class image_data_repo:
def __init__(self, name='image_', image_feature_dict={}, reconsitution_element_nums=6, error_limit=0.1):
self.name = name
self.image_feature_dict = image_feature_dict.copy()
self.reconsitution_element_nums=reconsitution_element_nums
self.error_limit=error_limit
self.omp=OrthogonalMatchingPursuit(n_nonzero_coefs=reconsitution_element_nums)
def image_nums(self):
return np.size(self.image_feature_dict.keys())
def add_element(self, keys, values):
self.image_feature_dict[keys]=values
def use_image(self, image_feature):
data = np.array(self.image_feature_dict.values()).T
self.omp.fit(data, image_feature)
err = 1 - self.omp.score(data, image_feature)
if err<self.error_limit:
return False,err
else:
return True,err
def update(self):
image_list = self.image_feature_dict.items()
data = np.array([i[1] for i in image_list])
name = [i[0] for i in image_list]
similar_coef = np.amax( np.dot(data.T,data))
filename = name[ np.argmax( similar_coef )]
dst_filename = '';
self.image_feature_dict.pop( filename)
os.system('cp ~/caffe/{} ~/rubbish/'.format(filename))
os.system('rm -f ~/caffe/{}'.format(filename))
return
def omp(data, label, ll, ul, step, weight, state):
kf = KFold(n_splits=10, shuffle=True, random_state=state)
X = data
y = label
r2 = []
mse = []
pred = []
true = []
ilist = []
feature = []
pbar = tnrange(step * 10, desc='loop')
for i in np.linspace(ll, ul, step).astype(int):
r2_single = []
mse_single = []
pred_single = []
true_single = []
feature_single = []
for train_index, test_index in kf.split(X):
y_train, y_test = y[train_index], y[test_index]
X_train_tmp, X_test_tmp = X[train_index], X[test_index]
clf = OrthogonalMatchingPursuit(n_nonzero_coefs=i, normalize=False)
clf.fit(X_train_tmp, np.ravel(y_train))
feature_index = np.where(clf.coef_ > 0)[0]
X_train = X_train_tmp[:, feature_index]
X_test = X_test_tmp[:, feature_index]
svr = svm.SVR(kernel='linear')
svr.fit(X_train, np.ravel(y_train))
y_test_pred = svr.predict(X_test)
feature_single.append(feature_index)
pred_single.append(y_test_pred)
true_single.append(np.ravel(y_test))
r2_single.append(r2_score(y_test, y_test_pred))
mse_single.append(mean_squared_error(y_test, y_test_pred))
pbar.update(1)
r2.append(r2_single)
mse.append(mse_single)
pred.append(pred_single)
true.append(true_single)
feature.append(feature_single)
ilist.append(i)
r2 = np.array(r2)
r2_mean = np.average(r2, axis=1, weights=weight)
pbar.close()
plt.figure()
plt.plot(np.linspace(ll, ul, step), r2_mean)
plt.xlabel('$non-zero coefficients$')
plt.ylabel('$R^2$')
a = np.where(r2_mean == max(r2_mean))[0]
pred = np.array(pred)[a[0]]
true = np.array(true)[a[0]]
r2 = r2[a[0]]
mse = np.array(mse)[a[0]]
feature = np.array(feature)[a[0]]
a = ilist[a[0]]
print('max r2_score=', np.max(r2_mean), ', number of non-zero coefs=', a)
feature = feature[np.where(r2 == max(r2))][0]
print('number of selected features:', len(feature))
return pred, true, r2, mse, feature
def Linear_Regression(R_data): # return data
"""
The R_data is with nXm matrix with n observations and m factors.
Each column will be the time series for each ticker name
"""
# even though we change the order of getting data
#ticker_list = R_data.columns.values
#Depend_sid = ticker_list[sid1]
#Indep_sids = ticker_list[sid2]
sid_list = []
for i in range(0, len(factors)):
sid_list.append(R_data[factors[i]])
Y = R_data[securities[0]]
# del R_data[securities[0]]
# indep = R_data.ix[:,1:len(securities)]
indep = pd.concat(sid_list, axis=1)
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=len(factors),
fit_intercept=True)
omp.fit(indep, Y)
# coef = omp.coef_
# idx_r, = coef.nonzero()
# X = sm.add_constant(indep, prepend=True)
# lm_Result = sm.OLS(Y, X).fit()
return omp
def omp0(y, A, normalize=False, tol=1.0e-6, verbose=False):
r"""omp
Arguments
---------------------
y {[type]} -- [description]
A {[type]} -- [description]
Keyword Arguments
---------------------
alpha {float, optional} -- Constant that multiplies the L1 term. (default: {0.5})
normalize {boolean} -- If True, the regressors X will be normalized before regression by
subtracting the mean and dividing by the l2-norm. (default: {True})
max_iter {int} -- The maximum number of iterations (default: {200})
tol {float} -- The tolerance for the optimization (default: {1.0e-6})
"""
if verbose:
print("================in omp================")
print("===Do OMP...")
rgr_omp = OrthogonalMatchingPursuit(normalize=normalize, tol=tol)
rgr_omp.fit(A, y)
x = rgr_omp.coef_
if verbose:
print("===Done!")
return x
def Linear_Regression(R_data):# return data
"""
The R_data is with nXm matrix with n observations and m factors.
Each column will be the time series for each ticker name
"""
# even though we change the order of getting data
#ticker_list = R_data.columns.values
#Depend_sid = ticker_list[sid1]
#Indep_sids = ticker_list[sid2]
sid_list = []
for i in range(0,len(factors)):
sid_list.append(R_data[factors[i]])
Y = R_data[securities[0]]
# del R_data[securities[0]]
# indep = R_data.ix[:,1:len(securities)]
indep = pd.concat(sid_list, axis=1)
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=len(factors), fit_intercept= True)
omp.fit(indep, Y)
# coef = omp.coef_
# idx_r, = coef.nonzero()
# X = sm.add_constant(indep, prepend=True)
# lm_Result = sm.OLS(Y, X).fit()
return omp
def fit_predict_omp(self, X, y=None):
n_sample = X.shape[0]
H = NRP_ELM(self.n_hidden, sparse=False).fit(X).predict(X)
C = np.zeros((n_sample, n_sample))
# solve sparse self-expressive representation
for i in range(n_sample):
y_i = H[i]
H_i = np.delete(H, i, axis=0)
# H_T = H_i.transpose() # M x (N-1)
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=int(n_sample *
0.5),
tol=1e20)
omp.fit(H_i.transpose(), y_i)
