def test_james_problem_multiclass(self):
percent = 80
dataset = datasets['uni4large']
#dataset = dataset[:, dataset.a.nonbogus_features]
rfesvm_split = LinearCSVMC()
fs = \
RFE(rfesvm_split.get_sensitivity_analyzer(
postproc=ChainMapper([
#FxMapper('features', l2_normed),
#FxMapper('samples', np.mean),
#FxMapper('samples', np.abs)
FxMapper('features', lambda x: np.argsort(np.abs(x))),
#maxofabs_sample()
mean_sample()
])),
ProxyMeasure(rfesvm_split,
postproc=BinaryFxNode(mean_mismatch_error,
'targets')),
Splitter('train'),
fselector=FractionTailSelector(
percent / 100.0,
mode='select', tail='upper'), update_sensitivity=True)
clf = FeatureSelectionClassifier(
LinearCSVMC(),
# on features selected via RFE
fs)
# update sensitivity at each step (since we're not using the
# same CLF as sensitivity analyzer)
class StoreResults(object):
def __init__(self):
self.storage = []
def __call__(self, data, node, result):
self.storage.append((node.measure.mapper.ca.history,
node.measure.mapper.ca.errors)),
cv_storage = StoreResults()
cv = CrossValidation(clf,
NFoldPartitioner(),
postproc=mean_sample(),
callback=cv_storage,
enable_ca=['stats'])
#cv = SplitClassifier(clf)
try:
error = cv(dataset).samples.squeeze()
except Exception, e:
self.fail('CrossValidation cannot handle classifier with RFE '
'feature selection. Got exception: %s' % (e, ))
def test_james_problem_multiclass(self):
percent = 80
dataset = datasets['uni4large']
#dataset = dataset[:, dataset.a.nonbogus_features]
rfesvm_split = LinearCSVMC()
fs = \
RFE(rfesvm_split.get_sensitivity_analyzer(
postproc=ChainMapper([
#FxMapper('features', l2_normed),
#FxMapper('samples', np.mean),
#FxMapper('samples', np.abs)
FxMapper('features', lambda x: np.argsort(np.abs(x))),
#maxofabs_sample()
mean_sample()
])),
ProxyMeasure(rfesvm_split,
postproc=BinaryFxNode(mean_mismatch_error,
'targets')),
Splitter('train'),
fselector=FractionTailSelector(
percent / 100.0,
mode='select', tail='upper'), update_sensitivity=True)
clf = FeatureSelectionClassifier(
LinearCSVMC(),
# on features selected via RFE
fs)
# update sensitivity at each step (since we're not using the
# same CLF as sensitivity analyzer)
class StoreResults(object):
def __init__(self):
self.storage = []
def __call__(self, data, node, result):
self.storage.append((node.measure.mapper.ca.history,
node.measure.mapper.ca.errors)),
cv_storage = StoreResults()
cv = CrossValidation(clf, NFoldPartitioner(), postproc=mean_sample(),
callback=cv_storage,
enable_ca=['stats'])
#cv = SplitClassifier(clf)
try:
error = cv(dataset).samples.squeeze()
except Exception, e:
self.fail('CrossValidation cannot handle classifier with RFE '
'feature selection. Got exception: %s' % (e,))
def test_james_problem(self):
percent = 80
dataset = datasets['uni2small']
rfesvm_split = LinearCSVMC()
fs = \
RFE(rfesvm_split.get_sensitivity_analyzer(),
ProxyMeasure(rfesvm_split,
postproc=BinaryFxNode(mean_mismatch_error,
'targets')),
Splitter('train'),
fselector=FractionTailSelector(
percent / 100.0,
mode='select', tail='upper'), update_sensitivity=True)
clf = FeatureSelectionClassifier(
LinearCSVMC(),
# on features selected via RFE
fs)
# update sensitivity at each step (since we're not using the
# same CLF as sensitivity analyzer)
class StoreResults(object):
def __init__(self):
self.storage = []
def __call__(self, data, node, result):
self.storage.append((node.measure.mapper.ca.history,
node.measure.mapper.ca.errors)),
cv_storage = StoreResults()
cv = CrossValidation(clf,
NFoldPartitioner(),
postproc=mean_sample(),
callback=cv_storage,
enable_ca=['confusion']) # TODO -- it is stats
#cv = SplitClassifier(clf)
try:
error = cv(dataset).samples.squeeze()
except Exception as e:
self.fail('CrossValidation cannot handle classifier with RFE '
'feature selection. Got exception: %s' % (e, ))
assert (len(cv_storage.storage) == len(dataset.sa['chunks'].unique))
assert (len(cv_storage.storage[0]) == 2)
assert (len(cv_storage.storage[0][0]) == dataset.nfeatures)
self.assertTrue(error < 0.2)
def test_rfe_sensmap():
