Large Dataset Polynomial Fitting Using Numpy - python

I'm trying to fit a second order polynomial to raw data and output the results using Matplotlib. There are about a million points in the data set that I'm trying to fit. It is supposed to be simple, with many examples available around the web. However for some reason I cannot get it right.
I get the following warning message:
RankWarning: Polyfit may be poorly conditioned
This is my output:
This is output using Excel:
See below for my code. What am I missing??
xData = df['X']
yData = df['Y']
xTitle = 'X'
yTitle = 'Y'
title = ''
minX = 100
maxX = 300
minY = 500
maxY = 2200
title_font = {'fontname':'Arial', 'size':'30', 'color':'black', 'weight':'normal',
'verticalalignment':'bottom'} # Bottom vertical alignment for more space
axis_font = {'fontname':'Arial', 'size':'18'}
#Poly fit
# calculate polynomial
z = np.polyfit(xData, yData, 2)
f = np.poly1d(z)
print(f)
# calculate new x's and y's
x_new = xData
y_new = f(x_new)
#Plot
plt.scatter(xData, yData,c='#002776',edgecolors='none')
plt.plot(x_new,y_new,c='#C60C30')
plt.ylim([minY,maxY])
plt.xlim([minX,maxX])
plt.xlabel(xTitle,**axis_font)
plt.ylabel(yTitle,**axis_font)
plt.title(title,**title_font)
plt.show()

The array to plot must be sorted. Here is a comparisson between plotting a sorted and an unsorted array. The plot in the unsorted case looks completely distorted, however, the fitted function is of course the same.
2
-3.496 x + 2.18 x + 17.26
import matplotlib.pyplot as plt
import numpy as np; np.random.seed(0)
x = (np.random.normal(size=300)+1)
fo = lambda x: -3*x**2+ 1.*x +20.
f = lambda x: fo(x) + (np.random.normal(size=len(x))-0.5)*4
y = f(x)
fig, (ax, ax2) = plt.subplots(1,2, figsize=(6,3))
ax.scatter(x,y)
ax2.scatter(x,y)
def fit(ax, x,y, sort=True):
z = np.polyfit(x, y, 2)
fit = np.poly1d(z)
print(fit)
ax.set_title("unsorted")
if sort:
x = np.sort(x)
ax.set_title("sorted")
ax.plot(x, fo(x), label="original func", color="k", alpha=0.6)
ax.plot(x, fit(x), label="fit func", color="C3", alpha=1, lw=2.5 )
ax.legend()
fit(ax, x,y, sort=False)
fit(ax2, x,y, sort=True)
plt.show()

The problem is probably using a power basis for data that is displaced some distance from zero along the x axis. If you use the Polynomial class from numpy.polynomial it will scale and shift the data before the fit, which will help, and also keep track of the scale and shift used. Note that if you want the coefficients in the normal form you will need to convert to that form.

