python类LinearSVR()的实例源码

def test_linear_svr_evaluation(self):
        """
        Check that the evaluation results are the same in scikit learn and coremltools
        """
        ARGS = [ {},
                    {'C': 0.5, 'epsilon': 0.25},
                    {'dual': False, 'loss': 'squared_epsilon_insensitive'},
                    {'tol': 0.005},
                    {'fit_intercept': False},
                    {'intercept_scaling': 1.5}
        ]

        input_names = self.scikit_data.feature_names
        df = pd.DataFrame(self.scikit_data.data, columns=input_names)

        for cur_args in ARGS:
            print(cur_args)
            cur_model = LinearSVR(**cur_args)
            cur_model.fit(self.scikit_data['data'], self.scikit_data['target'])
            spec = convert(cur_model, input_names, 'target')

            df['prediction'] = cur_model.predict(self.scikit_data.data)

            metrics = evaluate_regressor(spec, df)
            self.assertAlmostEquals(metrics['max_error'], 0)

def test_svr():
    # Test Support Vector Regression

    diabetes = datasets.load_diabetes()
    for clf in (svm.NuSVR(kernel='linear', nu=.4, C=1.0),
                svm.NuSVR(kernel='linear', nu=.4, C=10.),
                svm.SVR(kernel='linear', C=10.),
                svm.LinearSVR(C=10.),
                svm.LinearSVR(C=10.),
                ):
        clf.fit(diabetes.data, diabetes.target)
        assert_greater(clf.score(diabetes.data, diabetes.target), 0.02)

    # non-regression test; previously, BaseLibSVM would check that
    # len(np.unique(y)) < 2, which must only be done for SVC
    svm.SVR().fit(diabetes.data, np.ones(len(diabetes.data)))
    svm.LinearSVR().fit(diabetes.data, np.ones(len(diabetes.data)))

def make_regression_example(axis, random_state):
    X, y = make_regression(n_samples=100, n_features=1, noise=30.0, random_state=random_state)

    axis.scatter(X[:, 0], y, color="blue", s=10, label="Patients")

    clf = LinearSVR().fit(X, y)
    axis.plot(X[:, 0], clf.predict(X), color="black", label="Model")

    ax2.tick_params(labelbottom='off', labelleft='off')
    ax2.set_xlabel("Gene 1")
    ax2.set_ylabel("Survived (years)")
    ax2.legend()

def convert(model, features, target):
    """Convert a LinearSVR model to the protobuf spec.
    Parameters
    ----------
    model: LinearSVR
        A trained LinearSVR model.

    feature_names: [str]
        Name of the input columns.

    target: str
        Name of the output column.

    Returns
    -------
    model_spec: An object of type Model_pb.
        Protobuf representation of the model
    """
    if not(_HAS_SKLEARN):
        raise RuntimeError('scikit-learn not found. scikit-learn conversion API is disabled.')

    # Check the scikit learn model
    _sklearn_util.check_expected_type(model, _LinearSVR)
    _sklearn_util.check_fitted(model, lambda m: hasattr(m, 'coef_'))

    return _MLModel(_linear_regression._convert(model, features, target))

def __init__(self, classifier=LinearSVR):
        self.svc = classifier()
        self.num_terms = -1

def convert(model, features, target):
    """Convert a LinearSVR model to the protobuf spec.
    Parameters
    ----------
    model: LinearSVR
        A trained LinearSVR model.

    feature_names: [str]
        Name of the input columns.

    target: str
        Name of the output column.

    Returns
    -------
    model_spec: An object of type Model_pb.
        Protobuf representation of the model
    """
    if not(_HAS_SKLEARN):
        raise RuntimeError('scikit-learn not found. scikit-learn conversion API is disabled.')

    # Check the scikit learn model
    _sklearn_util.check_expected_type(model, _LinearSVR)
    _sklearn_util.check_fitted(model, lambda m: hasattr(m, 'coef_'))

    return _MLModel(_linear_regression._convert(model, features, target))

def predict(data, priceToPredict):

    openingPriceTrain, openingPriceTest, closingPriceTrain, closingPriceTest = \
        data["openingPriceTrain"], data["openingPriceTest"], data["closingPriceTrain"], data["closingPriceTest"]
    clf = svm.LinearSVR()
    clf.fit(openingPriceTrain, closingPriceTrain)
    predicted2 = clf.predict(openingPriceTest)
    score = clf.fit(openingPriceTrain, closingPriceTrain).score(openingPriceTest, closingPriceTest)
    # print(score)

    fig, ax = plotter.subplots()
    ax.scatter(openingPriceTrain, closingPriceTrain)
    ax.set_ylabel('Predicted SVM')
    ax.scatter(closingPriceTest, clf.predict(openingPriceTest))
    ax.set_xlabel('Measured')
    ax.set_ylabel('Predicted')
    # plotter.show()

