Finding best fit boxes of a scatter plot using python? - python

I'm looking for the best python library to solve this problem:
I have a scatter plot with clumps over data points. This is just a series of x,y coordinate pairs.
I want a tool that will look at the data points I have, then suggest N 'boxes' that encompass the different groups.
Presumably I could go with higher or lower granularity by choosing how many boxes I wanted to use.
Are there any python libraries out there best suited to solve this type of problem?

The way I understand your question, you want to find boxes that enclose clouds of data points.
You define your granularity criterion as the number of boxes used to describe your data set.
I think what you are looking for is agglomerative hierarchical clustering. The algorithm is quite straight forward. Let n be the number of data points you have in the set. Basically, the algorithm starts by considering n groups, each one being populated by a single point. Then, it is an iterative process :
Merge the two closest groups according to a distance criterion
Since the groups set has changed, update the distances between the groups
Back to the merge step until either you reached a specific number of clusters or a specific distance threshold
You can also build the dendogram. It is a tree-like structure that will store the history of all the merging process, allowing you to retrieve any level of granularity between 1 cluster and n clusters.
There is a set of functions in Scipy that are dedicated to this algorithm. It is covered by the question Tutorial for scipy.cluster.hierarchy.
Getting the clusters is the first step, now you can build your boxes. Lets cover this in a so-called mathematical point of view. Let C be a cluster and P1, ... Pn the points of the cluster. If a rectangular box is fine, then it can be defined by the two points of coordinates (xmin, ymin) and (xmax, ymax), with :
xmin = min (P.x P ∈ C)
ymin = min (P.y P ∈ C )
xmax = max (P.x P ∈ C )
xmax = max (P.y P ∈ C )
EDIT :
This way of building the boxes is the dumbest possible. If you want something that really fits, you'll have to look on building the convex hull of each cluster.

Related

trouble with scipy interpolation

I'm having trouble using the scipy interpolation methods to generate a nice smooth curve from the data points given. I've tried using the standard 1D interpolation, the Rbf interpolation with all options (cubic, gaussian, multiquadric etc.)
in the image provided, the blue line is the original data, and I'm looking to first smooth the sharp edges, and then have dynamically editable points from which to recalculate the curve. Each time a single point is edited it should auto calculate a new spline of some sort to smoothly transition between each point.
It kind of works when the points are within a particular range of each other as below.
But if the points end up too far apart, or too close together, I end up with issues like the following.
Key points are:
The curve MUST be flat between the first two points
The curve must NOT go below point 1 or 2 (i.e. derivative can't be negative)
~15 points (not shown) between points 2 and 3 are also editable and the line between is not necessarily linear. Full control over each of these points is a must, as is the curve going through each of them.
I'm happy to break it down into smaller curves that i then join/convolve, but just need to ensure a >0 gradient.
sample data:
x=[0, 37, 50, 105, 115,120]
y=[0.00965, 0.00965, 0.047850827205882, 0.35600416666667, 0.38074375, 0.38074375]
As an example, try moving point 2 (x=37) to an extreme value, say 10 (keep y the same). Just ensure that all points from x=0 to x=10 (or any other variation) have identical y values of 0.00965.
any assistance is greatly appreciated.
UPDATE
Attempted pchip method suggested in comments with the results below:
pchip method, better and worse...
Solved!
While I'm not sure that this is exactly true, it is as if the spline tools for creating Bezier curves treat the control points as points the calculated curve must go through - which is not true in my case. I couldn't figure out how to turn this feature off, so I found the cubic formula for a Bezier curve (cubic is what I need) and calculated my own points. I only then had to do a little adjustment to make the points fit the required integer x values - in my case, near enough is good enough. I would otherwise have needed to interpolate linearly between two points either side of the desired x value and determine the exact value.
For those interested, cubic needs 4 points - start, end, and 2 control points. The rule is:
B(t) = (1-t)^3 P0 + 3(1-t)^2 tP1 + 3(1-t)t^2 P2 + t^3 P3
Calculate for x and y separately, using a list of values for t. If you need to gradient match, just make sure that the control points for P1 and P2 are only moved along the same gradient as the preceding/proceeding sections.
Perfect result