Related

Unable to plot an accurate tangent to a curvature in Python

I have a dataset for curvature and I need to find the tangent to the curve but unfortunately, this is a bit far from the curve. Kindly guide me the issue solution related to the problem. Thank you!
My code is as follows:
fig, ax1 = plt.subplots()
chData_m = efficient.get('Car.Road.y')
x_fit = chData_m.timestamps
y_fit = chData_m.samples
fittedParameters = np.polyfit(x_fit[:],y_fit[:],1)
f = plt.figure(figsize=(800/100.0, 600/100.0), dpi=100)
axes = f.add_subplot(111)
# first the raw data as a scatter plot
axes.plot(x_fit, y_fit, 'D')
# create data for the fitted equation plot
xModel = np.linspace(min(x_fit), max(x_fit))
yModel = np.polyval(fittedParameters, xModel)
# now the model as a line plot
axes.plot(xModel, yModel)
axes.set_xlabel('X Data') # X axis data label
axes.set_ylabel('Y Data') # Y axis data label
# polynomial derivative from numpy
deriv = np.polyder(fittedParameters)
# for plotting
minX = min(x_fit)
maxX = max(x_fit)
# value of derivative (slope) at a specific X value, so
# that a straight line tangent can be plotted at the point
# you might place this code in a loop to animate
pointVal = 10.0 # example X value
y_value_at_point = np.polyval(fittedParameters, pointVal)
slope_at_point = np.polyval(deriv, pointVal)
ylow = (minX - pointVal) * slope_at_point + y_value_at_point
yhigh = (maxX - pointVal) * slope_at_point + y_value_at_point
# now the tangent as a line plot
axes.plot([minX, maxX], [ylow, yhigh])
plt.show()
plt.close('all') # clean up after using pyplot
and the output is:
I am not sure how you wanted to use numpy polyfit/polyval to determine the tangent formula. I describe here a different approach. The advantage of this approach is that it does not have any assumptions about the nature of the function. The disadvantage is that it will not work for vertical tangents.
To be on the safe side, I have considered both cases, i.e., that the evaluated x-value is a data point in your series and that it is not. Some problems may arise because I see that you mention timestamps in your question without specifying their nature by providing a toy dataset - so, this version may or may not work with the datetime objects or timestamps of your original data:
import matplotlib.pyplot as plt
import numpy as np
#generate fake data with unique random x-values between 0 and 70
def func(x, a=0, b=100, c=1, n=3.5):
return a + (b/(1+(c/x)**n))
np.random.seed(123)
x = np.random.choice(range(700000), 100)/10000
x.sort()
y = func(x, 1, 2, 15, 2.4)
#data point to evaluate
xVal = 29
#plot original data
fig, ax = plt.subplots()
ax.plot(x, y, c="blue", label="data")
#calculate gradient
slope = np.gradient(y, x)
#determine slope and intercept at xVal
ind1 = (np.abs(x - xVal)).argmin()
#case 1 the value is a data point
if xVal == x[ind1]:
yVal, slopeVal = y[ind1], slope[ind1]
#case 2 the value lies between to data points
#in which case we approximate linearly from the two nearest data points
else:
if xVal < x[ind1]:
ind1, ind2 = ind1-1, ind1
else:
ind1, ind2 = ind1, ind1+1
yVal = y[ind1] + (y[ind2]-y[ind1]) * (xVal-x[ind1]) / (x[ind2]-x[ind1])
slopeVal = slope[ind1] + (slope[ind2]-slope[ind1]) * (xVal-x[ind1]) / (x[ind2]-x[ind1])
intercVal = yVal - slopeVal * xVal
ax.plot([x.min(), x.max()], [slopeVal*x.min()+intercVal, slopeVal*x.max()+intercVal], color="green",
label=f"tangent\nat point [{xVal:.1f}, {yVal:.1f}]\nwith slope {slopeVal:.2f}\nand intercept {intercVal:.2f}" )
ax.set_ylim(0.8 * y.min(), 1.2 * y.max())
ax.legend()
plt.show()