    closingPriceTestArray = np.reshape(closingPriceTest,-1)
    clfpr = clf.predict(openingPriceTest)
    predictedArray = np.reshape(clfpr,-1)
    print(pearsonr(closingPriceTestArray,predictedArray))

    openingPriceToPredict = np.array([priceToPredict])
    print(clf.predict(openingPriceToPredict))
    return clf.predict(np.array([openingPriceToPredict]))

def _initEstimator(self, X, Y):
        #estimator = svm.SVR(kernel="linear",shrinking=False)

        estimator = svm.LinearSVR(
                                  loss="squared_epsilon_insensitive",
                                  dual=False,
                                  random_state=self.random_state)

        tuned_parameters = {'C': [self.C], 'epsilon': [self.epsilon]}
        if self.C is None:
            tuned_parameters["C"] = [0.0001, 0.001, 0.01, 0.1, 1, 10, 100]
        if self.epsilon is None:
            tuned_parameters["epsilon"] =  [0.0001, 0.001, 0.01, 0.1, 1, 2, 5]

        n = len(X)
        if n <= 20:
            cv = 3
        else:
            cv = 7

        gridsearch = GridSearchCV(estimator,
                                  tuned_parameters,
                                  scoring="r2",
                                  n_jobs=-1 if self.parallel else 1,
                                  cv=cv,
                                  verbose=0)
        gridsearch.fit(X, Y)
        self._hyper_C = gridsearch.best_params_['C']
        self._hyper_epsilon = gridsearch.best_params_['epsilon']
        self._best_clf_score = gridsearch.best_score_

        self._svm_clf = best_clf = gridsearch.best_estimator_
        self._svm_coef = best_clf.coef_
        self._svm_bias = -best_clf.intercept_[0]
        self._svm_L1 = np.linalg.norm(self._svm_coef, ord=1)
        prediction = best_clf.predict(X)
        self._svm_loss = np.sum(np.abs(Y - prediction))


        self._svm_coef = self._svm_coef[0]

def test_AdaBoostRegressor_base_regr(*data):
    '''
    test the regression with different number of model and regression method
    :param data:  train_data, test_data, train_value, test_value
    :return: None
    '''
    from sklearn.svm import  LinearSVR
    X_train,X_test,y_train,y_test=data
    fig=plt.figure()
    regrs=[ensemble.AdaBoostRegressor(),
        ensemble.AdaBoostRegressor(base_estimator=LinearSVR(epsilon=0.01,C=100))]
    labels=["Decision Tree Regressor","Linear SVM Regressor"]
    for i ,regr in enumerate(regrs):
        ax=fig.add_subplot(2,1,i+1)
        regr.fit(X_train,y_train)
        ## graph
        estimators_num=len(regr.estimators_)
        X=range(1,estimators_num+1)
        ax.plot(list(X),list(regr.staged_score(X_train,y_train)),label="Traing score")
        ax.plot(list(X),list(regr.staged_score(X_test,y_test)),label="Testing score")
        ax.set_xlabel("estimator num")
        ax.set_ylabel("score")
        ax.legend(loc="lower right")
        ax.set_ylim(-1,1)
        ax.set_title("Base_Estimator:%s"%labels[i])
    plt.suptitle("AdaBoostRegressor")
    plt.show()

def test_LinearSVR(*data):
    '''
    test Liner SVR
    :param data: train_data,test_data, train_target, test_target
    :return: None
    '''
    X_train,X_test,y_train,y_test=data
    regr=svm.LinearSVR()
    regr.fit(X_train,y_train)
    print('Coefficients:{0}, intercept {1}'.format(regr.coef_,regr.intercept_))
    print('Score: {0}' .format(regr.score(X_test, y_test)))

def test_LinearSVR_loss(*data):
    '''
    test SVr with different loss function
    :param data: train_data,test_data, train_target, test_target
    :return:
    '''
    X_train,X_test,y_train,y_test=data
    losses=['epsilon_insensitive','squared_epsilon_insensitive']
    for loss in losses:
        regr=svm.LinearSVR(loss=loss)
        regr.fit(X_train,y_train)
        print("loss?{0}".format(loss))
        print('Coefficients:{0}, intercept {1}'.format(regr.coef_,regr.intercept_))
        print('Score: {0}' .format(regr.score(X_test, y_test)))

