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4610f7a
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Parent(s):
df3d807
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Browse files- matumizi/__init__.py +0 -0
- matumizi/daexp.py +3121 -0
- matumizi/mcsim.py +552 -0
- matumizi/mlutil.py +1500 -0
- matumizi/sampler.py +1455 -0
- matumizi/stats.py +496 -0
- matumizi/util.py +2345 -0
matumizi/__init__.py
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File without changes
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matumizi/daexp.py
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@@ -0,0 +1,3121 @@
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|
| 1 |
+
#!/usr/local/bin/python3
|
| 2 |
+
|
| 3 |
+
# Author: Pranab Ghosh
|
| 4 |
+
#
|
| 5 |
+
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
| 6 |
+
# may not use this file except in compliance with the License. You may
|
| 7 |
+
# obtain a copy of the License at
|
| 8 |
+
#
|
| 9 |
+
# http://www.apache.org/licenses/LICENSE-2.0
|
| 10 |
+
#
|
| 11 |
+
# Unless required by applicable law or agreed to in writing, software
|
| 12 |
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
| 13 |
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
| 14 |
+
# implied. See the License for the specific language governing
|
| 15 |
+
# permissions and limitations under the License.
|
| 16 |
+
|
| 17 |
+
# Package imports
|
| 18 |
+
import os
|
| 19 |
+
import sys
|
| 20 |
+
import numpy as np
|
| 21 |
+
import pandas as pd
|
| 22 |
+
import sklearn as sk
|
| 23 |
+
from sklearn import preprocessing
|
| 24 |
+
from sklearn import metrics
|
| 25 |
+
import random
|
| 26 |
+
from math import *
|
| 27 |
+
from decimal import Decimal
|
| 28 |
+
import pprint
|
| 29 |
+
from statsmodels.graphics import tsaplots
|
| 30 |
+
from statsmodels.tsa import stattools as stt
|
| 31 |
+
from statsmodels.stats import stattools as sstt
|
| 32 |
+
from sklearn.linear_model import LinearRegression
|
| 33 |
+
from matplotlib import pyplot as plt
|
| 34 |
+
from scipy import stats as sta
|
| 35 |
+
from statsmodels.tsa.seasonal import seasonal_decompose
|
| 36 |
+
import statsmodels.api as sm
|
| 37 |
+
from sklearn.ensemble import IsolationForest
|
| 38 |
+
from sklearn.neighbors import LocalOutlierFactor
|
| 39 |
+
from sklearn.svm import OneClassSVM
|
| 40 |
+
from sklearn.covariance import EllipticEnvelope
|
| 41 |
+
from sklearn.mixture import GaussianMixture
|
| 42 |
+
from sklearn.cluster import KMeans
|
| 43 |
+
from sklearn.decomposition import PCA
|
| 44 |
+
import hurst
|
| 45 |
+
from .util import *
|
| 46 |
+
from .mlutil import *
|
| 47 |
+
from .sampler import *
|
| 48 |
+
from .stats import *
|
| 49 |
+
|
| 50 |
+
"""
|
| 51 |
+
Load data from a CSV file, data frame, numpy array or list
|
| 52 |
+
Each data set (array like) is given a name while loading
|
| 53 |
+
Perform various data exploration operation refering to the data sets by name
|
| 54 |
+
Save and restore workspace if needed
|
| 55 |
+
"""
|
| 56 |
+
class DataSetMetaData:
|
| 57 |
+
"""
|
| 58 |
+
data set meta data
|
| 59 |
+
"""
|
| 60 |
+
dtypeNum = 1
|
| 61 |
+
dtypeCat = 2
|
| 62 |
+
dtypeBin = 3
|
| 63 |
+
def __init__(self, dtype):
|
| 64 |
+
self.notes = list()
|
| 65 |
+
self.dtype = dtype
|
| 66 |
+
|
| 67 |
+
def addNote(self, note):
|
| 68 |
+
"""
|
| 69 |
+
add note
|
| 70 |
+
"""
|
| 71 |
+
self.notes.append(note)
|
| 72 |
+
|
| 73 |
+
|
| 74 |
+
class DataExplorer:
|
| 75 |
+
"""
|
| 76 |
+
various data exploration functions
|
| 77 |
+
"""
|
| 78 |
+
def __init__(self, verbose=True):
|
| 79 |
+
"""
|
| 80 |
+
initialize
|
| 81 |
+
|
| 82 |
+
Parameters
|
| 83 |
+
verbose : True for verbosity
|
| 84 |
+
"""
|
| 85 |
+
self.dataSets = dict()
|
| 86 |
+
self.metaData = dict()
|
| 87 |
+
self.pp = pprint.PrettyPrinter(indent=4)
|
| 88 |
+
self.verbose = verbose
|
| 89 |
+
|
| 90 |
+
def setVerbose(self, verbose):
|
| 91 |
+
"""
|
| 92 |
+
sets verbose
|
| 93 |
+
|
| 94 |
+
Parameters
|
| 95 |
+
verbose : True for verbosity
|
| 96 |
+
"""
|
| 97 |
+
self.verbose = verbose
|
| 98 |
+
|
| 99 |
+
def save(self, filePath):
|
| 100 |
+
"""
|
| 101 |
+
save checkpoint
|
| 102 |
+
|
| 103 |
+
Parameters
|
| 104 |
+
filePath : path of file where saved
|
| 105 |
+
"""
|
| 106 |
+
self.__printBanner("saving workspace")
|
| 107 |
+
ws = dict()
|
| 108 |
+
ws["data"] = self.dataSets
|
| 109 |
+
ws["metaData"] = self.metaData
|
| 110 |
+
saveObject(ws, filePath)
|
| 111 |
+
self.__printDone()
|
| 112 |
+
|
| 113 |
+
def restore(self, filePath):
|
| 114 |
+
"""
|
| 115 |
+
restore checkpoint
|
| 116 |
+
|
| 117 |
+
Parameters
|
| 118 |
+
filePath : path of file from where to store
|
| 119 |
+
"""
|
| 120 |
+
self.__printBanner("restoring workspace")
|
| 121 |
+
ws = restoreObject(filePath)
|
| 122 |
+
self.dataSets = ws["data"]
|
| 123 |
+
self.metaData = ws["metaData"]
|
| 124 |
+
self.__printDone()
|
| 125 |
+
|
| 126 |
+
|
| 127 |
+
def queryFileData(self, filePath, *columns):
|
| 128 |
+
"""
|
| 129 |
+
query column data type from a data file
|
| 130 |
+
|
| 131 |
+
Parameters
|
| 132 |
+
filePath : path of file with data
|
| 133 |
+
columns : indexes followed by column names or column names
|
| 134 |
+
"""
|
| 135 |
+
self.__printBanner("querying column data type from a data frame")
|
| 136 |
+
lcolumns = list(columns)
|
| 137 |
+
noHeader = type(lcolumns[0]) == int
|
| 138 |
+
if noHeader:
|
| 139 |
+
df = pd.read_csv(filePath, header=None)
|
| 140 |
+
else:
|
| 141 |
+
df = pd.read_csv(filePath, header=0)
|
| 142 |
+
return self.queryDataFrameData(df, *columns)
|
| 143 |
+
|
| 144 |
+
def queryDataFrameData(self, df, *columns):
|
| 145 |
+
"""
|
| 146 |
+
query column data type from a data frame
|
| 147 |
+
|
| 148 |
+
Parameters
|
| 149 |
+
df : data frame with data
|
| 150 |
+
columns : indexes followed by column name or column names
|
| 151 |
+
"""
|
| 152 |
+
self.__printBanner("querying column data type from a data frame")
|
| 153 |
+
columns = list(columns)
|
| 154 |
+
noHeader = type(columns[0]) == int
|
| 155 |
+
dtypes = list()
|
| 156 |
+
if noHeader:
|
| 157 |
+
nCols = int(len(columns) / 2)
|
| 158 |
+
colIndexes = columns[:nCols]
|
| 159 |
+
cnames = columns[nCols:]
|
| 160 |
+
nColsDf = len(df.columns)
|
| 161 |
+
for i in range(nCols):
|
| 162 |
+
ci = colIndexes[i]
|
| 163 |
+
assert ci < nColsDf, "col index {} outside range".format(ci)
|
| 164 |
+
col = df.loc[ : , ci]
|
| 165 |
+
dtypes.append(self.getDataType(col))
|
| 166 |
+
else:
|
| 167 |
+
cnames = columns
|
| 168 |
+
for c in columns:
|
| 169 |
+
col = df[c]
|
| 170 |
+
dtypes.append(self.getDataType(col))
|
| 171 |
+
|
| 172 |
+
nt = list(zip(cnames, dtypes))
|
| 173 |
+
result = self.__printResult("columns and data types", nt)
|
| 174 |
+
return result
|
| 175 |
+
|
| 176 |
+
def getDataType(self, col):
|
| 177 |
+
"""
|
| 178 |
+
get data type
|
| 179 |
+
|
| 180 |
+
Parameters
|
| 181 |
+
col : contains data array like
|
| 182 |
+
"""
|
| 183 |
+
if isBinary(col):
|
| 184 |
+
dtype = "binary"
|
| 185 |
+
elif isInteger(col):
|
| 186 |
+
dtype = "integer"
|
| 187 |
+
elif isFloat(col):
|
| 188 |
+
dtype = "float"
|
| 189 |
+
elif isCategorical(col):
|
| 190 |
+
dtype = "categorical"
|
| 191 |
+
else:
|
| 192 |
+
dtype = "mixed"
|
| 193 |
+
return dtype
|
| 194 |
+
|
| 195 |
+
|
| 196 |
+
def addFileNumericData(self,filePath, *columns):
|
| 197 |
+
"""
|
| 198 |
+
add numeric columns from a file
|
| 199 |
+
|
| 200 |
+
Parameters
|
| 201 |
+
filePath : path of file with data
|
| 202 |
+
columns : indexes followed by column names or column names
|
| 203 |
+
"""
|
| 204 |
+
self.__printBanner("adding numeric columns from a file")
|
| 205 |
+
self.addFileData(filePath, True, *columns)
|
| 206 |
+
self.__printDone()
|
| 207 |
+
|
| 208 |
+
|
| 209 |
+
def addFileBinaryData(self,filePath, *columns):
|
| 210 |
+
"""
|
| 211 |
+
add binary columns from a file
|
| 212 |
+
|
| 213 |
+
Parameters
|
| 214 |
+
filePath : path of file with data
|
| 215 |
+
columns : indexes followed by column names or column names
|
| 216 |
+
"""
|
| 217 |
+
self.__printBanner("adding binary columns from a file")
|
| 218 |
+
self.addFileData(filePath, False, *columns)
|
| 219 |
+
self.__printDone()
|
| 220 |
+
|
| 221 |
+
def addFileData(self, filePath, numeric, *columns):
|
| 222 |
+
"""
|
| 223 |
+
add columns from a file
|
| 224 |
+
|
| 225 |
+
Parameters
|
| 226 |
+
filePath : path of file with data
|
| 227 |
+
numeric : True if numeric False in binary
|
| 228 |
+
columns : indexes followed by column names or column names
|
| 229 |
+
"""
|
| 230 |
+
columns = list(columns)
|
| 231 |
+
noHeader = type(columns[0]) == int
|
| 232 |
+
if noHeader:
|
| 233 |
+
df = pd.read_csv(filePath, header=None)
|
| 234 |
+
else:
|
| 235 |
+
df = pd.read_csv(filePath, header=0)
|
| 236 |
+
self.addDataFrameData(df, numeric, *columns)
|
| 237 |
+
|
| 238 |
+
def addDataFrameNumericData(self,filePath, *columns):
|
| 239 |
+
"""
|
| 240 |
+
add numeric columns from a data frame
|
| 241 |
+
|
| 242 |
+
Parameters
|
| 243 |
+
filePath : path of file with data
|
| 244 |
+
columns : indexes followed by column names or column names
|
| 245 |
+
"""
|
| 246 |
+
self.__printBanner("adding numeric columns from a data frame")
|
| 247 |
+
self.addDataFrameData(filePath, True, *columns)
|
| 248 |
+
|
| 249 |
+
|
| 250 |
+
def addDataFrameBinaryData(self,filePath, *columns):
|
| 251 |
+
"""
|
| 252 |
+
add binary columns from a data frame
|
| 253 |
+
|
| 254 |
+
Parameters
|
| 255 |
+
filePath : path of file with data
|
| 256 |
+
columns : indexes followed by column names or column names
|
| 257 |
+
"""
|
| 258 |
+
self.__printBanner("adding binary columns from a data frame")
|
| 259 |
+
self.addDataFrameData(filePath, False, *columns)
|
| 260 |
+
|
| 261 |
+
|
| 262 |
+
def addDataFrameData(self, df, numeric, *columns):
|
| 263 |
+
"""
|
| 264 |
+
add columns from a data frame
|
| 265 |
+
|
| 266 |
+
Parameters
|
| 267 |
+
df : data frame with data
|
| 268 |
+
numeric : True if numeric False in binary
|
| 269 |
+
columns : indexes followed by column names or column names
|
| 270 |
+
"""
|
| 271 |
+
columns = list(columns)
|
| 272 |
+
noHeader = type(columns[0]) == int
|
| 273 |
+
if noHeader:
|
| 274 |
+
nCols = int(len(columns) / 2)
|
| 275 |
+
colIndexes = columns[:nCols]
|
| 276 |
+
nColsDf = len(df.columns)
|
| 277 |
+
for i in range(nCols):
|
| 278 |
+
ci = colIndexes[i]
|
| 279 |
+
assert ci < nColsDf, "col index {} outside range".format(ci)
|
| 280 |
+
col = df.loc[ : , ci]
|
| 281 |
+
if numeric:
|
| 282 |
+
assert isNumeric(col), "data is not numeric"
|
| 283 |
+
else:
|
| 284 |
+
assert isBinary(col), "data is not binary"
|
| 285 |
+
col = col.to_numpy()
|
| 286 |
+
cn = columns[i + nCols]
|
| 287 |
+
dtype = DataSetMetaData.dtypeNum if numeric else DataSetMetaData.dtypeBin
|
| 288 |
+
self.__addDataSet(cn, col, dtype)
|
| 289 |
+
else:
|
| 290 |
+
for c in columns:
|
| 291 |
+
col = df[c]
|
| 292 |
+
if numeric:
|
| 293 |
+
assert isNumeric(col), "data is not numeric"
|
| 294 |
+
else:
|
| 295 |
+
assert isBinary(col), "data is not binary"
|
| 296 |
+
col = col.to_numpy()
|
| 297 |
+
dtype = DataSetMetaData.dtypeNum if numeric else DataSetMetaData.dtypeBin
|
| 298 |
+
self.__addDataSet(c, col, dtype)
|
| 299 |
+
|
| 300 |
+
def __addDataSet(self, dsn, data, dtype):
|
| 301 |
+
"""
|
| 302 |
+
add dada set
|
| 303 |
+
|
| 304 |
+
Parameters
|
| 305 |
+
dsn: data set name
|
| 306 |
+
data : numpy array data
|
| 307 |
+
"""
|
| 308 |
+
self.dataSets[dsn] = data
|
| 309 |
+
self.metaData[dsn] = DataSetMetaData(dtype)
|
| 310 |
+
|
| 311 |
+
|
| 312 |
+
def addListNumericData(self, ds, name):
|
| 313 |
+
"""
|
| 314 |
+
add numeric data from a list
|
| 315 |
+
|
| 316 |
+
Parameters
|
| 317 |
+
ds : list with data
|
| 318 |
+
name : name of data set
|
| 319 |
+
"""
|
| 320 |
+
self.__printBanner("add numeric data from a list")
|
| 321 |
+
self.addListData(ds, True, name)
|
| 322 |
+
self.__printDone()
|
| 323 |
+
|
| 324 |
+
|
| 325 |
+
def addListBinaryData(self, ds, name):
|
| 326 |
+
"""
|
| 327 |
+
add binary data from a list
|
| 328 |
+
|
| 329 |
+
Parameters
|
| 330 |
+
ds : list with data
|
| 331 |
+
name : name of data set
|
| 332 |
+
"""
|
| 333 |
+
self.__printBanner("adding binary data from a list")
|
| 334 |
+
self.addListData(ds, False, name)
|
| 335 |
+
self.__printDone()
|
| 336 |
+
|
| 337 |
+
def addListData(self, ds, numeric, name):
|
| 338 |
+
"""
|
| 339 |
+
adds list data
|
| 340 |
+
|
| 341 |
+
Parameters
|
| 342 |
+
ds : list with data
|
| 343 |
+
numeric : True if numeric False in binary
|
| 344 |
+
name : name of data set
|
| 345 |
+
"""
|
| 346 |
+
assert type(ds) == list, "data not a list"
|
| 347 |
+
if numeric:
|
| 348 |
+
assert isNumeric(ds), "data is not numeric"
|
| 349 |
+
else:
|
| 350 |
+
assert isBinary(ds), "data is not binary"
|
| 351 |
+
dtype = DataSetMetaData.dtypeNum if numeric else DataSetMetaData.dtypeBin
|
| 352 |
+
self.dataSets[name] = np.array(ds)
|
| 353 |
+
self.metaData[name] = DataSetMetaData(dtype)
|
| 354 |
+
|
| 355 |
+
|
| 356 |
+
def addFileCatData(self, filePath, *columns):
|
| 357 |
+
"""
|
| 358 |
+
add categorical columns from a file
|
| 359 |
+
|
| 360 |
+
Parameters
|
| 361 |
+
filePath : path of file with data
|
| 362 |
+
columns : indexes followed by column names or column names
|
| 363 |
+
"""
|
| 364 |
+
self.__printBanner("adding categorical columns from a file")
|
| 365 |
+
columns = list(columns)
|
| 366 |
+
noHeader = type(columns[0]) == int
|
| 367 |
+
if noHeader:
|
| 368 |
+
df = pd.read_csv(filePath, header=None)
|
| 369 |
+
else:
|
| 370 |
+
df = pd.read_csv(filePath, header=0)
|
| 371 |
+
|
| 372 |
+
self.addDataFrameCatData(df, *columns)
|
| 373 |
+
self.__printDone()
|
| 374 |
+
|
| 375 |
+
def addDataFrameCatData(self, df, *columns):
|
| 376 |
+
"""
|
| 377 |
+
add categorical columns from a data frame
|
| 378 |
+
|
| 379 |
+
Parameters
|
| 380 |
+
df : data frame with data
|
| 381 |
+
columns : indexes followed by column names or column names
|
| 382 |
+
"""
|
| 383 |
+
self.__printBanner("adding categorical columns from a data frame")
|
| 384 |
+
columns = list(columns)
|
| 385 |
+
noHeader = type(columns[0]) == int
|
| 386 |
+
if noHeader:
|
| 387 |
+
nCols = int(len(columns) / 2)
|
| 388 |
+
colIndexes = columns[:nCols]
|
| 389 |
+
nColsDf = len(df.columns)
|
| 390 |
+
for i in range(nCols):
|
| 391 |
+
ci = colIndexes[i]
|
| 392 |
+
assert ci < nColsDf, "col index {} outside range".format(ci)
|
| 393 |
+
col = df.loc[ : , ci]
|
| 394 |
+
assert isCategorical(col), "data is not categorical"
|
| 395 |
+
col = col.tolist()
|
| 396 |
+
cn = columns[i + nCols]
|
| 397 |
+
self.__addDataSet(cn, col, DataSetMetaData.dtypeCat)
|
| 398 |
+
else:
|
| 399 |
+
for c in columns:
|
| 400 |
+
col = df[c].tolist()
|
| 401 |
+
self.__addDataSet(c, col, DataSetMetaData.dtypeCat)
|
| 402 |
+
|
| 403 |
+
def addListCatData(self, ds, name):
|
| 404 |
+
"""
|
| 405 |
+
add categorical list data
|
| 406 |
+
|
| 407 |
+
Parameters
|
| 408 |
+
ds : list with data
|
| 409 |
+
name : name of data set
|
| 410 |
+
"""
|
| 411 |
+
self.__printBanner("adding categorical list data")
|
| 412 |
+
assert type(ds) == list, "data not a list"
|
| 413 |
+
assert isCategorical(ds), "data is not categorical"
|
| 414 |
+
self.__addDataSet(name, ds, DataSetMetaData.dtypeCat)
|
| 415 |
+
self.__printDone()
|
| 416 |
+
|
| 417 |
+
def remData(self, ds):
|
| 418 |
+
"""
|
| 419 |
+
removes data set
|
| 420 |
+
|
| 421 |
+
Parameters
|
| 422 |
+
ds : data set name
|
| 423 |
+
"""
|
| 424 |
+
self.__printBanner("removing data set", ds)
|
| 425 |
+
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
| 426 |
+
self.dataSets.pop(ds)
|
| 427 |
+
self.metaData.pop(ds)
|
| 428 |
+
names = self.showNames()
|
| 429 |
+
self.__printDone()
|
| 430 |
+
return names
|
| 431 |
+
|
| 432 |
+
def addNote(self, ds, note):
|
| 433 |
+
"""
|
| 434 |
+
get data
|
| 435 |
+
|
| 436 |
+
Parameters
|
| 437 |
+
ds : data set name or list or numpy array with data
|
| 438 |
+
note: note text
|
| 439 |
+
"""
|
| 440 |
+
self.__printBanner("adding note")
|
| 441 |
+
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
| 442 |
+
mdata = self.metaData[ds]
|
| 443 |
+
mdata.addNote(note)
|
| 444 |
+
self.__printDone()
|
| 445 |
+
|
| 446 |
+
def getNotes(self, ds):
|
| 447 |
+
"""
|
| 448 |
+
get data
|
| 449 |
+
|
| 450 |
+
Parameters
|
| 451 |
+
ds : data set name or list or numpy array with data
|
| 452 |
+
"""
|
| 453 |
+
self.__printBanner("getting notes")
|
| 454 |
+
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
| 455 |
+
mdata = self.metaData[ds]
|
| 456 |
+
dnotes = mdata.notes
|
| 457 |
+
if self.verbose:
|
| 458 |
+
for dn in dnotes:
|
| 459 |
+
print(dn)
|
| 460 |
+
return dnotes
|
| 461 |
+
|
| 462 |
+
def getNumericData(self, ds):
|
| 463 |
+
"""
|
| 464 |
+
get numeric data
|
| 465 |
+
|
| 466 |
+
Parameters
|
| 467 |
+
ds : data set name or list or numpy array with data
|
| 468 |
+
"""
|
| 469 |
+
if type(ds) == str:
|
| 470 |
+
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
| 471 |
+
assert self.metaData[ds].dtype == DataSetMetaData.dtypeNum, "data set {} is expected to be numerical type for this operation".format(ds)
|
| 472 |
+
data = self.dataSets[ds]
|
| 473 |
+
elif type(ds) == list:
|
| 474 |
+
assert isNumeric(ds), "data is not numeric"
|
| 475 |
+
data = np.array(ds)
|
| 476 |
+
elif type(ds) == np.ndarray:
|
| 477 |
+
data = ds
|
| 478 |
+
else:
|
| 479 |
+
raise "invalid type, expecting data set name, list or ndarray"
|
| 480 |
+
return data
|
| 481 |
+
|
| 482 |
+
|
| 483 |
+
def getCatData(self, ds):
|
| 484 |
+
"""
|
| 485 |
+
get categorical data
|
| 486 |
+
|
| 487 |
+
Parameters
|
| 488 |
+
ds : data set name or list with data
|
| 489 |
+
"""
|
| 490 |
+
if type(ds) == str:
|
| 491 |
+
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
| 492 |
+
assert self.metaData[ds].dtype == DataSetMetaData.dtypeCat, "data set {} is expected to be categorical type for this operation".format(ds)
|
| 493 |
+
data = self.dataSets[ds]
|
| 494 |
+
elif type(ds) == list:
|
| 495 |
+
assert isCategorical(ds), "data is not categorical"
|
| 496 |
+
data = ds
|
| 497 |
+
else:
|
| 498 |
+
raise "invalid type, expecting data set name or list"
|
| 499 |
+
return data
|
| 500 |
+
|
| 501 |
+
def getAnyData(self, ds):
|
| 502 |
+
"""
|
| 503 |
+
get any data
|
| 504 |
+
|
| 505 |
+
Parameters
|
| 506 |
+
ds : data set name or list with data
|
| 507 |
+
"""
|
| 508 |
+
if type(ds) == str:
|
| 509 |
+
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
| 510 |
+
data = self.dataSets[ds]
|
| 511 |
+
elif type(ds) == list:
|
| 512 |
+
data = ds
|
| 513 |
+
else:
|
| 514 |
+
raise "invalid type, expecting data set name or list"
|
| 515 |
+
return data
|
| 516 |
+
|
| 517 |
+
def loadCatFloatDataFrame(self, ds1, ds2):
|
| 518 |
+
"""
|
| 519 |
+
loads float and cat data into data frame
|
| 520 |
+
|
| 521 |
+
Parameters
|
| 522 |
+
ds1: data set name or list
|
| 523 |
+
ds2: data set name or list or numpy array
|
| 524 |
+
"""
|
| 525 |
+
data1 = self.getCatData(ds1)
|
| 526 |
+
data2 = self.getNumericData(ds2)
|
| 527 |
+
self.ensureSameSize([data1, data2])
|
| 528 |
+
df1 = pd.DataFrame(data=data1)
|
| 529 |
+
df2 = pd.DataFrame(data=data2)
|
| 530 |
+
df = pd.concat([df1,df2], axis=1)
|
| 531 |
+
df.columns = range(df.shape[1])
|
| 532 |
+
return df
|
| 533 |
+
|
| 534 |
+
def showNames(self):
|
| 535 |
+
"""
|
| 536 |
+
lists data set names
|
| 537 |
+
"""
|
| 538 |
+
self.__printBanner("listing data set names")
|
| 539 |
+
names = self.dataSets.keys()
|
| 540 |
+
if self.verbose:
|
| 541 |
+
print("data sets")
|
| 542 |
+
for ds in names:
|
| 543 |
+
print(ds)
|
| 544 |
+
self.__printDone()
|
| 545 |
+
return names
|
| 546 |
+
|
| 547 |
+
def plot(self, ds, yscale=None):
|
| 548 |
+
"""
|
| 549 |
+
plots data
|
| 550 |
+
|
| 551 |
+
Parameters
|
| 552 |
+
ds: data set name or list or numpy array
|
| 553 |
+
yscale: y scale
|
| 554 |
+
"""
|
| 555 |
+
self.__printBanner("plotting data", ds)
|
| 556 |
+
data = self.getNumericData(ds)
|
| 557 |
+
drawLine(data, yscale)
|
| 558 |
+
|
| 559 |
+
def plotZoomed(self, ds, beg, end, yscale=None):
|
| 560 |
+
"""
|
| 561 |
+
plots zoomed data
|
| 562 |
+
|
| 563 |
+
Parameters
|
| 564 |
+
ds: data set name or list or numpy array
|
| 565 |
+
beg: begin offset
|
| 566 |
+
end: end offset
|
| 567 |
+
yscale: y scale
|
| 568 |
+
"""
|
| 569 |
+
self.__printBanner("plotting data", ds)
|
| 570 |
+
data = self.getNumericData(ds)
|
| 571 |
+
drawLine(data[beg:end], yscale)
|
| 572 |
+
|
| 573 |
+
def scatterPlot(self, ds1, ds2):
|
| 574 |
+
"""
|
| 575 |
+
scatter plots data
|
| 576 |
+
|
| 577 |
+
Parameters
|
| 578 |
+
ds1: data set name or list or numpy array
|
| 579 |
+
ds2: data set name or list or numpy array
|
| 580 |
+
"""
|
| 581 |
+
self.__printBanner("scatter plotting data", ds1, ds2)
|
| 582 |
+
data1 = self.getNumericData(ds1)
|
| 583 |
+
data2 = self.getNumericData(ds2)
|
| 584 |
+
self.ensureSameSize([data1, data2])
|
| 585 |
+
x = np.arange(1, len(data1)+1, 1)
|
| 586 |
+
plt.scatter(x, data1 ,color="red")
|
| 587 |
+
plt.scatter(x, data2 ,color="blue")
|
| 588 |
+
plt.show()
|
| 589 |
+
|
| 590 |
+
def print(self, ds):
|
| 591 |
+
"""
|
| 592 |
+
prunt data
|
| 593 |
+
|
| 594 |
+
Parameters
|
| 595 |
+
ds: data set name or list or numpy array
|
| 596 |
+
"""
|
| 597 |
+
self.__printBanner("printing data", ds)
|
| 598 |
+
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
| 599 |
+
data = self.dataSets[ds]
|
| 600 |
+
if self.verbore:
|
| 601 |
+
print(formatAny(len(data), "size"))
|
| 602 |
+
print("showing first 50 elements" )
|
| 603 |
+
print(data[:50])
|
| 604 |
+
|
| 605 |
+
def plotHist(self, ds, cumulative, density, nbins=20):
|
| 606 |
+
"""
|
| 607 |
+
plots histogram
|
| 608 |
+
|
| 609 |
+
Parameters
|
| 610 |
+
ds: data set name or list or numpy array
|
| 611 |
+
cumulative : True if cumulative
|
| 612 |
+
density : True to normalize for probability density
|
| 613 |
+
nbins : no of bins
|
| 614 |
+
"""
|
| 615 |
+
self.__printBanner("plotting histogram", ds)
|
| 616 |
+
data = self.getNumericData(ds)
|
| 617 |
+
plt.hist(data, bins=nbins, cumulative=cumulative, density=density)
|
| 618 |
+
plt.show()
|
| 619 |
+
|
| 620 |
+
def isMonotonicallyChanging(self, ds):
|
| 621 |
+
"""
|
| 622 |
+
checks if monotonically increasing or decreasing
|
| 623 |
+
|
| 624 |
+
Parameters
|
| 625 |
+
ds: data set name or list or numpy array
|
| 626 |
+
"""
|
| 627 |
+
self.__printBanner("checking monotonic change", ds)
|
| 628 |
+
data = self.getNumericData(ds)
|
| 629 |
+
monoIncreasing = all(list(map(lambda i : data[i] >= data[i-1], range(1, len(data), 1))))
|
| 630 |
+
monoDecreasing = all(list(map(lambda i : data[i] <= data[i-1], range(1, len(data), 1))))
|
| 631 |
+
result = self.__printResult("monoIncreasing", monoIncreasing, "monoDecreasing", monoDecreasing)
|
| 632 |
+
return result
|
| 633 |
+
|
| 634 |
+
def getFreqDistr(self, ds, nbins=20):
|
| 635 |
+
"""
|
| 636 |
+
get histogram
|
| 637 |
+
|
| 638 |
+
Parameters
|
| 639 |
+
ds: data set name or list or numpy array
|
| 640 |
+
nbins: num of bins
|
| 641 |
+
"""
|
| 642 |
+
self.__printBanner("getting histogram", ds)
|
| 643 |
+
data = self.getNumericData(ds)
|
| 644 |
+
frequency, lowLimit, binsize, extraPoints = sta.relfreq(data, numbins=nbins)
|
| 645 |
+
result = self.__printResult("frequency", frequency, "lowLimit", lowLimit, "binsize", binsize, "extraPoints", extraPoints)
|
| 646 |
+
return result
|
| 647 |
+
|
| 648 |
+
|
| 649 |
+
def getCumFreqDistr(self, ds, nbins=20):
|
| 650 |
+
"""
|
| 651 |
+
get cumulative freq distribution
|
| 652 |
+
|
| 653 |
+
Parameters
|
| 654 |
+
ds: data set name or list or numpy array
|
| 655 |
+
nbins: num of bins
|
| 656 |
+
"""
|
| 657 |
+
self.__printBanner("getting cumulative freq distribution", ds)
|
| 658 |
+
data = self.getNumericData(ds)
|
| 659 |
+
cumFrequency, lowLimit, binsize, extraPoints = sta.cumfreq(data, numbins=nbins)
|
| 660 |
+
result = self.__printResult("cumFrequency", cumFrequency, "lowLimit", lowLimit, "binsize", binsize, "extraPoints", extraPoints)
|
| 661 |
+
return result
|
| 662 |
+
|
| 663 |
+
def getExtremeValue(self, ds, ensamp, nsamp, polarity, doPlotDistr, nbins=20):
|
| 664 |
+
"""
|
| 665 |
+
get extreme values
|
| 666 |
+
|
| 667 |
+
Parameters
|
| 668 |
+
ds: data set name or list or numpy array
|
| 669 |
+
ensamp: num of samples for extreme values
|
| 670 |
+
nsamp: num of samples
|
| 671 |
+
polarity: max or min
|
| 672 |
+
doPlotDistr: plot distr
|
| 673 |
+
nbins: num of bins
|
| 674 |
+
"""
|
| 675 |
+
self.__printBanner("getting extreme values", ds)
|
| 676 |
+
data = self.getNumericData(ds)
|
| 677 |
+
evalues = list()
|
| 678 |
+
for _ in range(ensamp):
|
| 679 |
+
values = selectRandomSubListFromListWithRepl(data, nsamp)
|
| 680 |
+
if polarity == "max":
|
| 681 |
+
evalues.append(max(values))
|
| 682 |
+
else:
|
| 683 |
+
evalues.append(min(values))
|
| 684 |
+
if doPlotDistr:
|
| 685 |
+
plt.hist(evalues, bins=nbins, cumulative=False, density=True)
|
| 686 |
+
plt.show()
|
| 687 |
+
result = self.__printResult("extremeValues", evalues)
|
| 688 |
+
return result
|
| 689 |
+
|
| 690 |
+
|
| 691 |
+
def getEntropy(self, ds, nbins=20):
|
| 692 |
+
"""
|
| 693 |
+
get entropy
|
| 694 |
+
|
| 695 |
+
Parameters
|
| 696 |
+
ds: data set name or list or numpy array
|
| 697 |
+
nbins: num of bins
|
| 698 |
+
"""
|
| 699 |
+
self.__printBanner("getting entropy", ds)
|
| 700 |
+
data = self.getNumericData(ds)
|
| 701 |
+
result = self.getFreqDistr(data, nbins)
|
| 702 |
+
entropy = sta.entropy(result["frequency"])
|
| 703 |
+
result = self.__printResult("entropy", entropy)
|
| 704 |
+
return result
|
| 705 |
+
|
| 706 |
+
def getRelEntropy(self, ds1, ds2, nbins=20):
|
| 707 |
+
"""
|
| 708 |
+
get relative entropy or KL divergence with both data sets numeric
|
| 709 |
+
|
| 710 |
+
Parameters
|
| 711 |
+
ds1: data set name or list or numpy array
|
| 712 |
+
ds2: data set name or list or numpy array
|
| 713 |
+
nbins: num of bins
|
| 714 |
+
"""
|
| 715 |
+
self.__printBanner("getting relative entropy or KL divergence", ds1, ds2)
|
| 716 |
+
data1 = self.getNumericData(ds1)
|
| 717 |
+
data2 = self.getNumericData(ds2)
|
| 718 |
+
result1 = self .getFeqDistr(data1, nbins)
|
| 719 |
+
freq1 = result1["frequency"]
|
| 720 |
+
result2 = self .getFeqDistr(data2, nbins)
|
| 721 |
+
freq2 = result2["frequency"]
|
| 722 |
+
entropy = sta.entropy(freq1, freq2)
|
| 723 |
+
result = self.__printResult("relEntropy", entropy)
|
| 724 |
+
return result
|
| 725 |
+
|
| 726 |
+
def getAnyEntropy(self, ds, dt, nbins=20):
|
| 727 |
+
"""
|
| 728 |
+
get entropy of any data typr numeric or categorical
|
| 729 |
+
|
| 730 |
+
Parameters
|
| 731 |
+
ds: data set name or list or numpy array
|
| 732 |
+
dt : data type num or cat
|
| 733 |
+
nbins: num of bins
|
| 734 |
+
"""
|
| 735 |
+
entropy = self.getEntropy(ds, nbins)["entropy"] if dt == "num" else self.getStatsCat(ds)["entropy"]
|
| 736 |
+
result = self.__printResult("entropy", entropy)
|
| 737 |
+
return result
|
| 738 |
+
|
| 739 |
+
def getJointEntropy(self, ds1, ds2, nbins=20):
|
| 740 |
+
"""
|
| 741 |
+
get joint entropy with both data sets numeric
|
| 742 |
+
|
| 743 |
+
Parameters
|
| 744 |
+
ds1: data set name or list or numpy array
|
| 745 |
+
ds2: data set name or list or numpy array
|
| 746 |
+
nbins: num of bins
|
| 747 |
+
"""
|
| 748 |
+
self.__printBanner("getting join entropy", ds1, ds2)
|
| 749 |
+
data1 = self.getNumericData(ds1)
|
| 750 |
+
data2 = self.getNumericData(ds2)
|
| 751 |
+
self.ensureSameSize([data1, data2])
|
| 752 |
+
hist, xedges, yedges = np.histogram2d(data1, data2, bins=nbins)
|
| 753 |
+
hist = hist.flatten()
|
| 754 |
+
ssize = len(data1)
|
| 755 |
+
hist = hist / ssize
|
| 756 |
+
entropy = sta.entropy(hist)
|
| 757 |
+
result = self.__printResult("jointEntropy", entropy)
|
| 758 |
+
return result
|
| 759 |
+
|
| 760 |
+
|
| 761 |
+
def getAllNumMutualInfo(self, ds1, ds2, nbins=20):
|
| 762 |
+
"""
|
| 763 |
+
get mutual information for both numeric data
|
| 764 |
+
|
| 765 |
+
Parameters
|
| 766 |
+
ds1: data set name or list or numpy array
|
| 767 |
+
ds2: data set name or list or numpy array
|
| 768 |
+
nbins: num of bins
|
| 769 |
+
"""
|
| 770 |
+
self.__printBanner("getting mutual information", ds1, ds2)
|
| 771 |
+
en1 = self.getEntropy(ds1,nbins)
|
| 772 |
+
en2 = self.getEntropy(ds2,nbins)
|
| 773 |
+
en = self.getJointEntropy(ds1, ds2, nbins)
|
| 774 |
+
|
| 775 |
+
mutInfo = en1["entropy"] + en2["entropy"] - en["jointEntropy"]
|
| 776 |
+
result = self.__printResult("mutInfo", mutInfo)
|
| 777 |
+
return result
|
| 778 |
+
|
| 779 |
+
|
| 780 |
+
def getNumCatMutualInfo(self, nds, cds ,nbins=20):
|
| 781 |
+
"""
|
| 782 |
+
get mutiual information between numeric and categorical data
|
| 783 |
+
|
| 784 |
+
Parameters
|
| 785 |
+
nds: numeric data set name or list or numpy array
|
| 786 |
+
cds: categoric data set name or list
|
| 787 |
+
nbins: num of bins
|
| 788 |
+
"""
|
| 789 |
+
self.__printBanner("getting mutual information of numerical and categorical data", nds, cds)
|
| 790 |
+
ndata = self.getNumericData(nds)
|
| 791 |
+
cds = self.getCatData(cds)
|
| 792 |
+
nentr = self.getEntropy(nds)["entropy"]
|
| 793 |
+
|
| 794 |
+
#conditional entropy
|
| 795 |
+
cdistr = self.getStatsCat(cds)["distr"]
|
| 796 |
+
grdata = self.getGroupByData(nds, cds, True)["groupedData"]
|
| 797 |
+
cnentr = 0
|
| 798 |
+
for gr, data in grdata.items():
|
| 799 |
+
self.addListNumericData(data, "grdata")
|
| 800 |
+
gnentr = self.getEntropy("grdata")["entropy"]
|
| 801 |
+
cnentr += gnentr * cdistr[gr]
|
| 802 |
+
|
| 803 |
+
mutInfo = nentr - cnentr
|
| 804 |
+
result = self.__printResult("mutInfo", mutInfo, "entropy", nentr, "condEntropy", cnentr)
|
| 805 |
+
return result
|
| 806 |
+
|
| 807 |
+
def getTwoCatMutualInfo(self, cds1, cds2):
|
| 808 |
+
"""
|
| 809 |
+
get mutiual information between 2 categorical data sets
|
| 810 |
+
|
| 811 |
+
Parameters
|
| 812 |
+
cds1 : categoric data set name or list
|
| 813 |
+
cds2 : categoric data set name or list
|
| 814 |
+
"""
|
| 815 |
+
self.__printBanner("getting mutual information of two categorical data sets", cds1, cds2)
|
| 816 |
+
cdata1 = self.getCatData(cds1)
|
| 817 |
+
cdata2 = self.getCatData(cds1)
|
| 818 |
+
centr = self.getStatsCat(cds1)["entropy"]
|
| 819 |
+
|
| 820 |
+
#conditional entropy
|
| 821 |
+
cdistr = self.getStatsCat(cds2)["distr"]
|
| 822 |
+
grdata = self.getGroupByData(cds1, cds2, True)["groupedData"]
|
| 823 |
+
ccentr = 0
|
| 824 |
+
for gr, data in grdata.items():
|
| 825 |
+
self.addListCatData(data, "grdata")
|
| 826 |
+
gcentr = self.getStatsCat("grdata")["entropy"]
|
| 827 |
+
ccentr += gcentr * cdistr[gr]
|
| 828 |
+
|
| 829 |
+
mutInfo = centr - ccentr
|
| 830 |
+
result = self.__printResult("mutInfo", mutInfo, "entropy", centr, "condEntropy", ccentr)
|
| 831 |
+
return result
|
| 832 |
+
|
| 833 |
+
def getMutualInfo(self, dst, nbins=20):
|
| 834 |
+
"""
|
| 835 |
+
get mutiual information between 2 data sets,any combination numerical and categorical
|
| 836 |
+
|
| 837 |
+
Parameters
|
| 838 |
+
dst : data source , data type, data source , data type
|
| 839 |
+
nbins : num of bins
|
| 840 |
+
"""
|
| 841 |
+
assertEqual(len(dst), 4, "invalid data source and data type list size")
|
| 842 |
+
dtypes = ["num", "cat"]
|
| 843 |
+
assertInList(dst[1], dtypes, "invalid data type")
|
| 844 |
+
assertInList(dst[3], dtypes, "invalid data type")
|
| 845 |
+
self.__printBanner("getting mutual information of any mix numerical and categorical data", dst[0], dst[2])
|
| 846 |
+
|
| 847 |
+
if dst[1] == "num":
|
| 848 |
+
mutInfo = self.getAllNumMutualInfo(dst[0], dst[2], nbins)["mutInfo"] if dst[3] == "num" \
|
| 849 |
+
else self.getNumCatMutualInfo(dst[0], dst[2], nbins)["mutInfo"]
|
| 850 |
+
else:
|
| 851 |
+
mutInfo = self.getNumCatMutualInfo(dst[2], dst[0], nbins)["mutInfo"] if dst[3] == "num" \
|
| 852 |
+
else self.getTwoCatMutualInfo(dst[2], dst[0])["mutInfo"]
|
| 853 |
+
|
| 854 |
+
result = self.__printResult("mutInfo", mutInfo)
|
| 855 |
+
return result
|
| 856 |
+
|
| 857 |
+
|
| 858 |
+
def getCondMutualInfo(self, dst, nbins=20):
|
| 859 |
+
"""
|
| 860 |
+
get conditional mutiual information between 2 data sets,any combination numerical and categorical
|
| 861 |
+
|
| 862 |
+
Parameters
|
| 863 |
+
dst : data source , data type, data source , data type, data source , data type
|
| 864 |
+
nbins : num of bins
|
| 865 |
+
"""
|
| 866 |
+
assertEqual(len(dst), 6, "invalid data source and data type list size")
|
| 867 |
+
dtypes = ["num", "cat"]
|
| 868 |
+
assertInList(dst[1], dtypes, "invalid data type")
|
| 869 |
+
assertInList(dst[3], dtypes, "invalid data type")
|
| 870 |
+
assertInList(dst[5], dtypes, "invalid data type")
|
| 871 |
+
self.__printBanner("getting conditional mutual information of any mix numerical and categorical data", dst[0], dst[2])
|
| 872 |
+
|
| 873 |
+
if dst[5] == "cat":
|
| 874 |
+
cdistr = self.getStatsCat(dst[4])["distr"]
|
| 875 |
+
grdata1 = self.getGroupByData(dst[0], dst[4], True)["groupedData"]
|
| 876 |
+
grdata2 = self.getGroupByData(dst[2], dst[4], True)["groupedData"]
|
| 877 |
+
|
| 878 |
+
else:
|
| 879 |
+
gdata = self.getNumericData(dst[4])
|
| 880 |
+
hist = Histogram.createWithNumBins(gdata, nbins)
|
| 881 |
+
cdistr = hist.distr()
|
| 882 |
+
grdata1 = self.getGroupByData(dst[0], dst[4], False)["groupedData"]
|
| 883 |
+
grdata2 = self.getGroupByData(dst[2], dst[4], False)["groupedData"]
|
| 884 |
+
|
| 885 |
+
|
| 886 |
+
cminfo = 0
|
| 887 |
+
for gr in grdata1.keys():
|
| 888 |
+
data1 = grdata1[gr]
|
| 889 |
+
data2 = grdata2[gr]
|
| 890 |
+
if dst[1] == "num":
|
| 891 |
+
self.addListNumericData(data1, "grdata1")
|
| 892 |
+
else:
|
| 893 |
+
self.addListCatData(data1, "grdata1")
|
| 894 |
+
|
| 895 |
+
if dst[3] == "num":
|
| 896 |
+
self.addListNumericData(data2, "grdata2")
|
| 897 |
+
else:
|
| 898 |
+
self.addListCatData(data2, "grdata2")
|
| 899 |
+
gdst = ["grdata1", dst[1], "grdata2", dst[3]]
|
| 900 |
+
minfo = self.getMutualInfo(gdst, nbins)["mutInfo"]
|
| 901 |
+
cminfo += minfo * cdistr[gr]
|
| 902 |
+
|
| 903 |
+
result = self.__printResult("condMutInfo", cminfo)
|
| 904 |
+
return result
|
| 905 |
+
|
| 906 |
+
def getPercentile(self, ds, value):
|
| 907 |
+
"""
|
| 908 |
+
gets percentile
|
| 909 |
+
|
| 910 |
+
Parameters
|
| 911 |
+
ds: data set name or list or numpy array
|
| 912 |
+
value: the value
|
| 913 |
+
"""
|
| 914 |
+
self.__printBanner("getting percentile", ds)
|
| 915 |
+
data = self.getNumericData(ds)
|
| 916 |
+
percent = sta.percentileofscore(data, value)
|
| 917 |
+
result = self.__printResult("value", value, "percentile", percent)
|
| 918 |
+
return result
|
| 919 |
+
|
| 920 |
+
def getValueRangePercentile(self, ds, value1, value2):
|
| 921 |
+
"""
|
| 922 |
+
gets percentile
|
| 923 |
+
|
| 924 |
+
Parameters
|
| 925 |
+
ds: data set name or list or numpy array
|
| 926 |
+
value1: first value
|
| 927 |
+
value2: second value
|
| 928 |
+
"""
|
| 929 |
+
self.__printBanner("getting percentile difference for value range", ds)
|
| 930 |
+
if value1 < value2:
|
| 931 |
+
v1 = value1
|
| 932 |
+
v2 = value2
|
| 933 |
+
else:
|
| 934 |
+
v1 = value2
|
| 935 |
+
v2 = value1
|
| 936 |
+
data = self.getNumericData(ds)
|
| 937 |
+
per1 = sta.percentileofscore(data, v1)
|
| 938 |
+
per2 = sta.percentileofscore(data, v2)
|
| 939 |
+
result = self.__printResult("valueFirst", value1, "valueSecond", value2, "percentileDiff", per2 - per1)
|
| 940 |
+
return result
|
| 941 |
+
|
| 942 |
+
def getValueAtPercentile(self, ds, percent):
|
| 943 |
+
"""
|
| 944 |
+
gets value at percentile
|
| 945 |
+
|
| 946 |
+
Parameters
|
| 947 |
+
ds: data set name or list or numpy array
|
| 948 |
+
percent: percentile
|
| 949 |
+
"""
|
| 950 |
+
self.__printBanner("getting value at percentile", ds)
|
| 951 |
+
data = self.getNumericData(ds)
|
| 952 |
+
assert isInRange(percent, 0, 100), "percent should be between 0 and 100"
|
| 953 |
+
value = sta.scoreatpercentile(data, percent)
|
| 954 |
+
result = self.__printResult("value", value, "percentile", percent)
|
| 955 |
+
return result
|
| 956 |
+
|
| 957 |
+
def getLessThanValues(self, ds, cvalue):
|
| 958 |
+
"""
|
| 959 |
+
gets values less than given value
|
| 960 |
+
|
| 961 |
+
Parameters
|
| 962 |
+
ds: data set name or list or numpy array
|
| 963 |
+
cvalue: condition value
|
| 964 |
+
"""
|
| 965 |
+
self.__printBanner("getting values less than", ds)
|
| 966 |
+
fdata = self.__getCondValues(ds, cvalue, "lt")
|
| 967 |
+
result = self.__printResult("count", len(fdata), "lessThanvalues", fdata )
|
| 968 |
+
return result
|
| 969 |
+
|
| 970 |
+
|
| 971 |
+
def getGreaterThanValues(self, ds, cvalue):
|
| 972 |
+
"""
|
| 973 |
+
gets values greater than given value
|
| 974 |
+
|
| 975 |
+
Parameters
|
| 976 |
+
ds: data set name or list or numpy array
|
| 977 |
+
cvalue: condition value
|
| 978 |
+
"""
|
| 979 |
+
self.__printBanner("getting values greater than", ds)
|
| 980 |
+
fdata = self.__getCondValues(ds, cvalue, "gt")
|
| 981 |
+
result = self.__printResult("count", len(fdata), "greaterThanvalues", fdata )
|
| 982 |
+
return result
|
| 983 |
+
|
| 984 |
+
def __getCondValues(self, ds, cvalue, cond):
|
| 985 |
+
"""
|
| 986 |
+
gets cinditional values
|
| 987 |
+
|
| 988 |
+
Parameters
|
| 989 |
+
ds: data set name or list or numpy array
|
| 990 |
+
cvalue: condition value
|
| 991 |
+
cond: condition
|
| 992 |
+
"""
|
| 993 |
+
data = self.getNumericData(ds)
|
| 994 |
+
if cond == "lt":
|
| 995 |
+
ind = np.where(data < cvalue)
|
| 996 |
+
else:
|
| 997 |
+
ind = np.where(data > cvalue)
|
| 998 |
+
fdata = data[ind]
|
| 999 |
+
return fdata
|
| 1000 |
+
|
| 1001 |
+
def getUniqueValueCounts(self, ds, maxCnt=10):
|
| 1002 |
+
"""
|
| 1003 |
+
gets unique values and counts
|
| 1004 |
+
|
| 1005 |
+
Parameters
|
| 1006 |
+
ds: data set name or list or numpy array
|
| 1007 |
+
maxCnt; max value count pairs to return
|
| 1008 |
+
"""
|
| 1009 |
+
self.__printBanner("getting unique values and counts", ds)
|
| 1010 |
+
data = self.getNumericData(ds)
|
| 1011 |
+
values, counts = sta.find_repeats(data)
|
| 1012 |
+
cardinality = len(values)
|
| 1013 |
+
vc = list(zip(values, counts))
|
| 1014 |
+
vc.sort(key = lambda v : v[1], reverse = True)
|
| 1015 |
+
result = self.__printResult("cardinality", cardinality, "vunique alues and repeat counts", vc[:maxCnt])
|
| 1016 |
+
return result
|
| 1017 |
+
|
| 1018 |
+
def getCatUniqueValueCounts(self, ds, maxCnt=10):
|
| 1019 |
+
"""
|
| 1020 |
+
gets unique categorical values and counts
|
| 1021 |
+
|
| 1022 |
+
Parameters
|
| 1023 |
+
ds: data set name or list or numpy array
|
| 1024 |
+
maxCnt: max value count pairs to return
|
| 1025 |
+
"""
|
| 1026 |
+
self.__printBanner("getting unique categorical values and counts", ds)
|
| 1027 |
+
data = self.getCatData(ds)
|
| 1028 |
+
series = pd.Series(data)
|
| 1029 |
+
uvalues = series.value_counts()
|
| 1030 |
+
values = uvalues.index.tolist()
|
| 1031 |
+
counts = uvalues.tolist()
|
| 1032 |
+
vc = list(zip(values, counts))
|
| 1033 |
+
vc.sort(key = lambda v : v[1], reverse = True)
|
| 1034 |
+
result = self.__printResult("cardinality", len(values), "unique values and repeat counts", vc[:maxCnt])
|
| 1035 |
+
return result
|
| 1036 |
+
|
| 1037 |
+
def getCatAlphaValueCounts(self, ds):
|
| 1038 |
+
"""
|
| 1039 |
+
gets alphabetic value count
|
| 1040 |
+
|
| 1041 |
+
Parameters
|
| 1042 |
+
ds: data set name or list or numpy array
|
| 1043 |
+
"""
|
| 1044 |
+
self.__printBanner("getting alphabetic value counts", ds)
|
| 1045 |
+
data = self.getCatData(ds)
|
| 1046 |
+
series = pd.Series(data)
|
| 1047 |
+
flags = series.str.isalpha().tolist()
|
| 1048 |
+
count = sum(flags)
|
| 1049 |
+
result = self.__printResult("alphabeticValueCount", count)
|
| 1050 |
+
return result
|
| 1051 |
+
|
| 1052 |
+
|
| 1053 |
+
def getCatNumValueCounts(self, ds):
|
| 1054 |
+
"""
|
| 1055 |
+
gets numeric value count
|
| 1056 |
+
|
| 1057 |
+
Parameters
|
| 1058 |
+
ds: data set name or list or numpy array
|
| 1059 |
+
"""
|
| 1060 |
+
self.__printBanner("getting numeric value counts", ds)
|
| 1061 |
+
data = self.getCatData(ds)
|
| 1062 |
+
series = pd.Series(data)
|
| 1063 |
+
flags = series.str.isnumeric().tolist()
|
| 1064 |
+
count = sum(flags)
|
| 1065 |
+
result = self.__printResult("numericValueCount", count)
|
| 1066 |
+
return result
|
| 1067 |
+
|
| 1068 |
+
|
| 1069 |
+
def getCatAlphaNumValueCounts(self, ds):
|
| 1070 |
+
"""
|
| 1071 |
+
gets alpha numeric value count
|
| 1072 |
+
|
| 1073 |
+
Parameters
|
| 1074 |
+
ds: data set name or list or numpy array
|
| 1075 |
+
"""
|
| 1076 |
+
self.__printBanner("getting alpha numeric value counts", ds)
|
| 1077 |
+
data = self.getCatData(ds)
|
| 1078 |
+
series = pd.Series(data)
|
| 1079 |
+
flags = series.str.isalnum().tolist()
|
| 1080 |
+
count = sum(flags)
|
| 1081 |
+
result = self.__printResult("alphaNumericValueCount", count)
|
| 1082 |
+
return result
|
| 1083 |
+
|
| 1084 |
+
def getCatAllCharCounts(self, ds):
|
| 1085 |
+
"""
|
| 1086 |
+
gets alphabetic, numeric and special char count list
|
| 1087 |
+
|
| 1088 |
+
Parameters
|
| 1089 |
+
ds: data set name or list or numpy array
|
| 1090 |
+
"""
|
| 1091 |
+
self.__printBanner("getting alphabetic, numeric and special char counts", ds)
|
| 1092 |
+
data = self.getCatData(ds)
|
| 1093 |
+
counts = list()
|
| 1094 |
+
for d in data:
|
| 1095 |
+
r = getAlphaNumCharCount(d)
|
| 1096 |
+
counts.append(r)
|
| 1097 |
+
result = self.__printResult("allTypeCharCounts", counts)
|
| 1098 |
+
return result
|
| 1099 |
+
|
| 1100 |
+
def getCatAlphaCharCounts(self, ds):
|
| 1101 |
+
"""
|
| 1102 |
+
gets alphabetic char count list
|
| 1103 |
+
|
