Python decomposition.PCA类代码示例

    def pcafunction(dataList,countList,nameList):
        from sklearn.decomposition import PCA
        import pylab as pl

        pcadataArray = np.array(dataList)
        pcaCountArray = np.array(countList)
        pca = PCA(n_components=2)
        X = pca.fit(pcadataArray).transform(pcadataArray)
        
        pcaNameList = []
        
        for i in range(0,len(nameList)):
            if nameList[i] not in pcaNameList:
                pcaNameList.append(nameList[i])

        print('explained variance ratio (first two components): %s'
              % str(pca.explained_variance_ratio_))
        
        plt.plot(X[pcaCountArray == 0, 0], X[pcaCountArray == 0, 1], 'or',
                 X[pcaCountArray == 1, 0], X[pcaCountArray == 1, 1], '^b',
                 X[pcaCountArray == 2, 0], X[pcaCountArray == 2, 1], 'sg'
                 )
        plt.xlabel('PC1 (explained variance ratio: ' + str(pca.explained_variance_ratio_[0])+')',fontsize=14)
        plt.ylabel('PC2 (explained variance ratio: ' + str(pca.explained_variance_ratio_[1])+')',fontsize=14)
        plt.legend((str(pcaNameList[0]),str(pcaNameList[1])),loc='best',fontsize=14)
        plt.title('PCA',fontsize=16)

def add_tsne_features(x_train, x_test):
    print('add_tsne_features <<')

    x_train_data = x_train.data_
    x_test_data = x_test.data_

    x = np.vstack((x_train_data, x_test_data))

    print('applying pca...')
    pca = PCA(n_components=25)
    x_pca = pca.fit_transform(x)

    print('applying t-SNE...')
    tsne_model = TSNE(n_components=2, random_state=0)
    x_tsne = tsne_model.fit_transform(x_pca)
    x_train_data = np.hstack((x_train_data, x_tsne[:x_train_data.shape[0], :]))
    x_test_data = np.hstack((x_test_data, x_tsne[-x_test_data.shape[0]:, :]))

    assert(x_train.columns_ == x_test.columns_)
    columns = x_train.columns_ + ['tsne_1', 'tsne_2']
    x_train = DataSet(x_train.ids_, columns, x_train_data)
    x_test = DataSet(x_test.ids_, columns, x_test_data)

    print('add_tsne_features >>')
    return x_train, x_test

def test_feature_union_weights():
    # test feature union with transformer weights
    iris = load_iris()
    X = iris.data
    y = iris.target
    pca = PCA(n_components=2, svd_solver='randomized', random_state=0)
    select = SelectKBest(k=1)
    # test using fit followed by transform
    fs = FeatureUnion([("pca", pca), ("select", select)],
                      transformer_weights={"pca": 10})
    fs.fit(X, y)
    X_transformed = fs.transform(X)
    # test using fit_transform
    fs = FeatureUnion([("pca", pca), ("select", select)],
                      transformer_weights={"pca": 10})
    X_fit_transformed = fs.fit_transform(X, y)
    # test it works with transformers missing fit_transform
    fs = FeatureUnion([("mock", Transf()), ("pca", pca), ("select", select)],
                      transformer_weights={"mock": 10})
    X_fit_transformed_wo_method = fs.fit_transform(X, y)
    # check against expected result

    # We use a different pca object to control the random_state stream
    assert_array_almost_equal(X_transformed[:, :-1], 10 * pca.fit_transform(X))
    assert_array_equal(X_transformed[:, -1],
                       select.fit_transform(X, y).ravel())
    assert_array_almost_equal(X_fit_transformed[:, :-1],
                              10 * pca.fit_transform(X))
    assert_array_equal(X_fit_transformed[:, -1],
                       select.fit_transform(X, y).ravel())
    assert_equal(X_fit_transformed_wo_method.shape, (X.shape[0], 7))

def scikit_pca(model, rel_wds, plot_lims, title, cluster="kmeans"):
    """
    Given a word2vec model and a cluster (choice of "kmeans" or "spectral")
    Make a plot of all word-vectors in the model.
    """
    X, keys = make_data_matrix(model)

    for i, key in enumerate(keys):
        X[i,] = model[key]

    if cluster == "kmeans":
        k_means = KMeans(n_clusters=8)
        labels = k_means.fit_predict(X)

    elif cluster == "spectral":
        sp_clust = SpectralClustering()
        labels = sp_clust.fit_predict(X)

