python类LeaveOneOut()的实例源码

def Second_Model_KRR(Scaled_Input_Data, Output_Data):
    T0 = time.time()
    n = len(Scaled_Input_Data)
    Grid_Dict = {"alpha": [1e0, 1e-1, 1e-2],"gamma": np.logspace(-2, 1, 3)}
    krr_Tuned = GridSearchCV(KernelRidge(kernel='rbf', gamma=0.1), cv=5 ,param_grid=Grid_Dict, scoring="mean_absolute_error")
    krr_Tuned.fit(Scaled_Input_Data, Output_Data)
    KRR_MSE = KernelRidge(kernel='rbf', alpha=krr_Tuned.best_params_['alpha'], gamma=krr_Tuned.best_params_['gamma'])
    KRR_Time = time.time() - T0
    print('The computational time of Kernel Ridge Regression for ', n, ' examples is: ', KRR_Time)
    MSEs_KRR = cross_validation.cross_val_score(KRR_MSE, Scaled_Input_Data, Output_Data, cv=cross_validation.LeaveOneOut(n), scoring="mean_absolute_error")
    MeanMSE_KRR = np.mean(list(MSEs_KRR))
    print('The average MSE of Kernel Ridge Regression for ', n, ' examples is: ', (-1*MeanMSE_KRR))
    return(MeanMSE_KRR, krr_Tuned)

def _cross_val_score_loo_r0( lm, X, y):
    """
    mean_square_error metric is used from sklearn.metric.

    Return 
    --------
    The mean squared error values are returned. 
    """

    if len( y.shape) == 1:
        y = np.array( [y]).T

    kf = cross_validation.LeaveOneOut( y.shape[0])
    score_l = list()
    for tr, te in kf:
        lm.fit( X[tr,:], y[tr,:])
        yp = lm.predict( X[te, :])
        score_l.append( metrics.mean_squared_error( y[te,:], yp))

    return score_l

def cross_val_score_loo( lm, X, y):
    """
    mean_square_error metric is used from sklearn.metric.

    Return 
    --------
    The mean squared error values are returned. 
    """
    # Transformed to array if they are list, np.mat
    X = np.array( X)
    y = np.array( y)
    # Later, assert can be used to define the size of X and y

    if len( y.shape) == 1:
        y = np.array( [y]).T

    kf = cross_validation.LeaveOneOut( y.shape[0])
    # flatterned error vectors for each point are stored in this vector.
    errors_l = list()
    for tr, te in kf:
        lm.fit( X[tr,:], y[tr,:])
        yp = lm.predict( X[te, :])
        errors_l.extend( (y[te,:] - yp).flatten().tolist())

    return errors_l

def cv_pilot_reg_only(self, alpha = 0):
        model = self.model
        yT_a = self.rx_p["yT_a"]
        x_a = self.rx_p["x_a"]

        # kf = KFold() 
        # loo = cross_validation.LeaveOneOut( x_a.shape[0])
        if alpha == 0:
            lm = linear_model.LinearRegression()
        else:
            lm = getattr( linear_model, model)(alpha)
        scores = codes.cross_val_score_loo( lm, yT_a, x_a)

        # Output is stored with enviromental variables.
        pdi = pd.DataFrame()
        pdi["model"] = [model]
        pdi["alpha"] = [alpha]
        pdi["metric"] = ["mean_squared_error"]
        pdi["E[scores]"] = [np.mean(np.power(scores,2))] # MSE
        pdi["std[scores]"] = ["t.b.d."]
        pdi["scores"] = [scores]

        return pdi

def test_cross_val_generator_with_indices():
    X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]])
    y = np.array([1, 1, 2, 2])
    labels = np.array([1, 2, 3, 4])
    # explicitly passing indices value is deprecated
    loo = cval.LeaveOneOut(4)
    lpo = cval.LeavePOut(4, 2)
    kf = cval.KFold(4, 2)
    skf = cval.StratifiedKFold(y, 2)
    lolo = cval.LeaveOneLabelOut(labels)
    lopo = cval.LeavePLabelOut(labels, 2)
    ps = cval.PredefinedSplit([1, 1, 2, 2])
    ss = cval.ShuffleSplit(2)
    for cv in [loo, lpo, kf, skf, lolo, lopo, ss, ps]:
        for train, test in cv:
            assert_not_equal(np.asarray(train).dtype.kind, 'b')
            assert_not_equal(np.asarray(train).dtype.kind, 'b')
            X[train], X[test]
            y[train], y[test]