| 1104 |
+
Parameters
|
| 1105 |
+
ds: data set name or list or numpy array
|
| 1106 |
+
"""
|
| 1107 |
+
self.__printBanner("getting alphabetic char counts", ds)
|
| 1108 |
+
data = self.getCatData(ds)
|
| 1109 |
+
counts = self.getCatAllCharCounts(ds)["allTypeCharCounts"]
|
| 1110 |
+
counts = list(map(lambda r : r[0], counts))
|
| 1111 |
+
result = self.__printResult("alphaCharCounts", counts)
|
| 1112 |
+
return result
|
| 1113 |
+
|
| 1114 |
+
def getCatNumCharCounts(self, ds):
|
| 1115 |
+
"""
|
| 1116 |
+
gets numeric char count list
|
| 1117 |
+
|
| 1118 |
+
Parameters
|
| 1119 |
+
ds: data set name or list or numpy array
|
| 1120 |
+
"""
|
| 1121 |
+
self.__printBanner("getting numeric char counts", ds)
|
| 1122 |
+
data = self.getCatData(ds)
|
| 1123 |
+
counts = self.getCatAllCharCounts(ds)["allTypeCharCounts"]
|
| 1124 |
+
counts = list(map(lambda r : r[1], counts))
|
| 1125 |
+
result = self.__printResult("numCharCounts", counts)
|
| 1126 |
+
return result
|
| 1127 |
+
|
| 1128 |
+
def getCatSpecialCharCounts(self, ds):
|
| 1129 |
+
"""
|
| 1130 |
+
gets special char count list
|
| 1131 |
+
|
| 1132 |
+
Parameters
|
| 1133 |
+
ds: data set name or list or numpy array
|
| 1134 |
+
"""
|
| 1135 |
+
self.__printBanner("getting special char counts", ds)
|
| 1136 |
+
counts = self.getCatAllCharCounts(ds)["allTypeCharCounts"]
|
| 1137 |
+
counts = list(map(lambda r : r[2], counts))
|
| 1138 |
+
result = self.__printResult("specialCharCounts", counts)
|
| 1139 |
+
return result
|
| 1140 |
+
|
| 1141 |
+
def getCatAlphaCharCountStats(self, ds):
|
| 1142 |
+
"""
|
| 1143 |
+
gets alphabetic char count stats
|
| 1144 |
+
|
| 1145 |
+
Parameters
|
| 1146 |
+
ds: data set name or list or numpy array
|
| 1147 |
+
"""
|
| 1148 |
+
self.__printBanner("getting alphabetic char count stats", ds)
|
| 1149 |
+
counts = self.getCatAlphaCharCounts(ds)["alphaCharCounts"]
|
| 1150 |
+
nz = counts.count(0)
|
| 1151 |
+
st = self.__getBasicStats(np.array(counts))
|
| 1152 |
+
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3], "zeroCount", nz)
|
| 1153 |
+
return result
|
| 1154 |
+
|
| 1155 |
+
def getCatNumCharCountStats(self, ds):
|
| 1156 |
+
"""
|
| 1157 |
+
gets numeric char count stats
|
| 1158 |
+
|
| 1159 |
+
Parameters
|
| 1160 |
+
ds: data set name or list or numpy array
|
| 1161 |
+
"""
|
| 1162 |
+
self.__printBanner("getting numeric char count stats", ds)
|
| 1163 |
+
counts = self.getCatNumCharCounts(ds)["numCharCounts"]
|
| 1164 |
+
nz = counts.count(0)
|
| 1165 |
+
st = self.__getBasicStats(np.array(counts))
|
| 1166 |
+
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3], "zeroCount", nz)
|
| 1167 |
+
return result
|
| 1168 |
+
|
| 1169 |
+
def getCatSpecialCharCountStats(self, ds):
|
| 1170 |
+
"""
|
| 1171 |
+
gets special char count stats
|
| 1172 |
+
|
| 1173 |
+
Parameters
|
| 1174 |
+
ds: data set name or list or numpy array
|
| 1175 |
+
"""
|
| 1176 |
+
self.__printBanner("getting special char count stats", ds)
|
| 1177 |
+
counts = self.getCatSpecialCharCounts(ds)["specialCharCounts"]
|
| 1178 |
+
nz = counts.count(0)
|
| 1179 |
+
st = self.__getBasicStats(np.array(counts))
|
| 1180 |
+
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3], "zeroCount", nz)
|
| 1181 |
+
return result
|
| 1182 |
+
|
| 1183 |
+
def getCatFldLenStats(self, ds):
|
| 1184 |
+
"""
|
| 1185 |
+
gets field length stats
|
| 1186 |
+
|
| 1187 |
+
Parameters
|
| 1188 |
+
ds: data set name or list or numpy array
|
| 1189 |
+
"""
|
| 1190 |
+
self.__printBanner("getting field length stats", ds)
|
| 1191 |
+
data = self.getCatData(ds)
|
| 1192 |
+
le = list(map(lambda d: len(d), data))
|
| 1193 |
+
st = self.__getBasicStats(np.array(le))
|
| 1194 |
+
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3])
|
| 1195 |
+
return result
|
| 1196 |
+
|
| 1197 |
+
def getCatCharCountStats(self, ds, ch):
|
| 1198 |
+
"""
|
| 1199 |
+
gets specified char ocuurence count stats
|
| 1200 |
+
|
| 1201 |
+
Parameters
|
| 1202 |
+
ds: data set name or list or numpy array
|
| 1203 |
+
ch : character
|
| 1204 |
+
"""
|
| 1205 |
+
self.__printBanner("getting field length stats", ds)
|
| 1206 |
+
data = self.getCatData(ds)
|
| 1207 |
+
counts = list(map(lambda d: d.count(ch), data))
|
| 1208 |
+
nz = counts.count(0)
|
| 1209 |
+
st = self.__getBasicStats(np.array(counts))
|
| 1210 |
+
result = self.__printResult("mean", st[0], "std dev", st[1], "max", st[2], "min", st[3], "zeroCount", nz)
|
| 1211 |
+
return result
|
| 1212 |
+
|
| 1213 |
+
def getStats(self, ds, nextreme=5):
|
| 1214 |
+
"""
|
| 1215 |
+
gets summary statistics
|
| 1216 |
+
|
| 1217 |
+
Parameters
|
| 1218 |
+
ds: data set name or list or numpy array
|
| 1219 |
+
nextreme: num of extreme values
|
| 1220 |
+
"""
|
| 1221 |
+
self.__printBanner("getting summary statistics", ds)
|
| 1222 |
+
data = self.getNumericData(ds)
|
| 1223 |
+
stat = dict()
|
| 1224 |
+
stat["length"] = len(data)
|
| 1225 |
+
stat["min"] = data.min()
|
| 1226 |
+
stat["max"] = data.max()
|
| 1227 |
+
series = pd.Series(data)
|
| 1228 |
+
stat["n smallest"] = series.nsmallest(n=nextreme).tolist()
|
| 1229 |
+
stat["n largest"] = series.nlargest(n=nextreme).tolist()
|
| 1230 |
+
stat["mean"] = data.mean()
|
| 1231 |
+
stat["median"] = np.median(data)
|
| 1232 |
+
mode, modeCnt = sta.mode(data)
|
| 1233 |
+
stat["mode"] = mode[0]
|
| 1234 |
+
stat["mode count"] = modeCnt[0]
|
| 1235 |
+
stat["std"] = np.std(data)
|
| 1236 |
+
stat["skew"] = sta.skew(data)
|
| 1237 |
+
stat["kurtosis"] = sta.kurtosis(data)
|
| 1238 |
+
stat["mad"] = sta.median_absolute_deviation(data)
|
| 1239 |
+
self.pp.pprint(stat)
|
| 1240 |
+
return stat
|
| 1241 |
+
|
| 1242 |
+
def getStatsCat(self, ds):
|
| 1243 |
+
"""
|
| 1244 |
+
gets summary statistics for categorical data
|
| 1245 |
+
|
| 1246 |
+
Parameters
|
| 1247 |
+
ds: data set name or list or numpy array
|
| 1248 |
+
"""
|
| 1249 |
+
self.__printBanner("getting summary statistics for categorical data", ds)
|
| 1250 |
+
data = self.getCatData(ds)
|
| 1251 |
+
ch = CatHistogram()
|
| 1252 |
+
for d in data:
|
| 1253 |
+
ch.add(d)
|
| 1254 |
+
mode = ch.getMode()
|
| 1255 |
+
entr = ch.getEntropy()
|
| 1256 |
+
uvalues = ch.getUniqueValues()
|
| 1257 |
+
distr = ch.getDistr()
|
| 1258 |
+
result = self.__printResult("entropy", entr, "mode", mode, "uniqueValues", uvalues, "distr", distr)
|
| 1259 |
+
return result
|
| 1260 |
+
|
| 1261 |
+
|
| 1262 |
+
def getGroupByData(self, ds, gds, gdtypeCat, numBins=20):
|
| 1263 |
+
"""
|
| 1264 |
+
group by
|
| 1265 |
+
|
| 1266 |
+
Parameters
|
| 1267 |
+
ds: data set name or list or numpy array
|
| 1268 |
+
gds: group by data set name or list or numpy array
|
| 1269 |
+
gdtpe : group by data type
|
| 1270 |
+
"""
|
| 1271 |
+
self.__printBanner("getting group by data", ds)
|
| 1272 |
+
data = self.getAnyData(ds)
|
| 1273 |
+
if gdtypeCat:
|
| 1274 |
+
gdata = self.getCatData(gds)
|
| 1275 |
+
else:
|
| 1276 |
+
gdata = self.getNumericData(gds)
|
| 1277 |
+
hist = Histogram.createWithNumBins(gdata, numBins)
|
| 1278 |
+
gdata = list(map(lambda d : hist.bin(d), gdata))
|
| 1279 |
+
|
| 1280 |
+
self.ensureSameSize([data, gdata])
|
| 1281 |
+
groups = dict()
|
| 1282 |
+
for g,d in zip(gdata, data):
|
| 1283 |
+
appendKeyedList(groups, g, d)
|
| 1284 |
+
|
| 1285 |
+
ve = self.verbose
|
| 1286 |
+
self.verbose = False
|
| 1287 |
+
result = self.__printResult("groupedData", groups)
|
| 1288 |
+
self.verbose = ve
|
| 1289 |
+
return result
|
| 1290 |
+
|
| 1291 |
+
def getDifference(self, ds, order, doPlot=False):
|
| 1292 |
+
"""
|
| 1293 |
+
gets difference of given order
|
| 1294 |
+
|
| 1295 |
+
Parameters
|
| 1296 |
+
ds: data set name or list or numpy array
|
| 1297 |
+
order: order of difference
|
| 1298 |
+
doPlot : True for plot
|
| 1299 |
+
"""
|
| 1300 |
+
self.__printBanner("getting difference of given order", ds)
|
| 1301 |
+
data = self.getNumericData(ds)
|
| 1302 |
+
diff = difference(data, order)
|
| 1303 |
+
if doPlot:
|
| 1304 |
+
drawLine(diff)
|
| 1305 |
+
return diff
|
| 1306 |
+
|
| 1307 |
+
def getTrend(self, ds, doPlot=False):
|
| 1308 |
+
"""
|
| 1309 |
+
get trend
|
| 1310 |
+
|
| 1311 |
+
Parameters
|
| 1312 |
+
ds: data set name or list or numpy array
|
| 1313 |
+
doPlot: true if plotting needed
|
| 1314 |
+
"""
|
| 1315 |
+
self.__printBanner("getting trend")
|
| 1316 |
+
data = self.getNumericData(ds)
|
| 1317 |
+
sz = len(data)
|
| 1318 |
+
X = list(range(0, sz))
|
| 1319 |
+
X = np.reshape(X, (sz, 1))
|
| 1320 |
+
model = LinearRegression()
|
| 1321 |
+
model.fit(X, data)
|
| 1322 |
+
trend = model.predict(X)
|
| 1323 |
+
sc = model.score(X, data)
|
| 1324 |
+
coef = model.coef_
|
| 1325 |
+
intc = model.intercept_
|
| 1326 |
+
result = self.__printResult("coeff", coef, "intercept", intc, "r square error", sc, "trend", trend)
|
| 1327 |
+
|
| 1328 |
+
if doPlot:
|
| 1329 |
+
plt.plot(data)
|
| 1330 |
+
plt.plot(trend)
|
| 1331 |
+
plt.show()
|
| 1332 |
+
return result
|
| 1333 |
+
|
| 1334 |
+
def getDiffSdNoisiness(self, ds):
|
| 1335 |
+
"""
|
| 1336 |
+
get noisiness based on std dev of first order difference
|
| 1337 |
+
|
| 1338 |
+
Parameters
|
| 1339 |
+
ds: data set name or list or numpy array
|
| 1340 |
+
"""
|
| 1341 |
+
diff = self.getDifference(ds, 1)
|
| 1342 |
+
noise = np.std(np.array(diff))
|
| 1343 |
+
result = self.__printResult("noisiness", noise)
|
| 1344 |
+
return result
|
| 1345 |
+
|
| 1346 |
+
def getMaRmseNoisiness(self, ds, wsize=5):
|
| 1347 |
+
"""
|
| 1348 |
+
gets noisiness based on RMSE with moving average
|
| 1349 |
+
|
| 1350 |
+
Parameters
|
| 1351 |
+
ds: data set name or list or numpy array
|
| 1352 |
+
wsize : window size
|
| 1353 |
+
"""
|
| 1354 |
+
assert wsize % 2 == 1, "window size must be odd"
|
| 1355 |
+
data = self.getNumericData(ds)
|
| 1356 |
+
wind = data[:wsize]
|
| 1357 |
+
wstat = SlidingWindowStat.initialize(wind.tolist())
|
| 1358 |
+
|
| 1359 |
+
whsize = int(wsize / 2)
|
| 1360 |
+
beg = whsize
|
| 1361 |
+
end = len(data) - whsize - 1
|
| 1362 |
+
sumSq = 0.0
|
| 1363 |
+
mean = wstat.getStat()[0]
|
| 1364 |
+
diff = data[beg] - mean
|
| 1365 |
+
sumSq += diff * diff
|
| 1366 |
+
for i in range(beg + 1, end, 1):
|
| 1367 |
+
mean = wstat.addGetStat(data[i + whsize])[0]
|
| 1368 |
+
diff = data[i] - mean
|
| 1369 |
+
sumSq += (diff * diff)
|
| 1370 |
+
|
| 1371 |
+
noise = math.sqrt(sumSq / (len(data) - 2 * whsize))
|
| 1372 |
+
result = self.__printResult("noisiness", noise)
|
| 1373 |
+
return result
|
| 1374 |
+
|
| 1375 |
+
|
| 1376 |
+
def deTrend(self, ds, trend, doPlot=False):
|
| 1377 |
+
"""
|
| 1378 |
+
de trend
|
| 1379 |
+
|
| 1380 |
+
Parameters
|
| 1381 |
+
ds: data set name or list or numpy array
|
| 1382 |
+
ternd : trend data
|
| 1383 |
+
doPlot: true if plotting needed
|
| 1384 |
+
"""
|
| 1385 |
+
self.__printBanner("doing de trend", ds)
|
| 1386 |
+
data = self.getNumericData(ds)
|
| 1387 |
+
sz = len(data)
|
| 1388 |
+
detrended = list(map(lambda i : data[i]-trend[i], range(sz)))
|
| 1389 |
+
if doPlot:
|
| 1390 |
+
drawLine(detrended)
|
| 1391 |
+
return detrended
|
| 1392 |
+
|
| 1393 |
+
def getTimeSeriesComponents(self, ds, model, freq, summaryOnly, doPlot=False):
|
| 1394 |
+
"""
|
| 1395 |
+
extracts trend, cycle and residue components of time series
|
| 1396 |
+
|
| 1397 |
+
Parameters
|
| 1398 |
+
ds: data set name or list or numpy array
|
| 1399 |
+
model : model type
|
| 1400 |
+
freq : seasnality period
|
| 1401 |
+
summaryOnly : True if only summary needed in output
|
| 1402 |
+
doPlot: true if plotting needed
|
| 1403 |
+
"""
|
| 1404 |
+
self.__printBanner("extracting trend, cycle and residue components of time series", ds)
|
| 1405 |
+
assert model == "additive" or model == "multiplicative", "model must be additive or multiplicative"
|
| 1406 |
+
data = self.getNumericData(ds)
|
| 1407 |
+
res = seasonal_decompose(data, model=model, period=freq)
|
| 1408 |
+
if doPlot:
|
| 1409 |
+
res.plot()
|
| 1410 |
+
plt.show()
|
| 1411 |
+
|
| 1412 |
+
#summar of componenets
|
| 1413 |
+
trend = np.array(removeNan(res.trend))
|
| 1414 |
+
trendMean = trend.mean()
|
| 1415 |
+
trendSlope = (trend[-1] - trend[0]) / (len(trend) - 1)
|
| 1416 |
+
seasonal = np.array(removeNan(res.seasonal))
|
| 1417 |
+
seasonalAmp = (seasonal.max() - seasonal.min()) / 2
|
| 1418 |
+
resid = np.array(removeNan(res.resid))
|
| 1419 |
+
residueMean = resid.mean()
|
| 1420 |
+
residueStdDev = np.std(resid)
|
| 1421 |
+
|
| 1422 |
+
if summaryOnly:
|
| 1423 |
+
result = self.__printResult("trendMean", trendMean, "trendSlope", trendSlope, "seasonalAmp", seasonalAmp,
|
| 1424 |
+
"residueMean", residueMean, "residueStdDev", residueStdDev)
|
| 1425 |
+
else:
|
| 1426 |
+
result = self.__printResult("trendMean", trendMean, "trendSlope", trendSlope, "seasonalAmp", seasonalAmp,
|
| 1427 |
+
"residueMean", residueMean, "residueStdDev", residueStdDev, "trend", res.trend, "seasonal", res.seasonal,
|
| 1428 |
+
"residual", res.resid)
|
| 1429 |
+
return result
|
| 1430 |
+
|
| 1431 |
+
def getGausianMixture(self, ncomp, cvType, ninit, *dsl):
|
| 1432 |
+
"""
|
| 1433 |
+
finds gaussian mixture parameters
|
| 1434 |
+
|
| 1435 |
+
Parameters
|
| 1436 |
+
ncomp : num of gaussian componenets
|
| 1437 |
+
cvType : co variance type
|
| 1438 |
+
ninit: num of intializations
|
| 1439 |
+
dsl: list of data set name or list or numpy array
|
| 1440 |
+
"""
|
| 1441 |
+
self.__printBanner("getting gaussian mixture parameters", *dsl)
|
| 1442 |
+
assertInList(cvType, ["full", "tied", "diag", "spherical"], "invalid covariance type")
|
| 1443 |
+
dmat = self.__stackData(*dsl)
|
| 1444 |
+
|
| 1445 |
+
gm = GaussianMixture(n_components=ncomp, covariance_type=cvType, n_init=ninit)
|
| 1446 |
+
gm.fit(dmat)
|
| 1447 |
+
weights = gm.weights_
|
| 1448 |
+
means = gm.means_
|
| 1449 |
+
covars = gm.covariances_
|
| 1450 |
+
converged = gm.converged_
|
| 1451 |
+
niter = gm.n_iter_
|
| 1452 |
+
aic = gm.aic(dmat)
|
| 1453 |
+
result = self.__printResult("weights", weights, "mean", means, "covariance", covars, "converged", converged, "num iterations", niter, "aic", aic)
|
| 1454 |
+
return result
|
| 1455 |
+
|
| 1456 |
+
def getKmeansCluster(self, nclust, ninit, *dsl):
|
| 1457 |
+
"""
|
| 1458 |
+
gets cluster parameters
|
| 1459 |
+
|
| 1460 |
+
Parameters
|
| 1461 |
+
nclust : num of clusters
|
| 1462 |
+
ninit: num of intializations
|
| 1463 |
+
dsl: list of data set name or list or numpy array
|
| 1464 |
+
"""
|
| 1465 |
+
self.__printBanner("getting kmean cluster parameters", *dsl)
|
| 1466 |
+
dmat = self.__stackData(*dsl)
|
| 1467 |
+
nsamp = dmat.shape[0]
|
| 1468 |
+
|
| 1469 |
+
km = KMeans(n_clusters=nclust, n_init=ninit)
|
| 1470 |
+
km.fit(dmat)
|
| 1471 |
+
centers = km.cluster_centers_
|
| 1472 |
+
avdist = sqrt(km.inertia_ / nsamp)
|
| 1473 |
+
niter = km.n_iter_
|
| 1474 |
+
score = km.score(dmat)
|
| 1475 |
+
result = self.__printResult("centers", centers, "average distance", avdist, "num iterations", niter, "score", score)
|
| 1476 |
+
return result
|
| 1477 |
+
|
| 1478 |
+
def getPrincComp(self, ncomp, *dsl):
|
| 1479 |
+
"""
|
| 1480 |
+
finds pricipal componenet parameters
|
| 1481 |
+
|
| 1482 |
+
Parameters
|
| 1483 |
+
ncomp : num of pricipal componenets
|
| 1484 |
+
dsl: list of data set name or list or numpy array
|
| 1485 |
+
"""
|
| 1486 |
+
self.__printBanner("getting principal componenet parameters", *dsl)
|
| 1487 |
+
dmat = self.__stackData(*dsl)
|
| 1488 |
+
nfeat = dmat.shape[1]
|
| 1489 |
+
assertGreater(nfeat, 1, "requires multiple features")
|
| 1490 |
+
assertLesserEqual(ncomp, nfeat, "num of componenets greater than num of features")
|
| 1491 |
+
|
| 1492 |
+
pca = PCA(n_components=ncomp)
|
| 1493 |
+
pca.fit(dmat)
|
| 1494 |
+
comps = pca.components_
|
| 1495 |
+
var = pca.explained_variance_
|
| 1496 |
+
varr = pca.explained_variance_ratio_
|
| 1497 |
+
svalues = pca.singular_values_
|
| 1498 |
+
result = self.__printResult("componenets", comps, "variance", var, "variance ratio", varr, "singular values", svalues)
|
| 1499 |
+
return result
|
| 1500 |
+
|
| 1501 |
+
def getOutliersWithIsoForest(self, contamination, *dsl):
|
| 1502 |
+
"""
|
| 1503 |
+
finds outliers using isolation forest
|
| 1504 |
+
|
| 1505 |
+
Parameters
|
| 1506 |
+
contamination : proportion of outliers in the data set
|
| 1507 |
+
dsl: list of data set name or list or numpy array
|
| 1508 |
+
"""
|
| 1509 |
+
self.__printBanner("getting outliers using isolation forest", *dsl)
|
| 1510 |
+
assert contamination >= 0 and contamination <= 0.5, "contamination outside valid range"
|
| 1511 |
+
dmat = self.__stackData(*dsl)
|
| 1512 |
+
|
| 1513 |
+
isf = IsolationForest(contamination=contamination, behaviour="new")
|
| 1514 |
+
ypred = isf.fit_predict(dmat)
|
| 1515 |
+
mask = ypred == -1
|
| 1516 |
+
doul = dmat[mask, :]
|
| 1517 |
+
mask = ypred != -1
|
| 1518 |
+
dwoul = dmat[mask, :]
|
| 1519 |
+
result = self.__printResult("numOutliers", doul.shape[0], "outliers", doul, "dataWithoutOutliers", dwoul)
|
| 1520 |
+
return result
|
| 1521 |
+
|
| 1522 |
+
def getOutliersWithLocalFactor(self, contamination, *dsl):
|
| 1523 |
+
"""
|
| 1524 |
+
gets outliers using local outlier factor
|
| 1525 |
+
|
| 1526 |
+
Parameters
|
| 1527 |
+
contamination : proportion of outliers in the data set
|
| 1528 |
+
dsl: list of data set name or list or numpy array
|
| 1529 |
+
"""
|
| 1530 |
+
self.__printBanner("getting outliers using local outlier factor", *dsl)
|
| 1531 |
+
assert contamination >= 0 and contamination <= 0.5, "contamination outside valid range"
|
| 1532 |
+
dmat = self.__stackData(*dsl)
|
| 1533 |
+
|
| 1534 |
+
lof = LocalOutlierFactor(contamination=contamination)
|
| 1535 |
+
ypred = lof.fit_predict(dmat)
|
| 1536 |
+
mask = ypred == -1
|
| 1537 |
+
doul = dmat[mask, :]
|
| 1538 |
+
mask = ypred != -1
|
| 1539 |
+
dwoul = dmat[mask, :]
|
| 1540 |
+
result = self.__printResult("numOutliers", doul.shape[0], "outliers", doul, "dataWithoutOutliers", dwoul)
|
| 1541 |
+
return result
|
| 1542 |
+
|
| 1543 |
+
def getOutliersWithSupVecMach(self, nu, *dsl):
|
| 1544 |
+
"""
|
| 1545 |
+
gets outliers using one class svm
|
| 1546 |
+
|
| 1547 |
+
Parameters
|
| 1548 |
+
nu : upper bound on the fraction of training errors and a lower bound of the fraction of support vectors
|
| 1549 |
+
dsl: list of data set name or list or numpy array
|
| 1550 |
+
"""
|
| 1551 |
+
self.__printBanner("getting outliers using one class svm", *dsl)
|
| 1552 |
+
assert nu >= 0 and nu <= 0.5, "error upper bound outside valid range"
|
| 1553 |
+
dmat = self.__stackData(*dsl)
|
| 1554 |
+
|
| 1555 |
+
svm = OneClassSVM(nu=nu)
|
| 1556 |
+
ypred = svm.fit_predict(dmat)
|
| 1557 |
+
mask = ypred == -1
|
| 1558 |
+
doul = dmat[mask, :]
|
| 1559 |
+
mask = ypred != -1
|
| 1560 |
+
dwoul = dmat[mask, :]
|
| 1561 |
+
result = self.__printResult("numOutliers", doul.shape[0], "outliers", doul, "dataWithoutOutliers", dwoul)
|
| 1562 |
+
return result
|
| 1563 |
+
|
| 1564 |
+
def getOutliersWithCovarDeterminant(self, contamination, *dsl):
|
| 1565 |
+
"""
|
| 1566 |
+
gets outliers using covariance determinan
|
| 1567 |
+
|
| 1568 |
+
Parameters
|
| 1569 |
+
contamination : proportion of outliers in the data set
|
| 1570 |
+
dsl: list of data set name or list or numpy array
|
| 1571 |
+
"""
|
| 1572 |
+
self.__printBanner("getting outliers using using covariance determinant", *dsl)
|
| 1573 |
+
assert contamination >= 0 and contamination <= 0.5, "contamination outside valid range"
|
| 1574 |
+
dmat = self.__stackData(*dsl)
|
| 1575 |
+
|
| 1576 |
+
lof = EllipticEnvelope(contamination=contamination)
|
| 1577 |
+
ypred = lof.fit_predict(dmat)
|
| 1578 |
+
mask = ypred == -1
|
| 1579 |
+
doul = dmat[mask, :]
|
| 1580 |
+
mask = ypred != -1
|
| 1581 |
+
dwoul = dmat[mask, :]
|
| 1582 |
+
result = self.__printResult("numOutliers", doul.shape[0], "outliers", doul, "dataWithoutOutliers", dwoul)
|
| 1583 |
+
return result
|
| 1584 |
+
|
| 1585 |
+
def getOutliersWithZscore(self, ds, zthreshold, stats=None):
|
| 1586 |
+
"""
|
| 1587 |
+
gets outliers using zscore
|
| 1588 |
+
|
| 1589 |
+
Parameters
|
| 1590 |
+
ds: data set name or list or numpy array
|
| 1591 |
+
zthreshold : z score threshold
|
| 1592 |
+
stats : tuple cintaining mean and std dev
|
| 1593 |
+
"""
|
| 1594 |
+
self.__printBanner("getting outliers using zscore", ds)
|
| 1595 |
+
data = self.getNumericData(ds)
|
| 1596 |
+
if stats is None:
|
| 1597 |
+
mean = data.mean()
|
| 1598 |
+
sd = np.std(data)
|
| 1599 |
+
else:
|
| 1600 |
+
mean = stats[0]
|
| 1601 |
+
sd = stats[1]
|
| 1602 |
+
|
| 1603 |
+
zs = list(map(lambda d : abs((d - mean) / sd), data))
|
| 1604 |
+
outliers = list(filter(lambda r : r[1] > zthreshold, enumerate(zs)))
|
| 1605 |
+
result = self.__printResult("outliers", outliers)
|
| 1606 |
+
return result
|
| 1607 |
+
|
| 1608 |
+
def getOutliersWithRobustZscore(self, ds, zthreshold, stats=None):
|
| 1609 |
+
"""
|
| 1610 |
+
gets outliers using robust zscore
|
| 1611 |
+
|
| 1612 |
+
Parameters
|
| 1613 |
+
ds: data set name or list or numpy array
|
| 1614 |
+
zthreshold : z score threshold
|
| 1615 |
+
stats : tuple containing median and median absolute deviation
|
| 1616 |
+
"""
|
| 1617 |
+
self.__printBanner("getting outliers using robust zscore", ds)
|
| 1618 |
+
data = self.getNumericData(ds)
|
| 1619 |
+
if stats is None:
|
| 1620 |
+
med = np.median(data)
|
| 1621 |
+
dev = np.array(list(map(lambda d : abs(d - med), data)))
|
| 1622 |
+
mad = 1.4296 * np.median(dev)
|
| 1623 |
+
else:
|
| 1624 |
+
med = stats[0]
|
| 1625 |
+
mad = stats[1]
|
| 1626 |
+
|
| 1627 |
+
rzs = list(map(lambda d : abs((d - med) / mad), data))
|
| 1628 |
+
outliers = list(filter(lambda r : r[1] > zthreshold, enumerate(rzs)))
|
| 1629 |
+
result = self.__printResult("outliers", outliers)
|
| 1630 |
+
return result
|
| 1631 |
+
|
| 1632 |
+
|
| 1633 |
+
def getSubsequenceOutliersWithDissimilarity(self, subSeqSize, ds):
|
| 1634 |
+
"""
|
| 1635 |
+
gets subsequence outlier with subsequence pairwise disimilarity
|
| 1636 |
+
|
| 1637 |
+
Parameters
|
| 1638 |
+
subSeqSize : sub sequence size
|
| 1639 |
+
ds: data set name or list or numpy array
|
| 1640 |
+
"""
|
| 1641 |
+
self.__printBanner("doing sub sequence anomaly detection with dissimilarity", ds)
|
| 1642 |
+
data = self.getNumericData(ds)
|
| 1643 |
+
sz = len(data)
|
| 1644 |
+
dist = dict()
|
| 1645 |
+
minDist = dict()
|
| 1646 |
+
for i in range(sz - subSeqSize):
|
| 1647 |
+
#first window
|
| 1648 |
+
w1 = data[i : i + subSeqSize]
|
| 1649 |
+
dmin = None
|
| 1650 |
+
for j in range(sz - subSeqSize):
|
| 1651 |
+
#second window not overlapping with the first
|
| 1652 |
+
if j + subSeqSize <=i or j >= i + subSeqSize:
|
| 1653 |
+
w2 = data[j : j + subSeqSize]
|
| 1654 |
+
k = (j,i)
|
| 1655 |
+
if k in dist:
|
| 1656 |
+
d = dist[k]
|
| 1657 |
+
else:
|
| 1658 |
+
d = euclideanDistance(w1,w2)
|
| 1659 |
+
k = (i,j)
|
| 1660 |
+
dist[k] = d
|
| 1661 |
+
if dmin is None:
|
| 1662 |
+
dmin = d
|
| 1663 |
+
else:
|
| 1664 |
+
dmin = d if d < dmin else dmin
|
| 1665 |
+
minDist[i] = dmin
|
| 1666 |
+
|
| 1667 |
+
#find max of min
|
| 1668 |
+
dmax = None
|
| 1669 |
+
offset = None
|
| 1670 |
+
for k in minDist.keys():
|
| 1671 |
+
d = minDist[k]
|
| 1672 |
+
if dmax is None:
|
| 1673 |
+
dmax = d
|
| 1674 |
+
offset = k
|
| 1675 |
+
else:
|
| 1676 |
+
if d > dmax:
|
| 1677 |
+
dmax = d
|
| 1678 |
+
offset = k
|
| 1679 |
+
result = self.__printResult("subSeqOffset", offset, "outlierScore", dmax)
|
| 1680 |
+
return result
|
| 1681 |
+
|
| 1682 |
+
def getNullCount(self, ds):
|
| 1683 |
+
"""
|
| 1684 |
+
get count of null fields
|
| 1685 |
+
|
| 1686 |
+
Parameters
|
| 1687 |
+
ds : data set name or list or numpy array with data
|
| 1688 |
+
"""
|
| 1689 |
+
self.__printBanner("getting null value count", ds)
|
| 1690 |
+
if type(ds) == str:
|
| 1691 |
+
assert ds in self.dataSets, "data set {} does not exist, please add it first".format(ds)
|
| 1692 |
+
data = self.dataSets[ds]
|
| 1693 |
+
ser = pd.Series(data)
|
| 1694 |
+
elif type(ds) == list or type(ds) == np.ndarray:
|
| 1695 |
+
ser = pd.Series(ds)
|
| 1696 |
+
data = ds
|
| 1697 |
+
else:
|
| 1698 |
+
raise ValueError("invalid data type")
|
| 1699 |
+
nv = ser.isnull().tolist()
|
| 1700 |
+
nullCount = nv.count(True)
|
| 1701 |
+
nullFraction = nullCount / len(data)
|
| 1702 |
+
result = self.__printResult("nullFraction", nullFraction, "nullCount", nullCount)
|
| 1703 |
+
return result
|
| 1704 |
+
|
| 1705 |
+
|
| 1706 |
+
def fitLinearReg(self, dsx, ds, doPlot=False):
|
| 1707 |
+
"""
|
| 1708 |
+
fit linear regression
|
| 1709 |
+
|
| 1710 |
+
Parameters
|
| 1711 |
+
dsx: x data set name or None
|
| 1712 |
+
ds: data set name or list or numpy array
|
| 1713 |
+
doPlot: true if plotting needed
|
| 1714 |
+
"""
|
| 1715 |
+
self.__printBanner("fitting linear regression", ds)
|
| 1716 |
+
data = self.getNumericData(ds)
|
| 1717 |
+
if dsx is None:
|
| 1718 |
+
x = np.arange(len(data))
|
| 1719 |
+
else:
|
| 1720 |
+
x = self.getNumericData(dsx)
|
| 1721 |
+
slope, intercept, rvalue, pvalue, stderr = sta.linregress(x, data)
|
| 1722 |
+
result = self.__printResult("slope", slope, "intercept", intercept, "rvalue", rvalue, "pvalue", pvalue, "stderr", stderr)
|
| 1723 |
+
if doPlot:
|
| 1724 |
+
self.regFitPlot(x, data, slope, intercept)
|
| 1725 |
+
return result
|
| 1726 |
+
|
| 1727 |
+
def fitSiegelRobustLinearReg(self, ds, doPlot=False):
|
| 1728 |
+
"""
|
| 1729 |
+
siegel robust linear regression fit based on median
|
| 1730 |
+
|
| 1731 |
+
Parameters
|
| 1732 |
+
ds: data set name or list or numpy array
|
| 1733 |
+
doPlot: true if plotting needed
|
| 1734 |
+
"""
|
| 1735 |
+
self.__printBanner("fitting siegel robust linear regression based on median", ds)
|
| 1736 |
+
data = self.getNumericData(ds)
|
| 1737 |
+
slope , intercept = sta.siegelslopes(data)
|
| 1738 |
+
result = self.__printResult("slope", slope, "intercept", intercept)
|
| 1739 |
+
if doPlot:
|
| 1740 |
+
x = np.arange(len(data))
|
| 1741 |
+
self.regFitPlot(x, data, slope, intercept)
|
| 1742 |
+
return result
|
| 1743 |
+
|
| 1744 |
+
def fitTheilSenRobustLinearReg(self, ds, doPlot=False):
|
| 1745 |
+
"""
|
| 1746 |
+
thiel sen robust linear fit regression based on median
|
| 1747 |
+
|
| 1748 |
+
Parameters
|
| 1749 |
+
ds: data set name or list or numpy array
|
| 1750 |
+
doPlot: true if plotting needed
|
| 1751 |
+
"""
|
| 1752 |
+
self.__printBanner("fitting thiel sen robust linear regression based on median", ds)
|
| 1753 |
+
data = self.getNumericData(ds)
|
| 1754 |
+
slope, intercept, loSlope, upSlope = sta.theilslopes(data)
|
| 1755 |
+
result = self.__printResult("slope", slope, "intercept", intercept, "lower slope", loSlope, "upper slope", upSlope)
|
| 1756 |
+
if doPlot:
|
| 1757 |
+
x = np.arange(len(data))
|
| 1758 |
+
self.regFitPlot(x, data, slope, intercept)
|
| 1759 |
+
return result
|
| 1760 |
+
|
| 1761 |
+
def plotRegFit(self, x, y, slope, intercept):
|
| 1762 |
+
"""
|
| 1763 |
+
plot linear rgeression fit line
|
| 1764 |
+
|
| 1765 |
+
Parameters
|
| 1766 |
+
x : x values
|
| 1767 |
+
y : y values
|
| 1768 |
+
slope : slope
|
| 1769 |
+
intercept : intercept
|
| 1770 |
+
"""
|
| 1771 |
+
self.__printBanner("plotting linear rgeression fit line")
|
| 1772 |
+
fig = plt.figure()
|
| 1773 |
+
ax = fig.add_subplot(111)
|
| 1774 |
+
ax.plot(x, y, "b.")
|
| 1775 |
+
ax.plot(x, intercept + slope * x, "r-")
|
| 1776 |
+
plt.show()
|
| 1777 |
+
|
| 1778 |
+
def getRegFit(self, xvalues, yvalues, slope, intercept):
|
| 1779 |
+
"""
|
| 1780 |
+
gets fitted line and residue
|
| 1781 |
+
|
| 1782 |
+
Parameters
|
| 1783 |
+
x : x values
|
| 1784 |
+
y : y values
|
| 1785 |
+
slope : regression slope
|
| 1786 |
+
intercept : regressiob intercept
|
| 1787 |
+
"""
|
| 1788 |
+
yfit = list()
|
| 1789 |
+
residue = list()
|
| 1790 |
+
for x,y in zip(xvalues, yvalues):
|
| 1791 |
+
yf = x * slope + intercept
|
| 1792 |
+
yfit.append(yf)
|
| 1793 |
+
r = y - yf
|
| 1794 |
+
residue.append(r)
|
| 1795 |
+
result = self.__printResult("fitted line", yfit, "residue", residue)
|
| 1796 |
+
return result
|
| 1797 |
+
|
| 1798 |
+
def getInfluentialPoints(self, dsx, dsy):
|
| 1799 |
+
"""
|
| 1800 |
+
gets influential points in regression model with Cook's distance
|
| 1801 |
+
|
| 1802 |
+
Parameters
|
| 1803 |
+
dsx : data set name or list or numpy array for x
|
| 1804 |
+
dsy : data set name or list or numpy array for y
|
| 1805 |
+
"""
|
| 1806 |
+
self.__printBanner("finding influential points for linear regression", dsx, dsy)
|
| 1807 |
+
y = self.getNumericData(dsy)
|
| 1808 |
+
x = np.arange(len(data)) if dsx is None else self.getNumericData(dsx)
|
| 1809 |
+
model = sm.OLS(y, x).fit()
|
| 1810 |
+
np.set_printoptions(suppress=True)
|
| 1811 |
+
influence = model.get_influence()
|
| 1812 |
+
cooks = influence.cooks_distance
|
| 1813 |
+
result = self.__printResult("Cook distance", cooks)
|
| 1814 |
+
return result
|
| 1815 |
+
|
| 1816 |
+
def getCovar(self, *dsl):
|
| 1817 |
+
"""
|
| 1818 |
+
gets covariance
|
| 1819 |
+
|
| 1820 |
+
Parameters
|
| 1821 |
+
dsl: list of data set name or list or numpy array
|
| 1822 |
+
"""
|
| 1823 |
+
self.__printBanner("getting covariance", *dsl)
|
| 1824 |
+
data = list(map(lambda ds : self.getNumericData(ds), dsl))
|
| 1825 |
+
self.ensureSameSize(data)
|
| 1826 |
+
data = np.vstack(data)
|
| 1827 |
+
cv = np.cov(data)
|
| 1828 |
+
print(cv)
|
| 1829 |
+
return cv
|
| 1830 |
+
|
| 1831 |
+
def getPearsonCorr(self, ds1, ds2, sigLev=.05):
|
| 1832 |
+
"""
|
| 1833 |
+
gets pearson correlation coefficient
|
| 1834 |
+
|
| 1835 |
+
Parameters
|
| 1836 |
+
ds1: data set name or list or numpy array
|
| 1837 |
+
ds2: data set name or list or numpy array
|
| 1838 |
+
"""
|
| 1839 |
+
self.__printBanner("getting pearson correlation coefficient ", ds1, ds2)
|
| 1840 |
+
data1 = self.getNumericData(ds1)
|
| 1841 |
+
data2 = self.getNumericData(ds2)
|
| 1842 |
+
self.ensureSameSize([data1, data2])
|
| 1843 |
+
stat, pvalue = sta.pearsonr(data1, data2)
|
| 1844 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 1845 |
+
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
| 1846 |
+
return result
|
| 1847 |
+
|
| 1848 |
+
|
| 1849 |
+
def getSpearmanRankCorr(self, ds1, ds2, sigLev=.05):
|
| 1850 |
+
"""
|
| 1851 |
+
gets spearman correlation coefficient
|
| 1852 |
+
|
| 1853 |
+
Parameters
|
| 1854 |
+
ds1: data set name or list or numpy array
|
| 1855 |
+
ds2: data set name or list or numpy array
|
| 1856 |
+
sigLev: statistical significance level
|
| 1857 |
+
"""
|
| 1858 |
+
self.__printBanner("getting spearman correlation coefficient",ds1, ds2)
|
| 1859 |
+
data1 = self.getNumericData(ds1)
|
| 1860 |
+
data2 = self.getNumericData(ds2)
|
| 1861 |
+
self.ensureSameSize([data1, data2])
|
| 1862 |
+
stat, pvalue = sta.spearmanr(data1, data2)
|
| 1863 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 1864 |
+
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
| 1865 |
+
return result
|
| 1866 |
+
|
| 1867 |
+
def getKendalRankCorr(self, ds1, ds2, sigLev=.05):
|
| 1868 |
+
"""
|
| 1869 |
+
kendall’s tau, a correlation measure for ordinal data
|
| 1870 |
+
|
| 1871 |
+
Parameters
|
| 1872 |
+
ds1: data set name or list or numpy array
|
| 1873 |
+
ds2: data set name or list or numpy array
|
| 1874 |
+
sigLev: statistical significance level
|
| 1875 |
+
"""
|
| 1876 |
+
self.__printBanner("getting kendall’s tau, a correlation measure for ordinal data", ds1, ds2)
|
| 1877 |
+
data1 = self.getNumericData(ds1)
|
| 1878 |
+
data2 = self.getNumericData(ds2)
|
| 1879 |
+
self.ensureSameSize([data1, data2])
|
| 1880 |
+
stat, pvalue = sta.kendalltau(data1, data2)
|
| 1881 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 1882 |
+
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
| 1883 |
+
return result
|
| 1884 |
+
|
| 1885 |
+
def getPointBiserialCorr(self, ds1, ds2, sigLev=.05):
|
| 1886 |
+
"""
|
| 1887 |
+
point biserial correlation between binary and numeric
|
| 1888 |
+
|
| 1889 |
+
Parameters
|
| 1890 |
+
ds1: data set name or list or numpy array
|
| 1891 |
+
ds2: data set name or list or numpy array
|
| 1892 |
+
sigLev: statistical significance level
|
| 1893 |
+
"""
|
| 1894 |
+
self.__printBanner("getting point biserial correlation between binary and numeric", ds1, ds2)
|
| 1895 |
+
data1 = self.getNumericData(ds1)
|
| 1896 |
+
data2 = self.getNumericData(ds2)
|
| 1897 |
+
assert isBinary(data1), "first data set is not binary"
|
| 1898 |
+
self.ensureSameSize([data1, data2])
|
| 1899 |
+
stat, pvalue = sta.pointbiserialr(data1, data2)
|
| 1900 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 1901 |
+
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
| 1902 |
+
return result
|
| 1903 |
+
|
| 1904 |
+
def getConTab(self, ds1, ds2):
|
| 1905 |
+
"""
|
| 1906 |
+
get contingency table for categorical data pair
|
| 1907 |
+
|
| 1908 |
+
Parameters
|
| 1909 |
+
ds1: data set name or list or numpy array
|
| 1910 |
+
ds2: data set name or list or numpy array
|
| 1911 |
+
"""
|
| 1912 |
+
self.__printBanner("getting contingency table for categorical data", ds1, ds2)
|
| 1913 |
+
data1 = self.getCatData(ds1)
|
| 1914 |
+
data2 = self.getCatData(ds2)
|
| 1915 |
+
self.ensureSameSize([data1, data2])
|
| 1916 |
+
crosstab = pd.crosstab(pd.Series(data1), pd.Series(data2), margins = False)
|
| 1917 |
+
ctab = crosstab.values
|
| 1918 |
+
print("contingency table")
|
| 1919 |
+
print(ctab)
|
| 1920 |
+
return ctab
|
| 1921 |
+
|
| 1922 |
+
def getChiSqCorr(self, ds1, ds2, sigLev=.05):
|
| 1923 |
+
"""
|
| 1924 |
+
chi square correlation for categorical data pair
|
| 1925 |
+
|
| 1926 |
+
Parameters
|
| 1927 |
+
ds1: data set name or list or numpy array
|
| 1928 |
+
ds2: data set name or list or numpy array
|
| 1929 |
+
sigLev: statistical significance level
|
| 1930 |
+
"""
|
| 1931 |
+
self.__printBanner("getting chi square correlation for two categorical", ds1, ds2)
|
| 1932 |
+
ctab = self.getConTab(ds1, ds2)
|
| 1933 |
+
stat, pvalue, dof, expctd = sta.chi2_contingency(ctab)
|
| 1934 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue, "dof", dof, "expected", expctd)
|
| 1935 |
+
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
| 1936 |
+
return result
|
| 1937 |
+
|
| 1938 |
+
def getSizeCorrectChiSqCorr(self, ds1, ds2, chisq):
|
| 1939 |
+
"""
|
| 1940 |
+
cramerV size corrected chi square correlation for categorical data pair
|
| 1941 |
+
|
| 1942 |
+
Parameters
|
| 1943 |
+
ds1: data set name or list or numpy array
|
| 1944 |
+
ds2: data set name or list or numpy array
|
| 1945 |
+
chisq: chisq stat
|
| 1946 |
+
"""
|
| 1947 |
+
self.__printBanner("getting size corrected chi square correlation for two categorical", ds1, ds2)
|
| 1948 |
+
c1 = self.getCatUniqueValueCounts(ds1)["cardinality"]
|
| 1949 |
+
c2 = self.getCatUniqueValueCounts(ds2)["cardinality"]
|
| 1950 |
+
c = min(c1,c2)
|
| 1951 |
+
assertGreater(c, 1, "min cardinality should be greater than 1")
|
| 1952 |
+
l = len(self.getCatData(ds1))
|
| 1953 |
+
t = l * (c - 1)
|
| 1954 |
+
stat = math.sqrt(chisq / t)
|
| 1955 |
+
result = self.__printResult("stat", stat)
|
| 1956 |
+
return result
|
| 1957 |
+
|
| 1958 |
+
def getAnovaCorr(self, ds1, ds2, grByCol, sigLev=.05):
|
| 1959 |
+
"""
|
| 1960 |
+
anova correlation for numerical categorical
|
| 1961 |
+
|
| 1962 |
+
Parameters
|
| 1963 |
+
ds1: data set name or list or numpy array
|
| 1964 |
+
ds2: data set name or list or numpy array
|
| 1965 |
+
grByCol : group by column
|
| 1966 |
+
sigLev: statistical significance level
|
| 1967 |
+
"""
|
| 1968 |
+
self.__printBanner("anova correlation for numerical categorical", ds1, ds2)
|
| 1969 |
+
df = self.loadCatFloatDataFrame(ds1, ds2) if grByCol == 0 else self.loadCatFloatDataFrame(ds2, ds1)
|
| 1970 |
+
grByCol = 0
|
| 1971 |
+
dCol = 1
|
| 1972 |
+
grouped = df.groupby([grByCol])
|
| 1973 |
+
dlist = list(map(lambda v : v[1].loc[:, dCol].values, grouped))
|
| 1974 |
+
stat, pvalue = sta.f_oneway(*dlist)
|
| 1975 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 1976 |
+
self.__printStat(stat, pvalue, "probably uncorrelated", "probably correlated", sigLev)
|
| 1977 |
+
return result
|
| 1978 |
+
|
| 1979 |
+
|
| 1980 |
+
def plotAutoCorr(self, ds, lags, alpha, diffOrder=0):
|
| 1981 |
+
"""
|
| 1982 |
+
plots auto correlation
|
| 1983 |
+
|
| 1984 |
+
Parameters
|
| 1985 |
+
ds: data set name or list or numpy array
|
| 1986 |
+
lags: num of lags
|
| 1987 |
+
alpha: confidence level
|
| 1988 |
+
"""
|
| 1989 |
+
self.__printBanner("plotting auto correlation", ds)
|
| 1990 |
+
data = self.getNumericData(ds)
|
| 1991 |
+
ddata = difference(data, diffOrder) if diffOrder > 0 else data
|
| 1992 |
+
tsaplots.plot_acf(ddata, lags = lags, alpha = alpha)
|
| 1993 |
+
plt.show()
|
| 1994 |
+
|
| 1995 |
+
def getAutoCorr(self, ds, lags, alpha=.05):
|
| 1996 |
+
"""
|
| 1997 |
+
gets auts correlation
|
| 1998 |
+
|
| 1999 |
+
Parameters
|
| 2000 |
+
ds: data set name or list or numpy array
|
| 2001 |
+
lags: num of lags
|
| 2002 |
+
alpha: confidence level
|
| 2003 |
+
"""
|
| 2004 |
+
self.__printBanner("getting auto correlation", ds)
|
| 2005 |
+
data = self.getNumericData(ds)
|
| 2006 |
+
autoCorr, confIntv = stt.acf(data, nlags=lags, fft=False, alpha=alpha)
|
| 2007 |
+
result = self.__printResult("autoCorr", autoCorr, "confIntv", confIntv)
|
| 2008 |
+
return result
|
| 2009 |
+
|
| 2010 |
+
|
| 2011 |
+
def plotParAcf(self, ds, lags, alpha):
|
| 2012 |
+
"""
|
| 2013 |
+
partial auto correlation
|
| 2014 |
+
|
| 2015 |
+
Parameters
|
| 2016 |
+
ds: data set name or list or numpy array
|
| 2017 |
+
lags: num of lags
|
| 2018 |
+
alpha: confidence level
|
| 2019 |
+
"""
|
| 2020 |
+
self.__printBanner("plotting partial auto correlation", ds)
|
| 2021 |
+
data = self.getNumericData(ds)
|
| 2022 |
+
tsaplots.plot_pacf(data, lags = lags, alpha = alpha)
|
| 2023 |
+
plt.show()
|
| 2024 |
+
|
| 2025 |
+
def getParAutoCorr(self, ds, lags, alpha=.05):
|
| 2026 |
+
"""
|
| 2027 |
+
gets partial auts correlation
|
| 2028 |
+
|
| 2029 |
+
Parameters
|
| 2030 |
+
ds: data set name or list or numpy array
|
| 2031 |
+
lags: num of lags
|
| 2032 |
+
alpha: confidence level
|
| 2033 |
+
"""
|
| 2034 |
+
self.__printBanner("getting partial auto correlation", ds)
|
| 2035 |
+
data = self.getNumericData(ds)
|
| 2036 |
+
partAutoCorr, confIntv = stt.pacf(data, nlags=lags, alpha=alpha)
|
| 2037 |
+
result = self.__printResult("partAutoCorr", partAutoCorr, "confIntv", confIntv)
|
| 2038 |
+
return result
|
| 2039 |
+
|
| 2040 |
+
def getHurstExp(self, ds, kind, doPlot=True):
|
| 2041 |
+
"""
|
| 2042 |
+
gets Hurst exponent of time series
|
| 2043 |
+
|
| 2044 |
+
Parameters
|
| 2045 |
+
ds: data set name or list or numpy array
|
| 2046 |
+
kind: kind of data change, random_walk, price
|
| 2047 |
+
doPlot: True for plot
|
| 2048 |
+
"""
|
| 2049 |
+
self.__printBanner("getting Hurst exponent", ds)
|
| 2050 |
+
data = self.getNumericData(ds)
|
| 2051 |
+
h, c, odata = hurst.compute_Hc(data, kind=kind, simplified=False)
|
| 2052 |
+
if doPlot:
|
| 2053 |
+
f, ax = plt.subplots()
|
| 2054 |
+
ax.plot(odata[0], c * odata[0] ** h, color="deepskyblue")
|
| 2055 |
+
ax.scatter(odata[0], odata[1], color="purple")
|
| 2056 |
+
ax.set_xscale("log")
|
| 2057 |
+
ax.set_yscale("log")
|
| 2058 |
+
ax.set_xlabel("time interval")
|
| 2059 |
+
ax.set_ylabel("cum dev range and std dev ratio")
|
| 2060 |
+
ax.grid(True)
|
| 2061 |
+
plt.show()
|
| 2062 |
+
|
| 2063 |
+
result = self.__printResult("hurstExponent", h, "hurstConstant", c)
|
| 2064 |
+
return result
|
| 2065 |
+
|
| 2066 |
+
def approxEntropy(self, ds, m, r):
|
| 2067 |
+
"""
|
| 2068 |
+
gets apprx entroty of time series (ref: wikipedia)
|
| 2069 |
+
|
| 2070 |
+
Parameters
|
| 2071 |
+
ds: data set name or list or numpy array
|
| 2072 |
+
m: length of compared run of data
|
| 2073 |
+
r: filtering level
|
| 2074 |
+
"""
|
| 2075 |
+
self.__printBanner("getting approximate entropy", ds)
|
| 2076 |
+
ldata = self.getNumericData(ds)
|
| 2077 |
+
aent = abs(self.__phi(ldata, m + 1, r) - self.__phi(ldata, m, r))
|
| 2078 |
+
result = self.__printResult("approxEntropy", aent)
|
| 2079 |
+
return result
|
| 2080 |
+
|
| 2081 |
+
def __phi(self, ldata, m, r):
|
| 2082 |
+
"""
|
| 2083 |
+
phi function for approximate entropy
|
| 2084 |
+
|
| 2085 |
+
Parameters
|
| 2086 |
+
ldata: data array
|
| 2087 |
+
m: length of compared run of data
|
| 2088 |
+
r: filtering level
|
| 2089 |
+
"""
|
| 2090 |
+
le = len(ldata)
|
| 2091 |
+
x = [[ldata[j] for j in range(i, i + m - 1 + 1)] for i in range(le - m + 1)]
|
| 2092 |
+
lex = len(x)
|
| 2093 |
+
c = list()
|
| 2094 |
+
for i in range(lex):
|
| 2095 |
+
cnt = 0
|
| 2096 |
+
for j in range(lex):
|
| 2097 |
+
cnt += (1 if maxListDist(x[i], x[j]) <= r else 0)
|
| 2098 |
+
cnt /= (le - m + 1.0)
|
| 2099 |
+
c.append(cnt)
|
| 2100 |
+
return sum(np.log(c)) / (le - m + 1.0)
|
| 2101 |
+
|
| 2102 |
+
|
| 2103 |
+
def oneSpaceEntropy(self, ds, scaMethod="zscale"):
|
| 2104 |
+
"""
|
| 2105 |
+
gets one space entroty (ref: Estimating mutual information by Kraskov)
|
| 2106 |
+
|
| 2107 |
+
Parameters
|
| 2108 |
+
ds: data set name or list or numpy array
|
| 2109 |
+
"""
|
| 2110 |
+
self.__printBanner("getting one space entropy", ds)
|
| 2111 |
+
data = self.getNumericData(ds)
|
| 2112 |
+
sdata = sorted(data)
|
| 2113 |
+
sdata = scaleData(sdata, scaMethod)
|
| 2114 |
+
su = 0
|
| 2115 |
+
n = len(sdata)
|
| 2116 |
+
for i in range(1, n, 1):
|
| 2117 |
+
t = abs(sdata[i] - sdata[i-1])
|
| 2118 |
+
if t > 0:
|
| 2119 |
+
su += log(t)
|
| 2120 |
+
su /= (n -1)
|
| 2121 |
+
#print(su)
|
| 2122 |
+
ose = digammaFun(n) - digammaFun(1) + su
|
| 2123 |
+
result = self.__printResult("entropy", ose)
|
| 2124 |
+
return result
|
| 2125 |
+
|
| 2126 |
+
|
| 2127 |
+
def plotCrossCorr(self, ds1, ds2, normed, lags):
|
| 2128 |
+
"""
|
| 2129 |
+
plots cross correlation
