Python numpy.expm1函数代码示例

def _frank(M, N, alpha):
    if(N<2):
        raise ValueError('Dimensionality Argument [N] must be an integer >= 2')
    elif(N==2):        
        u1 = uniform.rvs(size=M)
        p = uniform.rvs(size=M)
        if abs(alpha) > math.log(sys.float_info.max):
            u2 = (u1 < 0).astype(int) + np.sign(alpha)*u1  # u1 or 1-u1
        elif abs(alpha) > math.sqrt(np.spacing(1)):
            u2 = -1*np.log((np.exp(-alpha*u1)*(1-p)/p + np.exp(-alpha))/(1 + np.exp(-alpha*u1)*(1-p)/p))/alpha
        else:
            u2 = p
        
        U = np.column_stack((u1,u2))
    else:
        # Algorithm 1 described in both the SAS Copula Procedure, as well as the
        # paper: "High Dimensional Archimedean Copula Generation Algorithm"
        if(alpha<=0):
            raise ValueError('For N>=3, alpha >0 in Frank Copula')
            
        U = np.empty((M,N))
        for ii in range(0,M):
            p = -1.0*np.expm1(-1*alpha)
            if(p==1):
                # boundary case protection
                p = 1 - np.spacing(1)
            v = logser.rvs(p, size=1)
            
            # sample N independent uniform random variables
            x_i = uniform.rvs(size=N)
            t = -1*np.log(x_i)/v
            U[ii,:] = -1.0*np.log1p( np.exp(-t)*np.expm1(-1.0*alpha))/alpha
            
    return U

def output(modelObj):
    test = modelObj.test
    file = modelObj.outputFile
    model = modelObj.model

    # remove id column
    
    test['label'] = test['label'].astype(int)
    
    

    week10 = test[test['Semana']==10]
    



    week11 = test[test['Semana']==11]
    
    week10['pred'] = np.expm1(model.predict(week10.values[:,:-1]))
    file.write('id,Demanda_uni_equil\n')
    temp = week10[['label', 'pred']]
    temp.to_csv(file, index=False, delimiter=',', header=False)
    '''
    week10['Semana'] = week10['Semana'] + 1

    
    week10 = week10[['Cliente_ID', 'Producto_ID', 'Semana', 'pred']]

    week10 = week10.groupby(by=['Cliente_ID', 'Producto_ID', 'Semana'], as_index=False).mean()

    

    week11 = pd.merge(week11, week10, on=['Cliente_ID', 'Producto_ID', 'Semana'], how='left')
    week11['l1'] = week11['pred']
    del week11['pred']
    
    


    temp = week11[['l1','l2','l3','l4','l5']]
    temp = temp.fillna(0)

    week11['lagVar'] = np.var(temp, axis=1)
    week11['newProduct'] = np.sum(temp, axis=1) == 0

    week11['newProduct'].replace(False, 0, inplace=True)
    week11['newProduct'].replace(True, 1, inplace=True)
    '''

    #week11['lagSum'] = week11['l1'] + week11['l2'] + week11['l3'] + week11['l4'] + week11['l5']
    #week11['lagAvg'] = week11['lagSum'] / 5

    week11['pred'] = np.expm1(model.predict(week11.values[:,:-1]))

    temp = week11[['label', 'pred']]
    temp.to_csv(file, index=False, delimiter=',', header=False)

    file.flush()

    return test.shape[0]

    def __init__(self, daily_returns, benchmark_daily_returns, risk_free_rate, days, period=DAILY):
        assert(len(daily_returns) == len(benchmark_daily_returns))

        self._portfolio = daily_returns
        self._benchmark = benchmark_daily_returns
        self._risk_free_rate = risk_free_rate
        self._annual_factor = _annual_factor(period)
        self._daily_risk_free_rate = self._risk_free_rate / self._annual_factor

        self._alpha = None
        self._beta = None
        self._sharpe = None
        self._return = np.expm1(np.log1p(self._portfolio).sum())
        self._annual_return = (1 + self._return) ** (365 / days) - 1
        self._benchmark_return = np.expm1(np.log1p(self._benchmark).sum())
        self._benchmark_annual_return = (1 + self._benchmark_return) ** (365 / days) - 1
        self._max_drawdown = None
        self._volatility = None
        self._annual_volatility = None
        self._benchmark_volatility = None
        self._benchmark_annual_volatility = None
        self._information_ratio = None
        self._sortino = None
        self._tracking_error = None
        self._annual_tracking_error = None
        self._downside_risk = None
        self._annual_downside_risk = None
        self._calmar = None
        self._avg_excess_return = None

