Fixed conflicts
This commit is contained in:
parent
1103245d85
commit
253305b602
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@ -13,4 +13,3 @@ def test(level=1, verbosity=1):
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print 'Python version %s' % (sys.version.replace('\n', '',),)
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from numpy.testing import NumpyTest
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return NumpyTest().test(level, verbosity)
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@ -155,7 +155,7 @@ def lpls_val(X, Y, Z, a_max=2, nsets=None,alpha=.5, center_axis=[2,0,2], zorth=F
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validation scheme.
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*Parameters*:
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X : {array}
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Main data matrix (m, n)
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Y : {array}
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@ -180,9 +180,9 @@ def lpls_val(X, Y, Z, a_max=2, nsets=None,alpha=.5, center_axis=[2,0,2], zorth=F
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If true, Require orthogonal latent components in Z.
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verbose : {boolean}, optional
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Verbosity of console output. For use in debugging.
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*Returns*:
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rmsep : {array}
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Root mean squred error of prediction
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yhat : {array}
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@ -191,19 +191,19 @@ def lpls_val(X, Y, Z, a_max=2, nsets=None,alpha=.5, center_axis=[2,0,2], zorth=F
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Estimated value of optimal number of components
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"""
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m, n = X.shape
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k, l = Y.shape
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o, p = Z.shape
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assert m == k, "X (%d,%d) - Y (%d,%d) dim mismatch" %(m, n, k, l)
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assert n == p, "X (%d,%d) - Z (%d,%d) dim mismatch" %(m, n, o, p)
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if nsets == None:
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nsets = m
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nsets = m
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if nsets > X.shape[0]:
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print "nsets (%d) is larger than number of variables (%d).\nnsets: %d -> %d" %(nsets, m, nsets, m)
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nsets = m
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assert (alpha >= 0 and alpha<=1), "Alpha needs to be within [0,1], got: %.2f" %alpha
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Yhat = empty((a_max, k, l), 'd')
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for cal, val in cv(k, nsets):
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# do the training model
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@ -217,10 +217,16 @@ def lpls_val(X, Y, Z, a_max=2, nsets=None,alpha=.5, center_axis=[2,0,2], zorth=F
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# predictions
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for a in range(a_max):
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Yhat[a,val,:] = atleast_2d(ym + dot(xi, dat['B'][a]))
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# todo: need a better support for classification error
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y_is_class = Y.dtype.char.lower() in ['i','p', 'b', 'h','?']
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if y_is_class:
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pass
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#Yhat, err = class_error(Yhat, Y)
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#return Yhat, err
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sep = (Y - Yhat)**2
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rmsep = sqrt(sep.mean(1)).T
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#aopt = find_aopt_from_sep(rmsep)
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# todo: need a better support for classification error
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error = prediction_error(Yhat, Y, method='1/2')
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@ -228,7 +234,7 @@ def lpls_val(X, Y, Z, a_max=2, nsets=None,alpha=.5, center_axis=[2,0,2], zorth=F
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def pca_jk(a, aopt, nsets=None, center_axis=[0], method='cv'):
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"""Returns jack-knife segments from PCA.
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*Parameters*:
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a : {array}
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@ -252,9 +258,9 @@ def pca_jk(a, aopt, nsets=None, center_axis=[0], method='cv'):
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Loadings collected in a three way matrix (n_segments, m, aopt)
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*Notes*:
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- Crossvalidation method is currently set to random blocks of samples.
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"""
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m, n = a.shape
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if nsets == None:
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@ -278,14 +284,14 @@ def pca_jk(a, aopt, nsets=None, center_axis=[0], method='cv'):
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Pcv[i,:,:] = pca(a[cal,:], aopt, mode='fast', scale='loads', center_axis = center_axis)['P']
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else:
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raise NotImplementedError(method)
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return Pcv
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def pls_jk(X, Y, a_opt, nsets=None, center_axis=[0,0], verbose=False):
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""" Returns jack-knife segements of W.
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*Parameters*:
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X : {array}
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Main data matrix (m, n)
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Y : {array}
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@ -294,7 +300,7 @@ def pls_jk(X, Y, a_opt, nsets=None, center_axis=[0,0], verbose=False):
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The number of components to calculate (0, min(m,n))
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nsets : (integer), optional
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Number of jack-knife segments
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center_axis : {boolean}, optional
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- -1 : nothing
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- 0 : row center
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@ -302,12 +308,12 @@ def pls_jk(X, Y, a_opt, nsets=None, center_axis=[0,0], verbose=False):
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- 2 : double center
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verbose : {boolean}, optional
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Verbosity of console output. For use in debugging.
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*Returns*:
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Wcv : {array}
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Loading-weights jack-knife segements
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"""
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m, n = X.shape
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k, l = Y.shape
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@ -320,7 +326,7 @@ def pls_jk(X, Y, a_opt, nsets=None, center_axis=[0,0], verbose=False):
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print "Segment number: %d" %i
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dat = pls(X[cal,:], Y[cal,:], a_opt, scale='loads', mode='fast', center_axis=center_axis)
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Wcv[i,:,:] = dat['W']
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return Wcv
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def lpls_jk(X, Y, Z, a_opt, nsets=None, xz_alpha=.5, center_axis=[2,0,2], zorth=False, verbose=False):
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@ -332,10 +338,10 @@ def lpls_jk(X, Y, Z, a_opt, nsets=None, xz_alpha=.5, center_axis=[2,0,2], zorth=
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infer the paramter confidence in th model.