    # PCA
    X_std = StandardScaler().fit_transform(X)
    sklearn_pca = PCA(n_components=2)
    X_transf = sklearn_pca.fit_transform(X_std)

    scatter_plot(X_transf[:,0], X_transf[:,1],  rel_wds, labels, title, keys, plot_lims)

    return sklearn_pca.explained_variance_ratio_

    def __init__(self):
        super(RegressionDriver, self).__init__()

        if REGRESSOR == "LOG":
            self.driver = LogisticRegression()
        elif REGRESSOR == "RFR":
            self.driver = RandomForestRegressor(n_estimators=N_ESTIMATORS, n_jobs=N_JOBS)
        elif REGRESSOR == "GBR":
            self.driver = GradientBoostingClassifier(n_estimators=300, max_depth=5, learning_rate=0.05)
        elif REGRESSOR == "PCA":
            self.driver = PCA(n_components=1)
        else:
            raise Exception("Regressor: %s not supported." % REGRESSOR)

        genuineX = []
        forgeryX = []

        genuineY = []
        forgeryY = []

        # Training process
        for sigs in self.train_set:
            personTrain = PersonTraining(sigs)
            genuine, forgery = personTrain.calc_train_set()
            genuineX.extend(genuine)
            forgeryX.extend(forgery)

        # To adjust PCA result, 0 means genuine and 1 means forgery
        genuineY = [0.0] * len(genuineX)
        forgeryY = [1.0] * len(forgeryX)

        trainX = genuineX + forgeryX
        trainY = genuineY + forgeryY

        self.driver.fit(trainX, trainY)

def main():
	
	inp=np.loadtxt('../../out_files/bivar_regress.txt', usecols=(1, 2, 3))

	X=inp[:,[1, 2]]
	
	ncomp=int(sys.argv[3])
	
	pca=PCA(n_components=ncomp)

	pca.fit(X)
	
	l=pca.transform(X)
	print "Doing an \t"+str(ncomp)+"\t component PCA \n\n----------------"
	
	#linear regression fit
	res=sm.OLS(inp[:,0], l).fit()
	
	t2_new=float(sys.argv[1])
	err_t2_new=float(sys.argv[2])
		
	#array for 1000 realisations with slope and slope error -0.0264 and 0.004
	ar=np.array([(rn(-0.0264, 0.004)*rn(pca.transform([rn(t2_new, err_t2_new)]), 0.85)+rn(np.mean(inp[:,0]), 0.07))/rn(2.0, 0.3) for k in range(1000)])
	
	print "The estimated L_max is\t "+ str(np.mean(ar)) 
	print "The error from the PCA is\t "+ str(np.std(ar))
	print  "Standard error on y mean is \t "+ str(np.std(inp[:,0])/np.sqrt(len(inp[:,0])))
	print "Error by bootstrapping is \t"+ str(np.std(boots(inp[:,0])))

def classification_level_SGDReg_pipeline(classifications_DF):
   X = classifications_DF.iloc[:,3:89]
   #assign the target (session length) to y and convert to int
   y_actual = classifications_DF.iloc[:,2:3].astype(float)

   #scaling the data for feature selection
   X_scaled = preprocessing.scale(X)

   X_scaled_train, X_scaled_test, y_actual_train, y_actual_test = train_test_split(X_scaled, y_actual, test_size=0.5, random_state=0)

   pca_selection = PCA(n_components=2)

   X_features = pca_selection.fit(X_scaled_train['session_length'].values).transform(X_scaled_train)

   SGDReg = SGDRegressor(alpha=0.0001)

   # Do grid search over k, n_components and SVR parameters:
   pipeline = Pipeline([('pca', pca_selection),('SGDReg',SGDReg)])

   tuned_params = dict(pca__n_components=[5,30,40,50],
                     SGDReg__alpha=[0.1,0.01,0.001,0.0001,0.00001],
                     SGDReg__l1_ratio=[.05, .15, .5, .7, .9, .95, .99, 1],
                     SGDReg__penalty=['l2','l1','elasticnet'])

   grid_search = GridSearchCV(pipeline, param_grid=tuned_params,scoring='mean_squared_error',cv=3,verbose=10)
   grid_search.fit(X_scaled_train, y_actual_train['session_length'].values)
   print(grid_search.best_estimator_)
   y_true, y_pred = y_actual_test['session_length'].values,grid_search.best_estimator_.predict(X_scaled_test)
   print "Mean squared error:"+str(mean_squared_error(y_true,y_pred))
   pd.DataFrame(y_true, y_pred).to_csv("SGDReg_pred_true.csv")

def cluster_kmeans():
    from sklearn.cluster import KMeans
    from sklearn.decomposition import PCA
    # import sklearn.decomposition.pca

    limit = 10000
    # X,real_labels=data_dict.get_training_set()
    filepath = '/home/wenjusun/bigdata/data/adult-income/adult.data'
    record_list = data_parser.parse_file_fetch_records(filepath, limit)
    X = np.array(data_parser.records_to_vector(record_list, enable_label=False))

    pca_estimator = PCA(n_components=1)