# Normalize the columns of C: ci = ci / ||ci||_ss.
coef = omp.coef_ / np.max(np.abs(omp.coef_))
C[:i, i] = coef[:i]
C[i + 1:, i] = coef[i:]
# compute affinity matrix
L = 0.5 * (np.abs(C) + np.abs(C.T)) # affinity graph
# L = 0.5 * (C + C.T)
self.affinity_matrix = L
# spectral clustering
sc = SpectralClustering(n_clusters=self.n_clusters,
affinity='precomputed')
sc.fit(self.affinity_matrix)
return sc.labels_
def restore_cs1_signal(non_zero_features,
sdm_signal,
transformation,
error_handler=print) -> np.ndarray:
try:
len_non_zero_features = len(non_zero_features[0])
if len_non_zero_features == 0:
raise ValueError("No features in array")
set_sdm_signal = set(sdm_signal)
if set_sdm_signal == {0}:
cs1_signal = [0] * transformation.shape[1]
else:
omp = OrthogonalMatchingPursuit(
n_nonzero_coefs=len_non_zero_features)
omp.fit(transformation, sdm_signal)
cs1_signal = omp.coef_
cs1_signal[cs1_signal != 0] = 1
return cs1_signal
except Exception as error:
if callable(error_handler):
error_handler(error)
else:
print(error)
def OMP(problem, **kwargs):
r"""High level description.
Parameters
----------
problem : type
Description
kwargs : dictionary
kwargs['choose'] must be a positive integer
kwargs['coef_tolerance'] must be a nonnegative float
Returns
-------
"""
data_list = [datum['data']['values'] for datum in problem.data]
data = numpy.array(data_list)
OMP = OrthogonalMatchingPursuit(n_nonzero_coefs=kwargs['choose'])
OMP.fit(data.T, problem.goal['data']['values'])
OMP_coefficients = OMP.coef_
optimum = [
problem.data[index] for index, element in enumerate(OMP_coefficients)
if abs(element) > kwargs['coef_tolerance']
]
maximum = OMP.score(data.T, problem.goal['data']['values'])
return (optimum, maximum)
def csper(t,
y,
fmin=None,
fmax=None,
nfreqs=5000,
nsines=4,
polyorder=2,
sig=5):
trange = np.nanmax(t) - np.nanmin(t)
dt = np.abs(np.nanmedian(t - np.roll(t, -1)))
nt = np.size(t)
# make defaults
if fmin is None:
fmin = 1. / trange
if fmax is None:
fmax = 2. / dt
freqs = np.linspace(fmin, fmax, nfreqs)
df = np.abs(np.nanmedian(freqs - np.roll(freqs, -1)))
X = np.zeros((nt, nfreqs * 2 + polyorder))
# set up matrix of sines and cosines
for j in range(nfreqs):
X[:, j] = np.sin(t * freqs[j])
X[:, nfreqs + j] = np.cos(t * freqs[j])
# now do polynomial bits
for j in range(polyorder):
X[:, -j] = t**(polyorder - j)
n_components, n_features = nfreqs, nt
n_nonzero_coefs = nsines + polyorder
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(X, y - np.nanmedian(y))
coef = omp.coef_
idx_r, = coef[:-polyorder].nonzero()
sines = freqs[idx_r[idx_r < nfreqs]]
cosines = freqs[idx_r[idx_r > nfreqs] - nfreqs]
print 'Sine components:', sines
print 'Cosine components:', cosines
amp_raw = np.sqrt(coef[:nfreqs]**2. + coef[nfreqs:-polyorder]**2)
amp = gaussian_filter1d(amp_raw, sig)
recon = np.dot(X, coef)
output = {
'Frequencies': freqs,
'Raw_Amplitudes': coef[:-polyorder],
'Polynomial': coef[-polyorder:],
'Reconstruction': recon,
'Amplitude': amp
}
return output
def omp_2D(dictionary, samples, n_nonzero_coefs, params=[]):
"""2D Orthogonal Matching Pursuit"""
ompfun = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs,
fit_intercept=False,
normalize=False,
precompute=True)
samples_vec = np.zeros(
(samples.shape[1] * samples.shape[2], samples.shape[0]))
for i in range(samples.shape[0]):
samples_vec[:, i] = samples[i, :, :].T.reshape(samples.shape[1] *
samples.shape[2])
dictionary_vec = np.kron(dictionary[1], dictionary[0])
codes_vec = ompfun.fit(dictionary_vec, samples_vec).coef_.T
#codes_vec = np.zeros((dictionary[0].shape[1]*dictionary[1].shape[1], samples.shape[0]))
#for i in range(samples.shape[0]):
# codes_vec[:, i] = ompfun.fit(dictionary_vec, samples[i, :, :].T.reshape((samples.shape[1]*samples.shape[2]))).coef_.T
err = np.linalg.norm(samples_vec - dictionary_vec @ codes_vec, 'fro')**2
codes = np.zeros(
(samples.shape[0], dictionary[0].shape[1], dictionary[1].shape[1]))
for i in range(samples.shape[0]):
codes[i, :, :] = codes_vec[:, i].reshape(
(dictionary[0].shape[1], dictionary[1].shape[1])).T
return codes, err
def __init__(self, patch_size=(12, 12), max_samples=1000000, **omp_args):
self.patch_size = patch_size
self.max_samples = max_samples
self.omp = OrthogonalMatchingPursuit(**omp_args)
self.D = None
self.data = None
self.components = None
self.zscore = False
self.log_amplitude = False
def omp_batch_recon(signal,
ind,
target_pts,
n_nonzero_coefs=20,
transform='dct',
retCoefs=False):
""" Performs an Orthogonal Matching Pursuit technique, with batch approach
This algorithm is based on Compressed sensing theory and works as a
greedy algorithm to find the sparsest coefficients in a given transform that
fit the input signal.
