Python numpy.RandomState方法代碼示例

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def randomstate_constructor(value, name=None, strict=False,
                            allow_downcast=None, borrow=False):
    """
    SharedVariable Constructor for RandomState.

    """
    if not isinstance(value, numpy.random.RandomState):
        raise TypeError
    if not borrow:
        value = copy.deepcopy(value)
    return RandomStateSharedVariable(
        type=raw_random.random_state_type,
        value=value,
        name=name,
        strict=strict,
        allow_downcast=allow_downcast) 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def seed(self, seed=None):
        """
        Re-initialize each random stream.

        Parameters
        ----------
        seed : None or integer in range 0 to 2**30
            Each random stream will be assigned a unique state that depends
            deterministically on this value.

        Returns
        -------
        None

        """
        if seed is None:
            seed = self.default_instance_seed

        seedgen = numpy.random.RandomState(seed)
        for old_r, new_r in self.state_updates:
            old_r_seed = seedgen.randint(2 ** 30)
            old_r.set_value(numpy.random.RandomState(int(old_r_seed)),
                            borrow=True) 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def __getitem__(self, item):
        """
        Retrieve the numpy RandomState instance associated with a particular
        stream.

        Parameters
        ----------
        item
            A variable of type RandomStateType, associated
            with this RandomStream.

        Returns
        -------
        numpy RandomState (or None, before initialize)

        Notes
        -----
        This is kept for compatibility with `tensor.randomstreams.RandomStreams`.
        The simpler syntax ``item.rng.get_value()`` is also valid.

        """
        return item.get_value(borrow=True) 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def __setitem__(self, item, val):
        """
        Set the numpy RandomState instance associated with a particular stream.

        Parameters
        ----------
        item
            A variable of type RandomStateType, associated with this
            RandomStream.

        val : numpy RandomState
            The new value.

        Returns
        -------
        None

        Notes
        -----
        This is kept for compatibility with `tensor.randomstreams.RandomStreams`.
        The simpler syntax ``item.rng.set_value(val)`` is also valid.

        """
        item.set_value(val, borrow=True) 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def np_zero_pad_slice(slice, window_size, random_state):
    """ Pads slice to the specified window size.

  Series that are shorter than window_size are repeated into unfilled space.

  Args:
    slice: np.array.
    window_size: int
        Size the array must be padded to.
    random_state: np.RandomState

  Returns:
    a numpy array of length window_size in the first dimension.

    TODO: this function has an inaccurate name, really this is doing
    pad_repeat_slice with a random offset for data augmentation. 
    Rename or remove at next cleanup since it doesn't appear to be
    used..
  """

    slice_length = len(slice)
    delta = window_size - slice_length
    assert delta >= 0
    offset = random_state.randint(0, delta + 1)
    return np.concatenate([slice] * reps, axis=0)[offset:offset+window_size] 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def _check_random_state(seed):
    """Turn seed into a np.random.RandomState instance. Note: credit for this code goes entirely to sklearn.utils.check_random_state. Using the source here simply avoids an unecessary dependency.

    Args:
        seed (None, int, np.RandomState): iff seed is None, return the RandomState singleton used by np.random. If seed is an int, return a new RandomState instance seeded with seed. If seed is already a RandomState instance, return it. Otherwise raise ValueError.
    """

    import numbers

    if seed is None or seed is np.random:
        return np.random.mtrand._rand
    if isinstance(seed, (numbers.Integral, np.integer)):
        return np.random.RandomState(seed)
    if isinstance(seed, np.random.RandomState):
        return seed
    raise ValueError(
        "%r cannot be used to seed a numpy.random.RandomState" " instance" % seed
    ) 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def __init__(self, seed=None):
        super(RandomStreams, self).__init__()
        # A list of pairs of the form (input_r, output_r).  This will be
        # over-ridden by the module instance to contain stream generators.
        self.state_updates = []
        # Instance variable should take None or integer value. Used to seed the
        # random number generator that provides seeds for member streams.
        self.default_instance_seed = seed
        # numpy.RandomState instance that gen() uses to seed new streams.
        self.gen_seedgen = numpy.random.RandomState(seed) 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def gamma_soft_dtw(dataset, n_samples=100, random_state=None):
    r"""Compute gamma value to be used for GAK/Soft-DTW.