|
| 2130 |
+
|
| 2131 |
+
Parameters
|
| 2132 |
+
ds1: data set name or list or numpy array
|
| 2133 |
+
ds2: data set name or list or numpy array
|
| 2134 |
+
normed: If True, input vectors are normalised to unit
|
| 2135 |
+
lags: num of lags
|
| 2136 |
+
"""
|
| 2137 |
+
self.__printBanner("plotting cross correlation between two numeric", ds1, ds2)
|
| 2138 |
+
data1 = self.getNumericData(ds1)
|
| 2139 |
+
data2 = self.getNumericData(ds2)
|
| 2140 |
+
self.ensureSameSize([data1, data2])
|
| 2141 |
+
plt.xcorr(data1, data2, normed=normed, maxlags=lags)
|
| 2142 |
+
plt.show()
|
| 2143 |
+
|
| 2144 |
+
def getCrossCorr(self, ds1, ds2):
|
| 2145 |
+
"""
|
| 2146 |
+
gets cross correlation
|
| 2147 |
+
|
| 2148 |
+
Parameters
|
| 2149 |
+
ds1: data set name or list or numpy array
|
| 2150 |
+
ds2: data set name or list or numpy array
|
| 2151 |
+
"""
|
| 2152 |
+
self.__printBanner("getting cross correlation", ds1, ds2)
|
| 2153 |
+
data1 = self.getNumericData(ds1)
|
| 2154 |
+
data2 = self.getNumericData(ds2)
|
| 2155 |
+
self.ensureSameSize([data1, data2])
|
| 2156 |
+
crossCorr = stt.ccf(data1, data2)
|
| 2157 |
+
result = self.__printResult("crossCorr", crossCorr)
|
| 2158 |
+
return result
|
| 2159 |
+
|
| 2160 |
+
def getFourierTransform(self, ds):
|
| 2161 |
+
"""
|
| 2162 |
+
gets fast fourier transform
|
| 2163 |
+
|
| 2164 |
+
Parameters
|
| 2165 |
+
ds: data set name or list or numpy array
|
| 2166 |
+
"""
|
| 2167 |
+
self.__printBanner("getting fourier transform", ds)
|
| 2168 |
+
data = self.getNumericData(ds)
|
| 2169 |
+
ft = np.fft.rfft(data)
|
| 2170 |
+
result = self.__printResult("fourierTransform", ft)
|
| 2171 |
+
return result
|
| 2172 |
+
|
| 2173 |
+
|
| 2174 |
+
def testStationaryAdf(self, ds, regression, autolag, sigLev=.05):
|
| 2175 |
+
"""
|
| 2176 |
+
Adf stationary test null hyp not stationary
|
| 2177 |
+
|
| 2178 |
+
Parameters
|
| 2179 |
+
ds: data set name or list or numpy array
|
| 2180 |
+
regression: constant and trend order to include in regression
|
| 2181 |
+
autolag: method to use when automatically determining the lag
|
| 2182 |
+
sigLev: statistical significance level
|
| 2183 |
+
"""
|
| 2184 |
+
self.__printBanner("doing ADF stationary test", ds)
|
| 2185 |
+
relist = ["c","ct","ctt","nc"]
|
| 2186 |
+
assert regression in relist, "invalid regression value"
|
| 2187 |
+
alList = ["AIC", "BIC", "t-stat", None]
|
| 2188 |
+
assert autolag in alList, "invalid autolag value"
|
| 2189 |
+
|
| 2190 |
+
data = self.getNumericData(ds)
|
| 2191 |
+
re = stt.adfuller(data, regression=regression, autolag=autolag)
|
| 2192 |
+
result = self.__printResult("stat", re[0], "pvalue", re[1] , "num lags", re[2] , "num observation for regression", re[3],
|
| 2193 |
+
"critial values", re[4])
|
| 2194 |
+
self.__printStat(re[0], re[1], "probably not stationary", "probably stationary", sigLev)
|
| 2195 |
+
return result
|
| 2196 |
+
|
| 2197 |
+
def testStationaryKpss(self, ds, regression, nlags, sigLev=.05):
|
| 2198 |
+
"""
|
| 2199 |
+
Kpss stationary test null hyp stationary
|
| 2200 |
+
|
| 2201 |
+
Parameters
|
| 2202 |
+
ds: data set name or list or numpy array
|
| 2203 |
+
regression: constant and trend order to include in regression
|
| 2204 |
+
nlags : no of lags
|
| 2205 |
+
sigLev: statistical significance level
|
| 2206 |
+
"""
|
| 2207 |
+
self.__printBanner("doing KPSS stationary test", ds)
|
| 2208 |
+
relist = ["c","ct"]
|
| 2209 |
+
assert regression in relist, "invalid regression value"
|
| 2210 |
+
nlList =[None, "auto", "legacy"]
|
| 2211 |
+
assert nlags in nlList or type(nlags) == int, "invalid nlags value"
|
| 2212 |
+
|
| 2213 |
+
|
| 2214 |
+
data = self.getNumericData(ds)
|
| 2215 |
+
stat, pvalue, nLags, criticalValues = stt.kpss(data, regression=regression, lags=nlags)
|
| 2216 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue, "num lags", nLags, "critial values", criticalValues)
|
| 2217 |
+
self.__printStat(stat, pvalue, "probably stationary", "probably not stationary", sigLev)
|
| 2218 |
+
return result
|
| 2219 |
+
|
| 2220 |
+
def testNormalJarqBera(self, ds, sigLev=.05):
|
| 2221 |
+
"""
|
| 2222 |
+
jarque bera normalcy test
|
| 2223 |
+
|
| 2224 |
+
Parameters
|
| 2225 |
+
ds: data set name or list or numpy array
|
| 2226 |
+
sigLev: statistical significance level
|
| 2227 |
+
"""
|
| 2228 |
+
self.__printBanner("doing ajrque bera normalcy test", ds)
|
| 2229 |
+
data = self.getNumericData(ds)
|
| 2230 |
+
jb, jbpv, skew, kurtosis = sstt.jarque_bera(data)
|
| 2231 |
+
result = self.__printResult("stat", jb, "pvalue", jbpv, "skew", skew, "kurtosis", kurtosis)
|
| 2232 |
+
self.__printStat(jb, jbpv, "probably gaussian", "probably not gaussian", sigLev)
|
| 2233 |
+
return result
|
| 2234 |
+
|
| 2235 |
+
|
| 2236 |
+
def testNormalShapWilk(self, ds, sigLev=.05):
|
| 2237 |
+
"""
|
| 2238 |
+
shapiro wilks normalcy test
|
| 2239 |
+
|
| 2240 |
+
Parameters
|
| 2241 |
+
ds: data set name or list or numpy array
|
| 2242 |
+
sigLev: statistical significance level
|
| 2243 |
+
"""
|
| 2244 |
+
self.__printBanner("doing shapiro wilks normalcy test", ds)
|
| 2245 |
+
data = self.getNumericData(ds)
|
| 2246 |
+
stat, pvalue = sta.shapiro(data)
|
| 2247 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2248 |
+
self.__printStat(stat, pvalue, "probably gaussian", "probably not gaussian", sigLev)
|
| 2249 |
+
return result
|
| 2250 |
+
|
| 2251 |
+
def testNormalDagast(self, ds, sigLev=.05):
|
| 2252 |
+
"""
|
| 2253 |
+
D’Agostino’s K square normalcy test
|
| 2254 |
+
|
| 2255 |
+
Parameters
|
| 2256 |
+
ds: data set name or list or numpy array
|
| 2257 |
+
sigLev: statistical significance level
|
| 2258 |
+
"""
|
| 2259 |
+
self.__printBanner("doing D’Agostino’s K square normalcy test", ds)
|
| 2260 |
+
data = self.getNumericData(ds)
|
| 2261 |
+
stat, pvalue = sta.normaltest(data)
|
| 2262 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2263 |
+
self.__printStat(stat, pvalue, "probably gaussian", "probably not gaussian", sigLev)
|
| 2264 |
+
return result
|
| 2265 |
+
|
| 2266 |
+
def testDistrAnderson(self, ds, dist, sigLev=.05):
|
| 2267 |
+
"""
|
| 2268 |
+
Anderson test for normal, expon, logistic, gumbel, gumbel_l, gumbel_r
|
| 2269 |
+
|
| 2270 |
+
Parameters
|
| 2271 |
+
ds: data set name or list or numpy array
|
| 2272 |
+
dist: type of distribution
|
| 2273 |
+
sigLev: statistical significance level
|
| 2274 |
+
"""
|
| 2275 |
+
self.__printBanner("doing Anderson test for for various distributions", ds)
|
| 2276 |
+
diList = ["norm", "expon", "logistic", "gumbel", "gumbel_l", "gumbel_r", "extreme1"]
|
| 2277 |
+
assert dist in diList, "invalid distribution"
|
| 2278 |
+
|
| 2279 |
+
data = self.getNumericData(ds)
|
| 2280 |
+
re = sta.anderson(data)
|
| 2281 |
+
slAlpha = int(100 * sigLev)
|
| 2282 |
+
msg = "significnt value not found"
|
| 2283 |
+
for i in range(len(re.critical_values)):
|
| 2284 |
+
sl, cv = re.significance_level[i], re.critical_values[i]
|
| 2285 |
+
if int(sl) == slAlpha:
|
| 2286 |
+
if re.statistic < cv:
|
| 2287 |
+
msg = "probably {} at the {:.3f} siginificance level".format(dist, sl)
|
| 2288 |
+
else:
|
| 2289 |
+
msg = "probably not {} at the {:.3f} siginificance level".format(dist, sl)
|
| 2290 |
+
result = self.__printResult("stat", re.statistic, "test", msg)
|
| 2291 |
+
print(msg)
|
| 2292 |
+
return result
|
| 2293 |
+
|
| 2294 |
+
def testSkew(self, ds, sigLev=.05):
|
| 2295 |
+
"""
|
| 2296 |
+
test skew wrt normal distr
|
| 2297 |
+
|
| 2298 |
+
Parameters
|
| 2299 |
+
ds: data set name or list or numpy array
|
| 2300 |
+
sigLev: statistical significance level
|
| 2301 |
+
"""
|
| 2302 |
+
self.__printBanner("testing skew wrt normal distr", ds)
|
| 2303 |
+
data = self.getNumericData(ds)
|
| 2304 |
+
stat, pvalue = sta.skewtest(data)
|
| 2305 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2306 |
+
self.__printStat(stat, pvalue, "probably same skew as normal distribution", "probably not same skew as normal distribution", sigLev)
|
| 2307 |
+
return result
|
| 2308 |
+
|
| 2309 |
+
def testTwoSampleStudent(self, ds1, ds2, sigLev=.05):
|
| 2310 |
+
"""
|
| 2311 |
+
student t 2 sample test
|
| 2312 |
+
|
| 2313 |
+
Parameters
|
| 2314 |
+
ds1: data set name or list or numpy array
|
| 2315 |
+
ds2: data set name or list or numpy array
|
| 2316 |
+
sigLev: statistical significance level
|
| 2317 |
+
"""
|
| 2318 |
+
self.__printBanner("doing student t 2 sample test", ds1, ds2)
|
| 2319 |
+
data1 = self.getNumericData(ds1)
|
| 2320 |
+
data2 = self.getNumericData(ds2)
|
| 2321 |
+
stat, pvalue = sta.ttest_ind(data1, data2)
|
| 2322 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2323 |
+
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
| 2324 |
+
return result
|
| 2325 |
+
|
| 2326 |
+
def testTwoSampleKs(self, ds1, ds2, sigLev=.05):
|
| 2327 |
+
"""
|
| 2328 |
+
Kolmogorov Sminov 2 sample statistic
|
| 2329 |
+
|
| 2330 |
+
Parameters
|
| 2331 |
+
ds1: data set name or list or numpy array
|
| 2332 |
+
ds2: data set name or list or numpy array
|
| 2333 |
+
sigLev: statistical significance level
|
| 2334 |
+
"""
|
| 2335 |
+
self.__printBanner("doing Kolmogorov Sminov 2 sample test", ds1, ds2)
|
| 2336 |
+
data1 = self.getNumericData(ds1)
|
| 2337 |
+
data2 = self.getNumericData(ds2)
|
| 2338 |
+
stat, pvalue = sta.ks_2samp(data1, data2)
|
| 2339 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2340 |
+
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
| 2341 |
+
|
| 2342 |
+
|
| 2343 |
+
def testTwoSampleMw(self, ds1, ds2, sigLev=.05):
|
| 2344 |
+
"""
|
| 2345 |
+
Mann-Whitney 2 sample statistic
|
| 2346 |
+
|
| 2347 |
+
Parameters
|
| 2348 |
+
ds1: data set name or list or numpy array
|
| 2349 |
+
ds2: data set name or list or numpy array
|
| 2350 |
+
sigLev: statistical significance level
|
| 2351 |
+
"""
|
| 2352 |
+
self.__printBanner("doing Mann-Whitney 2 sample test", ds1, ds2)
|
| 2353 |
+
data1 = self.getNumericData(ds1)
|
| 2354 |
+
data2 = self.getNumericData(ds2)
|
| 2355 |
+
stat, pvalue = sta.mannwhitneyu(data1, data2)
|
| 2356 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2357 |
+
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
| 2358 |
+
|
| 2359 |
+
def testTwoSampleWilcox(self, ds1, ds2, sigLev=.05):
|
| 2360 |
+
"""
|
| 2361 |
+
Wilcoxon Signed-Rank 2 sample statistic
|
| 2362 |
+
|
| 2363 |
+
Parameters
|
| 2364 |
+
ds1: data set name or list or numpy array
|
| 2365 |
+
ds2: data set name or list or numpy array
|
| 2366 |
+
sigLev: statistical significance level
|
| 2367 |
+
"""
|
| 2368 |
+
self.__printBanner("doing Wilcoxon Signed-Rank 2 sample test", ds1, ds2)
|
| 2369 |
+
data1 = self.getNumericData(ds1)
|
| 2370 |
+
data2 = self.getNumericData(ds2)
|
| 2371 |
+
stat, pvalue = sta.wilcoxon(data1, data2)
|
| 2372 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2373 |
+
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
| 2374 |
+
|
| 2375 |
+
|
| 2376 |
+
def testTwoSampleKw(self, ds1, ds2, sigLev=.05):
|
| 2377 |
+
"""
|
| 2378 |
+
Kruskal-Wallis 2 sample statistic
|
| 2379 |
+
|
| 2380 |
+
Parameters
|
| 2381 |
+
ds1: data set name or list or numpy array
|
| 2382 |
+
ds2: data set name or list or numpy array
|
| 2383 |
+
sigLev: statistical significance level
|
| 2384 |
+
"""
|
| 2385 |
+
self.__printBanner("doing Kruskal-Wallis 2 sample test", ds1, ds2)
|
| 2386 |
+
data1 = self.getNumericData(ds1)
|
| 2387 |
+
data2 = self.getNumericData(ds2)
|
| 2388 |
+
stat, pvalue = sta.kruskal(data1, data2)
|
| 2389 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2390 |
+
self.__printStat(stat, pvalue, "probably same distribution", "probably snot ame distribution", sigLev)
|
| 2391 |
+
|
| 2392 |
+
def testTwoSampleFriedman(self, ds1, ds2, ds3, sigLev=.05):
|
| 2393 |
+
"""
|
| 2394 |
+
Friedman 2 sample statistic
|
| 2395 |
+
|
| 2396 |
+
Parameters
|
| 2397 |
+
ds1: data set name or list or numpy array
|
| 2398 |
+
ds2: data set name or list or numpy array
|
| 2399 |
+
sigLev: statistical significance level
|
| 2400 |
+
"""
|
| 2401 |
+
self.__printBanner("doing Friedman 2 sample test", ds1, ds2)
|
| 2402 |
+
data1 = self.getNumericData(ds1)
|
| 2403 |
+
data2 = self.getNumericData(ds2)
|
| 2404 |
+
data3 = self.getNumericData(ds3)
|
| 2405 |
+
stat, pvalue = sta.friedmanchisquare(data1, data2, data3)
|
| 2406 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2407 |
+
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
| 2408 |
+
|
| 2409 |
+
def testTwoSampleEs(self, ds1, ds2, sigLev=.05):
|
| 2410 |
+
"""
|
| 2411 |
+
Epps Singleton 2 sample statistic
|
| 2412 |
+
|
| 2413 |
+
Parameters
|
| 2414 |
+
ds1: data set name or list or numpy array
|
| 2415 |
+
ds2: data set name or list or numpy array
|
| 2416 |
+
sigLev: statistical significance level
|
| 2417 |
+
"""
|
| 2418 |
+
self.__printBanner("doing Epps Singleton 2 sample test", ds1, ds2)
|
| 2419 |
+
data1 = self.getNumericData(ds1)
|
| 2420 |
+
data2 = self.getNumericData(ds2)
|
| 2421 |
+
stat, pvalue = sta.epps_singleton_2samp(data1, data2)
|
| 2422 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2423 |
+
self.__printStat(stat, pvalue, "probably same distribution", "probably not same distribution", sigLev)
|
| 2424 |
+
|
| 2425 |
+
def testTwoSampleAnderson(self, ds1, ds2, sigLev=.05):
|
| 2426 |
+
"""
|
| 2427 |
+
Anderson 2 sample statistic
|
| 2428 |
+
|
| 2429 |
+
Parameters
|
| 2430 |
+
ds1: data set name or list or numpy array
|
| 2431 |
+
ds2: data set name or list or numpy array
|
| 2432 |
+
sigLev: statistical significance level
|
| 2433 |
+
"""
|
| 2434 |
+
self.__printBanner("doing Anderson 2 sample test", ds1, ds2)
|
| 2435 |
+
data1 = self.getNumericData(ds1)
|
| 2436 |
+
data2 = self.getNumericData(ds2)
|
| 2437 |
+
dseq = (data1, data2)
|
| 2438 |
+
stat, critValues, sLev = sta.anderson_ksamp(dseq)
|
| 2439 |
+
slAlpha = 100 * sigLev
|
| 2440 |
+
|
| 2441 |
+
if slAlpha == 10:
|
| 2442 |
+
cv = critValues[1]
|
| 2443 |
+
elif slAlpha == 5:
|
| 2444 |
+
cv = critValues[2]
|
| 2445 |
+
elif slAlpha == 2.5:
|
| 2446 |
+
cv = critValues[3]
|
| 2447 |
+
elif slAlpha == 1:
|
| 2448 |
+
cv = critValues[4]
|
| 2449 |
+
else:
|
| 2450 |
+
cv = None
|
| 2451 |
+
|
| 2452 |
+
result = self.__printResult("stat", stat, "critValues", critValues, "critValue", cv, "significanceLevel", sLev)
|
| 2453 |
+
print("stat: {:.3f}".format(stat))
|
| 2454 |
+
if cv is None:
|
| 2455 |
+
msg = "critical values value not found for provided siginificance level"
|
| 2456 |
+
else:
|
| 2457 |
+
if stat < cv:
|
| 2458 |
+
msg = "probably same distribution at the {:.3f} siginificance level".format(sigLev)
|
| 2459 |
+
else:
|
| 2460 |
+
msg = "probably not same distribution at the {:.3f} siginificance level".format(sigLev)
|
| 2461 |
+
print(msg)
|
| 2462 |
+
return result
|
| 2463 |
+
|
| 2464 |
+
|
| 2465 |
+
def testTwoSampleScaleAb(self, ds1, ds2, sigLev=.05):
|
| 2466 |
+
"""
|
| 2467 |
+
Ansari Bradley 2 sample scale statistic
|
| 2468 |
+
|
| 2469 |
+
Parameters
|
| 2470 |
+
ds1: data set name or list or numpy array
|
| 2471 |
+
ds2: data set name or list or numpy array
|
| 2472 |
+
sigLev: statistical significance level
|
| 2473 |
+
"""
|
| 2474 |
+
self.__printBanner("doing Ansari Bradley 2 sample scale test", ds1, ds2)
|
| 2475 |
+
data1 = self.getNumericData(ds1)
|
| 2476 |
+
data2 = self.getNumericData(ds2)
|
| 2477 |
+
stat, pvalue = sta.ansari(data1, data2)
|
| 2478 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2479 |
+
self.__printStat(stat, pvalue, "probably same scale", "probably not same scale", sigLev)
|
| 2480 |
+
return result
|
| 2481 |
+
|
| 2482 |
+
def testTwoSampleScaleMood(self, ds1, ds2, sigLev=.05):
|
| 2483 |
+
"""
|
| 2484 |
+
Mood 2 sample scale statistic
|
| 2485 |
+
|
| 2486 |
+
Parameters
|
| 2487 |
+
ds1: data set name or list or numpy array
|
| 2488 |
+
ds2: data set name or list or numpy array
|
| 2489 |
+
sigLev: statistical significance level
|
| 2490 |
+
"""
|
| 2491 |
+
self.__printBanner("doing Mood 2 sample scale test", ds1, ds2)
|
| 2492 |
+
data1 = self.getNumericData(ds1)
|
| 2493 |
+
data2 = self.getNumericData(ds2)
|
| 2494 |
+
stat, pvalue = sta.mood(data1, data2)
|
| 2495 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2496 |
+
self.__printStat(stat, pvalue, "probably same scale", "probably not same scale", sigLev)
|
| 2497 |
+
return result
|
| 2498 |
+
|
| 2499 |
+
def testTwoSampleVarBartlet(self, ds1, ds2, sigLev=.05):
|
| 2500 |
+
"""
|
| 2501 |
+
Ansari Bradley 2 sample scale statistic
|
| 2502 |
+
|
| 2503 |
+
Parameters
|
| 2504 |
+
ds1: data set name or list or numpy array
|
| 2505 |
+
ds2: data set name or list or numpy array
|
| 2506 |
+
sigLev: statistical significance level
|
| 2507 |
+
"""
|
| 2508 |
+
self.__printBanner("doing Ansari Bradley 2 sample scale test", ds1, ds2)
|
| 2509 |
+
data1 = self.getNumericData(ds1)
|
| 2510 |
+
data2 = self.getNumericData(ds2)
|
| 2511 |
+
stat, pvalue = sta.bartlett(data1, data2)
|
| 2512 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2513 |
+
self.__printStat(stat, pvalue, "probably same variance", "probably not same variance", sigLev)
|
| 2514 |
+
return result
|
| 2515 |
+
|
| 2516 |
+
def testTwoSampleVarLevene(self, ds1, ds2, sigLev=.05):
|
| 2517 |
+
"""
|
| 2518 |
+
Levene 2 sample variance statistic
|
| 2519 |
+
|
| 2520 |
+
Parameters
|
| 2521 |
+
ds1: data set name or list or numpy array
|
| 2522 |
+
ds2: data set name or list or numpy array
|
| 2523 |
+
sigLev: statistical significance level
|
| 2524 |
+
"""
|
| 2525 |
+
self.__printBanner("doing Levene 2 sample variance test", ds1, ds2)
|
| 2526 |
+
data1 = self.getNumericData(ds1)
|
| 2527 |
+
data2 = self.getNumericData(ds2)
|
| 2528 |
+
stat, pvalue = sta.levene(data1, data2)
|
| 2529 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2530 |
+
self.__printStat(stat, pvalue, "probably same variance", "probably not same variance", sigLev)
|
| 2531 |
+
return result
|
| 2532 |
+
|
| 2533 |
+
def testTwoSampleVarFk(self, ds1, ds2, sigLev=.05):
|
| 2534 |
+
"""
|
| 2535 |
+
Fligner-Killeen 2 sample variance statistic
|
| 2536 |
+
|
| 2537 |
+
Parameters
|
| 2538 |
+
ds1: data set name or list or numpy array
|
| 2539 |
+
ds2: data set name or list or numpy array
|
| 2540 |
+
sigLev: statistical significance level
|
| 2541 |
+
"""
|
| 2542 |
+
self.__printBanner("doing Fligner-Killeen 2 sample variance test", ds1, ds2)
|
| 2543 |
+
data1 = self.getNumericData(ds1)
|
| 2544 |
+
data2 = self.getNumericData(ds2)
|
| 2545 |
+
stat, pvalue = sta.fligner(data1, data2)
|
| 2546 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue)
|
| 2547 |
+
self.__printStat(stat, pvalue, "probably same variance", "probably not same variance", sigLev)
|
| 2548 |
+
return result
|
| 2549 |
+
|
| 2550 |
+
def testTwoSampleMedMood(self, ds1, ds2, sigLev=.05):
|
| 2551 |
+
"""
|
| 2552 |
+
Mood 2 sample median statistic
|
| 2553 |
+
|
| 2554 |
+
Parameters
|
| 2555 |
+
ds1: data set name or list or numpy array
|
| 2556 |
+
ds2: data set name or list or numpy array
|
| 2557 |
+
sigLev: statistical significance level
|
| 2558 |
+
"""
|
| 2559 |
+
self.__printBanner("doing Mood 2 sample median test", ds1, ds2)
|
| 2560 |
+
data1 = self.getNumericData(ds1)
|
| 2561 |
+
data2 = self.getNumericData(ds2)
|
| 2562 |
+
stat, pvalue, median, ctable = sta.median_test(data1, data2)
|
| 2563 |
+
result = self.__printResult("stat", stat, "pvalue", pvalue, "median", median, "contigencyTable", ctable)
|
| 2564 |
+
self.__printStat(stat, pvalue, "probably same median", "probably not same median", sigLev)
|
| 2565 |
+
return result
|
| 2566 |
+
|
| 2567 |
+
def testTwoSampleZc(self, ds1, ds2, sigLev=.05):
|
| 2568 |
+
"""
|
| 2569 |
+
Zhang-C 2 sample statistic
|
| 2570 |
+
|
| 2571 |
+
Parameters
|
| 2572 |
+
ds1: data set name or list or numpy array
|
| 2573 |
+
ds2: data set name or list or numpy array
|
| 2574 |
+
sigLev: statistical significance level
|
| 2575 |
+
"""
|
| 2576 |
+
self.__printBanner("doing Zhang-C 2 sample test", ds1, ds2)
|
| 2577 |
+
data1 = self.getNumericData(ds1)
|
| 2578 |
+
data2 = self.getNumericData(ds2)
|
| 2579 |
+
l1 = len(data1)
|
| 2580 |
+
l2 = len(data2)
|
| 2581 |
+
l = l1 + l2
|
| 2582 |
+
|
| 2583 |
+
#find ranks
|
| 2584 |
+
pooled = np.concatenate([data1, data2])
|
| 2585 |
+
ranks = findRanks(data1, pooled)
|
| 2586 |
+
ranks.extend(findRanks(data2, pooled))
|
| 2587 |
+
|
| 2588 |
+
s1 = 0.0
|
| 2589 |
+
for i in range(1, l1+1):
|
| 2590 |
+
s1 += math.log(l1 / (i - 0.5) - 1.0) * math.log(l / (ranks[i-1] - 0.5) - 1.0)
|
| 2591 |
+
|
| 2592 |
+
s2 = 0.0
|
| 2593 |
+
for i in range(1, l2+1):
|
| 2594 |
+
s2 += math.log(l2 / (i - 0.5) - 1.0) * math.log(l / (ranks[l1 + i - 1] - 0.5) - 1.0)
|
| 2595 |
+
stat = (s1 + s2) / l
|
| 2596 |
+
print(formatFloat(3, stat, "stat:"))
|
| 2597 |
+
return stat
|
| 2598 |
+
|
| 2599 |
+
def testTwoSampleZa(self, ds1, ds2, sigLev=.05):
|
| 2600 |
+
"""
|
| 2601 |
+
Zhang-A 2 sample statistic
|
| 2602 |
+
|
| 2603 |
+
Parameters
|
| 2604 |
+
ds1: data set name or list or numpy array
|
| 2605 |
+
ds2: data set name or list or numpy array
|
| 2606 |
+
sigLev: statistical significance level
|
| 2607 |
+
"""
|
| 2608 |
+
self.__printBanner("doing Zhang-A 2 sample test", ds1, ds2)
|
| 2609 |
+
data1 = self.getNumericData(ds1)
|
| 2610 |
+
data2 = self.getNumericData(ds2)
|
| 2611 |
+
l1 = len(data1)
|
| 2612 |
+
l2 = len(data2)
|
| 2613 |
+
l = l1 + l2
|
| 2614 |
+
pooled = np.concatenate([data1, data2])
|
| 2615 |
+
cd1 = CumDistr(data1)
|
| 2616 |
+
cd2 = CumDistr(data2)
|
| 2617 |
+
sum = 0.0
|
| 2618 |
+
for i in range(1, l+1):
|
| 2619 |
+
v = pooled[i-1]
|
| 2620 |
+
f1 = cd1.getDistr(v)
|
| 2621 |
+
f2 = cd2.getDistr(v)
|
| 2622 |
+
|
| 2623 |
+
t1 = f1 * math.log(f1)
|
| 2624 |
+
t2 = 0 if f1 == 1.0 else (1.0 - f1) * math.log(1.0 - f1)
|
| 2625 |
+
sum += l1 * (t1 + t2) / ((i - 0.5) * (l - i + 0.5))
|
| 2626 |
+
t1 = f2 * math.log(f2)
|
| 2627 |
+
t2 = 0 if f2 == 1.0 else (1.0 - f2) * math.log(1.0 - f2)
|
| 2628 |
+
sum += l2 * (t1 + t2) / ((i - 0.5) * (l - i + 0.5))
|
| 2629 |
+
stat = -sum
|
| 2630 |
+
print(formatFloat(3, stat, "stat:"))
|
| 2631 |
+
return stat
|
| 2632 |
+
|
| 2633 |
+
def testTwoSampleZk(self, ds1, ds2, sigLev=.05):
|
| 2634 |
+
"""
|
| 2635 |
+
Zhang-K 2 sample statistic
|
| 2636 |
+
|
| 2637 |
+
Parameters
|
| 2638 |
+
ds1: data set name or list or numpy array
|
| 2639 |
+
ds2: data set name or list or numpy array
|
| 2640 |
+
sigLev: statistical significance level
|
| 2641 |
+
"""
|
| 2642 |
+
self.__printBanner("doing Zhang-K 2 sample test", ds1, ds2)
|
| 2643 |
+
data1 = self.getNumericData(ds1)
|
| 2644 |
+
data2 = self.getNumericData(ds2)
|
| 2645 |
+
l1 = len(data1)
|
| 2646 |
+
l2 = len(data2)
|
| 2647 |
+
l = l1 + l2
|
| 2648 |
+
pooled = np.concatenate([data1, data2])
|
| 2649 |
+
cd1 = CumDistr(data1)
|
| 2650 |
+
cd2 = CumDistr(data2)
|
| 2651 |
+
cd = CumDistr(pooled)
|
| 2652 |
+
|
| 2653 |
+
maxStat = None
|
| 2654 |
+
for i in range(1, l+1):
|
| 2655 |
+
v = pooled[i-1]
|
| 2656 |
+
f1 = cd1.getDistr(v)
|
| 2657 |
+
f2 = cd2.getDistr(v)
|
| 2658 |
+
f = cd.getDistr(v)
|
| 2659 |
+
|
| 2660 |
+
t1 = 0 if f1 == 0 else f1 * math.log(f1 / f)
|
| 2661 |
+
t2 = 0 if f1 == 1.0 else (1.0 - f1) * math.log((1.0 - f1) / (1.0 - f))
|
| 2662 |
+
stat = l1 * (t1 + t2)
|
| 2663 |
+
t1 = 0 if f2 == 0 else f2 * math.log(f2 / f)
|
| 2664 |
+
t2 = 0 if f2 == 1.0 else (1.0 - f2) * math.log((1.0 - f2) / (1.0 - f))
|
| 2665 |
+
stat += l2 * (t1 + t2)
|
| 2666 |
+
if maxStat is None or stat > maxStat:
|
| 2667 |
+
maxStat = stat
|
| 2668 |
+
print(formatFloat(3, maxStat, "stat:"))
|
| 2669 |
+
return maxStat
|
| 2670 |
+
|
| 2671 |
+
|
| 2672 |
+
def testTwoSampleCvm(self, ds1, ds2, sigLev=.05):
|
| 2673 |
+
"""
|
| 2674 |
+
2 sample cramer von mises
|
| 2675 |
+
|
| 2676 |
+
Parameters
|
| 2677 |
+
ds1: data set name or list or numpy array
|
| 2678 |
+
ds2: data set name or list or numpy array
|
| 2679 |
+
sigLev: statistical significance level
|
| 2680 |
+
"""
|
| 2681 |
+
self.__printBanner("doing 2 sample CVM test", ds1, ds2)
|
| 2682 |
+
data1 = self.getNumericData(ds1)
|
| 2683 |
+
data2 = self.getNumericData(ds2)
|
| 2684 |
+
data = np.concatenate((data1,data2))
|
| 2685 |
+
rdata = sta.rankdata(data)
|
| 2686 |
+
n = len(data1)
|
| 2687 |
+
m = len(data2)
|
| 2688 |
+
l = n + m
|
| 2689 |
+
|
| 2690 |
+
s1 = 0
|
| 2691 |
+
for i in range(n):
|
| 2692 |
+
t = rdata[i] - (i+1)
|
| 2693 |
+
s1 += (t * t)
|
| 2694 |
+
s1 *= n
|
| 2695 |
+
|
| 2696 |
+
s2 = 0
|
| 2697 |
+
for i in range(m):
|
| 2698 |
+
t = rdata[i + n] - (i+1)
|
| 2699 |
+
s2 += (t * t)
|
| 2700 |
+
s2 *= m
|
| 2701 |
+
|
| 2702 |
+
u = s1 + s2
|
| 2703 |
+
stat = u / (n * m * l) - (4 * m * n - 1) / (6 * l)
|
| 2704 |
+
result = self.__printResult("stat", stat)
|
| 2705 |
+
return result
|
| 2706 |
+
|
| 2707 |
+
def ensureSameSize(self, dlist):
|
| 2708 |
+
"""
|
| 2709 |
+
ensures all data sets are of same size
|
| 2710 |
+
|
| 2711 |
+
Parameters
|
| 2712 |
+
dlist : data source list
|
| 2713 |
+
"""
|
| 2714 |
+
le = None
|
| 2715 |
+
for d in dlist:
|
| 2716 |
+
cle = len(d)
|
| 2717 |
+
if le is None:
|
| 2718 |
+
le = cle
|
| 2719 |
+
else:
|
| 2720 |
+
assert cle == le, "all data sets need to be of same size"
|
| 2721 |
+
|
| 2722 |
+
|
| 2723 |
+
def testTwoSampleWasserstein(self, ds1, ds2):
|
| 2724 |
+
"""
|
| 2725 |
+
Wasserstein 2 sample statistic
|
| 2726 |
+
|
| 2727 |
+
Parameters
|
| 2728 |
+
ds1: data set name or list or numpy array
|
| 2729 |
+
ds2: data set name or list or numpy array
|
| 2730 |
+
"""
|
| 2731 |
+
self.__printBanner("doing Wasserstein distance2 sample test", ds1, ds2)
|
| 2732 |
+
data1 = self.getNumericData(ds1)
|
| 2733 |
+
data2 = self.getNumericData(ds2)
|
| 2734 |
+
stat = sta.wasserstein_distance(data1, data2)
|
| 2735 |
+
sd = np.std(np.concatenate([data1, data2]))
|
| 2736 |
+
nstat = stat / sd
|
| 2737 |
+
result = self.__printResult("stat", stat, "normalizedStat", nstat)
|
| 2738 |
+
return result
|
| 2739 |
+
|
| 2740 |
+
def getMaxRelMinRedFeatures(self, fdst, tdst, nfeatures, nbins=20):
|
| 2741 |
+
"""
|
| 2742 |
+
get top n features based on max relevance and min redudancy algorithm
|
| 2743 |
+
|
| 2744 |
+
Parameters
|
| 2745 |
+
fdst: list of pair of data set name or list or numpy array and data type
|
| 2746 |
+
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
| 2747 |
+
nfeatures : desired no of features
|
| 2748 |
+
nbins : no of bins for numerical data
|
| 2749 |
+
"""
|
| 2750 |
+
self.__printBanner("doing max relevance min redundancy feature selection")
|
| 2751 |
+
return self.getMutInfoFeatures(fdst, tdst, nfeatures, "mrmr", nbins)
|
| 2752 |
+
|
| 2753 |
+
def getJointMutInfoFeatures(self, fdst, tdst, nfeatures, nbins=20):
|
| 2754 |
+
"""
|
| 2755 |
+
get top n features based on joint mutual infoormation algorithm
|
| 2756 |
+
|
| 2757 |
+
Parameters
|
| 2758 |
+
fdst: list of pair of data set name or list or numpy array and data type
|
| 2759 |
+
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
| 2760 |
+
nfeatures : desired no of features
|
| 2761 |
+
nbins : no of bins for numerical data
|
| 2762 |
+
"""
|
| 2763 |
+
self.__printBanner("doingjoint mutual info feature selection")
|
| 2764 |
+
return self.getMutInfoFeatures(fdst, tdst, nfeatures, "jmi", nbins)
|
| 2765 |
+
|
| 2766 |
+
def getCondMutInfoMaxFeatures(self, fdst, tdst, nfeatures, nbins=20):
|
| 2767 |
+
"""
|
| 2768 |
+
get top n features based on condition mutual information maximization algorithm
|
| 2769 |
+
|
| 2770 |
+
Parameters
|
| 2771 |
+
fdst: list of pair of data set name or list or numpy array and data type
|
| 2772 |
+
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
| 2773 |
+
nfeatures : desired no of features
|
| 2774 |
+
nbins : no of bins for numerical data
|
| 2775 |
+
"""
|
| 2776 |
+
self.__printBanner("doing conditional mutual info max feature selection")
|
| 2777 |
+
return self.getMutInfoFeatures(fdst, tdst, nfeatures, "cmim", nbins)
|
| 2778 |
+
|
| 2779 |
+
def getInteractCapFeatures(self, fdst, tdst, nfeatures, nbins=20):
|
| 2780 |
+
"""
|
| 2781 |
+
get top n features based on interaction capping algorithm
|
| 2782 |
+
|
| 2783 |
+
Parameters
|
| 2784 |
+
fdst: list of pair of data set name or list or numpy array and data type
|
| 2785 |
+
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
| 2786 |
+
nfeatures : desired no of features
|
| 2787 |
+
nbins : no of bins for numerical data
|
| 2788 |
+
"""
|
| 2789 |
+
self.__printBanner("doing interaction capped feature selection")
|
| 2790 |
+
return self.getMutInfoFeatures(fdst, tdst, nfeatures, "icap", nbins)
|
| 2791 |
+
|
| 2792 |
+
def getMutInfoFeatures(self, fdst, tdst, nfeatures, algo, nbins=20):
|
| 2793 |
+
"""
|
| 2794 |
+
get top n features based on various mutual information based algorithm
|
| 2795 |
+
ref: Conditional likelihood maximisation : A unifying framework for information
|
| 2796 |
+
theoretic feature selection, Gavin Brown
|
| 2797 |
+
|
| 2798 |
+
Parameters
|
| 2799 |
+
fdst: list of pair of data set name or list or numpy array and data type
|
| 2800 |
+
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
| 2801 |
+
nfeatures : desired no of features
|
| 2802 |
+
algo: mi based feature selection algorithm
|
| 2803 |
+
nbins : no of bins for numerical data
|
| 2804 |
+
"""
|
| 2805 |
+
#verify data source types types
|
| 2806 |
+
le = len(fdst)
|
| 2807 |
+
nfeatGiven = int(le / 2)
|
| 2808 |
+
assertGreater(nfeatGiven, nfeatures, "no of features should be greater than no of features to be selected")
|
| 2809 |
+
fds = list()
|
| 2810 |
+
types = ["num", "cat"]
|
| 2811 |
+
for i in range (0, le, 2):
|
| 2812 |
+
ds = fdst[i]
|
| 2813 |
+
dt = fdst[i+1]
|
| 2814 |
+
assertInList(dt, types, "invalid type for data source " + dt)
|
| 2815 |
+
data = self.getNumericData(ds) if dt == "num" else self.getCatData(ds)
|
| 2816 |
+
p =(ds, dt)
|
| 2817 |
+
fds.append(p)
|
| 2818 |
+
algos = ["mrmr", "jmi", "cmim", "icap"]
|
| 2819 |
+
assertInList(algo, algos, "invalid feature selection algo " + algo)
|
| 2820 |
+
|
| 2821 |
+
assertInList(tdst[1], types, "invalid type for data source " + tdst[1])
|
| 2822 |
+
data = self.getNumericData(tdst[0]) if tdst[1] == "num" else self.getCatData(tdst[0])
|
| 2823 |
+
#print(fds)
|
| 2824 |
+
|
| 2825 |
+
sfds = list()
|
| 2826 |
+
selected = set()
|
| 2827 |
+
relevancies = dict()
|
| 2828 |
+
for i in range(nfeatures):
|
| 2829 |
+
#print(i)
|
| 2830 |
+
scorem = None
|
| 2831 |
+
dsm = None
|
| 2832 |
+
dsmt = None
|
| 2833 |
+
for ds, dt in fds:
|
| 2834 |
+
#print(ds, dt)
|
| 2835 |
+
if ds not in selected:
|
| 2836 |
+
#relevancy
|
| 2837 |
+
if ds in relevancies:
|
| 2838 |
+
mutInfo = relevancies[ds]
|
| 2839 |
+
else:
|
| 2840 |
+
mutInfo = self.getMutualInfo([ds, dt, tdst[0], tdst[1]], nbins)["mutInfo"]
|
| 2841 |
+
relevancies[ds] = mutInfo
|
| 2842 |
+
relev = mutInfo
|
| 2843 |
+
#print("relev", relev)
|
| 2844 |
+
|
| 2845 |
+
#redundancy
|
| 2846 |
+
smi = 0
|
| 2847 |
+
reds = list()
|
| 2848 |
+
for sds, sdt, _ in sfds:
|
| 2849 |
+
#print(sds, sdt)
|
| 2850 |
+
mutInfo = self.getMutualInfo([ds, dt, sds, sdt], nbins)["mutInfo"]
|
| 2851 |
+
mutInfoCnd = self.getCondMutualInfo([ds, dt, sds, sdt, tdst[0], tdst[1]], nbins)["condMutInfo"] \
|
| 2852 |
+
if algo != "mrmr" else 0
|
| 2853 |
+
|
| 2854 |
+
red = mutInfo - mutInfoCnd
|
| 2855 |
+
reds.append(red)
|
| 2856 |
+
|
| 2857 |
+
if algo == "mrmr" or algo == "jmi":
|
| 2858 |
+
redun = sum(reds) / len(sfds) if len(sfds) > 0 else 0
|
| 2859 |
+
elif algo == "cmim" or algo == "icap":
|
| 2860 |
+
redun = max(reds) if len(sfds) > 0 else 0
|
| 2861 |
+
if algo == "icap":
|
| 2862 |
+
redun = max(0, redun)
|
| 2863 |
+
#print("redun", redun)
|
| 2864 |
+
score = relev - redun
|
| 2865 |
+
if scorem is None or score > scorem:
|
| 2866 |
+
scorem = score
|
| 2867 |
+
dsm = ds
|
| 2868 |
+
dsmt = dt
|
| 2869 |
+
|
| 2870 |
+
pa = (dsm, dsmt, scorem)
|
| 2871 |
+
#print(pa)
|
| 2872 |
+
sfds.append(pa)
|
| 2873 |
+
selected.add(dsm)
|
| 2874 |
+
|
| 2875 |
+
selFeatures = list(map(lambda r : (r[0], r[2]), sfds))
|
| 2876 |
+
result = self.__printResult("selFeatures", selFeatures)
|
| 2877 |
+
return result
|
| 2878 |
+
|
| 2879 |
+
|
| 2880 |
+
def getFastCorrFeatures(self, fdst, tdst, delta, nbins=20):
|
| 2881 |
+
"""
|
| 2882 |
+
get top features based on Fast Correlation Based Filter (FCBF)
|
| 2883 |
+
ref: Feature Selection for High-Dimensional Data: A Fast Correlation-Based Filter Solution
|
| 2884 |
+
Lei Yu
|
| 2885 |
+
|
| 2886 |
+
Parameters
|
| 2887 |
+
fdst: list of pair of data set name or list or numpy array and data type
|
| 2888 |
+
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
| 2889 |
+
delta : feature, target correlation threshold
|
| 2890 |
+
nbins : no of bins for numerical data
|
| 2891 |
+
"""
|
| 2892 |
+
le = len(fdst)
|
| 2893 |
+
nfeatGiven = int(le / 2)
|
| 2894 |
+
fds = list()
|
| 2895 |
+
types = ["num", "cat"]
|
| 2896 |
+
for i in range (0, le, 2):
|
| 2897 |
+
ds = fdst[i]
|
| 2898 |
+
dt = fdst[i+1]
|
| 2899 |
+
assertInList(dt, types, "invalid type for data source " + dt)
|
| 2900 |
+
data = self.getNumericData(ds) if dt == "num" else self.getCatData(ds)
|
| 2901 |
+
p =(ds, dt)
|
| 2902 |
+
fds.append(p)
|
| 2903 |
+
|
| 2904 |
+
assertInList(tdst[1], types, "invalid type for data source " + tdst[1])
|
| 2905 |
+
data = self.getNumericData(tdst[0]) if tdst[1] == "num" else self.getCatData(tdst[0])
|
| 2906 |
+
|
| 2907 |
+
# get features with symetric uncertainty above threshold
|
| 2908 |
+
tentr = self.getAnyEntropy(tdst[0], tdst[1], nbins)["entropy"]
|
| 2909 |
+
rfeatures = list()
|
| 2910 |
+
fentrs = dict()
|
| 2911 |
+
for ds, dt in fds:
|
| 2912 |
+
mutInfo = self.getMutualInfo([ds, dt, tdst[0], tdst[1]], nbins)["mutInfo"]
|
| 2913 |
+
fentr = self.getAnyEntropy(ds, dt, nbins)["entropy"]
|
| 2914 |
+
sunc = 2 * mutInfo / (tentr + fentr)
|
| 2915 |
+
#print("ds {} sunc {:.3f}".format(ds, sunc))
|
| 2916 |
+
if sunc >= delta:
|
| 2917 |
+
f = [ds, dt, sunc, False]
|
| 2918 |
+
rfeatures.append(f)
|
| 2919 |
+
fentrs[ds] = fentr
|
| 2920 |
+
|
| 2921 |
+
# sort descending of sym uncertainty
|
| 2922 |
+
rfeatures.sort(key=lambda e : e[2], reverse=True)
|
| 2923 |
+
|
| 2924 |
+
#disccard redundant features
|
| 2925 |
+
le = len(rfeatures)
|
| 2926 |
+
for i in range(le):
|
| 2927 |
+
if rfeatures[i][3]:
|
| 2928 |
+
continue
|
| 2929 |
+
for j in range(i+1, le, 1):
|
| 2930 |
+
if rfeatures[j][3]:
|
| 2931 |
+
continue
|
| 2932 |
+
mutInfo = self.getMutualInfo([rfeatures[i][0], rfeatures[i][1], rfeatures[j][0], rfeatures[j][1]], nbins)["mutInfo"]
|
| 2933 |
+
sunc = 2 * mutInfo / (fentrs[rfeatures[i][0]] + fentrs[rfeatures[j][0]])
|
| 2934 |
+
if sunc >= rfeatures[j][2]:
|
| 2935 |
+
rfeatures[j][3] = True
|
| 2936 |
+
|
| 2937 |
+
frfeatures = list(filter(lambda f : not f[3], rfeatures))
|
| 2938 |
+
selFeatures = list(map(lambda f : [f[0], f[2]], frfeatures))
|
| 2939 |
+
result = self.__printResult("selFeatures", selFeatures)
|
| 2940 |
+
return result
|
| 2941 |
+
|
| 2942 |
+
def getInfoGainFeatures(self, fdst, tdst, nfeatures, nsplit, nbins=20):
|
| 2943 |
+
"""
|
| 2944 |
+
get top n features based on information gain or entropy loss
|
| 2945 |
+
|
| 2946 |
+
Parameters
|
| 2947 |
+
fdst: list of pair of data set name or list or numpy array and data type
|
| 2948 |
+
tdst: target data set name or list or numpy array and data type (cat for classification num for regression)
|
| 2949 |
+
nsplit : num of splits
|
| 2950 |
+
nfeatures : desired no of features
|
| 2951 |
+
nbins : no of bins for numerical data
|
| 2952 |
+
"""
|
| 2953 |
+
le = len(fdst)
|
| 2954 |
+
nfeatGiven = int(le / 2)
|
| 2955 |
+
assertGreater(nfeatGiven, nfeatures, "available features should be greater than desired")
|
| 2956 |
+
fds = list()
|
| 2957 |
+
types = ["num", "cat"]
|
| 2958 |
+
for i in range (0, le, 2):
|
| 2959 |
+
ds = fdst[i]
|
| 2960 |
+
dt = fdst[i+1]
|
| 2961 |
+
assertInList(dt, types, "invalid type for data source " + dt)
|
| 2962 |
+
data = self.getNumericData(ds) if dt == "num" else self.getCatData(ds)
|
| 2963 |
+
p =(ds, dt)
|
| 2964 |
+
fds.append(p)
|
| 2965 |
+
|
| 2966 |
+
assertInList(tdst[1], types, "invalid type for data source " + tdst[1])
|
| 2967 |
+
assertGreater(nsplit, 3, "minimum 4 splits necessary")
|
| 2968 |
+
tdata = self.getNumericData(tdst[0]) if tdst[1] == "num" else self.getCatData(tdst[0])
|
| 2969 |
+
tentr = self.getAnyEntropy(tdst[0], tdst[1], nbins)["entropy"]
|
| 2970 |
+
sz =len(tdata)
|
| 2971 |
+
|
| 2972 |
+
sfds = list()
|
| 2973 |
+
for ds, dt in fds:
|
| 2974 |
+
#print(ds, dt)
|
| 2975 |
+
if dt == "num":
|
| 2976 |
+
fd = self.getNumericData(ds)
|
| 2977 |
+
_ , _ , vmax, vmin = self.__getBasicStats(fd)
|
| 2978 |
+
intv = (vmax - vmin) / nsplit
|
| 2979 |
+
maxig = None
|
| 2980 |
+
spmin = vmin + intv
|
| 2981 |
+
spmax = vmax - 0.9 * intv
|
| 2982 |
+
|
| 2983 |
+
#iterate all splits
|
| 2984 |
+
for sp in np.arange(spmin, spmax, intv):
|
| 2985 |
+
ltvals = list()
|
| 2986 |
+
gevals = list()
|
| 2987 |
+
for i in range(len(fd)):
|
| 2988 |
+
if fd[i] < sp:
|
| 2989 |
+
ltvals.append(tdata[i])
|
| 2990 |
+
else:
|
| 2991 |
+
gevals.append(tdata[i])
|
| 2992 |
+
|
| 2993 |
+
self.addListNumericData(ltvals, "spds") if tdst[1] == "num" else self.addListCatData(ltvals, "spds")
|
| 2994 |
+
lten = self.getAnyEntropy("spds", tdst[1], nbins)["entropy"]
|
| 2995 |
+
self.addListNumericData(gevals, "spds") if tdst[1] == "num" else self.addListCatData(gevals, "spds")
|
| 2996 |
+
geen = self.getAnyEntropy("spds", tdst[1], nbins)["entropy"]
|
| 2997 |
+
|
| 2998 |
+
#info gain
|
| 2999 |
+
ig = tentr - (len(ltvals) * lten / sz + len(gevals) * geen / sz)
|
| 3000 |
+
if maxig is None or ig > maxig:
|
| 3001 |
+
maxig = ig
|
| 3002 |
+
|
| 3003 |
+
pa = (ds, maxig)
|
| 3004 |
+
sfds.append(pa)
|
| 3005 |
+
else:
|
| 3006 |
+
fd = self.getCatData(ds)
|
| 3007 |
+
fds = set(fd)
|
| 3008 |
+
fdps = genPowerSet(fds)
|
| 3009 |
+
maxig = None
|
| 3010 |
+
|
| 3011 |
+
#iterate all subsets
|
| 3012 |
+
for s in fdps:
|
| 3013 |
+
if len(s) == len(fds):
|
| 3014 |
+
continue
|
| 3015 |
+
invals = list()
|
| 3016 |
+
exvals = list()
|
| 3017 |
+
for i in range(len(fd)):
|
| 3018 |
+
if fd[i] in s:
|
| 3019 |
+
invals.append(tdata[i])
|
| 3020 |
+
else:
|
| 3021 |
+
exvals.append(tdata[i])
|
| 3022 |
+
|
| 3023 |
+
self.addListNumericData(invals, "spds") if tdst[1] == "num" else self.addListCatData(invals, "spds")
|
| 3024 |
+
inen = self.getAnyEntropy("spds", tdst[1], nbins)["entropy"]
|
| 3025 |
+
self.addListNumericData(exvals, "spds") if tdst[1] == "num" else self.addListCatData(exvals, "spds")
|
| 3026 |
+
exen = self.getAnyEntropy("spds", tdst[1], nbins)["entropy"]
|
| 3027 |
+
|
| 3028 |
+
ig = tentr - (len(invals) * inen / sz + len(exvals) * exen / sz)
|
| 3029 |
+
if maxig is None or ig > maxig:
|
| 3030 |
+
maxig = ig
|
| 3031 |
+
|
| 3032 |
+
pa = (ds, maxig)
|
| 3033 |
+
sfds.append(pa)
|
| 3034 |
+
|
| 3035 |
+
#sort of info gain
|
| 3036 |
+
sfds.sort(key = lambda v : v[1], reverse = True)
|
| 3037 |
+
|
| 3038 |
+
result = self.__printResult("selFeatures", sfds[:nfeatures])
|
| 3039 |
+
return result
|
| 3040 |
+
|
| 3041 |
+
def __stackData(self, *dsl):
|
| 3042 |
+
"""
|
| 3043 |
+
stacks collumd to create matrix
|
| 3044 |
+
|
| 3045 |
+
Parameters
|
| 3046 |
+
dsl: data source list
|
| 3047 |
+
"""
|
| 3048 |
+
dlist = tuple(map(lambda ds : self.getNumericData(ds), dsl))
|
| 3049 |
+
self.ensureSameSize(dlist)
|
| 3050 |
+
dmat = np.column_stack(dlist)
|
| 3051 |
+
return dmat
|
| 3052 |
+
|
| 3053 |
+
def __printBanner(self, msg, *dsl):
|
| 3054 |
+
"""
|
| 3055 |
+
print banner for any function
|
| 3056 |
+
|
| 3057 |
+
Parameters
|
| 3058 |
+
msg: message
|
| 3059 |
+
dsl: list of data set name or list or numpy array
|
| 3060 |
+
"""
|
| 3061 |
+
tags = list(map(lambda ds : ds if type(ds) == str else "annoynymous", dsl))
|
| 3062 |
+
forData = " for data sets " if tags else ""
|
| 3063 |
+
msg = msg + forData + " ".join(tags)
|
| 3064 |
+
if self.verbose:
|
| 3065 |
+
print("\n== " + msg + " ==")
|
| 3066 |
+
|
| 3067 |
+
|
| 3068 |
+
def __printDone(self):
|
| 3069 |
+
"""
|
| 3070 |
+
print banner for any function
|
| 3071 |
+
"""
|
| 3072 |
+
if self.verbose:
|
| 3073 |
+
print("done")
|
| 3074 |
+
|
| 3075 |
+
def __printStat(self, stat, pvalue, nhMsg, ahMsg, sigLev=.05):
|
| 3076 |
+
"""
|
| 3077 |
+
generic stat and pvalue output
|
| 3078 |
+
|
| 3079 |
+
Parameters
|
| 3080 |
+
stat : stat value
|
| 3081 |
+
pvalue : p value
|
| 3082 |
+
nhMsg : null hypothesis violation message
|
| 3083 |
+
ahMsg : null hypothesis message
|
| 3084 |
+
sigLev : significance level
|
| 3085 |
+
"""
|
| 3086 |
+
if self.verbose:
|
| 3087 |
+
print("\ntest result:")
|
| 3088 |
+
print("stat: {:.3f}".format(stat))
|
| 3089 |
+
print("pvalue: {:.3f}".format(pvalue))
|
| 3090 |
+
print("significance level: {:.3f}".format(sigLev))
|
| 3091 |
+
print(nhMsg if pvalue > sigLev else ahMsg)
|
| 3092 |
+
|
| 3093 |
+
def __printResult(self, *values):
|
| 3094 |
+
"""
|
| 3095 |
+
print results
|
| 3096 |
+
|
| 3097 |
+
Parameters
|
| 3098 |
+
values : flattened kay and value pairs
|
| 3099 |
+
"""
|
| 3100 |
+
result = dict()
|
| 3101 |
+
assert len(values) % 2 == 0, "key value list should have even number of items"
|
| 3102 |
+
for i in range(0, len(values), 2):
|
| 3103 |
+
result[values[i]] = values[i+1]
|
| 3104 |
+
if self.verbose:
|
| 3105 |
+
print("result details:")
|
| 3106 |
+
self.pp.pprint(result)
|
| 3107 |
+
return result
|
| 3108 |
+
|
| 3109 |
+
def __getBasicStats(self, data):
|
| 3110 |
+
"""
|
| 3111 |
+
get mean and std dev
|
| 3112 |
+
|
| 3113 |
+
Parameters
|
| 3114 |
+
data : numpy array
|
| 3115 |
+
"""
|
| 3116 |
+
mean = np.average(data)
|
| 3117 |
+
sd = np.std(data)
|
| 3118 |
+
r = (mean, sd, np.max(data), np.min(data))