Then it returns the inverse transform of these coefficients
Parameters
----------
signal : list
the downsampled signal to reconstruct
ind : list
the list of indices corresponding to the position of
the downsampled points
target_pts : integer
the number of points the reconstructed signal should have
n_nonzero_coefs : integer
the number of nonzeros that are supposed to be in
the original signal's transform.
transform : 'dct' or 'dst'
the type of transform to use (discrete cosine or sine transform)
retCeofs : boolean
if True, will return the coefficients of the transform
Returns
-------
x : list
the reconstructed signal
coef : list
the coefficients of the reconstructed signal's transform
"""
if transform == 'dst':
phi = spfft.idst(np.identity(target_pts), axis=0)
else:
phi = spfft.idct(np.identity(target_pts), axis=0)
phi = phi[ind]
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(phi, signal)
coef = omp.coef_
if transform == 'dst':
x = spfft.idst(coef, axis=0) + np.mean(signal)
else:
x = spfft.idct(coef, axis=0) + np.mean(signal)
x = utils.normalize(x)
if retCoefs:
return (x, coef)
else:
return x
def orthogonal_matching_pursuit(A, y, sparsity_level, **kwargs):
""" Orthogonal matching pursuit wrapper for scipy. """
start_time = timer()
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=sparsity_level)
omp.fit(A, y)
elapsed_time = timer() - start_time
coefs = omp.coef_
support = coefs.nonzero()[0]
return coefs, elapsed_time, support
def __init__(self, n_components=49, patch_size=(8,8), max_samples=1000000, **kwargs):
self.omp = OrthogonalMatchingPursuit()
self.n_components = n_components
self.patch_size = patch_size
self.max_samples = max_samples
self.D = None
self.data = None
self.components = None
self.standardize=False
def __init__(self,
name='image_',
image_feature_dict={},
reconsitution_element_nums=8,
error_limit=0.2):
self.name = name
self.image_feature_dict = image_feature_dict.copy()
self.reconsitution_element_nums = reconsitution_element_nums
self.error_limit = error_limit
self.omp = OrthogonalMatchingPursuit(
n_nonzero_coefs=reconsitution_element_nums)
def test_omp_reaches_least_squares():
# Use small simple data; it's a sanity check but OMP can stop early
rng = check_random_state(0)
n_samples, n_features = (10, 8)
n_targets = 3
X = rng.randn(n_samples, n_features)
Y = rng.randn(n_samples, n_targets)
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_features)
lstsq = LinearRegression()
omp.fit(X, Y)
lstsq.fit(X, Y)
assert_array_almost_equal(omp.coef_, lstsq.coef_)
def test_omp_reaches_least_squares():
# Use small simple area_data; it's a sanity check but OMP can stop early
rng = check_random_state(0)
n_samples, n_features = (10, 8)
n_targets = 3
X = rng.randn(n_samples, n_features)
Y = rng.randn(n_samples, n_targets)
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_features)
lstsq = LinearRegression()
omp.fit(X, Y)
lstsq.fit(X, Y)
assert_array_almost_equal(omp.coef_, lstsq.coef_)
def GetNeighborDims(data, paras):
ndata, ndim=data.shape
kND=paras["kND"]
objOMP=OMP(n_nonzero_coefs=kND)
idxDict=npy.ones(ndim, dtype=npy.bool)
w=npy.zeros((ndim-1, ndim), dtype=npy.float32)
for kk in range(ndim):
idxDict.fill(True)
idxDict[kk]=False
objOMP.fit(data[:,idxDict], data[:,kk])
w[:,kk]=objOMP.coef_.astype(npy.float32)
return w
def test_omp_cv():
y_ = y[:, 0]
gamma_ = gamma[:, 0]
ompcv = OrthogonalMatchingPursuitCV(normalize=True, fit_intercept=False,
max_iter=10, cv=5)
ompcv.fit(X, y_)
assert_equal(ompcv.n_nonzero_coefs_, n_nonzero_coefs)
assert_array_almost_equal(ompcv.coef_, gamma_)
omp = OrthogonalMatchingPursuit(normalize=True, fit_intercept=False,
n_nonzero_coefs=ompcv.n_nonzero_coefs_)
omp.fit(X, y_)
assert_array_almost_equal(ompcv.coef_, omp.coef_)
def _estimate_X(self,Y,A):
if self.num_of_NZ is None:
n_nonzero_coefs = np.ceil(0.1 * A.shape[1])
else:
n_nonzero_coefs = self.num_of_NZ
omp = OrthogonalMatchingPursuit(n_nonzero_coefs = int(n_nonzero_coefs))
for j in range(A.shape[1]):
A[:,j] /= max(np.linalg.norm(A[:,j]),1e-20)
omp.fit(A,Y)
return omp.coef_.T
def test_omp_cv():
y_ = y[:, 0]
gamma_ = gamma[:, 0]
ompcv = OrthogonalMatchingPursuitCV(normalize=True, fit_intercept=False,
max_iter=10, cv=5)
ompcv.fit(X, y_)
assert_equal(ompcv.n_nonzero_coefs_, n_nonzero_coefs)
assert_array_almost_equal(ompcv.coef_, gamma_)
omp = OrthogonalMatchingPursuit(normalize=True, fit_intercept=False,
n_nonzero_coefs=ompcv.n_nonzero_coefs_)
omp.fit(X, y_)
assert_array_almost_equal(ompcv.coef_, omp.coef_)
def classify_OMP(train, test): from sklearn.linear_model import OrthogonalMatchingPursuit as OMP x, y = train ydim = np.unique(y).shape[0] y = [tovec(yi, ydim) for yi in y] clf = OMP() clf.fit(x, y) x, y = test proba = clf.predict(x) return proba
def constrained_binary_solve(
w, psi, fit_intercept=True, normalize=True, precompute="auto"
):
if ndim(w) != 1:
raise ValueError(
f"w must be a 1D vector; received a vector of dimension {ndim(w)}"
)
model = OrthogonalMatchingPursuit(
tol=0, fit_intercept=fit_intercept, normalize=normalize, precompute=precompute
)
model.fit(psi, w)
return model.coef_
def fit_model_14(self,toWrite=False):
model = OrthogonalMatchingPursuit()
for data in self.cv_data:
X_train, X_test, Y_train, Y_test = data
model.fit(X_train,Y_train)
pred = model.predict(X_test)
print("Model 14 score %f" % (logloss(Y_test,pred),))
if toWrite:
f2 = open('model14/model.pkl','w')
pickle.dump(model,f2)
f2.close()
def _solver_OMP(A, b, K):
"""
Find a K-sparse solution to Ax = b.
@param K Sparsity of the solution.