def test_cross_val_generator_with_default_indices():
    X = np.array([[1, 2], [3, 4], [5, 6], [7, 8]])
    y = np.array([1, 1, 2, 2])
    labels = np.array([1, 2, 3, 4])
    loo = cval.LeaveOneOut(4)
    lpo = cval.LeavePOut(4, 2)
    kf = cval.KFold(4, 2)
    skf = cval.StratifiedKFold(y, 2)
    lolo = cval.LeaveOneLabelOut(labels)
    lopo = cval.LeavePLabelOut(labels, 2)
    ss = cval.ShuffleSplit(2)
    ps = cval.PredefinedSplit([1, 1, 2, 2])
    for cv in [loo, lpo, kf, skf, lolo, lopo, ss, ps]:
        for train, test in cv:
            assert_not_equal(np.asarray(train).dtype.kind, 'b')
            assert_not_equal(np.asarray(train).dtype.kind, 'b')
            X[train], X[test]
            y[train], y[test]

def accuracy(features, labels):
    from sklearn.linear_model import LogisticRegression
    from sklearn.pipeline import Pipeline
    from sklearn.preprocessing import StandardScaler
    from sklearn import cross_validation
    # We use logistic regression because it is very fast.
    # Feel free to experiment with other classifiers
    clf = Pipeline([('preproc', StandardScaler()),
                ('classifier', LogisticRegression())])
    cv = cross_validation.LeaveOneOut(len(features))
    scores = cross_validation.cross_val_score(
        clf, features, labels, cv=cv)
    return scores.mean()

def First_Model_SVR(Scaled_Input_Data, Output_Data):
    T0 = time.time()
    n = len(Scaled_Input_Data)
    Grid_Dict = {"C": [1e-2, 1e-1,1e0, 1e1, 1e2],"gamma": np.logspace(-4, 2, 6)}
    svr_Tuned = GridSearchCV(SVR(kernel='rbf', gamma=0.1, tol = 0.005), cv=5,param_grid=Grid_Dict, scoring="mean_absolute_error")
    svr_Tuned.fit(Scaled_Input_Data, Output_Data)
    SVR_MSE = SVR(kernel='rbf', C=svr_Tuned.best_params_['C'], gamma=svr_Tuned.best_params_['gamma'], tol = 0.01)
    SVR_Time = time.time() - T0
    print('The computational time of Radial based Support Vector Regression for ', n, ' examples is: ', SVR_Time)
    MSEs_SVR = cross_validation.cross_val_score(SVR_MSE, Scaled_Input_Data, Output_Data, cv=cross_validation.LeaveOneOut(n), scoring="mean_absolute_error")
    MeanMSE_SVR = np.mean(list(MSEs_SVR))
    print('The average MSE of Radial based Support Vector Regression for ', n, ' examples is: ', (-1*MeanMSE_SVR))
    return(MeanMSE_SVR, svr_Tuned)

def RF_Model(Scaled_Input_Data, Output_Data):
    T0 = time.time()
    n = len(Scaled_Input_Data)
    RFModel = RandomForestRegressor()
    RFModel.fit(Scaled_Input_Data, Output_Data)
    RF_Time = time.time() - T0
    print('The computational time of Random Forest Regression for ', n, ' examples is: ', RF_Time)
    MSEs_RF = cross_validation.cross_val_score(RFModel, Scaled_Input_Data, Output_Data, cv=cross_validation.LeaveOneOut(n), scoring="mean_absolute_error")
    MeanMSE_RF = np.mean(list(MSEs_RF))
    print('The average MSE of Random Forest Regression for ', n, ' examples is: ', (-1*MeanMSE_RF))
    return(MeanMSE_RF, RFModel)

def _cv_pilot_reg_only_r0(self, alpha = 0):
        model = self.model
        yT_a = self.rx_p["yT_a"]
        x_a = self.rx_p["x_a"]

        # kf = KFold() 
        # loo = cross_validation.LeaveOneOut( x_a.shape[0])
        if alpha == 0:
            lm = linear_model.LinearRegression()
        else:
            lm = getattr( linear_model, model)(alpha)
        scores = codes.cross_val_score_loo( lm, yT_a, x_a)

        return scores

def _cv_pilot_reg_r0(self, alpha = 0):

