def main():
hsic_lasso = HSICLasso()
hsic_lasso.input("../tests/test_data/csv_data_mv.csv",
output_list=['output1', 'output2'])
hsic_lasso.regression(5)
hsic_lasso.dump()
hsic_lasso.plot_path()
def main():
hsic_lasso = HSICLasso()
hsic_lasso.input("../tests/test_data/matlab_data.mat")
#Single core processing
hsic_lasso.regression(5, n_jobs=1)
#Multi-core processing. Use all available cores (default)
hsic_lasso.regression(5, n_jobs=-1)
def hsic(num_features, hsic_data, method='regression'):
hsic_lasso = HSICLasso()
hsic_lasso.input(hsic_data)
if method == 'regression':
hsic_lasso.regression(num_features)
else:
hsic_lasso.classification(num_features)
return hsic_lasso.get_features()
def hsic_sel(csv, no_features, method='classification'):
hsic_lasso = HSICLasso()
hsic_lasso.input(csv)
if method == 'regression':
hsic_lasso.regression(no_features)
else:
hsic_lasso.classification(no_features)
return hsic_lasso.get_features()
def main():
hsic_lasso = HSICLasso()
hsic_lasso.input("../tests/test_data/matlab_data.mat")
#max_neighbors=0 means that we only use the HSIC Lasso features to plot heatmap
hsic_lasso.regression(5, max_neighbors=0)
#Compute linkage
hsic_lasso.linkage()
#Run Hierarchical clustering
# Features are clustered by using HSIC scores
# Samples are clusterd by using Euclid distance
hsic_lasso.plot_heatmap()
def main():
#Numpy array input example
hsic_lasso = HSICLasso()
data = sio.loadmat("../tests/test_data/matlab_data.mat")
X = data['X'].transpose()
Y = data['Y'][0]
featname = ['Feat%d' % x for x in range(1, X.shape[1] + 1)]
hsic_lasso.input(X, Y, featname=featname)
hsic_lasso.regression(5)
hsic_lasso.dump()
hsic_lasso.plot_path()
#Save parameters
hsic_lasso.save_param()
def main():
hsic_lasso = HSICLasso()
#out_list = ['c'+str(i) for i in range(1,51)]
#print (out_list)
hsic_lasso.input("./user_data_new.csv",
output_list=[
'c1', 'c2', 'c3', 'c4', 'c5,', 'c6', 'c7', 'c8', 'c9',
'c10'
])
# ,'c11', 'c12', 'c13', 'c14', 'c15,', 'c16', 'c17', 'c18', 'c19', 'c20','c21', 'c22', 'c23', 'c24', 'c25,', 'c26', 'c27', 'c28', 'c29', 'c30'])
hsic_lasso.regression(100, B=50)
hsic_lasso.dump()
select_index = hsic_lasso.get_index()
print(select_index)
print(hsic_lasso.get_index_score())
#hsic_lasso.plot_path()
print(hsic_lasso.get_features())
X_select = hsic_lasso.X_in[select_index, :]
np.savetxt('X_select.txt', X_select, fmt=str('%.5f'), encoding='utf-8')
def HSICLasso(self):
df_ = self.data.copy()
cols = list(df_.columns)[:-1] + ['class']
df_.columns = cols
hsic_lasso = HSICLasso()
hsic_lasso.input(self.X_train.values, self.Y_train.values)
if self.type == CLASSIFICATION:
hsic_lasso.classification(self.num_top_features)
elif self.type == REGRESSION:
hsic_lasso.regression(self.num_top_features)
feats = [
df_.columns[int(val) - 1] for val in hsic_lasso.get_features()
]
for feat, imp in zip(feats, hsic_lasso.get_index_score()):
features_[feat] = imp
self.report_feature_importance(features_,
self.num_top_features,
label="HSICLasso")
def hsic_lasso_matric(self,
data,
n_jobs=2,
n_sample=False,
frac_sample=False):
'''Calculate hsic lasso (subtract correlation between explanatory variables).
Since the correlation coefficient matrix is not symmetric, it is viewed in the row direction.
The correlation between variable 0 and the other variable is stored as the component on the 0th row,
and the correlation between variable 1 and the other variable is stored as the component on the first row.
n_jobs : (int) Indicates the number of cores to be calculated. -1 for GPU.
data: (numpy or pandas) A data frame that contains all explanatory and objective variables
n_sample : (int) How much random sampling to do. False if not.
If a numerical value is entered, sampling is performed using that number of rows.
frac_sample: [0 ~ 1] (float) Sampled as a percentage of the number of rows. Not used at the same time as n_sample.