Density scatter plot for huge dataset in matplotlib

I wrote some code a while ago that used gaussian kde to make simple density scatter plots. However, for datasets larger than about 100,000 points, it just ran 'forever' (I killed it after a few days). A friend gave me some code in R that could create such a density plot in seconds (plot_fun.R), and it seems like matplotlib should be able to do the same thing.
I think the right place to look is 2d histograms, but I am struggling to get the density to be 'right'. I modified code I found at this question to accomplish this, but the density is not showing, it looks like only the densist posible points are getting any color.
Here is approximately the code I am using:
# initial data
x = -np.log10(np.random.random_sample(10000))
y = -np.log10(np.random.random_sample(10000))
#histogram definition
bins = [1000, 1000] # number of bins
thresh = 3 #density threshold
#data definition
mn = min(x.min(), y.min())
mx = max(x.max(), y.max())
mn = mn-(mn*.1)
mx = mx+(mx*.1)
xyrange = [[mn, mx], [mn, mx]]
# histogram the data
hh, locx, locy = np.histogram2d(x, y, range=xyrange, bins=bins)
posx = np.digitize(x, locx)
posy = np.digitize(y, locy)
#select points within the histogram
ind = (posx > 0) & (posx <= bins[0]) & (posy > 0) & (posy <= bins[1])
hhsub = hh[posx[ind] - 1, posy[ind] - 1] # values of the histogram where the points are
xdat1 = x[ind][hhsub < thresh] # low density points
ydat1 = y[ind][hhsub < thresh]
hh[hh < thresh] = np.nan # fill the areas with low density by NaNs
f, a = plt.subplots(figsize=(12,12))
c = a.imshow(
np.flipud(hh.T), cmap='jet',
extent=np.array(xyrange).flatten(), interpolation='none',
origin='upper'
)
f.colorbar(c, ax=ax, orientation='vertical', shrink=0.75, pad=0.05)
s = a.scatter(
xdat1, ydat1, color='darkblue', edgecolor='', label=None,
picker=True, zorder=2
)
That produces this plot:
The KDE code is here:
f, a = plt.subplots(figsize=(12,12))
xy = np.vstack([x, y])
z = sts.gaussian_kde(xy)(xy)
# Sort the points by density, so that the densest points are
# plotted last
idx = z.argsort()
x2, y2, z = x[idx], y[idx], z[idx]
s = a.scatter(
x2, y2, c=z, s=50, cmap='jet',
edgecolor='', label=None, picker=True, zorder=2
)
That produces this plot:
The problem is, of course, that this code is unusable on large data sets.
My question is: how can I use the 2d histogram to produce a scatter plot like that? ax.hist2d does not produce a useful output, because it colors the whole plot, and all my efforts to get the above 2d histogram data to actually color the dense regions of the plot correctly have failed, I always end up with either no coloring or a tiny percentage of the densest points being colored. Clearly I just don't understand the code very well.
Your histogram code assigns a unique color (color='darkblue') so what are you expecting?
I think you are also over complicating things. This much simpler code works fine:
import numpy as np
import matplotlib.pyplot as plt
x, y = -np.log10(np.random.random_sample((2,10**6)))
#histogram definition
bins = [1000, 1000] # number of bins
# histogram the data
hh, locx, locy = np.histogram2d(x, y, bins=bins)
# Sort the points by density, so that the densest points are plotted last
z = np.array([hh[np.argmax(a<=locx[1:]),np.argmax(b<=locy[1:])] for a,b in zip(x,y)])
idx = z.argsort()
x2, y2, z2 = x[idx], y[idx], z[idx]
plt.figure(1,figsize=(8,8)).clf()
s = plt.scatter(x2, y2, c=z2, cmap='jet', marker='.')

how to fit data and then sample from the fitted function to draw curve

Given two arrays x and y,I was trying to use np.polyfit function to fit the data,using the following way:
z = np.polyfit(x, y, 20)
f = np.poly1d(z)
but since i want to plot a line chart instead of a smooth curve, so then i use this function f to sample an array for plotting line.
x_new = np.linspace(x[0], x[-1], fitting_size)
y_new = np.zeros(fitting_size)
for t in range(fitting_size):
y_new[t] = f(x_new[t])
plt.plot(x_new, y_new, marker='v', ms=1)
The problem is that the above segment code stills gives me a smooth curve. How can i fix it? Thanks.
Unfortunately the intention behind the question is a bit unclear. However, if you want to perform a linear fit, you need to provide the degree deg=1 to polyfit. There is then no reason to sample from the fit; one can simply use the same input array and apply the fitting function to it.
import matplotlib.pyplot as plt
import numpy as np
x = np.linspace(-1,5,20)
y = 3*x**2+np.random.rand(len(x))*10
z = np.polyfit(x, y, 1)
f = np.poly1d(z)
z2 = np.polyfit(x, y, 2)
f2 = np.poly1d(z2)
plt.plot(x,y, marker=".", ls="", c="k", label="data")
plt.plot(x, f(x), label="linear fit")
plt.plot(x, f2(x), label="quadratic fit")
plt.legend()
plt.show()

How to smoothen data in Python?

