How to loop through multiple sklearn classification models? - python

I'm trying to figure out how to feed my data set into several scikit classification models.
When I run the code I get the following error:
Traceback (most recent call last):
File "<ipython-input-515-9a3302837c99>", line 3, in <module>
X, y = dataset
ValueError: too many values to unpack (expected 2)
Here is my code.
X = np.asarray([np.asarray(df['LRMScore']),np.asarray(df['Spread'])]).T
import time
import numpy as np
import matplotlib.pyplot as plt
from sklearn import cluster, datasets
from sklearn.neighbors import kneighbors_graph
from sklearn.preprocessing import StandardScaler
np.random.seed(0)
colors = np.array([x for x in 'bgrcmykbgrcmykbgrcmykbgrcmyk'])
colors = np.hstack([colors] * 20)
clustering_names = [
'MiniBatchKMeans', 'AffinityPropagation', 'MeanShift',
'SpectralClustering', 'Ward', 'AgglomerativeClustering',
'DBSCAN', 'Birch']
plt.figure(figsize=(len(clustering_names) * 2 + 3, 9.5))
plt.subplots_adjust(left=.02, right=.98, bottom=.001, top=.96, wspace=.05,
hspace=.01)
plot_num = 1
datasets = [X]
for i_dataset, dataset in enumerate(datasets):
X, y = dataset
# normalize dataset for easier parameter selection
X = StandardScaler().fit_transform(X)
# estimate bandwidth for mean shift
bandwidth = cluster.estimate_bandwidth(X, quantile=0.3)
# connectivity matrix for structured Ward
connectivity = kneighbors_graph(X, n_neighbors=10, include_self=False)
# make connectivity symmetric
connectivity = 0.5 * (connectivity + connectivity.T)
# create clustering estimators
ms = cluster.MeanShift(bandwidth=bandwidth, bin_seeding=True)
two_means = cluster.MiniBatchKMeans(n_clusters=2)
ward = cluster.AgglomerativeClustering(n_clusters=2, linkage='ward',
connectivity=connectivity)
spectral = cluster.SpectralClustering(n_clusters=2,
eigen_solver='arpack',
affinity="nearest_neighbors")
dbscan = cluster.DBSCAN(eps=.2)
affinity_propagation = cluster.AffinityPropagation(damping=.9,
preference=-200)
average_linkage = cluster.AgglomerativeClustering(
linkage="average", affinity="cityblock", n_clusters=2,
connectivity=connectivity)
birch = cluster.Birch(n_clusters=2)
clustering_algorithms = [
two_means, affinity_propagation, ms, spectral, ward, average_linkage,
dbscan, birch]
for name, algorithm in zip(clustering_names, clustering_algorithms):
# predict cluster memberships
t0 = time.time()
algorithm.fit(X)
t1 = time.time()
if hasattr(algorithm, 'labels_'):
y_pred = algorithm.labels_.astype(np.int)
else:
y_pred = algorithm.predict(X)
# plot
plt.subplot(4, len(clustering_algorithms), plot_num)
if i_dataset == 0:
plt.title(name, size=18)
plt.scatter(X[:, 0], X[:, 1], color=colors[y_pred].tolist(), s=10)
if hasattr(algorithm, 'cluster_centers_'):
centers = algorithm.cluster_centers_
center_colors = colors[:len(centers)]
plt.scatter(centers[:, 0], centers[:, 1], s=100, c=center_colors)
plt.xlim(-2, 2)
plt.ylim(-2, 2)
plt.xticks(())
plt.yticks(())
plt.text(.99, .01, ('%.2fs' % (t1 - t0)).lstrip('0'),
transform=plt.gca().transAxes, size=15,
horizontalalignment='right')
plot_num += 1
plt.show()
My X variable consists of two columns of a dataframe, and it looks like this.
array([[ 8. , 0.06],
[ 8. , 0.06],
[ 8. , 0.06],
...,
[10. , 0.01],
[ 8. , 0.03],
[ 9.75, 0.06]])
These datasets consist of two arrays: X and Y.
noisy_circles = datasets.make_circles(n_samples=n_samples, factor=.5,
noise=.05)
noisy_moons = datasets.make_moons(n_samples=n_samples, noise=.05)
blobs = datasets.make_blobs(n_samples=n_samples, random_state=8)
no_structure = np.random.rand(n_samples, 2), None
My dataset consists of one array. That's the problem. I guess mys setup has to be done slightly differently, but I'm not sure how that would look.
I got the code from the link below.
https://scikit-learn.org/0.18/auto_examples/cluster/plot_cluster_comparison.html

Since your X array has two columns you need to transpose it in order to use value unpacking:
x, y = dataset.T