|
| 3119 |
+
return r
|
| 3120 |
+
|
| 3121 |
+
|
matumizi/mcsim.py
ADDED
|
@@ -0,0 +1,552 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
| 1 |
+
#!/usr/local/bin/python3
|
| 2 |
+
|
| 3 |
+
# avenir-python: Machine Learning
|
| 4 |
+
# Author: Pranab Ghosh
|
| 5 |
+
#
|
| 6 |
+
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
| 7 |
+
# may not use this file except in compliance with the License. You may
|
| 8 |
+
# obtain a copy of the License at
|
| 9 |
+
#
|
| 10 |
+
# http://www.apache.org/licenses/LICENSE-2.0
|
| 11 |
+
#
|
| 12 |
+
# Unless required by applicable law or agreed to in writing, software
|
| 13 |
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
| 14 |
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
| 15 |
+
# implied. See the License for the specific language governing
|
| 16 |
+
# permissions and limitations under the License.
|
| 17 |
+
|
| 18 |
+
# Package imports
|
| 19 |
+
import os
|
| 20 |
+
import sys
|
| 21 |
+
import matplotlib.pyplot as plt
|
| 22 |
+
import numpy as np
|
| 23 |
+
import matplotlib
|
| 24 |
+
import random
|
| 25 |
+
import jprops
|
| 26 |
+
import statistics
|
| 27 |
+
from matplotlib import pyplot
|
| 28 |
+
from .util import *
|
| 29 |
+
from .mlutil import *
|
| 30 |
+
from .sampler import *
|
| 31 |
+
|
| 32 |
+
class MonteCarloSimulator(object):
|
| 33 |
+
"""
|
| 34 |
+
monte carlo simulator for intergation, various statistic for complex fumctions
|
| 35 |
+
"""
|
| 36 |
+
def __init__(self, numIter, callback, logFilePath, logLevName):
|
| 37 |
+
"""
|
| 38 |
+
constructor
|
| 39 |
+
|
| 40 |
+
Parameters
|
| 41 |
+
numIter :num of iterations
|
| 42 |
+
callback : call back method
|
| 43 |
+
logFilePath : log file path
|
| 44 |
+
logLevName : log level
|
| 45 |
+
"""
|
| 46 |
+
self.samplers = list()
|
| 47 |
+
self.numIter = numIter;
|
| 48 |
+
self.callback = callback
|
| 49 |
+
self.extraArgs = None
|
| 50 |
+
self.output = list()
|
| 51 |
+
self.sum = None
|
| 52 |
+
self.mean = None
|
| 53 |
+
self.sd = None
|
| 54 |
+
self.replSamplers = dict()
|
| 55 |
+
self.prSamples = None
|
| 56 |
+
|
| 57 |
+
self.logger = None
|
| 58 |
+
if logFilePath is not None:
|
| 59 |
+
self.logger = createLogger(__name__, logFilePath, logLevName)
|
| 60 |
+
self.logger.info("******** stating new session of MonteCarloSimulator")
|
| 61 |
+
|
| 62 |
+
|
| 63 |
+
def registerBernoulliTrialSampler(self, pr):
|
| 64 |
+
"""
|
| 65 |
+
bernoulli trial sampler
|
| 66 |
+
|
| 67 |
+
Parameters
|
| 68 |
+
pr : probability
|
| 69 |
+
"""
|
| 70 |
+
self.samplers.append(BernoulliTrialSampler(pr))
|
| 71 |
+
|
| 72 |
+
def registerPoissonSampler(self, rateOccur, maxSamp):
|
| 73 |
+
"""
|
| 74 |
+
poisson sampler
|
| 75 |
+
|
| 76 |
+
Parameters
|
| 77 |
+
rateOccur : rate of occurence
|
| 78 |
+
maxSamp : max limit on no of samples
|
| 79 |
+
"""
|
| 80 |
+
self.samplers.append(PoissonSampler(rateOccur, maxSamp))
|
| 81 |
+
|
| 82 |
+
def registerUniformSampler(self, minv, maxv):
|
| 83 |
+
"""
|
| 84 |
+
uniform sampler
|
| 85 |
+
|
| 86 |
+
Parameters
|
| 87 |
+
minv : min value
|
| 88 |
+
maxv : max value
|
| 89 |
+
"""
|
| 90 |
+
self.samplers.append(UniformNumericSampler(minv, maxv))
|
| 91 |
+
|
| 92 |
+
def registerTriangularSampler(self, min, max, vertexValue, vertexPos=None):
|
| 93 |
+
"""
|
| 94 |
+
triangular sampler
|
| 95 |
+
|
| 96 |
+
Parameters
|
| 97 |
+
xmin : min value
|
| 98 |
+
xmax : max value
|
| 99 |
+
vertexValue : distr value at vertex
|
| 100 |
+
vertexPos : vertex pposition
|
| 101 |
+
"""
|
| 102 |
+
self.samplers.append(TriangularRejectSampler(min, max, vertexValue, vertexPos))
|
| 103 |
+
|
| 104 |
+
def registerGaussianSampler(self, mean, sd):
|
| 105 |
+
"""
|
| 106 |
+
gaussian sampler
|
| 107 |
+
|
| 108 |
+
Parameters
|
| 109 |
+
mean : mean
|
| 110 |
+
sd : std deviation
|
| 111 |
+
"""
|
| 112 |
+
self.samplers.append(GaussianRejectSampler(mean, sd))
|
| 113 |
+
|
| 114 |
+
def registerNormalSampler(self, mean, sd):
|
| 115 |
+
"""
|
| 116 |
+
gaussian sampler using numpy
|
| 117 |
+
|
| 118 |
+
Parameters
|
| 119 |
+
mean : mean
|
| 120 |
+
sd : std deviation
|
| 121 |
+
"""
|
| 122 |
+
self.samplers.append(NormalSampler(mean, sd))
|
| 123 |
+
|
| 124 |
+
def registerLogNormalSampler(self, mean, sd):
|
| 125 |
+
"""
|
| 126 |
+
log normal sampler using numpy
|
| 127 |
+
|
| 128 |
+
Parameters
|
| 129 |
+
mean : mean
|
| 130 |
+
sd : std deviation
|
| 131 |
+
"""
|
| 132 |
+
self.samplers.append(LogNormalSampler(mean, sd))
|
| 133 |
+
|
| 134 |
+
def registerParetoSampler(self, mode, shape):
|
| 135 |
+
"""
|
| 136 |
+
pareto sampler using numpy
|
| 137 |
+
|
| 138 |
+
Parameters
|
| 139 |
+
mode : mode
|
| 140 |
+
shape : shape
|
| 141 |
+
"""
|
| 142 |
+
self.samplers.append(ParetoSampler(mode, shape))
|
| 143 |
+
|
| 144 |
+
def registerGammaSampler(self, shape, scale):
|
| 145 |
+
"""
|
| 146 |
+
gamma sampler using numpy
|
| 147 |
+
|
| 148 |
+
Parameters
|
| 149 |
+
shape : shape
|
| 150 |
+
scale : scale
|
| 151 |
+
"""
|
| 152 |
+
self.samplers.append(GammaSampler(shape, scale))
|
| 153 |
+
|
| 154 |
+
def registerDiscreteRejectSampler(self, xmin, xmax, step, *values):
|
| 155 |
+
"""
|
| 156 |
+
disccrete int sampler
|
| 157 |
+
|
| 158 |
+
Parameters
|
| 159 |
+
xmin : min value
|
| 160 |
+
xmax : max value
|
| 161 |
+
step : discrete step
|
| 162 |
+
values : distr values
|
| 163 |
+
"""
|
| 164 |
+
self.samplers.append(DiscreteRejectSampler(xmin, xmax, step, *values))
|
| 165 |
+
|
| 166 |
+
def registerNonParametricSampler(self, minv, binWidth, *values):
|
| 167 |
+
"""
|
| 168 |
+
nonparametric sampler
|
| 169 |
+
|
| 170 |
+
Parameters
|
| 171 |
+
xmin : min value
|
| 172 |
+
binWidth : bin width
|
| 173 |
+
values : distr values
|
| 174 |
+
"""
|
| 175 |
+
sampler = NonParamRejectSampler(minv, binWidth, *values)
|
| 176 |
+
sampler.sampleAsFloat()
|
| 177 |
+
self.samplers.append(sampler)
|
| 178 |
+
|
| 179 |
+
def registerMultiVarNormalSampler(self, numVar, *values):
|
| 180 |
+
"""
|
| 181 |
+
multi var gaussian sampler using numpy
|
| 182 |
+
|
| 183 |
+
Parameters
|
| 184 |
+
numVar : no of variables
|
| 185 |
+
values : numVar mean values followed by numVar x numVar values for covar matrix
|
| 186 |
+
"""
|
| 187 |
+
self.samplers.append(MultiVarNormalSampler(numVar, *values))
|
| 188 |
+
|
| 189 |
+
def registerJointNonParamRejectSampler(self, xmin, xbinWidth, xnbin, ymin, ybinWidth, ynbin, *values):
|
| 190 |
+
"""
|
| 191 |
+
joint nonparametric sampler
|
| 192 |
+
|
| 193 |
+
Parameters
|
| 194 |
+
xmin : min value for x
|
| 195 |
+
xbinWidth : bin width for x
|
| 196 |
+
xnbin : no of bins for x
|
| 197 |
+
ymin : min value for y
|
| 198 |
+
ybinWidth : bin width for y
|
| 199 |
+
ynbin : no of bins for y
|
| 200 |
+
values : distr values
|
| 201 |
+
"""
|
| 202 |
+
self.samplers.append(JointNonParamRejectSampler(xmin, xbinWidth, xnbin, ymin, ybinWidth, ynbin, *values))
|
| 203 |
+
|
| 204 |
+
def registerRangePermutationSampler(self, minv, maxv, *numShuffles):
|
| 205 |
+
"""
|
| 206 |
+
permutation sampler with range
|
| 207 |
+
|
| 208 |
+
Parameters
|
| 209 |
+
minv : min of range
|
| 210 |
+
maxv : max of range
|
| 211 |
+
numShuffles : no of shuffles or range of no of shuffles
|
| 212 |
+
"""
|
| 213 |
+
self.samplers.append(PermutationSampler.createSamplerWithRange(minv, maxv, *numShuffles))
|
| 214 |
+
|
| 215 |
+
def registerValuesPermutationSampler(self, values, *numShuffles):
|
| 216 |
+
"""
|
| 217 |
+
permutation sampler with values
|
| 218 |
+
|
| 219 |
+
Parameters
|
| 220 |
+
values : list data
|
| 221 |
+
numShuffles : no of shuffles or range of no of shuffles
|
| 222 |
+
"""
|
| 223 |
+
self.samplers.append(PermutationSampler.createSamplerWithValues(values, *numShuffles))
|
| 224 |
+
|
| 225 |
+
def registerNormalSamplerWithTrendCycle(self, mean, stdDev, trend, cycle, step=1):
|
| 226 |
+
"""
|
| 227 |
+
normal sampler with trend and cycle
|
| 228 |
+
|
| 229 |
+
Parameters
|
| 230 |
+
mean : mean
|
| 231 |
+
stdDev : std deviation
|
| 232 |
+
dmean : trend delta
|
| 233 |
+
cycle : cycle values wrt base mean
|
| 234 |
+
step : adjustment step for cycle and trend
|
| 235 |
+
"""
|
| 236 |
+
self.samplers.append(NormalSamplerWithTrendCycle(mean, stdDev, trend, cycle, step))
|
| 237 |
+
|
| 238 |
+
def registerCustomSampler(self, sampler):
|
| 239 |
+
"""
|
| 240 |
+
eventsampler
|
| 241 |
+
|
| 242 |
+
Parameters
|
| 243 |
+
sampler : sampler with sample() method
|
| 244 |
+
"""
|
| 245 |
+
self.samplers.append(sampler)
|
| 246 |
+
|
| 247 |
+
def registerEventSampler(self, intvSampler, valSampler=None):
|
| 248 |
+
"""
|
| 249 |
+
event sampler
|
| 250 |
+
|
| 251 |
+
Parameters
|
| 252 |
+
intvSampler : interval sampler
|
| 253 |
+
valSampler : value sampler
|
| 254 |
+
"""
|
| 255 |
+
self.samplers.append(EventSampler(intvSampler, valSampler))
|
| 256 |
+
|
| 257 |
+
def registerMetropolitanSampler(self, propStdDev, minv, binWidth, values):
|
| 258 |
+
"""
|
| 259 |
+
metropolitan sampler
|
| 260 |
+
|
| 261 |
+
Parameters
|
| 262 |
+
propStdDev : proposal distr std dev
|
| 263 |
+
minv : min domain value for target distr
|
| 264 |
+
binWidth : bin width
|
| 265 |
+
values : target distr values
|
| 266 |
+
"""
|
| 267 |
+
self.samplers.append(MetropolitanSampler(propStdDev, minv, binWidth, values))
|
| 268 |
+
|
| 269 |
+
def setSampler(self, var, iter, sampler):
|
| 270 |
+
"""
|
| 271 |
+
set sampler for some variable when iteration reaches certain point
|
| 272 |
+
|
| 273 |
+
Parameters
|
| 274 |
+
var : sampler index
|
| 275 |
+
iter : iteration count
|
| 276 |
+
sampler : new sampler
|
| 277 |
+
"""
|
| 278 |
+
key = (var, iter)
|
| 279 |
+
self.replSamplers[key] = sampler
|
| 280 |
+
|
| 281 |
+
def registerExtraArgs(self, *args):
|
| 282 |
+
"""
|
| 283 |
+
extra args
|
| 284 |
+
|
| 285 |
+
Parameters
|
| 286 |
+
args : extra argument list
|
| 287 |
+
"""
|
| 288 |
+
self.extraArgs = args
|
| 289 |
+
|
| 290 |
+
def replSampler(self, iter):
|
| 291 |
+
"""
|
| 292 |
+
replace samper for this iteration
|
| 293 |
+
|
| 294 |
+
Parameters
|
| 295 |
+
iter : iteration number
|
| 296 |
+
"""
|
| 297 |
+
if len(self.replSamplers) > 0:
|
| 298 |
+
for v in range(self.numVars):
|
| 299 |
+
key = (v, iter)
|
| 300 |
+
if key in self.replSamplers:
|
| 301 |
+
sampler = self.replSamplers[key]
|
| 302 |
+
self.samplers[v] = sampler
|
| 303 |
+
|
| 304 |
+
def run(self):
|
| 305 |
+
"""
|
| 306 |
+
run simulator
|
| 307 |
+
"""
|
| 308 |
+
self.sum = None
|
| 309 |
+
self.mean = None
|
| 310 |
+
self.sd = None
|
| 311 |
+
self.numVars = len(self.samplers)
|
| 312 |
+
vOut = 0
|
| 313 |
+
|
| 314 |
+
#print(formatAny(self.numIter, "num iterations"))
|
| 315 |
+
for i in range(self.numIter):
|
| 316 |
+
self.replSampler(i)
|
| 317 |
+
args = list()
|
| 318 |
+
for s in self.samplers:
|
| 319 |
+
arg = s.sample()
|
| 320 |
+
if type(arg) is list:
|
| 321 |
+
args.extend(arg)
|
| 322 |
+
else:
|
| 323 |
+
args.append(arg)
|
| 324 |
+
|
| 325 |
+
slen = len(args)
|
| 326 |
+
if self.extraArgs:
|
| 327 |
+
args.extend(self.extraArgs)
|
| 328 |
+
args.append(self)
|
| 329 |
+
args.append(i)
|
| 330 |
+
vOut = self.callback(args)
|
| 331 |
+
self.output.append(vOut)
|
| 332 |
+
self.prSamples = args[:slen]
|
| 333 |
+
|
| 334 |
+
def getOutput(self):
|
| 335 |
+
"""
|
| 336 |
+
get raw output
|
| 337 |
+
"""
|
| 338 |
+
return self.output
|
| 339 |
+
|
| 340 |
+
def setOutput(self, values):
|
| 341 |
+
"""
|
| 342 |
+
set raw output
|
| 343 |
+
|
| 344 |
+
Parameters
|
| 345 |
+
values : output values
|
| 346 |
+
"""
|
| 347 |
+
self.output = values
|
| 348 |
+
self.numIter = len(values)
|
| 349 |
+
|
| 350 |
+
def drawHist(self, myTitle, myXlabel, myYlabel):
|
| 351 |
+
"""
|
| 352 |
+
draw histogram
|
| 353 |
+
|
| 354 |
+
Parameters
|
| 355 |
+
myTitle : title
|
| 356 |
+
myXlabel : label for x
|
| 357 |
+
myYlabel : label for y
|
| 358 |
+
"""
|
| 359 |
+
pyplot.hist(self.output, density=True)
|
| 360 |
+
pyplot.title(myTitle)
|
| 361 |
+
pyplot.xlabel(myXlabel)
|
| 362 |
+
pyplot.ylabel(myYlabel)
|
| 363 |
+
pyplot.show()
|
| 364 |
+
|
| 365 |
+
def getSum(self):
|
| 366 |
+
"""
|
| 367 |
+
get sum
|
| 368 |
+
"""
|
| 369 |
+
if not self.sum:
|
| 370 |
+
self.sum = sum(self.output)
|
| 371 |
+
return self.sum
|
| 372 |
+
|
| 373 |
+
def getMean(self):
|
| 374 |
+
"""
|
| 375 |
+
get average
|
| 376 |
+
"""
|
| 377 |
+
if self.mean is None:
|
| 378 |
+
self.mean = statistics.mean(self.output)
|
| 379 |
+
return self.mean
|
| 380 |
+
|
| 381 |
+
def getStdDev(self):
|
| 382 |
+
"""
|
| 383 |
+
get std dev
|
| 384 |
+
"""
|
| 385 |
+
if self.sd is None:
|
| 386 |
+
self.sd = statistics.stdev(self.output, xbar=self.mean) if self.mean else statistics.stdev(self.output)
|
| 387 |
+
return self.sd
|
| 388 |
+
|
| 389 |
+
|
| 390 |
+
def getMedian(self):
|
| 391 |
+
"""
|
| 392 |
+
get average
|
| 393 |
+
"""
|
| 394 |
+
med = statistics.median(self.output)
|
| 395 |
+
return med
|
| 396 |
+
|
| 397 |
+
def getMax(self):
|
| 398 |
+
"""
|
| 399 |
+
get max
|
| 400 |
+
"""
|
| 401 |
+
return max(self.output)
|
| 402 |
+
|
| 403 |
+
def getMin(self):
|
| 404 |
+
"""
|
| 405 |
+
get min
|
| 406 |
+
"""
|
| 407 |
+
return min(self.output)
|
| 408 |
+
|
| 409 |
+
def getIntegral(self, bounds):
|
| 410 |
+
"""
|
| 411 |
+
integral
|
| 412 |
+
|
| 413 |
+
Parameters
|
| 414 |
+
bounds : bound on sum
|
| 415 |
+
"""
|
| 416 |
+
if not self.sum:
|
| 417 |
+
self.sum = sum(self.output)
|
| 418 |
+
return self.sum * bounds / self.numIter
|
| 419 |
+
|
| 420 |
+
def getLowerTailStat(self, zvalue, numIntPoints=50):
|
| 421 |
+
"""
|
| 422 |
+
get lower tail stat
|
| 423 |
+
|
| 424 |
+
Parameters
|
| 425 |
+
zvalue : zscore upper bound
|
| 426 |
+
numIntPoints : no of interpolation point for cum distribution
|
| 427 |
+
"""
|
| 428 |
+
mean = self.getMean()
|
| 429 |
+
sd = self.getStdDev()
|
| 430 |
+
tailStart = self.getMin()
|
| 431 |
+
tailEnd = mean - zvalue * sd
|
| 432 |
+
cvaCounts = self.cumDistr(tailStart, tailEnd, numIntPoints)
|
| 433 |
+
|
| 434 |
+
reqConf = floatRange(0.0, 0.150, .01)
|
| 435 |
+
msg = "p value outside interpolation range, reduce zvalue and try again {:.5f} {:.5f}".format(reqConf[-1], cvaCounts[-1][1])
|
| 436 |
+
assert reqConf[-1] < cvaCounts[-1][1], msg
|
| 437 |
+
critValues = self.interpolateCritValues(reqConf, cvaCounts, True, tailStart, tailEnd)
|
| 438 |
+
return critValues
|
| 439 |
+
|
| 440 |
+
def getPercentile(self, cvalue):
|
| 441 |
+
"""
|
| 442 |
+
percentile
|
| 443 |
+
|
| 444 |
+
Parameters
|
| 445 |
+
cvalue : value for percentile
|
| 446 |
+
"""
|
| 447 |
+
count = 0
|
| 448 |
+
for v in self.output:
|
| 449 |
+
if v < cvalue:
|
| 450 |
+
count += 1
|
| 451 |
+
percent = int(count * 100.0 / self.numIter)
|
| 452 |
+
return percent
|
| 453 |
+
|
| 454 |
+
|
| 455 |
+
def getCritValue(self, pvalue):
|
| 456 |
+
"""
|
| 457 |
+
critical value for probabaility threshold
|
| 458 |
+
|
| 459 |
+
Parameters
|
| 460 |
+
pvalue : pvalue
|
| 461 |
+
"""
|
| 462 |
+
assertWithinRange(pvalue, 0.0, 1.0, "invalid probabaility value")
|
| 463 |
+
svalues = self.output.sorted()
|
| 464 |
+
ppval = None
|
| 465 |
+
cpval = None
|
| 466 |
+
intv = 1.0 / (self.numIter - 1)
|
| 467 |
+
for i in range(self.numIter - 1):
|
| 468 |
+
cpval = (i + 1) / self.numIter
|
| 469 |
+
if cpval > pvalue:
|
| 470 |
+
sl = svalues[i] - svalues[i-1]
|
| 471 |
+
cval = svalues[i-1] + sl * (pvalue - ppval)
|
| 472 |
+
break
|
| 473 |
+
ppval = cpval
|
| 474 |
+
return cval
|
| 475 |
+
|
| 476 |
+
|
| 477 |
+
def getUpperTailStat(self, zvalue, numIntPoints=50):
|
| 478 |
+
"""
|
| 479 |
+
upper tail stat
|
| 480 |
+
|
| 481 |
+
Parameters
|
| 482 |
+
zvalue : zscore upper bound
|
| 483 |
+
numIntPoints : no of interpolation point for cum distribution
|
| 484 |
+
"""
|
| 485 |
+
mean = self.getMean()
|
| 486 |
+
sd = self.getStdDev()
|
| 487 |
+
tailStart = mean + zvalue * sd
|
| 488 |
+
tailEnd = self.getMax()
|
| 489 |
+
cvaCounts = self.cumDistr(tailStart, tailEnd, numIntPoints)
|
| 490 |
+
|
| 491 |
+
reqConf = floatRange(0.85, 1.0, .01)
|
| 492 |
+
msg = "p value outside interpolation range, reduce zvalue and try again {:.5f} {:.5f}".format(reqConf[0], cvaCounts[0][1])
|
| 493 |
+
assert reqConf[0] > cvaCounts[0][1], msg
|
| 494 |
+
critValues = self.interpolateCritValues(reqConf, cvaCounts, False, tailStart, tailEnd)
|
| 495 |
+
return critValues
|
| 496 |
+
|
| 497 |
+
def cumDistr(self, tailStart, tailEnd, numIntPoints):
|
| 498 |
+
"""
|
| 499 |
+
cumulative distribution at tail
|
| 500 |
+
|
| 501 |
+
Parameters
|
| 502 |
+
tailStart : tail start
|
| 503 |
+
tailEnd : tail end
|
| 504 |
+
numIntPoints : no of interpolation points
|
| 505 |
+
"""
|
| 506 |
+
delta = (tailEnd - tailStart) / numIntPoints
|
| 507 |
+
cvalues = floatRange(tailStart, tailEnd, delta)
|
| 508 |
+
cvaCounts = list()
|
| 509 |
+
for cv in cvalues:
|
| 510 |
+
count = 0
|
| 511 |
+
for v in self.output:
|
| 512 |
+
if v < cv:
|
| 513 |
+
count += 1
|
| 514 |
+
p = (cv, count/self.numIter)
|
| 515 |
+
if self.logger is not None:
|
| 516 |
+
self.logger.info("{:.3f} {:.3f}".format(p[0], p[1]))
|
| 517 |
+
cvaCounts.append(p)
|
| 518 |
+
return cvaCounts
|
| 519 |
+
|
| 520 |
+
def interpolateCritValues(self, reqConf, cvaCounts, lowertTail, tailStart, tailEnd):
|
| 521 |
+
"""
|
| 522 |
+
interpolate for spefici confidence limits
|
| 523 |
+
|
| 524 |
+
Parameters
|
| 525 |
+
reqConf : confidence level values
|
| 526 |
+
cvaCounts : cum values
|
| 527 |
+
lowertTail : True if lower tail
|
| 528 |
+
tailStart ; tail start
|
| 529 |
+
tailEnd : tail end
|
| 530 |
+
"""
|
| 531 |
+
critValues = list()
|
| 532 |
+
if self.logger is not None:
|
| 533 |
+
self.logger.info("target conf limit " + str(reqConf))
|
| 534 |
+
reqConfSub = reqConf[1:] if lowertTail else reqConf[:-1]
|
| 535 |
+
for rc in reqConfSub:
|
| 536 |
+
for i in range(len(cvaCounts) -1):
|
| 537 |
+
if rc >= cvaCounts[i][1] and rc < cvaCounts[i+1][1]:
|
| 538 |
+
#print("interpoltate between " + str(cvaCounts[i]) + " and " + str(cvaCounts[i+1]))
|
| 539 |
+
slope = (cvaCounts[i+1][0] - cvaCounts[i][0]) / (cvaCounts[i+1][1] - cvaCounts[i][1])
|
| 540 |
+
cval = cvaCounts[i][0] + slope * (rc - cvaCounts[i][1])
|
| 541 |
+
p = (rc, cval)
|
| 542 |
+
if self.logger is not None:
|
| 543 |
+
self.logger.debug("interpolated crit values {:.3f} {:.3f}".format(p[0], p[1]))
|
| 544 |
+
critValues.append(p)
|
| 545 |
+
break
|
| 546 |
+
if lowertTail:
|
| 547 |
+
p = (0.0, tailStart)
|
| 548 |
+
critValues.insert(0, p)
|
| 549 |
+
else:
|
| 550 |
+
p = (1.0, tailEnd)
|
| 551 |
+
critValues.append(p)
|
| 552 |
+
return critValues
|
matumizi/mlutil.py
ADDED
|
@@ -0,0 +1,1500 @@
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|
| 1 |
+
#!/usr/local/bin/python3
|
| 2 |
+
|
| 3 |
+
# avenir-python: Machine Learning
|
| 4 |
+
# Author: Pranab Ghosh
|
| 5 |
+
#
|
| 6 |
+
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
| 7 |
+
# may not use this file except in compliance with the License. You may
|
| 8 |
+
# obtain a copy of the License at
|
| 9 |
+
#
|
| 10 |
+
# http://www.apache.org/licenses/LICENSE-2.0
|
| 11 |
+
#
|
| 12 |
+
# Unless required by applicable law or agreed to in writing, software
|
| 13 |
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
| 14 |
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
| 15 |
+
# implied. See the License for the specific language governing
|
| 16 |
+
# permissions and limitations under the License.
|
| 17 |
+
|
| 18 |
+
# Package imports
|
| 19 |
+
import os
|
| 20 |
+
import sys
|
| 21 |
+
import numpy as np
|
| 22 |
+
from sklearn import preprocessing
|
| 23 |
+
from sklearn import metrics
|
| 24 |
+
from sklearn.datasets import make_blobs
|
| 25 |
+
from sklearn.datasets import make_classification
|
| 26 |
+
import random
|
| 27 |
+
from math import *
|
| 28 |
+
from decimal import Decimal
|
| 29 |
+
import statistics
|
| 30 |
+
import jprops
|
| 31 |
+
from Levenshtein import distance as ld
|
| 32 |
+
from .util import *
|
| 33 |
+
from .sampler import *
|
| 34 |
+
|
| 35 |
+
class Configuration:
|
| 36 |
+
"""
|
| 37 |
+
Configuration management. Supports default value, mandatory value and typed value.
|
| 38 |
+
"""
|
| 39 |
+
def __init__(self, configFile, defValues, verbose=False):
|
| 40 |
+
"""
|
| 41 |
+
initializer
|
| 42 |
+
|
| 43 |
+
Parameters
|
| 44 |
+
configFile : config file path
|
| 45 |
+
defValues : dictionary of default values
|
| 46 |
+
verbose : verbosity flag
|
| 47 |
+
"""
|
| 48 |
+
configs = {}
|
| 49 |
+
with open(configFile) as fp:
|
| 50 |
+
for key, value in jprops.iter_properties(fp):
|
| 51 |
+
configs[key] = value
|
| 52 |
+
self.configs = configs
|
| 53 |
+
self.defValues = defValues
|
| 54 |
+
self.verbose = verbose
|
| 55 |
+
|
| 56 |
+
def override(self, configFile):
|
| 57 |
+
"""
|
| 58 |
+
over ride configuration from file
|
| 59 |
+
|
| 60 |
+
Parameters
|
| 61 |
+
configFile : override config file path
|
| 62 |
+
"""
|
| 63 |
+
with open(configFile) as fp:
|
| 64 |
+
for key, value in jprops.iter_properties(fp):
|
| 65 |
+
self.configs[key] = value
|
| 66 |
+
|
| 67 |
+
|
| 68 |
+
def setParam(self, name, value):
|
| 69 |
+
"""
|
| 70 |
+
override individual configuration
|
| 71 |
+
|
| 72 |
+
Parameters
|
| 73 |
+
name : config param name
|
| 74 |
+
value : config param value
|
| 75 |
+
"""
|
| 76 |
+
self.configs[name] = value
|
| 77 |
+
|
| 78 |
+
|
| 79 |
+
def getStringConfig(self, name):
|
| 80 |
+
"""
|
| 81 |
+
get string param
|
| 82 |
+
|
| 83 |
+
Parameters
|
| 84 |
+
name : config param name
|
| 85 |
+
"""
|
| 86 |
+
if self.isNone(name):
|
| 87 |
+
val = (None, False)
|
| 88 |
+
elif self.isDefault(name):
|
| 89 |
+
val = (self.handleDefault(name), True)
|
| 90 |
+
else:
|
| 91 |
+
val = (self.configs[name], False)
|
| 92 |
+
if self.verbose:
|
| 93 |
+
print( "{} {} {}".format(name, self.configs[name], val[0]))
|
| 94 |
+
return val
|
| 95 |
+
|
| 96 |
+
|
| 97 |
+
def getIntConfig(self, name):
|
| 98 |
+
"""
|
| 99 |
+
get int param
|
| 100 |
+
|
| 101 |
+
Parameters
|
| 102 |
+
name : config param name
|
| 103 |
+
"""
|
| 104 |
+
#print "%s %s" %(name,self.configs[name])
|
| 105 |
+
if self.isNone(name):
|
| 106 |
+
val = (None, False)
|
| 107 |
+
elif self.isDefault(name):
|
| 108 |
+
val = (self.handleDefault(name), True)
|
| 109 |
+
else:
|
| 110 |
+
val = (int(self.configs[name]), False)
|
| 111 |
+
if self.verbose:
|
| 112 |
+
print( "{} {} {}".format(name, self.configs[name], val[0]))
|
| 113 |
+
return val
|
| 114 |
+
|
| 115 |
+
|
| 116 |
+
def getFloatConfig(self, name):
|
| 117 |
+
"""
|
| 118 |
+
get float param
|
| 119 |
+
|
| 120 |
+
Parameters
|
| 121 |
+
name : config param name
|
| 122 |
+
"""
|
| 123 |
+
#print "%s %s" %(name,self.configs[name])
|
| 124 |
+
if self.isNone(name):
|
| 125 |
+
val = (None, False)
|
| 126 |
+
elif self.isDefault(name):
|
| 127 |
+
val = (self.handleDefault(name), True)
|
| 128 |
+
else:
|
| 129 |
+
val = (float(self.configs[name]), False)
|
| 130 |
+
if self.verbose:
|
| 131 |
+
print( "{} {} {:06.3f}".format(name, self.configs[name], val[0]))
|
| 132 |
+
return val
|
| 133 |
+
|
| 134 |
+
|
| 135 |
+
def getBooleanConfig(self, name):
|
| 136 |
+
"""
|
| 137 |
+
#get boolean param
|
| 138 |
+
|
| 139 |
+
Parameters
|
| 140 |
+
name : config param name
|
| 141 |
+
"""
|
| 142 |
+
if self.isNone(name):
|
| 143 |
+
val = (None, False)
|
| 144 |
+
elif self.isDefault(name):
|
| 145 |
+
val = (self.handleDefault(name), True)
|
| 146 |
+
else:
|
| 147 |
+
bVal = self.configs[name].lower() == "true"
|
| 148 |
+
val = (bVal, False)
|
| 149 |
+
if self.verbose:
|
| 150 |
+
print( "{} {} {}".format(name, self.configs[name], val[0]))
|
| 151 |
+
return val
|
| 152 |
+
|
| 153 |
+
|
| 154 |
+
def getIntListConfig(self, name, delim=","):
|
| 155 |
+
"""
|
| 156 |
+
get int list param
|
| 157 |
+
|
| 158 |
+
Parameters
|
| 159 |
+
name : config param name
|
| 160 |
+
delim : delemeter
|
| 161 |
+
"""
|
| 162 |
+
if self.isNone(name):
|
| 163 |
+
val = (None, False)
|
| 164 |
+
elif self.isDefault(name):
|
| 165 |
+
val = (self.handleDefault(name), True)
|
| 166 |
+
else:
|
| 167 |
+
delSepStr = self.getStringConfig(name)
|
| 168 |
+
|
| 169 |
+
#specified as range
|
| 170 |
+
intList = strListOrRangeToIntArray(delSepStr[0])
|
| 171 |
+
val =(intList, delSepStr[1])
|
| 172 |
+
return val
|
| 173 |
+
|
| 174 |
+
def getFloatListConfig(self, name, delim=","):
|
| 175 |
+
"""
|
| 176 |
+
get float list param
|
| 177 |
+
|
| 178 |
+
Parameters
|
| 179 |
+
name : config param name
|
| 180 |
+
delim : delemeter
|
| 181 |
+
"""
|
| 182 |
+
delSepStr = self.getStringConfig(name)
|
| 183 |
+
if self.isNone(name):
|
| 184 |
+
val = (None, False)
|
| 185 |
+
elif self.isDefault(name):
|
| 186 |
+
val = (self.handleDefault(name), True)
|
| 187 |
+
else:
|
| 188 |
+
flList = strToFloatArray(delSepStr[0], delim)
|
| 189 |
+
val =(flList, delSepStr[1])
|
| 190 |
+
return val
|
| 191 |
+
|
| 192 |
+
|
| 193 |
+
def getStringListConfig(self, name, delim=","):
|
| 194 |
+
"""
|
| 195 |
+
get string list param
|
| 196 |
+
|
| 197 |
+
Parameters
|
| 198 |
+
name : config param name
|
| 199 |
+
delim : delemeter
|
| 200 |
+
"""
|
| 201 |
+
delSepStr = self.getStringConfig(name)
|
| 202 |
+
if self.isNone(name):
|
| 203 |
+
val = (None, False)
|
| 204 |
+
elif self.isDefault(name):
|
| 205 |
+
val = (self.handleDefault(name), True)
|
| 206 |
+
else:
|
| 207 |
+
strList = delSepStr[0].split(delim)
|
| 208 |
+
val = (strList, delSepStr[1])
|
| 209 |
+
return val
|
| 210 |
+
|
| 211 |
+
def handleDefault(self, name):
|
| 212 |
+
"""
|
| 213 |
+
handles default
|
| 214 |
+
|
| 215 |
+
Parameters
|
| 216 |
+
name : config param name
|
| 217 |
+
"""
|
| 218 |
+
dVal = self.defValues[name]
|
| 219 |
+
if (dVal[1] is None):
|
| 220 |
+
val = dVal[0]
|
| 221 |
+
else:
|
| 222 |
+
raise ValueError(dVal[1])
|
| 223 |
+
return val
|
| 224 |
+
|
| 225 |
+
|
| 226 |
+
def isNone(self, name):
|
| 227 |
+
"""
|
| 228 |
+
true is value is None
|
| 229 |
+
|
| 230 |
+
Parameters
|
| 231 |
+
name : config param name
|
| 232 |
+
"""
|
| 233 |
+
return self.configs[name].lower() == "none"
|
| 234 |
+
|
| 235 |
+
|
| 236 |
+
def isDefault(self, name):
|
| 237 |
+
"""
|
| 238 |
+
true if the value is default
|
| 239 |
+
|
| 240 |
+
Parameters
|
| 241 |
+
name : config param name
|
| 242 |
+
"""
|
| 243 |
+
de = self.configs[name] == "_"
|
| 244 |
+
#print de
|
| 245 |
+
return de
|
| 246 |
+
|
| 247 |
+
|
| 248 |
+
def eitherOrStringConfig(self, firstName, secondName):
|
| 249 |
+
"""
|
| 250 |
+
returns one of two string parameters
|
| 251 |
+
|
| 252 |
+
Parameters
|
| 253 |
+
firstName : first parameter name
|
| 254 |
+
secondName : second parameter name
|
| 255 |
+
"""
|
| 256 |
+
if not self.isNone(firstName):
|
| 257 |
+
first = self.getStringConfig(firstName)[0]
|
| 258 |
+
second = None
|
| 259 |
+
if not self.isNone(secondName):
|
| 260 |
+
raise ValueError("only one of the two parameters should be set and not both " + firstName + " " + secondName)
|
| 261 |
+
else:
|
| 262 |
+
if not self.isNone(secondName):
|
| 263 |
+
second = self.getStringConfig(secondtName)[0]
|
| 264 |
+
first = None
|
| 265 |
+
else:
|
| 266 |
+
raise ValueError("at least one of the two parameters should be set " + firstName + " " + secondName)
|
| 267 |
+
return (first, second)
|
| 268 |
+
|
| 269 |
+
|
| 270 |
+
def eitherOrIntConfig(self, firstName, secondName):
|
| 271 |
+
"""
|
| 272 |
+
returns one of two int parameters
|
| 273 |
+
|
| 274 |
+
Parameters
|
| 275 |
+
firstName : first parameter name
|
| 276 |
+
secondName : second parameter name
|
| 277 |
+
"""
|
| 278 |
+
if not self.isNone(firstName):
|
| 279 |
+
first = self.getIntConfig(firstName)[0]
|
| 280 |
+
second = None
|
| 281 |
+
if not self.isNone(secondName):
|
| 282 |
+
raise ValueError("only one of the two parameters should be set and not both " + firstName + " " + secondName)
|
| 283 |
+
else:
|
| 284 |
+
if not self.isNone(secondName):
|
| 285 |
+
second = self.getIntConfig(secondsName)[0]
|
| 286 |
+
first = None
|
| 287 |
+
else:
|
| 288 |
+
raise ValueError("at least one of the two parameters should be set " + firstName + " " + secondName)
|
| 289 |
+
return (first, second)
|
| 290 |
+
|
| 291 |
+
|
| 292 |
+
class CatLabelGenerator:
|
| 293 |
+
"""
|
| 294 |
+
label generator for categorical variables
|
| 295 |
+
"""
|
| 296 |
+
def __init__(self, catValues, delim):
|
| 297 |
+
"""
|
| 298 |
+
initilizers
|
| 299 |
+
|
| 300 |
+
Parameters
|
| 301 |
+
catValues : dictionary of categorical values
|
| 302 |
+
delim : delemeter
|
| 303 |
+
"""
|
| 304 |
+
self.encoders = {}
|
| 305 |
+
self.catValues = catValues
|
| 306 |
+
self.delim = delim
|
| 307 |
+
for k in self.catValues.keys():
|
| 308 |
+
le = preprocessing.LabelEncoder()
|
| 309 |
+
le.fit(self.catValues[k])
|
| 310 |
+
self.encoders[k] = le
|
| 311 |
+
|
| 312 |
+
def processRow(self, row):
|
| 313 |
+
"""
|
| 314 |
+
encode row categorical values
|
| 315 |
+
|
| 316 |
+
Parameters:
|
| 317 |
+
row : data row
|
| 318 |
+
"""
|
| 319 |
+
#print row
|
| 320 |
+
rowArr = row.split(self.delim)
|
| 321 |
+
for i in range(len(rowArr)):
|
| 322 |
+
if (i in self.catValues):
|
| 323 |
+
curVal = rowArr[i]
|
| 324 |
+
assert curVal in self.catValues[i], "categorival value invalid"
|
| 325 |
+
encVal = self.encoders[i].transform([curVal])
|
| 326 |
+
rowArr[i] = str(encVal[0])
|
| 327 |
+
return self.delim.join(rowArr)
|
| 328 |
+
|
| 329 |
+
def getOrigLabels(self, indx):
|
| 330 |
+
"""
|
| 331 |
+
get original labels
|
| 332 |
+
|
| 333 |
+
Parameters:
|
| 334 |
+
indx : column index
|
| 335 |
+
"""
|
| 336 |
+
return self.encoders[indx].classes_
|
| 337 |
+
|
| 338 |
+
|
| 339 |
+
class SupvLearningDataGenerator:
|
| 340 |
+
"""
|
| 341 |
+
data generator for supervised learning
|
| 342 |
+
"""
|
| 343 |
+
def __init__(self, configFile):
|
| 344 |
+
"""
|
| 345 |
+
initilizers
|
| 346 |
+
|
| 347 |
+
Parameters
|
| 348 |
+
configFile : config file path
|
| 349 |
+
"""
|
| 350 |
+
defValues = dict()
|
| 351 |
+
defValues["common.num.samp"] = (100, None)
|
| 352 |
+
defValues["common.num.feat"] = (5, None)
|
| 353 |
+
defValues["common.feat.trans"] = (None, None)
|
| 354 |
+
defValues["common.feat.types"] = (None, "missing feature types")
|
| 355 |
+
defValues["common.cat.feat.distr"] = (None, None)
|
| 356 |
+
defValues["common.output.precision"] = (3, None)
|
| 357 |
+
defValues["common.error"] = (0.01, None)
|
| 358 |
+
defValues["class.gen.technique"] = ("blob", None)
|
| 359 |
+
defValues["class.num.feat.informative"] = (2, None)
|
| 360 |
+
defValues["class.num.feat.redundant"] = (2, None)
|
| 361 |
+
defValues["class.num.feat.repeated"] = (0, None)
|
| 362 |
+
defValues["class.num.feat.cat"] = (0, None)
|
| 363 |
+
defValues["class.num.class"] = (2, None)
|
| 364 |
+
|
| 365 |
+
self.config = Configuration(configFile, defValues)
|
| 366 |
+
|
| 367 |
+
def genClassifierData(self):
|
| 368 |
+
"""
|
| 369 |
+
generates classifier data
|
| 370 |
+
"""
|
| 371 |
+
nsamp = self.config.getIntConfig("common.num.samp")[0]
|
| 372 |
+
nfeat = self.config.getIntConfig("common.num.feat")[0]
|
| 373 |
+
nclass = self.config.getIntConfig("class.num.class")[0]
|
| 374 |
+
#transform with shift and scale
|
| 375 |
+
ftrans = self.config.getFloatListConfig("common.feat.trans")[0]
|
| 376 |
+
feTrans = dict()
|
| 377 |
+
for i in range(0, len(ftrans), 2):
|
| 378 |
+
tr = (ftrans[i], ftrans[i+1])
|
| 379 |
+
indx = int(i/2)
|
| 380 |
+
feTrans[indx] = tr
|
| 381 |
+
|
| 382 |
+
ftypes = self.config.getStringListConfig("common.feat.types")[0]
|
| 383 |
+
|
| 384 |
+
# categorical feature distribution
|
| 385 |
+
feCatDist = dict()
|
| 386 |
+
fcatdl = self.config.getStringListConfig("common.cat.feat.distr")[0]
|
| 387 |
+
for fcatds in fcatdl:
|
| 388 |
+
fcatd = fcatds.split(":")
|
| 389 |
+
feInd = int(fcatd[0])
|
| 390 |
+
clVal = int(fcatd[1])
|
| 391 |
+
key = (feInd, clVal) #feature index and class value
|
| 392 |
+
dist = list(map(lambda i : (fcatd[i], float(fcatd[i+1])), range(2, len(fcatd), 2)))
|
| 393 |
+
feCatDist[key] = CategoricalRejectSampler(*dist)
|
| 394 |
+
|
| 395 |
+
#shift and scale
|
| 396 |
+
genTechnique = self.config.getStringConfig("class.gen.technique")[0]
|
| 397 |
+
error = self.config.getFloatConfig("common.error")[0]
|
| 398 |
+
if genTechnique == "blob":
|
| 399 |
+
features, claz = make_blobs(n_samples=nsamp, centers=nclass, n_features=nfeat)
|
| 400 |
+
for i in range(nsamp): #shift and scale
|
| 401 |
+
for j in range(nfeat):
|
| 402 |
+
tr = feTrans[j]
|
| 403 |
+
features[i,j] = (features[i,j] + tr[0]) * tr[1]
|
| 404 |
+
claz = np.array(list(map(lambda c : random.randint(0, nclass-1) if random.random() < error else c, claz)))
|
| 405 |
+
elif genTechnique == "classify":
|
| 406 |
+
nfeatInfo = self.config.getIntConfig("class.num.feat.informative")[0]
|
| 407 |
+
nfeatRed = self.config.getIntConfig("class.num.feat.redundant")[0]
|
| 408 |
+
nfeatRep = self.config.getIntConfig("class.num.feat.repeated")[0]
|
| 409 |
+
shifts = list(map(lambda i : feTrans[i][0], range(nfeat)))
|
| 410 |
+
scales = list(map(lambda i : feTrans[i][1], range(nfeat)))
|
| 411 |
+
features, claz = make_classification(n_samples=nsamp, n_features=nfeat, n_informative=nfeatInfo, n_redundant=nfeatRed,
|
| 412 |
+
n_repeated=nfeatRep, n_classes=nclass, flip_y=error, shift=shifts, scale=scales)
|
| 413 |
+
else:
|
| 414 |
+
raise "invalid genaration technique"
|
| 415 |
+
|
| 416 |
+
# add categorical features and format
|
| 417 |
+
nCatFeat = self.config.getIntConfig("class.num.feat.cat")[0]
|
| 418 |
+
prec = self.config.getIntConfig("common.output.precision")[0]
|
| 419 |
+
for f , c in zip(features, claz):
|
| 420 |
+
nfs = list(map(lambda i : self.numFeToStr(i, f[i], c, ftypes[i], prec), range(nfeat)))
|
| 421 |
+
if nCatFeat > 0:
|
| 422 |
+
cfs = list(map(lambda i : self.catFe(i, c, ftypes[i], feCatDist), range(nfeat, nfeat + nCatFeat, 1)))
|
| 423 |
+
rec = ",".join(nfs) + "," + ",".join(cfs) + "," + str(c)
|
| 424 |
+
else:
|
| 425 |
+
rec = ",".join(nfs) + "," + str(c)
|
| 426 |
+
yield rec
|
| 427 |
+
|
| 428 |
+
def numFeToStr(self, fv, ft, prec):
|
| 429 |
+
"""
|
| 430 |
+
nummeric feature value to string
|
| 431 |
+
|
| 432 |
+
Parameters
|
| 433 |
+
fv : field value
|
| 434 |
+
ft : field data type
|
| 435 |
+
prec : precision
|
| 436 |
+
"""
|
| 437 |
+
if ft == "float":
|
| 438 |
+
s = formatFloat(prec, fv)
|
| 439 |
+
elif ft =="int":
|
| 440 |
+
s = str(int(fv))
|
| 441 |
+
else:
|
| 442 |
+
raise "invalid type expecting float or int"
|
| 443 |
+
return s
|
| 444 |
+
|
| 445 |
+
def catFe(self, i, cv, ft, feCatDist):
|
| 446 |
+
"""
|
| 447 |
+
generate categorical feature
|
| 448 |
+
|
| 449 |
+
Parameters
|
| 450 |
+
i : col index
|
| 451 |
+
cv : class value
|
| 452 |
+
ft : field data type
|
| 453 |
+
feCatDist : cat value distribution
|
| 454 |
+
"""
|
| 455 |
+
if ft == "cat":
|
| 456 |
+
key = (i, cv)
|
| 457 |
+
s = feCatDist[key].sample()
|
| 458 |
+
else:
|
| 459 |
+
raise "invalid type expecting categorical"
|
| 460 |
+
return s
|
| 461 |
+
|
| 462 |
+
class RegressionDataGenerator:
|
| 463 |
+
"""
|
| 464 |
+
data generator for regression, including square terms, cross terms, bias, noise, correlated variables
|
| 465 |
+
and user defined function
|
| 466 |
+
"""
|
| 467 |
+
def __init__(self, configFile, callback=None):
|
| 468 |
+
"""
|
| 469 |
+
initilizers
|
| 470 |
+
|
| 471 |
+
Parameters
|
| 472 |
+
configFile : config file path
|
| 473 |
+
callback : user defined function
|
| 474 |
+
"""
|
| 475 |
+
defValues = dict()
|
| 476 |
+
defValues["common.pvar.samplers"] = (None, None)
|
| 477 |
+
defValues["common.pvar.ranges"] = (None, None)
|
| 478 |
+
defValues["common.linear.weights"] = (None, None)
|
| 479 |
+
defValues["common.square.weights"] = (None, None)
|
| 480 |
+
defValues["common.crterm.weights"] = (None, None)
|
| 481 |
+
defValues["common.corr.params"] = (None, None)
|
| 482 |
+
defValues["common.bias"] = (0, None)
|
| 483 |
+
defValues["common.noise"] = (None, None)
|
| 484 |
+
defValues["common.tvar.range"] = (None, None)
|
| 485 |
+
defValues["common.weight.niter"] = (20, None)
|
| 486 |
+
self.config = Configuration(configFile, defValues)
|
| 487 |
+
self.callback = callback
|
| 488 |
+
|
| 489 |
+
#samplers for predictor variables
|
| 490 |
+
items = self.config.getStringListConfig("common.pvar.samplers")[0]
|
| 491 |
+
self.samplers = list(map(lambda s : createSampler(s), items))
|
| 492 |
+
self.npvar = len(self.samplers)
|
| 493 |
+
|
| 494 |
+
#values range for predictor variables
|
| 495 |
+
items = self.config.getStringListConfig("common.pvar.ranges")[0]
|
| 496 |
+
self.pvranges = list()
|
| 497 |
+
for i in range(0, len(items), 2):
|
| 498 |
+
if items[i] =="none":
|
| 499 |
+
r = None
|
| 500 |
+
else:
|
| 501 |
+
vmin = float(items[i])
|
| 502 |
+
vmax = float(items[i+1])
|
| 503 |
+
r = (vmin, vmax, vmax-vmin)
|
| 504 |
+
self.pvranges.append(r)
|
| 505 |
+
assertEqual(len(self.pvranges), self.npvar, "no of predicatble var ranges provided is inavalid")
|
| 506 |
+
|
| 507 |
+
|
| 508 |
+
#linear weights for predictor variables
|
| 509 |
+
self.lweights = self.config.getFloatListConfig("common.linear.weights")[0]
|
| 510 |
+
assertEqual(len(self.lweights), self.npvar, "no of linear weights provided is inavalid")
|
| 511 |
+
|
| 512 |
+
|
| 513 |
+
#square weights for predictor variables
|
| 514 |
+
items = self.config.getStringListConfig("common.square.weights")[0]
|
| 515 |
+
self.sqweight = dict()
|
| 516 |
+
for i in range(0, len(items), 2):
|
| 517 |
+
vi = int(items[i])
|
| 518 |
+
assertLesser(vi, self.npvar, "invalid predictor var index")
|
| 519 |
+
wt = float(items[i+1])
|
| 520 |
+
self.sqweight[vi] = wt
|
| 521 |
+
|
| 522 |
+
#crossterm weights for predictor variables
|
| 523 |
+
items = self.config.getStringListConfig("common.crterm.weights")[0]
|
| 524 |
+
self.crweight = dict()
|
| 525 |
+
for i in range(0, len(items), 3):
|
| 526 |
+
vi = int(items[i])
|
| 527 |
+
assertLesser(vi, self.npvar, "invalid predictor var index")
|
| 528 |
+
vj = int(items[i+1])
|
| 529 |
+
assertLesser(vj, self.npvar, "invalid predictor var index")
|
| 530 |
+
wt = float(items[i+2])
|
| 531 |
+
vp = (vi, vj)
|
| 532 |
+
self.crweight[vp] = wt
|
| 533 |
+
|
| 534 |
+
#correlated variables
|
| 535 |
+
items = self.config.getStringListConfig("common.corr.params")[0]
|
| 536 |
+
self.corrparams = dict()
|
| 537 |
+
for co in items:
|
| 538 |
+
cparam = co.split(":")
|
| 539 |
+
vi = int(cparam[0])
|
| 540 |
+
vj = int(cparam[1])
|
| 541 |
+
k = (vi,vj)
|
| 542 |
+
bias = float(cparam[2])
|
| 543 |
+
wt = float(cparam[3])
|
| 544 |
+
noise = float(cparam[4])
|
| 545 |
+
roundoff = cparam[5] == "true"
|
| 546 |
+
v = (bias, wt, noise, roundoff)
|
| 547 |
+
self.corrparams[k] = v
|
| 548 |
+
|
| 549 |
+
|
| 550 |
+
#boas, noise and target range values
|
| 551 |
+
self.bias = self.config.getFloatConfig("common.bias")[0]
|
| 552 |
+
noise = self.config.getStringListConfig("common.noise")[0]
|
| 553 |
+
self.ndistr = noise[0]
|
| 554 |
+
self.noise = float(noise[1])
|
| 555 |
+
self.tvarlim = self.config.getFloatListConfig("common.tvar.range")[0]
|
| 556 |
+
|
| 557 |
+
#sample
|
| 558 |
+
niter = self.config.getIntConfig("common.weight.niter")[0]
|
| 559 |
+
yvals = list()
|
| 560 |
+
for i in range(niter):
|
| 561 |
+
y = self.sample()[1]
|
| 562 |
+
yvals.append(y)
|
| 563 |
+
|
| 564 |
+
#scale weights by sampled mean and target mean
|
| 565 |
+
my = statistics.mean(yvals)
|
| 566 |
+
myt =(self.tvarlim[1] - self.tvarlim[0]) / 2
|
| 567 |
+
sc = (myt - self.bias) / (my - self.bias)
|
| 568 |
+
#print("weight scale {:.3f}".format(sc))
|
| 569 |
+
self.lweights = list(map(lambda w : w * sc, self.lweights))
|
| 570 |
+
#print("weights {}".format(toStrFromList(self.lweights, 3)))
|
| 571 |
+
|
| 572 |
+
for k in self.sqweight.keys():
|
| 573 |
+
self.sqweight[k] *= sc
|
| 574 |
+
|
| 575 |
+
for k in self.crweight.keys():
|
| 576 |
+
self.crweight[k] *= sc
|
| 577 |
+
|
| 578 |
+
|
| 579 |
+
def sample(self):
|
| 580 |
+
"""
|
| 581 |
+
sample predictor variables and target variable
|
| 582 |
+
|
| 583 |
+
"""
|
| 584 |
+
pvd = list(map(lambda s : s.sample(), self.samplers))
|
| 585 |
+
|
| 586 |
+
#correct for correlated variables
|
| 587 |
+
for k in self.corrparams.keys():
|
| 588 |
+
vi = k[0]
|
| 589 |
+
vj = k[1]
|
| 590 |
+
v = self.corrparams[k]
|
| 591 |
+
bias = v[0]
|
| 592 |
+
wt = v[1]
|
| 593 |
+
noise = v[2]
|
| 594 |
+
roundoff = v[3]
|
| 595 |
+
nv = bias + wt * pvd[vi]
|
| 596 |
+
pvd[vj] = preturbScalar(nv, noise, "normal")
|
| 597 |
+
if roundoff:
|
| 598 |
+
pvd[vj] = round(pvd[vj])
|
| 599 |
+
|
| 600 |
+
spvd = list()
|
| 601 |
+
lsum = self.bias
|
| 602 |
+
for i in range(self.npvar):
|
| 603 |
+
#range limit
|
| 604 |
+
if self.pvranges[i] is not None:
|
| 605 |
+
pvd[i] = rangeLimit(pvd[i], self.pvranges[i][0], self.pvranges[i][1])
|
| 606 |
+
spvd.append(pvd[i])
|
| 607 |
+
|
| 608 |
+
#scale
|
| 609 |
+
pvd[i] = scaleMinMaxScaData(pvd[i], self.pvranges[i])
|
| 610 |
+
lsum += self.lweights[i] * pvd[i]
|
| 611 |
+
|
| 612 |
+
#square terms
|
| 613 |
+
ssum = 0
|
| 614 |
+
for k in self.sqweight.keys():
|
| 615 |
+
ssum += self.sqweight[k] + pvd[k] * pvd[k]
|
| 616 |
+
|
| 617 |
+
#cross terms
|
| 618 |
+
crsum = 0
|
| 619 |
+
for k in self.crweight.keys():
|
| 620 |
+
vi = k[0]
|
| 621 |
+
vj = k[1]
|
| 622 |
+
crsum += self.crweight[k] * pvd[vi] * pvd[vj]
|
| 623 |
+
|
| 624 |
+
y = lsum + ssum + crsum
|
| 625 |
+
y = preturbScalar(y, self.noise, self.ndistr)
|
| 626 |
+
if self.callback is not None:
|
| 627 |
+
ufy = self.callback(spvd)
|
| 628 |
+
y += ufy
|
| 629 |
+
r = (spvd, y)
|
| 630 |
+
return r
|
| 631 |
+
|
| 632 |
+
|
| 633 |
+
def loadDataFile(file, delim, cols, colIndices):
|
| 634 |
+
"""
|
| 635 |
+
loads delim separated file and extracts columns
|
| 636 |
+
|
| 637 |
+
Parameters
|
| 638 |
+
file : file path
|
| 639 |
+
delim : delemeter
|
| 640 |
+
cols : columns to use from file
|
| 641 |
+
colIndices ; columns to extract
|
| 642 |
+
"""
|
| 643 |
+
data = np.loadtxt(file, delimiter=delim, usecols=cols)
|
| 644 |
+
extrData = data[:,colIndices]
|
| 645 |
+
return (data, extrData)
|
| 646 |
+
|
| 647 |
+
def loadFeatDataFile(file, delim, cols):
|
| 648 |
+
"""
|
| 649 |
+
loads delim separated file and extracts columns
|
| 650 |
+
|
| 651 |
+
Parameters
|
| 652 |
+
file : file path
|
| 653 |
+
delim : delemeter
|
| 654 |
+
cols : columns to use from file
|
| 655 |
+
"""
|
| 656 |
+
data = np.loadtxt(file, delimiter=delim, usecols=cols)
|
| 657 |
+
return data
|
| 658 |
+
|
| 659 |
+
def extrColumns(arr, columns):
|
| 660 |
+
"""
|
| 661 |
+
extracts columns
|
| 662 |
+
|
| 663 |
+
Parameters
|
| 664 |
+
arr : 2D array
|
| 665 |
+
columns : columns
|
| 666 |
+
"""
|
| 667 |
+
return arr[:, columns]
|
| 668 |
+
|
| 669 |
+
def subSample(featData, clsData, subSampleRate, withReplacement):
|
| 670 |
+
"""
|
| 671 |
+
subsample feature and class label data
|
| 672 |
+
|
| 673 |
+
Parameters
|
| 674 |
+
featData : 2D array of feature data
|
| 675 |
+
clsData : arrray of class labels
|
| 676 |
+
subSampleRate : fraction to be sampled
|
| 677 |
+
withReplacement : true if sampling with replacement
|
| 678 |
+
"""
|
| 679 |