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The segements returned are the X-block weights and Z-block weights.
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*Parameters*:
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X : {array}
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Main data matrix (m, n)
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Y : {array}
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@ -358,15 +364,15 @@ def lpls_jk(X, Y, Z, a_opt, nsets=None, xz_alpha=.5, center_axis=[2,0,2], zorth=
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2 : double center
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verbose : {boolean}, optional
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Verbosity of console output. For use in debugging.
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*Returns*:
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Wx : {array}
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X-block jack-knife segements
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Wz : {array}
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Z-block jack-knife segements
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"""
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m, n = X.shape
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k, l = Y.shape
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o, p = Z.shape
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@ -388,7 +394,7 @@ def lpls_jk(X, Y, Z, a_opt, nsets=None, xz_alpha=.5, center_axis=[2,0,2], zorth=
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def find_aopt_from_sep(err, method='vanilla'):
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"""Returns an estimate of optimal number of components.
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The estimate is based on the error of prediction from
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crossvalidation. This is pretty much wild guessing and it is
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recomended to inspect model parameters and prediction errors
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@ -406,7 +412,7 @@ def find_aopt_from_sep(err, method='vanilla'):
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aopt : {integer}
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A guess on the optimal number of components
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"""
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if method == 'vanilla':
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# min rmsep
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rmsecv = sqrt(err.mean(0))
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@ -434,7 +440,7 @@ def cv(N, K, randomise=True, sequential=False):
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of length ~N/K, *without* replacement.
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*Parameters*:
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N : {integer}
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Total number of samples
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K : {integer}
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@ -443,7 +449,7 @@ def cv(N, K, randomise=True, sequential=False):
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Use random sampling
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sequential : {boolean}
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Use sequential sampling
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*Returns*:
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training : {array-like}
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@ -456,12 +462,12 @@ def cv(N, K, randomise=True, sequential=False):
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If randomise is true, a copy of index is shuffled before partitioning,
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otherwise its order is preserved in training and validation.
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Randomise overrides the sequential argument. If randomise is true,
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sequential is False
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If sequential is true the index is partioned in continous blocks,
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otherwise interleaved ordering is used.
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"""
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if K > N:
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raise ValueError, "You cannot divide a list of %d samples into more than %d segments. Yout tried: %s" %(N, N, K)
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@ -510,6 +516,8 @@ def diag_cv(shape, nsets=9, randomise=True):
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except:
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raise ValueError("shape needs to be a two-tuple")
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if nsets>m or nsets>n:
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msg = "You may not use more subsets than max(n_rows, n_cols)"
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raise ValueError, msg
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msg = "You may not use more subsets than max(n_rows, n_cols)"
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nsets = min(m, n)
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nm = n*m
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@ -524,7 +532,20 @@ def diag_cv(shape, nsets=9, randomise=True):
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validation.update(ind)
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#training = [j for j in index if j not in validation]
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yield list(validation)
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def class_error(y_hat, y, method='vanilla'):
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""" Not used.
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"""
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a_opt, k, l = y_hat.shape
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y_hat_c = zeros((k, l), dtype='d')
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if method == vanilla:
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pass
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for a in range(a_opt):
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for i in range(k):
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y_hat_c[a, val, argmax(y_hat[a,val,:])] = 1.0
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err = 100*((y_hat_c + y) == 2).sum(1)/y.sum(0).astype('d')
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return y_hat_c, err
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def prediction_error(y_hat, y, method='squared'):
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"""Loss function on multiclass Y.
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@ -651,7 +672,7 @@ def _wkernel_pls_val(X, Y, a_max, n_blocks=None):
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for Din, Doi, Yin, Yout in V:
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ym = -sum(Yout, 0)[newaxis]/(1.0*Yin.shape[0])
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PRESS[:,0] = PRESS[:,0] + ((Yout - ym)**2).sum(0)
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dat = w_simpls(Din, Yin, a_max)
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Q, U, H = dat['Q'], dat['U'], dat['H']
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That = dot(Doi, dot(U, inv(triu(dot(H.T, U))) ))
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149
pyblm/engines.py
149
pyblm/engines.py
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@ -20,7 +20,7 @@ def pca(X, aopt, scale='scores', mode='normal', center_axis=[0]):
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extracts orthogonal components of maximum variance.
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*Parameters*:
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X : {array}
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Data measurement matrix, (samples x variables)
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aopt : {integer}
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@ -55,21 +55,21 @@ def pca(X, aopt, scale='scores', mode='normal', center_axis=[0]):
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mode : {string}, optional
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Amount of info retained, [['normal'], 'fast', 'detailed']
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*SeeAlso*:
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`center` : Data centering
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*Notes*
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Uses kernel speed-up if m>>n or m<<n.
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If residuals turn rank deficient, a lower number of component than given
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in input will be used.
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*Examples*:
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>>> import scipy,engines
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>>> a=scipy.asarray([[1,2,3],[2,4,5]])
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>>> dat=engines.pca(a, 2)
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@ -77,7 +77,7 @@ def pca(X, aopt, scale='scores', mode='normal', center_axis=[0]):
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array([0.,99.8561562, 100.])