def test_LinearSVR_epsilon(*data):
    '''
    test the performance with different epsilon
    :param data:  train_data,test_data, train_target, test_target
    :return: None
    '''
    X_train,X_test,y_train,y_test=data
    epsilons=np.logspace(-2,2)
    train_scores=[]
    test_scores=[]
    for  epsilon in  epsilons:
        regr=svm.LinearSVR(epsilon=epsilon,loss='squared_epsilon_insensitive')
        regr.fit(X_train,y_train)
        train_scores.append(regr.score(X_train, y_train))
        test_scores.append(regr.score(X_test, y_test))
    fig=plt.figure()
    ax=fig.add_subplot(1,1,1)
    ax.plot(epsilons,train_scores,label="Training score ",marker='+' )
    ax.plot(epsilons,test_scores,label= " Testing  score ",marker='o' )
    ax.set_title( "LinearSVR_epsilon ")
    ax.set_xscale("log")
    ax.set_xlabel(r"$\epsilon$")
    ax.set_ylabel("score")
    ax.set_ylim(-1,1.05)
    ax.legend(loc="best",framealpha=0.5)
    plt.show()

def test_LinearSVR_C(*data):
    '''
    test the performance with different C
    :param data:  train_data,test_data, train_target, test_target
    :return: None
    '''
    X_train,X_test,y_train,y_test=data
    Cs=np.logspace(-1,2)
    train_scores=[]
    test_scores=[]
    for  C in  Cs:
        regr=svm.LinearSVR(epsilon=0.1,loss='squared_epsilon_insensitive',C=C)
        regr.fit(X_train,y_train)
        train_scores.append(regr.score(X_train, y_train))
        test_scores.append(regr.score(X_test, y_test))
    fig=plt.figure()
    ax=fig.add_subplot(1,1,1)
    ax.plot(Cs,train_scores,label="Training score ",marker='+' )
    ax.plot(Cs,test_scores,label= " Testing  score ",marker='o' )
    ax.set_title( "LinearSVR_C ")
    ax.set_xscale("log")
    ax.set_xlabel(r"C")
    ax.set_ylabel("score")
    ax.set_ylim(-1,1.05)
    ax.legend(loc="best",framealpha=0.5)
    plt.show()

def lr(train_sample, validation_sample, features):
    log_base = np.e
    lr_prob = LinearSVR(C=1, epsilon=0.1).fit(train_sample[features], np.log1p(train_sample['volume'])/np.log(log_base))\
        .predict(validation_sample[features])
    lr_prob = np.power(log_base, lr_prob) - 1
    print_mape(validation_sample['volume'], lr_prob, 'LR')
    return lr_prob

def test_linearsvr():
    # check that SVR(kernel='linear') and LinearSVC() give
    # comparable results
    diabetes = datasets.load_diabetes()
    lsvr = svm.LinearSVR(C=1e3).fit(diabetes.data, diabetes.target)
    score1 = lsvr.score(diabetes.data, diabetes.target)

    svr = svm.SVR(kernel='linear', C=1e3).fit(diabetes.data, diabetes.target)
    score2 = svr.score(diabetes.data, diabetes.target)

    assert np.linalg.norm(lsvr.coef_ - svr.coef_) / np.linalg.norm(svr.coef_) < .1
    assert np.abs(score1 - score2) < 0.1

def test_linearsvx_loss_penalty_deprecations():
    X, y = [[0.0], [1.0]], [0, 1]

    msg = ("loss='%s' has been deprecated in favor of "
           "loss='%s' as of 0.16. Backward compatibility"
           " for the %s will be removed in %s")

    # LinearSVC
    # loss l1 --> hinge
    assert_warns_message(DeprecationWarning,
                         msg % ("l1", "hinge", "loss='l1'", "1.0"),
                         svm.LinearSVC(loss="l1").fit, X, y)

    # loss l2 --> squared_hinge
    assert_warns_message(DeprecationWarning,
                         msg % ("l2", "squared_hinge", "loss='l2'", "1.0"),
                         svm.LinearSVC(loss="l2").fit, X, y)

    # LinearSVR
    # loss l1 --> epsilon_insensitive
    assert_warns_message(DeprecationWarning,
                         msg % ("l1", "epsilon_insensitive", "loss='l1'",
                                "1.0"),
                         svm.LinearSVR(loss="l1").fit, X, y)

    # loss l2 --> squared_epsilon_insensitive
    assert_warns_message(DeprecationWarning,
                         msg % ("l2", "squared_epsilon_insensitive",
                                "loss='l2'", "1.0"),
                         svm.LinearSVR(loss="l2").fit, X, y)

def test_svr_coef_sign():
    # Test that SVR(kernel="linear") has coef_ with the right sign.
    # Non-regression test for #2933.
    X = np.random.RandomState(21).randn(10, 3)
    y = np.random.RandomState(12).randn(10)

    for svr in [svm.SVR(kernel='linear'), svm.NuSVR(kernel='linear'),
                svm.LinearSVR()]:
        svr.fit(X, y)
        assert_array_almost_equal(svr.predict(X),
                                  np.dot(X, svr.coef_.ravel()) + svr.intercept_)