I am trying to smoothen a scatter plot shown below using SciPy's B-spline representation of 1-D curve. The data is available here.
The code I used is:
import matplotlib.pyplot as plt
import numpy as np
from scipy import interpolate
data = np.genfromtxt("spline_data.dat", delimiter = '\t')
x = 1000 / data[:, 0]
y = data[:, 1]
x_int = np.linspace(x[0], x[-1], 100)
tck = interpolate.splrep(x, y, k = 3, s = 1)
y_int = interpolate.splev(x_int, tck, der = 0)
fig = plt.figure(figsize = (5.15,5.15))
plt.subplot(111)
plt.plot(x, y, marker = 'o', linestyle='')
plt.plot(x_int, y_int, linestyle = '-', linewidth = 0.75, color='k')
plt.xlabel("X")
plt.ylabel("Y")
plt.show()
I tried changing the order of the spline and the smoothing condition, but I am not getting a smooth plot.
B-spline interpolation should be able to smoothen the data but what is wrong? Any alternate method to smoothen this data?
Use a larger smoothing parameter. For example, s=1000:
tck = interpolate.splrep(x, y, k=3, s=1000)
This produces:
Assuming we are dealing with noisy observations of some phenomena, Gaussian Process Regression might also be a good choice. Knowledge about the variance of the noise can be included into the parameters (nugget) and other parameters can be found using Maximum Likelihood estimation. Here's a simple example of how it could be applied:
import matplotlib.pyplot as plt
import numpy as np
from sklearn.gaussian_process import GaussianProcess
data = np.genfromtxt("spline_data.dat", delimiter='\t')
x = 1000 / data[:, 0]
y = data[:, 1]
x_pred = np.linspace(x[0], x[-1], 100)
# <GP regression>
gp = GaussianProcess(theta0=1, thetaL=0.00001, thetaU=1000, nugget=0.000001)
gp.fit(np.atleast_2d(x).T, y)
y_pred = gp.predict(np.atleast_2d(x_pred).T)
# </GP regression>
fig = plt.figure(figsize=(5.15, 5.15))
plt.subplot(111)
plt.plot(x, y, marker='o', linestyle='')
plt.plot(x_pred, y_pred, linestyle='-', linewidth=0.75, color='k')
plt.xlabel("X")
plt.ylabel("Y")
plt.show()
which will give:
In your specific case, you could also try changing the last argument of the np.linspace function to a smaller number, np.linspace(x[0], x[-1], 10), for example.
Demo code:
import matplotlib.pyplot as plt
import numpy as np
from scipy import interpolate
data = np.random.rand(100,2)
tempx = list(data[:, 0])
tempy = list(data[:, 1])
x = np.array(sorted([point*10 + tempx.index(point) for point in tempx]))
y = np.array([point*10 + tempy.index(point) for point in tempy])
x_int = np.linspace(x[0], x[-1], 10)
tck = interpolate.splrep(x, y, k = 3, s = 1)
y_int = interpolate.splev(x_int, tck, der = 0)
fig = plt.figure(figsize = (5.15,5.15))
plt.subplot(111)
plt.plot(x, y, marker = 'o', linestyle='')
plt.plot(x_int, y_int, linestyle = '-', linewidth = 0.75, color='k')
plt.xlabel("X")
plt.ylabel("Y")
plt.show()
You could also smooth the data with a rolling_mean in pandas:
import pandas as pd
data = [...(your data here)...]
smoothendData = pd.rolling_mean(data,5)
the second argument of rolling_mean is the moving average (rolling mean) period. You can also reverse the data 'data.reverse', take a rolling_mean of the data that way, and combine it with the forward rolling mean. Another option is exponentially weighted moving averages:
Pandas: Exponential smoothing function for column
or using bandpass filters:
fft bandpass filter in python
http://docs.scipy.org/doc/scipy/reference/signal.html