"""
from sklearn.linear_model import OrthogonalMatchingPursuit as OMP
omp = OMP(n_nonzero_coefs=K)
omp.fit(A, b)
x = omp.coef_
return x
class _OrthogonalMatchingPursuitImpl:
def __init__(self, **hyperparams):
self._hyperparams = hyperparams
self._wrapped_model = Op(**self._hyperparams)
def fit(self, X, y=None):
if y is not None:
self._wrapped_model.fit(X, y)
else:
self._wrapped_model.fit(X)
return self
def predict(self, X):
return self._wrapped_model.predict(X)
def solve_preconditioned_orthogonal_matching_pursuit(basis_matrix_func,
samples,values,
precond_func,
tol=1e-8):
from sklearn.linear_model import OrthogonalMatchingPursuit
basis_matrix = basis_matrix_func(samples)
weights = precond_func(basis_matrix,samples)
basis_matrix = basis_matrix*weights[:,np.newaxis]
rhs = values*weights[:,np.newaxis]
omp = OrthogonalMatchingPursuit(tol=tol,fit_intercept=False)
omp.fit(basis_matrix, rhs)
coef = omp.coef_
print('nnz_terms',np.count_nonzero(coef))
return coef[:,np.newaxis]
def test_omp_cv():
# FIXME: This test is unstable on Travis, see issue #3190 for more detail.
check_skip_travis()
y_ = y[:, 0]
gamma_ = gamma[:, 0]
ompcv = OrthogonalMatchingPursuitCV(normalize=True, fit_intercept=False,
max_iter=10, cv=5)
ompcv.fit(X, y_)
assert_equal(ompcv.n_nonzero_coefs_, n_nonzero_coefs)
assert_array_almost_equal(ompcv.coef_, gamma_)
omp = OrthogonalMatchingPursuit(normalize=True, fit_intercept=False,
n_nonzero_coefs=ompcv.n_nonzero_coefs_)
omp.fit(X, y_)
assert_array_almost_equal(ompcv.coef_, omp.coef_)
def test_scaling_with_gram():
omp1 = OrthogonalMatchingPursuit(n_nonzero_coefs=1,
fit_intercept=False, normalize=False)
omp2 = OrthogonalMatchingPursuit(n_nonzero_coefs=1,
fit_intercept=True, normalize=False)
omp3 = OrthogonalMatchingPursuit(n_nonzero_coefs=1,
fit_intercept=False, normalize=True)
f, w = assert_warns, DeprecationWarning
f(w, omp1.fit, X, y, Gram=G)
f(w, omp1.fit, X, y, Gram=G, Xy=Xy)
f(w, omp2.fit, X, y, Gram=G)
f(w, omp2.fit, X, y, Gram=G, Xy=Xy)
f(w, omp3.fit, X, y, Gram=G)
f(w, omp3.fit, X, y, Gram=G, Xy=Xy)
def compare_linear_classifiers():
# No way
# Lars
# LassoLars
# Lasso
# ElasticNet
# HuberRegressor
# Hinge
# SGDRegressor
# Ridge
# RANSACRegressor
# TheilSenRegressor
classifiers = (
# ScikitClassifierWrapper(ElasticNetCV(cv=5, eps=0.01)),
ScikitClassifierWrapper(SGDClassifier(max_iter=1000, tol=0.01)),
ScikitClassifierWrapper(LogisticRegression()),
ScikitClassifierWrapper(RidgeClassifier()),
ScikitClassifierWrapper(LogisticRegressionCV()),
ScikitClassifierWrapper(OrthogonalMatchingPursuit()),
ScikitClassifierWrapper(PassiveAggressiveClassifier()),
ScikitClassifierWrapper(Perceptron(max_iter=1000, tol=0.01)),
)
cc = ClassifierComparator(classifiers=classifiers)
cc.load_data()
cc.train_classifiers(save_trained=False)
cc.compare()
def get_regressors_variable(nmodels='all'):
"""
Returns one of or all variable selection regressors
"""
# 1. Elastic net
lr1 = ElasticNet()
# 2. Elastic net
lr2 = Lars()
# 3. Lasso
lr3 = Lasso()
# 4. LassoLars
lr4 = LassoLars()
# 5. OrthogonalMatchingPursuit
lr5 = OrthogonalMatchingPursuit()
if (nmodels == 'all'):
models = [lr1, lr2, lr3, lr4, lr5]
else:
models = ['lr' + str(nmodels)]
return models
def test_transform_target_regressor_error():
X, y = friedman
# provide a transformer and functions at the same time
regr = TransformedTargetRegressor(regressor=LinearRegression(),
transformer=StandardScaler(),
func=np.exp,
inverse_func=np.log)
with pytest.raises(ValueError,
match="'transformer' and functions"
" 'func'/'inverse_func' cannot both be set."):
regr.fit(X, y)
# fit with sample_weight with a regressor which does not support it
sample_weight = np.ones((y.shape[0], ))
regr = TransformedTargetRegressor(regressor=OrthogonalMatchingPursuit(),
transformer=StandardScaler())
with pytest.raises(TypeError,
match=r"fit\(\) got an unexpected "
"keyword argument 'sample_weight'"):
regr.fit(X, y, sample_weight=sample_weight)
# func is given but inverse_func is not
regr = TransformedTargetRegressor(func=np.exp)
with pytest.raises(ValueError,
match="When 'func' is provided, "
"'inverse_func' must also be provided"):
regr.fit(X, y)
def _orthogonal_matching_pursuit(response_mat, diff_vec, opt):
""" Calculated n_correctors via orthogonal matching pursuit"""
if opt.n_correctors is None:
raise ValueError(
"n_correctors setting needed for orthogonal matching pursuit.")