def _gpinv(p, k, sigma):
    """Inverse Generalized Pareto distribution function"""
    x = np.full_like(p, np.nan)
    if sigma <= 0:
        return x
    ok = (p > 0) & (p < 1)
    if np.all(ok):
        if np.abs(k) < np.finfo(float).eps:
            x = - np.log1p(-p)
        else:
            x = np.expm1(-k * np.log1p(-p)) / k
        x *= sigma
    else:
        if np.abs(k) < np.finfo(float).eps:
            x[ok] = - np.log1p(-p[ok])
        else:
            x[ok] = np.expm1(-k * np.log1p(-p[ok])) / k
        x *= sigma
        x[p == 0] = 0
        if k >= 0:
            x[p == 1] = np.inf
        else:
            x[p == 1] = - sigma / k

    return x

def expm1(a, b):
    print((numba.typeof(a)))
    print((numba.typeof(np.expm1(a))))
#    result = a**2 + b**2
#    print "... :)"
#    print np.expm1(result), "..."
    return np.expm1(a**2) + b

def rmspe_xg(y_hat, y):
    y = np.expm1(y.get_label())
    w = ToWeight(y)
    y_hat = np.expm1(y_hat)
    score = np.sqrt(np.mean(((y - y_hat) * w) ** 2))

    return "rmspe", score

def numpy_sweep(start_frequency=20.0,
                stop_frequency=20000.0,
                phase=0.0,
                interval=(0, 1.0),
                sampling_rate=48000.0,
                length=2 ** 16):
    """A pure NumPy implementation of the ExponentialSweep for benchmarking.
    See the ExponentialSweep class for documentation of the parameters.
    """
    # allocate shared memory for the channels
    array = sharedctypes.RawArray(ctypes.c_double, length)
    channels = numpy.frombuffer(array, dtype=numpy.float64).reshape((1, length))
    # generate the sweep
    start, stop = sumpf_internal.index(interval, length)
    sweep_offset = float(start / sampling_rate)
    sweep_duration = (stop - start) / sampling_rate
    frequency_ratio = stop_frequency / start_frequency
    l = sweep_duration / math.log(frequency_ratio)
    a = 2.0 * math.pi * start_frequency * l
    t = numpy.linspace(-sweep_offset, (length - 1) / sampling_rate - sweep_offset, length)
    array = t
    array /= l
    numpy.expm1(array, out=array)
    array *= a
    array += phase
    numpy.sin(array, out=channels[0, :])
    # fake store some additional values, because these values are actually stored in the constructor of the sweep
    _ = start_frequency * frequency_ratio ** (-sweep_offset / sweep_duration)                       # noqa: F841
    _ = start_frequency * frequency_ratio ** ((sweep_duration - sweep_offset) / sweep_duration)     # noqa: F841
    return sumpf.Signal(channels=channels, sampling_rate=sampling_rate, offset=0, labels=("Sweep",))

 def inverse_transform(self, X):
   if self.columns:
     for column in self.columns:
       X[column] = np.expm1(X[column])
       return X
   else:
     return np.expm1(X)

    def predict(self, train_x, train_y, test_x, parameter, times=1, validation_indexs=None, type='regression'):
        print parameter['model'] + " predict staring"

        train_preds = np.zeros((times, len(train_x)))
        test_preds = np.zeros((times, len(test_x)))
        for time in xrange(times):
            logging.info("time {}".format(str(time)))
            validation_indexs = genIndexKFold(train_x, 5)
            test_pred = np.zeros((len(validation_indexs), len(test_x)))
            train_pred = np.zeros((len(train_x)))

            for i, (train_ind, test_ind) in enumerate(validation_indexs):
                clf = model_select(parameter)
                logging.info("start time:{} Fold:{}".format(str(time), str(i)))
                print "start time:{} Fold:{}".format(str(time), str(i))
                X_train = train_x[train_ind]
                Y_train = np.log1p(train_y[train_ind])
                X_test = train_x[test_ind]
                Y_test = train_y[test_ind]

                clf.fit(X_train, Y_train)
                test_pred[i][:] = np.expm1(clf.predict(test_x))
                train_pred[test_ind] = np.expm1(clf.predict(X_test))
                evaluation = evaluate_function(
                    Y_test, train_pred[test_ind], 'rmsle')
                logging.info("time:{} Fold:{} evaluation:{}".format(
                    str(time), str(i), str(evaluation)))
            train_preds[time] = train_pred
            test_preds[time] = np.mean(test_pred, axis=0)
            print train_preds, test_preds

        return np.mean(train_preds, axis=0), np.mean(test_preds, axis=0)

def hyperbolic_ratio(a, b, sa, sb):
    '''
    Return ratio of hyperbolic functions
          to allow extreme variations of arguments.
    