    X=pca_estimator.fit_transform(X)

    kmeans_model = KMeans(n_clusters=4).fit(X)
    labels = kmeans_model.labels_
    # print kmeans_model.cluster_centers_
    # print labels[:100]
    print len(X),len(labels)
    print labels[:40]
    # print array(real_labels)

    # count=0
    # for xLabel,eLabel in zip(X[-1],labels):
    #     if xLabel==eLabel:
    #         count +=1
    #
    # print "count=%d,ratio:%f" %(count,1.0*count/len(labels))
    # print np.sum(labels)
    plt.figure(1)
    plt.scatter(X,labels)
    plt.show()

def reduced_dimension(posture):
    i_user = 1
    session = 1
    while i_user <= 31:
        currentdirectory = os.getcwd()  # get the directory.
        parentdirectory = os.path.abspath(currentdirectory + "/../..")  # Get the parent directory(2 levels up)
        path = parentdirectory + '\Output Files\Reduced Dimensional Dataset/posture-'+str(posture)+'/GenuineUser'+str(i_user)+''
        if not os.path.exists(path):
            os.makedirs(path)

        while session <= 8:
            data = np.genfromtxt("../../Output Files/E2-Genuine User-Session Split/Posture-"+str(posture)+"/GenuineUser-"+str(i_user)+"/1-"+str(i_user)+"-"+str(posture)+"-"+str(session)+".csv", dtype=float, delimiter=",")

            userinformation = data[:, [0,1,2,3,4]]
            sample_train = data[:, [5,6,7,8,9,10,11,13,15,16,17,18,19,20,21]]
            scaler = preprocessing.MinMaxScaler().fit(sample_train)
            sample_train_scaled = scaler.transform(sample_train)

            pca = PCA(n_components=7)
            sample_train_pca = pca.fit(sample_train_scaled).transform(sample_train_scaled)

            completedata = np.column_stack((userinformation, sample_train_pca))


            np.savetxt("../../Output Files/Reduced Dimensional Dataset/Posture-"+str(posture)+"/GenuineUser"+str(i_user)+"/1-"+str(i_user)+"-"+str(posture)+"-"+str(session)+".csv", completedata, delimiter=',')

            session += 1
        session = 1
        i_user += 1

def sentence_to_vec(sentence_list: List[Sentence], embedding_size: int, a: float=1e-3):
    sentence_set = []
    for sentence in sentence_list:
        vs = np.zeros(embedding_size)  # add all word2vec values into one vector for the sentence
        sentence_length = sentence.len()
        for word in sentence.word_list:
            a_value = a / (a + get_word_frequency(word.text))  # smooth inverse frequency, SIF
            vs = np.add(vs, np.multiply(a_value, word.vector))  # vs += sif * word_vector

        vs = np.divide(vs, sentence_length)  # weighted average
        sentence_set.append(vs)  # add to our existing re-calculated set of sentences

    # calculate PCA of this sentence set
    pca = PCA(n_components=embedding_size)
    pca.fit(np.array(sentence_set))
    u = pca.components_[0]  # the PCA vector
    u = np.multiply(u, np.transpose(u))  # u x uT

    # pad the vector?  (occurs if we have less sentences than embeddings_size)
    if len(u) < embedding_size:
        for i in range(embedding_size - len(u)):
            u = np.append(u, 0)  # add needed extension for multiplication below

    # resulting sentence vectors, vs = vs -u x uT x vs
    sentence_vecs = []
    for vs in sentence_set:
        sub = np.multiply(u,vs)
        sentence_vecs.append(np.subtract(vs, sub))

    return sentence_vecs

def pca(inF,MIN):
    df = pd.read_table(inF, header=0)
    dc = list(df.columns)
    dc[0]='GeneID'
    df.columns = dc
    
    print(df.shape)
    sel = ~((df.ix[:,2] < MIN) & (df.ix[:,3]< MIN) & (df.ix[:,4]< MIN) & (df.ix[:,5]< MIN) & (df.ix[:,6]< MIN) & (df.ix[:,7]< MIN) & (df.ix[:,8]< MIN) & (df.ix[:,9]< MIN))
    df = df.ix[sel,:]
    print(df.shape)
    
    X = df.ix[:,2:df.shape[1]].values.T
    y = df.columns[2:df.shape[1]].values
    X_std = StandardScaler().fit_transform(X)
    