# return orthogonal_mp(response_mat, diff_vec, opt.n_correctors)
res = OrthogonalMatchingPursuit(opt.n_correctors).fit(
response_mat, diff_vec)
coef = res.coef_
LOG.debug("Orthogonal Matching Pursuit Results:")
LOG.debug(" Chosen variables: {:s}".format(
str(response_mat.columns.values[coef.nonzero()])))
LOG.debug(" Score: {:f}".format(res.score(response_mat, diff_vec)))
return coef
def get_model_from_name(model_name):
model_map = {
# Classifiers
'LogisticRegression': LogisticRegression(n_jobs=-2),
'RandomForestClassifier': RandomForestClassifier(n_jobs=-2),
'RidgeClassifier': RidgeClassifier(),
'XGBClassifier': xgb.XGBClassifier(),
'GradientBoostingClassifier': GradientBoostingClassifier(),
'SGDClassifier': SGDClassifier(n_jobs=-1),
'Perceptron': Perceptron(n_jobs=-1),
'PassiveAggressiveClassifier': PassiveAggressiveClassifier(),
# Regressors
'LinearRegression': LinearRegression(n_jobs=-2),
'RandomForestRegressor': RandomForestRegressor(n_jobs=-2),
'Ridge': Ridge(),
'XGBRegressor': xgb.XGBRegressor(),
'ExtraTreesRegressor': ExtraTreesRegressor(n_jobs=-1),
'AdaBoostRegressor': AdaBoostRegressor(n_estimators=5),
'RANSACRegressor': RANSACRegressor(),
'GradientBoostingRegressor': GradientBoostingRegressor(presort=False),
'Lasso': Lasso(),
'ElasticNet': ElasticNet(),
'LassoLars': LassoLars(),
'OrthogonalMatchingPursuit': OrthogonalMatchingPursuit(),
'BayesianRidge': BayesianRidge(),
'ARDRegression': ARDRegression(),
'SGDRegressor': SGDRegressor(shuffle=False),
'PassiveAggressiveRegressor':
PassiveAggressiveRegressor(shuffle=False),
# Clustering
'MiniBatchKMeans': MiniBatchKMeans(n_clusters=8)
}
return model_map[model_name]
def run(self):
params = {'n_nonzero_coefs': self.n_coef_spin.value(),
'fit_intercept': self.fitInterceptCheckBox.isChecked(),
'normalize': self.normalizeCheckBox.isChecked(),
'precompute': True}
return params, self.getChangedValues(params, OrthogonalMatchingPursuit())
def __init__(self, models_parameters, base_forest_estimator):
if models_parameters.extraction_strategy == 'omp_nn':
self._omp = NonNegativeOrthogonalMatchingPursuit(
max_iter=models_parameters.extracted_forest_size,
intermediate_solutions_sizes=models_parameters.
intermediate_solutions_sizes,
fill_with_final_solution=True)
else:
# fit_intercept shouldn't be set to False as the data isn't necessarily centered here
# normalization is handled outsite OMP
self._omp = OrthogonalMatchingPursuit(
n_nonzero_coefs=models_parameters.extracted_forest_size,
fit_intercept=True,
normalize=False)
super().__init__(models_parameters, base_forest_estimator)
def __init__(self, patch_size=(12,12), max_samples=1000000, **omp_args):
self.patch_size = patch_size
self.max_samples = max_samples
self.omp = OrthogonalMatchingPursuit(**omp_args)
self.D = None
self.data = None
self.components = None
self.zscore=False
self.log_amplitude=False
def __init__(self, n_components=49, patch_size=(8,8), max_samples=1000000, **kwargs):
self.omp = OrthogonalMatchingPursuit()
self.n_components = n_components
self.patch_size = patch_size
self.max_samples = max_samples
self.D = None
self.data = None
self.components = None
self.standardize=False
def SparseDeconvolution(x,y,p,rtype='omp'):
from numpy import zeros, hstack, floor, array, shape, sign
from scipy.linalg import toeplitz, norm
from sklearn.linear_model import OrthogonalMatchingPursuit, Lasso
xm = x[abs(x).argmax()]
# x = (x.copy())/xm
x = (x.copy())/xm
x = x/norm(x)
y = (y.copy())/xm
Nx=len(x)
Ny=len(y)
X = toeplitz(hstack((x,zeros(Nx+Ny-2))),r=zeros(Ny+Nx-1))
Y = hstack((zeros(Nx-1),y,zeros(Nx-1)))
if (rtype=='omp')&(type(p)==int):
model = OrthogonalMatchingPursuit(n_nonzero_coefs=p,normalize=False)
elif (rtype=='omp')&(p<1.0):
model = OrthogonalMatchingPursuit(tol=p,normalize=False)
elif (rtype=='lasso'):
model = Lasso(alpha=p)
model.fit(X,Y)
h = model.coef_
b = model.intercept_
return Y-b,X,h
def CSSK(h,const=5.0,noise=0.0000001):
"""Compressed Sensing replacement of Fourier Transform on 1D array h
* REQUIRES CVXPY PACKAGE *
h = sampled time signal
const = scalar multiple dimension of h, larger values give greater
resolution albeit with increased cost.
noise = scalar constant to account for numerical noise
returns:
g = fourier transform h to frequency domain using CS technique
"""
h = np.asarray(h, dtype=float)
Nt = len(h)
Nw = int(const*Nt)
t = np.arange(Nt)
w = np.arange(Nw)
#F = np.sin(2 * np.pi * np.outer(t,w) / Nw)
F = (1/np.float(Nw))*np.sin(2.0*np.pi*np.outer(t,w)/np.float(Nw))
#omp_cv = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
#omp_cv = OrthogonalMatchingPursuitCV(verbose=True,normalize=True)
omp_cv = OrthogonalMatchingPursuit(tol=noise)
omp_cv.fit(F, h)
coef = omp_cv.coef_
#idx_r, = coef.nonzero()
g = coef
### begin using cvxpy
#g = cvx.Variable(Nw)
## min |g|_1 subject to |F.g - h|_2 < noise
#objective = cvx.Minimize(cvx.norm(g,1))
#constraints = [cvx.norm(F*g - h,2) <= noise]
#prob = cvx.Problem(objective, constraints)
#prob.solve(solver='SCS',verbose=True)
#g = np.asarray(g.value)
#g = g[:,0]
### end using cvxpy
return g
def test_estimator_shapes():
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(X, y[:, 0])
assert_equal(omp.coef_.shape, (n_features,))
assert_equal(omp.intercept_.shape, ())
assert_true(count_nonzero(omp.coef_) <= n_nonzero_coefs)
omp.fit(X, y)
assert_equal(omp.coef_.shape, (n_targets, n_features))
assert_equal(omp.intercept_.shape, (n_targets,))
assert_true(count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs)
omp.fit(X, y[:, 0], Gram=G, Xy=Xy[:, 0])
assert_equal(omp.coef_.shape, (n_features,))
assert_equal(omp.intercept_.shape, ())
assert_true(count_nonzero(omp.coef_) <= n_nonzero_coefs)
omp.fit(X, y, Gram=G, Xy=Xy)
assert_equal(omp.coef_.shape, (n_targets, n_features))
assert_equal(omp.intercept_.shape, (n_targets,))
assert_true(count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs)
def test_estimator():
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(X, y[:, 0])
assert_equal(omp.coef_.shape, (n_features,))
assert_equal(omp.intercept_.shape, ())
assert_true(count_nonzero(omp.coef_) <= n_nonzero_coefs)
omp.fit(X, y)
assert_equal(omp.coef_.shape, (n_targets, n_features))
assert_equal(omp.intercept_.shape, (n_targets,))
assert_true(count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs)
omp.set_params(fit_intercept=False, normalize=False)
assert_warns(DeprecationWarning, omp.fit, X, y[:, 0], Gram=G, Xy=Xy[:, 0])
assert_equal(omp.coef_.shape, (n_features,))
assert_equal(omp.intercept_, 0)
assert_true(count_nonzero(omp.coef_) <= n_nonzero_coefs)
assert_warns(DeprecationWarning, omp.fit, X, y, Gram=G, Xy=Xy)
assert_equal(omp.coef_.shape, (n_targets, n_features))
assert_equal(omp.intercept_, 0)
assert_true(count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs)
class SparseApproxSpectrum(object):
def __init__(self, n_components=49, patch_size=(8,8), max_samples=1000000, **kwargs):
self.omp = OrthogonalMatchingPursuit()
self.n_components = n_components
self.patch_size = patch_size
self.max_samples = max_samples
self.D = None
self.data = None
self.components = None
self.standardize=False
def _extract_data_patches(self, X):
self.X = X
data = extract_patches_2d(X, self.patch_size)
data = data.reshape(data.shape[0], -1)
if len(data)>self.max_samples:
data = np.random.permutation(data)[:self.max_samples]
print data.shape
if self.standardize:
self.mn = np.mean(data, axis=0)
self.std = np.std(data, axis=0)
data -= self.mn
data /= self.std
self.data = data
def extract_codes(self, X, standardize=False):
self.standardize=standardize
self._extract_data_patches(X)
self.dico = MiniBatchDictionaryLearning(n_components=self.n_components, alpha=1, n_iter=500)
print "Dictionary learning from data..."
