def __call__(self, x):
"""
Args:
x (FloatTensor/LongTensor or ndarray)
Returns:
x_mu (LongTensor or ndarray)
"""
mu = self.qc - 1.
if isinstance(x, np.ndarray):
x_mu = np.sign(x) * np.log1p(mu * np.abs(x)) / np.log1p(mu)
x_mu = ((x_mu + 1) / 2 * mu + 0.5).astype(int)
elif isinstance(x, (torch.Tensor, torch.LongTensor)):
if isinstance(x, torch.LongTensor):
x = x.float()
mu = torch.FloatTensor([mu])
x_mu = torch.sign(x) * torch.log1p(mu *
torch.abs(x)) / torch.log1p(mu)
x_mu = ((x_mu + 1) / 2 * mu + 0.5).long()
return x_mu
python类log1p()的实例源码
def rf1(train2, y, test2, v, z):
cname = sys._getframe().f_code.co_name
v[cname], z[cname] = 0, 0
N_splits = 300
scores = []
skf = model_selection.StratifiedKFold(n_splits=N_splits, shuffle=True)
for n, (itrain, ival) in enumerate(skf.split(train2, y)):
print('step %d of %d'%(n+1, skf.n_splits), now())
clf = ensemble.RandomForestRegressor(n_estimators=1000,
max_depth=3,
random_state=13)
clf.fit(train2[itrain], y[itrain])
p = clf.predict(train2[ival])
v.loc[ival, cname] += p
score = metrics.log_loss(y[ival], p)
z[cname] += np.log1p(clf.predict(test2))
print(cname, 'step %d: score'%(n+1), score, now())
scores.append(score)
print('validation loss: ', metrics.log_loss(y, v[cname]))
cv=np.array(scores)
print(cv, cv.mean(), cv.std())
z[cname] /= N_splits
def rf(train_sample, validation_sample, features, seed):
log_base = np.e
rf_est = RandomForestRegressor(n_estimators=500,
criterion='mse',
max_features=4,
max_depth=None,
bootstrap=True,
min_samples_split=4,
min_samples_leaf=1,
min_weight_fraction_leaf=0,
max_leaf_nodes=None,
random_state=seed
).fit(
train_sample[features], np.log1p(train_sample['volume']) / np.log(log_base))
rf_prob = np.power(log_base, rf_est.predict(validation_sample[features])) - 1
print_mape(validation_sample['volume'], rf_prob, 'RF')
return rf_prob
def data_preprocess(train,test):
outlier_idx = [4,11,13,20,46,66,70,167,178,185,199, 224,261, 309,313,318, 349,412,423,440,454,477,478, 523,540, 581,588,595,654,688, 691, 774, 798, 875, 898,926,970,987,1027,1109, 1169,1182,1239, 1256,1298,1324,1353,1359,1405,1442,1447]
train.drop(train.index[outlier_idx],inplace=True)
all_data = pd.concat((train.loc[:,'MSSubClass':'SaleCondition'],
test.loc[:,'MSSubClass':'SaleCondition']))
to_delete = ['Alley','FireplaceQu','PoolQC','Fence','MiscFeature']
all_data = all_data.drop(to_delete,axis=1)
train["SalePrice"] = np.log1p(train["SalePrice"])
#log transform skewed numeric features
numeric_feats = all_data.dtypes[all_data.dtypes != "object"].index
skewed_feats = train[numeric_feats].apply(lambda x: skew(x.dropna())) #compute skewness
skewed_feats = skewed_feats[skewed_feats > 0.75]
skewed_feats = skewed_feats.index
all_data[skewed_feats] = np.log1p(all_data[skewed_feats])
all_data = pd.get_dummies(all_data)
all_data = all_data.fillna(all_data.mean())
X_train = all_data[:train.shape[0]]
X_test = all_data[train.shape[0]:]
y = train.SalePrice
return X_train,X_test,y
def data_preprocess(train,test):
outlier_idx = [4,11,13,20,46,66,70,167,178,185,199, 224,261, 309,313,318, 349,412,423,440,454,477,478, 523,540, 581,588,595,654,688, 691, 774, 798, 875, 898,926,970,987,1027,1109, 1169,1182,1239, 1256,1298,1324,1353,1359,1405,1442,1447]
train.drop(train.index[outlier_idx],inplace=True)
all_data = pd.concat((train.loc[:,'MSSubClass':'SaleCondition'],
test.loc[:,'MSSubClass':'SaleCondition']))
to_delete = ['Alley','FireplaceQu','PoolQC','Fence','MiscFeature']
all_data = all_data.drop(to_delete,axis=1)
train["SalePrice"] = np.log1p(train["SalePrice"])
#log transform skewed numeric features
numeric_feats = all_data.dtypes[all_data.dtypes != "object"].index
skewed_feats = train[numeric_feats].apply(lambda x: skew(x.dropna())) #compute skewness
skewed_feats = skewed_feats[skewed_feats > 0.75]
skewed_feats = skewed_feats.index
all_data[skewed_feats] = np.log1p(all_data[skewed_feats])
all_data = pd.get_dummies(all_data)