    This method was originally presented in [1]_.

    Parameters
    ----------
    dataset
        A dataset of time series
    n_samples : int (default: 100)
        Number of samples on which median distance should be estimated
    random_state : integer or numpy.RandomState or None (default: None)
        The generator used to draw the samples. If an integer is given, it
        fixes the seed. Defaults to the global numpy random number generator.

    Returns
    -------
    float
        Suggested :math:`\gamma` parameter for the Soft-DTW

    Examples
    --------
    >>> dataset = [[1, 2, 2, 3], [1., 2., 3., 4.]]
    >>> gamma_soft_dtw(dataset=dataset,
    ...                n_samples=200,
    ...                random_state=0)  # doctest: +ELLIPSIS
    8.0...

    See Also
    --------
    sigma_gak : Compute sigma parameter for Global Alignment kernel

    References
    ----------
    .. [1] M. Cuturi, "Fast global alignment kernels," ICML 2011.
    """
    return 2. * sigma_gak(dataset=dataset,
                          n_samples=n_samples,
                          random_state=random_state) ** 2 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def ensure_rng(random_state=None):
    """
    Creates a random number generator based on an optional seed.  This can be
    an integer or another random state for a seeded rng, or None for an
    unseeded rng.
    """
    if random_state is None:
        random_state = np.random.RandomState()
    elif isinstance(random_state, int):
        random_state = np.random.RandomState(random_state)
    else:
        assert isinstance(random_state, np.random.RandomState)
    return random_state 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def np_pad_repeat_slice_2(slice, window_size, random_state):
    """ Pads slice to the specified window size then rolls them.

  Series that are shorter than window_size are repeated into unfilled space,
  then the series is randomly rolled along the time axis to generate more 
  training diversity. This has the side effect of adding a non-physical 
  seam in the data, but in practice seems to work better than not rolling.

  Similar to `np_pad_repeat_slice` except for rolling the sequence along the
  time axis.

  Args:
    slice: a numpy array.
    window_size: the size the array must be padded to.
    random_state: a numpy RandomState object.

  Returns:
    a numpy array of length window_size in the first dimension.
  """

    slice_length = len(slice)
    delta = window_size - slice_length
    assert delta >= 0
    slice = slice.copy()
    GAP_LOGDT = 100
    slice[0, 1] = GAP_LOGDT
    reps = int(np.ceil(window_size / float(slice_length)))
    repeated = np.concatenate([slice] * reps, axis=0)
    offset = random_state.randint(0, window_size)
    return np.roll(repeated, offset, axis=0)[:window_size] 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def _permute_sign(data, seed, return_stat="mean"):
    """Given a list/array of data, randomly sign flip the values and compute a new mean. For use in one-sample permutation test. Returns a 'mean' or 't-stat'."""

    random_state = np.random.RandomState(seed)
    new_dat = data * random_state.choice([1, -1], len(data))
    if return_stat == "ceof":
        return np.mean(new_dat)
    elif return_stat == "t-stat":
        return np.mean(new_dat) / (np.std(new_dat, ddof=1) / np.sqrt(len(new_dat))) 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def _threshold_from_tpr(roc, tpr_target, rng):
  """Returns a `RandomizedThreshold` that achieves `tpr_target`.

  For an arbitrary value of tpr_target in [0, 1], there may not be a single
  threshold that achieves that tpr_value on our data. In this case, we
  interpolate between the two closest achievable points on the discrete ROC
  curve.

  See e.g., Theorem 1 of Scott et al (1998)
  "Maximum realisable performance: a principled method for enhancing
  performance by using multiple classifiers in variable cost problem domains"
  http://mi.eng.cam.ac.uk/reports/svr-ftp/auto-pdf/Scott_tr320.pdf

  Args:
    roc: A tuple (fpr, tpr, thresholds) as returned by sklearn's roc_curve
      function.
    tpr_target: A float between [0, 1], the target value of TPR that we would
      like to achieve.
    rng: A `np.RandomState` object that will be used in the returned
      RandomizedThreshold.
  Return: A RandomizedThreshold that achieves the target TPR value.
  """
  # First filter out points that are not on the convex hull.
  _, tpr_list, thresh_list = convex_hull_roc(roc)

  idx = bisect.bisect_left(tpr_list, tpr_target)