Generate a heatmap using a scatter data set

I have a set of X,Y data points (about 10k) that are easy to plot as a scatter plot but that I would like to represent as a heatmap.
I looked through the examples in Matplotlib and they all seem to already start with heatmap cell values to generate the image.
Is there a method that converts a bunch of x, y, all different, to a heatmap (where zones with higher frequency of x, y would be "warmer")?
If you don't want hexagons, you can use numpy's histogram2d function:
import numpy as np
import numpy.random
import matplotlib.pyplot as plt
# Generate some test data
x = np.random.randn(8873)
y = np.random.randn(8873)
heatmap, xedges, yedges = np.histogram2d(x, y, bins=50)
extent = [xedges[0], xedges[-1], yedges[0], yedges[-1]]
plt.clf()
plt.imshow(heatmap.T, extent=extent, origin='lower')
plt.show()
This makes a 50x50 heatmap. If you want, say, 512x384, you can put bins=(512, 384) in the call to histogram2d.
Example:
In Matplotlib lexicon, i think you want a hexbin plot.
If you're not familiar with this type of plot, it's just a bivariate histogram in which the xy-plane is tessellated by a regular grid of hexagons.
So from a histogram, you can just count the number of points falling in each hexagon, discretiize the plotting region as a set of windows, assign each point to one of these windows; finally, map the windows onto a color array, and you've got a hexbin diagram.
Though less commonly used than e.g., circles, or squares, that hexagons are a better choice for the geometry of the binning container is intuitive:
hexagons have nearest-neighbor symmetry (e.g., square bins don't,
e.g., the distance from a point on a square's border to a point
inside that square is not everywhere equal) and
hexagon is the highest n-polygon that gives regular plane
tessellation (i.e., you can safely re-model your kitchen floor with hexagonal-shaped tiles because you won't have any void space between the tiles when you are finished--not true for all other higher-n, n >= 7, polygons).
(Matplotlib uses the term hexbin plot; so do (AFAIK) all of the plotting libraries for R; still i don't know if this is the generally accepted term for plots of this type, though i suspect it's likely given that hexbin is short for hexagonal binning, which is describes the essential step in preparing the data for display.)
from matplotlib import pyplot as PLT
from matplotlib import cm as CM
from matplotlib import mlab as ML
import numpy as NP
n = 1e5
x = y = NP.linspace(-5, 5, 100)
X, Y = NP.meshgrid(x, y)
Z1 = ML.bivariate_normal(X, Y, 2, 2, 0, 0)
Z2 = ML.bivariate_normal(X, Y, 4, 1, 1, 1)
ZD = Z2 - Z1
x = X.ravel()
y = Y.ravel()
z = ZD.ravel()
gridsize=30
PLT.subplot(111)
# if 'bins=None', then color of each hexagon corresponds directly to its count
# 'C' is optional--it maps values to x-y coordinates; if 'C' is None (default) then
# the result is a pure 2D histogram
PLT.hexbin(x, y, C=z, gridsize=gridsize, cmap=CM.jet, bins=None)
PLT.axis([x.min(), x.max(), y.min(), y.max()])
cb = PLT.colorbar()
cb.set_label('mean value')
PLT.show()
Edit: For a better approximation of Alejandro's answer, see below.
I know this is an old question, but wanted to add something to Alejandro's anwser: If you want a nice smoothed image without using py-sphviewer you can instead use np.histogram2d and apply a gaussian filter (from scipy.ndimage.filters) to the heatmap:
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.cm as cm
from scipy.ndimage.filters import gaussian_filter
def myplot(x, y, s, bins=1000):
heatmap, xedges, yedges = np.histogram2d(x, y, bins=bins)
heatmap = gaussian_filter(heatmap, sigma=s)
extent = [xedges[0], xedges[-1], yedges[0], yedges[-1]]
return heatmap.T, extent
fig, axs = plt.subplots(2, 2)
# Generate some test data
x = np.random.randn(1000)
y = np.random.randn(1000)
sigmas = [0, 16, 32, 64]
for ax, s in zip(axs.flatten(), sigmas):
if s == 0:
ax.plot(x, y, 'k.', markersize=5)
ax.set_title("Scatter plot")
else:
img, extent = myplot(x, y, s)
ax.imshow(img, extent=extent, origin='lower', cmap=cm.jet)
ax.set_title("Smoothing with $\sigma$ = %d" % s)
plt.show()
Produces:
The scatter plot and s=16 plotted on top of eachother for Agape Gal'lo (click for better view):