'''
data = copy(data)
data = pd.DataFrame(data).dropna()
# Sampling when n_sample contains a numerical value
if not n_sample:
if not frac_sample:
# n_sample=False, frac_sample=False
pass
else:
# n_sample=False, frac_sample=int
data = data.sample(frac=frac_sample, replace=True)
else:
if not frac_sample:
# n_sample=int, frac_sample=False
data = data.sample(n=n_sample, replace=True)
else:
# n_sample=int, frac_sample=int
raise ValueError(
'Please enter a value for `frac` OR `n`, not both')
data = check_array(data, accept_sparse="csc",
dtype=float) # Convert to numpy.ndarray
n_col = data.shape[1]
hsic_array = np.empty((0, n_col - 1), float)
for i in range(n_col):
X = np.delete(data, obj=i, axis=1)
y = data[:, i]
# Calculation of hsic_lasso
hsic_lasso = HSICLasso()
hsic_lasso.input(X, y)
hsic_lasso.regression(num_feat=X.shape[1],
discrete_x=False,
n_jobs=n_jobs)
# hsic_lasso only appears in descending order of score, so sort
hsic_ = np.array(
[hsic_lasso.get_index(),
hsic_lasso.get_index_score()])
hsic_ = hsic_.T # Transpose because it is difficult to use
# Since there are not enough scores that came out, add 0.0 to the index to complement
lack_set = set([x for x in range(X.shape[1])]) - set(hsic_[:, 0])
for lack in lack_set:
lack_list = np.array([[lack, 0.0]])
hsic_ = np.append(hsic_, lack_list, axis=0)
hsic_ = hsic_[np.argsort(hsic_[:, 0])] # Sort by index
hsic_array = np.append(hsic_array,
hsic_[:, 1].reshape(1, -1),
axis=0)
# Since it does not include the correlation component with itself, add 1.0
n_row = hsic_array.shape[0]
for i in range(n_row):
insert_i = (n_row + 1) * i
hsic_array = np.insert(hsic_array, insert_i, 1.0)
self.hsic_lasso = hsic_array.reshape(n_row, -1)
return self.hsic_lasso
def main():
hsic_lasso = HSICLasso()
hsic_lasso.input("../tests/test_data/matlab_data.mat")
hsic_lasso.regression(5)
hsic_lasso.dump()
hsic_lasso.plot_path()
class RegressionTest(unittest.TestCase):
def setUp(self):
self.hsic_lasso = HSICLasso()
def test_regression(self):
np.random.seed(0)
with self.assertRaises(UnboundLocalError):
self.hsic_lasso.regression()
self.hsic_lasso.input("./tests/test_data/matlab_data.mat")
self.hsic_lasso.regression(5, n_jobs = 1)
self.assertEqual(self.hsic_lasso.A, [1099, 99, 199, 1299, 299])
self.hsic_lasso.input("./tests/test_data/matlab_data.mat")
self.hsic_lasso.regression(10, n_jobs = 1)
self.assertEqual(self.hsic_lasso.A, [1099, 99, 199, 1299, 1477,
1405, 1073, 299,1596, 358])
# Blocks
self.hsic_lasso.input("./tests/test_data/matlab_data.mat")
B = int(self.hsic_lasso.X_in.shape[1]/2)
self.hsic_lasso.regression(5, B, 10)
self.assertEqual(self.hsic_lasso.A, [1099, 99, 199, 299, 1299])
self.hsic_lasso.input("./tests/test_data/matlab_data.mat")
B = int(self.hsic_lasso.X_in.shape[1]/2)
self.hsic_lasso.regression(10, B, 10)
self.assertEqual(self.hsic_lasso.A, [1099, 99, 199, 1477, 299,
1299, 1073, 1405, 358, 1596])
# use non-divisor as block size
with warnings.catch_warnings(record=True) as w:
self.hsic_lasso.input("./tests/test_data/csv_data.csv")
B = int(self.hsic_lasso.X_in.shape[1]/2) - 1
n = self.hsic_lasso.X_in.shape[1]
numblocks = n / B
self.hsic_lasso.regression(10, B, 10)
self.assertEqual(self.hsic_lasso.A, [1422, 248, 512, 1581, 1670,
764, 1771, 896, 779, 398])
self.assertEqual(len(w), 1)
self.assertEqual(w[-1].category, RuntimeWarning)
self.assertEqual(str(w[-1].message), "B {} must be an exact divisor of the \
number of samples {}. Number of blocks {} will be approximated to {}.".format(B, n, numblocks, int(numblocks)))
def featureSelection(X, y, method = 'lasso', select = 500):
t0 = time.time()
# sparse (15 seconds)
if method == 'lasso':
from sklearn import linear_model
a = 0.861 if select == 500 else 0.0755
lasso = linear_model.Lasso(alpha = a)
lasso.fit(X,y)
XSelected = X[:,lasso.coef_ != 0]
indices = np.where(lasso.coef_ != 0)
if indices > select:
indices = np.argsort(-lasso.coef_)[:select]
# non-sparse (157 seconds)
if method == 'rf':
from sklearn.ensemble import ExtraTreesRegressor
from sklearn.datasets import load_iris
from sklearn.feature_selection import SelectFromModel
t = ExtraTreesRegressor(n_estimators=50)
t.fit(X, y)
model = SelectFromModel(t, prefit=True,
max_features = select)
XSelected = model.transform(X)
indices = np.where(model.get_support)
# non-sparse (8.5 seconds)
if method == 'svm':
from sklearn.svm import SVR
from sklearn.feature_selection import SelectFromModel
SVMReg = SVR(kernel = 'linear',
gamma='scale', C=1.0, epsilon=0.2)
SVMReg.fit(X, y)
model = SelectFromModel(SVMReg, prefit=True,
max_features = select)
XSelected = model.transform(X)
indices = np.where(model.get_support())
# wrapper model (preset number of features) (1000 seconds / 5000 seconds)
if method == 'hsiclasso':
from pyHSICLasso import HSICLasso
hsic_lasso = HSICLasso()
hsic_lasso.input(X,y)
hsic_lasso.regression(select)
XSelected = X[:,hsic_lasso.get_index()]
indices = hsic_lasso.get_index()
# dimensionality reduction
# PCA
# MDS
# PLS
# DWT
# f = h5py.File('selected/' + str(select) + '/X_' + method + '.hdf5', "w")
# f.create_dataset('X', data=XSelected)
# f.create_dataset('indices', data=indices)
# f.close()
# return indices
np.savetxt('selected/' + str(select) + '/X_' + method + '.dat', indices)
# np.savetxt('selected/' + str(select) + '/X_' + method + '.dat', XSelected)
print("--- %s seconds ---" % (time.time() - t0))