That did it! Thanks parsa. Here is my final working solution.
import time
import numpy as np
import matplotlib.pyplot as plt
from sklearn import cluster, datasets
from sklearn.neighbors import kneighbors_graph
from sklearn.preprocessing import StandardScaler
from sklearn.model_selection import train_test_split
np.random.seed(0)
pd.set_option('display.max_columns', 500)
df = pd.read_csv('C:\\your_path_here\\test.csv')
print('done!')
df = df[:10000]
df = df.fillna(0)
df = df.dropna()
X = df[['RatingScore',
'Par',
'Term',
'TimeToMaturity',
'LRMScore',
'Coupon',
'Price']]
#select your target variable
y = df[['Spread']]
#train test split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.33, random_state=42)
colors = np.array([x for x in 'bgrcmykbgrcmykbgrcmykbgrcmyk'])
colors = np.hstack([colors] * 20)
clustering_names = [
'MiniBatchKMeans', 'AffinityPropagation', 'MeanShift',
'SpectralClustering', 'Ward', 'AgglomerativeClustering',
'DBSCAN', 'Birch']
plt.figure(figsize=(len(clustering_names) * 2 + 3, 9.5))
plt.subplots_adjust(left=.02, right=.98, bottom=.001, top=.96, wspace=.05,
hspace=.01)
plot_num = 1
blobs = datasets.make_blobs(n_samples=n_samples, random_state=8)
# normalize dataset for easier parameter selection
X = StandardScaler().fit_transform(X)
# estimate bandwidth for mean shift
bandwidth = cluster.estimate_bandwidth(X, quantile=0.3)
# connectivity matrix for structured Ward
connectivity = kneighbors_graph(X, n_neighbors=10, include_self=False)
# make connectivity symmetric
connectivity = 0.5 * (connectivity + connectivity.T)
# create clustering estimators
ms = cluster.MeanShift(bandwidth=bandwidth, bin_seeding=True)
two_means = cluster.MiniBatchKMeans(n_clusters=2)
ward = cluster.AgglomerativeClustering(n_clusters=2, linkage='ward',
connectivity=connectivity)
spectral = cluster.SpectralClustering(n_clusters=2,
eigen_solver='arpack',
affinity="nearest_neighbors")
dbscan = cluster.DBSCAN(eps=.2)
affinity_propagation = cluster.AffinityPropagation(damping=.9,
preference=-200)
average_linkage = cluster.AgglomerativeClustering(
linkage="average", affinity="cityblock", n_clusters=2,
connectivity=connectivity)
birch = cluster.Birch(n_clusters=2)
clustering_algorithms = [
two_means, affinity_propagation, ms, spectral, ward, average_linkage,
dbscan, birch]
for name, algorithm in zip(clustering_names, clustering_algorithms):
# predict cluster memberships
t0 = time.time()
algorithm.fit(X)
t1 = time.time()
if hasattr(algorithm, 'labels_'):
y_pred = algorithm.labels_.astype(np.int)
else:
y_pred = algorithm.predict(X)
# plot
plt.subplot(4, len(clustering_algorithms), plot_num)
if i_dataset == 0:
plt.title(name, size=18)
plt.scatter(X[:, 0], X[:, 1], color=colors[y_pred].tolist(), s=10)
if hasattr(algorithm, 'cluster_centers_'):
centers = algorithm.cluster_centers_
center_colors = colors[:len(centers)]
plt.scatter(centers[:, 0], centers[:, 1], s=100, c=center_colors)
plt.xlim(-2, 2)
plt.ylim(-2, 2)
plt.xticks(())
plt.yticks(())
plt.text(.99, .01, ('%.2fs' % (t1 - t0)).lstrip('0'),
transform=plt.gca().transAxes, size=15,
horizontalalignment='right')
plot_num += 1
plt.show()