One difference I noticed with my gaussian filter approach and Alejandro's approach was that his method shows local structures much better than mine. Therefore I implemented a simple nearest neighbour method at pixel level. This method calculates for each pixel the inverse sum of the distances of the n closest points in the data. This method is at a high resolution pretty computationally expensive and I think there's a quicker way, so let me know if you have any improvements.
Update: As I suspected, there's a much faster method using Scipy's scipy.cKDTree. See Gabriel's answer for the implementation.
Anyway, here's my code:
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.cm as cm
def data_coord2view_coord(p, vlen, pmin, pmax):
dp = pmax - pmin
dv = (p - pmin) / dp * vlen
return dv
def nearest_neighbours(xs, ys, reso, n_neighbours):
im = np.zeros([reso, reso])
extent = [np.min(xs), np.max(xs), np.min(ys), np.max(ys)]
xv = data_coord2view_coord(xs, reso, extent[0], extent[1])
yv = data_coord2view_coord(ys, reso, extent[2], extent[3])
for x in range(reso):
for y in range(reso):
xp = (xv - x)
yp = (yv - y)
d = np.sqrt(xp**2 + yp**2)
im[y][x] = 1 / np.sum(d[np.argpartition(d.ravel(), n_neighbours)[:n_neighbours]])
return im, extent
n = 1000
xs = np.random.randn(n)
ys = np.random.randn(n)
resolution = 250
fig, axes = plt.subplots(2, 2)
for ax, neighbours in zip(axes.flatten(), [0, 16, 32, 64]):
if neighbours == 0:
ax.plot(xs, ys, 'k.', markersize=2)
ax.set_aspect('equal')
ax.set_title("Scatter Plot")
else:
im, extent = nearest_neighbours(xs, ys, resolution, neighbours)
ax.imshow(im, origin='lower', extent=extent, cmap=cm.jet)
ax.set_title("Smoothing over %d neighbours" % neighbours)
ax.set_xlim(extent[0], extent[1])
ax.set_ylim(extent[2], extent[3])
plt.show()
Result:
Instead of using np.hist2d, which in general produces quite ugly histograms, I would like to recycle py-sphviewer, a python package for rendering particle simulations using an adaptive smoothing kernel and that can be easily installed from pip (see webpage documentation). Consider the following code, which is based on the example:
import numpy as np
import numpy.random
import matplotlib.pyplot as plt
import sphviewer as sph
def myplot(x, y, nb=32, xsize=500, ysize=500):
xmin = np.min(x)
xmax = np.max(x)
ymin = np.min(y)
ymax = np.max(y)
x0 = (xmin+xmax)/2.
y0 = (ymin+ymax)/2.
pos = np.zeros([len(x),3])
pos[:,0] = x
pos[:,1] = y
w = np.ones(len(x))
P = sph.Particles(pos, w, nb=nb)
S = sph.Scene(P)
S.update_camera(r='infinity', x=x0, y=y0, z=0,
xsize=xsize, ysize=ysize)
R = sph.Render(S)
R.set_logscale()
img = R.get_image()
extent = R.get_extent()
for i, j in zip(xrange(4), [x0,x0,y0,y0]):
extent[i] += j
print extent
return img, extent
fig = plt.figure(1, figsize=(10,10))
ax1 = fig.add_subplot(221)
ax2 = fig.add_subplot(222)
ax3 = fig.add_subplot(223)
ax4 = fig.add_subplot(224)
# Generate some test data
x = np.random.randn(1000)
y = np.random.randn(1000)
#Plotting a regular scatter plot
ax1.plot(x,y,'k.', markersize=5)
ax1.set_xlim(-3,3)
ax1.set_ylim(-3,3)
heatmap_16, extent_16 = myplot(x,y, nb=16)
heatmap_32, extent_32 = myplot(x,y, nb=32)
heatmap_64, extent_64 = myplot(x,y, nb=64)
ax2.imshow(heatmap_16, extent=extent_16, origin='lower', aspect='auto')
ax2.set_title("Smoothing over 16 neighbors")
ax3.imshow(heatmap_32, extent=extent_32, origin='lower', aspect='auto')
ax3.set_title("Smoothing over 32 neighbors")
#Make the heatmap using a smoothing over 64 neighbors
ax4.imshow(heatmap_64, extent=extent_64, origin='lower', aspect='auto')
ax4.set_title("Smoothing over 64 neighbors")
plt.show()
which produces the following image:
As you see, the images look pretty nice, and we are able to identify different substructures on it. These images are constructed spreading a given weight for every point within a certain domain, defined by the smoothing length, which in turns is given by the distance to the closer nb neighbor (I've chosen 16, 32 and 64 for the examples). So, higher density regions typically are spread over smaller regions compared to lower density regions.
The function myplot is just a very simple function that I've written in order to give the x,y data to py-sphviewer to do the magic.
