Binning data and calculating MAE for each bin in Python - python

I have two arrays:
Obs=([])
abs_error=([])
I want to use Obs to define the bins. For example, Where Obs is 1 to 2, bin abs_error into bin#1. Then where Obs is 2 to 3, bin abs_error into bin#2. etc.
Once I have my binned abs_error (which was binned by Obs) I want to calculate the mean of each bin and then plot the mean of each bin on the y-axis vs the bins on the x-axis.
How do I go about binning the abs_error by bins defined by the Obs? And how do I calculate the mean of each bin once this is done?
Right now I have:
abs_error=np.array([2.214033842086792 2.65031099319458 2.021354913711548 ... 2.831442356109619 1.9227538108825684 0.19358205795288086])
obs=np.array([3.3399999141693115 1.440000057220459 1.2799999713897705 ... 5.78000020980835 6.050000190734863 7.75])
bin_boundaries=np.array([0.0,1.0,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0,10.0,11.0,12.0,13.0,14.0,15.0,16.0,17.0,18.0,19.0,20.0])
idx = np.digitize(obs, bin_boundaries)
mn_ = np.bincount(idx,abs_error) / np.bincount(idx)
print mn
[83.09254473 3.18577858 2.82887524 2.78532805 2.43264693 1.96835116 1.77645996 1.66138196 1.5972414 1.57512014 1.53094066 1.7965252 1.98050336 2.29916244 3.06640482 4.66769505 3.16787195]
I can't print the whole arrays because they are very big.

If your bins are all the same size you can use floor division to obtain bin indices from Obs, in your example.
idx = (Obs // 1).astype(int)
If not use np.digitize instead.
idx = np.digitize(Obs, bin_boundaries)
Once you have indices use them with np.bincount to obtain the means.
mn = np.bincount(idx, abs_error) / np.bincount(idx)

Related

how do I count the number of points in each bin?

I have a pandas df with x,y coordinates and wanted to know how I can count the number of points in each bin. I know you can visualise this using a plt.hist2d() but I wanted to make some sort of array/matrix that holds the counts per bin.
Ive binned my x,y coordinates using:
bins = (df // .1 * .1).round(1).stack().groupby(level=0).apply(tuple)
where df is:
x y
-2.319059 -4.057801
1.514416 -2.325972
-2.642251 -1.004367
-1.486476 -2.535654
-0.844162 -3.078726
-2.376592 -1.471239
-3.139233 0.449457
:
etc
and bins is:
0 (-2.4, -4.1)
1 (1.5, -2.4)
3 (-2.7, -1.1)
4 (-1.5, -2.6)
6 (-0.9, -3.1)
7 (-2.4, -1.5)
8 (-3.2, 0.4)
:
etc
I tried to make an empty numpy array using:
x_size = int(max(list(df['x'])))
y_size = int(max(list(df['y'])))
my_array = np.zeros((x_size+1,y_size+1), np.int16)
but im not sure how i relate the bin coordinates to the array coordinates in order to count them..
Simply groupby your bins and use GroupBy.count method
bins.groupby(bins).count()

General way to quantize floating point numbers into arbitrary number of bins?

I want to quantize a series of numbers which have a maximum and minimum value of X and Y respectively into arbitrary number of bins. For instance, if the maximum value of my array is 65535 and the minimum is 0 (do not assume these are all integers) and I want to quantize the values into 2 bins, all values more than floor(65535/2) would become 65535 and the rest become 0. Similar story repeats if I want to quantize the array from any number between 1 to 65535. I wonder, is there an efficient and easy way to do this? If not, how can I do this efficiently for number of bins being powers of 2? Although a pseudocode would be fine but Python + Numpy is preferred.
It's not the most elegant solution, but:
MIN_VALUE = 0
MAX_VALUE = 65535
NO_BINS = 2
# Create random dataset from [0,65535] interval
numbers = np.random.randint(0,65535+1,100)
# Create bin edges
bins = np.arange(0,65535, (MAX_VALUE-MIN_VALUE)/NO_BINS)
# Get bin values
_, bin_val = np.histogram(numbers, NO_BINS-1, range=(MIN_VALUE, MAX_VALUE))
# Change the values to the bin value
for iter_bin in range(1,NO_BINS+1):
numbers[np.where(digits == iter_bin)] = bin_val[iter_bin-1]
UPDATE
Does the same job:
import pandas as pd
import numpy as np
# or bin_labels = [i*((MAX_VALUE - MIN_VALUE) / (NO_BINS-1)) for i in range(NO_BINS)]
_, bin_labels = np.histogram(numbers, NO_BINS-1, range=(MIN_VALUE, MAX_VALUE))
pd.cut(numbers, NO_BINS, right=False, labels=bin_labels)

Getting CDF of variable-sized numpy arrays in Python using same bins?