all_data = all_data.fillna(all_data.mean())
X_train = all_data[:train.shape[0]]
X_test = all_data[train.shape[0]:]
y = train.SalePrice
return X_train,X_test,y
def data_preprocess(train, test):
outlier_idx = [4, 11, 13, 20, 46, 66, 70, 167, 178, 185, 199, 224, 261, 309, 313, 318, 349, 412, 423, 440, 454, 477,
478, 523, 540, 581, 588, 595, 654, 688, 691, 774, 798, 875, 898, 926, 970, 987, 1027, 1109, 1169,
1182, 1239, 1256, 1298, 1324, 1353, 1359, 1405, 1442, 1447]
train.drop(train.index[outlier_idx], inplace=True)
all_data = pd.concat((train.loc[:, 'MSSubClass':'SaleCondition'],
test.loc[:, 'MSSubClass':'SaleCondition']))
to_delete = ['Alley', 'FireplaceQu', 'PoolQC', 'Fence', 'MiscFeature']
all_data = all_data.drop(to_delete, axis=1)
train["SalePrice"] = np.log1p(train["SalePrice"])
# log transform skewed numeric features
numeric_feats = all_data.dtypes[all_data.dtypes != "object"].index
skewed_feats = train[numeric_feats].apply(lambda x: skew(x.dropna())) # compute skewness
skewed_feats = skewed_feats[skewed_feats > 0.75]
skewed_feats = skewed_feats.index
all_data[skewed_feats] = np.log1p(all_data[skewed_feats])
all_data = pd.get_dummies(all_data)
all_data = all_data.fillna(method='ffill')
X_train = all_data[:train.shape[0]]
X_test = all_data[train.shape[0]:]
y = train.SalePrice
return X_train, X_test, y
def log_loss_value(Z, weights, total_weights, rho):
"""
computes the value and slope of the logistic loss in a numerically stable way
supports sample non-negative weights for each example in the training data
see http://stackoverflow.com/questions/20085768/
Parameters
----------
Z numpy.array containing training data with shape = (n_rows, n_cols)
rho numpy.array of coefficients with shape = (n_cols,)
total_weights numpy.sum(total_weights) (only included to reduce computation)
weights numpy.array of sample weights with shape (n_rows,)
Returns
-------
loss_value scalar = 1/n_rows * sum(log( 1 .+ exp(-Z*rho))
"""
scores = Z.dot(rho)
pos_idx = scores > 0
loss_value = np.empty_like(scores)
loss_value[pos_idx] = np.log1p(np.exp(-scores[pos_idx]))
loss_value[~pos_idx] = -scores[~pos_idx] + np.log1p(np.exp(scores[~pos_idx]))
loss_value = loss_value.dot(weights) / total_weights
return loss_value
def log_loss_value(Z, rho):
"""
computes the value and slope of the logistic loss in a numerically stable way
see also: http://stackoverflow.com/questions/20085768/
Parameters
----------
Z numpy.array containing training data with shape = (n_rows, n_cols)
rho numpy.array of coefficients with shape = (n_cols,)
Returns
-------
loss_value scalar = 1/n_rows * sum(log( 1 .+ exp(-Z*rho))
"""
scores = Z.dot(rho)
pos_idx = scores > 0
loss_value = np.empty_like(scores)
loss_value[pos_idx] = np.log1p(np.exp(-scores[pos_idx]))
loss_value[~pos_idx] = -scores[~pos_idx] + np.log1p(np.exp(scores[~pos_idx]))
loss_value = loss_value.mean()
return loss_value
two_sigma_financial_modelling.py 文件源码
项目：PortfolioTimeSeriesAnalysis
作者: MizioAnd
项目源码
文件源码
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def feature_engineering(self, df):
is_skewness_correction_for_all_features = 1
if is_skewness_correction_for_all_features:
# Correcting for skewness
# Treat all numerical variables that were not one-hot encoded
if any(tuple(df.columns == 'y')):
self.is_with_log1p_call_outcome = 1
numerical_feature_names_of_non_modified_df = TwoSigmaFinModTools._numerical_feature_names
if TwoSigmaFinModTools._is_one_hot_encoder:
numerical_feature_names_of_non_modified_df = numerical_feature_names_of_non_modified_df.values
else:
numerical_feature_names_of_non_modified_df = np.concatenate(
[TwoSigmaFinModTools._feature_names_num.values, numerical_feature_names_of_non_modified_df.values])
relevant_features = df[numerical_feature_names_of_non_modified_df].columns[
(df[numerical_feature_names_of_non_modified_df].columns != 'Id')]
self.skew_correction(df, relevant_features)
else:
# Only scale down Call Outcome, since all leave other numerical features standardized.
if any(tuple(df.columns == 'Call Outcome')):
self.is_with_log1p_call_outcome = 1
df.loc[:, tuple(['Call Outcome'])] = np.log1p(df['Call Outcome'])
def __call__(self, x_mu):
"""
Args:
x_mu (FloatTensor/LongTensor or ndarray)
Returns:
x (FloatTensor or ndarray)
"""
mu = self.qc - 1.
if isinstance(x_mu, np.ndarray):
x = ((x_mu) / mu) * 2 - 1.
x = np.sign(x) * (np.exp(np.abs(x) * np.log1p(mu)) - 1.) / mu
elif isinstance(x_mu, (torch.Tensor, torch.LongTensor)):
if isinstance(x_mu, torch.LongTensor):
x_mu = x_mu.float()
mu = torch.FloatTensor([mu])
x = ((x_mu) / mu) * 2 - 1.
x = torch.sign(x) * (torch.exp(torch.abs(x) * torch.log1p(mu)) - 1.) / mu
return x
def test_branch_cuts(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1
def test_branch_cuts_complex64(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1, False, np.complex64
def _mu(distr, z, eta):
"""The non-linearity (inverse link)."""
if distr in ['softplus', 'gamma']:
mu = np.log1p(np.exp(z))
elif distr == 'poisson':
mu = z.copy()
intercept = (1 - eta) * np.exp(eta)
mu[z > eta] = z[z > eta] * np.exp(eta) + intercept
mu[z <= eta] = np.exp(z[z <= eta])
elif distr == 'gaussian':
mu = z
elif distr == 'binomial':
mu = expit(z)
elif distr == 'probit':
mu = norm.cdf(z)
return mu
def ests_ll_exact(self, params):
"""
Calculate the loglikelihood given model parameters `params`.
This method uses an exact integral and returns exact ll values, i.e.
it does not use quadrature to approximate the integral.
"""
mu, gamma, err = np.split(params, 3)
d = self.num2 - mu
q = self.w2 / err**2
r = d * q
f = self.w2 @ (2 * np.log(abs(err)) + LOG2PI)
a = q @ gamma**2
b = r @ gamma
c = nsum_row(d * r)
return .5 * (b * b / (a+1) - c - f - np.log1p(a))
def draw_links(self,n=1,log_sampling=False):
""" Draw multiple random links. """
urls = []
domain_array = np.array([dmn for dmn in self.domain_links])
domain_count = np.array([len(self.domain_links[domain_array[k]]) for k in range(domain_array.shape[0])])
p = np.array([np.float(c) for c in domain_count])
count_total = p.sum()
if log_sampling: # log-sampling [log(x+1)] to bias lower count domains
p = np.fromiter((np.log1p(x) for x in p), dtype=p.dtype)
if count_total > 0:
p = p/p.sum()
cnts = npr.multinomial(n, pvals=p)
if n > 1:
for k in range(cnts.shape[0]):
domain = domain_array[k]
cnt = min(cnts[k],domain_count[k])
for url in random.sample(self.domain_links[domain],cnt):
urls.append(url)
else:
k = int(np.nonzero(cnts)[0])
domain = domain_array[k]
url = random.sample(self.domain_links[domain],1)[0]
urls.append(url)
return urls
def c(vec):
"""Complement function for probabilities in the log-space: robustly computes 1-P(A) in the log-space
Args:
vec: vector of negative numbers representing log-probabilities of an event.
Returns: the log-probabilities of (1-P(A)) were log(P(A)) are given in the vec numpy array
Examples:
>>> c(-1e-200)
-460.51701859880916
# >>> np.log(1 - np.exp(-1e-200)) raises a `RuntimeWarning: divide by zero` error
"""
# return np.log1p(-np.exp(vec)) # Not robust to -1e-200
if np.max(np.array(vec)) > 0:
print('vec', vec)
return np.log(-np.expm1(vec))
def c(vec):
"""Complement function for probabilities in the log-space: robustly computes 1-P(A) in the log-space
Args:
vec: vector of negative numbers representing log-probabilities of an event.