If you are using 1.2.x
import numpy as np
import matplotlib.pyplot as plt
x = np.random.randn(100000)
y = np.random.randn(100000)
plt.hist2d(x,y,bins=100)
plt.show()
Seaborn now has the jointplot function which should work nicely here:
import numpy as np
import seaborn as sns
import matplotlib.pyplot as plt
# Generate some test data
x = np.random.randn(8873)
y = np.random.randn(8873)
sns.jointplot(x=x, y=y, kind='hex')
plt.show()
Here's Jurgy's great nearest neighbour approach but implemented using scipy.cKDTree. In my tests it's about 100x faster.
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.cm as cm
from scipy.spatial import cKDTree
def data_coord2view_coord(p, resolution, pmin, pmax):
dp = pmax - pmin
dv = (p - pmin) / dp * resolution
return dv
n = 1000
xs = np.random.randn(n)
ys = np.random.randn(n)
resolution = 250
extent = [np.min(xs), np.max(xs), np.min(ys), np.max(ys)]
xv = data_coord2view_coord(xs, resolution, extent[0], extent[1])
yv = data_coord2view_coord(ys, resolution, extent[2], extent[3])
def kNN2DDens(xv, yv, resolution, neighbours, dim=2):
"""
"""
# Create the tree
tree = cKDTree(np.array([xv, yv]).T)
# Find the closest nnmax-1 neighbors (first entry is the point itself)
grid = np.mgrid[0:resolution, 0:resolution].T.reshape(resolution**2, dim)
dists = tree.query(grid, neighbours)
# Inverse of the sum of distances to each grid point.
inv_sum_dists = 1. / dists[0].sum(1)
# Reshape
im = inv_sum_dists.reshape(resolution, resolution)
return im
fig, axes = plt.subplots(2, 2, figsize=(15, 15))
for ax, neighbours in zip(axes.flatten(), [0, 16, 32, 63]):
if neighbours == 0:
ax.plot(xs, ys, 'k.', markersize=5)
ax.set_aspect('equal')
ax.set_title("Scatter Plot")
else:
im = kNN2DDens(xv, yv, resolution, neighbours)
ax.imshow(im, origin='lower', extent=extent, cmap=cm.Blues)
ax.set_title("Smoothing over %d neighbours" % neighbours)
ax.set_xlim(extent[0], extent[1])
ax.set_ylim(extent[2], extent[3])
plt.savefig('new.png', dpi=150, bbox_inches='tight')
and the initial question was... how to convert scatter values to grid values, right?
histogram2d does count the frequency per cell, however, if you have other data per cell than just the frequency, you'd need some additional work to do.
x = data_x # between -10 and 4, log-gamma of an svc
y = data_y # between -4 and 11, log-C of an svc
z = data_z #between 0 and 0.78, f1-values from a difficult dataset
So, I have a dataset with Z-results for X and Y coordinates. However, I was calculating few points outside the area of interest (large gaps), and heaps of points in a small area of interest.
Yes here it becomes more difficult but also more fun. Some libraries (sorry):
from matplotlib import pyplot as plt
from matplotlib import cm
import numpy as np
from scipy.interpolate import griddata
pyplot is my graphic engine today,
cm is a range of color maps with some initeresting choice.
numpy for the calculations,
and griddata for attaching values to a fixed grid.
The last one is important especially because the frequency of xy points is not equally distributed in my data. First, let's start with some boundaries fitting to my data and an arbitrary grid size. The original data has datapoints also outside those x and y boundaries.
#determine grid boundaries
gridsize = 500
x_min = -8
x_max = 2.5
y_min = -2
y_max = 7
So we have defined a grid with 500 pixels between the min and max values of x and y.
In my data, there are lots more than the 500 values available in the area of high interest; whereas in the low-interest-area, there are not even 200 values in the total grid; between the graphic boundaries of x_min and x_max there are even less.
So for getting a nice picture, the task is to get an average for the high interest values and to fill the gaps elsewhere.
I define my grid now. For each xx-yy pair, i want to have a color.
xx = np.linspace(x_min, x_max, gridsize) # array of x values
yy = np.linspace(y_min, y_max, gridsize) # array of y values
grid = np.array(np.meshgrid(xx, yy.T))
grid = grid.reshape(2, grid.shape[1]*grid.shape[2]).T
Why the strange shape? scipy.griddata wants a shape of (n, D).
Griddata calculates one value per point in the grid, by a predefined method.
