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I am trying to come up with a generalised way in Python to identify pitch rotations occurring during a set of planned spacecraft manoeuvres. You could think of it as a particular case of a shift detection problem.
Let's consider the solar_elevation_angle variable in my set of measurements, identifying the elevation angle of the sun measured from the spacecraft's instrument. For those who might want to play with the data, I saved the solar_elevation_angle.txt file here.
import numpy as np
import matplotlib.pyplot as plt
from matplotlib import gridspec
from scipy.signal import argrelmax
from scipy.ndimage.filters import gaussian_filter1d
solar_elevation_angle = np.loadtxt("solar_elevation_angle.txt", dtype=np.float32)
fig, ax = plt.subplots()
ax.set_title('Solar elevation angle')
ax.set_xlabel('Scanline')
ax.set_ylabel('Solar elevation angle [deg]')
ax.plot(solar_elevation_angle)
plt.show()
The scanline is my time dimension. The four points where the slope changes identify the spacecraft pitch rotations.
As you can see, the solar elevation angle evolution outside the spacecraft manoeuvres regions is pretty much linear as a function of time, and that should always be the case for this particular spacecraft (except for major failures).
Note that during each spacecraft manoeuvre, the slope change is obviously continuous, although discretised in my set of angle values. That means: for each manoeuvre, it does not really make sense to try to locate a single scanline where a manoeuvre has taken place. My goal is rather to identify, for each manoeuvre, a "representative" scanline in the range of scanlines defining the interval of time where the manoeuvre occurred (e.g. middle value, or left boundary).
Once I get a set of "representative" scanline indexes where all manoeuvres have taken place, I could then use those indexes for rough estimations of manoeuvres durations, or to automatically place labels on the plot.
My solution so far has been to:
Compute the 2nd derivative of the solar elevation angle using
np.gradient.
Compute absolute value and clipping of resulting
curve. The clipping is necessary because of what I assume to be
discretisation noise in the linear segments, which would then severely affect the identification of the "real" local maxima in point 4.
Apply smoothing to the resulting curve, to get rid of multiple peaks. I'm using scipy's 1d gaussian filter with a trial-and-error sigma value for that.
Identify local maxima.
Here's my code:
fig = plt.figure(figsize=(8,12))
gs = gridspec.GridSpec(5, 1)
ax0 = plt.subplot(gs[0])
ax0.set_title('Solar elevation angle')
ax0.plot(solar_elevation_angle)
solar_elevation_angle_1stdev = np.gradient(solar_elevation_angle)
ax1 = plt.subplot(gs[1])
ax1.set_title('1st derivative')
ax1.plot(solar_elevation_angle_1stdev)
solar_elevation_angle_2nddev = np.gradient(solar_elevation_angle_1stdev)
ax2 = plt.subplot(gs[2])
ax2.set_title('2nd derivative')
ax2.plot(solar_elevation_angle_2nddev)
solar_elevation_angle_2nddev_clipped = np.clip(np.abs(np.gradient(solar_elevation_angle_2nddev)), 0.0001, 2)
ax3 = plt.subplot(gs[3])
ax3.set_title('absolute value + clipping')
ax3.plot(solar_elevation_angle_2nddev_clipped)
smoothed_signal = gaussian_filter1d(solar_elevation_angle_2nddev_clipped, 20)
ax4 = plt.subplot(gs[4])
ax4.set_title('Smoothing applied')
ax4.plot(smoothed_signal)
plt.tight_layout()
plt.show()
I can then easily identify the local maxima by using scipy's argrelmax function:
max_idx = argrelmax(smoothed_signal)[0]
print(max_idx)
# [ 689 1019 2356 2685]
Which correctly identifies the scanline indexes I was looking for:
fig, ax = plt.subplots()
ax.set_title('Solar elevation angle')
ax.set_xlabel('Scanline')
ax.set_ylabel('Solar elevation angle [deg]')
ax.plot(solar_elevation_angle)
ax.scatter(max_idx, solar_elevation_angle[max_idx], marker='x', color='red')
plt.show()
My question is: Is there a better way to approach this problem?
I find that having to manually specify the clipping threshold values to get rid of the noise and the sigma in the gaussian filter weakens this approach considerably, preventing it to be applied to other similar cases.