self.D = self.dico.fit(self.data)
return self
def plot_codes(self, cbar=False, **kwargs):
#plt.figure(figsize=(4.2, 4))
N = int(np.ceil(np.sqrt(self.n_components)))
kwargs.setdefault('cmap', pl.cm.gray_r)
kwargs.setdefault('origin','bottom')
kwargs.setdefault('interpolation','nearest')
for i, comp in enumerate(self.D.components_):
plt.subplot(N, N, i + 1)
comp = comp * self.std + self.mn if self.standardize else comp
plt.imshow(comp.reshape(self.patch_size), **kwargs)
if cbar:
plt.colorbar()
plt.xticks(())
plt.yticks(())
plt.suptitle('Dictionary learned from spectrum patches\n', fontsize=16)
plt.subplots_adjust(0.08, 0.02, 0.92, 0.85, 0.08, 0.23)
def extract_audio_dir_codes(self, dir_expr='/home/mkc/exp/FMRI/stimuli/Wav6sRamp/*.wav',**kwargs):
flist=glob.glob(dir_expr)
self.X = np.vstack([feature_scale(LogFrequencySpectrum(f, nbpo=24, nhop=1024).X,normalize=1).T for f in flist]).T
self.D = extract_codes(self.X, **kwargs)
self.plot_codes(**kwargs)
return self
def _get_approximation_coefs(self,data, components):
w = np.array([self.omp.fit(components.T, d.T).coef_ for d in data])
return w
def reconstruct_spectrum(self, w=None, randomize=False):
data = self.data
components = self.D.components_
if w is None:
self.w = self._get_approximation_coefs(data, components)
w = self.w
if self.standardize:
for comp in components: comp = comp * self.std + self.mn
if randomize:
components = np.random.permutation(components)
recon = np.dot(w, components).reshape(-1,self.patch_size[0],self.patch_size[1])
self.X_hat = reconstruct_from_patches_2d(recon, self.X.shape)
return self
def reconstruct_individual_spectra(self, w=None, randomize=False, plotting=False, **kwargs):
self.reconstruct_spectrum(w,randomize)
w, components = self.w, self.D.components_
self.X_hat_l = []
for i in range(len(self.w.T)):
r=np.array((np.matrix(w)[:,i]*np.matrix(components)[i,:])).reshape(-1,self.patch_size[0],self.patch_size[1])
self.X_hat_l.append(reconstruct_from_patches_2d(r, self.X.shape))
if plotting:
plt.figure()
for k in range(self.n_components):
plt.subplot(self.n_components**0.5,self.n_components**0.5,k+1)
feature_plot(self.X_hat_l[k],nofig=1,**kwargs)
return self
class SparseApproxSpectrum(object):
"""class for 2D patch analysis of audio files
initialization:
patch_size - size of time-frequency 2D patches in spectrogram units (freq,time) [(12,12)]
max_samples - if num audio patches exceeds this threshold, randomly sample spectrum [1000000]
**omp_args - keyword arguments to OrthogonalMatchingPursuit(...) [None]
"""
def __init__(self, patch_size=(12,12), max_samples=1000000, **omp_args):
self.patch_size = patch_size
self.max_samples = max_samples
self.omp = OrthogonalMatchingPursuit(**omp_args)
self.D = None
self.data = None
self.components = None
self.zscore=False
self.log_amplitude=False
def _extract_data_patches(self, X, zscore, log_amplitude):
"utility method for converting spectrogram data to 2D patches "
self.zscore=zscore
self.log_amplitude=log_amplitude
self.X = X
if self.log_amplitude:
X = np.log(1+X)
data = extract_patches_2d(X, self.patch_size)
data = data.reshape(data.shape[0], -1)
if len(data)>self.max_samples:
data = np.random.permutation(data)[:self.max_samples]
print data.shape
if self.zscore:
self.mn = np.mean(data, axis=0)
self.std = np.std(data, axis=0)
data -= self.mn
data /= self.std
self.data = data
def make_gabor_field(self, X, zscore=True, log_amplitude=True, thetas=range(4),
sigmas=(1,3), frequencies=(0.05, 0.25)) :
"""Given a spectrogram, prepare 2D patches and Gabor filter bank kernels
inputs:
X - spectrogram data (frequency x time)
zscore - whether to zscore the ensemble of 2D patches [True]
log_amplitude - whether to apply log(1+X) scaling of spectrogram data [True]
thetas - list of 2D Gabor filter orientations in units of pi/4. [range(4)]
sigmas - list of 2D Gabor filter standard deviations in oriented direction [(1,3)]
frequencies - list of 2D Gabor filter frequencies [(0.05,0.25)]
outputs:
self.data - 2D patches of input spectrogram
self.D.components_ - Gabor dictionary of thetas x sigmas x frequencies atoms
"""
self._extract_data_patches(X, zscore, log_amplitude)
self.n_components = len(thetas)*len(sigmas)*len(frequencies)
self.thetas = thetas
self.sigmas = sigmas
self.frequencies = frequencies
a,b = self.patch_size
self.kernels = []
for theta in thetas:
theta = theta / 4. * np.pi
for sigma in sigmas:
for frequency in frequencies:
kernel = np.real(gabor_kernel(frequency, theta=theta,
sigma_x=sigma, sigma_y=sigma))
c,d = kernel.shape
if c<=a:
z = np.zeros(self.patch_size)
z[(a/2-c/2):(a/2-c/2+c),(b/2-d/2):(b/2-d/2+d)] = kernel
else:
z = kernel[(c/2-a/2):(c/2-a/2+a),(d/2-b/2):(d/2-b/2+b)]
self.kernels.append(z.flatten())
class Bunch:
def __init__(self, **kwds):
self.__dict__.update(kwds)
self.D = Bunch(components_ = np.vstack(self.kernels))
def extract_codes(self, X, n_components=16, zscore=True, log_amplitude=True, **mbl_args):