Related

dbscan not making sense for small amounts of points

I am playing around with a dbscan example in order to see if it will work for me. In my case, I have clusters of a few points (3-5) close together with a fairly long distance in between clusters. I have tried to replicate the situation in the following code. I figured with a low epsilon and low min_samples,this should work, but instead it is telling me that it only sees 1 group (and 20 noise points?). Am I using this incorrectly, or is dbscan not good for this type of problem. I went with dbscan instead of kmeans because I dont know beforehand exactly how many clusters there will be (1-5).
from sklearn.datasets import make_blobs
from sklearn.cluster import DBSCAN
import numpy as np
import matplotlib.pyplot as plt
# Configuration options
num_samples_total = 20
cluster_centers = [(3,3), (7,7),(7,3),(3,7),(5,5)]
num_classes = len(cluster_centers)
#epsilon = 1.0
epsilon = 1e-5
#min_samples = 13
min_samples = 2
# Generate data
X, y = make_blobs(n_samples = num_samples_total, centers = cluster_centers, n_features = num_classes, center_box=(0, 1), cluster_std = 0.05)
np.save('./clusters.npy', X)
X = np.load('./clusters.npy')
# Compute DBSCAN
db = DBSCAN(eps=epsilon, min_samples=min_samples).fit(X)
labels = db.labels_
no_clusters = len(np.unique(labels) )
no_noise = np.sum(np.array(labels) == -1, axis=0)
print('Estimated no. of clusters: %d' % no_clusters)
print('Estimated no. of noise points: %d' % no_noise)
# Generate scatter plot for training data
colors = list(map(lambda x: '#3b4cc0' if x == 1 else '#b40426', labels)) #only set for 2 colors
plt.scatter(X[:,0], X[:,1], c=colors, marker="o", picker=True)
plt.title('Two clusters with data')
plt.xlabel('Axis X[0]')
plt.ylabel('Axis X[1]')
plt.show()
ended up going with kmeans and doing a modified elbow method:
print(__doc__)
# Author: Phil Roth <mr.phil.roth#gmail.com>
# License: BSD 3 clause
import numpy as np
import matplotlib.pyplot as plt
from sklearn.cluster import KMeans
from sklearn.datasets import make_blobs
# Configuration options
num_samples_total = 20
cluster_centers = [(3,3), (7,7),(7,3),(3,7),(5,5)]
num_classes = len(cluster_centers)
#epsilon = 1.0
epsilon = 1e-5
#min_samples = 13
min_samples = 2
# Generate data
X, y = make_blobs(n_samples = num_samples_total, centers = cluster_centers, n_features = num_classes, center_box=(0, 1), cluster_std = 0.05)
random_state = 170
#y_pred = KMeans(n_clusters=5, random_state=random_state).fit_predict(X)
#plt.scatter(X[:, 0], X[:, 1], c=y_pred)
#kmeans = KMeans(n_clusters=2, random_state=0).fit(X)
#maybe I dont have to look for an elbow, just go until the value drops below 1.
#also if I do go too far, it just means that the same shape will be shown twice.
clusterIdx = 0
inertia = 100
while inertia > 1:
clusterIdx = clusterIdx + 1
kmeans = KMeans(n_clusters=clusterIdx, random_state=0).fit(X)
inertia = kmeans.inertia_
print(inertia)
plt.scatter(X[:, 0], X[:, 1], c=kmeans.labels_)
print(clusterIdx)
plt.show()

How to do Constrained Linear Regression - scikit learn?