+
sampSize = int(featData.shape[0] * subSampleRate)
|
| 680 |
+
sampledIndx = np.random.choice(featData.shape[0],sampSize, replace=withReplacement)
|
| 681 |
+
sampFeat = featData[sampledIndx]
|
| 682 |
+
sampCls = clsData[sampledIndx]
|
| 683 |
+
return(sampFeat, sampCls)
|
| 684 |
+
|
| 685 |
+
def euclideanDistance(x,y):
|
| 686 |
+
"""
|
| 687 |
+
euclidean distance
|
| 688 |
+
|
| 689 |
+
Parameters
|
| 690 |
+
x : first vector
|
| 691 |
+
y : second fvector
|
| 692 |
+
"""
|
| 693 |
+
return sqrt(sum(pow(a-b, 2) for a, b in zip(x, y)))
|
| 694 |
+
|
| 695 |
+
def squareRooted(x):
|
| 696 |
+
"""
|
| 697 |
+
square root of sum square
|
| 698 |
+
|
| 699 |
+
Parameters
|
| 700 |
+
x : data vector
|
| 701 |
+
"""
|
| 702 |
+
return round(sqrt(sum([a*a for a in x])),3)
|
| 703 |
+
|
| 704 |
+
def cosineSimilarity(x,y):
|
| 705 |
+
"""
|
| 706 |
+
cosine similarity
|
| 707 |
+
|
| 708 |
+
Parameters
|
| 709 |
+
x : first vector
|
| 710 |
+
y : second fvector
|
| 711 |
+
"""
|
| 712 |
+
numerator = sum(a*b for a,b in zip(x,y))
|
| 713 |
+
denominator = squareRooted(x) * squareRooted(y)
|
| 714 |
+
return round(numerator / float(denominator), 3)
|
| 715 |
+
|
| 716 |
+
def cosineDistance(x,y):
|
| 717 |
+
"""
|
| 718 |
+
cosine distance
|
| 719 |
+
|
| 720 |
+
Parameters
|
| 721 |
+
x : first vector
|
| 722 |
+
y : second fvector
|
| 723 |
+
"""
|
| 724 |
+
return 1.0 - cosineSimilarity(x,y)
|
| 725 |
+
|
| 726 |
+
def manhattanDistance(x,y):
|
| 727 |
+
"""
|
| 728 |
+
manhattan distance
|
| 729 |
+
|
| 730 |
+
Parameters
|
| 731 |
+
x : first vector
|
| 732 |
+
y : second fvector
|
| 733 |
+
"""
|
| 734 |
+
return sum(abs(a-b) for a,b in zip(x,y))
|
| 735 |
+
|
| 736 |
+
def nthRoot(value, nRoot):
|
| 737 |
+
"""
|
| 738 |
+
nth root
|
| 739 |
+
|
| 740 |
+
Parameters
|
| 741 |
+
value : data value
|
| 742 |
+
nRoot : root
|
| 743 |
+
"""
|
| 744 |
+
rootValue = 1/float(nRoot)
|
| 745 |
+
return round (Decimal(value) ** Decimal(rootValue),3)
|
| 746 |
+
|
| 747 |
+
def minkowskiDistance(x,y,pValue):
|
| 748 |
+
"""
|
| 749 |
+
minkowski distance
|
| 750 |
+
|
| 751 |
+
Parameters
|
| 752 |
+
x : first vector
|
| 753 |
+
y : second fvector
|
| 754 |
+
pValue : power factor
|
| 755 |
+
"""
|
| 756 |
+
return nthRoot(sum(pow(abs(a-b),pValue) for a,b in zip(x, y)), pValue)
|
| 757 |
+
|
| 758 |
+
def jaccardSimilarityX(x,y):
|
| 759 |
+
"""
|
| 760 |
+
jaccard similarity
|
| 761 |
+
|
| 762 |
+
Parameters
|
| 763 |
+
x : first vector
|
| 764 |
+
y : second fvector
|
| 765 |
+
"""
|
| 766 |
+
intersectionCardinality = len(set.intersection(*[set(x), set(y)]))
|
| 767 |
+
unionCardinality = len(set.union(*[set(x), set(y)]))
|
| 768 |
+
return intersectionCardinality/float(unionCardinality)
|
| 769 |
+
|
| 770 |
+
def jaccardSimilarity(x,y,wx=1.0,wy=1.0):
|
| 771 |
+
"""
|
| 772 |
+
jaccard similarity
|
| 773 |
+
|
| 774 |
+
Parameters
|
| 775 |
+
x : first vector
|
| 776 |
+
y : second fvector
|
| 777 |
+
wx : weight for x
|
| 778 |
+
wy : weight for y
|
| 779 |
+
"""
|
| 780 |
+
sx = set(x)
|
| 781 |
+
sy = set(y)
|
| 782 |
+
sxyInt = sx.intersection(sy)
|
| 783 |
+
intCardinality = len(sxyInt)
|
| 784 |
+
sxIntDiff = sx.difference(sxyInt)
|
| 785 |
+
syIntDiff = sy.difference(sxyInt)
|
| 786 |
+
unionCardinality = len(sx.union(sy))
|
| 787 |
+
return intCardinality/float(intCardinality + wx * len(sxIntDiff) + wy * len(syIntDiff))
|
| 788 |
+
|
| 789 |
+
def levenshteinSimilarity(s1, s2):
|
| 790 |
+
"""
|
| 791 |
+
Levenshtein similarity for strings
|
| 792 |
+
|
| 793 |
+
Parameters
|
| 794 |
+
sx : first string
|
| 795 |
+
sy : second string
|
| 796 |
+
"""
|
| 797 |
+
assert type(s1) == str and type(s2) == str, "Levenshtein similarity is for string only"
|
| 798 |
+
d = ld(s1,s2)
|
| 799 |
+
#print(d)
|
| 800 |
+
l = max(len(s1),len(s2))
|
| 801 |
+
d = 1.0 - min(d/l, 1.0)
|
| 802 |
+
return d
|
| 803 |
+
|
| 804 |
+
def norm(values, po=2):
|
| 805 |
+
"""
|
| 806 |
+
norm
|
| 807 |
+
|
| 808 |
+
Parameters
|
| 809 |
+
values : list of values
|
| 810 |
+
po : power
|
| 811 |
+
"""
|
| 812 |
+
no = sum(list(map(lambda v: pow(v,po), values)))
|
| 813 |
+
no = pow(no,1.0/po)
|
| 814 |
+
return list(map(lambda v: v/no, values))
|
| 815 |
+
|
| 816 |
+
def createOneHotVec(size, indx = -1):
|
| 817 |
+
"""
|
| 818 |
+
random one hot vector
|
| 819 |
+
|
| 820 |
+
Parameters
|
| 821 |
+
size : vector size
|
| 822 |
+
indx : one hot position
|
| 823 |
+
"""
|
| 824 |
+
vec = [0] * size
|
| 825 |
+
s = random.randint(0, size - 1) if indx < 0 else indx
|
| 826 |
+
vec[s] = 1
|
| 827 |
+
return vec
|
| 828 |
+
|
| 829 |
+
def createAllOneHotVec(size):
|
| 830 |
+
"""
|
| 831 |
+
create all one hot vectors
|
| 832 |
+
|
| 833 |
+
Parameters
|
| 834 |
+
size : vector size and no of vectors
|
| 835 |
+
"""
|
| 836 |
+
vecs = list()
|
| 837 |
+
for i in range(size):
|
| 838 |
+
vec = [0] * size
|
| 839 |
+
vec[i] = 1
|
| 840 |
+
vecs.append(vec)
|
| 841 |
+
return vecs
|
| 842 |
+
|
| 843 |
+
def blockShuffle(data, blockSize):
|
| 844 |
+
"""
|
| 845 |
+
block shuffle
|
| 846 |
+
|
| 847 |
+
Parameters
|
| 848 |
+
data : list data
|
| 849 |
+
blockSize : block size
|
| 850 |
+
"""
|
| 851 |
+
numBlock = int(len(data) / blockSize)
|
| 852 |
+
remain = len(data) % blockSize
|
| 853 |
+
numBlock += (1 if remain > 0 else 0)
|
| 854 |
+
shuffled = list()
|
| 855 |
+
for i in range(numBlock):
|
| 856 |
+
b = random.randint(0, numBlock-1)
|
| 857 |
+
beg = b * blockSize
|
| 858 |
+
if (b < numBlock-1):
|
| 859 |
+
end = beg + blockSize
|
| 860 |
+
shuffled.extend(data[beg:end])
|
| 861 |
+
else:
|
| 862 |
+
shuffled.extend(data[beg:])
|
| 863 |
+
return shuffled
|
| 864 |
+
|
| 865 |
+
def shuffle(data, numShuffle):
|
| 866 |
+
"""
|
| 867 |
+
shuffle data by randonm swapping
|
| 868 |
+
|
| 869 |
+
Parameters
|
| 870 |
+
data : list data
|
| 871 |
+
numShuffle : no of pairwise swaps
|
| 872 |
+
"""
|
| 873 |
+
sz = len(data)
|
| 874 |
+
if numShuffle is None:
|
| 875 |
+
numShuffle = int(sz / 2)
|
| 876 |
+
for i in range(numShuffle):
|
| 877 |
+
fi = random.randint(0, sz -1)
|
| 878 |
+
se = random.randint(0, sz -1)
|
| 879 |
+
tmp = data[fi]
|
| 880 |
+
data[fi] = data[se]
|
| 881 |
+
data[se] = tmp
|
| 882 |
+
|
| 883 |
+
def randomWalk(size, start, lowStep, highStep):
|
| 884 |
+
"""
|
| 885 |
+
random walk
|
| 886 |
+
|
| 887 |
+
Parameters
|
| 888 |
+
size : list data
|
| 889 |
+
start : initial position
|
| 890 |
+
lowStep : step min
|
| 891 |
+
highStep : step max
|
| 892 |
+
"""
|
| 893 |
+
cur = start
|
| 894 |
+
for i in range(size):
|
| 895 |
+
yield cur
|
| 896 |
+
cur += randomFloat(lowStep, highStep)
|
| 897 |
+
|
| 898 |
+
def binaryEcodeCategorical(values, value):
|
| 899 |
+
"""
|
| 900 |
+
one hot binary encoding
|
| 901 |
+
|
| 902 |
+
Parameters
|
| 903 |
+
values : list of values
|
| 904 |
+
value : value to be replaced with 1
|
| 905 |
+
"""
|
| 906 |
+
size = len(values)
|
| 907 |
+
vec = [0] * size
|
| 908 |
+
for i in range(size):
|
| 909 |
+
if (values[i] == value):
|
| 910 |
+
vec[i] = 1
|
| 911 |
+
return vec
|
| 912 |
+
|
| 913 |
+
def createLabeledSeq(inputData, tw):
|
| 914 |
+
"""
|
| 915 |
+
Creates feature, label pair from sequence data, where we have tw number of features followed by output
|
| 916 |
+
|
| 917 |
+
Parameters
|
| 918 |
+
values : list containing feature and label
|
| 919 |
+
tw : no of features
|
| 920 |
+
"""
|
| 921 |
+
features = list()
|
| 922 |
+
labels = list()
|
| 923 |
+
l = len(inputDta)
|
| 924 |
+
for i in range(l - tw):
|
| 925 |
+
trainSeq = inputData[i:i+tw]
|
| 926 |
+
trainLabel = inputData[i+tw]
|
| 927 |
+
features.append(trainSeq)
|
| 928 |
+
labels.append(trainLabel)
|
| 929 |
+
return (features, labels)
|
| 930 |
+
|
| 931 |
+
def createLabeledSeq(filePath, delim, index, tw):
|
| 932 |
+
"""
|
| 933 |
+
Creates feature, label pair from 1D sequence data in file
|
| 934 |
+
|
| 935 |
+
Parameters
|
| 936 |
+
filePath : file path
|
| 937 |
+
delim : delemeter
|
| 938 |
+
index : column index
|
| 939 |
+
tw : no of features
|
| 940 |
+
"""
|
| 941 |
+
seqData = getFileColumnAsFloat(filePath, delim, index)
|
| 942 |
+
return createLabeledSeq(seqData, tw)
|
| 943 |
+
|
| 944 |
+
def fromMultDimSeqToTabular(data, inpSize, seqLen):
|
| 945 |
+
"""
|
| 946 |
+
Input shape (nrow, inpSize * seqLen) output shape(nrow * seqLen, inpSize)
|
| 947 |
+
|
| 948 |
+
Parameters
|
| 949 |
+
data : 2D array
|
| 950 |
+
inpSize : each input size in sequence
|
| 951 |
+
seqLen : sequence length
|
| 952 |
+
"""
|
| 953 |
+
nrow = data.shape[0]
|
| 954 |
+
assert data.shape[1] == inpSize * seqLen, "invalid input size or sequence length"
|
| 955 |
+
return data.reshape(nrow * seqLen, inpSize)
|
| 956 |
+
|
| 957 |
+
def fromTabularToMultDimSeq(data, inpSize, seqLen):
|
| 958 |
+
"""
|
| 959 |
+
Input shape (nrow * seqLen, inpSize) output shape (nrow, inpSize * seqLen)
|
| 960 |
+
|
| 961 |
+
Parameters
|
| 962 |
+
data : 2D array
|
| 963 |
+
inpSize : each input size in sequence
|
| 964 |
+
seqLen : sequence length
|
| 965 |
+
"""
|
| 966 |
+
nrow = int(data.shape[0] / seqLen)
|
| 967 |
+
assert data.shape[1] == inpSize, "invalid input size"
|
| 968 |
+
return data.reshape(nrow, seqLen * inpSize)
|
| 969 |
+
|
| 970 |
+
def difference(data, interval=1):
|
| 971 |
+
"""
|
| 972 |
+
takes difference in time series data
|
| 973 |
+
|
| 974 |
+
Parameters
|
| 975 |
+
data :list data
|
| 976 |
+
interval : interval for difference
|
| 977 |
+
"""
|
| 978 |
+
diff = list()
|
| 979 |
+
for i in range(interval, len(data)):
|
| 980 |
+
value = data[i] - data[i - interval]
|
| 981 |
+
diff.append(value)
|
| 982 |
+
return diff
|
| 983 |
+
|
| 984 |
+
def normalizeMatrix(data, norm, axis=1):
|
| 985 |
+
"""
|
| 986 |
+
normalized each row of the matrix
|
| 987 |
+
|
| 988 |
+
Parameters
|
| 989 |
+
data : 2D data
|
| 990 |
+
nporm : normalization method
|
| 991 |
+
axis : row or column
|
| 992 |
+
"""
|
| 993 |
+
normalized = preprocessing.normalize(data,norm=norm, axis=axis)
|
| 994 |
+
return normalized
|
| 995 |
+
|
| 996 |
+
def standardizeMatrix(data, axis=0):
|
| 997 |
+
"""
|
| 998 |
+
standardizes each column of the matrix with mean and std deviation
|
| 999 |
+
|
| 1000 |
+
Parameters
|
| 1001 |
+
data : 2D data
|
| 1002 |
+
axis : row or column
|
| 1003 |
+
"""
|
| 1004 |
+
standardized = preprocessing.scale(data, axis=axis)
|
| 1005 |
+
return standardized
|
| 1006 |
+
|
| 1007 |
+
def asNumpyArray(data):
|
| 1008 |
+
"""
|
| 1009 |
+
converts to numpy array
|
| 1010 |
+
|
| 1011 |
+
Parameters
|
| 1012 |
+
data : array
|
| 1013 |
+
"""
|
| 1014 |
+
return np.array(data)
|
| 1015 |
+
|
| 1016 |
+
def perfMetric(metric, yActual, yPred, clabels=None):
|
| 1017 |
+
"""
|
| 1018 |
+
predictive model accuracy metric
|
| 1019 |
+
|
| 1020 |
+
Parameters
|
| 1021 |
+
metric : accuracy metric
|
| 1022 |
+
yActual : actual values array
|
| 1023 |
+
yPred : predicted values array
|
| 1024 |
+
clabels : class labels
|
| 1025 |
+
"""
|
| 1026 |
+
if metric == "rsquare":
|
| 1027 |
+
score = metrics.r2_score(yActual, yPred)
|
| 1028 |
+
elif metric == "mae":
|
| 1029 |
+
score = metrics.mean_absolute_error(yActual, yPred)
|
| 1030 |
+
elif metric == "mse":
|
| 1031 |
+
score = metrics.mean_squared_error(yActual, yPred)
|
| 1032 |
+
elif metric == "acc":
|
| 1033 |
+
yPred = np.rint(yPred)
|
| 1034 |
+
score = metrics.accuracy_score(yActual, yPred)
|
| 1035 |
+
elif metric == "mlAcc":
|
| 1036 |
+
yPred = np.argmax(yPred, axis=1)
|
| 1037 |
+
score = metrics.accuracy_score(yActual, yPred)
|
| 1038 |
+
elif metric == "prec":
|
| 1039 |
+
yPred = np.argmax(yPred, axis=1)
|
| 1040 |
+
score = metrics.precision_score(yActual, yPred)
|
| 1041 |
+
elif metric == "rec":
|
| 1042 |
+
yPred = np.argmax(yPred, axis=1)
|
| 1043 |
+
score = metrics.recall_score(yActual, yPred)
|
| 1044 |
+
elif metric == "fone":
|
| 1045 |
+
yPred = np.argmax(yPred, axis=1)
|
| 1046 |
+
score = metrics.f1_score(yActual, yPred)
|
| 1047 |
+
elif metric == "confm":
|
| 1048 |
+
yPred = np.argmax(yPred, axis=1)
|
| 1049 |
+
score = metrics.confusion_matrix(yActual, yPred)
|
| 1050 |
+
elif metric == "clarep":
|
| 1051 |
+
yPred = np.argmax(yPred, axis=1)
|
| 1052 |
+
score = metrics.classification_report(yActual, yPred)
|
| 1053 |
+
elif metric == "bce":
|
| 1054 |
+
if clabels is None:
|
| 1055 |
+
clabels = [0, 1]
|
| 1056 |
+
score = metrics.log_loss(yActual, yPred, labels=clabels)
|
| 1057 |
+
elif metric == "ce":
|
| 1058 |
+
assert clabels is not None, "labels must be provided"
|
| 1059 |
+
score = metrics.log_loss(yActual, yPred, labels=clabels)
|
| 1060 |
+
else:
|
| 1061 |
+
exitWithMsg("invalid prediction performance metric " + metric)
|
| 1062 |
+
return score
|
| 1063 |
+
|
| 1064 |
+
def scaleData(data, method):
|
| 1065 |
+
"""
|
| 1066 |
+
scales feature data column wise
|
| 1067 |
+
|
| 1068 |
+
Parameters
|
| 1069 |
+
data : 2D array
|
| 1070 |
+
method : scaling method
|
| 1071 |
+
"""
|
| 1072 |
+
if method == "minmax":
|
| 1073 |
+
scaler = preprocessing.MinMaxScaler()
|
| 1074 |
+
data = scaler.fit_transform(data)
|
| 1075 |
+
elif method == "zscale":
|
| 1076 |
+
data = preprocessing.scale(data)
|
| 1077 |
+
else:
|
| 1078 |
+
raise ValueError("invalid scaling method")
|
| 1079 |
+
return data
|
| 1080 |
+
|
| 1081 |
+
def scaleDataWithParams(data, method, scParams):
|
| 1082 |
+
"""
|
| 1083 |
+
scales feature data column wise
|
| 1084 |
+
|
| 1085 |
+
Parameters
|
| 1086 |
+
data : 2D array
|
| 1087 |
+
method : scaling method
|
| 1088 |
+
scParams : scaling parameters
|
| 1089 |
+
"""
|
| 1090 |
+
if method == "minmax":
|
| 1091 |
+
data = scaleMinMaxTabData(data, scParams)
|
| 1092 |
+
elif method == "zscale":
|
| 1093 |
+
raise ValueError("invalid scaling method")
|
| 1094 |
+
else:
|
| 1095 |
+
raise ValueError("invalid scaling method")
|
| 1096 |
+
return data
|
| 1097 |
+
|
| 1098 |
+
def scaleMinMaxScaData(data, minMax):
|
| 1099 |
+
"""
|
| 1100 |
+
minmax scales scalar data
|
| 1101 |
+
|
| 1102 |
+
Parameters
|
| 1103 |
+
data : scalar data
|
| 1104 |
+
minMax : min, max and range for each column
|
| 1105 |
+
"""
|
| 1106 |
+
sd = (data - minMax[0]) / minMax[2]
|
| 1107 |
+
return sd
|
| 1108 |
+
|
| 1109 |
+
|
| 1110 |
+
def scaleMinMaxTabData(tdata, minMax):
|
| 1111 |
+
"""
|
| 1112 |
+
for tabular scales feature data column wise using min max values for each field
|
| 1113 |
+
|
| 1114 |
+
Parameters
|
| 1115 |
+
tdata : 2D array
|
| 1116 |
+
minMax : min, max and range for each column
|
| 1117 |
+
"""
|
| 1118 |
+
stdata = list()
|
| 1119 |
+
for r in tdata:
|
| 1120 |
+
srdata = list()
|
| 1121 |
+
for i, c in enumerate(r):
|
| 1122 |
+
sd = (c - minMax[i][0]) / minMax[i][2]
|
| 1123 |
+
srdata.append(sd)
|
| 1124 |
+
stdata.append(srdata)
|
| 1125 |
+
return stdata
|
| 1126 |
+
|
| 1127 |
+
def scaleMinMax(rdata, minMax):
|
| 1128 |
+
"""
|
| 1129 |
+
scales feature data column wise using min max values for each field
|
| 1130 |
+
|
| 1131 |
+
Parameters
|
| 1132 |
+
rdata : data array
|
| 1133 |
+
minMax : min, max and range for each column
|
| 1134 |
+
"""
|
| 1135 |
+
srdata = list()
|
| 1136 |
+
for i in range(len(rdata)):
|
| 1137 |
+
d = rdata[i]
|
| 1138 |
+
sd = (d - minMax[i][0]) / minMax[i][2]
|
| 1139 |
+
srdata.append(sd)
|
| 1140 |
+
return srdata
|
| 1141 |
+
|
| 1142 |
+
def harmonicNum(n):
|
| 1143 |
+
"""
|
| 1144 |
+
harmonic number
|
| 1145 |
+
|
| 1146 |
+
Parameters
|
| 1147 |
+
n : number
|
| 1148 |
+
"""
|
| 1149 |
+
h = 0
|
| 1150 |
+
for i in range(1, n+1, 1):
|
| 1151 |
+
h += 1.0 / i
|
| 1152 |
+
return h
|
| 1153 |
+
|
| 1154 |
+
def digammaFun(n):
|
| 1155 |
+
"""
|
| 1156 |
+
figamma function
|
| 1157 |
+
|
| 1158 |
+
Parameters
|
| 1159 |
+
n : number
|
| 1160 |
+
"""
|
| 1161 |
+
#Euler Mascheroni constant
|
| 1162 |
+
ec = 0.577216
|
| 1163 |
+
return harmonicNum(n - 1) - ec
|
| 1164 |
+
|
| 1165 |
+
def getDataPartitions(tdata, types, columns = None):
|
| 1166 |
+
"""
|
| 1167 |
+
partitions data with the given columns and random split point defined with predicates
|
| 1168 |
+
|
| 1169 |
+
Parameters
|
| 1170 |
+
tdata : 2D array
|
| 1171 |
+
types : data typers
|
| 1172 |
+
columns : column indexes
|
| 1173 |
+
"""
|
| 1174 |
+
(dtypes, cvalues) = extractTypesFromString(types)
|
| 1175 |
+
if columns is None:
|
| 1176 |
+
ncol = len(data[0])
|
| 1177 |
+
columns = list(range(ncol))
|
| 1178 |
+
ncol = len(columns)
|
| 1179 |
+
#print(columns)
|
| 1180 |
+
|
| 1181 |
+
# partition predicates
|
| 1182 |
+
partitions = None
|
| 1183 |
+
for c in columns:
|
| 1184 |
+
#print(c)
|
| 1185 |
+
dtype = dtypes[c]
|
| 1186 |
+
pred = list()
|
| 1187 |
+
if dtype == "int" or dtype == "float":
|
| 1188 |
+
(vmin, vmax) = getColMinMax(tdata, c)
|
| 1189 |
+
r = vmax - vmin
|
| 1190 |
+
rmin = vmin + .2 * r
|
| 1191 |
+
rmax = vmax - .2 * r
|
| 1192 |
+
sp = randomFloat(rmin, rmax)
|
| 1193 |
+
if dtype == "int":
|
| 1194 |
+
sp = int(sp)
|
| 1195 |
+
else:
|
| 1196 |
+
sp = "{:.3f}".format(sp)
|
| 1197 |
+
sp = float(sp)
|
| 1198 |
+
pred.append([c, "LT", sp])
|
| 1199 |
+
pred.append([c, "GE", sp])
|
| 1200 |
+
elif dtype == "cat":
|
| 1201 |
+
cv = cvalues[c]
|
| 1202 |
+
card = len(cv)
|
| 1203 |
+
if card < 3:
|
| 1204 |
+
num = 1
|
| 1205 |
+
else:
|
| 1206 |
+
num = randomInt(1, card - 1)
|
| 1207 |
+
sp = selectRandomSubListFromList(cv, num)
|
| 1208 |
+
sp = " ".join(sp)
|
| 1209 |
+
pred.append([c, "IN", sp])
|
| 1210 |
+
pred.append([c, "NOTIN", sp])
|
| 1211 |
+
|
| 1212 |
+
#print(pred)
|
| 1213 |
+
if partitions is None:
|
| 1214 |
+
partitions = pred.copy()
|
| 1215 |
+
#print("initial")
|
| 1216 |
+
#print(partitions)
|
| 1217 |
+
else:
|
| 1218 |
+
#print("extension")
|
| 1219 |
+
tparts = list()
|
| 1220 |
+
for p in partitions:
|
| 1221 |
+
#print(p)
|
| 1222 |
+
l1 = p.copy()
|
| 1223 |
+
l1.extend(pred[0])
|
| 1224 |
+
l2 = p.copy()
|
| 1225 |
+
l2.extend(pred[1])
|
| 1226 |
+
#print("after extension")
|
| 1227 |
+
#print(l1)
|
| 1228 |
+
#print(l2)
|
| 1229 |
+
tparts.append(l1)
|
| 1230 |
+
tparts.append(l2)
|
| 1231 |
+
partitions = tparts
|
| 1232 |
+
#print("extending")
|
| 1233 |
+
#print(partitions)
|
| 1234 |
+
|
| 1235 |
+
#for p in partitions:
|
| 1236 |
+
#print(p)
|
| 1237 |
+
return partitions
|
| 1238 |
+
|
| 1239 |
+
def genAlmostUniformDistr(size, nswap=50):
|
| 1240 |
+
"""
|
| 1241 |
+
generate probability distribution
|
| 1242 |
+
|
| 1243 |
+
Parameters
|
| 1244 |
+
size : distr size
|
| 1245 |
+
nswap : no of mass swaps
|
| 1246 |
+
"""
|
| 1247 |
+
un = 1.0 / size
|
| 1248 |
+
distr = [un] * size
|
| 1249 |
+
distr = mutDistr(distr, 0.1 * un, nswap)
|
| 1250 |
+
return distr
|
| 1251 |
+
|
| 1252 |
+
def mutDistr(distr, shift, nswap=50):
|
| 1253 |
+
"""
|
| 1254 |
+
mutates a probability distribution
|
| 1255 |
+
|
| 1256 |
+
Parameters
|
| 1257 |
+
distr distribution
|
| 1258 |
+
shift : amount of shift for swap
|
| 1259 |
+
nswap : no of mass swaps
|
| 1260 |
+
"""
|
| 1261 |
+
size = len(distr)
|
| 1262 |
+
for _ in range(nswap):
|
| 1263 |
+
fi = randomInt(0, size -1)
|
| 1264 |
+
si = randomInt(0, size -1)
|
| 1265 |
+
while fi == si:
|
| 1266 |
+
fi = randomInt(0, size -1)
|
| 1267 |
+
si = randomInt(0, size -1)
|
| 1268 |
+
|
| 1269 |
+
shift = randomFloat(0, shift)
|
| 1270 |
+
t = distr[fi]
|
| 1271 |
+
distr[fi] -= shift
|
| 1272 |
+
if (distr[fi] < 0):
|
| 1273 |
+
distr[fi] = 0.0
|
| 1274 |
+
shift = t
|
| 1275 |
+
distr[si] += shift
|
| 1276 |
+
return distr
|
| 1277 |
+
|
| 1278 |
+
def generateBinDistribution(size, ntrue):
|
| 1279 |
+
"""
|
| 1280 |
+
generate binary array with some elements set to 1
|
| 1281 |
+
|
| 1282 |
+
Parameters
|
| 1283 |
+
size : distr size
|
| 1284 |
+
ntrue : no of true values
|
| 1285 |
+
"""
|
| 1286 |
+
distr = [0] * size
|
| 1287 |
+
idxs = selectRandomSubListFromList(list(range(size)), ntrue)
|
| 1288 |
+
for i in idxs:
|
| 1289 |
+
distr[i] = 1
|
| 1290 |
+
return distr
|
| 1291 |
+
|
| 1292 |
+
def mutBinaryDistr(distr, nmut):
|
| 1293 |
+
"""
|
| 1294 |
+
mutate binary distribution
|
| 1295 |
+
|
| 1296 |
+
Parameters
|
| 1297 |
+
distr : distr
|
| 1298 |
+
nmut : no of mutations
|
| 1299 |
+
"""
|
| 1300 |
+
idxs = selectRandomSubListFromList(list(range(len(distr))), nmut)
|
| 1301 |
+
for i in idxs:
|
| 1302 |
+
distr[i] = distr[i] ^ 1
|
| 1303 |
+
return distr
|
| 1304 |
+
|
| 1305 |
+
def fileSelFieldSubSeqModifierGen(filePath, column, offset, seqLen, modifier, precision, delim=","):
|
| 1306 |
+
"""
|
| 1307 |
+
file record generator that superimposes given data in the specified segment of a column
|
| 1308 |
+
|
| 1309 |
+
Parameters
|
| 1310 |
+
filePath ; file path
|
| 1311 |
+
column : column index
|
| 1312 |
+
offset : offset into column values
|
| 1313 |
+
seqLen : length of subseq
|
| 1314 |
+
modifier : data to be superimposed either list or a sampler object
|
| 1315 |
+
precision : floating point precision
|
| 1316 |
+
delim : delemeter
|
| 1317 |
+
"""
|
| 1318 |
+
beg = offset
|
| 1319 |
+
end = beg + seqLen
|
| 1320 |
+
isList = type(modifier) == list
|
| 1321 |
+
i = 0
|
| 1322 |
+
for rec in fileRecGen(filePath, delim):
|
| 1323 |
+
if i >= beg and i < end:
|
| 1324 |
+
va = float(rec[column])
|
| 1325 |
+
if isList:
|
| 1326 |
+
va += modifier[i - beg]
|
| 1327 |
+
else:
|
| 1328 |
+
va += modifier.sample()
|
| 1329 |
+
rec[column] = formatFloat(precision, va)
|
| 1330 |
+
yield delim.join(rec)
|
| 1331 |
+
i += 1
|
| 1332 |
+
|
| 1333 |
+
class ShiftedDataGenerator:
|
| 1334 |
+
"""
|
| 1335 |
+
transforms data for distribution shift
|
| 1336 |
+
"""
|
| 1337 |
+
def __init__(self, types, tdata, addFact, multFact):
|
| 1338 |
+
"""
|
| 1339 |
+
initializer
|
| 1340 |
+
|
| 1341 |
+
Parameters
|
| 1342 |
+
types data types
|
| 1343 |
+
tdata : 2D array
|
| 1344 |
+
addFact ; factor for data shift
|
| 1345 |
+
multFact ; factor for data scaling
|
| 1346 |
+
"""
|
| 1347 |
+
(self.dtypes, self.cvalues) = extractTypesFromString(types)
|
| 1348 |
+
|
| 1349 |
+
self.limits = dict()
|
| 1350 |
+
for k,v in self.dtypes.items():
|
| 1351 |
+
if v == "int" or v == "false":
|
| 1352 |
+
(vmax, vmin) = getColMinMax(tdata, k)
|
| 1353 |
+
self.limits[k] = vmax - vmin
|
| 1354 |
+
self.addMin = - addFact / 2
|
| 1355 |
+
self.addMax = addFact / 2
|
| 1356 |
+
self.multMin = 1.0 - multFact / 2
|
| 1357 |
+
self.multMax = 1.0 + multFact / 2
|
| 1358 |
+
|
| 1359 |
+
|
| 1360 |
+
|
| 1361 |
+
|
| 1362 |
+
def transform(self, tdata):
|
| 1363 |
+
"""
|
| 1364 |
+
linear transforms data to create distribution shift with random shift and scale
|
| 1365 |
+
|
| 1366 |
+
Parameters
|
| 1367 |
+
types : data types
|
| 1368 |
+
"""
|
| 1369 |
+
transforms = dict()
|
| 1370 |
+
for k,v in self.dtypes.items():
|
| 1371 |
+
if v == "int" or v == "false":
|
| 1372 |
+
shift = randomFloat(self.addMin, self.addMax) * self.limits[k]
|
| 1373 |
+
scale = randomFloat(self.multMin, self.multMax)
|
| 1374 |
+
trns = (shift, scale)
|
| 1375 |
+
transforms[k] = trns
|
| 1376 |
+
elif v == "cat":
|
| 1377 |
+
transforms[k] = isEventSampled(50)
|
| 1378 |
+
|
| 1379 |
+
ttdata = list()
|
| 1380 |
+
for rec in tdata:
|
| 1381 |
+
nrec = rec.copy()
|
| 1382 |
+
for c in range(len(rec)):
|
| 1383 |
+
if c in self.dtypes:
|
| 1384 |
+
dtype = self.dtypes[c]
|
| 1385 |
+
if dtype == "int" or dtype == "float":
|
| 1386 |
+
(shift, scale) = transforms[c]
|
| 1387 |
+
nval = shift + rec[c] * scale
|
| 1388 |
+
if dtype == "int":
|
| 1389 |
+
nrec[c] = int(nval)
|
| 1390 |
+
else:
|
| 1391 |
+
nrec[c] = nval
|
| 1392 |
+
elif dtype == "cat":
|
| 1393 |
+
cv = self.cvalues[c]
|
| 1394 |
+
if transforms[c]:
|
| 1395 |
+
nval = selectOtherRandomFromList(cv, rec[c])
|
| 1396 |
+
nrec[c] = nval
|
| 1397 |
+
|
| 1398 |
+
ttdata.append(nrec)
|
| 1399 |
+
|
| 1400 |
+
return ttdata
|
| 1401 |
+
|
| 1402 |
+
def transformSpecified(self, tdata, sshift, scale):
|
| 1403 |
+
"""
|
| 1404 |
+
linear transforms data to create distribution shift shift specified shift and scale
|
| 1405 |
+
|
| 1406 |
+
Parameters
|
| 1407 |
+
types : data types
|
| 1408 |
+
sshift : shift factor
|
| 1409 |
+
scale : scale factor
|
| 1410 |
+
"""
|
| 1411 |
+
transforms = dict()
|
| 1412 |
+
for k,v in self.dtypes.items():
|
| 1413 |
+
if v == "int" or v == "false":
|
| 1414 |
+
shift = sshift * self.limits[k]
|
| 1415 |
+
trns = (shift, scale)
|
| 1416 |
+
transforms[k] = trns
|
| 1417 |
+
elif v == "cat":
|
| 1418 |
+
transforms[k] = isEventSampled(50)
|
| 1419 |
+
|
| 1420 |
+
ttdata = self.__scaleShift(tdata, transforms)
|
| 1421 |
+
return ttdata
|
| 1422 |
+
|
| 1423 |
+
def __scaleShift(self, tdata, transforms):
|
| 1424 |
+
"""
|
| 1425 |
+
shifts and scales tabular data
|
| 1426 |
+
|
| 1427 |
+
Parameters
|
| 1428 |
+
tdata : 2D array
|
| 1429 |
+
transforms : transforms to apply
|
| 1430 |
+
"""
|
| 1431 |
+
ttdata = list()
|
| 1432 |
+
for rec in tdata:
|
| 1433 |
+
nrec = rec.copy()
|
| 1434 |
+
for c in range(len(rec)):
|
| 1435 |
+
if c in self.dtypes:
|
| 1436 |
+
dtype = self.dtypes[c]
|
| 1437 |
+
if dtype == "int" or dtype == "float":
|
| 1438 |
+
(shift, scale) = transforms[c]
|
| 1439 |
+
nval = shift + rec[c] * scale
|
| 1440 |
+
if dtype == "int":
|
| 1441 |
+
nrec[c] = int(nval)
|
| 1442 |
+
else:
|
| 1443 |
+
nrec[c] = nval
|
| 1444 |
+
elif dtype == "cat":
|
| 1445 |
+
cv = self.cvalues[c]
|
| 1446 |
+
if transforms[c]:
|
| 1447 |
+
#nval = selectOtherRandomFromList(cv, rec[c])
|
| 1448 |
+
#nrec[c] = nval
|
| 1449 |
+
pass
|
| 1450 |
+
|
| 1451 |
+
ttdata.append(nrec)
|
| 1452 |
+
return ttdata
|
| 1453 |
+
|
| 1454 |
+
class RollingStat(object):
|
| 1455 |
+
"""
|
| 1456 |
+
stats for rolling windowt
|
| 1457 |
+
"""
|
| 1458 |
+
def __init__(self, wsize):
|
| 1459 |
+
"""
|
| 1460 |
+
initializer
|
| 1461 |
+
|
| 1462 |
+
Parameters
|
| 1463 |
+
wsize : window size
|
| 1464 |
+
"""
|
| 1465 |
+
self.window = list()
|
| 1466 |
+
self.wsize = wsize
|
| 1467 |
+
self.mean = None
|
| 1468 |
+
self.sd = None
|
| 1469 |
+
|
| 1470 |
+
def add(self, value):
|
| 1471 |
+
"""
|
| 1472 |
+
add a value
|
| 1473 |
+
|
| 1474 |
+
Parameters
|
| 1475 |
+
value : value to add
|
| 1476 |
+
"""
|
| 1477 |
+
self.window.append(value)
|
| 1478 |
+
if len(self.window) > self.wsize:
|
| 1479 |
+
self.window = self.window[1:]
|
| 1480 |
+
|
| 1481 |
+
def getStat(self):
|
| 1482 |
+
"""
|
| 1483 |
+
get rolling window mean and std deviation
|
| 1484 |
+
"""
|
| 1485 |
+
assertGreater(len(self.window), 0, "window is empty")
|
| 1486 |
+
if len(self.window) == 1:
|
| 1487 |
+
self.mean = self.window[0]
|
| 1488 |
+
self.sd = 0
|
| 1489 |
+
else:
|
| 1490 |
+
self.mean = statistics.mean(self.window)
|
| 1491 |
+
self.sd = statistics.stdev(self.window, xbar=self.mean)
|
| 1492 |
+
re = (self.mean, self.sd)
|
| 1493 |
+
return re
|
| 1494 |
+
|
| 1495 |
+
def getSize(self):
|
| 1496 |
+
"""
|
| 1497 |
+
return window size
|
| 1498 |
+
"""
|
| 1499 |
+
return len(self.window)
|
| 1500 |
+
|
matumizi/sampler.py
ADDED
|
@@ -0,0 +1,1455 @@
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|
| 1 |
+
#!/usr/local/bin/python3
|
| 2 |
+
|
| 3 |
+
# avenir-python: Machine Learning
|
| 4 |
+
# Author: Pranab Ghosh
|
| 5 |
+
#
|
| 6 |
+
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
| 7 |
+
# may not use this file except in compliance with the License. You may
|
| 8 |
+
# obtain a copy of the License at
|
| 9 |
+
#
|
| 10 |
+
# http://www.apache.org/licenses/LICENSE-2.0
|
| 11 |
+
#
|
| 12 |
+
# Unless required by applicable law or agreed to in writing, software
|
| 13 |
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
| 14 |
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
| 15 |
+
# implied. See the License for the specific language governing
|
| 16 |
+
# permissions and limitations under the License.
|
| 17 |
+
|
| 18 |
+
import sys
|
| 19 |
+
import random
|
| 20 |
+
import time
|
| 21 |
+
import math
|
| 22 |
+
import random
|
| 23 |
+
import numpy as np
|
| 24 |
+
from scipy import stats
|
| 25 |
+
from random import randint
|
| 26 |
+
from .util import *
|
| 27 |
+
from .stats import Histogram
|
| 28 |
+
|
| 29 |
+
def randomFloat(low, high):
|
| 30 |
+
"""
|
| 31 |
+
sample float within range
|
| 32 |
+
|
| 33 |
+
Parameters
|
| 34 |
+
low : low valuee
|
| 35 |
+
high : high valuee
|
| 36 |
+
"""
|
| 37 |
+
return random.random() * (high-low) + low
|
| 38 |
+
|
| 39 |
+
def randomInt(minv, maxv):
|
| 40 |
+
"""
|
| 41 |
+
sample int within range
|
| 42 |
+
|
| 43 |
+
Parameters
|
| 44 |
+
minv : low valuee
|
| 45 |
+
maxv : high valuee
|
| 46 |
+
"""
|
| 47 |
+
return randint(minv, maxv)
|
| 48 |
+
|
| 49 |
+
def randIndex(lData):
|
| 50 |
+
"""
|
| 51 |
+
random index of a list
|
| 52 |
+
|
| 53 |
+
Parameters
|
| 54 |
+
lData : list data
|
| 55 |
+
"""
|
| 56 |
+
return randint(0, len(lData)-1)
|
| 57 |
+
|
| 58 |
+
def randomUniformSampled(low, high):
|
| 59 |
+
"""
|
| 60 |
+
sample float within range
|
| 61 |
+
|
| 62 |
+
Parameters
|
| 63 |
+
low : low value
|
| 64 |
+
high : high value
|
| 65 |
+
"""
|
| 66 |
+
return np.random.uniform(low, high)
|
| 67 |
+
|
| 68 |
+
def randomUniformSampledList(low, high, size):
|
| 69 |
+
"""
|
| 70 |
+
sample floats within range to create list
|
| 71 |
+
|
| 72 |
+
Parameters
|
| 73 |
+
low : low value
|
| 74 |
+
high : high value
|
| 75 |
+
size ; size of list to be returned
|
| 76 |
+
"""
|
| 77 |
+
return np.random.uniform(low, high, size)
|
| 78 |
+
|
| 79 |
+
def randomNormSampled(mean, sd):
|
| 80 |
+
"""
|
| 81 |
+
sample float from normal
|
| 82 |
+
|
| 83 |
+
Parameters
|
| 84 |
+
mean : mean
|
| 85 |
+
sd : std deviation
|
| 86 |
+
"""
|
| 87 |
+
return np.random.normal(mean, sd)
|
| 88 |
+
|
| 89 |
+
def randomNormSampledList(mean, sd, size):
|
| 90 |
+
"""
|
| 91 |
+
sample float list from normal
|
| 92 |
+
|
| 93 |
+
Parameters
|
| 94 |
+
mean : mean
|
| 95 |
+
sd : std deviation
|
| 96 |
+
size : size of list to be returned
|
| 97 |
+
"""
|
| 98 |
+
return np.random.normal(mean, sd, size)
|
| 99 |
+
|
| 100 |
+
def randomSampledList(sampler, size):
|
| 101 |
+
"""
|
| 102 |
+
sample list from given sampler
|
| 103 |
+
|
| 104 |
+
Parameters
|
| 105 |
+
sampler : sampler object
|
| 106 |
+
size : size of list to be returned
|
| 107 |
+
"""
|
| 108 |
+
return list(map(lambda i : sampler.sample(), range(size)))
|
| 109 |
+
|
| 110 |
+
|
| 111 |
+
def minLimit(val, minv):
|
| 112 |
+
"""
|
| 113 |
+
min limit
|
| 114 |
+
|
| 115 |
+
Parameters
|
| 116 |
+
val : value
|
| 117 |
+
minv : min limit
|
| 118 |
+
"""
|
| 119 |
+
if (val < minv):
|
| 120 |
+
val = minv
|
| 121 |
+
return val
|
| 122 |
+
|
| 123 |
+
|
| 124 |
+
def rangeLimit(val, minv, maxv):
|
| 125 |
+
"""
|
| 126 |
+
range limit
|
| 127 |
+
|
| 128 |
+
Parameters
|
| 129 |
+
val : value
|
| 130 |
+
minv : min limit
|
| 131 |
+
maxv : max limit
|
| 132 |
+
"""
|
| 133 |
+
if (val < minv):
|
| 134 |
+
val = minv
|
| 135 |
+
elif (val > maxv):
|
| 136 |
+
val = maxv
|
| 137 |
+
return val
|
| 138 |
+
|
| 139 |
+
|
| 140 |
+
def sampleUniform(minv, maxv):
|
| 141 |
+
"""
|
| 142 |
+
sample int within range
|
| 143 |
+
|
| 144 |
+
Parameters
|
| 145 |
+
minv ; int min limit
|
| 146 |
+
maxv : int max limit
|
| 147 |
+
"""
|
| 148 |
+
return randint(minv, maxv)
|
| 149 |
+
|
| 150 |
+
|
| 151 |
+
def sampleFromBase(value, dev):
|
| 152 |
+
"""
|
| 153 |
+
sample int wrt base
|
| 154 |
+
|
| 155 |
+
Parameters
|
| 156 |
+
value : base value
|
| 157 |
+
dev : deviation
|
| 158 |
+
"""
|
| 159 |
+
return randint(value - dev, value + dev)
|
| 160 |
+
|
| 161 |
+
|
| 162 |
+
def sampleFloatFromBase(value, dev):
|
| 163 |
+
"""
|
| 164 |
+
sample float wrt base
|
| 165 |
+
|
| 166 |
+
Parameters
|
| 167 |
+
value : base value
|
| 168 |
+
dev : deviation
|
| 169 |
+
"""
|
| 170 |
+
return randomFloat(value - dev, value + dev)
|
| 171 |
+
|
| 172 |
+
|
| 173 |
+
def distrUniformWithRanndom(total, numItems, noiseLevel):
|
| 174 |
+
"""
|
| 175 |
+
uniformly distribute with some randomness and preserves total
|
| 176 |
+
|
| 177 |
+
Parameters
|
| 178 |
+
total : total count
|
| 179 |
+
numItems : no of bins
|
| 180 |
+
noiseLevel : noise level fraction
|
| 181 |
+
"""
|
| 182 |
+
perItem = total / numItems
|
| 183 |
+
var = perItem * noiseLevel
|
| 184 |
+
items = []
|
| 185 |
+
for i in range(numItems):
|
| 186 |
+
item = perItem + randomFloat(-var, var)
|
| 187 |
+
items.append(item)
|
| 188 |
+
|
| 189 |
+
#adjust last item
|
| 190 |
+
sm = sum(items[:-1])
|
| 191 |
+
items[-1] = total - sm
|
| 192 |
+
return items
|
| 193 |
+
|
| 194 |
+
|
| 195 |
+
def isEventSampled(threshold, maxv=100):
|
| 196 |
+
"""
|
| 197 |
+
sample event which occurs if sampled below threshold
|
| 198 |
+
|
| 199 |
+
Parameters
|
| 200 |
+
threshold : threshold for sampling
|
| 201 |
+
maxv : maximum values
|
| 202 |
+
"""
|
| 203 |
+
return randint(0, maxv) < threshold
|
| 204 |
+
|
| 205 |
+
|
| 206 |
+
def sampleBinaryEvents(events, probPercent):
|
| 207 |
+
"""
|
| 208 |
+
sample binary events
|
| 209 |
+
|
| 210 |
+
Parameters
|
| 211 |
+
events : two events
|
| 212 |
+
probPercent : probability as percentage
|
| 213 |
+
"""
|
| 214 |
+
if (randint(0, 100) < probPercent):
|
| 215 |
+
event = events[0]
|
| 216 |
+
else:
|
| 217 |
+
event = events[1]
|
| 218 |
+
return event
|
| 219 |
+
|
| 220 |
+
|
| 221 |
+
def addNoiseNum(value, sampler):
|
| 222 |
+
"""
|
| 223 |
+
add noise to numeric value
|
| 224 |
+
|
| 225 |
+
Parameters
|
| 226 |
+
value : base value
|
| 227 |
+
sampler : sampler for noise
|
| 228 |
+
"""
|
| 229 |
+
return value * (1 + sampler.sample())
|
| 230 |
+
|
| 231 |
+
|
| 232 |
+
def addNoiseCat(value, values, noise):
|
| 233 |
+
"""
|
| 234 |
+
add noise to categorical value i.e with some probability change value
|
| 235 |
+
|
| 236 |
+
Parameters
|
| 237 |
+
value : cat value
|
| 238 |
+
values : cat values
|
| 239 |
+
noise : noise level fraction
|
| 240 |
+
"""
|
| 241 |
+
newValue = value
|
| 242 |
+
threshold = int(noise * 100)
|
| 243 |
+
if (isEventSampled(threshold)):
|
| 244 |
+
newValue = selectRandomFromList(values)
|
| 245 |
+
while newValue == value:
|
| 246 |
+
newValue = selectRandomFromList(values)
|
| 247 |
+
return newValue
|
| 248 |
+
|
| 249 |
+
|
| 250 |
+
def sampleWithReplace(data, sampSize):
|
| 251 |
+
"""
|
| 252 |
+
sample with replacement
|
| 253 |
+
|
| 254 |
+
Parameters
|
| 255 |
+
data : array
|
| 256 |
+
sampSize : sample size
|
| 257 |
+
"""
|
| 258 |
+
sampled = list()
|
| 259 |
+
le = len(data)
|
| 260 |
+
if sampSize is None:
|
| 261 |
+
sampSize = le
|
| 262 |
+
for i in range(sampSize):
|
| 263 |
+
j = random.randint(0, le - 1)
|
| 264 |
+
sampled.append(data[j])
|
| 265 |
+
return sampled
|
| 266 |
+
|
| 267 |
+
class CumDistr:
|
| 268 |
+
"""
|
| 269 |
+
cumulative distr
|
| 270 |
+
"""
|
| 271 |
+
|
| 272 |
+
def __init__(self, data, numBins = None):
|
| 273 |
+
"""
|
| 274 |
+
initializer
|
| 275 |
+
|
| 276 |
+
Parameters
|
| 277 |
+
data : array
|
| 278 |
+
numBins : no of bins
|
| 279 |
+
"""
|
| 280 |
+
if not numBins:
|
| 281 |
+
numBins = int(len(data) / 5)
|
| 282 |
+
res = stats.cumfreq(data, numbins=numBins)
|
| 283 |
+
self.cdistr = res.cumcount / len(data)
|
| 284 |
+
self.loLim = res.lowerlimit
|
| 285 |
+
self.upLim = res.lowerlimit + res.binsize * res.cumcount.size
|
| 286 |
+
self.binWidth = res.binsize
|
| 287 |
+
|
| 288 |
+
def getDistr(self, value):
|
| 289 |
+
"""
|
| 290 |
+
get cumulative distribution
|
| 291 |
+
|
| 292 |
+
Parameters
|
| 293 |
+
value : value
|
| 294 |
+
"""
|
| 295 |
+
if value <= self.loLim:
|
| 296 |
+
d = 0.0
|
| 297 |
+
elif value >= self.upLim:
|
| 298 |
+
d = 1.0
|
| 299 |
+
else:
|
| 300 |
+
bin = int((value - self.loLim) / self.binWidth)
|
| 301 |
+
d = self.cdistr[bin]
|
| 302 |
+
return d
|
| 303 |
+
|
| 304 |
+
class BernoulliTrialSampler:
|
| 305 |
+
"""
|
| 306 |
+
bernoulli trial sampler return True or False
|
| 307 |
+
"""
|
| 308 |
+
|
| 309 |
+
def __init__(self, pr, events=None):
|
| 310 |
+
"""
|
| 311 |
+
initializer
|
| 312 |
+
|
| 313 |
+
Parameters
|
| 314 |
+
pr : probability
|
| 315 |
+
events : event values
|
| 316 |
+
"""
|
| 317 |
+
self.pr = pr
|
| 318 |
+
self.retEvent = False if events is None else True
|
| 319 |
+
self.events = events
|
| 320 |
+
|
| 321 |
+
|
| 322 |
+
def sample(self):
|
| 323 |
+
"""
|
| 324 |
+
samples value
|
| 325 |
+
"""
|
| 326 |
+
res = random.random() < self.pr
|
| 327 |
+
if self.retEvent:
|
| 328 |
+
res = self.events[0] if res else self.events[1]
|
| 329 |
+
return res
|
| 330 |
+
|
| 331 |
+
class PoissonSampler:
|
| 332 |
+
"""
|
| 333 |
+
poisson sampler returns number of events
|
| 334 |
+
"""
|
| 335 |
+
def __init__(self, rateOccur, maxSamp):
|
| 336 |
+
"""
|
| 337 |
+
initializer
|
| 338 |
+
|
| 339 |
+
Parameters
|
| 340 |
+
rateOccur : rate of occurence
|
| 341 |
+
maxSamp : max limit on no of samples
|
| 342 |
+
"""
|
| 343 |
+
self.rateOccur = rateOccur
|
| 344 |
+
self.maxSamp = int(maxSamp)
|
| 345 |
+
self.pmax = self.calculatePr(rateOccur)
|
| 346 |
+
|
| 347 |
+
def calculatePr(self, numOccur):
|
| 348 |
+
"""
|
| 349 |
+
calulates probability
|
| 350 |
+
|
| 351 |
+
Parameters
|
| 352 |
+
numOccur : no of occurence
|
| 353 |
+
"""
|
| 354 |
+
p = (self.rateOccur ** numOccur) * math.exp(-self.rateOccur) / math.factorial(numOccur)
|
| 355 |
+
return p
|
| 356 |
+
|
| 357 |
+
def sample(self):
|
| 358 |
+
"""
|
| 359 |
+
samples value
|
| 360 |
+
"""
|
| 361 |
+
done = False
|
| 362 |
+
samp = 0
|
| 363 |
+
while not done:
|
| 364 |
+
no = randint(0, self.maxSamp)
|
| 365 |
+
sp = randomFloat(0.0, self.pmax)
|
| 366 |
+
ap = self.calculatePr(no)
|
| 367 |
+
if sp < ap:
|
| 368 |
+
done = True
|
| 369 |
+
samp = no
|
| 370 |
+
return samp
|
| 371 |
+
|
| 372 |
+
class ExponentialSampler:
|
| 373 |
+
"""
|
| 374 |
+
returns interval between events
|
| 375 |
+
"""
|
| 376 |
+
def __init__(self, rateOccur, maxSamp = None):
|
| 377 |
+
"""
|
| 378 |
+
initializer
|
| 379 |
+
|
| 380 |
+
Parameters
|
| 381 |
+
rateOccur : rate of occurence
|
| 382 |
+
maxSamp : max limit on interval
|
| 383 |
+
"""
|
| 384 |
+
self.interval = 1.0 / rateOccur
|
| 385 |
+
self.maxSamp = int(maxSamp) if maxSamp is not None else None
|
| 386 |
+
|
| 387 |
+
def sample(self):
|
| 388 |
+
"""
|
| 389 |
+
samples value
|
| 390 |
+
"""
|
| 391 |
+
sampled = np.random.exponential(scale=self.interval)
|
| 392 |
+
if self.maxSamp is not None:
|
| 393 |
+
while sampled > self.maxSamp:
|
| 394 |
+
sampled = np.random.exponential(scale=self.interval)
|
| 395 |
+
return sampled
|
| 396 |
+
|
| 397 |
+
class UniformNumericSampler:
|
| 398 |
+
"""
|
| 399 |
+
uniform sampler for numerical values
|
| 400 |
+
"""
|
| 401 |
+
def __init__(self, minv, maxv):
|
| 402 |
+
"""
|
| 403 |
+
initializer
|
| 404 |
+
|
| 405 |
+
Parameters
|
| 406 |
+
minv : min value
|
| 407 |
+
maxv : max value
|
| 408 |
+
"""
|
| 409 |
+
self.minv = minv
|
| 410 |
+
self.maxv = maxv
|
| 411 |
+
|
| 412 |
+
def isNumeric(self):
|
| 413 |
+
"""
|
| 414 |
+
returns true
|
| 415 |
+
"""
|
| 416 |
+
return True
|
| 417 |
+
|
| 418 |
+
def sample(self):
|
| 419 |
+
"""
|
| 420 |
+
samples value
|
| 421 |
+
"""
|
| 422 |
+
samp = sampleUniform(self.minv, self.maxv) if isinstance(self.minv, int) else randomFloat(self.minv, self.maxv)
|
| 423 |
+
return samp
|
| 424 |
+
|
| 425 |
+
class UniformCategoricalSampler:
|
| 426 |
+
"""
|
| 427 |
+
uniform sampler for categorical values
|
| 428 |
+
"""
|
| 429 |
+
def __init__(self, cvalues):
|
| 430 |
+
"""
|
| 431 |
+
initializer
|
| 432 |
+
|
| 433 |
+
Parameters
|
| 434 |
+
cvalues : categorical value list
|
| 435 |
+
"""
|
| 436 |
+
self.cvalues = cvalues
|
| 437 |
+
|
| 438 |
+
def isNumeric(self):
|
| 439 |
+
return False
|
| 440 |
+
|
| 441 |
+
def sample(self):
|
| 442 |
+
"""
|
| 443 |
+
samples value
|
| 444 |
+
"""
|
| 445 |
+
return selectRandomFromList(self.cvalues)
|
| 446 |
+
|
| 447 |
+
class NormalSampler:
|
| 448 |
+
"""
|
| 449 |
+
normal sampler
|
| 450 |
+
"""
|
| 451 |
+
def __init__(self, mean, stdDev):
|
| 452 |
+
"""
|
| 453 |
+
initializer
|
| 454 |
+
|
| 455 |
+
Parameters
|
| 456 |
+
mean : mean
|
| 457 |
+
stdDev : std deviation
|
| 458 |
+
"""
|
| 459 |
+
self.mean = mean
|
| 460 |
+
self.stdDev = stdDev
|
| 461 |
+
self.sampleAsInt = False
|
| 462 |
+
|
| 463 |
+
def isNumeric(self):
|
| 464 |
+
return True
|
| 465 |
+
|
| 466 |
+
def sampleAsIntValue(self):
|
| 467 |
+
"""
|
| 468 |
+
set True to sample as int
|
| 469 |
+
"""
|
| 470 |
+
self.sampleAsInt = True
|
| 471 |
+
|
| 472 |
+
def sample(self):
|
| 473 |
+
"""
|
| 474 |
+
samples value
|
| 475 |
+
"""
|
| 476 |
+
samp = np.random.normal(self.mean, self.stdDev)
|
| 477 |
+
if self.sampleAsInt:
|
| 478 |
+
samp = int(samp)
|
| 479 |
+
return samp
|
| 480 |
+
|
| 481 |
+
class LogNormalSampler:
|
| 482 |
+
"""
|
| 483 |
+
log normal sampler
|
| 484 |
+
"""
|
| 485 |
+
def __init__(self, mean, stdDev):
|
| 486 |
+
"""
|
| 487 |
+
initializer
|
| 488 |
+
|
| 489 |
+
Parameters
|
| 490 |
+
mean : mean
|
| 491 |
+
stdDev : std deviation
|
| 492 |
+
"""
|
| 493 |
+
self.mean = mean
|
| 494 |
+
self.stdDev = stdDev
|
| 495 |
+
|
| 496 |
+
def isNumeric(self):
|
| 497 |
+
return True
|
| 498 |
+
|
| 499 |
+
def sample(self):
|
| 500 |
+
"""
|
| 501 |
+
samples value
|
| 502 |
+
"""
|
| 503 |
+
return np.random.lognormal(self.mean, self.stdDev)
|
| 504 |
+
|
| 505 |
+
class NormalSamplerWithTrendCycle:
|
| 506 |
+
"""
|
| 507 |
+
normal sampler with cycle and trend
|
| 508 |
+
"""
|
| 509 |
+
def __init__(self, mean, stdDev, dmean, cycle, step=1):
|
| 510 |
+
"""
|
| 511 |
+
initializer
|
| 512 |
+
|
| 513 |
+
Parameters
|
| 514 |
+
mean : mean
|
| 515 |
+
stdDev : std deviation
|
| 516 |
+
dmean : trend delta
|
| 517 |
+
cycle : cycle values wrt base mean
|
| 518 |
+
step : adjustment step for cycle and trend
|
| 519 |
+
"""
|
| 520 |
+
self.mean = mean
|
| 521 |
+
self.cmean = mean
|
| 522 |
+
self.stdDev = stdDev
|
| 523 |
+
self.dmean = dmean
|
| 524 |
+
self.cycle = cycle
|
| 525 |
+
self.clen = len(cycle) if cycle is not None else 0
|
| 526 |
+
self.step = step
|
| 527 |
+
self.count = 0
|
| 528 |
+
|
| 529 |
+
def isNumeric(self):
|
| 530 |
+
return True
|
| 531 |
+
|
| 532 |
+
def sample(self):
|
| 533 |
+
"""
|
| 534 |
+
samples value
|
| 535 |
+
"""
|
| 536 |
+
s = np.random.normal(self.cmean, self.stdDev)
|
| 537 |
+
self.count += 1
|
| 538 |
+
if self.count % self.step == 0:
|
| 539 |
+
cy = 0
|
| 540 |
+
if self.clen > 1:
|
| 541 |
+
coff = self.count % self.clen
|
| 542 |
+
cy = self.cycle[coff]
|
| 543 |
+
tr = self.count * self.dmean
|
| 544 |
+
self.cmean = self.mean + tr + cy
|
| 545 |
+
return s
|
| 546 |
+
|
| 547 |
+
|
| 548 |
+
class ParetoSampler:
|
| 549 |
+
"""
|
| 550 |
+
pareto sampler
|
| 551 |
+
"""
|
| 552 |
+
def __init__(self, mode, shape):
|
| 553 |
+
"""
|
| 554 |
+
initializer
|
| 555 |
+
|
| 556 |
+
Parameters
|
| 557 |
+
mode : mode
|
| 558 |
+
shape : shape
|
| 559 |
+
"""
|
| 560 |
+
self.mode = mode
|
| 561 |
+
self.shape = shape
|
| 562 |
+
|
| 563 |
+
def isNumeric(self):
|
| 564 |
+
return True
|
| 565 |
+
|
| 566 |
+
def sample(self):
|
| 567 |
+
"""
|
| 568 |
+
samples value
|
| 569 |
+
"""
|
| 570 |
+
return (np.random.pareto(self.shape) + 1) * self.mode
|
| 571 |
+
|
| 572 |
+
class GammaSampler:
|
| 573 |
+
"""
|
| 574 |
+
pareto sampler
|
| 575 |
+
"""
|
| 576 |
+
def __init__(self, shape, scale):
|
| 577 |