First improvement would be to use a Savitzky-Golay filter to find the derivative in a less noisy way. For example, it can fit a parabola (in the sense of least squares) to each data slice of certain size, and then take the second derivative of that parabola. The result is much nicer than just taking 2nd order difference with gradient. Here it is with window size 101:
savgol_filter(solar_elevation_angle, window_length=window, polyorder=2, deriv=2)
Second, instead of looking for points of maximum with argrelmax it is better to look for places where the second derivative is large; for example, at least half its maximal size. This will of course return many indexes, but we can then look at the gaps between those indexes to identify where each peak begins and ends. The midpoint of the peak is then easily found.
Here is the complete code. The only parameter is window size, which is set to 101. The approach is robust; the size 21 or 201 gives essentially the same outcome (it must be odd).
from scipy.signal import savgol_filter
window = 101
der2 = savgol_filter(solar_elevation_angle, window_length=window, polyorder=2, deriv=2)
max_der2 = np.max(np.abs(der2))
large = np.where(np.abs(der2) > max_der2/2)[0]
gaps = np.diff(large) > window
begins = np.insert(large[1:][gaps], 0, large[0])
ends = np.append(large[:-1][gaps], large[-1])
changes = ((begins+ends)/2).astype(np.int)
plt.plot(solar_elevation_angle)
plt.plot(changes, solar_elevation_angle[changes], 'ro')
plt.show()
The fuss with insert and append is because the first index with large derivative should qualify as "peak begins" and the last such index should qualify as "peak ends", even though they don't have a suitable gap next to them (the gap is infinite).
Piecewise linear fit
This is an alternative (not necessarily better) approach, which does not use derivatives: fit a smoothing spline of degree 1 (i.e., a piecewise linear curve), and notice where its knots are.
First, normalize the data (which I call y instead of solar_elevation_angle) to have standard deviation 1.
y /= np.std(y)
The first step is to build a piecewise linear curve that deviates from the data by at most the given threshold, arbitrarily set to 0.1 (no units here because y was normalized). This is done by calling UnivariateSpline repeatedly, starting with a large smoothing parameter and gradually reducing it until the curve fits. (Unfortunately, one can't simply pass in the desired uniform error bound).
from scipy.interpolate import UnivariateSpline
threshold = 0.1
m = y.size
x = np.arange(m)
s = m
max_error = 1
while max_error > threshold:
spl = UnivariateSpline(x, y, k=1, s=s)
interp_y = spl(x)
max_error = np.max(np.abs(interp_y - y))
s /= 2
knots = spl.get_knots()
values = spl(knots)
So far we found the knots, and noted the values of the spline at those knots. But not all of these knots are really important. To test the importance of each knot, I remove it and interpolate without it. If the new interpolant is substantially different from the old (doubling the error), the knot is considered important and is added to the list of found slope changes.
ts = knots.size
idx = np.arange(ts)
changes = []
for j in range(1, ts-1):
spl = UnivariateSpline(knots[idx != j], values[idx != j], k=1, s=0)
if np.max(np.abs(spl(x) - interp_y)) > 2*threshold:
changes.append(knots[j])
plt.plot(y)
plt.plot(changes, y[np.array(changes, dtype=int)], 'ro')
plt.show()
Ideally, one would fit piecewise linear functions to given data, increasing the number of knots until adding one more does not bring "substantial" improvement. The above is a crude approximation of that with SciPy tools, but far from best possible. I don't know of any off-the-shelf piecewise linear model selection tool in Python.
I've been having invalid input errors when working with scipy interp2d function. It turns out the problem comes from the bisplrep function, as showed here:
import numpy as np
from scipy import interpolate
# Case 1
x = np.linspace(0,1)
y = np.zeros_like(x)
z = np.ones_like(x)
tck = interpolate.bisplrep(x,y,z) # or interp2d
Returns: ValueError: Invalid inputs
It turned out the test data I was giving interp2d contained only one distinct value for the 2nd axis, as in the test sample above. The bisplrep function inside interp2d considers it as an invalid output:
This may be considered as an acceptable behaviour: interp2d & bisplrep expect a 2D grid, and I'm only giving them values along one line.