    Parameters
    ----------       
    a, b : array-like
        arguments vectors of the same size
    sa, sb : scalar integers
        defining the hyperbolic function used, i.e., f(x,1)=cosh(x), f(x,-1)=sinh(x)
        
    Returns
    -------
    r : ndarray
        f(a,sa)/f(b,sb), ratio of hyperbolic functions of same
                    size as a and b
     Examples
     --------
     >>> x = [-2,0,2]
     >>> hyperbolic_ratio(x,1,1,1)   # gives r=cosh(x)/cosh(1)
     array([ 2.438107  ,  0.64805427,  2.438107  ])
     >>> hyperbolic_ratio(x,1,1,-1)  # gives r=cosh(x)/sinh(1)
     array([ 3.20132052,  0.85091813,  3.20132052])
     >>> hyperbolic_ratio(x,1,-1,1)  # gives r=sinh(x)/cosh(1)
     array([-2.35040239,  0.        ,  2.35040239])
     >>> hyperbolic_ratio(x,1,-1,-1) # gives r=sinh(x)/sinh(1)
     array([-3.08616127,  0.        ,  3.08616127])
     >>> hyperbolic_ratio(1,x,1,1)   # gives r=cosh(1)/cosh(x)
     array([ 0.41015427,  1.54308063,  0.41015427])
     >>> hyperbolic_ratio(1,x,1,-1)  # gives r=cosh(1)/sinh(x)
     array([-0.42545906,         inf,  0.42545906])
     >>> hyperbolic_ratio(1,x,-1,1)  # gives r=sinh(1)/cosh(x)
     array([ 0.3123711 ,  1.17520119,  0.3123711 ])
     >>> hyperbolic_ratio(1,x,-1,-1) # gives r=sinh(1)/sinh(x)
     array([-0.32402714,         inf,  0.32402714])
     
     See also  
     --------
     tran
    '''

    ak, bk, sak, sbk = np.atleast_1d(a, b, np.sign(sa), np.sign(sb))
    # old call
    #return exp(ak-bk)*(1+sak*exp(-2*ak))/(1+sbk*exp(-2*bk))
    # TODO: Does not always handle division by zero correctly

    signRatio = np.where(sak * ak < 0, sak, 1)
    signRatio = np.where(sbk * bk < 0, sbk * signRatio, signRatio)    
    
    bk = np.abs(bk)
    ak = np.abs(ak)
     
    num = np.where(sak < 0, expm1(-2 * ak), 1 + exp(-2 * ak))
    den = np.where(sbk < 0, expm1(-2 * bk), 1 + exp(-2 * bk))
    iden = np.ones(den.shape) * inf
    ind = np.flatnonzero(den != 0)
    iden.flat[ind] = 1.0 / den[ind]
    val = np.where(num == den, 1, num * iden)
    return signRatio * exp(ak - bk) * val #((sak+exp(-2*ak))/(sbk+exp(-2*bk)))

 def updateParams(self):
     self.pop.sort(key=op.attrgetter('f'))
     self.pSigma = np.dot(1.0 - self.cSigma, self.pSigma) + np.dot(
         np.sqrt(self.cSigma * (2.0 - self.cSigma) * self.muEff),
         sum(np.dot(self.rankWeight[i], self.pop[i].z) for i in range(self.popsize)))
     rate = np.linalg.norm(self.pSigma) / self.expectationChiDistribution
     if rate >= 1.0 :
         wsum = 0
         for i in range(self.popsize):
             self.weight[i] = self.hatWeight[i] * np.expm1(self.alpha * np.linalg.norm(self.pop[i].z) + 1.0)
             wsum += self.weight[i]
         for i in range(self.popsize):
             self.weight[i] = self.weight[i] / wsum - 1.0 / self.popsize
     else:
         self.weight = self.rankWeight
     if rate >= 1.0:
         self.etaB = self.etaBMove
         self.etaSigma = self.etaSigmaMove
     elif rate >= 0.1:
         self.etaB = self.etaBStag
         self.etaSigma = self.etaSigmaStag
     else:
         self.etaB = self.etaBConv
         self.etaSigma = self.etaSigmaConv
     GDelta = sum(np.dot(self.weight[i], self.pop[i].z) for i in range(self.popsize))
     GMu = sum(self.weight[i] * (np.outer(self.pop[i].z, self.pop[i].z) - np.eye(self.dim)) for i in range(self.popsize))
     GSigma = np.trace(GMu) / self.dim
     GB = GMu - GSigma * np.eye(self.dim)
     self.mu += self.etaMu * self.sigma * np.dot(self.B, GDelta)
     self.sigma *= (np.expm1(0.5 * self.etaSigma * GSigma) + 1.0)
     self.B = np.dot(self.B, linalg.expm3(0.5 * self.etaB * GB))

    def test_write_subregion_to_file(
        self, machine_timestep, dt, size_in, tau_ref, tau_rc, size_out, probe_spikes, vertex_slice, vertex_neurons
    ):
        # Check that the region is correctly written to file
        region = lif.SystemRegion(size_in, size_out, machine_timestep, tau_ref, tau_rc, dt, probe_spikes)