"""Given a spectrogram, learn a dictionary of 2D patch atoms from spectrogram data
inputs:
X - spectrogram data (frequency x time)
n_components - how many components to extract [16]
zscore - whether to zscore the ensemble of 2D patches [True]
log_amplitude - whether to apply log(1+X) scaling of spectrogram data [True]
**mbl_args - keyword arguments for MiniBatchDictionaryLearning.fit(...) [None]
outputs:
self.data - 2D patches of input spectrogram
self.D.components_ - dictionary of learned 2D atoms for sparse coding
"""
self._extract_data_patches(X, zscore, log_amplitude)
self.n_components = n_components
self.dico = MiniBatchDictionaryLearning(n_components=self.n_components, **mbl_args)
print "Dictionary learning from data..."
self.D = self.dico.fit(self.data)
def plot_codes(self, cbar=False, show_axis=False, **kwargs):
"plot the learned or generated 2D sparse code dictionary"
N = int(np.ceil(np.sqrt(self.n_components)))
kwargs.setdefault('cmap', plt.cm.gray_r)
kwargs.setdefault('origin','bottom')
kwargs.setdefault('interpolation','nearest')
for i, comp in enumerate(self.D.components_):
plt.subplot(N, N, i+1)
plt.imshow(comp.reshape(self.patch_size), **kwargs)
if cbar:
plt.colorbar()
if not show_axis:
plt.axis('off')
plt.xticks(())
plt.yticks(())
plt.title('%d'%(i))
plt.suptitle('Dictionary of Spectrum Patches\n', fontsize=14)
plt.subplots_adjust(0.08, 0.02, 0.92, 0.85, 0.08, 0.23)
def extract_audio_dir_codes(self, dir_expr='/home/mkc/exp/FMRI/stimuli/Wav6sRamp/*.wav', **mbl_args):
"""apply dictionary learning to entire directory of audio files (requires LOTS of RAM)
inputs:
**mbl_args - keyword arguments for MiniBatchDictionaryLearning.fit(...) [None]
"""
flist=glob.glob(dir_expr)
self.X = np.vstack([br.feature_scale(br.LogFrequencySpectrum(f, nbpo=24, nhop=1024).X,normalize=1).T for f in flist]).T
self.D = extract_codes(self.X, **mbl_args)
def _get_approximation_coefs(self, data, components):
"""utility function to fit dictionary components to data
inputs:
data - spectrogram data (frqeuency x time) [None]
components - the dictionary components to fit to the data [None]
"""
w = np.array([self.omp.fit(components.T, d.T).coef_ for d in data])
return w
def reconstruct_spectrum(self, w=None, randomize=False):
"""reconstruct by fitting current 2D dictionary to self.data
inputs:
w - per-component reconstruction weights [None=calculate weights]
randomize - randomly permute components after getting weights [False]
returns:
self.X_hat - spectral reconstruction of self.data
"""
data = self.data
components = self.D.components_
if w is None:
self.w = self._get_approximation_coefs(data, components)
w = self.w
if randomize:
components = np.random.permutation(components)
recon = np.dot(w, components)
if self.zscore:
recon = recon * self.std
recon = recon + self.mn
recon = recon.reshape(-1, *self.patch_size)
self.X_hat = reconstruct_from_patches_2d(recon, self.X.shape)
if self.log_amplitude:
self.X_hat = np.exp(self.X_hat) - 1.0 # invert log transform
def reconstruct_individual_spectra(self, w=None, randomize=False, plotting=False, rectify=True, **kwargs):
"""fit each dictionary component to self.data
inputs:
w - per-component reconstruction weights [None=calculate weights]
randomize - randomly permute components after getting weights [False]
plotting - whether to subplot individual spectrum reconstructions [True]
rectify- remove negative ("dark energy") from individual reconstructions [True]
**kwargs - keyword arguments for plotting
returns:
self.X_hat_l - list of indvidual spectrum reconstructions per dictionary atom
"""
omp_args = {}
self.reconstruct_spectrum(w, randomize, **omp_args)
w, components = self.w, self.D.components_
self.X_hat_l = []
for i in range(len(self.w.T)):
r=np.array((np.matrix(w)[:,i]*np.matrix(components)[i,:])).reshape(-1,*self.patch_size)
X_hat = reconstruct_from_patches_2d(r, self.X.shape)
if self.log_amplitude:
X_hat = np.exp(X_hat) - 1.0
if rectify: # half wave rectification
X_hat[X_hat<0] = 0
self.X_hat_l.append(X_hat)
if plotting:
self.plot_individual_spectra(**kwargs)
def plot_individual_spectra(self, **kwargs):
"plot individual spectrum reconstructions for self.X_hat_l"
if self.X_hat_l is None: return
plt.figure()
rn = np.ceil(self.n_components**0.5)
for k in range(self.n_components):
plt.subplot(rn,rn,k+1)
br.feature_plot(self.X_hat_l[k], nofig=1, **kwargs)
plt.title('%d'%(k))
plt.suptitle('Component Reconstructions\n', fontsize=14)
# distort the clean signal
##########################
y_noisy = y + 0.05 * np.random.randn(len(y))
# plot the sparse signal
########################
pl.figure(figsize=(7, 7))
pl.subplot(4, 1, 1)
pl.xlim(0, 512)
pl.title("Sparse signal")
pl.stem(idx, w[idx])
# plot the noise-free reconstruction
####################################
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(X, y)
coef = omp.coef_
idx_r, = coef.nonzero()
pl.subplot(4, 1, 2)
pl.xlim(0, 512)
pl.title("Recovered signal from noise-free measurements")