On a side note, I find the error message quite unclear. One could include a test in interp2d to deal with such cases: something along the lines of
if len(np.unique(x))==1 or len(np.unique(y))==1:
ValueError ("Can't build 2D splines if x or y values are all the same")
may be enough to detect this kind of invalid input, and raise a more explicit error message, or even directly call the more appropriate interp1d function (which works perfectly here)
I thought I had correctly understood the problem. However, consider the following code sample:
# Case 2
x = np.linspace(0,1)
y = x
z = np.ones_like(x)
tck = interpolate.bisplrep(x,y,z)
In that case, y being proportional to x, I'm also feeding bisplrep with data along one line. But, surprisingly, bisplrep is able to compute a 2D spline interpolation in that case. I plotted it:
# Plot
def plot_0to1(tck):
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
X = np.linspace(0,1,10)
Y = np.linspace(0,1,10)
Z = interpolate.bisplev(X,Y,tck)
X,Y = np.meshgrid(X,Y)
fig = plt.figure()
ax = Axes3D(fig)
ax.plot_surface(X, Y, Z,rstride=1, cstride=1, cmap=cm.coolwarm,
linewidth=0, antialiased=False)
plt.show()
plot_0to1(tck)
The result is the following:
where bisplrep seems to fill the gaps with 0's, as better showed when I extend the plot below:
Regarding of whether adding 0 is expected, my real question is: why does bisplrep work in Case 2 but not in Case 1?
Or, in other words: do we want it to return an error when 2D interpolation is fed with input along one direction only (Case 1 & 2 fail), or not? (Case 1 & 2 should return something, even if unpredicted).
I was originally going to show you how much of a difference it makes for 2d interpolation if your input data are oriented along the coordinate axes rather than in some general direction, but it turns out that the result would be even messier than I had anticipated. I tried using a random dataset over an interpolated rectangular mesh, and comparing that to a case where the same x and y coordinates were rotated by 45 degrees for interpolation. The result was abysmal.
I then tried doing a comparison with a smoother dataset: turns out scipy.interpolate.interp2d has quite a few issues. So my bottom line will be "use scipy.interpolate.griddata".
For instructive purposes, here's my (quite messy) code:
import numpy as np
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
import matplotlib.cm as cm
n = 10 # rough number of points
dom = np.linspace(-2,2,n+1) # 1d input grid
x1,y1 = np.meshgrid(dom,dom) # 2d input grid
z = np.random.rand(*x1.shape) # ill-conditioned sample
#z = np.cos(x1)*np.sin(y1) # smooth sample
# first interpolator with interp2d:
fun1 = interp.interp2d(x1,y1,z,kind='linear')
# construct twice finer plotting and interpolating mesh
plotdom = np.linspace(-1,1,2*n+1) # for interpolation and plotting
plotx1,ploty1 = np.meshgrid(plotdom,plotdom)
plotz1 = fun1(plotdom,plotdom) # interpolated points
# construct 45-degree rotated input and interpolating meshes
rotmat = np.array([[1,-1],[1,1]])/np.sqrt(2) # 45-degree rotation
x2,y2 = rotmat.dot(np.vstack([x1.ravel(),y1.ravel()])) # rotate input mesh
plotx2,ploty2 = rotmat.dot(np.vstack([plotx1.ravel(),ploty1.ravel()])) # rotate plotting/interp mesh
# interpolate on rotated mesh with interp2d
# (reverse rotate by using plotx1, ploty1 later!)
fun2 = interp.interp2d(x2,y2,z.ravel(),kind='linear')
# I had to generate the rotated points element-by-element
# since fun2() accepts only rectangular meshes as input
plotz2 = np.array([fun2(xx,yy) for (xx,yy) in zip(plotx2.ravel(),ploty2.ravel())])
# try interpolating with griddata
plotz3 = interp.griddata(np.array([x1.ravel(),y1.ravel()]).T,z.ravel(),np.array([plotx1.ravel(),ploty1.ravel()]).T,method='linear')
plotz4 = interp.griddata(np.array([x2,y2]).T,z.ravel(),np.array([plotx2,ploty2]).T,method='linear')
# function to plot a surface
def myplot(X,Y,Z):
fig = plt.figure()
ax = Axes3D(fig)
ax.plot_surface(X, Y, Z,rstride=1, cstride=1,
linewidth=0, antialiased=False,cmap=cm.coolwarm)
plt.show()
# plot interp2d versions
myplot(plotx1,ploty1,plotz1) # Cartesian meshes
myplot(plotx1,ploty1,plotz2.reshape(2*n+1,-1)) # rotated meshes
# plot griddata versions
myplot(plotx1,ploty1,plotz3.reshape(2*n+1,-1)) # Cartesian meshes
myplot(plotx1,ploty1,plotz4.reshape(2*n+1,-1)) # rotated meshes
So here's a gallery of the results. Using random input z data, and interp2d, Cartesian (left) vs rotated interpolation (right):
Note the horrible scale on the right side, noting that the input points are between 0 and 1. Even its mother wouldn't recognize the data set. Note that there are runtime warnings during the evaluation of the rotated data set, so we're being warned that it's all crap.