+
"""
|
| 578 |
+
initializer
|
| 579 |
+
|
| 580 |
+
Parameters
|
| 581 |
+
shape : shape
|
| 582 |
+
scale : scale
|
| 583 |
+
"""
|
| 584 |
+
self.shape = shape
|
| 585 |
+
self.scale = scale
|
| 586 |
+
|
| 587 |
+
def isNumeric(self):
|
| 588 |
+
return True
|
| 589 |
+
|
| 590 |
+
def sample(self):
|
| 591 |
+
"""
|
| 592 |
+
samples value
|
| 593 |
+
"""
|
| 594 |
+
return np.random.gamma(self.shape, self.scale)
|
| 595 |
+
|
| 596 |
+
class GaussianRejectSampler:
|
| 597 |
+
"""
|
| 598 |
+
gaussian sampling based on rejection sampling
|
| 599 |
+
"""
|
| 600 |
+
def __init__(self, mean, stdDev):
|
| 601 |
+
"""
|
| 602 |
+
initializer
|
| 603 |
+
|
| 604 |
+
Parameters
|
| 605 |
+
mean : mean
|
| 606 |
+
stdDev : std deviation
|
| 607 |
+
"""
|
| 608 |
+
self.mean = mean
|
| 609 |
+
self.stdDev = stdDev
|
| 610 |
+
self.xmin = mean - 3 * stdDev
|
| 611 |
+
self.xmax = mean + 3 * stdDev
|
| 612 |
+
self.ymin = 0.0
|
| 613 |
+
self.fmax = 1.0 / (math.sqrt(2.0 * 3.14) * stdDev)
|
| 614 |
+
self.ymax = 1.05 * self.fmax
|
| 615 |
+
self.sampleAsInt = False
|
| 616 |
+
|
| 617 |
+
def isNumeric(self):
|
| 618 |
+
return True
|
| 619 |
+
|
| 620 |
+
def sampleAsIntValue(self):
|
| 621 |
+
"""
|
| 622 |
+
sample as int value
|
| 623 |
+
"""
|
| 624 |
+
self.sampleAsInt = True
|
| 625 |
+
|
| 626 |
+
def sample(self):
|
| 627 |
+
"""
|
| 628 |
+
samples value
|
| 629 |
+
"""
|
| 630 |
+
done = False
|
| 631 |
+
samp = 0
|
| 632 |
+
while not done:
|
| 633 |
+
x = randomFloat(self.xmin, self.xmax)
|
| 634 |
+
y = randomFloat(self.ymin, self.ymax)
|
| 635 |
+
f = self.fmax * math.exp(-(x - self.mean) * (x - self.mean) / (2.0 * self.stdDev * self.stdDev))
|
| 636 |
+
if (y < f):
|
| 637 |
+
done = True
|
| 638 |
+
samp = x
|
| 639 |
+
if self.sampleAsInt:
|
| 640 |
+
samp = int(samp)
|
| 641 |
+
return samp
|
| 642 |
+
|
| 643 |
+
class DiscreteRejectSampler:
|
| 644 |
+
"""
|
| 645 |
+
non parametric sampling for discrete values using given distribution based
|
| 646 |
+
on rejection sampling
|
| 647 |
+
"""
|
| 648 |
+
def __init__(self, xmin, xmax, step, *values):
|
| 649 |
+
"""
|
| 650 |
+
initializer
|
| 651 |
+
|
| 652 |
+
Parameters
|
| 653 |
+
xmin : min value
|
| 654 |
+
xmax : max value
|
| 655 |
+
step : discrete step
|
| 656 |
+
values : distr values
|
| 657 |
+
"""
|
| 658 |
+
self.xmin = xmin
|
| 659 |
+
self.xmax = xmax
|
| 660 |
+
self.step = step
|
| 661 |
+
self.distr = values
|
| 662 |
+
if (len(self.distr) == 1):
|
| 663 |
+
self.distr = self.distr[0]
|
| 664 |
+
numSteps = int((self.xmax - self.xmin) / self.step)
|
| 665 |
+
#print("{:.3f} {:.3f} {:.3f} {}".format(self.xmin, self.xmax, self.step, numSteps))
|
| 666 |
+
assert len(self.distr) == numSteps + 1, "invalid number of distr values expected {}".format(numSteps + 1)
|
| 667 |
+
self.ximin = 0
|
| 668 |
+
self.ximax = numSteps
|
| 669 |
+
self.pmax = float(max(self.distr))
|
| 670 |
+
|
| 671 |
+
def isNumeric(self):
|
| 672 |
+
return True
|
| 673 |
+
|
| 674 |
+
def sample(self):
|
| 675 |
+
"""
|
| 676 |
+
samples value
|
| 677 |
+
"""
|
| 678 |
+
done = False
|
| 679 |
+
samp = None
|
| 680 |
+
while not done:
|
| 681 |
+
xi = randint(self.ximin, self.ximax)
|
| 682 |
+
#print(formatAny(xi, "xi"))
|
| 683 |
+
ps = randomFloat(0.0, self.pmax)
|
| 684 |
+
pa = self.distr[xi]
|
| 685 |
+
if ps < pa:
|
| 686 |
+
samp = self.xmin + xi * self.step
|
| 687 |
+
done = True
|
| 688 |
+
return samp
|
| 689 |
+
|
| 690 |
+
|
| 691 |
+
class TriangularRejectSampler:
|
| 692 |
+
"""
|
| 693 |
+
non parametric sampling using triangular distribution based on rejection sampling
|
| 694 |
+
"""
|
| 695 |
+
def __init__(self, xmin, xmax, vertexValue, vertexPos=None):
|
| 696 |
+
"""
|
| 697 |
+
initializer
|
| 698 |
+
|
| 699 |
+
Parameters
|
| 700 |
+
xmin : min value
|
| 701 |
+
xmax : max value
|
| 702 |
+
vertexValue : distr value at vertex
|
| 703 |
+
vertexPos : vertex pposition
|
| 704 |
+
"""
|
| 705 |
+
self.xmin = xmin
|
| 706 |
+
self.xmax = xmax
|
| 707 |
+
self.vertexValue = vertexValue
|
| 708 |
+
if vertexPos:
|
| 709 |
+
assert vertexPos > xmin and vertexPos < xmax, "vertex position outside bound"
|
| 710 |
+
self.vertexPos = vertexPos
|
| 711 |
+
else:
|
| 712 |
+
self.vertexPos = 0.5 * (xmin + xmax)
|
| 713 |
+
self.s1 = vertexValue / (self.vertexPos - xmin)
|
| 714 |
+
self.s2 = vertexValue / (xmax - self.vertexPos)
|
| 715 |
+
|
| 716 |
+
def isNumeric(self):
|
| 717 |
+
return True
|
| 718 |
+
|
| 719 |
+
def sample(self):
|
| 720 |
+
"""
|
| 721 |
+
samples value
|
| 722 |
+
"""
|
| 723 |
+
done = False
|
| 724 |
+
samp = None
|
| 725 |
+
while not done:
|
| 726 |
+
x = randomFloat(self.xmin, self.xmax)
|
| 727 |
+
y = randomFloat(0.0, self.vertexValue)
|
| 728 |
+
f = (x - self.xmin) * self.s1 if x < self.vertexPos else (self.xmax - x) * self.s2
|
| 729 |
+
if (y < f):
|
| 730 |
+
done = True
|
| 731 |
+
samp = x
|
| 732 |
+
|
| 733 |
+
return samp;
|
| 734 |
+
|
| 735 |
+
class NonParamRejectSampler:
|
| 736 |
+
"""
|
| 737 |
+
non parametric sampling using given distribution based on rejection sampling
|
| 738 |
+
"""
|
| 739 |
+
def __init__(self, xmin, binWidth, *values):
|
| 740 |
+
"""
|
| 741 |
+
initializer
|
| 742 |
+
|
| 743 |
+
Parameters
|
| 744 |
+
xmin : min value
|
| 745 |
+
binWidth : bin width
|
| 746 |
+
values : distr values
|
| 747 |
+
"""
|
| 748 |
+
self.values = values
|
| 749 |
+
if (len(self.values) == 1):
|
| 750 |
+
self.values = self.values[0]
|
| 751 |
+
self.xmin = xmin
|
| 752 |
+
self.xmax = xmin + binWidth * (len(self.values) - 1)
|
| 753 |
+
#print(self.xmin, self.xmax, binWidth)
|
| 754 |
+
self.binWidth = binWidth
|
| 755 |
+
self.fmax = 0
|
| 756 |
+
for v in self.values:
|
| 757 |
+
if (v > self.fmax):
|
| 758 |
+
self.fmax = v
|
| 759 |
+
self.ymin = 0
|
| 760 |
+
self.ymax = self.fmax
|
| 761 |
+
self.sampleAsInt = True
|
| 762 |
+
|
| 763 |
+
def isNumeric(self):
|
| 764 |
+
return True
|
| 765 |
+
|
| 766 |
+
def sampleAsFloat(self):
|
| 767 |
+
self.sampleAsInt = False
|
| 768 |
+
|
| 769 |
+
def sample(self):
|
| 770 |
+
"""
|
| 771 |
+
samples value
|
| 772 |
+
"""
|
| 773 |
+
done = False
|
| 774 |
+
samp = 0
|
| 775 |
+
while not done:
|
| 776 |
+
if self.sampleAsInt:
|
| 777 |
+
x = random.randint(self.xmin, self.xmax)
|
| 778 |
+
y = random.randint(self.ymin, self.ymax)
|
| 779 |
+
else:
|
| 780 |
+
x = randomFloat(self.xmin, self.xmax)
|
| 781 |
+
y = randomFloat(self.ymin, self.ymax)
|
| 782 |
+
bin = int((x - self.xmin) / self.binWidth)
|
| 783 |
+
f = self.values[bin]
|
| 784 |
+
if (y < f):
|
| 785 |
+
done = True
|
| 786 |
+
samp = x
|
| 787 |
+
return samp
|
| 788 |
+
|
| 789 |
+
class JointNonParamRejectSampler:
|
| 790 |
+
"""
|
| 791 |
+
non parametric sampling using given distribution based on rejection sampling
|
| 792 |
+
"""
|
| 793 |
+
def __init__(self, xmin, xbinWidth, xnbin, ymin, ybinWidth, ynbin, *values):
|
| 794 |
+
"""
|
| 795 |
+
initializer
|
| 796 |
+
|
| 797 |
+
Parameters
|
| 798 |
+
xmin : min value for x
|
| 799 |
+
xbinWidth : bin width for x
|
| 800 |
+
xnbin : no of bins for x
|
| 801 |
+
ymin : min value for y
|
| 802 |
+
ybinWidth : bin width for y
|
| 803 |
+
ynbin : no of bins for y
|
| 804 |
+
values : distr values
|
| 805 |
+
"""
|
| 806 |
+
self.values = values
|
| 807 |
+
if (len(self.values) == 1):
|
| 808 |
+
self.values = self.values[0]
|
| 809 |
+
assert len(self.values) == xnbin * ynbin, "wrong number of values for joint distr"
|
| 810 |
+
self.xmin = xmin
|
| 811 |
+
self.xmax = xmin + xbinWidth * xnbin
|
| 812 |
+
self.xbinWidth = xbinWidth
|
| 813 |
+
self.ymin = ymin
|
| 814 |
+
self.ymax = ymin + ybinWidth * ynbin
|
| 815 |
+
self.ybinWidth = ybinWidth
|
| 816 |
+
self.pmax = max(self.values)
|
| 817 |
+
self.values = np.array(self.values).reshape(xnbin, ynbin)
|
| 818 |
+
|
| 819 |
+
def isNumeric(self):
|
| 820 |
+
return True
|
| 821 |
+
|
| 822 |
+
def sample(self):
|
| 823 |
+
"""
|
| 824 |
+
samples value
|
| 825 |
+
"""
|
| 826 |
+
done = False
|
| 827 |
+
samp = 0
|
| 828 |
+
while not done:
|
| 829 |
+
x = randomFloat(self.xmin, self.xmax)
|
| 830 |
+
y = randomFloat(self.ymin, self.ymax)
|
| 831 |
+
xbin = int((x - self.xmin) / self.xbinWidth)
|
| 832 |
+
ybin = int((y - self.ymin) / self.ybinWidth)
|
| 833 |
+
ap = self.values[xbin][ybin]
|
| 834 |
+
sp = randomFloat(0.0, self.pmax)
|
| 835 |
+
if (sp < ap):
|
| 836 |
+
done = True
|
| 837 |
+
samp = [x,y]
|
| 838 |
+
return samp
|
| 839 |
+
|
| 840 |
+
|
| 841 |
+
class JointNormalSampler:
|
| 842 |
+
"""
|
| 843 |
+
joint normal sampler
|
| 844 |
+
"""
|
| 845 |
+
def __init__(self, *values):
|
| 846 |
+
"""
|
| 847 |
+
initializer
|
| 848 |
+
|
| 849 |
+
Parameters
|
| 850 |
+
values : 2 mean values followed by 4 values for covar matrix
|
| 851 |
+
"""
|
| 852 |
+
lvalues = list(values)
|
| 853 |
+
assert len(lvalues) == 6, "incorrect number of arguments for joint normal sampler"
|
| 854 |
+
mean = lvalues[:2]
|
| 855 |
+
self.mean = np.array(mean)
|
| 856 |
+
sd = lvalues[2:]
|
| 857 |
+
self.sd = np.array(sd).reshape(2,2)
|
| 858 |
+
|
| 859 |
+
def isNumeric(self):
|
| 860 |
+
return True
|
| 861 |
+
|
| 862 |
+
def sample(self):
|
| 863 |
+
"""
|
| 864 |
+
samples value
|
| 865 |
+
"""
|
| 866 |
+
return list(np.random.multivariate_normal(self.mean, self.sd))
|
| 867 |
+
|
| 868 |
+
|
| 869 |
+
class MultiVarNormalSampler:
|
| 870 |
+
"""
|
| 871 |
+
muti variate normal sampler
|
| 872 |
+
"""
|
| 873 |
+
def __init__(self, numVar, *values):
|
| 874 |
+
"""
|
| 875 |
+
initializer
|
| 876 |
+
|
| 877 |
+
Parameters
|
| 878 |
+
numVar : no of variables
|
| 879 |
+
values : numVar mean values followed by numVar x numVar values for covar matrix
|
| 880 |
+
"""
|
| 881 |
+
lvalues = list(values)
|
| 882 |
+
assert len(lvalues) == numVar + numVar * numVar, "incorrect number of arguments for multi var normal sampler"
|
| 883 |
+
mean = lvalues[:numVar]
|
| 884 |
+
self.mean = np.array(mean)
|
| 885 |
+
sd = lvalues[numVar:]
|
| 886 |
+
self.sd = np.array(sd).reshape(numVar,numVar)
|
| 887 |
+
|
| 888 |
+
def isNumeric(self):
|
| 889 |
+
return True
|
| 890 |
+
|
| 891 |
+
def sample(self):
|
| 892 |
+
"""
|
| 893 |
+
samples value
|
| 894 |
+
"""
|
| 895 |
+
return list(np.random.multivariate_normal(self.mean, self.sd))
|
| 896 |
+
|
| 897 |
+
class CategoricalRejectSampler:
|
| 898 |
+
"""
|
| 899 |
+
non parametric sampling for categorical attributes using given distribution based
|
| 900 |
+
on rejection sampling
|
| 901 |
+
"""
|
| 902 |
+
def __init__(self, *values):
|
| 903 |
+
"""
|
| 904 |
+
initializer
|
| 905 |
+
|
| 906 |
+
Parameters
|
| 907 |
+
values : list of tuples which contains a categorical value and the corresponsding distr value
|
| 908 |
+
"""
|
| 909 |
+
self.distr = values
|
| 910 |
+
if (len(self.distr) == 1):
|
| 911 |
+
self.distr = self.distr[0]
|
| 912 |
+
maxv = 0
|
| 913 |
+
for t in self.distr:
|
| 914 |
+
if t[1] > maxv:
|
| 915 |
+
maxv = t[1]
|
| 916 |
+
self.maxv = maxv
|
| 917 |
+
|
| 918 |
+
def sample(self):
|
| 919 |
+
"""
|
| 920 |
+
samples value
|
| 921 |
+
"""
|
| 922 |
+
done = False
|
| 923 |
+
samp = ""
|
| 924 |
+
while not done:
|
| 925 |
+
t = self.distr[randint(0, len(self.distr)-1)]
|
| 926 |
+
d = randomFloat(0, self.maxv)
|
| 927 |
+
if (d <= t[1]):
|
| 928 |
+
done = True
|
| 929 |
+
samp = t[0]
|
| 930 |
+
return samp
|
| 931 |
+
|
| 932 |
+
|
| 933 |
+
class CategoricalSetSampler:
|
| 934 |
+
"""
|
| 935 |
+
non parametric sampling for categorical attributes using uniform distribution based for
|
| 936 |
+
sampling a set of values from all values
|
| 937 |
+
"""
|
| 938 |
+
def __init__(self, *values):
|
| 939 |
+
"""
|
| 940 |
+
initializer
|
| 941 |
+
|
| 942 |
+
Parameters
|
| 943 |
+
values : list which contains a categorical values
|
| 944 |
+
"""
|
| 945 |
+
self.values = values
|
| 946 |
+
if (len(self.values) == 1):
|
| 947 |
+
self.values = self.values[0]
|
| 948 |
+
self.sampled = list()
|
| 949 |
+
|
| 950 |
+
def sample(self):
|
| 951 |
+
"""
|
| 952 |
+
samples value only from previously unsamopled
|
| 953 |
+
"""
|
| 954 |
+
samp = selectRandomFromList(self.values)
|
| 955 |
+
while True:
|
| 956 |
+
if samp in self.sampled:
|
| 957 |
+
samp = selectRandomFromList(self.values)
|
| 958 |
+
else:
|
| 959 |
+
self.sampled.append(samp)
|
| 960 |
+
break
|
| 961 |
+
return samp
|
| 962 |
+
|
| 963 |
+
def setSampled(self, sampled):
|
| 964 |
+
"""
|
| 965 |
+
set already sampled
|
| 966 |
+
|
| 967 |
+
Parameters
|
| 968 |
+
sampled : already sampled list
|
| 969 |
+
"""
|
| 970 |
+
self.sampled = sampled
|
| 971 |
+
|
| 972 |
+
def unsample(self, sample=None):
|
| 973 |
+
"""
|
| 974 |
+
rempve from sample history
|
| 975 |
+
|
| 976 |
+
Parameters
|
| 977 |
+
sample : sample to be removed
|
| 978 |
+
"""
|
| 979 |
+
if sample is None:
|
| 980 |
+
self.sampled.clear()
|
| 981 |
+
else:
|
| 982 |
+
self.sampled.remove(sample)
|
| 983 |
+
|
| 984 |
+
class DistrMixtureSampler:
|
| 985 |
+
"""
|
| 986 |
+
distr mixture sampler
|
| 987 |
+
"""
|
| 988 |
+
def __init__(self, mixtureWtDistr, *compDistr):
|
| 989 |
+
"""
|
| 990 |
+
initializer
|
| 991 |
+
|
| 992 |
+
Parameters
|
| 993 |
+
mixtureWtDistr : sampler that returns index into sampler list
|
| 994 |
+
compDistr : sampler list
|
| 995 |
+
"""
|
| 996 |
+
self.mixtureWtDistr = mixtureWtDistr
|
| 997 |
+
self.compDistr = compDistr
|
| 998 |
+
if (len(self.compDistr) == 1):
|
| 999 |
+
self.compDistr = self.compDistr[0]
|
| 1000 |
+
|
| 1001 |
+
def isNumeric(self):
|
| 1002 |
+
return True
|
| 1003 |
+
|
| 1004 |
+
def sample(self):
|
| 1005 |
+
"""
|
| 1006 |
+
samples value
|
| 1007 |
+
"""
|
| 1008 |
+
comp = self.mixtureWtDistr.sample()
|
| 1009 |
+
|
| 1010 |
+
#sample sampled comp distr
|
| 1011 |
+
return self.compDistr[comp].sample()
|
| 1012 |
+
|
| 1013 |
+
class AncestralSampler:
|
| 1014 |
+
"""
|
| 1015 |
+
ancestral sampler using conditional distribution
|
| 1016 |
+
"""
|
| 1017 |
+
def __init__(self, parentDistr, childDistr, numChildren):
|
| 1018 |
+
"""
|
| 1019 |
+
initializer
|
| 1020 |
+
|
| 1021 |
+
Parameters
|
| 1022 |
+
parentDistr : parent distr
|
| 1023 |
+
childDistr : childdren distribution dictionary
|
| 1024 |
+
numChildren : no of children
|
| 1025 |
+
"""
|
| 1026 |
+
self.parentDistr = parentDistr
|
| 1027 |
+
self.childDistr = childDistr
|
| 1028 |
+
self.numChildren = numChildren
|
| 1029 |
+
|
| 1030 |
+
def sample(self):
|
| 1031 |
+
"""
|
| 1032 |
+
samples value
|
| 1033 |
+
"""
|
| 1034 |
+
parent = self.parentDistr.sample()
|
| 1035 |
+
|
| 1036 |
+
#sample all children conditioned on parent
|
| 1037 |
+
children = []
|
| 1038 |
+
for i in range(self.numChildren):
|
| 1039 |
+
key = (parent, i)
|
| 1040 |
+
child = self.childDistr[key].sample()
|
| 1041 |
+
children.append(child)
|
| 1042 |
+
return (parent, children)
|
| 1043 |
+
|
| 1044 |
+
class ClusterSampler:
|
| 1045 |
+
"""
|
| 1046 |
+
sample cluster and then sample member of sampled cluster
|
| 1047 |
+
"""
|
| 1048 |
+
def __init__(self, clusters, *clustDistr):
|
| 1049 |
+
"""
|
| 1050 |
+
initializer
|
| 1051 |
+
|
| 1052 |
+
Parameters
|
| 1053 |
+
clusters : dictionary clusters
|
| 1054 |
+
clustDistr : distr for clusters
|
| 1055 |
+
"""
|
| 1056 |
+
self.sampler = CategoricalRejectSampler(*clustDistr)
|
| 1057 |
+
self.clusters = clusters
|
| 1058 |
+
|
| 1059 |
+
def sample(self):
|
| 1060 |
+
"""
|
| 1061 |
+
samples value
|
| 1062 |
+
"""
|
| 1063 |
+
cluster = self.sampler.sample()
|
| 1064 |
+
member = random.choice(self.clusters[cluster])
|
| 1065 |
+
return (cluster, member)
|
| 1066 |
+
|
| 1067 |
+
|
| 1068 |
+
class MetropolitanSampler:
|
| 1069 |
+
"""
|
| 1070 |
+
metropolitan sampler
|
| 1071 |
+
"""
|
| 1072 |
+
def __init__(self, propStdDev, min, binWidth, values):
|
| 1073 |
+
"""
|
| 1074 |
+
initializer
|
| 1075 |
+
|
| 1076 |
+
Parameters
|
| 1077 |
+
propStdDev : proposal distr std dev
|
| 1078 |
+
min : min domain value for target distr
|
| 1079 |
+
binWidth : bin width
|
| 1080 |
+
values : target distr values
|
| 1081 |
+
"""
|
| 1082 |
+
self.targetDistr = Histogram.createInitialized(min, binWidth, values)
|
| 1083 |
+
self.propsalDistr = GaussianRejectSampler(0, propStdDev)
|
| 1084 |
+
self.proposalMixture = False
|
| 1085 |
+
|
| 1086 |
+
# bootstrap sample
|
| 1087 |
+
(minv, maxv) = self.targetDistr.getMinMax()
|
| 1088 |
+
self.curSample = random.randint(minv, maxv)
|
| 1089 |
+
self.curDistr = self.targetDistr.value(self.curSample)
|
| 1090 |
+
self.transCount = 0
|
| 1091 |
+
|
| 1092 |
+
def initialize(self):
|
| 1093 |
+
"""
|
| 1094 |
+
initialize
|
| 1095 |
+
"""
|
| 1096 |
+
(minv, maxv) = self.targetDistr.getMinMax()
|
| 1097 |
+
self.curSample = random.randint(minv, maxv)
|
| 1098 |
+
self.curDistr = self.targetDistr.value(self.curSample)
|
| 1099 |
+
self.transCount = 0
|
| 1100 |
+
|
| 1101 |
+
def setProposalDistr(self, propsalDistr):
|
| 1102 |
+
"""
|
| 1103 |
+
set custom proposal distribution
|
| 1104 |
+
|
| 1105 |
+
Parameters
|
| 1106 |
+
propsalDistr : proposal distribution
|
| 1107 |
+
"""
|
| 1108 |
+
self.propsalDistr = propsalDistr
|
| 1109 |
+
|
| 1110 |
+
|
| 1111 |
+
def setGlobalProposalDistr(self, globPropStdDev, proposalChoiceThreshold):
|
| 1112 |
+
"""
|
| 1113 |
+
set custom proposal distribution
|
| 1114 |
+
|
| 1115 |
+
Parameters
|
| 1116 |
+
globPropStdDev : global proposal distr std deviation
|
| 1117 |
+
proposalChoiceThreshold : threshold for using global proposal distribution
|
| 1118 |
+
"""
|
| 1119 |
+
self.globalProposalDistr = GaussianRejectSampler(0, globPropStdDev)
|
| 1120 |
+
self.proposalChoiceThreshold = proposalChoiceThreshold
|
| 1121 |
+
self.proposalMixture = True
|
| 1122 |
+
|
| 1123 |
+
def sample(self):
|
| 1124 |
+
"""
|
| 1125 |
+
samples value
|
| 1126 |
+
"""
|
| 1127 |
+
nextSample = self.proposalSample(1)
|
| 1128 |
+
self.targetSample(nextSample)
|
| 1129 |
+
return self.curSample;
|
| 1130 |
+
|
| 1131 |
+
def proposalSample(self, skip):
|
| 1132 |
+
"""
|
| 1133 |
+
sample from proposal distribution
|
| 1134 |
+
|
| 1135 |
+
Parameters
|
| 1136 |
+
skip : no of samples to skip
|
| 1137 |
+
"""
|
| 1138 |
+
for i in range(skip):
|
| 1139 |
+
if not self.proposalMixture:
|
| 1140 |
+
#one proposal distr
|
| 1141 |
+
nextSample = self.curSample + self.propsalDistr.sample()
|
| 1142 |
+
nextSample = self.targetDistr.boundedValue(nextSample)
|
| 1143 |
+
else:
|
| 1144 |
+
#mixture of proposal distr
|
| 1145 |
+
if random.random() < self.proposalChoiceThreshold:
|
| 1146 |
+
nextSample = self.curSample + self.propsalDistr.sample()
|
| 1147 |
+
else:
|
| 1148 |
+
nextSample = self.curSample + self.globalProposalDistr.sample()
|
| 1149 |
+
nextSample = self.targetDistr.boundedValue(nextSample)
|
| 1150 |
+
|
| 1151 |
+
return nextSample
|
| 1152 |
+
|
| 1153 |
+
def targetSample(self, nextSample):
|
| 1154 |
+
"""
|
| 1155 |
+
target sample
|
| 1156 |
+
|
| 1157 |
+
Parameters
|
| 1158 |
+
nextSample : proposal distr sample
|
| 1159 |
+
"""
|
| 1160 |
+
nextDistr = self.targetDistr.value(nextSample)
|
| 1161 |
+
|
| 1162 |
+
transition = False
|
| 1163 |
+
if nextDistr > self.curDistr:
|
| 1164 |
+
transition = True
|
| 1165 |
+
else:
|
| 1166 |
+
distrRatio = float(nextDistr) / self.curDistr
|
| 1167 |
+
if random.random() < distrRatio:
|
| 1168 |
+
transition = True
|
| 1169 |
+
|
| 1170 |
+
if transition:
|
| 1171 |
+
self.curSample = nextSample
|
| 1172 |
+
self.curDistr = nextDistr
|
| 1173 |
+
self.transCount += 1
|
| 1174 |
+
|
| 1175 |
+
|
| 1176 |
+
def subSample(self, skip):
|
| 1177 |
+
"""
|
| 1178 |
+
sub sample
|
| 1179 |
+
|
| 1180 |
+
Parameters
|
| 1181 |
+
skip : no of samples to skip
|
| 1182 |
+
"""
|
| 1183 |
+
nextSample = self.proposalSample(skip)
|
| 1184 |
+
self.targetSample(nextSample)
|
| 1185 |
+
return self.curSample;
|
| 1186 |
+
|
| 1187 |
+
def setMixtureProposal(self, globPropStdDev, mixtureThreshold):
|
| 1188 |
+
"""
|
| 1189 |
+
mixture proposal
|
| 1190 |
+
|
| 1191 |
+
Parameters
|
| 1192 |
+
globPropStdDev : global proposal distr std deviation
|
| 1193 |
+
mixtureThreshold : threshold for using global proposal distribution
|
| 1194 |
+
"""
|
| 1195 |
+
self.globalProposalDistr = GaussianRejectSampler(0, globPropStdDev)
|
| 1196 |
+
self.mixtureThreshold = mixtureThreshold
|
| 1197 |
+
|
| 1198 |
+
def samplePropsal(self):
|
| 1199 |
+
"""
|
| 1200 |
+
sample from proposal distr
|
| 1201 |
+
|
| 1202 |
+
"""
|
| 1203 |
+
if self.globalPropsalDistr is None:
|
| 1204 |
+
proposal = self.propsalDistr.sample()
|
| 1205 |
+
else:
|
| 1206 |
+
if random.random() < self.mixtureThreshold:
|
| 1207 |
+
proposal = self.propsalDistr.sample()
|
| 1208 |
+
else:
|
| 1209 |
+
proposal = self.globalProposalDistr.sample()
|
| 1210 |
+
|
| 1211 |
+
return proposal
|
| 1212 |
+
|
| 1213 |
+
class PermutationSampler:
|
| 1214 |
+
"""
|
| 1215 |
+
permutation sampler by shuffling a list
|
| 1216 |
+
"""
|
| 1217 |
+
def __init__(self):
|
| 1218 |
+
"""
|
| 1219 |
+
initialize
|
| 1220 |
+
"""
|
| 1221 |
+
self.values = None
|
| 1222 |
+
self.numShuffles = None
|
| 1223 |
+
|
| 1224 |
+
@staticmethod
|
| 1225 |
+
def createSamplerWithValues(values, *numShuffles):
|
| 1226 |
+
"""
|
| 1227 |
+
creator with values
|
| 1228 |
+
|
| 1229 |
+
Parameters
|
| 1230 |
+
values : list data
|
| 1231 |
+
numShuffles : no of shuffles or range of no of shuffles
|
| 1232 |
+
"""
|
| 1233 |
+
sampler = PermutationSampler()
|
| 1234 |
+
sampler.values = values
|
| 1235 |
+
sampler.numShuffles = numShuffles
|
| 1236 |
+
return sampler
|
| 1237 |
+
|
| 1238 |
+
@staticmethod
|
| 1239 |
+
def createSamplerWithRange(minv, maxv, *numShuffles):
|
| 1240 |
+
"""
|
| 1241 |
+
creator with ramge min and max
|
| 1242 |
+
|
| 1243 |
+
Parameters
|
| 1244 |
+
minv : min of range
|
| 1245 |
+
maxv : max of range
|
| 1246 |
+
numShuffles : no of shuffles or range of no of shuffles
|
| 1247 |
+
"""
|
| 1248 |
+
sampler = PermutationSampler()
|
| 1249 |
+
sampler.values = list(range(minv, maxv + 1))
|
| 1250 |
+
sampler.numShuffles = numShuffles
|
| 1251 |
+
return sampler
|
| 1252 |
+
|
| 1253 |
+
def sample(self):
|
| 1254 |
+
"""
|
| 1255 |
+
sample new permutation
|
| 1256 |
+
"""
|
| 1257 |
+
cloned = self.values.copy()
|
| 1258 |
+
shuffle(cloned, *self.numShuffles)
|
| 1259 |
+
return cloned
|
| 1260 |
+
|
| 1261 |
+
class SpikeyDataSampler:
|
| 1262 |
+
"""
|
| 1263 |
+
samples spikey data
|
| 1264 |
+
"""
|
| 1265 |
+
def __init__(self, intvMean, intvScale, distr, spikeValueMean, spikeValueStd, spikeMaxDuration, baseValue = 0):
|
| 1266 |
+
"""
|
| 1267 |
+
initializer
|
| 1268 |
+
|
| 1269 |
+
Parameters
|
| 1270 |
+
intvMean : interval mean
|
| 1271 |
+
intvScale : interval std dev
|
| 1272 |
+
distr : type of distr for interval
|
| 1273 |
+
spikeValueMean : spike value mean
|
| 1274 |
+
spikeValueStd : spike value std dev
|
| 1275 |
+
spikeMaxDuration : max duration for spike
|
| 1276 |
+
baseValue : base or offset value
|
| 1277 |
+
"""
|
| 1278 |
+
if distr == "norm":
|
| 1279 |
+
self.intvSampler = NormalSampler(intvMean, intvScale)
|
| 1280 |
+
elif distr == "expo":
|
| 1281 |
+
rate = 1.0 / intvScale
|
| 1282 |
+
self.intvSampler = ExponentialSampler(rate)
|
| 1283 |
+
else:
|
| 1284 |
+
raise ValueError("invalid distribution")
|
| 1285 |
+
|
| 1286 |
+
self.spikeSampler = NormalSampler(spikeValueMean, spikeValueStd)
|
| 1287 |
+
self.spikeMaxDuration = spikeMaxDuration
|
| 1288 |
+
self.baseValue = baseValue
|
| 1289 |
+
self.inSpike = False
|
| 1290 |
+
self.spikeCount = 0
|
| 1291 |
+
self.baseCount = 0
|
| 1292 |
+
self.baseLength = int(self.intvSampler.sample())
|
| 1293 |
+
self.spikeValues = list()
|
| 1294 |
+
self.spikeLength = None
|
| 1295 |
+
|
| 1296 |
+
def sample(self):
|
| 1297 |
+
"""
|
| 1298 |
+
sample new value
|
| 1299 |
+
"""
|
| 1300 |
+
if self.baseCount <= self.baseLength:
|
| 1301 |
+
sampled = self.baseValue
|
| 1302 |
+
self.baseCount += 1
|
| 1303 |
+
else:
|
| 1304 |
+
if not self.inSpike:
|
| 1305 |
+
#starting spike
|
| 1306 |
+
spikeVal = self.spikeSampler.sample()
|
| 1307 |
+
self.spikeLength = sampleUniform(1, self.spikeMaxDuration)
|
| 1308 |
+
spikeMaxPos = 0 if self.spikeLength == 1 else sampleUniform(0, self.spikeLength-1)
|
| 1309 |
+
self.spikeValues.clear()
|
| 1310 |
+
for i in range(self.spikeLength):
|
| 1311 |
+
if i < spikeMaxPos:
|
| 1312 |
+
frac = (i + 1) / (spikeMaxPos + 1)
|
| 1313 |
+
frac = sampleFloatFromBase(frac, 0.1 * frac)
|
| 1314 |
+
elif i > spikeMaxPos:
|
| 1315 |
+
frac = (self.spikeLength - i) / (self.spikeLength - spikeMaxPos)
|
| 1316 |
+
frac = sampleFloatFromBase(frac, 0.1 * frac)
|
| 1317 |
+
else:
|
| 1318 |
+
frac = 1.0
|
| 1319 |
+
self.spikeValues.append(frac * spikeVal)
|
| 1320 |
+
self.inSpike = True
|
| 1321 |
+
self.spikeCount = 0
|
| 1322 |
+
|
| 1323 |
+
|
| 1324 |
+
sampled = self.spikeValues[self.spikeCount]
|
| 1325 |
+
self.spikeCount += 1
|
| 1326 |
+
|
| 1327 |
+
if self.spikeCount == self.spikeLength:
|
| 1328 |
+
#ending spike
|
| 1329 |
+
self.baseCount = 0
|
| 1330 |
+
self.baseLength = int(self.intvSampler.sample())
|
| 1331 |
+
self.inSpike = False
|
| 1332 |
+
|
| 1333 |
+
return sampled
|
| 1334 |
+
|
| 1335 |
+
|
| 1336 |
+
class EventSampler:
|
| 1337 |
+
"""
|
| 1338 |
+
sample event
|
| 1339 |
+
"""
|
| 1340 |
+
def __init__(self, intvSampler, valSampler=None):
|
| 1341 |
+
"""
|
| 1342 |
+
initializer
|
| 1343 |
+
|
| 1344 |
+
Parameters
|
| 1345 |
+
intvSampler : interval sampler
|
| 1346 |
+
valSampler : value sampler
|
| 1347 |
+
"""
|
| 1348 |
+
self.intvSampler = intvSampler
|
| 1349 |
+
self.valSampler = valSampler
|
| 1350 |
+
self.trigger = int(self.intvSampler.sample())
|
| 1351 |
+
self.count = 0
|
| 1352 |
+
|
| 1353 |
+
def reset(self):
|
| 1354 |
+
"""
|
| 1355 |
+
reset trigger
|
| 1356 |
+
"""
|
| 1357 |
+
self.trigger = int(self.intvSampler.sample())
|
| 1358 |
+
self.count = 0
|
| 1359 |
+
|
| 1360 |
+
def sample(self):
|
| 1361 |
+
"""
|
| 1362 |
+
sample event
|
| 1363 |
+
"""
|
| 1364 |
+
if self.count == self.trigger:
|
| 1365 |
+
sampled = self.valSampler.sample() if self.valSampler is not None else 1.0
|
| 1366 |
+
self.trigger = int(self.intvSampler.sample())
|
| 1367 |
+
self.count = 0
|
| 1368 |
+
else:
|
| 1369 |
+
sample = 0.0
|
| 1370 |
+
self.count += 1
|
| 1371 |
+
return sampled
|
| 1372 |
+
|
| 1373 |
+
|
| 1374 |
+
|
| 1375 |
+
|
| 1376 |
+
def createSampler(data):
|
| 1377 |
+
"""
|
| 1378 |
+
create sampler
|
| 1379 |
+
|
| 1380 |
+
Parameters
|
| 1381 |
+
data : sampler description
|
| 1382 |
+
"""
|
| 1383 |
+
#print(data)
|
| 1384 |
+
items = data.split(":")
|
| 1385 |
+
size = len(items)
|
| 1386 |
+
dtype = items[-1]
|
| 1387 |
+
stype = items[-2]
|
| 1388 |
+
#print("sampler data {}".format(data))
|
| 1389 |
+
#print("sampler {}".format(stype))
|
| 1390 |
+
sampler = None
|
| 1391 |
+
if stype == "uniform":
|
| 1392 |
+
if dtype == "int":
|
| 1393 |
+
min = int(items[0])
|
| 1394 |
+
max = int(items[1])
|
| 1395 |
+
sampler = UniformNumericSampler(min, max)
|
| 1396 |
+
elif dtype == "float":
|
| 1397 |
+
min = float(items[0])
|
| 1398 |
+
max = float(items[1])
|
| 1399 |
+
sampler = UniformNumericSampler(min, max)
|
| 1400 |
+
elif dtype == "categorical":
|
| 1401 |
+
values = items[:-2]
|
| 1402 |
+
sampler = UniformCategoricalSampler(values)
|
| 1403 |
+
elif stype == "normal":
|
| 1404 |
+
mean = float(items[0])
|
| 1405 |
+
sd = float(items[1])
|
| 1406 |
+
sampler = NormalSampler(mean, sd)
|
| 1407 |
+
if dtype == "int":
|
| 1408 |
+
sampler.sampleAsIntValue()
|
| 1409 |
+
elif stype == "nonparam":
|
| 1410 |
+
if dtype == "int" or dtype == "float":
|
| 1411 |
+
min = int(items[0])
|
| 1412 |
+
binWidth = int(items[1])
|
| 1413 |
+
values = items[2:-2]
|
| 1414 |
+
values = list(map(lambda v: int(v), values))
|
| 1415 |
+
sampler = NonParamRejectSampler(min, binWidth, values)
|
| 1416 |
+
if dtype == "float":
|
| 1417 |
+
sampler.sampleAsFloat()
|
| 1418 |
+
elif dtype == "categorical":
|
| 1419 |
+
values = list()
|
| 1420 |
+
for i in range(0, size-2, 2):
|
| 1421 |
+
cval = items[i]
|
| 1422 |
+
dist = int(items[i+1])
|
| 1423 |
+
pair = (cval, dist)
|
| 1424 |
+
values.append(pair)
|
| 1425 |
+
sampler = CategoricalRejectSampler(values)
|
| 1426 |
+
elif dtype == "scategorical":
|
| 1427 |
+
vfpath = items[0]
|
| 1428 |
+
values = getFileLines(vfpath, None)
|
| 1429 |
+
sampler = CategoricalSetSampler(values)
|
| 1430 |
+
elif stype == "discrete":
|
| 1431 |
+
vmin = int(items[0])
|
| 1432 |
+
vmax = int(items[1])
|
| 1433 |
+
step = int(items[2])
|
| 1434 |
+
values = list(map(lambda i : int(items[i]), range(3, len(items)-2)))
|
| 1435 |
+
sampler = DiscreteRejectSampler(vmin, vmax, step, values)
|
| 1436 |
+
elif stype == "bernauli":
|
| 1437 |
+
pr = float(items[0])
|
| 1438 |
+
events = None
|
| 1439 |
+
if len(items) == 5:
|
| 1440 |
+
events = list()
|
| 1441 |
+
if dtype == "int":
|
| 1442 |
+
events.append(int(items[1]))
|
| 1443 |
+
events.append(int(items[2]))
|
| 1444 |
+
elif dtype == "categorical":
|
| 1445 |
+
events.append(items[1])
|
| 1446 |
+
events.append(items[2])
|
| 1447 |
+
sampler = BernoulliTrialSampler(pr, events)
|
| 1448 |
+
else:
|
| 1449 |
+
raise ValueError("invalid sampler type " + stype)
|
| 1450 |
+
return sampler
|
| 1451 |
+
|
| 1452 |
+
|
| 1453 |
+
|
| 1454 |
+
|
| 1455 |
+
|
matumizi/stats.py
ADDED
|
@@ -0,0 +1,496 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
| 1 |
+
#!/usr/local/bin/python3
|
| 2 |
+
|
| 3 |
+
# avenir-python: Machine Learning
|
| 4 |
+
# Author: Pranab Ghosh
|
| 5 |
+
#
|
| 6 |
+
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
| 7 |
+
# may not use this file except in compliance with the License. You may
|
| 8 |
+
# obtain a copy of the License at
|
| 9 |
+
#
|
| 10 |
+
# http://www.apache.org/licenses/LICENSE-2.0
|
| 11 |
+
#
|
| 12 |
+
# Unless required by applicable law or agreed to in writing, software
|
| 13 |
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
| 14 |
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
| 15 |
+
# implied. See the License for the specific language governing
|
| 16 |
+
# permissions and limitations under the License.
|
| 17 |
+
|
| 18 |
+
import sys
|
| 19 |
+
import random
|
| 20 |
+
import time
|
| 21 |
+
import math
|
| 22 |
+
import numpy as np
|
| 23 |
+
import statistics
|
| 24 |
+
from .util import *
|
| 25 |
+
|
| 26 |
+
"""
|
| 27 |
+
histogram class
|
| 28 |
+
"""
|
| 29 |
+
class Histogram:
|
| 30 |
+
def __init__(self, min, binWidth):
|
| 31 |
+
"""
|
| 32 |
+
initializer
|
| 33 |
+
|
| 34 |
+
Parameters
|
| 35 |
+
min : min x
|
| 36 |
+
binWidth : bin width
|
| 37 |
+
"""
|
| 38 |
+
self.xmin = min
|
| 39 |
+
self.binWidth = binWidth
|
| 40 |
+
self.normalized = False
|
| 41 |
+
|
| 42 |
+
@classmethod
|
| 43 |
+
def createInitialized(cls, xmin, binWidth, values):
|
| 44 |
+
"""
|
| 45 |
+
create histogram instance with min domain, bin width and values
|
| 46 |
+
|
| 47 |
+
Parameters
|
| 48 |
+
min : min x
|
| 49 |
+
binWidth : bin width
|
| 50 |
+
values : y values
|
| 51 |
+
"""
|
| 52 |
+
instance = cls(xmin, binWidth)
|
| 53 |
+
instance.xmax = xmin + binWidth * (len(values) - 1)
|
| 54 |
+
instance.ymin = 0
|
| 55 |
+
instance.bins = np.array(values)
|
| 56 |
+
instance.fmax = 0
|
| 57 |
+
for v in values:
|
| 58 |
+
if (v > instance.fmax):
|
| 59 |
+
instance.fmax = v
|
| 60 |
+
instance.ymin = 0.0
|
| 61 |
+
instance.ymax = instance.fmax
|
| 62 |
+
return instance
|
| 63 |
+
|
| 64 |
+
@classmethod
|
| 65 |
+
def createWithNumBins(cls, values, numBins=20):
|
| 66 |
+
"""
|
| 67 |
+
create histogram instance values and no of bins
|
| 68 |
+
|
| 69 |
+
Parameters
|
| 70 |
+
values : y values
|
| 71 |
+
numBins : no of bins
|
| 72 |
+
"""
|
| 73 |
+
xmin = min(values)
|
| 74 |
+
xmax = max(values)
|
| 75 |
+
binWidth = (xmax + .01 - (xmin - .01)) / numBins
|
| 76 |
+
instance = cls(xmin, binWidth)
|
| 77 |
+
instance.xmax = xmax
|
| 78 |
+
instance.numBin = numBins
|
| 79 |
+
instance.bins = np.zeros(instance.numBin)
|
| 80 |
+
for v in values:
|
| 81 |
+
instance.add(v)
|
| 82 |
+
return instance
|
| 83 |
+
|
| 84 |
+
@classmethod
|
| 85 |
+
def createUninitialized(cls, xmin, xmax, binWidth):
|
| 86 |
+
"""
|
| 87 |
+
create histogram instance with no y values using domain min , max and bin width
|
| 88 |
+
|
| 89 |
+
Parameters
|
| 90 |
+
min : min x
|
| 91 |
+
max : max x
|
| 92 |
+
binWidth : bin width
|
| 93 |
+
"""
|
| 94 |
+
instance = cls(xmin, binWidth)
|
| 95 |
+
instance.xmax = xmax
|
| 96 |
+
instance.numBin = (xmax - xmin) / binWidth + 1
|
| 97 |
+
instance.bins = np.zeros(instance.numBin)
|
| 98 |
+
return instance
|
| 99 |
+
|
| 100 |
+
def initialize(self):
|
| 101 |
+
"""
|
| 102 |
+
set y values to 0
|
| 103 |
+
"""
|
| 104 |
+
self.bins = np.zeros(self.numBin)
|
| 105 |
+
|
| 106 |
+
def add(self, value):
|
| 107 |
+
"""
|
| 108 |
+
adds a value to a bin
|
| 109 |
+
|
| 110 |
+
Parameters
|
| 111 |
+
value : value
|
| 112 |
+
"""
|
| 113 |
+
bin = int((value - self.xmin) / self.binWidth)
|
| 114 |
+
if (bin < 0 or bin > self.numBin - 1):
|
| 115 |
+
print (bin)
|
| 116 |
+
raise ValueError("outside histogram range")
|
| 117 |
+
self.bins[bin] += 1.0
|
| 118 |
+
|
| 119 |
+
def normalize(self):
|
| 120 |
+
"""
|
| 121 |
+
normalize bin counts
|
| 122 |
+
"""
|
| 123 |
+
if not self.normalized:
|
| 124 |
+
total = self.bins.sum()
|
| 125 |
+
self.bins = np.divide(self.bins, total)
|
| 126 |
+
self.normalized = True
|
| 127 |
+
|
| 128 |
+
def cumDistr(self):
|
| 129 |
+
"""
|
| 130 |
+
cumulative dists
|
| 131 |
+
"""
|
| 132 |
+
self.normalize()
|
| 133 |
+
self.cbins = np.cumsum(self.bins)
|
| 134 |
+
return self.cbins
|
| 135 |
+
|
| 136 |
+
def distr(self):
|
| 137 |
+
"""
|
| 138 |
+
distr
|
| 139 |
+
"""
|
| 140 |
+
self.normalize()
|
| 141 |
+
return self.bins
|
| 142 |
+
|
| 143 |
+
|
| 144 |
+
def percentile(self, percent):
|
| 145 |
+
"""
|
| 146 |
+
return value corresponding to a percentile
|
| 147 |
+
|
| 148 |
+
Parameters
|
| 149 |
+
percent : percentile value
|
| 150 |
+
"""
|
| 151 |
+
if self.cbins is None:
|
| 152 |
+
raise ValueError("cumulative distribution is not available")
|
| 153 |
+
|
| 154 |
+
for i,cuml in enumerate(self.cbins):
|
| 155 |
+
if percent > cuml:
|
| 156 |
+
value = (i * self.binWidth) - (self.binWidth / 2) + \
|
| 157 |
+
(percent - self.cbins[i-1]) * self.binWidth / (self.cbins[i] - self.cbins[i-1])
|
| 158 |
+
break
|
| 159 |
+
return value
|
| 160 |
+
|
| 161 |
+
def max(self):
|
| 162 |
+
"""
|
| 163 |
+
return max bin value
|
| 164 |
+
"""
|
| 165 |
+
return self.bins.max()
|
| 166 |
+
|
| 167 |
+
def value(self, x):
|
| 168 |
+
"""
|
| 169 |
+
return a bin value
|
| 170 |
+
|
| 171 |
+
Parameters
|
| 172 |
+
x : x value
|
| 173 |
+
"""
|
| 174 |
+
bin = int((x - self.xmin) / self.binWidth)
|
| 175 |
+
f = self.bins[bin]
|
| 176 |
+
return f
|
| 177 |
+
|
| 178 |
+
def bin(self, x):
|
| 179 |
+
"""
|
| 180 |
+
return a bin index
|
| 181 |
+
|
| 182 |
+
Parameters
|
| 183 |
+
x : x value
|
| 184 |
+
"""
|
| 185 |
+
return int((x - self.xmin) / self.binWidth)
|
| 186 |
+
|
| 187 |
+
def cumValue(self, x):
|
| 188 |
+
"""
|
| 189 |
+
return a cumulative bin value
|
| 190 |
+
|
| 191 |
+
Parameters
|
| 192 |
+
x : x value
|
| 193 |
+
"""
|
| 194 |
+
bin = int((x - self.xmin) / self.binWidth)
|
| 195 |
+
c = self.cbins[bin]
|
| 196 |
+
return c
|
| 197 |
+
|
| 198 |
+
|
| 199 |
+
def getMinMax(self):
|
| 200 |
+
"""
|
| 201 |
+
returns x min and x max
|
| 202 |
+
"""
|
| 203 |
+
return (self.xmin, self.xmax)
|
| 204 |
+
|
| 205 |
+
def boundedValue(self, x):
|
| 206 |
+
"""
|
| 207 |
+
return x bounde by min and max
|
| 208 |
+
|
| 209 |
+
Parameters
|
| 210 |
+
x : x value
|
| 211 |
+
"""
|
| 212 |
+
if x < self.xmin:
|
| 213 |
+
x = self.xmin
|
| 214 |
+
elif x > self.xmax:
|
| 215 |
+
x = self.xmax
|
| 216 |
+
return x
|
| 217 |
+
|
| 218 |
+
"""
|
| 219 |
+
categorical histogram class
|
| 220 |
+
"""
|
| 221 |
+
class CatHistogram:
|
| 222 |
+
def __init__(self):
|
| 223 |
+
"""
|
| 224 |
+
initializer
|
| 225 |
+
"""
|
| 226 |
+
self.binCounts = dict()
|
| 227 |
+
self.counts = 0
|
| 228 |
+
self.normalized = False
|
| 229 |
+
|
| 230 |
+
def add(self, value):
|
| 231 |
+
"""
|
| 232 |
+
adds a value to a bin
|
| 233 |
+
|
| 234 |
+
Parameters
|
| 235 |
+
x : x value
|
| 236 |
+
"""
|
| 237 |
+
addToKeyedCounter(self.binCounts, value)
|
| 238 |
+
self.counts += 1
|
| 239 |
+
|
| 240 |
+
def normalize(self):
|
| 241 |
+
"""
|
| 242 |
+
normalize
|
| 243 |
+
"""
|
| 244 |
+
if not self.normalized:
|
| 245 |
+
self.binCounts = dict(map(lambda r : (r[0],r[1] / self.counts), self.binCounts.items()))
|
| 246 |
+
self.normalized = True
|
| 247 |
+
|
| 248 |
+
def getMode(self):
|
| 249 |
+
"""
|
| 250 |
+
get mode
|
| 251 |
+
"""
|
| 252 |
+
maxk = None
|
| 253 |
+
maxv = 0
|
| 254 |
+
#print(self.binCounts)
|
| 255 |
+
for k,v in self.binCounts.items():
|
| 256 |
+
if v > maxv:
|
| 257 |
+
maxk = k
|
| 258 |
+
maxv = v
|
| 259 |
+
return (maxk, maxv)
|
| 260 |
+
|
| 261 |
+
def getEntropy(self):
|
| 262 |
+
"""
|
| 263 |
+
get entropy
|
| 264 |
+
"""
|
| 265 |
+
self.normalize()
|
| 266 |
+
entr = 0
|
| 267 |
+
#print(self.binCounts)
|
| 268 |
+
for k,v in self.binCounts.items():
|
| 269 |
+
entr -= v * math.log(v)
|
| 270 |
+
return entr
|
| 271 |
+
|
| 272 |
+
def getUniqueValues(self):
|
| 273 |
+
"""
|
| 274 |
+
get unique values
|
| 275 |
+
"""
|
| 276 |
+
return list(self.binCounts.keys())
|
| 277 |
+
|
| 278 |
+
def getDistr(self):
|
| 279 |
+
"""
|
| 280 |
+
get distribution
|
| 281 |
+
"""
|
| 282 |
+
self.normalize()
|
| 283 |
+
return self.binCounts.copy()
|
| 284 |
+
|
| 285 |
+
class RunningStat:
|
| 286 |
+
"""
|
| 287 |
+
running stat class
|
| 288 |
+
"""
|
| 289 |
+
def __init__(self):
|
| 290 |
+
"""
|
| 291 |
+
initializer
|
| 292 |
+
"""
|
| 293 |
+
self.sum = 0.0
|
| 294 |
+
self.sumSq = 0.0
|
| 295 |
+
self.count = 0
|
| 296 |
+
|
| 297 |
+
@staticmethod
|
| 298 |
+
def create(count, sum, sumSq):
|
| 299 |
+
"""
|
| 300 |
+
creates iinstance
|
| 301 |
+
|
| 302 |
+
Parameters
|
| 303 |
+
sum : sum of values
|
| 304 |
+
sumSq : sum of valure squared
|
| 305 |
+
"""
|
| 306 |
+
rs = RunningStat()
|
| 307 |
+
rs.sum = sum
|
| 308 |
+
rs.sumSq = sumSq
|
| 309 |
+
rs.count = count
|
| 310 |
+
return rs
|
| 311 |
+
|
| 312 |
+
def add(self, value):
|
| 313 |
+
"""
|
| 314 |
+
adds new value
|
| 315 |
+
|
| 316 |
+
Parameters
|
| 317 |
+
value : value to add
|
| 318 |
+
"""
|
| 319 |
+
self.sum += value
|
| 320 |
+
self.sumSq += (value * value)
|
| 321 |
+
self.count += 1
|
| 322 |
+
|
| 323 |
+
def getStat(self):
|
| 324 |
+
"""
|
| 325 |
+
return mean and std deviation
|
| 326 |
+
"""
|
| 327 |
+
mean = self.sum /self. count
|
| 328 |
+
t = self.sumSq / (self.count - 1) - mean * mean * self.count / (self.count - 1)
|
| 329 |
+
sd = math.sqrt(t)
|
| 330 |
+
re = (mean, sd)
|
| 331 |
+
return re
|
| 332 |
+
|
| 333 |
+
def addGetStat(self,value):
|
| 334 |
+
"""
|
| 335 |
+
calculate mean and std deviation with new value added
|
| 336 |
+
|
| 337 |
+
Parameters
|
| 338 |
+
value : value to add
|
| 339 |
+
"""
|
| 340 |
+
self.add(value)
|
| 341 |
+
re = self.getStat()
|
| 342 |
+
return re
|
| 343 |
+
|
| 344 |
+
def getCount(self):
|
| 345 |
+
"""
|
| 346 |
+
return count
|
| 347 |
+
"""
|
| 348 |
+
return self.count
|
| 349 |
+
|
| 350 |
+
def getState(self):
|
| 351 |
+
"""
|
| 352 |
+
return state
|
| 353 |
+
"""
|
| 354 |
+
s = (self.count, self.sum, self.sumSq)
|
| 355 |
+
return s
|
| 356 |
+
|
| 357 |
+
class SlidingWindowStat:
|
| 358 |
+
"""
|
| 359 |
+
sliding window stats
|
| 360 |
+
"""
|
| 361 |
+
def __init__(self):
|
| 362 |
+
"""
|
| 363 |
+
initializer
|
| 364 |
+
"""
|
| 365 |
+
self.sum = 0.0
|
| 366 |
+
self.sumSq = 0.0
|
| 367 |
+
self.count = 0
|
| 368 |
+
self.values = None
|
| 369 |
+
|
| 370 |
+
@staticmethod
|
| 371 |
+
def create(values, sum, sumSq):
|
| 372 |
+
"""
|
| 373 |
+
creates iinstance
|
| 374 |
+
|
| 375 |
+
Parameters
|
| 376 |
+
sum : sum of values
|
| 377 |
+
sumSq : sum of valure squared
|
| 378 |
+
"""
|
| 379 |
+
sws = SlidingWindowStat()
|
| 380 |
+
sws.sum = sum
|
| 381 |
+
sws.sumSq = sumSq
|
| 382 |
+
self.values = values.copy()
|
| 383 |
+
sws.count = len(self.values)
|
| 384 |
+
return sws
|
| 385 |
+
|
| 386 |
+
@staticmethod
|
| 387 |
+
def initialize(values):
|
| 388 |
+
"""
|
| 389 |
+
creates iinstance
|
| 390 |
+
|
| 391 |
+
Parameters
|
| 392 |
+
values : list of values
|
| 393 |
+
"""
|
| 394 |
+
sws = SlidingWindowStat()
|
| 395 |
+
sws.values = values.copy()
|
| 396 |
+
for v in sws.values:
|
| 397 |
+
sws.sum += v
|
| 398 |
+
sws.sumSq += v * v
|
| 399 |
+
sws.count = len(sws.values)
|
| 400 |
+
return sws
|
| 401 |
+
|
| 402 |
+
@staticmethod
|
| 403 |
+
def createEmpty(count):
|
| 404 |
+
"""
|
| 405 |
+
creates iinstance
|
| 406 |
+
|
| 407 |
+
Parameters
|
| 408 |
+
count : count of values
|
| 409 |
+
"""
|
| 410 |
+
sws = SlidingWindowStat()
|
| 411 |
+
sws.count = count
|
| 412 |
+
sws.values = list()
|
| 413 |
+
return sws
|
| 414 |
+
|
| 415 |
+
def add(self, value):
|
| 416 |
+
"""
|
| 417 |
+
adds new value
|
| 418 |
+
|
| 419 |
+
Parameters
|
| 420 |
+
value : value to add
|
| 421 |
+
"""
|
| 422 |
+
self.values.append(value)
|
| 423 |
+
if len(self.values) > self.count:
|
| 424 |
+
self.sum += value - self.values[0]
|
| 425 |
+
self.sumSq += (value * value) - (self.values[0] * self.values[0])
|
| 426 |
+
self.values.pop(0)
|
| 427 |
+
else:
|
| 428 |
+
self.sum += value
|
| 429 |
+
self.sumSq += (value * value)
|
| 430 |
+
|
| 431 |
+
|
| 432 |
+
def getStat(self):
|
| 433 |
+
"""
|
| 434 |
+
calculate mean and std deviation
|
| 435 |
+
"""
|
| 436 |
+
mean = self.sum /self. count
|
| 437 |
+
t = self.sumSq / (self.count - 1) - mean * mean * self.count / (self.count - 1)
|
| 438 |
+
sd = math.sqrt(t)
|
| 439 |
+
re = (mean, sd)
|
| 440 |
+
return re
|
| 441 |
+
|
| 442 |
+
def addGetStat(self,value):
|
| 443 |
+
"""
|
| 444 |
+
calculate mean and std deviation with new value added
|
| 445 |
+
"""
|
| 446 |
+
self.add(value)
|
| 447 |
+
re = self.getStat()
|
| 448 |
+
return re
|
| 449 |
+
|
| 450 |
+
def getCount(self):
|
| 451 |
+
"""
|
| 452 |
+
return count
|
| 453 |
+
"""
|
| 454 |
+
return self.count
|
| 455 |
+
|
| 456 |
+
def getCurSize(self):
|
| 457 |
+
"""
|
| 458 |
+
return count
|
| 459 |
+
"""
|
| 460 |
+
return len(self.values)
|
| 461 |
+
|
| 462 |
+
def getState(self):
|
| 463 |
+
"""
|
| 464 |
+
return state
|
| 465 |
+
"""
|
| 466 |
+
s = (self.count, self.sum, self.sumSq)
|
| 467 |
+
return s
|
| 468 |
+
|
| 469 |
+
|
| 470 |
+
def basicStat(ldata):
|
| 471 |
+
"""
|
| 472 |
+
mean and std dev
|
| 473 |
+
|
| 474 |
+
Parameters
|
| 475 |
+
ldata : list of values
|
| 476 |
+
"""
|
| 477 |
+
m = statistics.mean(ldata)
|
| 478 |
+
s = statistics.stdev(ldata, xbar=m)
|
| 479 |
+
r = (m, s)
|
| 480 |
+
return r
|
| 481 |
+
|
| 482 |
+
def getFileColumnStat(filePath, col, delem=","):
|
| 483 |
+
"""
|
| 484 |
+
gets stats for a file column
|
| 485 |
+
|
| 486 |
+
Parameters
|
| 487 |
+
filePath : file path
|
| 488 |
+
col : col index
|
| 489 |
+
delem : field delemter
|
| 490 |
+
"""
|
| 491 |
+
rs = RunningStat()
|
| 492 |
+
for rec in fileRecGen(filePath, delem):
|
| 493 |
+
va = float(rec[col])
|
| 494 |
+
rs.add(va)
|
| 495 |
+
|
| 496 |
+
return rs.getStat()