I am trying to carry out linear regression subject using some constraints to get a certain prediction.
I want to make the model predicting half of the linear prediction, and the last half linear prediction near the last value in the first half using a very narrow range (using constraints) similar to a green line in figure.
The full code:
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import train_test_split
pd.options.mode.chained_assignment = None # default='warn'
data = [5.269, 5.346, 5.375, 5.482, 5.519, 5.57, 5.593999999999999, 5.627000000000001, 5.724, 5.818, 5.792999999999999, 5.817, 5.8389999999999995, 5.882000000000001, 5.92, 6.025, 6.064, 6.111000000000001, 6.1160000000000005, 6.138, 6.247000000000001, 6.279, 6.332000000000001, 6.3389999999999995, 6.3420000000000005, 6.412999999999999, 6.442, 6.519, 6.596, 6.603, 6.627999999999999, 6.76, 6.837000000000001, 6.781000000000001, 6.8260000000000005, 6.849, 6.875, 6.982, 7.018, 7.042000000000001, 7.068, 7.091, 7.204, 7.228, 7.261, 7.3420000000000005, 7.414, 7.44, 7.516, 7.542000000000001, 7.627000000000001, 7.667000000000001, 7.821000000000001, 7.792999999999999, 7.756, 7.871, 8.006, 8.078, 7.916, 7.974, 8.074, 8.119, 8.228, 7.976, 8.045, 8.312999999999999, 8.335, 8.388, 8.437999999999999, 8.456, 8.227, 8.266, 8.277999999999999, 8.289, 8.299, 8.318, 8.332, 8.34, 8.349, 8.36, 8.363999999999999, 8.368, 8.282, 8.283999999999999]
time = range(1,85,1)
x=int(0.7*len(data))
df = pd.DataFrame(list(zip(*[time, data])))
df.columns = ['time', 'data']
# print df
x=int(0.7*len(df))
train = df[:x]
valid = df[x:]
models = []
names = []
tr_x_ax = []
va_x_ax = []
pr_x_ax = []
tr_y_ax = []
va_y_ax = []
pr_y_ax = []
time_model = []
models.append(('LR', LinearRegression()))
for name, model in models:
x_train=df.iloc[:, 0][:x].values
y_train=df.iloc[:, 1][:x].values
x_valid=df.iloc[:, 0][x:].values
y_valid=df.iloc[:, 1][x:].values
model = LinearRegression()
# poly = PolynomialFeatures(5)
x_train= x_train.reshape(-1, 1)
y_train= y_train.reshape(-1, 1)
x_valid = x_valid.reshape(-1, 1)
y_valid = y_valid.reshape(-1, 1)
# model.fit(x_train,y_train)
model.fit(x_train,y_train.ravel())
# score = model.score(x_train,y_train.ravel())
# print 'score', score
preds = model.predict(x_valid)
tr_x_ax.extend(train['data'])
va_x_ax.extend(valid['data'])
pr_x_ax.extend(preds)
valid['Predictions'] = preds
valid.index = df[x:].index
train.index = df[:x].index
plt.figure(figsize=(5,5))
# plt.plot(train['data'],label='data')
# plt.plot(valid[['Close', 'Predictions']])
x = valid['data']
# print x
# plt.plot(valid['data'],label='validation')
plt.plot(valid['Predictions'],label='Predictions before',color='orange')
y =range(0,58)
y1 =range(58,84)
for index, item in enumerate(pr_x_ax):
if index >13:
pr_x_ax[index] = pr_x_ax[13]
pr_x_ax = list([float(i) for i in pr_x_ax])
va_x_ax = list([float(i) for i in va_x_ax])
tr_x_ax = list([float(i) for i in tr_x_ax])
plt.plot(y,tr_x_ax, label='train' , color='red', linewidth=2)
plt.plot(y1,va_x_ax, label='validation1' , color='blue', linewidth=2)
plt.plot(y1,pr_x_ax, label='Predictions after' , color='green', linewidth=2)
plt.xlabel("time")
plt.ylabel("data")
plt.xticks(rotation=45)
plt.legend()
plt.show()
If you see this figure:
label: Predictions before, the model predicted it without any constraints (I don't need this result).
label: Predictions after, the model predicted it within a constraint but this is after the model predicted AND the all values are equal to last value at index = 71 , item 8.56.
I used for loop for index, item in enumerate(pr_x_ax): in line:64, and the curve is line straight from time 71 to 85 sec as you see in order to show you how I need the model work.
Could I build the model give the same result instead of for loop???
Please your suggestions
I expect that in your question by drawing green line you really expect trained model to predict linear horizontal turn to the right. But current trained model draws just straight orange line.
It is true for any trained model of any algorithm and type that in order to learn some unordinary change in behavior model needs to have at least some samples of that unordinary change. Or at least some hidden meaning in observed data should point to having such unordinary change.
In other words for your model to learn that right turn on green line a model should have points with that right turn in the training data set. But you take for training data just first (leftmost) 70% of data by train = df[:int(0.7 * len(df))] and that training data has no such right turns and this training data just looks close to one straight line.