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"""
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m, n = X.shape
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max_aopt = min(m, n)
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if center_axis != None:
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@ -94,7 +94,7 @@ def pca(X, aopt, scale='scores', mode='normal', center_axis=[0]):
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u = u[:,:aopt]
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s = s[:aopt]
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v = v[:,:aopt]
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# ranktest
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tol = 1e-10
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eff_rank = sum(s > s[0]*tol)
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@ -104,14 +104,14 @@ def pca(X, aopt, scale='scores', mode='normal', center_axis=[0]):
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T = T[:,:aopt]
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P = v[:,:aopt]
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e = s**2
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if scale=='loads':
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T = T/s
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P = P*s
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if mode in ['fast', 'f', 'F']:
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return {'T':T, 'P':P, 'aopt':aopt, 'mnx': mnx}
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if mode in ['detailed', 'd', 'D']:
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E = empty((aopt, m, n))
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ssq = []
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@ -135,7 +135,7 @@ def pca(X, aopt, scale='scores', mode='normal', center_axis=[0]):
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lev = [(1./m)+((T/s)**2).sum(1), (1./n)+(P**2).sum(1)]
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# variances
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expvarx = r_[0, 100*e.cumsum()/(X*X).sum()]
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return {'T': T, 'P': P, 'E': E, 'evx': expvarx, 'leverage': lev, 'ssqx': ssq,
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'aopt': aopt, 'eigvals': e, 'mnx': mnx}
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@ -159,20 +159,20 @@ def pcr(a, b, aopt, scale='scores',mode='normal',center_axis=[0, 0]):
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keys -- values, T -- scores, P -- loadings, E -- residuals,
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levx -- leverages, ssqx -- sum of squares, expvarx -- cumulative
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explained variance, aopt -- number of components used
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*OtherParameters*:
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mode : {string}
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Amount of info retained, ('fast', 'normal', 'detailed')
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center_axis : {integer}
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Center along given axis. If neg.: no centering (-inf,..., matrix modes)
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SeeAlso:
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- pca : other blm
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- pls : other blm
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- lpls : other blm
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*Notes*
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-----
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@ -180,12 +180,12 @@ def pcr(a, b, aopt, scale='scores',mode='normal',center_axis=[0, 0]):
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Uses kernel speed-up if m>>n or m<<n.
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If residuals turn rank deficient, a lower number of component than given
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in input will be used. The number of components used is given in results-dict.
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in input will be used. The number of components used is given in results-dict.
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Examples
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--------
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>>> import scipy,engines
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>>> a=scipy.asarray([[1,2,3],[2,4,5]])
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>>> b=scipy.asarray([[1,1],[2,3]])
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@ -222,9 +222,9 @@ def pcr(a, b, aopt, scale='scores',mode='normal',center_axis=[0, 0]):
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F = b - dot(T, Q.T)
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sepy = F**2
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ssqy = [sepy.sum(0), sepy.sum(1)]
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expvary = r_[0, 100*((T**2).sum(0)*(Q**2).sum(0)/(b**2).sum()).cumsum()[:aopt]]
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dat.update({'Q': Q, 'F': F, 'evy': expvary, 'ssqy': ssqy, 'mny': mny})
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return dat
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@ -245,9 +245,9 @@ def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=[0, 0]):
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Which component should get the scale
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center_axis : {-1, integer}
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Perform centering across given axis, (-1 is no centering)
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*Returns*:
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T : {array}
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X-scores
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W : {array}
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@ -280,25 +280,25 @@ def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=[0, 0]):
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Sum of squared residuals in Y along each dimesion
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leverage : {array}
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Sample leverages
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*OtherParameters*:
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mode : ['normal', 'fast', 'detailed'], optional
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How much details to compute
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*SeeAlso*:
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`center` - data centering
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*Notes*
