.shape[-1] == 3:
                    plot_3d(zl, classes)
                elif zl.shape[-1] == 2:
                    plot_2d(zl, classes)
        
        # Refresh the likelihood if best
        if best_lik < new_lik:
            best_lik = deepcopy(prev_lik)
      
        if prev_lik < new_lik:
            patience = 0
            M = M_growth(it_num + 1, r_1L, numobs)
        else:
            patience += 1
                       
        ###########################################################################
        ######################## Parameter selection  #############################
        ###########################################################################
                    
        min_nb_clusters = 2
        is_not_min_specif = not(is_min_architecture_reached(k, r, min_nb_clusters))
        
        if look_for_simpler_network(it_num) & perform_selec & is_not_min_specif:
            
            # To add: selection according to categ
            r_to_keep = r_select(y_bin, y_ord, y_categ, yc, zl1_ys_d,\
                                 z2_z1s_d[:bar_L['d']], w_s_d, z2_z1s_c[:bar_L['c']],
                                 z2_z1s_c[bar_L['c']:], n_clusters)
            
            # Check layer deletion
            is_c_layer_deletion = np.any([len(rl) == 0 for rl in r_to_keep['c']]) 
            is_d_layer_deletion = np.any([len(rl) == 0 for rl in r_to_keep['d']]) 
            is_head_layer_deletion = np.any([is_c_layer_deletion, is_d_layer_deletion])
            
            if is_head_layer_deletion:
                # Restart the algorithm
                if is_c_layer_deletion:
                    r['c'] = [len(rl) for rl in r_to_keep['c'][:-1]]
                    k['c'] = k['c'][:-1]
                if is_d_layer_deletion:
                    r['d'] = [len(rl) for rl in r_to_keep['d'][:-1]]
                    k['d'] = k['d'][:-1]   
                    
                init = dim_reduce_init(pd.DataFrame(y), n_clusters, k, r, nj, var_distrib,\
                                       seed = None)
                
                eta_c, eta_d, H_c, H_d, psi_c, psi_d = dispatch_dgmm_init(init)
                lambda_bin, lambda_ord, lambda_categ = dispatch_gllvm_init(init)
                w_s_c, w_s_d = dispatch_paths_init(init)
                  
                # *_1L standsds for quantities going through all the network (head + tail)
                k_1L, L_1L, L, bar_L, S_1L = nb_comps_and_layers(k)    
                r_1L = {'c': r['c'] + r['t'], 'd': r['d'] + r['t'], 't': r['t']}
                        
                M = M_growth(it_num + 1, r_1L, numobs) 
                
                prev_lik = deepcopy(new_lik)
                it_num = it_num + 1
                print(likelihood)
                
                print('Restarting the algorithm')
                continue
            
            new_Lt = np.sum([len(rl) != 0 for rl in r_to_keep['t']]) #- 1
            
            # If r_l == 0, delete the last l + 1: layers
            new_Lt = np.sum([len(rl) != 0 for rl in r_to_keep['t']]) #- 1
            
            #w_s_t = pst_yCyD.mean(0)
            k_to_keep = k_select(w_s_c, w_s_d, w_s_t, k, new_Lt, clustering_layer, n_clusters)
                        
            is_selection = check_if_selection(r_to_keep, r, k_to_keep, k, L, new_Lt)
            
            assert new_Lt > 0 # > 1 ?
            if n_clusters == 'multi':
                assert new_Lt == L['t']
            
            if is_selection:
                
                # Part to change when update also number of layers on each head 
                nb_deleted_layers_tail = L['t'] - new_Lt
                L['t'] = new_Lt
                L_1L = {keys: values - nb_deleted_layers_tail for keys, values in L_1L.items()}
                
                eta_c, eta_d, H_c, H_d, psi_c, psi_d = dgmm_coeff_selection(eta_c,\
                            H_c, psi_c, eta_d, H_d, psi_d, L, r_to_keep, k_to_keep)
                    
                lambda_bin, lambda_ord, lambda_categ = gllvm_coeff_selection(lambda_bin, lambda_ord,\
                                                               lambda_categ, r, r_to_keep)
                
                w_s_c, w_s_d = path_proba_selection(w_s_c, w_s_d, k, k_to_keep, new_Lt)
                
                k = {h: [len(k_to_keep[h][l]) for l in range(L[h])] for h in ['d', 't']}
                k['c'] = [len(k_to_keep['c'][l]) for l in range(L['c'] + 1)]
                
                r = {h: [len(r_to_keep[h][l]) for l in range(L[h])] for h in ['d', 't']}
                r['c'] = [len(r_to_keep['c'][l]) for l in range(L['c'] + 1)]
                
                k_1L, _, L, bar_L, S_1L = nb_comps_and_layers(k)    
                r_1L = {'c': r['c'] + r['t'], 'd': r['d'] + r['t'], 't': r['t']}
            
                patience = 0
                best_r = deepcopy(r)
                best_k = deepcopy(k)  
                
                #=======================================================
                # Identifiability conditions
                #======================================================= 
                eta_d, H_d, psi_d, AT_d, eta_c, H_c, psi_c, AT_c = network_identifiability(eta_d, \
                                H_d, psi_d, eta_c, H_c, psi_c, w_s_c, w_s_d, w_s_t, bar_L)
                    
            print('New architecture:')
            print('k', k)
            print('r', r)
            print('L', L)
            print('S_1L', S_1L)
            print("w_s_c", len(w_s_c))
            print("w_s_d", len(w_s_d))
        