|
matumizi/util.py
ADDED
|
@@ -0,0 +1,2345 @@
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|
| 1 |
+
#!/usr/local/bin/python3
|
| 2 |
+
|
| 3 |
+
# Author: Pranab Ghosh
|
| 4 |
+
#
|
| 5 |
+
# Licensed under the Apache License, Version 2.0 (the "License"); you
|
| 6 |
+
# may not use this file except in compliance with the License. You may
|
| 7 |
+
# obtain a copy of the License at
|
| 8 |
+
#
|
| 9 |
+
# http://www.apache.org/licenses/LICENSE-2.0
|
| 10 |
+
#
|
| 11 |
+
# Unless required by applicable law or agreed to in writing, software
|
| 12 |
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
| 13 |
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
| 14 |
+
# implied. See the License for the specific language governing
|
| 15 |
+
# permissions and limitations under the License.
|
| 16 |
+
|
| 17 |
+
import os
|
| 18 |
+
import sys
|
| 19 |
+
from random import randint
|
| 20 |
+
import random
|
| 21 |
+
import time
|
| 22 |
+
import uuid
|
| 23 |
+
from datetime import datetime
|
| 24 |
+
import math
|
| 25 |
+
import numpy as np
|
| 26 |
+
import pandas as pd
|
| 27 |
+
import matplotlib.pyplot as plt
|
| 28 |
+
import numpy as np
|
| 29 |
+
import logging
|
| 30 |
+
import logging.handlers
|
| 31 |
+
import pickle
|
| 32 |
+
from contextlib import contextmanager
|
| 33 |
+
|
| 34 |
+
tokens = ["0","1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","I","J","K","L","M",
|
| 35 |
+
"N","O","P","Q","R","S","T","U","V","W","X","Y","Z","0","1","2","3","4","5","6","7","8","9"]
|
| 36 |
+
numTokens = tokens[:10]
|
| 37 |
+
alphaTokens = tokens[10:36]
|
| 38 |
+
loCaseChars = ["a", "b", "c", "d", "e", "f", "g", "h", "i", "j", "k","l","m","n","o",
|
| 39 |
+
"p","q","r","s","t","u","v","w","x","y","z"]
|
| 40 |
+
|
| 41 |
+
typeInt = "int"
|
| 42 |
+
typeFloat = "float"
|
| 43 |
+
typeString = "string"
|
| 44 |
+
|
| 45 |
+
secInMinute = 60
|
| 46 |
+
secInHour = 60 * 60
|
| 47 |
+
secInDay = 24 * secInHour
|
| 48 |
+
secInWeek = 7 * secInDay
|
| 49 |
+
secInYear = 365 * secInDay
|
| 50 |
+
secInMonth = secInYear / 12
|
| 51 |
+
|
| 52 |
+
minInHour = 60
|
| 53 |
+
minInDay = 24 * minInHour
|
| 54 |
+
|
| 55 |
+
ftPerYard = 3
|
| 56 |
+
ftPerMile = ftPerYard * 1760
|
| 57 |
+
|
| 58 |
+
|
| 59 |
+
def genID(size):
|
| 60 |
+
"""
|
| 61 |
+
generates ID
|
| 62 |
+
|
| 63 |
+
Parameters
|
| 64 |
+
size : size of ID
|
| 65 |
+
"""
|
| 66 |
+
id = ""
|
| 67 |
+
for i in range(size):
|
| 68 |
+
id = id + selectRandomFromList(tokens)
|
| 69 |
+
return id
|
| 70 |
+
|
| 71 |
+
def genIdList(numId, idSize):
|
| 72 |
+
"""
|
| 73 |
+
generate list of IDs
|
| 74 |
+
|
| 75 |
+
Parameters:
|
| 76 |
+
numId: number of Ids
|
| 77 |
+
idSize: ID size
|
| 78 |
+
"""
|
| 79 |
+
iDs = []
|
| 80 |
+
for i in range(numId):
|
| 81 |
+
iDs.append(genID(idSize))
|
| 82 |
+
return iDs
|
| 83 |
+
|
| 84 |
+
def genNumID(size):
|
| 85 |
+
"""
|
| 86 |
+
generates ID consisting of digits onl
|
| 87 |
+
|
| 88 |
+
Parameters
|
| 89 |
+
size : size of ID
|
| 90 |
+
"""
|
| 91 |
+
id = ""
|
| 92 |
+
for i in range(size):
|
| 93 |
+
id = id + selectRandomFromList(numTokens)
|
| 94 |
+
return id
|
| 95 |
+
|
| 96 |
+
def genLowCaseID(size):
|
| 97 |
+
"""
|
| 98 |
+
generates ID consisting of lower case chars
|
| 99 |
+
|
| 100 |
+
Parameters
|
| 101 |
+
size : size of ID
|
| 102 |
+
"""
|
| 103 |
+
id = ""
|
| 104 |
+
for i in range(size):
|
| 105 |
+
id = id + selectRandomFromList(loCaseChars)
|
| 106 |
+
return id
|
| 107 |
+
|
| 108 |
+
def genNumIdList(numId, idSize):
|
| 109 |
+
"""
|
| 110 |
+
generate list of numeric IDs
|
| 111 |
+
|
| 112 |
+
Parameters:
|
| 113 |
+
numId: number of Ids
|
| 114 |
+
idSize: ID size
|
| 115 |
+
"""
|
| 116 |
+
iDs = []
|
| 117 |
+
for i in range(numId):
|
| 118 |
+
iDs.append(genNumID(idSize))
|
| 119 |
+
return iDs
|
| 120 |
+
|
| 121 |
+
def genNameInitial():
|
| 122 |
+
"""
|
| 123 |
+
generate name initial
|
| 124 |
+
"""
|
| 125 |
+
return selectRandomFromList(alphaTokens) + selectRandomFromList(alphaTokens)
|
| 126 |
+
|
| 127 |
+
def genPhoneNum(arCode):
|
| 128 |
+
"""
|
| 129 |
+
generates phone number
|
| 130 |
+
|
| 131 |
+
Parameters
|
| 132 |
+
arCode: area code
|
| 133 |
+
"""
|
| 134 |
+
phNum = genNumID(7)
|
| 135 |
+
return arCode + str(phNum)
|
| 136 |
+
|
| 137 |
+
def selectRandomFromList(ldata):
|
| 138 |
+
"""
|
| 139 |
+
select an element randomly from a lis
|
| 140 |
+
|
| 141 |
+
Parameters
|
| 142 |
+
ldata : list data
|
| 143 |
+
"""
|
| 144 |
+
return ldata[randint(0, len(ldata)-1)]
|
| 145 |
+
|
| 146 |
+
def selectOtherRandomFromList(ldata, cval):
|
| 147 |
+
"""
|
| 148 |
+
select an element randomly from a list excluding the given one
|
| 149 |
+
|
| 150 |
+
Parameters
|
| 151 |
+
ldata : list data
|
| 152 |
+
cval : value to be excluded
|
| 153 |
+
"""
|
| 154 |
+
nval = selectRandomFromList(ldata)
|
| 155 |
+
while nval == cval:
|
| 156 |
+
nval = selectRandomFromList(ldata)
|
| 157 |
+
return nval
|
| 158 |
+
|
| 159 |
+
def selectRandomSubListFromList(ldata, num):
|
| 160 |
+
"""
|
| 161 |
+
generates random sublist from a list without replacemment
|
| 162 |
+
|
| 163 |
+
Parameters
|
| 164 |
+
ldata : list data
|
| 165 |
+
num : output list size
|
| 166 |
+
"""
|
| 167 |
+
assertLesser(num, len(ldata), "size of sublist to be sampled greater than or equal to main list")
|
| 168 |
+
i = randint(0, len(ldata)-1)
|
| 169 |
+
sel = ldata[i]
|
| 170 |
+
selSet = {i}
|
| 171 |
+
selList = [sel]
|
| 172 |
+
while (len(selSet) < num):
|
| 173 |
+
i = randint(0, len(ldata)-1)
|
| 174 |
+
if (i not in selSet):
|
| 175 |
+
sel = ldata[i]
|
| 176 |
+
selSet.add(i)
|
| 177 |
+
selList.append(sel)
|
| 178 |
+
return selList
|
| 179 |
+
|
| 180 |
+
def selectRandomSubListFromListWithRepl(ldata, num):
|
| 181 |
+
"""
|
| 182 |
+
generates random sublist from a list with replacemment
|
| 183 |
+
|
| 184 |
+
Parameters
|
| 185 |
+
ldata : list data
|
| 186 |
+
num : output list size
|
| 187 |
+
|
| 188 |
+
"""
|
| 189 |
+
return list(map(lambda i : selectRandomFromList(ldata), range(num)))
|
| 190 |
+
|
| 191 |
+
def selectRandomFromDict(ddata):
|
| 192 |
+
"""
|
| 193 |
+
select an element randomly from a dictionary
|
| 194 |
+
|
| 195 |
+
Parameters
|
| 196 |
+
ddata : dictionary data
|
| 197 |
+
"""
|
| 198 |
+
dkeys = list(ddata.keys())
|
| 199 |
+
dk = selectRandomFromList(dkeys)
|
| 200 |
+
el = (dk, ddata[dk])
|
| 201 |
+
return el
|
| 202 |
+
|
| 203 |
+
def setListRandomFromList(ldata, ldataRepl):
|
| 204 |
+
"""
|
| 205 |
+
sets some elents in the first list randomly with elements from the second list
|
| 206 |
+
|
| 207 |
+
Parameters
|
| 208 |
+
ldata : list data
|
| 209 |
+
ldataRepl : list with replacement data
|
| 210 |
+
"""
|
| 211 |
+
l = len(ldata)
|
| 212 |
+
selSet = set()
|
| 213 |
+
for d in ldataRepl:
|
| 214 |
+
i = randint(0, l-1)
|
| 215 |
+
while i in selSet:
|
| 216 |
+
i = randint(0, l-1)
|
| 217 |
+
ldata[i] = d
|
| 218 |
+
selSet.add(i)
|
| 219 |
+
|
| 220 |
+
def genIpAddress():
|
| 221 |
+
"""
|
| 222 |
+
generates IP address
|
| 223 |
+
"""
|
| 224 |
+
i1 = randint(0,256)
|
| 225 |
+
i2 = randint(0,256)
|
| 226 |
+
i3 = randint(0,256)
|
| 227 |
+
i4 = randint(0,256)
|
| 228 |
+
ip = "%d.%d.%d.%d" %(i1,i2,i3,i4)
|
| 229 |
+
return ip
|
| 230 |
+
|
| 231 |
+
def curTimeMs():
|
| 232 |
+
"""
|
| 233 |
+
current time in ms
|
| 234 |
+
"""
|
| 235 |
+
return int((datetime.utcnow() - datetime(1970,1,1)).total_seconds() * 1000)
|
| 236 |
+
|
| 237 |
+
def secDegPolyFit(x1, y1, x2, y2, x3, y3):
|
| 238 |
+
"""
|
| 239 |
+
second deg polynomial
|
| 240 |
+
|
| 241 |
+
Parameters
|
| 242 |
+
x1 : 1st point x
|
| 243 |
+
y1 : 1st point y
|
| 244 |
+
x2 : 2nd point x
|
| 245 |
+
y2 : 2nd point y
|
| 246 |
+
x3 : 3rd point x
|
| 247 |
+
y3 : 3rd point y
|
| 248 |
+
"""
|
| 249 |
+
t = (y1 - y2) / (x1 - x2)
|
| 250 |
+
a = t - (y2 - y3) / (x2 - x3)
|
| 251 |
+
a = a / (x1 - x3)
|
| 252 |
+
b = t - a * (x1 + x2)
|
| 253 |
+
c = y1 - a * x1 * x1 - b * x1
|
| 254 |
+
return (a, b, c)
|
| 255 |
+
|
| 256 |
+
def range_limit(val, minv, maxv):
|
| 257 |
+
"""
|
| 258 |
+
range limit a value
|
| 259 |
+
|
| 260 |
+
Parameters
|
| 261 |
+
val : data value
|
| 262 |
+
minv : minimum
|
| 263 |
+
maxv : maximum
|
| 264 |
+
"""
|
| 265 |
+
if (val < minv):
|
| 266 |
+
val = minv
|
| 267 |
+
elif (val > maxv):
|
| 268 |
+
val = maxv
|
| 269 |
+
return val
|
| 270 |
+
|
| 271 |
+
def rangeLimit(val, minv, maxv):
|
| 272 |
+
"""
|
| 273 |
+
range limit a value
|
| 274 |
+
|
| 275 |
+
Parameters
|
| 276 |
+
val : data value
|
| 277 |
+
minv : minimum
|
| 278 |
+
maxv : maximum
|
| 279 |
+
"""
|
| 280 |
+
return range_limit(val, minv, maxv)
|
| 281 |
+
|
| 282 |
+
def isInRange(val, minv, maxv):
|
| 283 |
+
"""
|
| 284 |
+
checks if within range
|
| 285 |
+
|
| 286 |
+
Parameters
|
| 287 |
+
val : data value
|
| 288 |
+
minv : minimum
|
| 289 |
+
maxv : maximum
|
| 290 |
+
"""
|
| 291 |
+
return val >= minv and val <= maxv
|
| 292 |
+
|
| 293 |
+
def stripFileLines(filePath, offset):
|
| 294 |
+
"""
|
| 295 |
+
strips number of chars from both ends
|
| 296 |
+
|
| 297 |
+
Parameters
|
| 298 |
+
filePath : file path
|
| 299 |
+
offset : offset from both ends of line
|
| 300 |
+
"""
|
| 301 |
+
fp = open(filePath, "r")
|
| 302 |
+
for line in fp:
|
| 303 |
+
stripped = line[offset:len(line) - 1 - offset]
|
| 304 |
+
print (stripped)
|
| 305 |
+
fp.close()
|
| 306 |
+
|
| 307 |
+
def genLatLong(lat1, long1, lat2, long2):
|
| 308 |
+
"""
|
| 309 |
+
generate lat log within limits
|
| 310 |
+
|
| 311 |
+
Parameters
|
| 312 |
+
lat1 : lat of 1st point
|
| 313 |
+
long1 : long of 1st point
|
| 314 |
+
lat2 : lat of 2nd point
|
| 315 |
+
long2 : long of 2nd point
|
| 316 |
+
"""
|
| 317 |
+
lat = lat1 + (lat2 - lat1) * random.random()
|
| 318 |
+
longg = long1 + (long2 - long1) * random.random()
|
| 319 |
+
return (lat, longg)
|
| 320 |
+
|
| 321 |
+
def geoDistance(lat1, long1, lat2, long2):
|
| 322 |
+
"""
|
| 323 |
+
find geo distance in ft
|
| 324 |
+
|
| 325 |
+
Parameters
|
| 326 |
+
lat1 : lat of 1st point
|
| 327 |
+
long1 : long of 1st point
|
| 328 |
+
lat2 : lat of 2nd point
|
| 329 |
+
long2 : long of 2nd point
|
| 330 |
+
"""
|
| 331 |
+
latDiff = math.radians(lat1 - lat2)
|
| 332 |
+
longDiff = math.radians(long1 - long2)
|
| 333 |
+
l1 = math.sin(latDiff/2.0)
|
| 334 |
+
l2 = math.sin(longDiff/2.0)
|
| 335 |
+
l3 = math.cos(math.radians(lat1))
|
| 336 |
+
l4 = math.cos(math.radians(lat2))
|
| 337 |
+
a = l1 * l1 + l3 * l4 * l2 * l2
|
| 338 |
+
l5 = math.sqrt(a)
|
| 339 |
+
l6 = math.sqrt(1.0 - a)
|
| 340 |
+
c = 2.0 * math.atan2(l5, l6)
|
| 341 |
+
r = 6371008.8 * 3.280840
|
| 342 |
+
return c * r
|
| 343 |
+
|
| 344 |
+
def minLimit(val, limit):
|
| 345 |
+
"""
|
| 346 |
+
min limit
|
| 347 |
+
Parameters
|
| 348 |
+
|
| 349 |
+
"""
|
| 350 |
+
if (val < limit):
|
| 351 |
+
val = limit
|
| 352 |
+
return val;
|
| 353 |
+
|
| 354 |
+
def maxLimit(val, limit):
|
| 355 |
+
"""
|
| 356 |
+
max limit
|
| 357 |
+
Parameters
|
| 358 |
+
|
| 359 |
+
"""
|
| 360 |
+
if (val > limit):
|
| 361 |
+
val = limit
|
| 362 |
+
return val;
|
| 363 |
+
|
| 364 |
+
def rangeSample(val, minLim, maxLim):
|
| 365 |
+
"""
|
| 366 |
+
if out side range sample within range
|
| 367 |
+
|
| 368 |
+
Parameters
|
| 369 |
+
val : value
|
| 370 |
+
minLim : minimum
|
| 371 |
+
maxLim : maximum
|
| 372 |
+
"""
|
| 373 |
+
if val < minLim or val > maxLim:
|
| 374 |
+
val = randint(minLim, maxLim)
|
| 375 |
+
return val
|
| 376 |
+
|
| 377 |
+
def genRandomIntListWithinRange(size, minLim, maxLim):
|
| 378 |
+
"""
|
| 379 |
+
random unique list of integers within range
|
| 380 |
+
|
| 381 |
+
Parameters
|
| 382 |
+
size : size of returned list
|
| 383 |
+
minLim : minimum
|
| 384 |
+
maxLim : maximum
|
| 385 |
+
"""
|
| 386 |
+
values = set()
|
| 387 |
+
for i in range(size):
|
| 388 |
+
val = randint(minLim, maxLim)
|
| 389 |
+
while val not in values:
|
| 390 |
+
values.add(val)
|
| 391 |
+
return list(values)
|
| 392 |
+
|
| 393 |
+
def preturbScalar(value, vrange, distr="uniform"):
|
| 394 |
+
"""
|
| 395 |
+
preturbs a mutiplicative value within range
|
| 396 |
+
|
| 397 |
+
Parameters
|
| 398 |
+
value : data value
|
| 399 |
+
vrange : value delta fraction
|
| 400 |
+
distr : noise distribution type
|
| 401 |
+
"""
|
| 402 |
+
if distr == "uniform":
|
| 403 |
+
scale = 1.0 - vrange + 2 * vrange * random.random()
|
| 404 |
+
elif distr == "normal":
|
| 405 |
+
scale = 1.0 + np.random.normal(0, vrange)
|
| 406 |
+
else:
|
| 407 |
+
exisWithMsg("unknown noise distr " + distr)
|
| 408 |
+
return value * scale
|
| 409 |
+
|
| 410 |
+
def preturbScalarAbs(value, vrange):
|
| 411 |
+
"""
|
| 412 |
+
preturbs an absolute value within range
|
| 413 |
+
|
| 414 |
+
Parameters
|
| 415 |
+
value : data value
|
| 416 |
+
vrange : value delta absolute
|
| 417 |
+
|
| 418 |
+
"""
|
| 419 |
+
delta = - vrange + 2.0 * vrange * random.random()
|
| 420 |
+
return value + delta
|
| 421 |
+
|
| 422 |
+
def preturbVector(values, vrange):
|
| 423 |
+
"""
|
| 424 |
+
preturbs a list within range
|
| 425 |
+
|
| 426 |
+
Parameters
|
| 427 |
+
values : list data
|
| 428 |
+
vrange : value delta fraction
|
| 429 |
+
"""
|
| 430 |
+
nValues = list(map(lambda va: preturbScalar(va, vrange), values))
|
| 431 |
+
return nValues
|
| 432 |
+
|
| 433 |
+
def randomShiftVector(values, smin, smax):
|
| 434 |
+
"""
|
| 435 |
+
shifts a list by a random quanity with a range
|
| 436 |
+
|
| 437 |
+
Parameters
|
| 438 |
+
values : list data
|
| 439 |
+
smin : samplinf minimum
|
| 440 |
+
smax : sampling maximum
|
| 441 |
+
"""
|
| 442 |
+
shift = np.random.uniform(smin, smax)
|
| 443 |
+
return list(map(lambda va: va + shift, values))
|
| 444 |
+
|
| 445 |
+
def floatRange(beg, end, incr):
|
| 446 |
+
"""
|
| 447 |
+
generates float range
|
| 448 |
+
|
| 449 |
+
Parameters
|
| 450 |
+
beg :range begin
|
| 451 |
+
end: range end
|
| 452 |
+
incr : range increment
|
| 453 |
+
"""
|
| 454 |
+
return list(np.arange(beg, end, incr))
|
| 455 |
+
|
| 456 |
+
def shuffle(values, *numShuffles):
|
| 457 |
+
"""
|
| 458 |
+
in place shuffling with swap of pairs
|
| 459 |
+
|
| 460 |
+
Parameters
|
| 461 |
+
values : list data
|
| 462 |
+
numShuffles : parameter list for number of shuffles
|
| 463 |
+
"""
|
| 464 |
+
size = len(values)
|
| 465 |
+
if len(numShuffles) == 0:
|
| 466 |
+
numShuffle = int(size / 2)
|
| 467 |
+
elif len(numShuffles) == 1:
|
| 468 |
+
numShuffle = numShuffles[0]
|
| 469 |
+
else:
|
| 470 |
+
numShuffle = randint(numShuffles[0], numShuffles[1])
|
| 471 |
+
print("numShuffle {}".format(numShuffle))
|
| 472 |
+
for i in range(numShuffle):
|
| 473 |
+
first = random.randint(0, size - 1)
|
| 474 |
+
second = random.randint(0, size - 1)
|
| 475 |
+
while first == second:
|
| 476 |
+
second = random.randint(0, size - 1)
|
| 477 |
+
tmp = values[first]
|
| 478 |
+
values[first] = values[second]
|
| 479 |
+
values[second] = tmp
|
| 480 |
+
|
| 481 |
+
|
| 482 |
+
def splitList(itms, numGr):
|
| 483 |
+
"""
|
| 484 |
+
splits a list into sub lists of approximately equal size, with items in sublists randomly chod=sen
|
| 485 |
+
|
| 486 |
+
Parameters
|
| 487 |
+
itms ; list of values
|
| 488 |
+
numGr : no of groups
|
| 489 |
+
"""
|
| 490 |
+
tcount = len(itms)
|
| 491 |
+
cItems = list(itms)
|
| 492 |
+
sz = int(len(cItems) / numGr)
|
| 493 |
+
groups = list()
|
| 494 |
+
count = 0
|
| 495 |
+
for i in range(numGr):
|
| 496 |
+
if (i == numGr - 1):
|
| 497 |
+
csz = tcount - count
|
| 498 |
+
else:
|
| 499 |
+
csz = sz + randint(-2, 2)
|
| 500 |
+
count += csz
|
| 501 |
+
gr = list()
|
| 502 |
+
for j in range(csz):
|
| 503 |
+
it = selectRandomFromList(cItems)
|
| 504 |
+
gr.append(it)
|
| 505 |
+
cItems.remove(it)
|
| 506 |
+
groups.append(gr)
|
| 507 |
+
return groups
|
| 508 |
+
|
| 509 |
+
def multVector(values, vrange):
|
| 510 |
+
"""
|
| 511 |
+
multiplies a list within value range
|
| 512 |
+
|
| 513 |
+
Parameters
|
| 514 |
+
values : list of values
|
| 515 |
+
vrange : fraction of vaue to be used to update
|
| 516 |
+
"""
|
| 517 |
+
scale = 1.0 - vrange + 2 * vrange * random.random()
|
| 518 |
+
nValues = list(map(lambda va: va * scale, values))
|
| 519 |
+
return nValues
|
| 520 |
+
|
| 521 |
+
def weightedAverage(values, weights):
|
| 522 |
+
"""
|
| 523 |
+
calculates weighted average
|
| 524 |
+
|
| 525 |
+
Parameters
|
| 526 |
+
values : list of values
|
| 527 |
+
weights : list of weights
|
| 528 |
+
"""
|
| 529 |
+
assert len(values) == len(weights), "values and weights should be same size"
|
| 530 |
+
vw = zip(values, weights)
|
| 531 |
+
wva = list(map(lambda e : e[0] * e[1], vw))
|
| 532 |
+
#wa = sum(x * y for x, y in vw) / sum(weights)
|
| 533 |
+
wav = sum(wva) / sum(weights)
|
| 534 |
+
return wav
|
| 535 |
+
|
| 536 |
+
def extractFields(line, delim, keepIndices):
|
| 537 |
+
"""
|
| 538 |
+
breaks a line into fields and keeps only specified fileds and returns new line
|
| 539 |
+
|
| 540 |
+
Parameters
|
| 541 |
+
line ; deli separated string
|
| 542 |
+
delim : delemeter
|
| 543 |
+
keepIndices : list of indexes to fields to be retained
|
| 544 |
+
"""
|
| 545 |
+
items = line.split(delim)
|
| 546 |
+
newLine = []
|
| 547 |
+
for i in keepIndices:
|
| 548 |
+
newLine.append(line[i])
|
| 549 |
+
return delim.join(newLine)
|
| 550 |
+
|
| 551 |
+
def remFields(line, delim, remIndices):
|
| 552 |
+
"""
|
| 553 |
+
removes fields from delim separated string
|
| 554 |
+
|
| 555 |
+
Parameters
|
| 556 |
+
line ; delemeter separated string
|
| 557 |
+
delim : delemeter
|
| 558 |
+
remIndices : list of indexes to fields to be removed
|
| 559 |
+
"""
|
| 560 |
+
items = line.split(delim)
|
| 561 |
+
newLine = []
|
| 562 |
+
for i in range(len(items)):
|
| 563 |
+
if not arrayContains(remIndices, i):
|
| 564 |
+
newLine.append(line[i])
|
| 565 |
+
return delim.join(newLine)
|
| 566 |
+
|
| 567 |
+
def extractList(data, indices):
|
| 568 |
+
"""
|
| 569 |
+
extracts list from another list, given indices
|
| 570 |
+
|
| 571 |
+
Parameters
|
| 572 |
+
remIndices : list data
|
| 573 |
+
indices : list of indexes to fields to be retained
|
| 574 |
+
"""
|
| 575 |
+
if areAllFieldsIncluded(data, indices):
|
| 576 |
+
exList = data.copy()
|
| 577 |
+
#print("all indices")
|
| 578 |
+
else:
|
| 579 |
+
exList = list()
|
| 580 |
+
le = len(data)
|
| 581 |
+
for i in indices:
|
| 582 |
+
assert i < le , "index {} out of bound {}".format(i, le)
|
| 583 |
+
exList.append(data[i])
|
| 584 |
+
|
| 585 |
+
return exList
|
| 586 |
+
|
| 587 |
+
def arrayContains(arr, item):
|
| 588 |
+
"""
|
| 589 |
+
checks if array contains an item
|
| 590 |
+
|
| 591 |
+
Parameters
|
| 592 |
+
arr : list data
|
| 593 |
+
item : item to search
|
| 594 |
+
"""
|
| 595 |
+
contains = True
|
| 596 |
+
try:
|
| 597 |
+
arr.index(item)
|
| 598 |
+
except ValueError:
|
| 599 |
+
contains = False
|
| 600 |
+
return contains
|
| 601 |
+
|
| 602 |
+
def strToIntArray(line, delim=","):
|
| 603 |
+
"""
|
| 604 |
+
int array from delim separated string
|
| 605 |
+
|
| 606 |
+
Parameters
|
| 607 |
+
line ; delemeter separated string
|
| 608 |
+
"""
|
| 609 |
+
arr = line.split(delim)
|
| 610 |
+
return [int(a) for a in arr]
|
| 611 |
+
|
| 612 |
+
def strToFloatArray(line, delim=","):
|
| 613 |
+
"""
|
| 614 |
+
float array from delim separated string
|
| 615 |
+
|
| 616 |
+
Parameters
|
| 617 |
+
line ; delemeter separated string
|
| 618 |
+
"""
|
| 619 |
+
arr = line.split(delim)
|
| 620 |
+
return [float(a) for a in arr]
|
| 621 |
+
|
| 622 |
+
def strListOrRangeToIntArray(line):
|
| 623 |
+
"""
|
| 624 |
+
int array from delim separated string or range
|
| 625 |
+
|
| 626 |
+
Parameters
|
| 627 |
+
line ; delemeter separated string
|
| 628 |
+
"""
|
| 629 |
+
varr = line.split(",")
|
| 630 |
+
if (len(varr) > 1):
|
| 631 |
+
iarr = list(map(lambda v: int(v), varr))
|
| 632 |
+
else:
|
| 633 |
+
vrange = line.split(":")
|
| 634 |
+
if (len(vrange) == 2):
|
| 635 |
+
lo = int(vrange[0])
|
| 636 |
+
hi = int(vrange[1])
|
| 637 |
+
iarr = list(range(lo, hi+1))
|
| 638 |
+
else:
|
| 639 |
+
iarr = [int(line)]
|
| 640 |
+
return iarr
|
| 641 |
+
|
| 642 |
+
def toStr(val, precision):
|
| 643 |
+
"""
|
| 644 |
+
converts any type to string
|
| 645 |
+
|
| 646 |
+
Parameters
|
| 647 |
+
val : value
|
| 648 |
+
precision ; precision for float value
|
| 649 |
+
"""
|
| 650 |
+
if type(val) == float or type(val) == np.float64 or type(val) == np.float32:
|
| 651 |
+
format = "%" + ".%df" %(precision)
|
| 652 |
+
sVal = format %(val)
|
| 653 |
+
else:
|
| 654 |
+
sVal = str(val)
|
| 655 |
+
return sVal
|
| 656 |
+
|
| 657 |
+
def toStrFromList(values, precision, delim=","):
|
| 658 |
+
"""
|
| 659 |
+
converts list of any type to delim separated string
|
| 660 |
+
|
| 661 |
+
Parameters
|
| 662 |
+
values : list data
|
| 663 |
+
precision ; precision for float value
|
| 664 |
+
delim : delemeter
|
| 665 |
+
"""
|
| 666 |
+
sValues = list(map(lambda v: toStr(v, precision), values))
|
| 667 |
+
return delim.join(sValues)
|
| 668 |
+
|
| 669 |
+
def toIntList(values):
|
| 670 |
+
"""
|
| 671 |
+
convert to int list
|
| 672 |
+
|
| 673 |
+
Parameters
|
| 674 |
+
values : list data
|
| 675 |
+
"""
|
| 676 |
+
return list(map(lambda va: int(va), values))
|
| 677 |
+
|
| 678 |
+
def toFloatList(values):
|
| 679 |
+
"""
|
| 680 |
+
convert to float list
|
| 681 |
+
|
| 682 |
+
Parameters
|
| 683 |
+
values : list data
|
| 684 |
+
|
| 685 |
+
"""
|
| 686 |
+
return list(map(lambda va: float(va), values))
|
| 687 |
+
|
| 688 |
+
def toStrList(values, precision=None):
|
| 689 |
+
"""
|
| 690 |
+
convert to string list
|
| 691 |
+
|
| 692 |
+
Parameters
|
| 693 |
+
values : list data
|
| 694 |
+
precision ; precision for float value
|
| 695 |
+
"""
|
| 696 |
+
return list(map(lambda va: toStr(va, precision), values))
|
| 697 |
+
|
| 698 |
+
def toIntFromBoolean(value):
|
| 699 |
+
"""
|
| 700 |
+
convert to int
|
| 701 |
+
|
| 702 |
+
Parameters
|
| 703 |
+
value : boolean value
|
| 704 |
+
"""
|
| 705 |
+
ival = 1 if value else 0
|
| 706 |
+
return ival
|
| 707 |
+
|
| 708 |
+
def scaleBySum(ldata):
|
| 709 |
+
"""
|
| 710 |
+
scales so that sum is 1
|
| 711 |
+
|
| 712 |
+
Parameters
|
| 713 |
+
ldata : list data
|
| 714 |
+
"""
|
| 715 |
+
s = sum(ldata)
|
| 716 |
+
return list(map(lambda e : e/s, ldata))
|
| 717 |
+
|
| 718 |
+
def scaleByMax(ldata):
|
| 719 |
+
"""
|
| 720 |
+
scales so that max value is 1
|
| 721 |
+
|
| 722 |
+
Parameters
|
| 723 |
+
ldata : list data
|
| 724 |
+
"""
|
| 725 |
+
m = max(ldata)
|
| 726 |
+
return list(map(lambda e : e/m, ldata))
|
| 727 |
+
|
| 728 |
+
def typedValue(val, dtype=None):
|
| 729 |
+
"""
|
| 730 |
+
return typed value given string, discovers data type if not specified
|
| 731 |
+
|
| 732 |
+
Parameters
|
| 733 |
+
val : value
|
| 734 |
+
dtype : data type
|
| 735 |
+
"""
|
| 736 |
+
tVal = None
|
| 737 |
+
|
| 738 |
+
if dtype is not None:
|
| 739 |
+
if dtype == "num":
|
| 740 |
+
dtype = "int" if dtype.find(".") == -1 else "float"
|
| 741 |
+
|
| 742 |
+
if dtype == "int":
|
| 743 |
+
tVal = int(val)
|
| 744 |
+
elif dtype == "float":
|
| 745 |
+
tVal = float(val)
|
| 746 |
+
elif dtype == "bool":
|
| 747 |
+
tVal = bool(val)
|
| 748 |
+
else:
|
| 749 |
+
tVal = val
|
| 750 |
+
else:
|
| 751 |
+
if type(val) == str:
|
| 752 |
+
lVal = val.lower()
|
| 753 |
+
|
| 754 |
+
#int
|
| 755 |
+
done = True
|
| 756 |
+
try:
|
| 757 |
+
tVal = int(val)
|
| 758 |
+
except ValueError:
|
| 759 |
+
done = False
|
| 760 |
+
|
| 761 |
+
#float
|
| 762 |
+
if not done:
|
| 763 |
+
done = True
|
| 764 |
+
try:
|
| 765 |
+
tVal = float(val)
|
| 766 |
+
except ValueError:
|
| 767 |
+
done = False
|
| 768 |
+
|
| 769 |
+
#boolean
|
| 770 |
+
if not done:
|
| 771 |
+
done = True
|
| 772 |
+
if lVal == "true":
|
| 773 |
+
tVal = True
|
| 774 |
+
elif lVal == "false":
|
| 775 |
+
tVal = False
|
| 776 |
+
else:
|
| 777 |
+
done = False
|
| 778 |
+
#None
|
| 779 |
+
if not done:
|
| 780 |
+
if lVal == "none":
|
| 781 |
+
tVal = None
|
| 782 |
+
else:
|
| 783 |
+
tVal = val
|
| 784 |
+
else:
|
| 785 |
+
tVal = val
|
| 786 |
+
|
| 787 |
+
return tVal
|
| 788 |
+
|
| 789 |
+
def isInt(val):
|
| 790 |
+
"""
|
| 791 |
+
return true if string is int and the typed value
|
| 792 |
+
|
| 793 |
+
Parameters
|
| 794 |
+
val : value
|
| 795 |
+
"""
|
| 796 |
+
valInt = True
|
| 797 |
+
try:
|
| 798 |
+
tVal = int(val)
|
| 799 |
+
except ValueError:
|
| 800 |
+
valInt = False
|
| 801 |
+
tVal = None
|
| 802 |
+
r = (valInt, tVal)
|
| 803 |
+
return r
|
| 804 |
+
|
| 805 |
+
def isFloat(val):
|
| 806 |
+
"""
|
| 807 |
+
return true if string is float
|
| 808 |
+
|
| 809 |
+
Parameters
|
| 810 |
+
val : value
|
| 811 |
+
"""
|
| 812 |
+
valFloat = True
|
| 813 |
+
try:
|
| 814 |
+
tVal = float(val)
|
| 815 |
+
except ValueError:
|
| 816 |
+
valFloat = False
|
| 817 |
+
tVal = None
|
| 818 |
+
r = (valFloat, tVal)
|
| 819 |
+
return r
|
| 820 |
+
|
| 821 |
+
def getAllFiles(dirPath):
|
| 822 |
+
"""
|
| 823 |
+
get all files recursively
|
| 824 |
+
|
| 825 |
+
Parameters
|
| 826 |
+
dirPath : directory path
|
| 827 |
+
"""
|
| 828 |
+
filePaths = []
|
| 829 |
+
for (thisDir, subDirs, fileNames) in os.walk(dirPath):
|
| 830 |
+
for fileName in fileNames:
|
| 831 |
+
filePaths.append(os.path.join(thisDir, fileName))
|
| 832 |
+
filePaths.sort()
|
| 833 |
+
return filePaths
|
| 834 |
+
|
| 835 |
+
def getFileContent(fpath, verbose=False):
|
| 836 |
+
"""
|
| 837 |
+
get file contents in directory
|
| 838 |
+
|
| 839 |
+
Parameters
|
| 840 |
+
fpath ; directory path
|
| 841 |
+
verbose : verbosity flag
|
| 842 |
+
"""
|
| 843 |
+
# dcument list
|
| 844 |
+
docComplete = []
|
| 845 |
+
filePaths = getAllFiles(fpath)
|
| 846 |
+
|
| 847 |
+
# read files
|
| 848 |
+
for filePath in filePaths:
|
| 849 |
+
if verbose:
|
| 850 |
+
print("next file " + filePath)
|
| 851 |
+
with open(filePath, 'r') as contentFile:
|
| 852 |
+
content = contentFile.read()
|
| 853 |
+
docComplete.append(content)
|
| 854 |
+
return (docComplete, filePaths)
|
| 855 |
+
|
| 856 |
+
def getOneFileContent(fpath):
|
| 857 |
+
"""
|
| 858 |
+
get one file contents
|
| 859 |
+
|
| 860 |
+
Parameters
|
| 861 |
+
fpath : file path
|
| 862 |
+
"""
|
| 863 |
+
with open(fpath, 'r') as contentFile:
|
| 864 |
+
docStr = contentFile.read()
|
| 865 |
+
return docStr
|
| 866 |
+
|
| 867 |
+
def getFileLines(dirPath, delim=","):
|
| 868 |
+
"""
|
| 869 |
+
get lines from a file
|
| 870 |
+
|
| 871 |
+
Parameters
|
| 872 |
+
dirPath : file path
|
| 873 |
+
delim : delemeter
|
| 874 |
+
"""
|
| 875 |
+
lines = list()
|
| 876 |
+
for li in fileRecGen(dirPath, delim):
|
| 877 |
+
lines.append(li)
|
| 878 |
+
return lines
|
| 879 |
+
|
| 880 |
+
def getFileSampleLines(dirPath, percen, delim=","):
|
| 881 |
+
"""
|
| 882 |
+
get sampled lines from a file
|
| 883 |
+
|
| 884 |
+
Parameters
|
| 885 |
+
dirPath : file path
|
| 886 |
+
percen : sampling percentage
|
| 887 |
+
delim : delemeter
|
| 888 |
+
"""
|
| 889 |
+
lines = list()
|
| 890 |
+
for li in fileRecGen(dirPath, delim):
|
| 891 |
+
if randint(0, 100) < percen:
|
| 892 |
+
lines.append(li)
|
| 893 |
+
return lines
|
| 894 |
+
|
| 895 |
+
def getFileColumnAsString(dirPath, index, delim=","):
|
| 896 |
+
"""
|
| 897 |
+
get string column from a file
|
| 898 |
+
|
| 899 |
+
Parameters
|
| 900 |
+
dirPath : file path
|
| 901 |
+
index : index
|
| 902 |
+
delim : delemeter
|
| 903 |
+
"""
|
| 904 |
+
fields = list()
|
| 905 |
+
for rec in fileRecGen(dirPath, delim):
|
| 906 |
+
fields.append(rec[index])
|
| 907 |
+
#print(fields)
|
| 908 |
+
return fields
|
| 909 |
+
|
| 910 |
+
def getFileColumnsAsString(dirPath, indexes, delim=","):
|
| 911 |
+
"""
|
| 912 |
+
get multiple string columns from a file
|
| 913 |
+
|
| 914 |
+
Parameters
|
| 915 |
+
dirPath : file path
|
| 916 |
+
indexes : indexes of columns
|
| 917 |
+
delim : delemeter
|
| 918 |
+
|
| 919 |
+
"""
|
| 920 |
+
nindex = len(indexes)
|
| 921 |
+
columns = list(map(lambda i : list(), range(nindex)))
|
| 922 |
+
for rec in fileRecGen(dirPath, delim):
|
| 923 |
+
for i in range(nindex):
|
| 924 |
+
columns[i].append(rec[indexes[i]])
|
| 925 |
+
return columns
|
| 926 |
+
|
| 927 |
+
def getFileColumnAsFloat(dirPath, index, delim=","):
|
| 928 |
+
"""
|
| 929 |
+
get float fileds from a file
|
| 930 |
+
|
| 931 |
+
Parameters
|
| 932 |
+
dirPath : file path
|
| 933 |
+
index : index
|
| 934 |
+
delim : delemeter
|
| 935 |
+
|
| 936 |
+
"""
|
| 937 |
+
#print("{} {}".format(dirPath, index))
|
| 938 |
+
fields = getFileColumnAsString(dirPath, index, delim)
|
| 939 |
+
return list(map(lambda v:float(v), fields))
|
| 940 |
+
|
| 941 |
+
def getFileColumnAsInt(dirPath, index, delim=","):
|
| 942 |
+
"""
|
| 943 |
+
get float fileds from a file
|
| 944 |
+
|
| 945 |
+
Parameters
|
| 946 |
+
dirPath : file path
|
| 947 |
+
index : index
|
| 948 |
+
delim : delemeter
|
| 949 |
+
"""
|
| 950 |
+
fields = getFileColumnAsString(dirPath, index, delim)
|
| 951 |
+
return list(map(lambda v:int(v), fields))
|
| 952 |
+
|
| 953 |
+
def getFileAsIntMatrix(dirPath, columns, delim=","):
|
| 954 |
+
"""
|
| 955 |
+
extracts int matrix from csv file given column indices with each row being concatenation of
|
| 956 |
+
extracted column values row size = num of columns
|
| 957 |
+
|
| 958 |
+
Parameters
|
| 959 |
+
dirPath : file path
|
| 960 |
+
columns : indexes of columns
|
| 961 |
+
delim : delemeter
|
| 962 |
+
"""
|
| 963 |
+
mat = list()
|
| 964 |
+
for rec in fileSelFieldsRecGen(dirPath, columns, delim):
|
| 965 |
+
mat.append(asIntList(rec))
|
| 966 |
+
return mat
|
| 967 |
+
|
| 968 |
+
def getFileAsFloatMatrix(dirPath, columns, delim=","):
|
| 969 |
+
"""
|
| 970 |
+
extracts float matrix from csv file given column indices with each row being concatenation of
|
| 971 |
+
extracted column values row size = num of columns
|
| 972 |
+
|
| 973 |
+
Parameters
|
| 974 |
+
dirPath : file path
|
| 975 |
+
columns : indexes of columns
|
| 976 |
+
delim : delemeter
|
| 977 |
+
"""
|
| 978 |
+
mat = list()
|
| 979 |
+
for rec in fileSelFieldsRecGen(dirPath, columns, delim):
|
| 980 |
+
mat.append(asFloatList(rec))
|
| 981 |
+
return mat
|
| 982 |
+
|
| 983 |
+
def getFileAsFloatColumn(dirPath):
|
| 984 |
+
"""
|
| 985 |
+
grt float list from a file with one float per row
|
| 986 |
+
|
| 987 |
+
Parameters
|
| 988 |
+
dirPath : file path
|
| 989 |
+
"""
|
| 990 |
+
flist = list()
|
| 991 |
+
for rec in fileRecGen(dirPath, None):
|
| 992 |
+
flist.append(float(rec))
|
| 993 |
+
return flist
|
| 994 |
+
|
| 995 |
+
def getFileAsFiltFloatMatrix(dirPath, filt, columns, delim=","):
|
| 996 |
+
"""
|
| 997 |
+
extracts float matrix from csv file given row filter and column indices with each row being
|
| 998 |
+
concatenation of extracted column values row size = num of columns
|
| 999 |
+
|
| 1000 |
+
Parameters
|
| 1001 |
+
dirPath : file path
|
| 1002 |
+
columns : indexes of columns
|
| 1003 |
+
filt : row filter lambda
|
| 1004 |
+
delim : delemeter
|
| 1005 |
+
|
| 1006 |
+
"""
|
| 1007 |
+
mat = list()
|
| 1008 |
+
for rec in fileFiltSelFieldsRecGen(dirPath, filt, columns, delim):
|
| 1009 |
+
mat.append(asFloatList(rec))
|
| 1010 |
+
return mat
|
| 1011 |
+
|
| 1012 |
+
def getFileAsTypedRecords(dirPath, types, delim=","):
|
| 1013 |
+
"""
|
| 1014 |
+
extracts typed records from csv file with each row being concatenation of
|
| 1015 |
+
extracted column values
|
| 1016 |
+
|
| 1017 |
+
Parameters
|
| 1018 |
+
dirPath : file path
|
| 1019 |
+
types : data types
|
| 1020 |
+
delim : delemeter
|
| 1021 |
+
"""
|
| 1022 |
+
(dtypes, cvalues) = extractTypesFromString(types)
|
| 1023 |
+
tdata = list()
|
| 1024 |
+
for rec in fileRecGen(dirPath, delim):
|
| 1025 |
+
trec = list()
|
| 1026 |
+
for index, value in enumerate(rec):
|
| 1027 |
+
value = __convToTyped(index, value, dtypes)
|
| 1028 |
+
trec.append(value)
|
| 1029 |
+
tdata.append(trec)
|
| 1030 |
+
return tdata
|
| 1031 |
+
|
| 1032 |
+
|
| 1033 |
+
def getFileColsAsTypedRecords(dirPath, columns, types, delim=","):
|
| 1034 |
+
"""
|
| 1035 |
+
extracts typed records from csv file given column indices with each row being concatenation of
|
| 1036 |
+
extracted column values
|
| 1037 |
+
|
| 1038 |
+
Parameters
|
| 1039 |
+
Parameters
|
| 1040 |
+
dirPath : file path
|
| 1041 |
+
columns : column indexes
|
| 1042 |
+
types : data types
|
| 1043 |
+
delim : delemeter
|
| 1044 |
+
"""
|
| 1045 |
+
(dtypes, cvalues) = extractTypesFromString(types)
|
| 1046 |
+
tdata = list()
|
| 1047 |
+
for rec in fileSelFieldsRecGen(dirPath, columns, delim):
|
| 1048 |
+
trec = list()
|
| 1049 |
+
for indx, value in enumerate(rec):
|
| 1050 |
+
tindx = columns[indx]
|
| 1051 |
+
value = __convToTyped(tindx, value, dtypes)
|
| 1052 |
+
trec.append(value)
|
| 1053 |
+
tdata.append(trec)
|
| 1054 |
+
return tdata
|
| 1055 |
+
|
| 1056 |
+
def getFileColumnsMinMax(dirPath, columns, dtype, delim=","):
|
| 1057 |
+
"""
|
| 1058 |
+
extracts numeric matrix from csv file given column indices. For each column return min and max
|
| 1059 |
+
|
| 1060 |
+
Parameters
|
| 1061 |
+
dirPath : file path
|
| 1062 |
+
columns : column indexes
|
| 1063 |
+
dtype : data type
|
| 1064 |
+
delim : delemeter
|
| 1065 |
+
"""
|
| 1066 |
+
dtypes = list(map(lambda c : str(c) + ":" + dtype, columns))
|
| 1067 |
+
dtypes = ",".join(dtypes)
|
| 1068 |
+
#print(dtypes)
|
| 1069 |
+
|
| 1070 |
+
tdata = getFileColsAsTypedRecords(dirPath, columns, dtypes, delim)
|
| 1071 |
+
minMax = list()
|
| 1072 |
+
ncola = len(tdata[0])
|
| 1073 |
+
ncole = len(columns)
|
| 1074 |
+
assertEqual(ncola, ncole, "actual no of columns different from expected")
|
| 1075 |
+
|
| 1076 |
+
for ci in range(ncole):
|
| 1077 |
+
vmin = sys.float_info.max
|
| 1078 |
+
vmax = sys.float_info.min
|
| 1079 |
+
for r in tdata:
|
| 1080 |
+
cv = r[ci]
|
| 1081 |
+
vmin = cv if cv < vmin else vmin
|
| 1082 |
+
vmax = cv if cv > vmax else vmax
|
| 1083 |
+
mm = (vmin, vmax, vmax - vmin)
|
| 1084 |
+
minMax.append(mm)
|
| 1085 |
+
|
| 1086 |
+
return minMax
|
| 1087 |
+
|
| 1088 |
+
|
| 1089 |
+
def getRecAsTypedRecord(rec, types, delim=None):
|
| 1090 |
+
"""
|
| 1091 |
+
converts record to typed records
|
| 1092 |
+
|
| 1093 |
+
Parameters
|
| 1094 |
+
rec : delemeter separate string or list of string
|
| 1095 |
+
types : field data types
|
| 1096 |
+
delim : delemeter
|
| 1097 |
+
"""
|
| 1098 |
+
if delim is not None:
|
| 1099 |
+
rec = rec.split(delim)
|
| 1100 |
+
(dtypes, cvalues) = extractTypesFromString(types)
|
| 1101 |
+
#print(types)
|
| 1102 |
+
#print(dtypes)
|
| 1103 |
+
trec = list()
|
| 1104 |
+
for ind, value in enumerate(rec):
|
| 1105 |
+
tvalue = __convToTyped(ind, value, dtypes)
|
| 1106 |
+
trec.append(tvalue)
|
| 1107 |
+
return trec
|
| 1108 |
+
|
| 1109 |
+
def __convToTyped(index, value, dtypes):
|
| 1110 |
+
"""
|
| 1111 |
+
convert to typed value
|
| 1112 |
+
|
| 1113 |
+
Parameters
|
| 1114 |
+
index : index in type list
|
| 1115 |
+
value : data value
|
| 1116 |
+
dtypes : data type list
|
| 1117 |
+
"""
|
| 1118 |
+
#print(index, value)
|
| 1119 |
+
dtype = dtypes[index]
|
| 1120 |
+
tvalue = value
|
| 1121 |
+
if dtype == "int":
|
| 1122 |
+
tvalue = int(value)
|
| 1123 |
+
elif dtype == "float":
|
| 1124 |
+
tvalue = float(value)
|
| 1125 |
+
return tvalue
|
| 1126 |
+
|
| 1127 |
+
|
| 1128 |
+
|
| 1129 |
+
def extractTypesFromString(types):
|
| 1130 |
+
"""
|
| 1131 |
+
extracts column data types and set values for categorical variables
|
| 1132 |
+
|
| 1133 |
+
Parameters
|
| 1134 |
+
types : encoded type information
|
| 1135 |
+
"""
|
| 1136 |
+
ftypes = types.split(",")
|
| 1137 |
+
dtypes = dict()
|
| 1138 |
+
cvalues = dict()
|
| 1139 |
+
for ftype in ftypes:
|
| 1140 |
+
items = ftype.split(":")
|
| 1141 |
+
cindex = int(items[0])
|
| 1142 |
+
dtype = items[1]
|
| 1143 |
+
dtypes[cindex] = dtype
|
| 1144 |
+
if len(items) == 3:
|
| 1145 |
+
sitems = items[2].split()
|
| 1146 |
+
cvalues[cindex] = sitems
|
| 1147 |
+
return (dtypes, cvalues)
|
| 1148 |
+
|
| 1149 |
+
def getMultipleFileAsInttMatrix(dirPathWithCol, delim=","):
|
| 1150 |
+
"""
|
| 1151 |
+
extracts int matrix from from csv files given column index for each file.