I'd like to make a set of comparable empirical CDFs for a few numpy arrays (each of different length) and store these in a pandas dataframe:
a = scipy.randn(100)
b = scipy.randn(500)
# ECDF from statmodels
cdf_a = ECDF(a)
cdf_b = ECDF(b)
The problem is that cdf_a.x, cdf_a.y will be of different lengths of cdf_b.x, cdf_b.y and I would like these to be the same length, i.e. use same number of bins to compute the CDF so that these can be plotted on same scale from a pandas DataFrame. This is not possible:
df = pandas.DataFrame({"cdf_a": cdf_a.y, "cdf_b": cdf_b.y})
Since the cdfs are not of the same length. How can I bin a and b using similar bins when computing their CDFs, so that I get comparable same-length vectors back?
Is this the best solution?
bins = np.linspace(0, 1, 10)
v1 = cdf_a(bins)
v2 = cdf_b(bins)
The way we use it in some goodness of fit tests is to stack the arrays, so they are defined on all points, points from both arrays.
Then use np.searchsorted to get the ranking, number of points in dataset 1 below x and number of points in dataset 2 below x.
If I remember correctly, look at scipy.stats.ks_2samp
data1 = np.sort(data1)
data2 = np.sort(data2)
data_all = np.concatenate([data1,data2])
cdf1 = np.searchsorted(data1,data_all,side='right')/(1.0*n1)
cdf2 = (np.searchsorted(data2,data_all,side='right'))/(1.0*n2)
It appears that this is a good solution:
bins = np.linspace(0, 1, 10)
v1 = cdf_a(bins)
v2 = cdf_b(bins)
Then len(v1) == len(v2) and these can be plotted as CDFs of a, b on the same scale.

statistics for histogram of periodic data

For a series of angle values in (-pi, pi) range, I make a histogram. Is there an effective way to calculate a mean and modal (post probable) value? Consider following examples:
import numpy as N, cmath
deg = N.pi/180.
d = N.array([-175., 170, 175, 179, -179])*deg
i = N.sum(N.exp(1j*d))
ave = cmath.phase(i)
i /= float(d.size)
stdev = -2. * N.log(N.sqrt(i.real**2 + i.imag**2))
print ave/deg, stdev/deg
Now, let's have a histogram:
counts, bins = N.histogram(data, N.linspace(-N.pi, N.pi, 360))
Is it possible to calculate mean, mode having counts and bins? For non-periodic data, calculation of a mean is straightforward:
ave = sum(counts*bins[:-1])
Calculations of a modal value requires more effort. Actually, I'm not sure my code below is correct: firstly, I identify bins which occur most frequently and then I calculate an arithmetic mean:
cmax = bins[N.argmax(counts)]
mode = N.mean(N.take(bins, N.nonzero(counts == cmax)[0]))
I have no idea, how to calculate standard deviation from such data, though. One obvious solution to all my problems (at least those described above) is to convert histogram data to a data series and then use it in calculations. This is not elegant, however, and inefficient.
Any hints will be very appreciated.
This is the partial solution I wrote.
import numpy as N, cmath
import scipy.stats as ST
d = [-175, 170.2, 175.57, 179, -179, 170.2, 175.57, 170.2]
deg = N.pi/180.
data = N.array(d)*deg
i = N.sum(N.exp(1j*data))
ave = cmath.phase(i) # correct and exact mean for periodic data
wrong_ave = N.mean(d)
i /= float(data.size)
stdev = -2. * N.log(N.sqrt(i.real**2 + i.imag**2))
wrong_stdev = N.std(d)
bins = N.linspace(-N.pi, N.pi, 360)
counts, bins = N.histogram(data, bins, normed=False)
# consider it weighted vector addition
nz = N.nonzero(counts)[0]
weight = counts[nz]
i = N.sum(weight * N.exp(1j*bins[nz])/len(nz))
pave = cmath.phase(i) # correct and approximated mean for periodic data
i /= sum(weight)/float(len(nz))
pstdev = -2. * N.log(N.sqrt(i.real**2 + i.imag**2))
print
print 'scipy: %12.3f (mean) %12.3f (stdev)' % (ST.circmean(data)/deg, \
ST.circstd(data)/deg)
When run, it gives following results:
mean: 175.840 85.843 175.360
stdev: 0.472 151.785 0.430
scipy: 175.840 (mean) 3.673 (stdev)
A few comments now: the first column gives mean/stdev calculated. As can be seen, the mean agrees well with scipy.stats.circmean (thanks JoeKington for pointing it out). Unfortunately stdev differs. I will look at it later. The second column gives completely wrong results (non-periodic mean/std from numpy obviously does not work here). The 3rd column gives sth I wanted to obtain from the histogram data (#JoeKington: my raw data won't fit memory of my computer.., #dmytro: thanks for your input: of course, bin size will influence result but in my application I don't have much choice, i.e. I have to reduce data somehow). As can be seen, the mean (3rd column) is properly calculated, stdev needs further attention :)
Have a look at scipy.stats.circmean and scipy.stats.circstd.
Or do you only have the histogram counts, and not the "raw" data? If so, you could fit a Von Mises distribution to your histogram counts and approximate the mean and stddev in that way.
Here's how to get an approximation.
Since Var(x) = <x^2> - <x>^2, we have:
meanX = N.sum(counts * bins[:-1]) / N.sum(counts)
meanX2 = N.sum(counts * bins[:-1]**2) / N.sum(counts)
std = N.sqrt(meanX2 - meanX**2)