    #pca = PCA(n_components=2)
    pca = PCA()
    Y_sklearn = pca.fit_transform(X_std)
    
    
    fig = plt.figure()
    plt.style.use('ggplot')
    #plt.style.use('seaborn-whitegrid')
    ax = fig.add_subplot(111)
    for lab, col in zip(y,('red','red', 'green','green', 'blue','blue','m','m')):
        ax.scatter(Y_sklearn[y==lab, 0],Y_sklearn[y==lab, 1],label=lab,c=col, s=80)
    
    
    ax.set_xlabel('Principal Component 1 : %.2f'%(pca.explained_variance_ratio_[0]*100) + '%')
    ax.set_ylabel('Principal Component 2 : %.2f'%(pca.explained_variance_ratio_[1]*100) + '%')
    ax.legend(loc='lower right', prop={'size':8})
    plt.tight_layout()
    plt.savefig(inF + '-RNASeq-MIN' + str(MIN) + '.pdf')

def feature_scaled_nn_acc(mds, type):
    train, validation = validation_split(mds)
    # Multiply by 1 to convert to bool
    y_train = train['Up'] * 1
    X_train = train.drop('Up', axis=1)
    y_validation = validation['Up'] * 1
    X_validation = validation.drop('Up', axis=1)
    pre = PCA(n_components=19, whiten=True)
    X_train_pca = pre.fit_transform(X_train)
    X_validation_pca = pre.fit_transform(X_validation)
    model = create_model(X_train_pca.shape[1], type)
    # Convert to Keras format
    y_train = to_categorical(y_train.values)
    y_validation = to_categorical(y_validation.values)
    model.fit(X_train_pca, y_train, nb_epoch=5, batch_size=16)
    time.sleep(0.1)
    # Fit and guess
    guess_train = model.predict_classes(X_train_pca)
    guess_train = to_categorical(guess_train)

    guess_validation = model.predict_classes(X_validation_pca)
    guess_validation = to_categorical(guess_validation)

    train_acc = accuracy_score(y_train, guess_train)
    validation_acc = accuracy_score(y_validation, guess_validation)
    print "\n neural net train accuracy is {}".format(train_acc)
    print "\n neural net validation accuracy is {}".format(validation_acc)
    return guess_validation

def pca_project(vecs, n_components=2, whiten=False):
    pca = PCA(n_components=n_components)
    vecs_projected = pca.fit_transform(vecs)
    print "=== PCA projection ==="
    print pca.explained_variance_ratio_
    print "choosen explained: %.2f" % np.sum(pca.explained_variance_ratio_[:n_components])
    return vecs_projected

def Ploting3D(data, n_dimension=3):
    pca = PCA(n_components = n_dimension)
    colors = ['r', 'g', 'b', 'm']
    labels = ['label_1', 'label_2', 'label_3', 'label_4']
    fig = plt.figure()
    ax = fig.add_subplot(111, projection='3d')

    idx = [0, len(data[0])]
    combined = np.array(data[0])

    # Combined all data
    for i in xrange(1, len(data)):
        combined = np.insert(combined, len(combined), data[i], axis=0)
        idx.append(idx[i]+len(data[i]))

    combined = pca.fit_transform(combined)

    for i in xrange(len(data)):
        ax.scatter(combined[idx[i]:idx[i+1], 0], combined[idx[i]:idx[i+1], 1], combined[idx[i]:idx[i+1], 2], c=colors[i], marker='o', s=70)


    ax.set_xlabel('1st_component')
    ax.set_ylabel('2nd_component')
    ax.set_zlabel('3rd_component')

    ax.set_xlim3d(-100, 100)
    ax.set_ylim3d(-60, 50)
    ax.set_zlim3d(-60, 50)

    plt.show()

def plot_2d_results(X, y, preds):
    pca = PCA(n_components=2)
    X_r = pca.fit(X).transform(X)

    # Plot scatter
    plt.figure()
    cs = "cm"
    cats = [1, -1]
    target_names = ["positive", "negative"]
    for c, i, target_name in zip(cs, cats, target_names):
        plt.scatter(X_r[y == i, 0], X_r[y == i, 1], c=c, label=target_name)
    plt.legend()
    plt.title("PCA of 2d data")
    plt.savefig("figures/data-scatter.png")

    # Plot mispredictions
    plt.figure()
    diff = np.array([1 if y_test[i] == preds[i] else 0 for i in range(len(y_test))])
    cs = "rg"
    cats = [0, 1]
    target_names = ["incorrect", "correct"]
    for c, i, target_name in zip(cs, cats, target_names):
        plt.scatter(X_r[diff == i, 0], X_r[diff == i, 1], c=c, label=target_name)
        plt.legend()
        plt.title("PCA of correct/incorrect predictions")
    # plt.show()
    plt.savefig("figures/residual-scatter.png")