        M = M_growth(it_num + 1, r_1L, numobs)
        
        prev_lik = deepcopy(new_lik)
        print(likelihood)
        print('Silhouette score:', new_sil)  
        
        it_num = it_num + 1

    out = dict(likelihood = likelihood, classes = classes, \
                   best_r = best_r, best_k = best_k)
    if n_clusters == 'multi':
        out['z'] = z_tail
    else:
        out['z'] = z_tail[clustering_layer]
    return(out)
Пример #5
0
#===========================================#
# Running the algorithm
#===========================================#

r = np.array([2, 1])
numobs = len(y)
k = [n_clusters]

seed = 1
init_seed = 2

eps = 1E-05
it = 50
maxstep = 100

prince_init = dim_reduce_init(y, n_clusters, k, r, nj, var_distrib, seed = None,\
                              use_famd=True)
m, pred = misc(labels_oh, prince_init['classes'], True)
print(m)
print(confusion_matrix(labels_oh, pred))
print(silhouette_score(dm, pred, metric='precomputed'))
'''
init = prince_init
seed = None
y = y_np
perform_selec = False
os.chdir('C:/Users/rfuchs/Documents/GitHub/M1DGMM')
'''


out = M1DGMM(y_np, 'auto', r, k, prince_init, var_distrib, nj, it,\
             eps, maxstep, seed, perform_selec = False)
Пример #6
0
    seed = 1
    init_seed = 2

    eps = 1E-05
    it = 10
    maxstep = 100

    nb_runs = 4

    for run_idx in range(nb_runs):

        #===========================================#
        # MI2AMI initialisation
        #===========================================#

        init = dim_reduce_init(complete_y, n_clusters, k, r, nj, var_distrib, seed = None,\
                                      use_famd=False)
        out = MI2AMI(y, n_clusters, r, k, init, var_distrib, nj, nan_mask,\
                     nb_pobs, it, eps, maxstep, seed, dm = dm, perform_selec = False)

        completed_y = pd.DataFrame(out['completed_y'].round(0),
                                   columns=full_contra.columns)

        #===========================================#
        # MI2AMI full
        #===========================================#

        dm2 = gower_matrix(completed_y, cat_features=cat_features)

        init2 = dim_reduce_init(completed_y.astype(dtype), n_clusters, k, r, nj, var_distrib, seed = None,\
                                      use_famd=False)
Пример #7
0
# Running the algorithm
#===========================================#

n_clusters = 2
r = {'c': [nb_cont], 'd': [3], 't': [2, 1]}
k = {'c': [1], 'd': [2], 't': [n_clusters, 1]}

seed = 1
init_seed = 2

eps = 1E-05
it = 15
maxstep = 100

# MCA init
prince_init = dim_reduce_init(y, n_clusters, k, r, nj, var_distrib, seed=None)

out = MDGMM(y_np, n_clusters, r, k, prince_init, var_distrib, nj, it, eps,\
            maxstep, seed, perform_selec = False)
m, pred = misc(labels_oh, out['classes'], True)
micro = precision_score(labels_oh, pred, average='micro')
macro = precision_score(labels_oh, pred, average='macro')

print('Silhouette', silhouette_score(dm, pred, metric='precomputed'))
print('Micro', micro)
print('Macro', macro)

#===========================================#
# Final plotting
#===========================================#
    cat_features = pd.Series(var_distrib).isin(['categorical',
                                                'bernoulli']).to_list()
    dtype = {
        y.columns[j]: np.str if cat_features[j] else np.float64
        for j in range(p)
    }
    y = y.astype(dtype, copy=True)

    dm = gower_matrix(y, cat_features=cat_features)

    #===========================================#
    # Running the M1DGMM
    #===========================================#

    for i in range(nb_trials):
        prince_init = dim_reduce_init(y, nb_clusters_start, k, r, nj, var_distrib, seed = None,\
                                      use_famd=True)

        out = M1DGMM(y_np, 'auto', r, k, prince_init, var_distrib, nj, it,\
                     eps, maxstep, seed, perform_selec = True, dm = dm)

        mdgmm_res = mdgmm_res.append({'dataset': dataset, 'it_id': i + 1,\
                                      'n_clusters_found': len(set(out['classes'])),\
                                      'r': r, 'k':k,\
                                      'best_r': out['best_r'], 'best_k':out['best_k']},\
                                           ignore_index=True)

#===========================================#
# Running the hierarchical clustering
#===========================================#

hierarch_res = pd.DataFrame(
Пример #9
0
# Running the algorithm
#===========================================#

r = [3, 2, 1]
numobs = len(y)
k = [n_clusters, 2]

seed = 1
init_seed = 2

eps = 1E-05
it = 15
maxstep = 100

# MCA init
prince_init = dim_reduce_init(y, n_clusters, k, r, nj, var_distrib, seed=None)
m, pred = misc(labels_oh, prince_init['classes'], True)
print(m)
print(confusion_matrix(labels_oh, pred))
'''
init = prince_init
y = y_np
seed = None
'''

out = DDGMM(y_np, n_clusters, r, k, prince_init, var_distrib, nj, it,\
            eps, maxstep, seed, perform_selec = False)
m, pred = misc(labels_oh, out['classes'], True)
print(m)
print(confusion_matrix(labels_oh, pred))