So you need to re-sample your data into training and validation in a different way - take randomly 70% of samples from whole range of X and the rest goes to validation. So that in your training data samples that do right turn also included.
Second thing is that LinearRegression model always models predictions just with one single straight line, and this line can't have right turns. In order to have right turns you need some more complex model.
One way for a model to have a right turn is to be piece-wise-linear, i.e. having several joined straight lines. I didn't find ready-made piecewise linear models inside sklearn, only using other pip models. So I decided to implement my own simple class PieceWiseLinearRegression that uses np.piecewise() and scipy.optimize.curve_fit() in order to model piecewise linear function.
Next picture shows results of applying two mentioned things above, code goes afterwards, re-sampling dataset in a different way and modeling piece-wise-linear function. Your current linear model LR still makes a prediction using just one straight blue line, while my piecewise linear PWLR2, orange line, consists of two segments and correctly predicts right turn:
To see clearly just one PWLR2 graph I did next picture too:
My class PieceWiseLinearRegression on creation of object accepts just one argument n - number of linear segments to be used for prediction. For picture above n = 2 was used.
import sys, numpy as np, pandas as pd
import matplotlib.pyplot as plt
from sklearn.linear_model import LinearRegression
np.random.seed(0)
class PieceWiseLinearRegression:
#classmethod
def nargs_func(cls, f, n):
return eval('lambda ' + ', '.join([f'a{i}'for i in range(n)]) + ': f(' + ', '.join([f'a{i}'for i in range(n)]) + ')', locals())
#classmethod
def piecewise_linear(cls, n):
condlist = lambda xs, xa: [(lambda x: (
(xs[i] <= x if i > 0 else np.full_like(x, True, dtype = np.bool_)) &
(x < xs[i + 1] if i < n - 1 else np.full_like(x, True, dtype = np.bool_))
))(xa) for i in range(n)]
funclist = lambda xs, ys: [(lambda i: (
lambda x: (
(x - xs[i]) * (ys[i + 1] - ys[i]) / (
(xs[i + 1] - xs[i]) if abs(xs[i + 1] - xs[i]) > 10 ** -7 else 10 ** -7 * (-1, 1)[xs[i + 1] - xs[i] >= 0]
) + ys[i]
)
))(j) for j in range(n)]
def f(x, *pargs):
assert len(pargs) == (n + 1) * 2, (n, pargs)
xs, ys = pargs[0::2], pargs[1::2]
xa = x.ravel().astype(np.float64)
ya = np.piecewise(x = xa, condlist = condlist(xs, xa), funclist = funclist(xs, ys)).ravel()
#print('xs', xs, 'ys', ys, 'xa', xa, 'ya', ya)
return ya
return cls.nargs_func(f, 1 + (n + 1) * 2)
def __init__(self, n):
self.n = n
self.f = self.piecewise_linear(self.n)
def fit(self, x, y):
from scipy import optimize
self.p, self.e = optimize.curve_fit(self.f, x, y, p0 = [j for i in range(self.n + 1) for j in (np.amin(x) + i * (np.amax(x) - np.amin(x)) / self.n, 1)])
#print('p', self.p)
def predict(self, x):
return self.f(x, *self.p)
data = [5.269, 5.346, 5.375, 5.482, 5.519, 5.57, 5.593999999999999, 5.627000000000001, 5.724, 5.818, 5.792999999999999, 5.817, 5.8389999999999995, 5.882000000000001, 5.92, 6.025, 6.064, 6.111000000000001, 6.1160000000000005, 6.138, 6.247000000000001, 6.279, 6.332000000000001, 6.3389999999999995, 6.3420000000000005, 6.412999999999999, 6.442, 6.519, 6.596, 6.603, 6.627999999999999, 6.76, 6.837000000000001, 6.781000000000001, 6.8260000000000005, 6.849, 6.875, 6.982, 7.018, 7.042000000000001, 7.068, 7.091, 7.204, 7.228, 7.261, 7.3420000000000005, 7.414, 7.44, 7.516, 7.542000000000001, 7.627000000000001, 7.667000000000001, 7.821000000000001, 7.792999999999999, 7.756, 7.871, 8.006, 8.078, 7.916, 7.974, 8.074, 8.119, 8.228, 7.976, 8.045, 8.312999999999999, 8.335, 8.388, 8.437999999999999, 8.456, 8.227, 8.266, 8.277999999999999, 8.289, 8.299, 8.318, 8.332, 8.34, 8.349, 8.36, 8.363999999999999, 8.368, 8.282, 8.283999999999999]
time = list(range(1, 85))
df = pd.DataFrame(list(zip(time, data)), columns = ['time', 'data'])
choose_train = np.random.uniform(size = (len(df),)) < 0.8
choose_valid = ~choose_train
x_all = df.iloc[:, 0].values
y_all = df.iloc[:, 1].values
x_train = df.iloc[:, 0][choose_train].values
y_train = df.iloc[:, 1][choose_train].values
x_valid = df.iloc[:, 0][choose_valid].values
y_valid = df.iloc[:, 1][choose_valid].values
x_all_lin = np.linspace(np.amin(x_all), np.amax(x_all), 500)
models = []
models.append(('LR', LinearRegression()))
models.append(('PWLR2', PieceWiseLinearRegression(2)))
for imodel, (name, model) in enumerate(models):
model.fit(x_train[:, None], y_train)
x_all_lin_pred = model.predict(x_all_lin[:, None])
plt.plot(x_all_lin, x_all_lin_pred, label = f'pred {name}')
plt.plot(x_train, y_train, label='train')
plt.plot(x_valid, y_valid, label='valid')
plt.xlabel('time')
plt.ylabel('data')
plt.legend()
plt.show()