# http://lists.alioth.debian.org/pipermail/pkg-exppsy-pymvpa/2013q3/002538.html
# just a smoke test. fails with
from mvpa2.clfs.svm import LinearCSVMC
from mvpa2.clfs.meta import FeatureSelectionClassifier
from mvpa2.measures.base import CrossValidation, RepeatedMeasure
from mvpa2.generators.splitters import Splitter
from mvpa2.generators.partition import NFoldPartitioner
from mvpa2.misc.errorfx import mean_mismatch_error
from mvpa2.mappers.fx import mean_sample
from mvpa2.mappers.fx import maxofabs_sample
from mvpa2.generators.base import Repeater
from mvpa2.featsel.rfe import RFE
from mvpa2.featsel.helpers import FractionTailSelector, BestDetector
from mvpa2.featsel.helpers import NBackHistoryStopCrit
from mvpa2.datasets import vstack
from mvpa2.misc.data_generators import normal_feature_dataset
# Let's simulate the beast -- 6 categories total groupped into 3
# super-ordinate, and actually without any 'superordinate' effect
# since subordinate categories independent
fds = normal_feature_dataset(nlabels=3,
snr=1, # 100, # pure signal! ;)
perlabel=9,
nfeatures=6,
nonbogus_features=range(3),
nchunks=3)
clfsvm = LinearCSVMC()
rfesvm = RFE(clfsvm.get_sensitivity_analyzer(postproc=maxofabs_sample()),
CrossValidation(
clfsvm,
NFoldPartitioner(),
errorfx=mean_mismatch_error, postproc=mean_sample()),
Repeater(2),
fselector=FractionTailSelector(0.70, mode='select', tail='upper'),
stopping_criterion=NBackHistoryStopCrit(BestDetector(), 10),
update_sensitivity=True)
fclfsvm = FeatureSelectionClassifier(clfsvm, rfesvm)
sensanasvm = fclfsvm.get_sensitivity_analyzer(postproc=maxofabs_sample())
# manually repeating/splitting so we do both RFE sensitivity and classification
senses, errors = [], []
for i, pset in enumerate(NFoldPartitioner().generate(fds)):
# split partitioned dataset
split = [d for d in Splitter('partitions').generate(pset)]
senses.append(sensanasvm(split[0])) # and it also should train the classifier so we would ask it about error
errors.append(mean_mismatch_error(fclfsvm.predict(split[1]), split[1].targets))
senses = vstack(senses)
errors = vstack(errors)
# Let's compare against rerunning the beast simply for classification with CV
errors_cv = CrossValidation(fclfsvm, NFoldPartitioner(), errorfx=mean_mismatch_error)(fds)
# and they should match
assert_array_equal(errors, errors_cv)
# buggy!
cv_sensana_svm = RepeatedMeasure(sensanasvm, NFoldPartitioner())
senses_rm = cv_sensana_svm(fds)
#print senses.samples, senses_rm.samples
#print errors, errors_cv.samples
assert_raises(AssertionError,
assert_array_almost_equal,
senses.samples, senses_rm.samples)
raise SkipTest("Known failure for repeated measures: https://github.com/PyMVPA/PyMVPA/issues/117")
snr=0,
nonbogus_features=[0, 1])
# signal levels
sigs = [0, 0.5, 1.0, 1.5, 2.0, 2.5, 3.0]
"""
To mimic behavior of hard-margin SVM whenever classes become
separable, which is easier to comprehend, we are intentionally setting
very high C value.
"""
clf = LinearCSVMC(C=1000, enable_ca=['training_stats'])
cve = CrossValidation(clf, NFoldPartitioner(), enable_ca='stats')
sana = clf.get_sensitivity_analyzer(postproc=None)
rs = []
errors, training_errors = [], []
for sig in sigs:
ds = ds_noise.copy()
# introduce signal into the first feature
ds.samples[ds.T == 'L1', 0] += sig
error = np.mean(cve(ds))
sa = sana(ds)
training_error = 1 - clf.ca.training_stats.stats['ACC']
errors.append(error)
training_errors.append(training_error)
nonbogus_features=[0,1])
# signal levels
sigs = [0, 0.5, 1.0, 1.5, 2.0, 2.5, 3.0]
"""
To mimic behavior of hard-margin SVM whenever classes become
separable, which is easier to comprehend, we are intentionally setting
very high C value.
"""
clf = LinearCSVMC(C=1000, enable_ca=['training_stats'])
cve = CrossValidation(clf, NFoldPartitioner(), enable_ca='stats')
sana = clf.get_sensitivity_analyzer(postproc=None)
rs = []
errors, training_errors = [], []
for sig in sigs:
ds = ds_noise.copy()
# introduce signal into the first feature
ds.samples[ds.T == 'L1', 0] += sig
error = np.mean(cve(ds))
sa = sana(ds)
training_error = 1-clf.ca.training_stats.stats['ACC']
errors.append(error)
training_errors.append(training_error)