        """
        Cross-validatin scores are evaluated using LOO. 
        SNRpilot is equal to SNR, which is SNRdata.     
        """
        Npilot = self.Npilot
        SNRpilot = self.SNR
        model = self.model

        BPSK, s_a, x_flat_a, x_a = gen_BPSK( Npilot, self.Nt)
        # H_a = gen_H( self.Nr, self.Nt)
        # H_a = self.H_a
        y_a = gen_Rx( self.Nr, Npilot, SNRpilot, self.H_a, x_a)

        yT_a = y_a.T

        # kf = KFold() 
        # loo = cross_validation.LeaveOneOut( x_a.shape[0])
        if alpha == 0:
            lm = linear_model.LinearRegression()
        else:
            lm = getattr( linear_model, model)(alpha)
        scores = codes.cross_val_score_loo( lm, yT_a, x_a)

        return scores

def test_cross_val_predict():
    boston = load_boston()
    X, y = boston.data, boston.target
    cv = cval.KFold(len(boston.target))

    est = Ridge()

    # Naive loop (should be same as cross_val_predict):
    preds2 = np.zeros_like(y)
    for train, test in cv:
        est.fit(X[train], y[train])
        preds2[test] = est.predict(X[test])

    preds = cval.cross_val_predict(est, X, y, cv=cv)
    assert_array_almost_equal(preds, preds2)

    preds = cval.cross_val_predict(est, X, y)
    assert_equal(len(preds), len(y))

    cv = cval.LeaveOneOut(len(y))
    preds = cval.cross_val_predict(est, X, y, cv=cv)
    assert_equal(len(preds), len(y))

    Xsp = X.copy()
    Xsp *= (Xsp > np.median(Xsp))
    Xsp = coo_matrix(Xsp)
    preds = cval.cross_val_predict(est, Xsp, y)
    assert_array_almost_equal(len(preds), len(y))

    preds = cval.cross_val_predict(KMeans(), X)
    assert_equal(len(preds), len(y))

    def bad_cv():
        for i in range(4):
            yield np.array([0, 1, 2, 3]), np.array([4, 5, 6, 7, 8])

    assert_raises(ValueError, cval.cross_val_predict, est, X, y, cv=bad_cv())

def loo_proba(x, y, clf_used='rf', use_pca=False, params=None):
    """Perform leave-one-out

    Parameters
    ----------
    x : np.array
        features
    y : np.array
        labels
    clf_used : str
        classifier
    use_pca : bool
        perform principal component analysis on features x in advance
    params : dict
        parameter for classifier

    Returns
    -------
    np.array, np.array
        class probability, hard classification
    """
    # print "Performing LOO with %s and %d features. Using PCA: %s" % \
    #       (clf_used, x.shape[1], str(use_pca))
    if use_pca:
        old_dim = x.shape[1]
        pca = PCA(n_components=0.999)
        x = pca.fit_transform(x)
        # print pca.explained_variance_ratio_
        # print "Reduced feature space dimension %d, instead of %d" % (x.shape[1],
        #                                                              old_dim)
    nans_in_X = np.sum(np.isnan(x))
    if nans_in_X > 0:
        # print np.where(np.isnan(x))
        # print "Found %d nans in features, converting to number." % nans_in_X
        x = np.nan_to_num(x)
    loo = cross_validation.LeaveOneOut(len(x))
    shape = (len(x), len(list(set(y))))
    prob = np.zeros(shape, dtype=np.float)
    pred = np.zeros((len(x), 1), dtype=np.int)
    cnt = 0
    # print "rf params:", rf_params
    for train_ixs, test_ixs in loo:
        x_train = x[train_ixs]
        x_test = x[test_ixs]
        y_train = y[train_ixs]
        clf = init_clf(clf_used, params)
        clf.fit(x_train, y_train)
        prob[cnt] = clf.predict_proba(x_test)
        pred[cnt] = clf.predict(x_test)
        np.set_printoptions(formatter={'float': '{: 0.3f}'.format})
        # if pred[cnt] == y[test_ixs]:
        #     print test_ixs, "\t", prob[cnt], pred[cnt], y[test_ixs]
        # else:
        #     print test_ixs, "\t", prob[cnt], pred[cnt], y[test_ixs], "\t WRONG"
        cnt += 1
    return prob, pred