how to show an image after pca?

I have a RGB image. I want to apply PCA for image-compression and see the output after the application.
Here's what I tried to do:
from PIL import Image
import numpy as np
from sklearn.decomposition import PCA
import matplotlib.pyplot as plt
------
def load_image(infilename):
img = Image.open(infilename)
img.load()
img.show()
data = np.asarray(img, dtype="int32")
return data
---------
data = load_image("Image_for_pca.jpg")
r = data[:,:,0]
print("r", r.shape)
g = data[:,:,1]
print("g", g.shape)
b = data[:,:,2]
print("b", b.shape)
concat_matrix_image = np.hstack((np.hstack((r,g)),b))
print("concatMatrixImage", concat_matrix_image.shape)
output of the prints:
r (161, 212)
g (161, 212)
b (161, 212)
concatMatrixImage (161, 636)
# list of dimension
pca_number_of_wanted_dimension = [3 ,5 ,10 ,15 ,20 ,30]
-------
def create_pca_model(number_of_components):
pca = PCA(n_components=number_of_components)
return pca
-------
def plot_varience_on_pca(pca):
plt.plot(np.cumsum(pca.explained_variance_ratio_))
plt.title("The number of wanted dimension is {}".format(pca.n_components))
plt.xlabel('number of components')
plt.ylabel('cumulative explained variance')
plt.show()
------
def recover_pic(pca, principal_components):
#Project lower dimension data onto original features
approximation = pca.inverse_transform(principal_components)
approximation = approximation.reshape(-1,161,212)
# approximation = approximation.astype(np.uint8)
# print(approximation.shape)
# img = Image.fromarray(approximation, 'RGB')
approximation.show()
-------
for i in pca_number_of_wanted_dimension:
pca = create_pca_model(i)
principal_components = pca.fit_transform(concat_matrix_image)
print(principal_components.shape)
recover_pic(pca, principal_components)
plot_varience_on_pca(pca)
How to recover the picture after the pca.inverse_transform?
Since I don't have your data, I have to show you how you can do using my data.
Loading data and displaying data
from sklearn.datasets import fetch_olivetti_faces
from sklearn.model_selection import train_test_split
from matplotlib.pyplot import subplots
from matplotlib.pyplot import suptitle
from matplotlib.pyplot import savefig
from sklearn.decomposition import PCA
def display_set(n_row, n_col, x, y_, t, title="Id:{}",
fig_size=(6, 3), dpi_=300, f_name="default.png"):
fig, ax = subplots(n_row, n_col, figsize=fig_size, dpi=dpi_)
ax = ax.flatten()
for i in range(n_row * n_col):
ax[i].imshow(X=x[i], cmap='gray')
ax[i].set_xticks([])
ax[i].set_yticks([])
ax[i].set_title(title.format(y_[i]))
suptitle(t=t)
savefig(f_name)
olivetti = fetch_olivetti_faces()
X = olivetti.images # Train
y = olivetti.target # Labels
x_train, x_test, y_train, y_test = train_test_split(X, y,
test_size=0.3,
random_state=42)
train_name = "train_samples.png"
test_name = "test_samples.png"
display_set(n_row=2, n_col=10, x=x_train, y_=y_train,
t="Train-set samples", title="Id:{}", f_name=train_name)
display_set(n_row=2, n_col=10, x=x_test, y_=y_test,
t="Test-set samples", title="Id:{}", f_name=test_name)
The output of train samples:
The output of test samples:
Now lets create a pca object
x_train = x_train.reshape((x_train.shape[0], X.shape[1] * X.shape[2]))
x_test = x_test.reshape((x_test.shape[0], X.shape[1] * X.shape[2]))
pca_train = PCA(n_components=100).fit(X=x_train)
pca_test = PCA(n_components=100).fit(X=x_test)
eig_num_tr = len(pca_train.components_)
eig_num_te = len(pca_test.components_)
# eigen training faces
eig_tr_faces = pca_train.components_.reshape((eig_num_tr, X.shape[1], X.shape[2]))
# eigen test faces
eig_te_faces = pca_test.components_.reshape((eig_num_te, X.shape[1], X.shape[2]))
title_tr = "PCA Applied Train-set samples"
title_te = "PCA Applied Test-set samples"
t_ = "Eig. Id:{}"
display_set(n_row=2, n_col=5, x=eig_tr_faces, y_=range(0, eig_num_tr-1),
t=title_tr, title=t_, fig_size=(6, 3.2))
display_set(n_row=2, n_col=5, x=eig_te_faces, y_=range(0, eig_num_te-1),
t=title_te, title=t_, fig_size=(6, 3.2))
The output of the training set:
The output of the test set:

Leave one out cross validation Support vector machine

We were given some code for a support vector machine where we are supposed to implement leave one out cross validation. If I understand it correctly leave one out will create as many test sets as there are samples, which means that for a big data set the process will be costly and most likely take quite long to generate results.
I have tried to implement leave one out to the given svm code with only one iteration and with 773 data points in total. I expected it to take some time but as of 2 h later the code is still running without any result, which makes me believe that it might be stuck in some loop or something...
Is there any suggestion as to what might be wrong? I'm not getting any error code either.
The entire code is as following, with the leave one out part is in the last function at the bottom (executed in jupyter notebook online binder):
import scipy as sp
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
import gseapy as gp
from gseapy.plot import gseaplot
import qvalue
from ipywidgets import interact, interact_manual
from ipywidgets import IntSlider, FloatSlider, Dropdown, Text
import sklearn as skl
from sklearn.svm import LinearSVC
from sklearn.preprocessing import StandardScaler
from sklearn.metrics import confusion_matrix
from sklearn.model_selection import train_test_split
from sklearn.decomposition import PCA
from sklearn.model_selection import LeaveOneOut
from sklearn import svm
interact_enrich=interact_manual.options(manual_name="Enrichment analysis")
interact_plot=interact_manual.options(manual_name="Plot")
interact_calc=interact_manual.options(manual_name="Calculate tests")
interact_gen=interact_manual.options(manual_name="Initialize data")
interact_SVM=interact_manual.options(manual_name="Train SVM")
clinical_data = pd.read_csv('../data/brca_clin.tsv.gz', sep ='\t', index_col=2)
clinical_data = clinical_data.iloc[4:,1:]
expression_data = pd.read_csv('../data/brca.tsv.gz', sep ='\t', index_col=1)
expression_data = expression_data.iloc[:,2:].T
def split_data(clinical_df, expression_df, separator, cond1, cond2):
try:
group1 = clinical_df[separator] == cond1
index1 = clinical_df[group1].index
group2 = clinical_df[separator] == cond2
index2 = clinical_df[group2].index
except:
print('Clinical condition wrong')
expression1 = expression_df.loc[index1].dropna()
expression2 = expression_df.loc[index2].dropna()
expression = pd.concat([expression1, expression2])
X = expression.values
y = np.append(np.repeat(0, len(expression1)), np.repeat(1, len(expression2)))
display(pd.DataFrame([len(index1),len(index2)], columns = ['Number of points'], index = ['Group 1', 'Group 2']))
return X, y
def plot_pca_variance(X, scale=False, ncomp = 1):
if scale:
scaler = StandardScaler()
X = scaler.fit_transform(X)
pca = PCA()
pca.fit(X)
plt.rcParams["figure.figsize"] = (20,10)
sns.set(style='darkgrid', context='talk')
plt.plot(np.arange(1,len(pca.explained_variance_ratio_)+1),np.cumsum(pca.explained_variance_ratio_))
plt.xlabel('Number of components')
plt.ylabel('Cumulative explained variance')
plt.vlines(ncomp, 0, plt.gca().get_ylim()[1], color='r', linestyles = 'dashed')
h = np.cumsum(pca.explained_variance_ratio_)[ncomp -1]
plt.hlines(h, 0, plt.gca().get_xlim()[1], color='r', linestyles = 'dashed')
plt.title(str(ncomp) + ' components, ' + str(round(h, 3)) + ' variance explained')
plt.show()
def reduce_data(X, n, scale=True):
if scale:
scaler = StandardScaler()
X = scaler.fit_transform(X)
pca = PCA(n_components=n)
Xr = pca.fit_transform(X)
return Xr
def interact_split_data(Criteria, Group_1, Group_2):
global BRCA_X, BRCA_y
BRCA_X, BRCA_y = split_data(clinical_data, expression_data, Criteria, Group_1, Group_2)
def interact_SVM_1(Rescale, Max_iterations):
max_iter = int(Max_iterations)
loo = LeaveOneOut()
ac_matrix_train, ac_matrix_test = np.array([]), np.array([])
for train_id, test_id in loo.split(BRCA_X, BRCA_y):
X_train, X_test, y_train, y_test = BRCA_X[train_id,:], BRCA_X[test_id,:], BRCA_y[train_id],BRCA_y[test_id]
clf = svm.LinearSVC(C=0.1,max_iter=100000).fit(X_train, y_train) # Train an SVM
y_train_pred = clf.predict(X_train)
ac_matrix_train = confusion_matrix(y_train, y_train_pred)
y_test_pred = clf.predict(X_test)
ac_matrix_test = confusion_matrix(y_test, y_test_pred)
display(pd.DataFrame(np.concatenate((ac_matrix_train,ac_matrix_test), axis =1), columns = ["predicted G1 (training)","predicted G2 (training)", "predicted G1 (test)","predicted G2 (test)"],index=["actual G1","actual G2"]))
interact_gen(interact_split_data, Criteria=Text('PR status by ihc'), Group_1 = Text('Positive'), Group_2=Text('Negative'))
interact_SVM(interact_SVM_1, Rescale = False, Max_iterations = Text('1')) ```