|
| 1152 |
+
num of columns = number of rows in each file and num of rows = number of files
|
| 1153 |
+
|
| 1154 |
+
Parameters
|
| 1155 |
+
dirPathWithCol: list of file path and collumn index pair
|
| 1156 |
+
delim : delemeter
|
| 1157 |
+
"""
|
| 1158 |
+
mat = list()
|
| 1159 |
+
minLen = -1
|
| 1160 |
+
for path, col in dirPathWithCol:
|
| 1161 |
+
colVals = getFileColumnAsInt(path, col, delim)
|
| 1162 |
+
if minLen < 0 or len(colVals) < minLen:
|
| 1163 |
+
minLen = len(colVals)
|
| 1164 |
+
mat.append(colVals)
|
| 1165 |
+
|
| 1166 |
+
#make all same length
|
| 1167 |
+
mat = list(map(lambda li:li[:minLen], mat))
|
| 1168 |
+
return mat
|
| 1169 |
+
|
| 1170 |
+
def getMultipleFileAsFloatMatrix(dirPathWithCol, delim=","):
|
| 1171 |
+
"""
|
| 1172 |
+
extracts float matrix from from csv files given column index for each file.
|
| 1173 |
+
num of columns = number of rows in each file and num of rows = number of files
|
| 1174 |
+
|
| 1175 |
+
Parameters
|
| 1176 |
+
dirPathWithCol: list of file path and collumn index pair
|
| 1177 |
+
delim : delemeter
|
| 1178 |
+
"""
|
| 1179 |
+
mat = list()
|
| 1180 |
+
minLen = -1
|
| 1181 |
+
for path, col in dirPathWithCol:
|
| 1182 |
+
colVals = getFileColumnAsFloat(path, col, delim)
|
| 1183 |
+
if minLen < 0 or len(colVals) < minLen:
|
| 1184 |
+
minLen = len(colVals)
|
| 1185 |
+
mat.append(colVals)
|
| 1186 |
+
|
| 1187 |
+
#make all same length
|
| 1188 |
+
mat = list(map(lambda li:li[:minLen], mat))
|
| 1189 |
+
return mat
|
| 1190 |
+
|
| 1191 |
+
def writeStrListToFile(ldata, filePath, delem=","):
|
| 1192 |
+
"""
|
| 1193 |
+
writes list of dlem separated string or list of list of string to afile
|
| 1194 |
+
|
| 1195 |
+
Parameters
|
| 1196 |
+
ldata : list data
|
| 1197 |
+
filePath : file path
|
| 1198 |
+
delim : delemeter
|
| 1199 |
+
"""
|
| 1200 |
+
with open(filePath, "w") as fh:
|
| 1201 |
+
for r in ldata:
|
| 1202 |
+
if type(r) == list:
|
| 1203 |
+
r = delem.join(r)
|
| 1204 |
+
fh.write(r + "\n")
|
| 1205 |
+
|
| 1206 |
+
def writeFloatListToFile(ldata, prec, filePath):
|
| 1207 |
+
"""
|
| 1208 |
+
writes float list to file, one value per line
|
| 1209 |
+
|
| 1210 |
+
Parameters
|
| 1211 |
+
ldata : list data
|
| 1212 |
+
prec : precision
|
| 1213 |
+
filePath : file path
|
| 1214 |
+
"""
|
| 1215 |
+
with open(filePath, "w") as fh:
|
| 1216 |
+
for d in ldata:
|
| 1217 |
+
fh.write(formatFloat(prec, d) + "\n")
|
| 1218 |
+
|
| 1219 |
+
def mutateFileLines(dirPath, mutator, marg, delim=","):
|
| 1220 |
+
"""
|
| 1221 |
+
mutates lines from a file
|
| 1222 |
+
|
| 1223 |
+
Parameters
|
| 1224 |
+
dirPath : file path
|
| 1225 |
+
mutator : mutation callback
|
| 1226 |
+
marg : argument for mutation call back
|
| 1227 |
+
delim : delemeter
|
| 1228 |
+
"""
|
| 1229 |
+
lines = list()
|
| 1230 |
+
for li in fileRecGen(dirPath, delim):
|
| 1231 |
+
li = mutator(li) if marg is None else mutator(li, marg)
|
| 1232 |
+
lines.append(li)
|
| 1233 |
+
return lines
|
| 1234 |
+
|
| 1235 |
+
def takeFirst(elems):
|
| 1236 |
+
"""
|
| 1237 |
+
return fisrt item
|
| 1238 |
+
|
| 1239 |
+
Parameters
|
| 1240 |
+
elems : list of data
|
| 1241 |
+
"""
|
| 1242 |
+
return elems[0]
|
| 1243 |
+
|
| 1244 |
+
def takeSecond(elems):
|
| 1245 |
+
"""
|
| 1246 |
+
return 2nd element
|
| 1247 |
+
|
| 1248 |
+
Parameters
|
| 1249 |
+
elems : list of data
|
| 1250 |
+
"""
|
| 1251 |
+
return elems[1]
|
| 1252 |
+
|
| 1253 |
+
def takeThird(elems):
|
| 1254 |
+
"""
|
| 1255 |
+
returns 3rd element
|
| 1256 |
+
|
| 1257 |
+
Parameters
|
| 1258 |
+
elems : list of data
|
| 1259 |
+
"""
|
| 1260 |
+
return elems[2]
|
| 1261 |
+
|
| 1262 |
+
def addToKeyedCounter(dCounter, key, count=1):
|
| 1263 |
+
"""
|
| 1264 |
+
add to to keyed counter
|
| 1265 |
+
|
| 1266 |
+
Parameters
|
| 1267 |
+
dCounter : dictionary of counters
|
| 1268 |
+
key : dictionary key
|
| 1269 |
+
count : count to add
|
| 1270 |
+
"""
|
| 1271 |
+
curCount = dCounter.get(key, 0)
|
| 1272 |
+
dCounter[key] = curCount + count
|
| 1273 |
+
|
| 1274 |
+
def incrKeyedCounter(dCounter, key):
|
| 1275 |
+
"""
|
| 1276 |
+
increment keyed counter
|
| 1277 |
+
|
| 1278 |
+
Parameters
|
| 1279 |
+
dCounter : dictionary of counters
|
| 1280 |
+
key : dictionary key
|
| 1281 |
+
"""
|
| 1282 |
+
addToKeyedCounter(dCounter, key, 1)
|
| 1283 |
+
|
| 1284 |
+
def appendKeyedList(dList, key, elem):
|
| 1285 |
+
"""
|
| 1286 |
+
keyed list
|
| 1287 |
+
|
| 1288 |
+
Parameters
|
| 1289 |
+
dList : dictionary of lists
|
| 1290 |
+
key : dictionary key
|
| 1291 |
+
elem : value to append
|
| 1292 |
+
"""
|
| 1293 |
+
curList = dList.get(key, [])
|
| 1294 |
+
curList.append(elem)
|
| 1295 |
+
dList[key] = curList
|
| 1296 |
+
|
| 1297 |
+
def isNumber(st):
|
| 1298 |
+
"""
|
| 1299 |
+
Returns True is string is a number
|
| 1300 |
+
|
| 1301 |
+
Parameters
|
| 1302 |
+
st : string value
|
| 1303 |
+
"""
|
| 1304 |
+
return st.replace('.','',1).isdigit()
|
| 1305 |
+
|
| 1306 |
+
def removeNan(values):
|
| 1307 |
+
"""
|
| 1308 |
+
removes nan from list
|
| 1309 |
+
|
| 1310 |
+
Parameters
|
| 1311 |
+
values : list data
|
| 1312 |
+
"""
|
| 1313 |
+
return list(filter(lambda v: not math.isnan(v), values))
|
| 1314 |
+
|
| 1315 |
+
def fileRecGen(filePath, delim = ","):
|
| 1316 |
+
"""
|
| 1317 |
+
file record generator
|
| 1318 |
+
|
| 1319 |
+
Parameters
|
| 1320 |
+
filePath ; file path
|
| 1321 |
+
delim : delemeter
|
| 1322 |
+
"""
|
| 1323 |
+
with open(filePath, "r") as fp:
|
| 1324 |
+
for line in fp:
|
| 1325 |
+
line = line[:-1]
|
| 1326 |
+
if delim is not None:
|
| 1327 |
+
line = line.split(delim)
|
| 1328 |
+
yield line
|
| 1329 |
+
|
| 1330 |
+
def fileSelFieldsRecGen(dirPath, columns, delim=","):
|
| 1331 |
+
"""
|
| 1332 |
+
file record generator given column indices
|
| 1333 |
+
|
| 1334 |
+
Parameters
|
| 1335 |
+
filePath ; file path
|
| 1336 |
+
columns : column indexes as int array or coma separated string
|
| 1337 |
+
delim : delemeter
|
| 1338 |
+
"""
|
| 1339 |
+
if type(columns) == str:
|
| 1340 |
+
columns = strToIntArray(columns, delim)
|
| 1341 |
+
for rec in fileRecGen(dirPath, delim):
|
| 1342 |
+
extracted = extractList(rec, columns)
|
| 1343 |
+
yield extracted
|
| 1344 |
+
|
| 1345 |
+
def fileSelFieldValueGen(dirPath, column, delim=","):
|
| 1346 |
+
"""
|
| 1347 |
+
file record generator for a given column
|
| 1348 |
+
|
| 1349 |
+
Parameters
|
| 1350 |
+
filePath ; file path
|
| 1351 |
+
column : column index
|
| 1352 |
+
delim : delemeter
|
| 1353 |
+
"""
|
| 1354 |
+
for rec in fileRecGen(dirPath, delim):
|
| 1355 |
+
yield rec[column]
|
| 1356 |
+
|
| 1357 |
+
def fileFiltRecGen(filePath, filt, delim = ","):
|
| 1358 |
+
"""
|
| 1359 |
+
file record generator with row filter applied
|
| 1360 |
+
|
| 1361 |
+
Parameters
|
| 1362 |
+
filePath ; file path
|
| 1363 |
+
filt : row filter
|
| 1364 |
+
delim : delemeter
|
| 1365 |
+
"""
|
| 1366 |
+
with open(filePath, "r") as fp:
|
| 1367 |
+
for line in fp:
|
| 1368 |
+
line = line[:-1]
|
| 1369 |
+
if delim is not None:
|
| 1370 |
+
line = line.split(delim)
|
| 1371 |
+
if filt(line):
|
| 1372 |
+
yield line
|
| 1373 |
+
|
| 1374 |
+
def fileFiltSelFieldsRecGen(filePath, filt, columns, delim = ","):
|
| 1375 |
+
"""
|
| 1376 |
+
file record generator with row and column filter applied
|
| 1377 |
+
|
| 1378 |
+
Parameters
|
| 1379 |
+
filePath ; file path
|
| 1380 |
+
filt : row filter
|
| 1381 |
+
columns : column indexes as int array or coma separated string
|
| 1382 |
+
delim : delemeter
|
| 1383 |
+
"""
|
| 1384 |
+
columns = strToIntArray(columns, delim)
|
| 1385 |
+
with open(filePath, "r") as fp:
|
| 1386 |
+
for line in fp:
|
| 1387 |
+
line = line[:-1]
|
| 1388 |
+
if delim is not None:
|
| 1389 |
+
line = line.split(delim)
|
| 1390 |
+
if filt(line):
|
| 1391 |
+
selected = extractList(line, columns)
|
| 1392 |
+
yield selected
|
| 1393 |
+
|
| 1394 |
+
def fileTypedRecGen(filePath, ftypes, delim = ","):
|
| 1395 |
+
"""
|
| 1396 |
+
file typed record generator
|
| 1397 |
+
|
| 1398 |
+
Parameters
|
| 1399 |
+
filePath ; file path
|
| 1400 |
+
ftypes : list of field types
|
| 1401 |
+
delim : delemeter
|
| 1402 |
+
"""
|
| 1403 |
+
with open(filePath, "r") as fp:
|
| 1404 |
+
for line in fp:
|
| 1405 |
+
line = line[:-1]
|
| 1406 |
+
line = line.split(delim)
|
| 1407 |
+
for i in range(0, len(ftypes), 2):
|
| 1408 |
+
ci = ftypes[i]
|
| 1409 |
+
dtype = ftypes[i+1]
|
| 1410 |
+
assertLesser(ci, len(line), "index out of bound")
|
| 1411 |
+
if dtype == "int":
|
| 1412 |
+
line[ci] = int(line[ci])
|
| 1413 |
+
elif dtype == "float":
|
| 1414 |
+
line[ci] = float(line[ci])
|
| 1415 |
+
else:
|
| 1416 |
+
exitWithMsg("invalid data type")
|
| 1417 |
+
yield line
|
| 1418 |
+
|
| 1419 |
+
def fileMutatedFieldsRecGen(dirPath, mutator, delim=","):
|
| 1420 |
+
"""
|
| 1421 |
+
file record generator with some columns mutated
|
| 1422 |
+
|
| 1423 |
+
Parameters
|
| 1424 |
+
dirPath ; file path
|
| 1425 |
+
mutator : row field mutator
|
| 1426 |
+
delim : delemeter
|
| 1427 |
+
"""
|
| 1428 |
+
for rec in fileRecGen(dirPath, delim):
|
| 1429 |
+
mutated = mutator(rec)
|
| 1430 |
+
yield mutated
|
| 1431 |
+
|
| 1432 |
+
def tableSelFieldsFilter(tdata, columns):
|
| 1433 |
+
"""
|
| 1434 |
+
gets tabular data for selected columns
|
| 1435 |
+
|
| 1436 |
+
Parameters
|
| 1437 |
+
tdata : tabular data
|
| 1438 |
+
columns : column indexes
|
| 1439 |
+
"""
|
| 1440 |
+
if areAllFieldsIncluded(tdata[0], columns):
|
| 1441 |
+
ntdata = tdata
|
| 1442 |
+
else:
|
| 1443 |
+
ntdata = list()
|
| 1444 |
+
for rec in tdata:
|
| 1445 |
+
#print(rec)
|
| 1446 |
+
#print(columns)
|
| 1447 |
+
nrec = extractList(rec, columns)
|
| 1448 |
+
ntdata.append(nrec)
|
| 1449 |
+
return ntdata
|
| 1450 |
+
|
| 1451 |
+
|
| 1452 |
+
def areAllFieldsIncluded(ldata, columns):
|
| 1453 |
+
"""
|
| 1454 |
+
return True id all indexes are in the columns
|
| 1455 |
+
|
| 1456 |
+
Parameters
|
| 1457 |
+
ldata : list data
|
| 1458 |
+
columns : column indexes
|
| 1459 |
+
"""
|
| 1460 |
+
return list(range(len(ldata))) == columns
|
| 1461 |
+
|
| 1462 |
+
def asIntList(items):
|
| 1463 |
+
"""
|
| 1464 |
+
returns int list
|
| 1465 |
+
|
| 1466 |
+
Parameters
|
| 1467 |
+
items : list data
|
| 1468 |
+
"""
|
| 1469 |
+
return [int(i) for i in items]
|
| 1470 |
+
|
| 1471 |
+
def asFloatList(items):
|
| 1472 |
+
"""
|
| 1473 |
+
returns float list
|
| 1474 |
+
|
| 1475 |
+
Parameters
|
| 1476 |
+
items : list data
|
| 1477 |
+
"""
|
| 1478 |
+
return [float(i) for i in items]
|
| 1479 |
+
|
| 1480 |
+
def pastTime(interval, unit):
|
| 1481 |
+
"""
|
| 1482 |
+
current and past time
|
| 1483 |
+
|
| 1484 |
+
Parameters
|
| 1485 |
+
interval : time interval
|
| 1486 |
+
unit: time unit
|
| 1487 |
+
"""
|
| 1488 |
+
curTime = int(time.time())
|
| 1489 |
+
if unit == "d":
|
| 1490 |
+
pastTime = curTime - interval * secInDay
|
| 1491 |
+
elif unit == "h":
|
| 1492 |
+
pastTime = curTime - interval * secInHour
|
| 1493 |
+
elif unit == "m":
|
| 1494 |
+
pastTime = curTime - interval * secInMinute
|
| 1495 |
+
else:
|
| 1496 |
+
raise ValueError("invalid time unit " + unit)
|
| 1497 |
+
return (curTime, pastTime)
|
| 1498 |
+
|
| 1499 |
+
def minuteAlign(ts):
|
| 1500 |
+
"""
|
| 1501 |
+
minute aligned time
|
| 1502 |
+
|
| 1503 |
+
Parameters
|
| 1504 |
+
ts : time stamp in sec
|
| 1505 |
+
"""
|
| 1506 |
+
return int((ts / secInMinute)) * secInMinute
|
| 1507 |
+
|
| 1508 |
+
def multMinuteAlign(ts, min):
|
| 1509 |
+
"""
|
| 1510 |
+
multi minute aligned time
|
| 1511 |
+
|
| 1512 |
+
Parameters
|
| 1513 |
+
ts : time stamp in sec
|
| 1514 |
+
min : minute value
|
| 1515 |
+
"""
|
| 1516 |
+
intv = secInMinute * min
|
| 1517 |
+
return int((ts / intv)) * intv
|
| 1518 |
+
|
| 1519 |
+
def hourAlign(ts):
|
| 1520 |
+
"""
|
| 1521 |
+
hour aligned time
|
| 1522 |
+
|
| 1523 |
+
Parameters
|
| 1524 |
+
ts : time stamp in sec
|
| 1525 |
+
"""
|
| 1526 |
+
return int((ts / secInHour)) * secInHour
|
| 1527 |
+
|
| 1528 |
+
def hourOfDayAlign(ts, hour):
|
| 1529 |
+
"""
|
| 1530 |
+
hour of day aligned time
|
| 1531 |
+
|
| 1532 |
+
Parameters
|
| 1533 |
+
ts : time stamp in sec
|
| 1534 |
+
hour : hour of day
|
| 1535 |
+
"""
|
| 1536 |
+
day = int(ts / secInDay)
|
| 1537 |
+
return (24 * day + hour) * secInHour
|
| 1538 |
+
|
| 1539 |
+
def dayAlign(ts):
|
| 1540 |
+
"""
|
| 1541 |
+
day aligned time
|
| 1542 |
+
|
| 1543 |
+
Parameters
|
| 1544 |
+
ts : time stamp in sec
|
| 1545 |
+
"""
|
| 1546 |
+
return int(ts / secInDay) * secInDay
|
| 1547 |
+
|
| 1548 |
+
def timeAlign(ts, unit):
|
| 1549 |
+
"""
|
| 1550 |
+
boundary alignment of time
|
| 1551 |
+
|
| 1552 |
+
Parameters
|
| 1553 |
+
ts : time stamp in sec
|
| 1554 |
+
unit : unit of time
|
| 1555 |
+
"""
|
| 1556 |
+
alignedTs = 0
|
| 1557 |
+
if unit == "s":
|
| 1558 |
+
alignedTs = ts
|
| 1559 |
+
elif unit == "m":
|
| 1560 |
+
alignedTs = minuteAlign(ts)
|
| 1561 |
+
elif unit == "h":
|
| 1562 |
+
alignedTs = hourAlign(ts)
|
| 1563 |
+
elif unit == "d":
|
| 1564 |
+
alignedTs = dayAlign(ts)
|
| 1565 |
+
else:
|
| 1566 |
+
raise ValueError("invalid time unit")
|
| 1567 |
+
return alignedTs
|
| 1568 |
+
|
| 1569 |
+
def monthOfYear(ts):
|
| 1570 |
+
"""
|
| 1571 |
+
month of year
|
| 1572 |
+
|
| 1573 |
+
Parameters
|
| 1574 |
+
ts : time stamp in sec
|
| 1575 |
+
"""
|
| 1576 |
+
rem = ts % secInYear
|
| 1577 |
+
dow = int(rem / secInMonth)
|
| 1578 |
+
return dow
|
| 1579 |
+
|
| 1580 |
+
def dayOfWeek(ts):
|
| 1581 |
+
"""
|
| 1582 |
+
day of week
|
| 1583 |
+
|
| 1584 |
+
Parameters
|
| 1585 |
+
ts : time stamp in sec
|
| 1586 |
+
"""
|
| 1587 |
+
rem = ts % secInWeek
|
| 1588 |
+
dow = int(rem / secInDay)
|
| 1589 |
+
return dow
|
| 1590 |
+
|
| 1591 |
+
def hourOfDay(ts):
|
| 1592 |
+
"""
|
| 1593 |
+
hour of day
|
| 1594 |
+
|
| 1595 |
+
Parameters
|
| 1596 |
+
ts : time stamp in sec
|
| 1597 |
+
"""
|
| 1598 |
+
rem = ts % secInDay
|
| 1599 |
+
hod = int(rem / secInHour)
|
| 1600 |
+
return hod
|
| 1601 |
+
|
| 1602 |
+
def processCmdLineArgs(expectedTypes, usage):
|
| 1603 |
+
"""
|
| 1604 |
+
process command line args and returns args as typed values
|
| 1605 |
+
|
| 1606 |
+
Parameters
|
| 1607 |
+
expectedTypes : expected data types of arguments
|
| 1608 |
+
usage : usage message string
|
| 1609 |
+
"""
|
| 1610 |
+
args = []
|
| 1611 |
+
numComLineArgs = len(sys.argv)
|
| 1612 |
+
numExpected = len(expectedTypes)
|
| 1613 |
+
if (numComLineArgs - 1 == len(expectedTypes)):
|
| 1614 |
+
try:
|
| 1615 |
+
for i in range(0, numExpected):
|
| 1616 |
+
if (expectedTypes[i] == typeInt):
|
| 1617 |
+
args.append(int(sys.argv[i+1]))
|
| 1618 |
+
elif (expectedTypes[i] == typeFloat):
|
| 1619 |
+
args.append(float(sys.argv[i+1]))
|
| 1620 |
+
elif (expectedTypes[i] == typeString):
|
| 1621 |
+
args.append(sys.argv[i+1])
|
| 1622 |
+
except ValueError:
|
| 1623 |
+
print ("expected number of command line arguments found but there is type mis match")
|
| 1624 |
+
sys.exit(1)
|
| 1625 |
+
else:
|
| 1626 |
+
print ("expected number of command line arguments not found")
|
| 1627 |
+
print (usage)
|
| 1628 |
+
sys.exit(1)
|
| 1629 |
+
return args
|
| 1630 |
+
|
| 1631 |
+
def mutateString(val, numMutate, ctype):
|
| 1632 |
+
"""
|
| 1633 |
+
mutate string multiple times
|
| 1634 |
+
|
| 1635 |
+
Parameters
|
| 1636 |
+
val : string value
|
| 1637 |
+
numMutate : num of mutations
|
| 1638 |
+
ctype : type of character to mutate with
|
| 1639 |
+
"""
|
| 1640 |
+
mutations = set()
|
| 1641 |
+
count = 0
|
| 1642 |
+
while count < numMutate:
|
| 1643 |
+
j = randint(0, len(val)-1)
|
| 1644 |
+
if j not in mutations:
|
| 1645 |
+
if ctype == "alpha":
|
| 1646 |
+
ch = selectRandomFromList(alphaTokens)
|
| 1647 |
+
elif ctype == "num":
|
| 1648 |
+
ch = selectRandomFromList(numTokens)
|
| 1649 |
+
elif ctype == "any":
|
| 1650 |
+
ch = selectRandomFromList(tokens)
|
| 1651 |
+
val = val[:j] + ch + val[j+1:]
|
| 1652 |
+
mutations.add(j)
|
| 1653 |
+
count += 1
|
| 1654 |
+
return val
|
| 1655 |
+
|
| 1656 |
+
def mutateList(values, numMutate, vmin, vmax, rabs=True):
|
| 1657 |
+
"""
|
| 1658 |
+
mutate list multiple times
|
| 1659 |
+
|
| 1660 |
+
Parameters
|
| 1661 |
+
values : list value
|
| 1662 |
+
numMutate : num of mutations
|
| 1663 |
+
vmin : minimum of value range
|
| 1664 |
+
vmax : maximum of value range
|
| 1665 |
+
rabs : True if mim max range is absolute otherwise relative
|
| 1666 |
+
"""
|
| 1667 |
+
mutations = set()
|
| 1668 |
+
count = 0
|
| 1669 |
+
while count < numMutate:
|
| 1670 |
+
j = randint(0, len(values)-1)
|
| 1671 |
+
if j not in mutations:
|
| 1672 |
+
s = np.random.uniform(vmin, vmax)
|
| 1673 |
+
values[j] = s if rabs else values[j] * s
|
| 1674 |
+
count += 1
|
| 1675 |
+
mutations.add(j)
|
| 1676 |
+
return values
|
| 1677 |
+
|
| 1678 |
+
|
| 1679 |
+
def swap(values, first, second):
|
| 1680 |
+
"""
|
| 1681 |
+
swap two elements
|
| 1682 |
+
|
| 1683 |
+
Parameters
|
| 1684 |
+
values : list value
|
| 1685 |
+
first : first swap position
|
| 1686 |
+
second : second swap position
|
| 1687 |
+
"""
|
| 1688 |
+
t = values[first]
|
| 1689 |
+
values[first] = values[second]
|
| 1690 |
+
values[second] = t
|
| 1691 |
+
|
| 1692 |
+
def swapBetweenLists(values1, values2):
|
| 1693 |
+
"""
|
| 1694 |
+
swap two elements between 2 lists
|
| 1695 |
+
|
| 1696 |
+
Parameters
|
| 1697 |
+
values1 : first list of values
|
| 1698 |
+
values2 : second list of values
|
| 1699 |
+
"""
|
| 1700 |
+
p1 = randint(0, len(values1)-1)
|
| 1701 |
+
p2 = randint(0, len(values2)-1)
|
| 1702 |
+
tmp = values1[p1]
|
| 1703 |
+
values1[p1] = values2[p2]
|
| 1704 |
+
values2[p2] = tmp
|
| 1705 |
+
|
| 1706 |
+
def safeAppend(values, value):
|
| 1707 |
+
"""
|
| 1708 |
+
append only if not None
|
| 1709 |
+
|
| 1710 |
+
Parameters
|
| 1711 |
+
values : list value
|
| 1712 |
+
value : value to append
|
| 1713 |
+
"""
|
| 1714 |
+
if value is not None:
|
| 1715 |
+
values.append(value)
|
| 1716 |
+
|
| 1717 |
+
def getAllIndex(ldata, fldata):
|
| 1718 |
+
"""
|
| 1719 |
+
get ALL indexes of list elements
|
| 1720 |
+
|
| 1721 |
+
Parameters
|
| 1722 |
+
ldata : list data to find index in
|
| 1723 |
+
fldata : list data for values for index look up
|
| 1724 |
+
"""
|
| 1725 |
+
return list(map(lambda e : fldata.index(e), ldata))
|
| 1726 |
+
|
| 1727 |
+
def findIntersection(lOne, lTwo):
|
| 1728 |
+
"""
|
| 1729 |
+
find intersection elements between 2 lists
|
| 1730 |
+
|
| 1731 |
+
Parameters
|
| 1732 |
+
lOne : first list of data
|
| 1733 |
+
lTwo : second list of data
|
| 1734 |
+
"""
|
| 1735 |
+
sOne = set(lOne)
|
| 1736 |
+
sTwo = set(lTwo)
|
| 1737 |
+
sInt = sOne.intersection(sTwo)
|
| 1738 |
+
return list(sInt)
|
| 1739 |
+
|
| 1740 |
+
def isIntvOverlapped(rOne, rTwo):
|
| 1741 |
+
"""
|
| 1742 |
+
checks overlap between 2 intervals
|
| 1743 |
+
|
| 1744 |
+
Parameters
|
| 1745 |
+
rOne : first interval boundaries
|
| 1746 |
+
rTwo : second interval boundaries
|
| 1747 |
+
"""
|
| 1748 |
+
clear = rOne[1] <= rTwo[0] or rOne[0] >= rTwo[1]
|
| 1749 |
+
return not clear
|
| 1750 |
+
|
| 1751 |
+
def isIntvLess(rOne, rTwo):
|
| 1752 |
+
"""
|
| 1753 |
+
checks if first iterval is less than second
|
| 1754 |
+
|
| 1755 |
+
Parameters
|
| 1756 |
+
rOne : first interval boundaries
|
| 1757 |
+
rTwo : second interval boundaries
|
| 1758 |
+
"""
|
| 1759 |
+
less = rOne[1] <= rTwo[0]
|
| 1760 |
+
return less
|
| 1761 |
+
|
| 1762 |
+
def findRank(e, values):
|
| 1763 |
+
"""
|
| 1764 |
+
find rank of value in a list
|
| 1765 |
+
|
| 1766 |
+
Parameters
|
| 1767 |
+
e : value to compare with
|
| 1768 |
+
values : list data
|
| 1769 |
+
"""
|
| 1770 |
+
count = 1
|
| 1771 |
+
for ve in values:
|
| 1772 |
+
if ve < e:
|
| 1773 |
+
count += 1
|
| 1774 |
+
return count
|
| 1775 |
+
|
| 1776 |
+
def findRanks(toBeRanked, values):
|
| 1777 |
+
"""
|
| 1778 |
+
find ranks of values in one list in another list
|
| 1779 |
+
|
| 1780 |
+
Parameters
|
| 1781 |
+
toBeRanked : list of values for which ranks are found
|
| 1782 |
+
values : list in which rank is found :
|
| 1783 |
+
"""
|
| 1784 |
+
return list(map(lambda e: findRank(e, values), toBeRanked))
|
| 1785 |
+
|
| 1786 |
+
def formatFloat(prec, value, label = None):
|
| 1787 |
+
"""
|
| 1788 |
+
formats a float with optional label
|
| 1789 |
+
|
| 1790 |
+
Parameters
|
| 1791 |
+
prec : precision
|
| 1792 |
+
value : data value
|
| 1793 |
+
label : label for data
|
| 1794 |
+
"""
|
| 1795 |
+
st = (label + " ") if label else ""
|
| 1796 |
+
formatter = "{:." + str(prec) + "f}"
|
| 1797 |
+
return st + formatter.format(value)
|
| 1798 |
+
|
| 1799 |
+
def formatAny(value, label = None):
|
| 1800 |
+
"""
|
| 1801 |
+
formats any obkect with optional label
|
| 1802 |
+
|
| 1803 |
+
Parameters
|
| 1804 |
+
value : data value
|
| 1805 |
+
label : label for data
|
| 1806 |
+
"""
|
| 1807 |
+
st = (label + " ") if label else ""
|
| 1808 |
+
return st + str(value)
|
| 1809 |
+
|
| 1810 |
+
def printList(values):
|
| 1811 |
+
"""
|
| 1812 |
+
pretty print list
|
| 1813 |
+
|
| 1814 |
+
Parameters
|
| 1815 |
+
values : list of values
|
| 1816 |
+
"""
|
| 1817 |
+
for v in values:
|
| 1818 |
+
print(v)
|
| 1819 |
+
|
| 1820 |
+
def printMap(values, klab, vlab, precision, offset=16):
|
| 1821 |
+
"""
|
| 1822 |
+
pretty print hash map
|
| 1823 |
+
|
| 1824 |
+
Parameters
|
| 1825 |
+
values : dictionary of values
|
| 1826 |
+
klab : label for key
|
| 1827 |
+
vlab : label for value
|
| 1828 |
+
precision : precision
|
| 1829 |
+
offset : left justify offset
|
| 1830 |
+
"""
|
| 1831 |
+
print(klab.ljust(offset, " ") + vlab)
|
| 1832 |
+
for k in values.keys():
|
| 1833 |
+
v = values[k]
|
| 1834 |
+
ks = toStr(k, precision).ljust(offset, " ")
|
| 1835 |
+
vs = toStr(v, precision)
|
| 1836 |
+
print(ks + vs)
|
| 1837 |
+
|
| 1838 |
+
def printPairList(values, lab1, lab2, precision, offset=16):
|
| 1839 |
+
"""
|
| 1840 |
+
pretty print list of pairs
|
| 1841 |
+
|
| 1842 |
+
Parameters
|
| 1843 |
+
values : dictionary of values
|
| 1844 |
+
lab1 : first label
|
| 1845 |
+
lab2 : second label
|
| 1846 |
+
precision : precision
|
| 1847 |
+
offset : left justify offset
|
| 1848 |
+
"""
|
| 1849 |
+
print(lab1.ljust(offset, " ") + lab2)
|
| 1850 |
+
for (v1, v2) in values:
|
| 1851 |
+
sv1 = toStr(v1, precision).ljust(offset, " ")
|
| 1852 |
+
sv2 = toStr(v2, precision)
|
| 1853 |
+
print(sv1 + sv2)
|
| 1854 |
+
|
| 1855 |
+
def createMap(*values):
|
| 1856 |
+
"""
|
| 1857 |
+
create disctionary with results
|
| 1858 |
+
|
| 1859 |
+
Parameters
|
| 1860 |
+
values : sequence of key value pairs
|
| 1861 |
+
"""
|
| 1862 |
+
result = dict()
|
| 1863 |
+
for i in range(0, len(values), 2):
|
| 1864 |
+
result[values[i]] = values[i+1]
|
| 1865 |
+
return result
|
| 1866 |
+
|
| 1867 |
+
def getColMinMax(table, col):
|
| 1868 |
+
"""
|
| 1869 |
+
return min, max values of a column
|
| 1870 |
+
|
| 1871 |
+
Parameters
|
| 1872 |
+
table : tabular data
|
| 1873 |
+
col : column index
|
| 1874 |
+
"""
|
| 1875 |
+
vmin = None
|
| 1876 |
+
vmax = None
|
| 1877 |
+
for rec in table:
|
| 1878 |
+
value = rec[col]
|
| 1879 |
+
if vmin is None:
|
| 1880 |
+
vmin = value
|
| 1881 |
+
vmax = value
|
| 1882 |
+
else:
|
| 1883 |
+
if value < vmin:
|
| 1884 |
+
vmin = value
|
| 1885 |
+
elif value > vmax:
|
| 1886 |
+
vmax = value
|
| 1887 |
+
return (vmin, vmax, vmax - vmin)
|
| 1888 |
+
|
| 1889 |
+
def createLogger(name, logFilePath, logLevName):
|
| 1890 |
+
"""
|
| 1891 |
+
creates logger
|
| 1892 |
+
|
| 1893 |
+
Parameters
|
| 1894 |
+
name : logger name
|
| 1895 |
+
logFilePath : log file path
|
| 1896 |
+
logLevName : log level
|
| 1897 |
+
"""
|
| 1898 |
+
logger = logging.getLogger(name)
|
| 1899 |
+
fHandler = logging.handlers.RotatingFileHandler(logFilePath, maxBytes=1048576, backupCount=4)
|
| 1900 |
+
logLev = logLevName.lower()
|
| 1901 |
+
if logLev == "debug":
|
| 1902 |
+
logLevel = logging.DEBUG
|
| 1903 |
+
elif logLev == "info":
|
| 1904 |
+
logLevel = logging.INFO
|
| 1905 |
+
elif logLev == "warning":
|
| 1906 |
+
logLevel = logging.WARNING
|
| 1907 |
+
elif logLev == "error":
|
| 1908 |
+
logLevel = logging.ERROR
|
| 1909 |
+
elif logLev == "critical":
|
| 1910 |
+
logLevel = logging.CRITICAL
|
| 1911 |
+
else:
|
| 1912 |
+
raise ValueError("invalid log level name " + logLevelName)
|
| 1913 |
+
fHandler.setLevel(logLevel)
|
| 1914 |
+
fFormat = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s")
|
| 1915 |
+
fHandler.setFormatter(fFormat)
|
| 1916 |
+
logger.addHandler(fHandler)
|
| 1917 |
+
logger.setLevel(logLevel)
|
| 1918 |
+
return logger
|
| 1919 |
+
|
| 1920 |
+
@contextmanager
|
| 1921 |
+
def suppressStdout():
|
| 1922 |
+
"""
|
| 1923 |
+
suppress stdout
|
| 1924 |
+
|
| 1925 |
+
Parameters
|
| 1926 |
+
|
| 1927 |
+
"""
|
| 1928 |
+
with open(os.devnull, "w") as devnull:
|
| 1929 |
+
oldStdout = sys.stdout
|
| 1930 |
+
sys.stdout = devnull
|
| 1931 |
+
try:
|
| 1932 |
+
yield
|
| 1933 |
+
finally:
|
| 1934 |
+
sys.stdout = oldStdout
|
| 1935 |
+
|
| 1936 |
+
def exitWithMsg(msg):
|
| 1937 |
+
"""
|
| 1938 |
+
print message and exit
|
| 1939 |
+
|
| 1940 |
+
Parameters
|
| 1941 |
+
msg : message
|
| 1942 |
+
"""
|
| 1943 |
+
print(msg + " -- quitting")
|
| 1944 |
+
sys.exit(0)
|
| 1945 |
+
|
| 1946 |
+
def drawLine(data, yscale=None):
|
| 1947 |
+
"""
|
| 1948 |
+
line plot
|
| 1949 |
+
|
| 1950 |
+
Parameters
|
| 1951 |
+
data : list data
|
| 1952 |
+
yscale : y axis scale
|
| 1953 |
+
"""
|
| 1954 |
+
plt.plot(data)
|
| 1955 |
+
if yscale:
|
| 1956 |
+
step = int(yscale / 10)
|
| 1957 |
+
step = int(step / 10) * 10
|
| 1958 |
+
plt.yticks(range(0, yscale, step))
|
| 1959 |
+
plt.show()
|
| 1960 |
+
|
| 1961 |
+
def drawPlot(x, y, xlabel, ylabel):
|
| 1962 |
+
"""
|
| 1963 |
+
line plot
|
| 1964 |
+
|
| 1965 |
+
Parameters
|
| 1966 |
+
x : x values
|
| 1967 |
+
y : y values
|
| 1968 |
+
xlabel : x axis label
|
| 1969 |
+
ylabel : y axis label
|
| 1970 |
+
"""
|
| 1971 |
+
if x is None:
|
| 1972 |
+
x = list(range(len(y)))
|
| 1973 |
+
plt.plot(x,y)
|
| 1974 |
+
plt.xlabel(xlabel)
|
| 1975 |
+
plt.ylabel(ylabel)
|
| 1976 |
+
plt.show()
|
| 1977 |
+
|
| 1978 |
+
def drawPairPlot(x, y1, y2, xlabel,ylabel, y1label, y2label):
|
| 1979 |
+
"""
|
| 1980 |
+
line plot of 2 lines
|
| 1981 |
+
|
| 1982 |
+
Parameters
|
| 1983 |
+
x : x values
|
| 1984 |
+
y1 : first y values
|
| 1985 |
+
y2 : second y values
|
| 1986 |
+
xlabel : x labbel
|
| 1987 |
+
ylabel : y label
|
| 1988 |
+
y1label : first plot label
|
| 1989 |
+
y2label : second plot label
|
| 1990 |
+
"""
|
| 1991 |
+
plt.plot(x, y1, label = y1label)
|
| 1992 |
+
plt.plot(x, y2, label = y2label)
|
| 1993 |
+
plt.xlabel(xlabel)
|
| 1994 |
+
plt.ylabel(ylabel)
|
| 1995 |
+
plt.legend()
|
| 1996 |
+
plt.show()
|
| 1997 |
+
|
| 1998 |
+
def drawHist(ldata, myTitle, myXlabel, myYlabel, nbins=10):
|
| 1999 |
+
"""
|
| 2000 |
+
draw histogram
|
| 2001 |
+
|
| 2002 |
+
Parameters
|
| 2003 |
+
ldata : list data
|
| 2004 |
+
myTitle : title
|
| 2005 |
+
myXlabel : x label
|
| 2006 |
+
myYlabel : y label
|
| 2007 |
+
nbins : num of bins
|
| 2008 |
+
"""
|
| 2009 |
+
plt.hist(ldata, bins=nbins, density=True)
|
| 2010 |
+
plt.title(myTitle)
|
| 2011 |
+
plt.xlabel(myXlabel)
|
| 2012 |
+
plt.ylabel(myYlabel)
|
| 2013 |
+
plt.show()
|
| 2014 |
+
|
| 2015 |
+
def saveObject(obj, filePath):
|
| 2016 |
+
"""
|
| 2017 |
+
saves an object
|
| 2018 |
+
|
| 2019 |
+
Parameters
|
| 2020 |
+
obj : object
|
| 2021 |
+
filePath : file path for saved object
|
| 2022 |
+
"""
|
| 2023 |
+
with open(filePath, "wb") as outfile:
|
| 2024 |
+
pickle.dump(obj,outfile)
|
| 2025 |
+
|
| 2026 |
+
def restoreObject(filePath):
|
| 2027 |
+
"""
|
| 2028 |
+
restores an object
|
| 2029 |
+
|
| 2030 |
+
Parameters
|
| 2031 |
+
filePath : file path to restore object from
|
| 2032 |
+
"""
|
| 2033 |
+
with open(filePath, "rb") as infile:
|
| 2034 |
+
obj = pickle.load(infile)
|
| 2035 |
+
return obj
|
| 2036 |
+
|
| 2037 |
+
def isNumeric(data):
|
| 2038 |
+
"""
|
| 2039 |
+
true if all elements int or float
|
| 2040 |
+
|
| 2041 |
+
Parameters
|
| 2042 |
+
data : numeric data list
|
| 2043 |
+
"""
|
| 2044 |
+
if type(data) == list or type(data) == np.ndarray:
|
| 2045 |
+
col = pd.Series(data)
|
| 2046 |
+
else:
|
| 2047 |
+
col = data
|
| 2048 |
+
return col.dtype == np.int32 or col.dtype == np.int64 or col.dtype == np.float32 or col.dtype == np.float64
|
| 2049 |
+
|
| 2050 |
+
def isInteger(data):
|
| 2051 |
+
"""
|
| 2052 |
+
true if all elements int
|
| 2053 |
+
|
| 2054 |
+
Parameters
|
| 2055 |
+
data : numeric data list
|
| 2056 |
+
"""
|
| 2057 |
+
if type(data) == list or type(data) == np.ndarray:
|
| 2058 |
+
col = pd.Series(data)
|
| 2059 |
+
else:
|
| 2060 |
+
col = data
|
| 2061 |
+
return col.dtype == np.int32 or col.dtype == np.int64
|
| 2062 |
+
|
| 2063 |
+
def isFloat(data):
|
| 2064 |
+
"""
|
| 2065 |
+
true if all elements float
|
| 2066 |
+
|
| 2067 |
+
Parameters
|
| 2068 |
+
data : numeric data list
|
| 2069 |
+
"""
|
| 2070 |
+
if type(data) == list or type(data) == np.ndarray:
|
| 2071 |
+
col = pd.Series(data)
|
| 2072 |
+
else:
|
| 2073 |
+
col = data
|
| 2074 |
+
return col.dtype == np.float32 or col.dtype == np.float64
|
| 2075 |
+
|
| 2076 |
+
def isBinary(data):
|
| 2077 |
+
"""
|
| 2078 |
+
true if all elements either 0 or 1
|
| 2079 |
+
|
| 2080 |
+
Parameters
|
| 2081 |
+
data : binary data
|
| 2082 |
+
"""
|
| 2083 |
+
re = next((d for d in data if not (type(d) == int and (d == 0 or d == 1))), None)
|
| 2084 |
+
return (re is None)
|
| 2085 |
+
|
| 2086 |
+
def isCategorical(data):
|
| 2087 |
+
"""
|
| 2088 |
+
true if all elements int or string
|
| 2089 |
+
|
| 2090 |
+
Parameters
|
| 2091 |
+
data : data value
|
| 2092 |
+
"""
|
| 2093 |
+
re = next((d for d in data if not (type(d) == int or type(d) == str)), None)
|
| 2094 |
+
return (re is None)
|
| 2095 |
+
|
| 2096 |
+
def assertEqual(value, veq, msg):
|
| 2097 |
+
"""
|
| 2098 |
+
assert equal to
|
| 2099 |
+
|
| 2100 |
+
Parameters
|
| 2101 |
+
value : value
|
| 2102 |
+
veq : value to be equated with
|
| 2103 |
+
msg : error msg
|
| 2104 |
+
"""
|
| 2105 |
+
assert value == veq , msg
|
| 2106 |
+
|
| 2107 |
+
def assertGreater(value, vmin, msg):
|
| 2108 |
+
"""
|
| 2109 |
+
assert greater than
|
| 2110 |
+
|
| 2111 |
+
Parameters
|
| 2112 |
+
value : value
|
| 2113 |
+
vmin : minimum value
|
| 2114 |
+
msg : error msg
|
| 2115 |
+
"""
|
| 2116 |
+
assert value > vmin , msg
|
| 2117 |
+
|
| 2118 |
+
def assertGreaterEqual(value, vmin, msg):
|
| 2119 |
+
"""
|
| 2120 |
+
assert greater than
|
| 2121 |
+
|
| 2122 |
+
Parameters
|
| 2123 |
+
value : value
|
| 2124 |
+
vmin : minimum value
|
| 2125 |
+
msg : error msg
|
| 2126 |
+
"""
|
| 2127 |
+
assert value >= vmin , msg
|
| 2128 |
+
|
| 2129 |
+
def assertLesser(value, vmax, msg):
|
| 2130 |
+
"""
|
| 2131 |
+
assert less than
|
| 2132 |
+
|
| 2133 |
+
Parameters
|
| 2134 |
+
value : value
|
| 2135 |
+
vmax : maximum value
|
| 2136 |
+
msg : error msg
|
| 2137 |
+
"""
|
| 2138 |
+
assert value < vmax , msg
|
| 2139 |
+
|
| 2140 |
+
def assertLesserEqual(value, vmax, msg):
|
| 2141 |
+
"""
|
| 2142 |
+
assert less than
|
| 2143 |
+
|
| 2144 |
+
Parameters
|
| 2145 |
+
value : value
|
| 2146 |
+
vmax : maximum value
|
| 2147 |
+
msg : error msg
|
| 2148 |
+
"""
|
| 2149 |
+
assert value <= vmax , msg
|
| 2150 |
+
|
| 2151 |
+
def assertWithinRange(value, vmin, vmax, msg):
|
| 2152 |
+
"""
|
| 2153 |
+
assert within range
|
| 2154 |
+
|
| 2155 |
+
Parameters
|
| 2156 |
+
value : value
|
| 2157 |
+
vmin : minimum value
|
| 2158 |
+
vmax : maximum value
|
| 2159 |
+
msg : error msg
|
| 2160 |
+
"""
|
| 2161 |
+
assert value >= vmin and value <= vmax, msg
|
| 2162 |
+
|
| 2163 |
+
def assertInList(value, values, msg):
|
| 2164 |
+
"""
|
| 2165 |
+
assert contains in a list
|
| 2166 |
+
|
| 2167 |
+
Parameters
|
| 2168 |
+
value ; balue to check for inclusion
|
| 2169 |
+
values : list data
|
| 2170 |
+
msg : error msg
|
| 2171 |
+
"""
|
| 2172 |
+
assert value in values, msg
|
| 2173 |
+
|
| 2174 |
+
def maxListDist(l1, l2):
|
| 2175 |
+
"""
|
| 2176 |
+
maximum list element difference between 2 lists
|
| 2177 |
+
|
| 2178 |
+
Parameters
|
| 2179 |
+
l1 : first list data
|
| 2180 |
+
l2 : second list data
|
| 2181 |
+
"""
|
| 2182 |
+
dist = max(list(map(lambda v : abs(v[0] - v[1]), zip(l1, l2))))
|
| 2183 |
+
return dist
|
| 2184 |
+
|
| 2185 |
+
def fileLineCount(fPath):
|
| 2186 |
+
"""
|
| 2187 |
+
number of lines ina file
|
| 2188 |
+
|
| 2189 |
+
Parameters
|
| 2190 |
+
fPath : file path
|
| 2191 |
+
"""
|
| 2192 |
+
with open(fPath) as f:
|
| 2193 |
+
for i, li in enumerate(f):
|
| 2194 |
+
pass
|
| 2195 |
+
return (i + 1)
|
| 2196 |
+
|
| 2197 |
+
def getAlphaNumCharCount(sdata):
|
| 2198 |
+
"""
|
| 2199 |
+
number of alphabetic and numeric charcters in a string
|
| 2200 |
+
|
| 2201 |
+
Parameters
|
| 2202 |
+
sdata : string data
|
| 2203 |
+
"""
|
| 2204 |
+
acount = 0
|
| 2205 |
+
ncount = 0
|
| 2206 |
+
scount = 0
|
| 2207 |
+
ocount = 0
|
| 2208 |
+
assertEqual(type(sdata), str, "input must be string")
|
| 2209 |
+
for c in sdata:
|
| 2210 |
+
if c.isnumeric():
|
| 2211 |
+
ncount += 1
|
| 2212 |
+
elif c.isalpha():
|
| 2213 |
+
acount += 1
|
| 2214 |
+
elif c.isspace():
|
| 2215 |
+
scount += 1
|
| 2216 |
+
else:
|
| 2217 |
+
ocount += 1
|
| 2218 |
+
r = (acount, ncount, ocount)
|
| 2219 |
+
return r
|
| 2220 |
+
|
| 2221 |
+
def genPowerSet(cvalues, incEmpty=False):
|
| 2222 |
+
"""
|
| 2223 |
+
generates power set i.e all possible subsets
|
| 2224 |
+
|
| 2225 |
+
Parameters
|
| 2226 |
+
cvalues : list of categorical values
|
| 2227 |
+
incEmpty : include empty set if True
|
| 2228 |
+
"""
|
| 2229 |
+
ps = list()
|
| 2230 |
+
for cv in cvalues:
|
| 2231 |
+
pse = list()
|
| 2232 |
+
for s in ps:
|
| 2233 |
+
sc = s.copy()
|
| 2234 |
+
sc.add(cv)
|
| 2235 |
+
#print(sc)
|
| 2236 |
+
pse.append(sc)
|
| 2237 |
+
ps.extend(pse)
|
| 2238 |
+
es = set()
|
| 2239 |
+
es.add(cv)
|
| 2240 |
+
ps.append(es)
|
| 2241 |
+
#print(es)
|
| 2242 |
+
|
| 2243 |
+
if incEmpty:
|
| 2244 |
+
ps.append({})
|
| 2245 |
+
return ps
|
| 2246 |
+
|
| 2247 |
+
class StepFunction:
|
| 2248 |
+
"""
|
| 2249 |
+
step function
|
| 2250 |
+
|
| 2251 |
+
Parameters
|
| 2252 |
+
|
| 2253 |
+
"""
|
| 2254 |
+
def __init__(self, *values):
|
| 2255 |
+
"""
|
| 2256 |
+
initilizer
|
| 2257 |
+
|
| 2258 |
+
Parameters
|
| 2259 |
+
values : list of tuples, wich each tuple containing 2 x values and corresponding y value
|
| 2260 |
+
"""
|
| 2261 |
+
self.points = values
|
| 2262 |
+
|
| 2263 |
+
def find(self, x):
|
| 2264 |
+
"""
|
| 2265 |
+
finds step function value
|
| 2266 |
+
|
| 2267 |
+
Parameters
|
| 2268 |
+
x : x value
|
| 2269 |
+
"""
|
| 2270 |
+
found = False
|
| 2271 |
+
y = 0
|
| 2272 |
+
for p in self.points:
|
| 2273 |
+
if (x >= p[0] and x < p[1]):
|
| 2274 |
+
y = p[2]
|
| 2275 |
+
found = True
|
| 2276 |
+
break
|
| 2277 |
+
|
| 2278 |
+
if not found:
|
| 2279 |
+
l = len(self.points)
|
| 2280 |
+
if (x < self.points[0][0]):
|
| 2281 |
+
y = self.points[0][2]
|
| 2282 |
+
elif (x > self.points[l-1][1]):
|
| 2283 |
+
y = self.points[l-1][2]
|
| 2284 |
+
return y
|
| 2285 |
+
|
| 2286 |
+
|
| 2287 |
+
class DummyVarGenerator:
|
| 2288 |
+
"""
|
| 2289 |
+
dummy variable generator for categorical variable
|
| 2290 |
+
"""
|
| 2291 |
+
def __init__(self, rowSize, catValues, trueVal, falseVal, delim=None):
|
| 2292 |
+
"""
|
| 2293 |
+
initilizer
|
| 2294 |
+
|
| 2295 |
+
Parameters
|
| 2296 |
+
rowSize : row size
|
| 2297 |
+
catValues : dictionary with field index as key and list of categorical values as value
|
| 2298 |
+
trueVal : true value, typically "1"
|
| 2299 |
+
falseval : false value , typically "0"
|
| 2300 |
+
delim : field delemeter
|
| 2301 |
+
"""
|
| 2302 |
+
self.rowSize = rowSize
|
| 2303 |
+
self.catValues = catValues
|
| 2304 |
+
numCatVar = len(catValues)
|
| 2305 |
+
colCount = 0
|
| 2306 |
+
for v in self.catValues.values():
|
| 2307 |
+
colCount += len(v)
|
| 2308 |
+
self.newRowSize = rowSize - numCatVar + colCount
|
| 2309 |
+
#print ("new row size {}".format(self.newRowSize))
|
| 2310 |
+
self.trueVal = trueVal
|
| 2311 |
+
self.falseVal = falseVal
|
| 2312 |
+
self.delim = delim
|
| 2313 |
+
|
| 2314 |
+
def processRow(self, row):
|
| 2315 |
+
"""
|
| 2316 |
+
encodes categorical variables, returning as delemeter separate dstring or list
|
| 2317 |
+
|
| 2318 |
+
Parameters
|
| 2319 |
+
row : row either delemeter separated string or list
|
| 2320 |
+
"""
|
| 2321 |
+
if self.delim is not None:
|
| 2322 |
+
rowArr = row.split(self.delim)
|
| 2323 |
+
msg = "row does not have expected number of columns found " + str(len(rowArr)) + " expected " + str(self.rowSize)
|
| 2324 |
+
assert len(rowArr) == self.rowSize, msg
|
| 2325 |
+
else:
|
| 2326 |
+
rowArr = row
|
| 2327 |
+
|
| 2328 |
+
newRowArr = []
|
| 2329 |
+
for i in range(len(rowArr)):
|
| 2330 |
+
curVal = rowArr[i]
|
| 2331 |
+
if (i in self.catValues):
|
| 2332 |
+
values = self.catValues[i]
|
| 2333 |
+
for val in values:
|
| 2334 |
+
if val == curVal:
|
| 2335 |
+
newVal = self.trueVal
|
| 2336 |
+
else:
|
| 2337 |
+
newVal = self.falseVal
|
| 2338 |
+
newRowArr.append(newVal)
|
| 2339 |
+
else:
|
| 2340 |
+
newRowArr.append(curVal)
|
| 2341 |
+
assert len(newRowArr) == self.newRowSize, "invalid new row size " + str(len(newRowArr)) + " expected " + str(self.newRowSize)
|
| 2342 |
+
encRow = self.delim.join(newRowArr) if self.delim is not None else newRowArr
|
| 2343 |
+
return encRow
|
| 2344 |
+
|
| 2345 |
+
|