making binned boxplot in matplotlib with numpy and scipy in Python

I have a 2-d array containing pairs of values and I'd like to make a boxplot of the y-values by different bins of the x-values. I.e. if the array is:
my_array = array([[1, 40.5], [4.5, 60], ...]])
then I'd like to bin my_array[:, 0] and then for each of the bins, produce a boxplot of the corresponding my_array[:, 1] values that fall into each box. So in the end I want the plot to contain number of bins-many box plots.
I tried the following:
min_x = min(my_array[:, 0])
max_x = max(my_array[:, 1])
num_bins = 3
bins = linspace(min_x, max_x, num_bins)
elts_to_bins = digitize(my_array[:, 0], bins)
However, this gives me values in elts_to_bins that range from 1 to 3. I thought I should get 0-based indices for the bins, and I only wanted 3 bins. I'm assuming this is due to some trickyness with how bins are represented in linspace vs. digitize.
What is the easiest way to achieve this? I want num_bins-many equally spaced bins, with the first bin containing the lower half of the data and the upper bin containing the upper half... i.e., I want each data point to fall into some bin, so that I can make a boxplot.
thanks.
You're getting the 3rd bin for the maximum value in the array (I'm assuming you have a typo there, and max_x should be "max(my_array[:,0])" instead of "max(my_array[:,1])"). You can avoid this by adding 1 (or any positive number) to the last bin.
Also, if I'm understanding you correctly, you want to bin one variable by another, so my example below shows that. If you're using recarrays (which are much slower) there are also several functions in matplotlib.mlab (e.g. mlab.rec_groupby, etc) that do this sort of thing.
Anyway, in the end, you might have something like this (to bin x by the values in y, assuming x and y are the same length)
def bin_by(x, y, nbins=30):
"""
Bin x by y.
Returns the binned "x" values and the left edges of the bins
"""
bins = np.linspace(y.min(), y.max(), nbins+1)
# To avoid extra bin for the max value
bins[-1] += 1
indicies = np.digitize(y, bins)
output = []
for i in xrange(1, len(bins)):
output.append(x[indicies==i])
# Just return the left edges of the bins
bins = bins[:-1]
return output, bins
As a quick example:
In [3]: x = np.random.random((100, 2))
In [4]: binned_values, bins = bin_by(x[:,0], x[:,1], 2)
In [5]: binned_values
Out[5]:
[array([ 0.59649575, 0.07082605, 0.7191498 , 0.4026375 , 0.06611863,
0.01473529, 0.45487203, 0.39942696, 0.02342408, 0.04669615,
0.58294003, 0.59510434, 0.76255006, 0.76685052, 0.26108928,
0.7640156 , 0.01771553, 0.38212975, 0.74417014, 0.38217517,
0.73909022, 0.21068663, 0.9103707 , 0.83556636, 0.34277006,
0.38007865, 0.18697416, 0.64370535, 0.68292336, 0.26142583,
0.50457354, 0.63071319, 0.87525221, 0.86509534, 0.96382375,
0.57556343, 0.55860405, 0.36392931, 0.93638048, 0.66889756,
0.46140831, 0.01675165, 0.15401495, 0.10813141, 0.03876953,
0.65967335, 0.86803192, 0.94835281, 0.44950182]),
array([ 0.9249993 , 0.02682873, 0.89439141, 0.26415792, 0.42771144,
0.12292614, 0.44790357, 0.64692616, 0.14871052, 0.55611472,
0.72340179, 0.55335053, 0.07967047, 0.95725514, 0.49737279,
0.99213794, 0.7604765 , 0.56719713, 0.77828727, 0.77046566,
0.15060196, 0.39199123, 0.78904624, 0.59974575, 0.6965413 ,
0.52664095, 0.28629324, 0.21838664, 0.47305751, 0.3544522 ,
0.57704906, 0.1023201 , 0.76861237, 0.88862359, 0.29310836,
0.22079126, 0.84966201, 0.9376939 , 0.95449215, 0.10856864,
0.86655289, 0.57835533, 0.32831162, 0.1673871 , 0.55742108,
0.02436965, 0.45261232, 0.31552715, 0.56666458, 0.24757898,
0.8674747 ])]
Hope that helps a bit!
Numpy has a dedicated function for creating histograms the way you need to:
histogram(a, bins=10, range=None, normed=False, weights=None, new=None)
which you can use like:
(hist_data, bin_edges) = histogram(my_array[:,0], weights=my_array[:,1])
The key point here is to use the weights argument: each value a[i] will contribute weights[i] to the histogram. Example:
a = [0, 1]
weights = [10, 2]
describes 10 points at x = 0 and 2 points at x = 1.
You can set the number of bins, or the bin limits, with the bins argument (see the official documentation for more details).
The histogram can then be plotted with something like:
bar(bin_edges[:-1], hist_data)
If you only need to do a histogram plot, the similar hist() function can directly plot the histogram:
hist(my_array[:,0], weights=my_array[:,1])

Categories

Resources