Extract decision boundary with scikit-learn linear SVM

I have a very simple 1D classification problem: a list of values [0, 0.5, 2] and their associated classes [0, 1, 2]. I would like to get the classification boundaries between those classes.
Adapting the iris example (for visualization purposes), getting rid of the non-linear models:
X = np.array([[x, 1] for x in [0, 0.5, 2]])
Y = np.array([1, 0, 2])
C = 1.0 # SVM regularization parameter
svc = svm.SVC(kernel='linear', C=C).fit(X, Y)
lin_svc = svm.LinearSVC(C=C).fit(X, Y)
Gives the following result:
LinearSVC is returning junk (why?), but the SVC with linear kernel is working okay. So I would like to get the boundaries values, that you can graphically guess: ~0.25 and ~1.25.
That's where I'm lost: svc.coef_ returns
array([[ 0.5 , 0. ],
[-1.33333333, 0. ],
[-1. , 0. ]])
while svc.intercept_ returns array([-0.125 , 1.66666667, 1. ]).
This is not explicit.
I must be missing something silly, how to obtain those values? They seem obvious to compute, that would be ridiculous to iterate over the x-axis to find the boundary...
I had the same question and eventually found the solution in the sklearn documentation.
Given the weights W=svc.coef_[0] and the intercept I=svc.intercept_ , the decision boundary is the line
y = a*x - b
with
a = -W[0]/W[1]
b = I[0]/W[1]
Exact boundary calculated from coef_ and intercept_
I think this is a great question and haven't been able to find a general answer to it anywhere in the documentation. This site really needs Latex, but anyway, I'll try to do my best without...
In general, a hyperplane is defined by its unit normal and an offset from the origin. So we hope to find some decision function of the form: x dot n + d > 0 (where the > may of course be replaced with >=).
In the case of the SVM Margins Example, we can manipulate the equation they start with to clarify its conceptual significance. First, let's establish the notational convenience of writing coef to represent coef_[0] and intercept to represent intercept_[0], since these arrays only have 1 value. Then some simple substitution yields the equation:
y + coef[0]*x/coef[1] + intercept/coef[1] = 0
Multiplying through by coef[1], we obtain
coef[1]*y + coef[0]*x + intercept = 0
And so we see that the coefficients and intercept function roughly as their names would imply. Applying one quick generalization of notation should make the answer clear - we will replace x and y with a single vector x.
coef[0]*x[0] + coef[1]*x[1] + intercept = 0
In general, the coef_ and intercept_ members of the svm classifier will have dimension matching the data set it was trained on, so we can extrapolate this equation to data of arbitrary dimension. And to avoid leading anyone astray, here is the final generalized decision boundary using the original variable names from the svm:
coef_[0][0]*x[0] + coef_[0][1]*x[1] + coef_[0][2]*x[2] + ... + coef_[0][n-1]*x[n-1] + intercept_[0] = 0
where the dimension of the data is n.
Or more tersely:
sum(coef_[0][i]*x[i]) + intercept_[0] = 0
where i sums over the range of the dimension of the input data.
Get decision line from SVM, demo 1
import numpy as np
import matplotlib.pyplot as plt
from sklearn import svm
from sklearn.datasets import make_blobs
# we create 40 separable points
X, y = make_blobs(n_samples=40, centers=2, random_state=6)
# fit the model, don't regularize for illustration purposes
clf = svm.SVC(kernel='linear', C=1000)
clf.fit(X, y)
plt.scatter(X[:, 0], X[:, 1], c=y, s=30, cmap=plt.cm.Paired)
# plot the decision function
ax = plt.gca()
xlim = ax.get_xlim()
ylim = ax.get_ylim()
# create grid to evaluate model
xx = np.linspace(xlim[0], xlim[1], 30)
yy = np.linspace(ylim[0], ylim[1], 30)
YY, XX = np.meshgrid(yy, xx)
xy = np.vstack([XX.ravel(), YY.ravel()]).T
Z = clf.decision_function(xy).reshape(XX.shape)
# plot decision boundary and margins
ax.contour(XX, YY, Z, colors='k', levels=[-1, 0, 1], alpha=0.5,
linestyles=['--', '-', '--'])
# plot support vectors
ax.scatter(clf.support_vectors_[:, 0], clf.support_vectors_[:, 1], s=100,
linewidth=1, facecolors='none')
plt.show()
Prints:
Approximate the separating n-1 dimensional hyperplane of an SVM, Demo 2
import numpy as np
import mlpy
from sklearn import svm
from sklearn.svm import SVC
import matplotlib.pyplot as plt
np.random.seed(0)
mean1, cov1, n1 = [1, 5], [[1,1],[1,2]], 200 # 200 samples of class 1
x1 = np.random.multivariate_normal(mean1, cov1, n1)
y1 = np.ones(n1, dtype=np.int)
mean2, cov2, n2 = [2.5, 2.5], [[1,0],[0,1]], 300 # 300 samples of class -1
x2 = np.random.multivariate_normal(mean2, cov2, n2)
y2 = 0 * np.ones(n2, dtype=np.int)
X = np.concatenate((x1, x2), axis=0) # concatenate the 1 and -1 samples
y = np.concatenate((y1, y2))
clf = svm.SVC()
#fit the hyperplane between the clouds of data, should be fast as hell
clf.fit(X, y)
SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
decision_function_shape='ovr', degree=3, gamma='auto', kernel='rbf',
max_iter=-1, probability=False, random_state=None, shrinking=True,
tol=0.001, verbose=False)
production_point = [1., 2.5]
answer = clf.predict([production_point])
print("Answer: " + str(answer))
plt.plot(x1[:,0], x1[:,1], 'ob', x2[:,0], x2[:,1], 'or', markersize = 5)
colormap = ['r', 'b']
color = colormap[answer[0]]
plt.plot(production_point[0], production_point[1], 'o' + str(color), markersize=20)
#I want to draw the decision lines
ax = plt.gca()
xlim = ax.get_xlim()
ylim = ax.get_ylim()
xx = np.linspace(xlim[0], xlim[1], 30)
yy = np.linspace(ylim[0], ylim[1], 30)
YY, XX = np.meshgrid(yy, xx)
xy = np.vstack([XX.ravel(), YY.ravel()]).T
Z = clf.decision_function(xy).reshape(XX.shape)
ax.contour(XX, YY, Z, colors='k', levels=[-1, 0, 1], alpha=0.5,
linestyles=['--', '-', '--'])
plt.show()
Prints:
These hyperplanes are all straight as an arrow, they're just straight in higher dimensions and can't be comprehended by mere mortals confined to 3 dimensional space. These hyperplanes are cast into higher dimensions with the creative kernel functions, than flattened back into the visible dimension for your viewing pleasure. Here is a video trying to impart some intuition of what is going on in demo 2: https://www.youtube.com/watch?v=3liCbRZPrZA

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