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- The output with mode='fast' will only return T and W
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- If residuals turn rank deficient, a lower number of component than given in input will be used. The number of components used is given in results.
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*Examples*
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>>> import numpy, engines
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>>> a = numpy.asarray([[1,2,3],[2,4,5]])
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>>> b = numpy.asarray([[1,1],[2,3]])
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@ -307,7 +307,7 @@ def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=[0, 0]):
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array([0.,99.8561562, 100.])
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"""
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m, n = X.shape
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try:
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k, l = Y.shape
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@ -322,7 +322,7 @@ def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=[0, 0]):
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Y, mny = center(Y, center_axis[1])
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min_aopt = min_aopt - 1
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assert(aopt > 0 and aopt < min_aopt)
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W = empty((n, aopt))
|
||||
P = empty((n, aopt))
|
||||
R = empty((n, aopt))
|
||||
|
|
@ -330,7 +330,7 @@ def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=[0, 0]):
|
|||
T = empty((m, aopt))
|
||||
B = empty((aopt, n, l))
|
||||
tt = empty((aopt,))
|
||||
|
||||
|
||||
XY = dot(X.T, Y)
|
||||
for i in range(aopt):
|
||||
if XY.shape[1] == 1: #pls 1
|
||||
|
|
@ -345,7 +345,7 @@ def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=[0, 0]):
|
|||
# with many samples, many x-vars and many non-orth y-vars (where arpack speed
|
||||
# shines)
|
||||
#############
|
||||
|
||||
|
||||
#s, w = arpack.eigen_symmetric(dot(XY, XY.T),k=1, tol=1e-10, maxiter=1000)
|
||||
#if s[0] == 0:
|
||||
# print "Arpack did not converge... using svd"
|
||||
|
|
@ -357,15 +357,15 @@ def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=[0, 0]):
|
|||
# print "Arpack did not converge... using svd"
|
||||
q, s, vh = svd(dot(XY.T, XY))
|
||||
q = q[:,:1]
|
||||
|
||||
|
||||
w = dot(XY, q)
|
||||
w = w/vnorm(w)
|
||||
|
||||
|
||||
r = w.copy()
|
||||
if i > 0:
|
||||
for j in range(0, i, 1):
|
||||
r = r - dot(P[:,j].T, w)*R[:,j][:,newaxis]
|
||||
|
||||
|
||||
t = dot(X, r)
|
||||
tt[i] = tti = dot(t.T, t).ravel()
|
||||
p = dot(X.T, t)/tti
|
||||
|
|
@ -385,7 +385,7 @@ def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=[0, 0]):
|
|||
R[:,i] = r.ravel()
|
||||
Q[:,i] = q.ravel()
|
||||
B[i] = dot(R[:,:i+1], Q[:,:i+1].T)
|
||||
|
||||
|
||||
qnorm = apply_along_axis(vnorm, 0, Q)
|
||||
tnorm = sqrt(tt)
|
||||
pp = (P**2).sum(0)
|
||||
|
|
@ -412,13 +412,13 @@ def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=[0, 0]):
|
|||
sepy = F**2
|
||||
ssqy = [sepy.sum(0), sepy.sum(1)]
|
||||
leverage = 1./m + ((T/tnorm)**2).sum(1)
|
||||
|
||||
|
||||
# variances
|
||||
tp= tt*pp
|
||||
tq = tt*qnorm*qnorm
|
||||
expvarx = r_[0, 100*tp/(X*X).sum()]
|
||||
expvary = r_[0, 100*tq/(Y*Y).sum()]
|
||||
|
||||
|
||||
if scale == 'loads':
|
||||
T = T/tnorm
|
||||
W = W*tnorm
|
||||
|
|
@ -438,7 +438,7 @@ def nipals_lpls(X, Y, Z, a_max, alpha=.7, center_axis=[2, 0, 2], scale='scores',
|
|||
of these three matrices tries to discover common directions/subspaces.
|
||||
|
||||
*Parameters*:
|
||||
|
||||
|
||||
X : {array}
|
||||
Main data matrix (m, n)
|
||||
Y : {array}
|
||||
|
|
@ -457,9 +457,9 @@ def nipals_lpls(X, Y, Z, a_max, alpha=.7, center_axis=[2, 0, 2], scale='scores',
|
|||
0 : row center
|
||||
1 : column center
|
||||
2 : double center
|
||||
|
||||
|
||||
*Returns*:
|
||||
|
||||
|
||||
T : {array}
|
||||
X-scores
|
||||
W : {array}
|
||||
|
|
@ -504,18 +504,18 @@ def nipals_lpls(X, Y, Z, a_max, alpha=.7, center_axis=[2, 0, 2], scale='scores',
|
|||
Saeboe et al., LPLS-regression: a method for improved prediction and
|
||||
classification through inclusion of background information on
|
||||
predictor variables, J. of chemometrics and intell. laboratory syst.
|
||||
|
||||
|
||||
Martens et.al, Regression of a data matrix on descriptors of
|
||||
both its rows and of its columns via latent variables: L-PLSR,
|
||||
Computational statistics & data analysis, 2005
|
||||
|
||||
|
||||
"""
|
||||
m, n = X.shape
|
||||
k, l = Y.shape
|
||||
u, o = Z.shape
|
||||
max_rank = min(m, n)
|
||||
|
||||
|
||||
|
||||
|
||||
if center_axis != None:
|
||||
xctr, yctr, zctr = center_axis
|
||||
X, mnX = center(X, xctr)
|
||||
|
|
@ -523,14 +523,14 @@ def nipals_lpls(X, Y, Z, a_max, alpha=.7, center_axis=[2, 0, 2], scale='scores',
|
|||
Z, mnZ = center(Z, zctr)
|
||||
max_rank = max_rank -1
|
||||
assert (a_max > 0 and a_max < max_rank), "Number of comp error:\
|
||||
tried: %d, max_rank: %d" %(a_max, max_rank)
|
||||
tried: %d, max_rank: %d" %(a_max, max_rank)
|
||||
|
||||
# initial variance
|
||||
varX = (X**2).sum()
|
||||
varY = (Y**2).sum()
|
||||
varZ = (Z**2).sum()
|
||||
|
||||
# initialize
|
||||
# initialize
|
||||
U = empty((k, a_max))
|
||||
Q = empty((l, a_max))
|
||||
T = zeros((m, a_max))
|
||||
|
|
@ -600,7 +600,7 @@ def nipals_lpls(X, Y, Z, a_max, alpha=.7, center_axis=[2, 0, 2], scale='scores',
|
|||
else:
|
||||
k = w
|
||||
l = dot(G, w)
|
||||
|
||||
|
||||
U[:,a] = u.ravel()
|
||||
W[:,a] = w.ravel()
|
||||
P[:,a] = p.ravel()
|
||||
|
|
@ -617,11 +617,11 @@ def nipals_lpls(X, Y, Z, a_max, alpha=.7, center_axis=[2, 0, 2], scale='scores',
|
|||
var_x[a] = pow(E, 2).sum()
|
||||
var_y[a] = pow(F, 2).sum()
|
||||
var_z[a] = pow(G, 2).sum()
|
||||
|
||||
|
||||
B[a] = dot(dot(W[:,:a+1], inv(dot(P[:,:a+1].T, W[:,:a+1]))), Q[:,:a+1].T)
|
||||
#b0[a] = mnY - dot(mnX, B[a])
|
||||
|
||||
|
||||
|
||||
|
||||
# variance explained
|
||||
evx = 100.*(1 - var_x/varX)
|
||||
evy = 100.*(1 - var_y/varY)
|
||||
|
|
@ -635,8 +635,8 @@ def nipals_lpls(X, Y, Z, a_max, alpha=.7, center_axis=[2, 0, 2], scale='scores',
|
|||
knorm = apply_along_axis(vnorm, 0, K)
|
||||
L = L*knorm
|
||||
K = K/knorm
|
||||
|
||||
return {'T':T, 'W':W, 'P':P, 'Q':Q, 'U':U, 'L':L, 'K':K, 'B':B, 'E': E, 'F': F, 'G': G, 'evx':evx, 'evy':evy, 'evz':evz,'mnx': mnX, 'mny': mnY, 'mnz': mnZ}
|
||||
|
||||
return {'T':T, 'W':W, 'P':P, 'Q':Q, 'U':U, 'L':L, 'K':K, 'B':B, 'E': E, 'F': F, 'G': G, 'evx':evx, 'evy':evy, 'evz':evz,'mnx': mnX, 'mny': mnY, 'mnz': mnZ}
|
||||
|
||||
def lpls_predict(model_dict, x, aopt):
|
||||
"""Predict lpls reponses from existing model on new data.