pl.stem(idx_r, coef[idx_r])
# plot the noisy reconstruction
###############################
omp.fit(X, y_noisy)
coef = omp.coef_
idx_r, = coef.nonzero()
pl.subplot(4, 1, 3)
pl.xlim(0, 512)
def orthogonal_matching_pursuit(y, D):
omp = OrthogonalMatchingPursuit()
omp.fit(D, y)
return omp
def test_scaling_with_gram():
with warnings.catch_warnings(record=True) as w:
warnings.simplefilter("always")
# Use only 1 nonzero coef to be faster and to avoid warnings
omp1 = OrthogonalMatchingPursuit(n_nonzero_coefs=1, fit_intercept=False, normalize=False)
omp2 = OrthogonalMatchingPursuit(n_nonzero_coefs=1, fit_intercept=True, normalize=False)
omp3 = OrthogonalMatchingPursuit(n_nonzero_coefs=1, fit_intercept=False, normalize=True)
omp1.fit(X, y, Gram=G)
omp1.fit(X, y, Gram=G, Xy=Xy)
assert_true(len(w) == 0)
omp2.fit(X, y, Gram=G)
assert_true(len(w) == 1)
omp2.fit(X, y, Gram=G, Xy=Xy)
assert_true(len(w) == 2)
omp3.fit(X, y, Gram=G)
assert_true(len(w) == 3)
omp3.fit(X, y, Gram=G, Xy=Xy)
assert_true(len(w) == 4)
def test_estimator():
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(X, y[:, 0])
assert_equal(omp.coef_.shape, (n_features,))
assert_equal(omp.intercept_.shape, ())
assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs)
omp.fit(X, y)
assert_equal(omp.coef_.shape, (n_targets, n_features))
assert_equal(omp.intercept_.shape, (n_targets,))
assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs)
omp.set_params(fit_intercept=False, normalize=False)
omp.fit(X, y[:, 0])
assert_equal(omp.coef_.shape, (n_features,))
assert_equal(omp.intercept_, 0)
assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs)
omp.fit(X, y)
assert_equal(omp.coef_.shape, (n_targets, n_features))
assert_equal(omp.intercept_, 0)
assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs)
def test_estimator():
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(X, y[:, 0])
assert_equal(omp.coef_.shape, (n_features,))
assert_equal(omp.intercept_.shape, ())
assert np.count_nonzero(omp.coef_) <= n_nonzero_coefs
omp.fit(X, y)
assert_equal(omp.coef_.shape, (n_targets, n_features))
assert_equal(omp.intercept_.shape, (n_targets,))
assert np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs
coef_normalized = omp.coef_[0].copy()
omp.set_params(fit_intercept=True, normalize=False)
omp.fit(X, y[:, 0])
assert_array_almost_equal(coef_normalized, omp.coef_)
omp.set_params(fit_intercept=False, normalize=False)
omp.fit(X, y[:, 0])
assert np.count_nonzero(omp.coef_) <= n_nonzero_coefs
assert_equal(omp.coef_.shape, (n_features,))
assert_equal(omp.intercept_, 0)
omp.fit(X, y)
assert_equal(omp.coef_.shape, (n_targets, n_features))
assert_equal(omp.intercept_, 0)
assert np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs
for i in range(n_features):
print "Count %d of %d" % ((i + 1), n_features)
clf = SVC(kernel='linear', C=1.)
feature_selection = SelectKBest(f_classif, k=50)
anova_svc = Pipeline([('anova', feature_selection), ('svc', clf)])
anova_svc.fit(X_train, y_train[i, :])
pipelines.append(anova_svc)
"""
"""
f_classif 100 + Ridge
"""
from sklearn.linear_model import OrthogonalMatchingPursuit as OMP
clf = OMP(n_nonzero_coefs=20)
clf.fit(X_train, y_train)
y_pred = clf.predict(X_test)
"""
clf.fit(X_train, y_train_tall.T)
y_pred_tall = clf.predict(X_test)
clf.fit(X_train, y_train_large.T)
y_pred_large = clf.predict(X_test)
clf.fit(X_train, y_train_big.T)
y_pred_big = clf.predict(X_test)
"""
def sparse_encode(self, X, dictionary, n_nonzero_coefs=None, verbose=0):
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(dictionary, X.T)
new_code = omp.coef_.T
return new_code
def sparse_encode(self, n_nonzero_coefs):
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(self.dictionary, self.X_residual.T)
new_code = omp.coef_.T
return new_code
def sparse_code(Y, D, X = None):
if X is None:
y_cols, d_cols = Y.shape[1], D.shape[1]
X = np.asmatrix(np.empty((d_cols, y_cols))
x_rows, x_cols = X.shape
for k in range(x_cols):
omp = OMP()
omp.fit(D, y[:, k])
X[:,k] = np.asmatrix(omp.coef_).T
return X
"""
Forms a matrix for a given vector x to enforce that the new update x will be
sparse. Here N is the columns of Y. Returns the matrix omega.
"""
def form_omega(x, N):
w = []
for i, x_i in enumerate(np.nditer(x)):
if abs(x_i) > 0:
w.append((i, x_i))
W = np.asmatrix(np.zeroes((N, len(w))
for w_i, i in w:
W[w_i, i] = 1
return W
"""
Update the dictionary D and the matrix X (phase 2)
"""
def update_dictionary(Y, D, X):
n, K = D.shape
# Dhat = np.asmatrix(np.zeroes((n, K)))
# Form E_k
for k in range(K):
j = 0
while j < K:
if j != k:
E_k = Y - D[:,j]*X[j,:]
j += 1
else:
j += 1
# Form E_kr to ensure that the update will be sparse. Call form_omega
omega_k = form_omega(X[k,:])
E_kr = E_k * omega_k
# Form SVD of E_kr and update matrices
U, sig, V = np.linalg.svd(E_kr, full_matrices = True)
x_kr = sig[0, 0]*V[0,:]
# Dhat[k,:] = U[0,:]
D[k,:] = U[0,:]
# Dhat = D
def main():
pass
if __name__ == '__main__':
main()