        # Create the file
        fp = tempfile.TemporaryFile()

        # Write to it
        region.write_subregion_to_file(fp, vertex_slice)

        # Read back and check that the values are sane
        fp.seek(0)
        values = fp.read()
        assert len(values) == region.sizeof()

        (n_in, n_out, n_n, m_t, t_ref, dt_over_t_rc, rec_spikes, i_dims) = struct.unpack_from("<8I", values)
        assert n_in == size_in
        assert n_out == size_out
        assert n_n == vertex_neurons
        assert m_t == machine_timestep
        assert t_ref == int(tau_ref // dt)
        assert (
            tp.value_to_fix(-np.expm1(-dt / tau_rc)) * 0.9
            < dt_over_t_rc
            < tp.value_to_fix(-np.expm1(-dt / tau_rc)) * 1.1
        )
        assert (probe_spikes and rec_spikes != 0) or (not probe_spikes and rec_spikes == 0)
        assert i_dims == 1

def myRMSPE_xg(yhat,y):
    
    y = np.expm1(y.get_label())
    yhat = np.expm1(yhat)
    r=myRMSPE(yhat,y)
    
    return "rmspe", r

	def predict(self,trains_x,train_y,tests_x,parameters,times=10,isFile=True,foldername="blend-dir"):
		"""
		Ensamble many features and regression

		:params train_X: dictionary for training
		:params train_y: testing vector
		"""
		#parameter_get
		test_data_sample = tests_x.values()[0]

		if not os.path.exists(foldername):
			os.makedirs(foldername)

		skf = None
		kfold_file = foldername + "/kfold_index.pkl"
		if os.path.exists(kfold_file):
			skf = pickle.load(open(kfold_file,"r"))
		else:
			skf = KFold(n=len(train_y),n_folds=times,shuffle=True)
			pickle.dump(skf,open(kfold_file,"w"))

		blend_train = np.zeros((len(train_y),len(parameters)))
		blend_test = np.zeros((len(test_data_sample),len(parameters)))

		for j,parameter in enumerate(parameters):
			train_x = trains_x[parameter['data']]
			test_x = tests_x[parameter['data']]

			blend_test_tmp = np.zeros((len(test_data_sample),len(parameters)))

			#file path check
			for i, (train_index,valid_index) in enumerate(skf):
				clf = model_select(parameter['parameter'])

				train = train_x[train_index]
				train_valid_y = train_y[train_index]

				kfold_filepath = "./" + foldername + "/parameter_{}_kfold_{}.pkl".format(j,i)

				if os.path.exists(kfold_filepath):
					blend_train_prediction,blend_test_prediction = pickle.load(open(kfold_filepath,"r"))
					blend_train[train_index,j] = np.expm1(clf.predict(train))
					blend_test_tmp[:,i] = np.expm1(clf.predict(test_x))
				else:
					clf.fit(train,np.log1p(train_valid_y))
					blend_train_prediction = np.expm1(clf.predict(train))
					blend_test_prediction = np.expm1(clf.predict(test_x))
					pickle.dump((blend_train_prediction,blend_test_prediction),open(kfold_filepath,"w"))

				blend_train[train_index,j] = blend_train_prediction
				blend_test_tmp[:,i] = blend_test_prediction
			blend_test[:,j] = blend_test_tmp.mean(1)

		#Blending Model
		bclf = LassoCV(n_alphas=100, alphas=None, normalize=True, cv=5, fit_intercept=True, max_iter=10000, positive=True)
		bclf.fit(blend_train, train_y)
		y_test_predict = bclf.predict(blend_test)

		return y_test_predict

def merge_predict(model1, model2, test_data):
#    Combine the predictions of two separately trained models.
#    The input models are in the log domain and returns the predictions
#    in original domain (expm1).
    p1 = np.expm1(model1.predict(test_data))
    p2 = np.expm1(model2.predict(test_data))
    p_total = (p1+p2)
    return(p_total)