|
||||
|
|
@ -646,25 +646,25 @@ def lpls_predict(model_dict, x, aopt):
|
|||
except:
|
||||
x = atleast_2d(x.shape)
|
||||
m, n = x.shape
|
||||
|
||||
|
||||
if 'B0' in model_dict.keys():
|
||||
y = model_dict['B0'] + dot()
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
def vnorm(a):
|
||||
"""Returns the norm of a vector.
|
||||
|
||||
*Parameters*:
|
||||
|
||||
|
||||
a : {array}
|
||||
Input data, 1-dim, or column vector (m, 1)
|
||||
|
||||
*Returns*:
|
||||
|
||||
|
||||
a_norm : {array}
|
||||
Norm of input vector
|
||||
|
||||
|
||||
"""
|
||||
return msqrt(dot(a.T,a))
|
||||
|
||||
|
|
@ -676,7 +676,7 @@ def center(a, axis):
|
|||
a : {array}
|
||||
Input data
|
||||
axis : {integer}
|
||||
Which centering to perform.
|
||||
Which centering to perform.
|
||||
0 = col center, 1 = row center, 2 = double center
|
||||
-1 = nothing
|
||||
|
||||
|
|
@ -707,16 +707,16 @@ def center(a, axis):
|
|||
else:
|
||||
mn = a.mean()*ones(a.shape)
|
||||
return a - mn, mn
|
||||
|
||||
|
||||
if axis == -1:
|
||||
mn = zeros((1,a.shape[1],))
|
||||
mn = tile(mn, (a.shape[0], 1))
|
||||
#mn = tile(mn, (a.shape[0], 1))
|
||||
elif axis == 0:
|
||||
mn = a.mean(0)[newaxis]
|
||||
mn = tile(mn, (a.shape[0], 1))
|
||||
#mn = tile(mn, (a.shape[0], 1))
|
||||
elif axis == 1:
|
||||
mn = a.mean(1)[:,newaxis]
|
||||
mn = tile(mn, (1, a.shape[1]))
|
||||
#mn = tile(mn, (1, a.shape[1]))
|
||||
elif axis == 2:
|
||||
#fixme: double centering returns column mean as loc-vector, ok?
|
||||
mn = a.mean(0)[newaxis] + a.mean(1)[:,newaxis] - a.mean()
|
||||
|
|
@ -774,7 +774,7 @@ def _scale(a, axis):
|
|||
a : {array}
|
||||
Input data
|
||||
axis : {integer}
|
||||
Which scaling to perform.
|
||||
Which scaling to perform.
|
||||
0 = column, 1 = row, -1 = nothing
|
||||
|
||||
*Returns*:
|
||||
|
|
@ -784,7 +784,7 @@ def _scale(a, axis):
|
|||
mn : {array}
|
||||
Scaling vector/matrix
|
||||
"""
|
||||
|
||||
|
||||
if axis == -1:
|
||||
sc = zeros((a.shape[1],))
|
||||
elif axis == 0:
|
||||
|
|
@ -817,21 +817,20 @@ def esvd(data, a_max=None):
|
|||
Singular values
|
||||
v : {array}
|
||||
Left hand eigenvectors
|
||||
|
||||
|
||||
*Notes*:
|
||||
|
||||
Uses Anoldi iterations for the symmetric eigendecomp (ARPACK)
|
||||
|
||||
|
||||
"""
|
||||
|
||||
|
||||
m, n = data.shape
|
||||
if m >= n:
|
||||
if m > n:
|
||||
kernel = dot(data.T, data)
|
||||
|
||||
if a_max == None:
|
||||
a_max = n - 1
|
||||
s, v = arpack.eigen_symmetric(kernel, k=a_max, which='LM',
|
||||
maxiter=200, tol=1e-5)
|
||||
maxiter=500, tol=1e-7)
|
||||
s = s[::-1]
|
||||
v = v[:,::-1]
|
||||
#u, s, vt = svd(kernel)
|
||||
|
|
@ -841,9 +840,9 @@ def esvd(data, a_max=None):
|
|||
else:
|
||||
kernel = dot(data, data.T)
|
||||
if a_max == None:
|
||||
a_max = m -1
|
||||
a_max = m - 1
|
||||
s, u = arpack.eigen_symmetric(kernel, k=a_max, which='LM',
|
||||
maxiter=200, tol=1e-5)
|
||||
maxiter=500, tol=1e-7)
|
||||
s = s[::-1]
|
||||
u = u[:,::-1]
|
||||
#u, s, vt = svd(kernel)
|
||||
|
|
|
|||
|
|
@ -21,7 +21,7 @@ class Model(object):
|
|||
def __init__(self, name="johndoe"):
|
||||
self.name = name
|
||||
self.options = {}
|
||||
|
||||
|
||||
def save(self, filename='pca.ml'):
|
||||
pass
|
||||
|
||||
|
|
@ -46,7 +46,7 @@ class PCA(Model):
|
|||
self._x = x
|
||||
self.amax = amax
|
||||
self.aopt = amax
|
||||
|
||||
|
||||
# properties
|
||||
def amax():
|
||||
doc = "maximum number of components"
|
||||
|
|
@ -77,7 +77,7 @@ class PCA(Model):
|
|||
del self._tot_var
|
||||
return locals()
|
||||
