Python QuadraticDiscriminantAnalysis.priors方法代码示例

# 需要导入模块: from sklearn.discriminant_analysis import QuadraticDiscriminantAnalysis [as 别名]
# 或者: from sklearn.discriminant_analysis.QuadraticDiscriminantAnalysis import priors [as 别名]
def discriminatePlot(X, y, cVal, titleStr=''):
    # Frederic's Robust Wrapper for discriminant analysis function.  Performs lda, qda and RF afer error checking, 
    # Generates nice plots and returns cross-validated
    # performance, stderr and base line.
    # X np array n rows x p parameters
    # y group labels n rows
    # rgb color code for each data point - should be the same for each data beloging to the same group
    # titleStr title for plots
    # returns: ldaScore, ldaScoreSE, qdaScore, qdaScoreSE, rfScore, rfScoreSE, nClasses
    
    # Global Parameters
    CVFOLDS = 10
    MINCOUNT = 10
    MINCOUNTTRAINING = 5 
    
    # Initialize Variables and clean up data
    classes, classesCount = np.unique(y, return_counts = True)  # Classes to be discriminated should be same as ldaMod.classes_
    goodIndClasses = np.array([n >= MINCOUNT for n in classesCount])
    goodInd = np.array([b in classes[goodIndClasses] for b in y])
    yGood = y[goodInd]
    XGood = X[goodInd]
    cValGood = cVal[goodInd]


    classes, classesCount = np.unique(yGood, return_counts = True) 
    nClasses = classes.size         # Number of classes or groups  

    # Do we have enough data?  
    if (nClasses < 2):
        print 'Error in ldaPLot: Insufficient classes with minimun data (%d) for discrimination analysis' % (MINCOUNT)
        return -1, -1, -1, -1 , -1, -1, -1
    cvFolds = min(min(classesCount), CVFOLDS)
    if (cvFolds < CVFOLDS):
        print 'Warning in ldaPlot: Cross-validation performed with %d folds (instead of %d)' % (cvFolds, CVFOLDS)
   
    # Data size and color values   
    nD = XGood.shape[1]                 # number of features in X
    nX = XGood.shape[0]                 # number of data points in X
    cClasses = []   # Color code for each class
    for cl in classes:
        icl = (yGood == cl).nonzero()[0][0]
        cClasses.append(np.append(cValGood[icl],1.0))
    cClasses = np.asarray(cClasses)
    myPrior = np.ones(nClasses)*(1.0/nClasses)  

    # Perform a PCA for dimensionality reduction so that the covariance matrix can be fitted.
    nDmax = int(np.fix(np.sqrt(nX/5)))
    if nDmax < nD:
        print 'Warning: Insufficient data for', nD, 'parameters. PCA projection to', nDmax, 'dimensions.' 
    nDmax = min(nD, nDmax)
    pca = PCA(n_components=nDmax)
    Xr = pca.fit_transform(XGood)
    print 'Variance explained is %.2f%%' % (sum(pca.explained_variance_ratio_)*100.0)
    
    
    # Initialise Classifiers  
    ldaMod = LDA(n_components = min(nDmax,nClasses-1), priors = myPrior, shrinkage = None, solver = 'svd') 
    qdaMod = QDA(priors = myPrior)
    rfMod = RF()   # by default assumes equal weights

        
    # Perform CVFOLDS fold cross-validation to get performance of classifiers.
    ldaScores = np.zeros(cvFolds)
    qdaScores = np.zeros(cvFolds)
    rfScores = np.zeros(cvFolds)
    skf = cross_validation.StratifiedKFold(yGood, cvFolds)
    iskf = 0
    
    for train, test in skf:
        
        # Enforce the MINCOUNT in each class for Training
        trainClasses, trainCount = np.unique(yGood[train], return_counts=True)
        goodIndClasses = np.array([n >= MINCOUNTTRAINING for n in trainCount])
        goodIndTrain = np.array([b in trainClasses[goodIndClasses] for b in yGood[train]])

        # Specity the training data set, the number of groups and priors
        yTrain = yGood[train[goodIndTrain]]
        XrTrain = Xr[train[goodIndTrain]]

        trainClasses, trainCount = np.unique(yTrain, return_counts=True) 
        ntrainClasses = trainClasses.size
        
        # Skip this cross-validation fold because of insufficient data
        if ntrainClasses < 2:
            continue
        goodInd = np.array([b in trainClasses for b in yGood[test]])    
        if (goodInd.size == 0):
            continue
           
        # Fit the data
        trainPriors = np.ones(ntrainClasses)*(1.0/ntrainClasses)
        ldaMod.priors = trainPriors
        qdaMod.priors = trainPriors
        ldaMod.fit(XrTrain, yTrain)
        qdaMod.fit(XrTrain, yTrain)        
        rfMod.fit(XrTrain, yTrain)
        

        ldaScores[iskf] = ldaMod.score(Xr[test[goodInd]], yGood[test[goodInd]])
        qdaScores[iskf] = qdaMod.score(Xr[test[goodInd]], yGood[test[goodInd]])
#.........这里部分代码省略.........