Now let's do the same with griddata:
We should note that these figures are much closer to each other, and they seem to make way more sense than the output of interp2d. For instance, note the overshoot in the scale of the very first figure.
These artifacts always arise between input data points. Since it's still interpolation, the input points have to be reproduced by the interpolating function, but it's pretty weird that a linear interpolating function overshoots between data points. It's clear that griddata doesn't suffer from this issue.
Consider an even more clear case: the other set of z values, which are smooth and deterministic. The surfaces with interp2d:
HELP! Call the interpolation police! Already the Cartesian input case has inexplicable (well, at least by me) spurious features in it, and the rotated input case poses the threat of s͔̖̰͕̞͖͇ͣ́̈̒ͦ̀̀ü͇̹̞̳ͭ̊̓̎̈m̥̠͈̣̆̐ͦ̚m̻͑͒̔̓ͦ̇oͣ̐ͣṉ̟͖͙̆͋i͉̓̓ͭ̒͛n̹̙̥̩̥̯̭ͤͤͤ̄g͈͇̼͖͖̭̙ ̐z̻̉ͬͪ̑ͭͨ͊ä̼̣̬̗̖́̄ͥl̫̣͔͓̟͛͊̏ͨ͗̎g̻͇͈͚̟̻͛ͫ͛̅͋͒o͈͓̱̥̙̫͚̾͂.
So let's do the same with griddata:
The day is saved, thanks to The Powerpuff Girls scipy.interpolate.griddata. Homework: check the same with cubic interpolation.
By the way, a very short answer to your original question is in help(interp.interp2d):
| Notes
| -----
| The minimum number of data points required along the interpolation
| axis is ``(k+1)**2``, with k=1 for linear, k=3 for cubic and k=5 for
| quintic interpolation.
For linear interpolation you need at least 4 points along the interpolation axis, i.e. at least 4 unique x and y values have to be present to get a meaningful result. Check these:
nvals = 3 # -> RuntimeWarning
x = np.linspace(0,1,10)
y = np.random.randint(low=0,high=nvals,size=x.shape)
z = x
interp.interp2d(x,y,z)
nvals = 4 # -> no problem here
x = np.linspace(0,1,10)
y = np.random.randint(low=0,high=nvals,size=x.shape)
z = x
interp.interp2d(x,y,z)
And of course this all ties in to you question like this: it makes a huge difference if your geometrically 1d data set is along one of the Cartesian axes, or if it's in a general way such that the coordinate values assume various different values. It's probably meaningless (or at least very ill-defined) to try 2d interpolation from a geometrically 1d data set, but at least the algorithm shouldn't break if your data are along a general direction of the x,y plane.
I'm running a simulation on a 2D space with periodic boundary conditions. A continuous function is represented by its values on a grid. I need to be able to evaluate the function and its gradient at any point in the space. Fundamentally, this isn't a hard problem -- or to be precise, it's an almost already solved problem. The function can be interpolated using a cubic spline with scipy.interpolate.RectBivariateSpline. The reason it's almost solved is that RectBivariateSpline cannot handle periodic boundary conditions, nor can anything else in scipy.interpolate, as far as I can figure out from the documentation.
Is there a python package that can do this? If not, can I adapt scipy.interpolate to handle periodic boundary conditions? For instance, would it be enough to put a border of, say, four grid elements around the entire space and explicitly represent the periodic condition on it?
[ADDENDUM] A little more detail, in case it matters: I am simulating the motion of animals in a chemical gradient. The continuous function I mentioned above is the concentration of a chemical that they are attracted to. It changes with time and space according to a straightforward reaction/diffusion equation. Each animal has an x,y position (which cannot be assumed to be at a grid point). They move up the gradient of attractant. I'm using periodic boundary conditions as a simple way of imitating an unbounded space.
It appears that the python function that comes closest is scipy.signal.cspline2d. This is exactly what I want, except that it assumes mirror-symmetric boundary conditions. Thus, it appears that I have three options:
Write my own cubic spline interpolation function that works with periodic boundary conditions, perhaps using the cspline2d sources (which are based on functions written in C) as a starting point.