tot_var = property(**tot_var())
|
||||
|
||||
|
||||
def scores():
|
||||
doc = "pca scores"
|
||||
def fget(self):
|
||||
|
|
@ -94,7 +94,7 @@ class PCA(Model):
|
|||
del self._core_scores
|
||||
return locals()
|
||||
scores = property(**scores())
|
||||
|
||||
|
||||
def loadings():
|
||||
doc = "pca loadings"
|
||||
def fget(self):
|
||||
|
|
@ -111,7 +111,7 @@ class PCA(Model):
|
|||
self._loadings = p
|
||||
return locals()
|
||||
loadings = property(**loadings())
|
||||
|
||||
|
||||
def singvals():
|
||||
doc = "Singular values"
|
||||
def fget(self):
|
||||
|
|
@ -128,7 +128,7 @@ class PCA(Model):
|
|||
del self._singvals
|
||||
return locals()
|
||||
singvals = property(**singvals())
|
||||
|
||||
|
||||
def x():
|
||||
doc = "x is readonly, may not be deleted"
|
||||
def fget(self):
|
||||
|
|
@ -154,12 +154,12 @@ class PCA(Model):
|
|||
del self._xc
|
||||
return locals()
|
||||
xadd = property(**xadd())
|
||||
|
||||
|
||||
def xc():
|
||||
doc = "mean_centered input data"
|
||||
def fget(self):
|
||||
if not hasattr(self, "_xc"):
|
||||
self._xc = self.x + self.xadd
|
||||
self._xc = self.x + self.xadd
|
||||
return self._xc
|
||||
def fset(self, xc):
|
||||
self._xc = xc
|
||||
|
|
@ -186,7 +186,7 @@ class PCA(Model):
|
|||
del self._xw
|
||||
return locals()
|
||||
xw = property(**xw())
|
||||
|
||||
|
||||
def explained_variance():
|
||||
doc = "explained variance"
|
||||
def fget(self):
|
||||
|
|
@ -215,7 +215,7 @@ class PCA(Model):
|
|||
del self._residuals
|
||||
return locals()
|
||||
residuals = property(**residuals())
|
||||
|
||||
|
||||
def leverage():
|
||||
doc = "objects leverage"
|
||||
def fget(self):
|
||||
|
|
@ -254,7 +254,7 @@ class PCA(Model):
|
|||
self._column_metric = scale(self.xc, axis=1)
|
||||
return self._column_metric
|
||||
def fset(self, w):
|
||||
|
||||
|
||||
self._column_metric = w
|
||||
# update model
|
||||
def fdel(self):
|
||||
|
|
@ -263,7 +263,7 @@ class PCA(Model):
|
|||
del self._xd
|
||||
return locals()
|
||||
column_metric = property(**column_metric())
|
||||
|
||||
|
||||
def blm_update(self, a, b):
|
||||
pass
|
||||
|
||||
|
|
@ -281,8 +281,8 @@ class PCA(Model):
|
|||
|
||||
def reweight(self, w):
|
||||
pass
|
||||
|
||||
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
from numpy.random import rand
|
||||
X = rand(4,10)
|
||||
|
|
|
|||
|
|
@ -22,9 +22,9 @@ def hotelling(Pcv, P, p_center='median', cov_center='median',
|
|||
used in multivariate hypothesis testing. In order to avoid small variance
|
||||
samples to become significant this version allows borrowing variance
|
||||
from the pooled covariance.
|
||||
|
||||
|
||||
*Parameters*:
|
||||
|
||||
|
||||
Pcv : {array}
|
||||
Crossvalidation segements of paramter
|
||||
P : {array}
|
||||
|
|
@ -39,9 +39,9 @@ def hotelling(Pcv, P, p_center='median', cov_center='median',
|
|||
Rotate sub-segments toward calibration model.
|
||||
strict : {boolean}, optional
|
||||
Only rotate 90 degree
|
||||
|
||||
|
||||
*Returns*:
|
||||
|
||||
|
||||
tsq : {array}
|
||||
Hotellings T^2 estimate
|
||||
|
||||
|
|
@ -50,19 +50,19 @@ def hotelling(Pcv, P, p_center='median', cov_center='median',
|
|||
Gidskehaug et al., A framework for significance analysis of
|
||||
gene expression datausing dimension reduction methods, BMC
|
||||
bioinformatics, 2007
|
||||
|
||||
|
||||
*Notes*
|
||||
|
||||
The rotational freedom in the solution of bilinear
|
||||
models may require that a rotation onto the calibration
|
||||
model. One way of doing that is procrustes rotation.