Returns: the log-probabilities of (1-P(A)) were log(P(A)) are given in the vec numpy array
Examples:
>>> c(-1e-200)
-460.51701859880916
# >>> np.log(1 - np.exp(-1e-200)) raises a `RuntimeWarning: divide by zero` error
"""
# return np.log1p(-np.exp(vec)) # Not robust to -1e-200
if np.max(np.array(vec)) > 0:
print('vec', vec)
return np.log(-np.expm1(vec))
def test_branch_cuts(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1
def test_branch_cuts_complex64(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1, False, np.complex64
test_umath.py 文件源码
项目：PyDataLondon29-EmbarrassinglyParallelDAWithAWSLambda
作者: SignalMedia
项目源码
文件源码
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def test_branch_cuts(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1
test_umath.py 文件源码
项目：PyDataLondon29-EmbarrassinglyParallelDAWithAWSLambda
作者: SignalMedia
项目源码
文件源码
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def test_branch_cuts_complex64(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1, False, np.complex64
def test_branch_cuts(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1
def test_branch_cuts_complex64(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1, False, np.complex64
def test_branch_cuts(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1
def test_branch_cuts_complex64(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1, False, np.complex64
def test_softplus():
# np.exp(z_max) will overflow
z_max = np.log(sys.float_info.max) + 1.0e10
# 1.0 / np.exp(z_min) will overflow
z_min = np.log(sys.float_info.min) - 1.0e10
inputs = np.array([0.0, 1.0, -1.0, z_min, z_max])
# naive implementation of np.log(1 + np.exp(z_max)) will overflow
# naive implementation of z + np.log(1 + 1 / np.exp(z_min)) will
# throw ZeroDivisionError
outputs = np.array([
np.log(2.0),
np.log1p(np.exp(1.0)),
np.log1p(np.exp(-1.0)),
0.0,
z_max
])
assert np.allclose(outputs, softplus(inputs))
def test_branch_cuts(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1
def test_branch_cuts_complex64(self):
# check branch cuts and continuity on them
yield _check_branch_cut, np.log, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log2, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log10, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.log1p, -1.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.sqrt, -0.5, 1j, 1, -1, True, np.complex64
yield _check_branch_cut, np.arcsin, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arccos, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctan, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arcsinh, [0-2j, 2j], [1, 1], -1, 1, True, np.complex64
yield _check_branch_cut, np.arccosh, [ -1, 0.5], [1j, 1j], 1, -1, True, np.complex64
yield _check_branch_cut, np.arctanh, [ -2, 2], [1j, 1j], 1, -1, True, np.complex64
# check against bogus branch cuts: assert continuity between quadrants
yield _check_branch_cut, np.arcsin, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccos, [0-2j, 2j], [ 1, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctan, [ -2, 2], [1j, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arcsinh, [ -2, 2, 0], [1j, 1j, 1], 1, 1, False, np.complex64
yield _check_branch_cut, np.arccosh, [0-2j, 2j, 2], [1, 1, 1j], 1, 1, False, np.complex64
yield _check_branch_cut, np.arctanh, [0-2j, 2j, 0], [1, 1, 1j], 1, 1, False, np.complex64
def c_code(self, node, name, inp, out, sub):
x, = inp
z, = out
# These constants were obtained by looking at the output of
# python commands like:
# for i in xrange(750):
# print i, repr(numpy.log1p(numpy.exp(theano._asarray([i,-i], dtype=dt))))
# the boundary checks prevent us from generating inf
# float16 limits: -17.0, 6.0
# We use the float32 limits for float16 for now as the
# computation will happen in float32 anyway.
if (node.inputs[0].type == scalar.float32 or
node.inputs[0].type == scalar.float16):
return """%(z)s = %(x)s < -103.0f ? 0.0 : %(x)s > 14.0f ? %(x)s : log1p(exp(%(x)s));""" % locals()
elif node.inputs[0].type == scalar.float64:
return """%(z)s = %(x)s < -745.0 ? 0.0 : %(x)s > 16.0 ? %(x)s : log1p(exp(%(x)s));""" % locals()
else:
raise NotImplementedError('only floatingpoint is implemented')
example_countries_timing_permutations.py 文件源码
项目：mrqap-python
作者: lisette-espin
项目源码
文件源码
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def getMatrix(path, directed=False, log1p=False):
matrix = np.zeros(shape=(NCOUNTRIES,NCOUNTRIES))
with open(path, 'rb') as f:
for line in f:
data = line.split(' ')
c1 = int(data[0])-1
c2 = int(data[1])-1
v = np.log1p(float(data[2])) if log1p else float(data[2])
matrix[c1][c2] = v # real data from file
if not directed:
matrix[c2][c1] = v # symmetry
print '{} loaded as a matrix!'.format(path)
return matrix
#######################################################################
# Main
######################################################################