I choose "nearest" - empty grid points will be filled with values from the nearest neighbor. This looks as if the areas with less information have bigger cells (even if it is not the case). One could choose to interpolate "linear", then areas with less information look less sharp. Matter of taste, really.
points = np.array([x, y]).T # because griddata wants it that way
z_grid2 = griddata(points, z, grid, method='nearest')
# you get a 1D vector as result. Reshape to picture format!
z_grid2 = z_grid2.reshape(xx.shape[0], yy.shape[0])
And hop, we hand over to matplotlib to display the plot
fig = plt.figure(1, figsize=(10, 10))
ax1 = fig.add_subplot(111)
ax1.imshow(z_grid2, extent=[x_min, x_max,y_min, y_max, ],
origin='lower', cmap=cm.magma)
ax1.set_title("SVC: empty spots filled by nearest neighbours")
ax1.set_xlabel('log gamma')
ax1.set_ylabel('log C')
plt.show()
Around the pointy part of the V-Shape, you see I did a lot of calculations during my search for the sweet spot, whereas the less interesting parts almost everywhere else have a lower resolution.
Make a 2-dimensional array that corresponds to the cells in your final image, called say heatmap_cells and instantiate it as all zeroes.
Choose two scaling factors that define the difference between each array element in real units, for each dimension, say x_scale and y_scale. Choose these such that all your datapoints will fall within the bounds of the heatmap array.
For each raw datapoint with x_value and y_value:
heatmap_cells[floor(x_value/x_scale),floor(y_value/y_scale)]+=1
Very similar to #Piti's answer, but using 1 call instead of 2 to generate the points:
import numpy as np
import matplotlib.pyplot as plt
pts = 1000000
mean = [0.0, 0.0]
cov = [[1.0,0.0],[0.0,1.0]]
x,y = np.random.multivariate_normal(mean, cov, pts).T
plt.hist2d(x, y, bins=50, cmap=plt.cm.jet)
plt.show()
Output:
Here's one I made on a 1 Million point set with 3 categories (colored Red, Green, and Blue). Here's a link to the repository if you'd like to try the function. Github Repo
histplot(
X,
Y,
labels,
bins=2000,
range=((-3,3),(-3,3)),
normalize_each_label=True,
colors = [
[1,0,0],
[0,1,0],
[0,0,1]],
gain=50)
I'm afraid I'm a little late to the party but I had a similar question a while ago. The accepted answer (by #ptomato) helped me out but I'd also want to post this in case it's of use to someone.
''' I wanted to create a heatmap resembling a football pitch which would show the different actions performed '''
import numpy as np
import matplotlib.pyplot as plt
import random
#fixing random state for reproducibility
np.random.seed(1234324)
fig = plt.figure(12)
ax1 = fig.add_subplot(121)
ax2 = fig.add_subplot(122)
#Ratio of the pitch with respect to UEFA standards
hmap= np.full((6, 10), 0)
#print(hmap)
xlist = np.random.uniform(low=0.0, high=100.0, size=(20))
ylist = np.random.uniform(low=0.0, high =100.0, size =(20))
#UEFA Pitch Standards are 105m x 68m
xlist = (xlist/100)*10.5
ylist = (ylist/100)*6.5
ax1.scatter(xlist,ylist)
#int of the co-ordinates to populate the array
xlist_int = xlist.astype (int)
ylist_int = ylist.astype (int)
#print(xlist_int, ylist_int)
for i, j in zip(xlist_int, ylist_int):
#this populates the array according to the x,y co-ordinate values it encounters
hmap[j][i]= hmap[j][i] + 1
#Reversing the rows is necessary
hmap = hmap[::-1]
#print(hmap)
im = ax2.imshow(hmap)
Here's the result
None of these solutions worked for my application, so this is what I came up with. Essentially I am placing a 2D Gaussian at every single point:
import cv2
import numpy as np
import matplotlib.pyplot as plt
def getGaussian2D(ksize, sigma, norm=True):
oneD = cv2.getGaussianKernel(ksize=ksize, sigma=sigma)
twoD = np.outer(oneD.T, oneD)
return twoD / np.sum(twoD) if norm else twoD
def pt2heat(pts, shape, kernel=16, sigma=5):
heat = np.zeros(shape)
k = getGaussian2D(kernel, sigma)
for y,x in pts:
x, y = int(x), int(y)
for i in range(-kernel//2, kernel//2):
for j in range(-kernel//2, kernel//2):
if 0 <= x+i < shape[0] and 0 <= y+j < shape[1]:
heat[x+i, y+j] = heat[x+i, y+j] + k[i+kernel//2, j+kernel//2]
return heat
heat = pts2heat(pts, img.shape[:2])
plt.imshow(heat, cmap='heat')
Here are the points overlayed ontop of it's associated image, along with the resulting heat map:

Categories

Resources