|
||||
|
||||
|
||||
"""
|
||||
m, n = P.shape
|
||||
n_sets, n, amax = Pcv.shape
|
||||
T_sq = empty((n,), dtype='d')
|
||||
Cov_i = zeros((n, amax, amax), dtype='d')
|
||||
|
||||
|
||||
# rotate sub_models to full model
|
||||
if crot:
|
||||
for i, Pi in enumerate(Pcv):
|
||||
|
|
@ -77,20 +77,15 @@ def hotelling(Pcv, P, p_center='median', cov_center='median',
|
|||
P_ctr = P
|
||||
|
||||
for i in xrange(n):
|
||||
Pi = Pcv[:,i,:] # (n_sets x amax)
|
||||
Pi = Pcv[:,i,:] # (n_sets x amax)
|
||||
Pi_ctr = P_ctr[i,:] # (1 x amax)
|
||||
#Pim = (Pi - Pi_ctr)*msqrt(n_sets-1)
|
||||
#Cov_i[i] = (1./n_sets)*dot(Pim.T, Pim)
|
||||
Pim = (Pi - Pi_ctr)
|
||||
Cov_i[i] = dot(Pim.T, Pim)
|
||||
Pim = (Pi - Pi_ctr)*msqrt(n_sets-1)
|
||||
Cov_i[i] = (1./n_sets)*dot(Pim.T, Pim)
|
||||
|
||||
if cov_center == 'median':
|
||||
Cov_p = median(Cov_i)
|
||||
elif cov_center == 'mean':
|
||||
else cov_center == 'mean':
|
||||
Cov_p = Cov.mean(0)
|
||||
else:
|
||||
print "Pooled covariance est. invalid, using median"
|
||||
print cov_center
|
||||
Cov_p = median(Cov_i)
|
||||
reg_cov = (1. - alpha)*Cov_i + alpha*Cov_p
|
||||
for i in xrange(n):
|
||||
Pc = P_ctr[i,:]
|
||||
|
|
@ -105,7 +100,7 @@ def procrustes(a, b, strict=True, center=False, force_norm=False, verbose=False)
|
|||
onto another by minimising the squared error.
|
||||
|
||||
*Parameters*:
|
||||
|
||||
|
||||
a : {array}
|
||||
Input array, stationary
|
||||
b : {array}
|
||||
|
|
@ -127,9 +122,9 @@ def procrustes(a, b, strict=True, center=False, force_norm=False, verbose=False)
|
|||
*Reference*:
|
||||
|
||||
Schonemann, A generalized solution of the orthogonal Procrustes
|
||||
problem, Psychometrika, 1966
|
||||
problem, Psychometrika, 1966
|
||||
"""
|
||||
|
||||
|
||||
if center:
|
||||
mn_a = a.mean(0)
|
||||
a = a - mn_a
|
||||
|
|
@ -145,7 +140,7 @@ def procrustes(a, b, strict=True, center=False, force_norm=False, verbose=False)
|
|||
u, s, vt = svd(dot(b.T, a))
|
||||
Cm = dot(u, vt) # Cm: orthogonal rotation matrix
|
||||
if strict:
|
||||
Cm = _ensure_strict(Cm)
|
||||
Cm = _ensure_strict(Cm)
|
||||
b_rot = dot(b, Cm)
|
||||
if verbose:
|
||||
fit = ((b - b_rot)**2).sum()
|
||||
|
|
@ -158,7 +153,7 @@ def procrustes(a, b, strict=True, center=False, force_norm=False, verbose=False)
|
|||
|
||||
def _ensure_strict(C, only_flips=True):
|
||||
"""Ensure that a rotation matrix does only 90 degree rotations.
|
||||
|
||||
|
||||
In multiplication with pcs this allows flips and reordering.
|
||||
if only_flips is True there will onlt be flips allowed
|
||||
|
||||
|
|
@ -173,13 +168,13 @@ def _ensure_strict(C, only_flips=True):
|
|||
|
||||
C_rot : {array}
|
||||
Restricted rotation matrix
|
||||
|
||||
|
||||
*Notes*:
|
||||
|
||||
|
||||
This function is not ready for use. Use (only_flips=True).
|
||||
That is, for more than two components, the rotation matrix
|
||||
has a tendency to be unstable (det(Cm)>1), when rounding is used.
|
||||
|
||||
|
||||
"""
|
||||
if only_flips:
|
||||
C = eye(C.shape[0])*sign(C)
|
||||
|
|
@ -199,9 +194,9 @@ def lpls_qvals(X, Y, Z, aopt=None, alpha=.3, zx_alpha=.5, n_iter=20,
|
|||
|
||||
The response (Y) is randomly permuted, and the number of false positives
|
||||
is registered by comparing hotellings T2 statistics of the calibration model.