The kludge: the effect of data at i on the spline coefficient at j
goes as r^|i-j|, with r = -2 + sqrt(3) ~ -0.26. So the effect of
the edge is down to r^20 ~ 10^-5 if I nest the grid within a border
of width 20 all the way around that replicates the periodic values,
something like this:
bzs1 = np.array(
[zs1[i%n,j%n] for i in range(-20, n+20) for j in range(-20, n+20)] )
bzs1 = bzs1.reshape((n + 40, n + 40))
Then I call cspline2d on the whole array, but use only the middle. This should work, but it's ugly.
Use Hermite interpolation instead. In a 2D regular grid, this corresponds to bicubic interpolation. The disadvantage is that the interpolated function has a discontinuous second derivative. The advantages are it is (1) relatively easy to code, and (2) for my application, computationally efficient. At the moment, this is the solution I'm favoring.
I did the math for interpolation with trig functions rather than polynomials, as #mdurant suggested. It turns out to be very similar to the cubic spline, but requires more computation and produces worse results, so I won't be doing that.
EDIT: A colleague told me of a fourth solution:
The GNU Scientific Library (GSL) has interpolation functions that can handle periodic boundary conditions. There are two (at least) python interfaces to GSL: PyGSL and CythonGSL. Unfortunately, GSL interpolation seems to be restricted to one dimension, so it's not a lot of use to me, but there's lots of good stuff in GSL.
Another function that could work is scipy.ndimage.interpolation.map_coordinates.
It does spline interpolation with periodic boundary conditions.
It does not not directly provide derivatives, but you could calculate them numerically.
These functions can be found at my github, master/hmc/lattice.py:
Periodic boundary conditions The Periodic_Lattice() class is described here in full.
Lattice Derivatives In the repository you will find a laplacian function, a squared gradient (for the gradient just take the square root) and and overloaded version of np.ndarray
Unit Tests The test cases can be found in same repo in tests/test_lattice.py
I have been using the following function which augments the input to create data with effective periodic boundary conditions. Augmenting the data has a distinct advantage over modifying an existing algorithm: the augmented data can easily be interpolated using any algorithm. See below for an example.
def augment_with_periodic_bc(points, values, domain):
"""
Augment the data to create periodic boundary conditions.
Parameters
----------
points : tuple of ndarray of float, with shapes (m1, ), ..., (mn, )
The points defining the regular grid in n dimensions.
values : array_like, shape (m1, ..., mn, ...)
The data on the regular grid in n dimensions.
domain : float or None or array_like of shape (n, )
The size of the domain along each of the n dimenions
or a uniform domain size along all dimensions if a
scalar. Using None specifies aperiodic boundary conditions.
Returns
-------
points : tuple of ndarray of float, with shapes (m1, ), ..., (mn, )
The points defining the regular grid in n dimensions with
periodic boundary conditions.
values : array_like, shape (m1, ..., mn, ...)
The data on the regular grid in n dimensions with periodic
boundary conditions.
"""
# Validate the domain argument
n = len(points)
if np.ndim(domain) == 0:
domain = [domain] * n
if np.shape(domain) != (n,):
raise ValueError("`domain` must be a scalar or have the same "
"length as `points`")
# Pre- and append repeated points
points = [x if d is None else np.concatenate([x - d, x, x + d])
for x, d in zip(points, domain)]
# Tile the values as necessary
reps = [1 if d is None else 3 for d in domain]
values = np.tile(values, reps)
return points, values
Example
The example below shows interpolation with periodic boundary conditions in one dimension but the function above can be applied in arbitrary dimensions.
rcParams['figure.dpi'] = 144
fig, axes = plt.subplots(2, 2, True, True)
np.random.seed(0)
x = np.linspace(0, 1, 10, endpoint=False)
y = np.sin(2 * np.pi * x)
ax = axes[0, 0]
ax.plot(x, y, marker='.')
ax.set_title('Points to interpolate')
sampled = np.random.uniform(0, 1, 100)
y_sampled = interpolate.interpn([x], y, sampled, bounds_error=False)
valid = ~np.isnan(y_sampled)
ax = axes[0, 1]
ax.scatter(sampled, np.where(valid, y_sampled, 0), marker='.', c=np.where(valid, 'C0', 'C1'))
ax.set_title('interpn w/o periodic bc')
[x], y = augment_with_periodic_bc([x], y, domain=1.0)
y_sampled_bc = interpolate.interpn([x], y, sampled)
ax = axes[1, 0]
ax.scatter(sampled, y_sampled_bc, marker='.')
ax.set_title('interpn w/ periodic bc')
y_sampled_bc_cubic = interpolate.interp1d(x, y, 'cubic')(sampled)
ax = axes[1, 1]
ax.scatter(sampled, y_sampled_bc_cubic, marker='.')
ax.set_title('cubic interp1d w/ periodic bc')
fig.tight_layout()
I have a numpy array of points in an XY plane like:
I want to select the n points (let's say 100) better distributed from all these points. This is, I want the density of points to be constant anywhere.
Something like this:
Is there any pythonic way or any numpy/scipy function to do this?
#EMS is very correct that you should give a lot of thought to exactly what you want.
There more sophisticated ways to do this (EMS's suggestions are very good!), but a brute-force-ish approach is to bin the points onto a regular, rectangular grid and draw a random point from each bin.
The major downside is that you won't get the number of points you ask for. Instead, you'll get some number smaller than that number.
A bit of creative indexing with pandas makes this "gridding" approach quite easy, though you can certainly do it with "pure" numpy, as well.
As an example of the simplest possible, brute force, grid approach: (There's a lot we could do better, here.)
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
total_num = 100000
x, y = np.random.normal(0, 1, (2, total_num))
# We'll always get fewer than this number for two reasons.
# 1) We're choosing a square grid, and "subset_num" may not be a perfect square
# 2) There won't be data in every cell of the grid
subset_num = 1000
# Bin points onto a rectangular grid with approximately "subset_num" cells
nbins = int(np.sqrt(subset_num))
xbins = np.linspace(x.min(), x.max(), nbins+1)
ybins = np.linspace(y.min(), y.max(), nbins+1)
# Make a dataframe indexed by the grid coordinates.
i, j = np.digitize(y, ybins), np.digitize(x, xbins)
df = pd.DataFrame(dict(x=x, y=y), index=[i, j])
# Group by which cell the points fall into and choose a random point from each
groups = df.groupby(df.index)
new = groups.agg(lambda x: np.random.permutation(x)[0])
# Plot the results
fig, axes = plt.subplots(ncols=2, sharex=True, sharey=True)
axes[0].plot(x, y, 'k.')
axes[0].set_title('Original $(n={})$'.format(total_num))
axes[1].plot(new.x, new.y, 'k.')
axes[1].set_title('Subset $(n={})$'.format(len(new)))
plt.setp(axes, aspect=1, adjustable='box-forced')
fig.tight_layout()
plt.show()
Loosely based on #EMS's suggestion in a comment, here's another approach.
We'll calculate the density of points using a kernel density estimate, and then use the inverse of that as the probability that a given point will be chosen.
scipy.stats.gaussian_kde is not optimized for this use case (or for large numbers of points in general). It's the bottleneck here. It's possible to write a more optimized version for this specific use case in several ways (approximations, special case here of pairwise distances, etc). However, that's beyond the scope of this particular question. Just be aware that for this specific example with 1e5 points, it will take a minute or two to run.
The advantage of this method is that you get the exact number of points that you asked for. The disadvantage is that you are likely to have local clusters of selected points.
import numpy as np
import matplotlib.pyplot as plt
from scipy.stats import gaussian_kde
total_num = 100000
subset_num = 1000
x, y = np.random.normal(0, 1, (2, total_num))
# Let's approximate the PDF of the point distribution with a kernel density
# estimate. scipy.stats.gaussian_kde is slow for large numbers of points, so
# you might want to use another implementation in some cases.
xy = np.vstack([x, y])
dens = gaussian_kde(xy)(xy)
# Try playing around with this weight. Compare 1/dens, 1-dens, and (1-dens)**2
weight = 1 / dens
weight /= weight.sum()
# Draw a sample using np.random.choice with the specified probabilities.
# We'll need to view things as an object array because np.random.choice
# expects a 1D array.
dat = xy.T.ravel().view([('x', float), ('y', float)])
subset = np.random.choice(dat, subset_num, p=weight)
# Plot the results
fig, axes = plt.subplots(ncols=2, sharex=True, sharey=True)
axes[0].scatter(x, y, c=dens, edgecolor='')
axes[0].set_title('Original $(n={})$'.format(total_num))
axes[1].plot(subset['x'], subset['y'], 'k.')
axes[1].set_title('Subset $(n={})$'.format(len(subset)))
plt.setp(axes, aspect=1, adjustable='box-forced')
fig.tight_layout()
plt.show()
Unless you give a specific criterion for defining "better distributed" we can't give a definite answer.