Fitting shifted and deformed dataset to dataset in python

I am trying to analyze the shift and deforming of a pressure test on a block of concrete.
I have two measurements: one of a height (vector h) and one of the diameter (vector d) at that specific height. I have these measurements for different pressures deforming the block. I will denote the height and diameter for different pressures with the index i (h_1 to h_n, d_i respectively). len(h_i) is not necessarily equal to len(h_j)
I want to find a way to fit (deform and shift) the graph
G_1 = (h_1, d_1) to the graph
G_2 = (h_2, d_2)
I thought of minimizing the square error like it is done in functional fitting, I do however have some problems:
I do not know how to introduce the shift in the height/ x-direction
i.e. f(h_(i+1))=f(h_i - h_shift)
I do not know how to introduce the compression in the height/ x-direction
i.e. f(h_(i+1))=f(a*h_i )
I am not sure how I can introduce the "normal" fitting deforming diameter depending on the height. (say I want to add a deforming of the form d_(i+1)=d_i+ah²+bh+c)
I want to stress again that I do not try to manipulate a function to fit data-points but that I try to manipulate a set of points to fit a different set of points.
UPDATE: I have stored illustrations here on Google Drive
Note that there are two different kinds of shift: one small one (sample_fitting_1.png) and one large one (sample_fitting_2.png).
I am trying not to loose the fine structure of the data as I would by fitting a curve through it.
The goal is to shift and deform one of the graphs onto the other one by manipulating it as described above as well in x as in y-direction.
Thanks in advance
Stephan

Approach for removing outliers of two dimensional data

I am writing a Python program for finding areas of interest on a page. The positions on the page of all values of interest are given to me, but some values (typically only one or two) are far away from the others and I'd like to remove these. The data set is not huge, less than 100 data points but I will need to do this many times.
I have a cartesian coordinate system on two axes (x and y) in the first quadrant, so only positive values.
My data points represent boxes drawn on this coordinate system, which I have stored as a set of two coordinate pairs in a tuple. A box can be drawn by two coordinate pairs since all lines are straight. Example: (8, 2, 15, 10) would draw a box with indices (x,y) = (8,2), (8,10), (15,10) and (15,2).
I am trying to remove the outliers in this set but am having a hard time trying to figure out a good approach. I have thought about removing the outliers by finding the IQR and removing all points which fulfill these criteria:
Q1 - 1.5 * IQR or
Q3 + 1.5 * IQR
The problem here is that I am having a hard time figuring out how because the values are not just coordinates but areas if you will. However they are overlapping so they don't fit well in a histogram either.
First I thought I might add a point for each whole value that the box spans, the example box would in that case create 56 points. It seems to me as if this solution is quite bad. Does anyone have any alternative solutions?
Mainly there are two approaches: either you fixe the threshold value or you let machine learning infer it for you.
For machine learning, you can use Isolation Forest.
If you don't want ML then you have to fix yourself the threshold. So you can use a norm. There is no.linalg.norm(p1 - p2) or if you want more control on the metric there is cdist:
scipy.spatial.distance.cdist(p1, p2)

Interpolation and Extrapolation of Randomly Scattered data to Uniform Grid in 3D

I have a 256 x 256 x 32 grid of regularly spaced points ranging over x, y, and z and with an associated variable "a". I also have a group of randomly scattered points in a more confined x, y, z space, with an associated variable "b". What I essentially want to do is interpolate and extrapolate my random data to a regularly spaced grid that matches the "a" cube, as shown below:
I have used scipy's griddata so far to achieve the interpolation, which seems to work fine, but it cannot handle the extrapolation (as far as I know) and the output sharply truncates to 'nan' values. Whilst researching this problem I came across a couple of people using griddata a second time with 'nearest' as the interpolation method to fill in the 'nan' values. I tried this but the results don't seem reliable. More appropriate looking results are obtained if I use a fill_Value with 'linear' mode, but at the moment it's more a fudge because fill_Value has to be a constant.
I noticed that MATLAB has a ScatteredInterpolant class which seems to do what I want, but I am unable to find an equivalent class in Python, nor figure out how to implement such a routine efficiently in 3D. Any help is greatly appreciated.
The code I am using for the interpolation is below:
x, y, z, b = np.loadtxt(scatteredfile, unpack = True)
# Create cube to match aCube dimensions
xi = np.linspace(-xmax_aCube, xmax_aCube, 256)
yi = np.linspace(-ymax_aCube, ymax_aCube, 256)
zi = np.linspace(zmin_aCube, zmax_aCube, 32)
# Interpolate scattered points
X, Y, Z = np.meshgrid(xi, yi, zi)
bCube = griddata((x, y, z), b, (X, Y, Z), method = 'linear')
This discussion applies in any dimensionality. For your 3D case lets talk about computational geometry first, to understand why part of the region gives NaN from griddata.
The scattered points in your volume make up a convex hull; a geometric shape with the following properties:
The surface is always convex (as the name suggests)
The volume of the shape is the lowest possible without violating convexity
The surface (in 3d) is triangulated and closed
Less formally, the convex hull (which you can compute easily with scipy) is like stretching a balloon over a frame, where the frame corners are the outermost points of your scattered cluster.
At the regular grid location inside the balloon you're surrounded by known points. You can interpolate to these locations. Outside it, you have to extrapolate.
Extrapolation is hard. There's no general rule for how to do it... it's problem-specific. In that region, algorithms like griddata choose to return NaN - this is the safest way of informing the scientist that s/he must choose a sensible way of extrapolating.
Let's go through some ways of doing that.
1. [WORST] Botch it
Assign some scalar value outside the hull. In the numpy docs you'll see this is done with:
s = mean(b)
bCube = griddata((x, y, z), b, (X, Y, Z), method = 'linear', fill_value=s)
Cons: This produces a sharp discontinuity in the interpolated field at the hull boundary, heavily biases the mean scalar field value and doesn't respect the functional form of the data.
2. [NEXT WORST] "Blended botching it"
Assume that at the corners of your domain, you apply some value. This might be the average value of the scalar field associated with your scattered points.
Sorry, this is pseudocode as I don't use numpy at all, but it'll probably be fairly clear
# With a unit cube, and selected scalar value
x, y, z, b = np.loadtxt(scatteredfile, unpack = True)
s = mean(b)
x.append([0 0 0 0 1 1 1 1])
y.append([0 0 1 1 0 0 1 1])
z.append([0 1 0 1 0 1 0 1])
b.append([s s s s s s s s])
# drop in the rest of your code
Cons: This produces a sharp discontinuity in gradient of the interpolated field at the hull boundary, fairly heavily biases the mean scalar field value and doesn't respect the functional form of the data.
3. [STILL PRETTY BAD] Nearest neighbour
For each of the regular NaN points, find the nearest non-NaN and assign that value. This is effective and stable, but crude because your field can end up with patterned features (like stripes or beams radiating out from the hull), often visually unappealing or, worse, unacceptable in terms of data smoothness
Depending on the density of data, you could use the nearest scattered datapoint instead of the nearest non-NaN regular point. This can be done simply by (again, pseudocode):
bCube = griddata((x, y, z), b, (X, Y, Z), method = 'linear', fill_value=nan)
bCubeNearest = griddata((x, y, z), b, (X, Y, Z), method = 'nearest')
indicesMask = isNan(bCube)
# Use nearest interpolation outside the hull, keeping linear interpolation inside.
bCube(indicesMask) = bCubeNearest(indicesMask)
Using MATLAB's delaunay based approaches will reveal more powerful methods for achieving similar in a one-liner, but numpy looks a bit limited here.
4. [NOT ALWAYS TERRIBLE] Naturally weighted
apologies for poor explanation in this section, I've never written the algorithm but I'm sure some research on the natural neighbour technique will get you far
Use a distance weighting function with some parameter D, which might be similar to, or twice (say) the length of your box. You can adjust. For each NaN location, figure out the distance to each of the scattered points.
# Don't do it this way for anything but small matrices - this is O(NM)
# and it can be done much more effectively (e.g. MATLAB has a quick
# natural weighting option), but for illustrative purposes:
for each NaN point 1:N
for each scattered point 1:M
calculate a basis function using inverse distance from NaN to point, normalised on D, and store in a [1 x M] vector of weights
Multiply weights by the b value, summate and divide by M
You basically want to end up with a function that smoothly goes to the average intensity of B at a distance D away from the hull, but coincides with the hull at the boundary. Away from the boundary it is weighted most strongly on its nearest points.
Pros: nicely stable and reasonably continuous. Because of the weighting, is more resilient to noise at single data points than nearest neighbour.
5. [HEROIC ROCKSTAR] Functional form assumption
What do you know about the physics? Assume a functional form that represents what you expect the physics to do, then do a least squares (or some equivalent) fit of that form to the scattered data. Use the function to stabilise the extrapolation.
Some good ideas which can help you construct a function:
Do you expect symmetry or periodicity?
Is b a component of a vector field which has some property like zero divergence?
Directionality: do you expect all corners to be the same? Or maybe a linear variation in one direction?
is field b at a point in time - perhaps a smoothed timeseries of measurements can be used to come up with a basic function?
Is there already a known form like a gaussian or quadratic?
Some examples:
b represents intensity of a laser beam passing thru a volume. You expect the entry side to be nominally identical to the outlet, with the other four boundaries of zero intensity. The intensity will have a concentric gaussian profile.
b is one component of a velocity field in an incompressible fluid. The fluid must be divergence free, so any field produced in the NaN zone must also be divergence free so you apply this condition.
b represents temperature in a room. You expect higher temperature at the top, because hot air rises.
b represents lift on an aerofoil, tested over three independent variables. You can look up the lift at stall easily, so know exactly what it'll be in some parts of the space.
Pros/Cons: Get this right and it'll be awesome. Get it wrong, especially with nonlinear functional forms, and it will go very wrong and can lead to very unstable results.
Health warning you can't assume a functional form, get pretty results, then use them to prove that the functional form is correct. That's just bad science. The form needs to be something well behaved and known independent of your data analysis.
If your scatter of points conforms fairly well to a cube shape, one approach could be to use griddata to interpolate onto a regular grid of data that fits within your point cloud (therefore avoiding nans) and then use this regular grid of values as the input to interpn which does facilitate linear extrapolation (but requires a regular grid as input).
This way you can use griddata as before for all the points within the convex hull of your scatter of points and you can use interpn to estimate the points that are returned as nans.
This is far from perfect, but I think it comes closer to achieving what you are looking for.
Pros:
Avoids sharp discontinuities.
Captures the basic linear trends at the edge of your dataset without having to know the functional form.
Respects asymmetries in your data (e.g. doesn't tend to the population mean at large distances, so one side of your dataset can have larger values than the other at large distances.)
Cons:
The effectiveness of this approach will depend a lot on how large a cube you can fit within the convex hull of your initial scatter of points. If your data is spikey/patchy and irregular then even points on the edge of the convex hull may have been extrapolated significant distances from the edge of the nested cube, incurring errors as the extrapolation won't be taking into account nearer data points that lie outside the cube.
The linear extrapolation will be heavily influenced by noise in the data
at the edges of the point cloud.
Computational cost of doing two sets of interpolations.

Estimating the boundary of arbitrarily distributed data

I have two dimensional discrete spatial data. I would like to make an approximation of the spatial boundaries of this data so that I can produce a plot with another dataset on top of it.
Ideally, this would be an ordered set of (x,y) points that matplotlib can plot with the plt.Polygon() patch.
My initial attempt is very inelegant: I place a fine grid over the data, and where data is found in a cell, a square matplotlib patch is created of that cell. The resolution of the boundary thus depends on the sampling frequency of the grid. Here is an example, where the grey region are the cells containing data, black where no data exists.
1st attempt http://astro.dur.ac.uk/~dmurphy/data_limits.png
OK, problem solved - why am I still here? Well.... I'd like a more "elegant" solution, or at least one that is faster (ie. I don't want to get on with "real" work, I'd like to have some fun with this!). The best way I can think of is a ray-tracing approach - eg:
from xmin to xmax, at y=ymin, check if data boundary crossed in intervals dx
y=ymin+dy, do 1
do 1-2, but now sample in y
An alternative is defining a centre, and sampling in r-theta space - ie radial spokes in dtheta increments.
Both would produce a set of (x,y) points, but then how do I order/link neighbouring points them to create the boundary?
A nearest neighbour approach is not appropriate as, for example (to borrow from Geography), an isthmus (think of Panama connecting N&S America) could then close off and isolate regions. This also might not deal very well with the holes seen in the data, which I would like to represent as a different plt.Polygon.
The solution perhaps comes from solving an area maximisation problem. For a set of points defining the data limits, what is the maximum contiguous area contained within those points To form the enclosed area, what are the neighbouring points for the nth point? How will the holes be treated in this scheme - is this erring into topology now?
Apologies, much of this is me thinking out loud. I'd be grateful for some hints, suggestions or solutions. I suspect this is an oft-studied problem with many solution techniques, but I'm looking for something simple to code and quick to run... I guess everyone is, really!
~~~~~~~~~~~~~~~~~~~~~~~~~
OK, here's attempt #2 using Mark's idea of convex hulls:
alt text http://astro.dur.ac.uk/~dmurphy/data_limitsv2.png
For this I used qconvex from the qhull package, getting it to return the extreme vertices. For those interested:
cat [data] | qconvex Fx > out
The sampling of the perimeter seems quite low, and although I haven't played much with the settings, I'm not convinced I can improve the fidelity.
I think what you are looking for is the Convex Hull of the data That will give a set of points that if connected will mean that all your points are on or inside the connected points
I may have mixed something, but what's the motivation for simply not determining the maximum and minimum x and y level? Unless you have an enormous amount of data you could simply iterate through your points determining minimum and maximum levels fairly quickly.
This isn't the most efficient example, but if your data set is small this won't be particularly slow:
import random
data = [(random.randint(-100, 100), random.randint(-100, 100)) for i in range(1000)]
x_min = min([point[0] for point in data])
x_max = max([point[0] for point in data])
y_min = min([point[1] for point in data])
y_max = max([point[1] for point in data])

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