|
||||
|
||||
|
||||
*Parameters*:
|
||||
|
||||
|
||||
X : {array}
|
||||
Main data matrix (m, n)
|
||||
Y : {array}
|
||||
|
|
@ -237,14 +232,14 @@ def lpls_qvals(X, Y, Z, aopt=None, alpha=.3, zx_alpha=.5, n_iter=20,
|
|||
|
||||
nsets : {integer}
|
||||
Number of crossvalidation segements
|
||||
|
||||
|
||||
*Reference*:
|
||||
|
||||
Gidskehaug et al., A framework for significance analysis of
|
||||
gene expression data using dimension reduction methods, BMC
|
||||
bioinformatics, 2007
|
||||
"""
|
||||
|
||||
|
||||
m, n = X.shape
|
||||
k, nz = Z.shape
|
||||
assert(n==nz)
|
||||
|
|
@ -255,7 +250,7 @@ def lpls_qvals(X, Y, Z, aopt=None, alpha=.3, zx_alpha=.5, n_iter=20,
|
|||
Y = atleast_2d(Y).T
|
||||
my, l = Y.shape
|
||||
assert(m==my)
|
||||
|
||||
|
||||
pert_tsq_x = zeros((n, n_iter), dtype='d') # (nxvars x n_subsets)
|
||||
pert_tsq_z = zeros((k, n_iter), dtype='d') # (nzvars x n_subsets)
|
||||
|
||||
|
|
@ -264,7 +259,7 @@ def lpls_qvals(X, Y, Z, aopt=None, alpha=.3, zx_alpha=.5, n_iter=20,
|
|||
Wc, Lc = lpls_jk(X, Y, Z ,aopt, zorth=zorth)
|
||||
cal_tsq_x = hotelling(Wc, dat['W'], alpha=alpha)
|
||||
cal_tsq_z = hotelling(Lc, dat['L'], alpha=alpha)
|
||||
print "morn"
|
||||
|
||||
# Perturbations
|
||||
index = arange(m)
|
||||
for i in range(n_iter):
|
||||
|
|
@ -275,7 +270,7 @@ def lpls_qvals(X, Y, Z, aopt=None, alpha=.3, zx_alpha=.5, n_iter=20,
|
|||
pert_tsq_x[:,i] = hotelling(Wi, dat['W'], alpha=alpha)
|
||||
# no reason to borrow variance in dag (alpha ->some small value)
|
||||
pert_tsq_z[:,i] = hotelling(Li, dat['L'], alpha=0.01)
|
||||
|
||||
|
||||
return cal_tsq_z, pert_tsq_z, cal_tsq_x, pert_tsq_x
|
||||
|
||||
|
||||
|
|
@ -286,9 +281,9 @@ def pls_qvals(X, Y, aopt, alpha=.3, n_iter=20,p_center='med', cov_center=median,
|
|||
|
||||
The response (Y) is randomly permuted, and the number of false positives
|
||||
is registered by comparing hotellings T2 statistics of the calibration model.
|
||||
|
||||
|
||||
*Parameters*:
|
||||
|
||||
|
||||
X : {array}
|
||||
Main data matrix (m, n)
|
||||
Y : {array}
|
||||
|
|
@ -318,14 +313,14 @@ def pls_qvals(X, Y, aopt, alpha=.3, n_iter=20,p_center='med', cov_center=median,
|
|||
Only rotate 90 degree
|
||||
nsets : {integer}
|
||||
Number of crossvalidation segements
|
||||
|
||||
|
||||
*Reference*:
|
||||
|
||||
Gidskehaug et al., A framework for significance analysis of
|
||||
gene expression data using dimension reduction methods, BMC
|
||||
bioinformatics, 2007
|
||||
"""
|
||||
|
||||
|
||||
m, n = X.shape
|
||||
try:
|
||||
my, l = Y.shape
|
||||
|
|
@ -341,7 +336,7 @@ def pls_qvals(X, Y, aopt, alpha=.3, n_iter=20,p_center='med', cov_center=median,
|
|||
Wc = pls_jk(X, Y , aopt)
|
||||
|
||||
cal_tsq_x = hotelling(Wc, dat['W'], alpha=alpha)
|
||||
|
||||
|
||||
# Perturbations
|
||||
pert_tsq_x = zeros((n, n_iter), dtype='d') # (nxvars x n_subsets)
|
||||
index = arange(m)
|
||||
|
|
@ -351,7 +346,7 @@ def pls_qvals(X, Y, aopt, alpha=.3, n_iter=20,p_center='med', cov_center=median,
|
|||
dat = pls(X, Y[indi,:], aopt, scale='loads', center_axis=center_axis)
|
||||
Wi = pls_jk(X, Y[indi,:], aopt, nsets=nsets, center_axis=center_axis)
|
||||
pert_tsq_x[:,i] = hotelling(Wi, dat['W'], alpha=alpha)
|
||||
|
||||
|
||||
return cal_tsq_x, pert_tsq_x
|
||||
|
||||
|
||||
|
|
@ -362,7 +357,7 @@ def _fdr(tsq, tsqp, loc_method=median):
|
|||
Fdr is a method used in multiple hypothesis testing to correct for multiple
|
||||
comparisons. It controls the expected proportion of incorrectly rejected null
|
||||
hypotheses (type I errors) in a list of rejected hypotheses.
|
||||
|
||||
|
||||
*Parameters*:
|
||||
|
||||
tsq : {array}
|
||||
|
|
@ -372,14 +367,14 @@ def _fdr(tsq, tsqp, loc_method=median):
|
|||
|
||||
loc_method : {py_func}
|
||||
Location method
|
||||
|
||||
|
||||
*Returns*:
|
||||
|
||||
fdr : {array}
|
||||
False discovery rate
|
||||
|
||||
*Notes*:
|
||||
|
||||
|
||||
This is an internal function for use in fdr estimation of jack-knifed
|
||||
perturbated blm parameters.
|
||||
|
||||
|
|
@ -403,4 +398,3 @@ def _fdr(tsq, tsqp, loc_method=median):
|
|||
fd_rate = fp/n_signif
|
||||
fd_rate[fd_rate>1] = 1
|
||||
return fd_rate
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue