Python numpy.mean方法代碼示例

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def _many_score_cov(params, data, demo_func, **kwargs):
    params = np.array(params)

    def f_vec(x):
        ret = _composite_log_likelihood(
            data, demo_func(*x), vector=True, **kwargs)
        # centralize
        return ret - np.mean(ret)

    # g_out = einsum('ij,ik', jacobian(f_vec)(params), jacobian(f_vec)(params))
    # but computed in a roundabout way because jacobian implementation is slow
    def _g_out_antihess(x):
        l = f_vec(x)
        lc = make_constant(l)
        return np.sum(0.5 * (l**2 - l * lc - lc * l))
    return autograd.hessian(_g_out_antihess)(params) 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def get_mcl_normal_direction_at_chord_fraction(self, chord_fraction):
        # Returns the normal direction of the mean camber line at a specified chord fraction.
        # If you input a single value, returns a 1D numpy array with 2 elements (x,y).
        # If you input a vector of values, returns a 2D numpy array. First index is the point number, second index is (x,y)

        # Right now, does it by finite differencing camber values :(
        # When I'm less lazy I'll make it do it in a proper, more efficient way
        # TODO make this not finite difference
        epsilon = np.sqrt(np.finfo(float).eps)

        cambers = self.get_camber_at_chord_fraction(chord_fraction)
        cambers_incremented = self.get_camber_at_chord_fraction(chord_fraction + epsilon)
        dydx = (cambers_incremented - cambers) / epsilon

        if dydx.shape == 1:  # single point
            normal = np.hstack((-dydx, 1))
            normal /= np.linalg.norm(normal)
            return normal
        else:  # multiple points vectorized
            normal = np.column_stack((-dydx, np.ones(dydx.shape)))
            normal /= np.expand_dims(np.linalg.norm(normal, axis=1), axis=1)  # normalize
            return normal 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def make_nn_funs(input_shape, layer_specs, L2_reg):
    parser = WeightsParser()
    cur_shape = input_shape
    for layer in layer_specs:
        N_weights, cur_shape = layer.build_weights_dict(cur_shape)
        parser.add_weights(layer, (N_weights,))

    def predictions(W_vect, inputs):
        """Outputs normalized log-probabilities.
        shape of inputs : [data, color, y, x]"""
        cur_units = inputs
        for layer in layer_specs:
            cur_weights = parser.get(W_vect, layer)
            cur_units = layer.forward_pass(cur_units, cur_weights)
        return cur_units

    def loss(W_vect, X, T):
        log_prior = -L2_reg * np.dot(W_vect, W_vect)
        log_lik = np.sum(predictions(W_vect, X) * T)
        return - log_prior - log_lik

    def frac_err(W_vect, X, T):
        return np.mean(np.argmax(T, axis=1) != np.argmax(pred_fun(W_vect, X), axis=1))

    return parser.N, predictions, loss, frac_err 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def black_box_variational_inference(logprob, D, num_samples):
    """Implements http://arxiv.org/abs/1401.0118, and uses the
    local reparameterization trick from http://arxiv.org/abs/1506.02557"""

    def unpack_params(params):
        # Variational dist is a diagonal Gaussian.
        mean, log_std = params[:D], params[D:]
        return mean, log_std

    def gaussian_entropy(log_std):
        return 0.5 * D * (1.0 + np.log(2*np.pi)) + np.sum(log_std)

    rs = npr.RandomState(0)
    def variational_objective(params, t):
        """Provides a stochastic estimate of the variational lower bound."""
        mean, log_std = unpack_params(params)
        samples = rs.randn(num_samples, D) * np.exp(log_std) + mean
        lower_bound = gaussian_entropy(log_std) + np.mean(logprob(samples, t))
        return -lower_bound

    gradient = grad(variational_objective)

    return variational_objective, gradient, unpack_params 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def fit_gaussian_draw(X, J, seed=28, reg=1e-7, eig_pow=1.0):
    """
    Fit a multivariate normal to the data X (n x d) and draw J points 
    from the fit. 
    - reg: regularizer to use with the covariance matrix
    - eig_pow: raise eigenvalues of the covariance matrix to this power to construct 
        a new covariance matrix before drawing samples. Useful to shrink the spread 
        of the variance.
    """
    with NumpySeedContext(seed=seed):
        d = X.shape[1]
        mean_x = np.mean(X, 0)
        cov_x = np.cov(X.T)
        if d==1:
            cov_x = np.array([[cov_x]])
        [evals, evecs] = np.linalg.eig(cov_x)
        evals = np.maximum(0, np.real(evals))
        assert np.all(np.isfinite(evals))
        evecs = np.real(evecs)
        shrunk_cov = evecs.dot(np.diag(evals**eig_pow)).dot(evecs.T) + reg*np.eye(d)
        V = np.random.multivariate_normal(mean_x, shrunk_cov, J)
    return V 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def _blocked_gibbs_next(self, X, H):
        """
        Sample from the mutual conditional distributions.
        """
        dh = H.shape[1]
        n, dx = X.shape
        B = self.B
        b = self.b

        # Draw H.
        XB2C = np.dot(X, self.B) + 2.0*self.c
        # Ph: n x dh matrix
        Ph = DSGaussBernRBM.sigmoid(XB2C)
        # H: n x dh
        H = (np.random.rand(n, dh) <= Ph)*2 - 1.0
        assert np.all(np.abs(H) - 1 <= 1e-6 )
        # Draw X.
        # mean: n x dx
        mean = old_div(np.dot(H, B.T),2.0) + b
        X = np.random.randn(n, dx) + mean
        return X, H 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def gmm_sample(self, mean=None, w=None, N=10000,n=10,d=2,seed=10):
        np.random.seed(seed)
        self.d = d
        if mean is None:
            mean = np.random.randn(n,d)*10
        if w is None:
            w = np.random.rand(n)
        w = old_div(w,sum(w))
        multi = np.random.multinomial(N,w)
        X = np.zeros((N,d))
        base = 0
        for i in range(n):
            X[base:base+multi[i],:] = np.random.multivariate_normal(mean[i,:], np.eye(self.d), multi[i])
            base += multi[i]
        
        llh = np.zeros(N)
        for i in range(n):
            llh += w[i] * stats.multivariate_normal.pdf(X, mean[i,:], np.eye(self.d))
        #llh = llh/sum(llh)
        return X, llh 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def constraint_c4_cylindrical(f, r):  # cylindrical
    l = anp.mean(f, axis=1)
    l = anp.expand_dims(l, axis=1)
    g = -anp.sum(anp.power(f - l, 2), axis=1) + anp.power(r, 2)
    return g 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def loss_fcn(params, inputs, targets):
    return np.mean(np.square(predict_fcn(params, inputs) - targets))

# Iterator over mini-batches 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def godambe(self, inverse=False):
        """
        Returns Godambe Information.
        If the true params are in the interior of the parameter space,
        the composite MLE will be approximately Gaussian with mean 0,
        and covariance given by the Godambe information.
        """
        fisher_inv = inv_psd(self.fisher, tol=self.psd_rtol)
        ret = check_psd(np.dot(fisher_inv, np.dot(
            self.score_cov, fisher_inv)), tol=self.psd_rtol)
        if not inverse:
            ret = inv_psd(ret, tol=self.psd_rtol)
        return ret 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def sd(self):
        """
        Standard deviation of the statistic, estimated via jackknife
        """
        resids = self.jackknifed_array - self.observed
        return np.sqrt(np.mean(resids**2) * (
            len(self.jackknifed_array) - 1)) 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def bias(self):
        return np.mean(self.jackknifed_array - self.observed) * (
            len(self.jackknifed_array) - 1) 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def _score_cov(self, params):
        params = np.array(params)

        def f_vec(x):
            ret = self._log_lik(x, vector=True)
            # centralize
            return ret - np.mean(ret)

        j = ag.jacobian(f_vec)(params)
        return np.einsum('ij, ik', j, j) 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def __init__(self, full_surface, pieces, rgen):
        try:
            assert pieces > 0 and pieces == int(pieces)
        except (TypeError, AssertionError):
            raise ValueError("pieces should be a positive integer")

        self.pieces = full_surface._get_stochastic_pieces(pieces, rgen)
        self.total_snp_counts = full_surface.sfs._total_freqs
        logger.info("Created {n_batches} minibatches, with an average of {n_snps} SNPs and {n_sfs} unique SFS entries per batch".format(n_batches=len(
            self.pieces), n_snps=full_surface.sfs.n_snps() / float(len(self.pieces)), n_sfs=np.mean([len(piece.sfs.configs) for piece in self.pieces])))

        self.rgen = rgen
        self.full_surface = full_surface 

# 需要導入模塊: from autograd import numpy [as 別名]
# 或者: from autograd.numpy import mean [as 別名]
def check_num_snps(sampled_n_dict, demo, num_loci, mut_rate, ascertainment_pop=None, error_matrices=None):
    if error_matrices is not None or ascertainment_pop is not None:
        # TODO
        raise NotImplementedError

    #seg_sites = momi.simulate_ms(
    #    ms_path, demo, num_loci=num_loci, mut_rate=mut_rate)
    #sfs = seg_sites.sfs

    num_bases = 1000
    sfs = demo.simulate_data(
        sampled_n_dict=sampled_n_dict,
        muts_per_gen=mut_rate/num_bases,
        recoms_per_gen=0,
        length=num_bases,
        num_replicates=num_loci)._sfs

    n_sites = sfs.n_snps(vector=True)

    n_sites_mean = np.mean(n_sites)
    n_sites_sd = np.std(n_sites)

    # TODO this test isn't very useful because expected_branchlen is not used anywhere internally anymore
    n_sites_theoretical = demo.expected_branchlen(sampled_n_dict) * mut_rate
    #n_sites_theoretical = momi.expected_total_branch_len(
    #    demo, ascertainment_pop=ascertainment_pop, error_matrices=error_matrices) * mut_rate

    zscore = -np.abs(n_sites_mean - n_sites_theoretical) / n_sites_sd
    pval = scipy.stats.norm.cdf(zscore) * 2.0

    assert pval >= .05