The phrase "constant density of points anywhere" is also misleading, because you have to specify the empirical method for calculating density. Are you approximating it on a grid? If so, the grid size will matter, and points near the boundary won't be correctly represented.
A different approach might be as follows:
Calculate the distance matrix between all pairs of points
Treating this distance matrix as a weighted network, calculate some measure of centrality for each point in the data, such as eigenvalue centrality, Betweenness centrality or Bonacich centrality.
Order the points in descending order according to the centrality measure, and keep the first 100.
Repeat steps 1-4 possibly using a different notion of "distance" between points and with different centrality measures.
Many of these functions are provided directly by SciPy, NetworkX, and scikits.learn and will work directly on a NumPy array.
If you are definitely committed to thinking of the problem in terms of regular spacing and grid density, you might take a look at quasi-Monte Carlo methods. In particular, you could try to compute the convex hull of the set of points and then apply a QMC technique to regularly sample from anywhere within that convex hull. But again, this privileges the exterior of the region, which should be sampled far less than the interior.
Yet another interesting approach would be to simply run the K-means algorithm on the scattered data, with a fixed number of clusters K=100. After the algorithm converges, you'll have 100 points from your space (the mean of each cluster). You could repeat this several times with different random starting points for the cluster means and then sample from that larger set of possible means. Since your data do not appear to actually cluster into 100 components naturally, the convergence of this approach won't be very good and may require running the algorithm for a large number of iterations. This also has the downside that the resulting set of 100 points are not necessarily points that come form the observed data, and instead will be local averages of many points.
This method to iteratively pick the point from the remaining points which has the lowest minimum distance to the already picked points has terrible time complexity, but produces pretty uniformly distributed results:
from numpy import array, argmax, ndarray
from numpy.ma import vstack
from numpy.random import normal, randint
from scipy.spatial.distance import cdist
def well_spaced_points(points: ndarray, num_points: int):
"""
Pick `num_points` well-spaced points from `points` array.
:param points: An m x n array of m n-dimensional points.
:param num_points: The number of points to pick.
:rtype: ndarray
:return: A num_points x n array of points from the original array.
"""
# pick a random point
current_point_index = randint(0, num_points)
picked_points = array([points[current_point_index]])
remaining_points = vstack((
points[: current_point_index],
points[current_point_index + 1:]
))
# while there are more points to pick
while picked_points.shape[0] < num_points:
# find the furthest point to the current point
distance_pk_rmn = cdist(picked_points, remaining_points)
min_distance_pk = distance_pk_rmn.min(axis=0)
i_furthest = argmax(min_distance_pk)
# add it to picked points and remove it from remaining
picked_points = vstack((
picked_points,
remaining_points[i_furthest]
))
remaining_points = vstack((
remaining_points[: i_furthest],
remaining_points[i_furthest + 1:]
))
return picked_points
suppose I have
t= [0,7,10,17,23,29,31]
f_t= [4,3,11,19,12,9,17]
and I have plotted f_t vs t.
Now from plotting these 7 data points, I want to retrieve 100 data points and save them in a text file. What do I have to do?
Note that I am not asking about the fitting of the plot; I know between two points the plot is linear.
What I am asking If I create a array like t=np.arange(0,31,.1), then what is the corresponding array of f_t which agrees well with the previous plot, i.e., for any t between t=0 to t=7, f_t will be determined by using a straight line connecting (0,4) and (7,3), and so on.
You should use a linear regression, that gives you a straight line formula, in which you can grasp as many points as you want.
If the line is more of a curve, then you should try to have a polynomial regression of higher degree.
ie:
import pylab
import numpy
py_x = [0,7,10,17,23,29,31]
py_y = [4,3,11,19,12,9,17]
x = numpy.asarray(py_x)
y = numpy.asarray(py_y)
poly = numpy.polyfit(x,y,1) # 1 is the degree here. If you want curves, put 2, 3 or 5...
poly is now the polynome you can use to calculate other points with.
for z in range(100):
print numpy.polyval(poly,z) #this returns the interpolated f(z)
The function np.interp will do linear interpolation between your data points:
f2 = np.interp(np.arange(0,31,.1), t, ft)