  # TPR target is larger than any of the TPR values in the list. In this case,
  # take the highest threshold possible.
  if idx == len(tpr_list):
    return RandomizedThreshold(
        weights=[1], values=[thresh_list[-1]], rng=rng, tpr_target=tpr_target)

  # TPR target is exactly achievable by an existing threshold. In this case,
  # do not randomize between two different thresholds. Use a single threshold
  # with probability 1.
  if tpr_list[idx] == tpr_target:
    return RandomizedThreshold(
        weights=[1], values=[thresh_list[idx]], rng=rng, tpr_target=tpr_target)

  # Interpolate between adjacent thresholds. Since we are only considering
  # points on the convex hull of the roc curve, we only need to consider
  # interpolating between pairs of adjacent points.
  alpha = _interpolate(x=tpr_target, low=tpr_list[idx - 1], high=tpr_list[idx])
  return RandomizedThreshold(
      weights=[alpha, 1 - alpha],
      values=[thresh_list[idx - 1], thresh_list[idx]],
      rng=rng,
      tpr_target=tpr_target) 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def sigma_gak(dataset, n_samples=100, random_state=None):
    r"""Compute sigma value to be used for GAK.

    This method was originally presented in [1]_.

    Parameters
    ----------
    dataset
        A dataset of time series
    n_samples : int (default: 100)
        Number of samples on which median distance should be estimated
    random_state : integer or numpy.RandomState or None (default: None)
        The generator used to draw the samples. If an integer is given, it
        fixes the seed. Defaults to the global numpy random number generator.

    Returns
    -------
    float
        Suggested bandwidth (:math:`\sigma`) for the Global Alignment kernel

    Examples
    --------
    >>> dataset = [[1, 2, 2, 3], [1., 2., 3., 4.]]
    >>> sigma_gak(dataset=dataset,
    ...           n_samples=200,
    ...           random_state=0)  # doctest: +ELLIPSIS
    2.0...

    See Also
    --------
    gak : Compute Global Alignment kernel
    cdist_gak : Compute cross-similarity matrix using Global Alignment kernel

    References
    ----------
    .. [1] M. Cuturi, "Fast global alignment kernels," ICML 2011.
    """
    random_state = check_random_state(random_state)
    dataset = to_time_series_dataset(dataset)
    n_ts, sz, d = dataset.shape
    if not check_equal_size(dataset):
        sz = numpy.min([ts_size(ts) for ts in dataset])
    if n_ts * sz < n_samples:
        replace = True
    else:
        replace = False
    sample_indices = random_state.choice(n_ts * sz,
                                         size=n_samples,
                                         replace=replace)
    dists = pdist(dataset[:, :sz, :].reshape((-1, d))[sample_indices],
                  metric="euclidean")
    return numpy.median(dists) * numpy.sqrt(sz) 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def random_walks(n_ts=100, sz=256, d=1, mu=0., std=1., random_state=None):
    """Random walk time series generator.

    Generate n_ts time series of size sz and dimensionality d.
    Generated time series follow the model:

    .. math::

        ts[t] = ts[t - 1] + a

    where :math:`a` is drawn from a normal distribution of mean mu and standard
    deviation std.

    Parameters
    ----------
    n_ts : int (default: 100)
        Number of time series.
    sz : int (default: 256)
        Length of time series (number of time instants).
    d : int (default: 1)
        Dimensionality of time series.
    mu : float (default: 0.)
        Mean of the normal distribution from which random walk steps are drawn.
    std : float (default: 1.)
        Standard deviation of the normal distribution from which random walk
        steps are drawn.
    random_state : integer or numpy.RandomState or None (default: None)
        Generator used to draw the time series. If an integer is given, it
        fixes the seed. Defaults to the global
        numpy random number generator.

    Returns
    -------
    numpy.ndarray
        A dataset of random walk time series

    Examples
    --------
    >>> random_walks(n_ts=100, sz=256, d=5, mu=0., std=1.).shape
    (100, 256, 5)
    """
    rs = check_random_state(random_state)
    ts = numpy.empty((n_ts, sz, d))
    rnd = rs.randn(n_ts, sz, d) * std + mu
    ts[:, 0, :] = rnd[:, 0, :]
    for t in range(1, sz):
        ts[:, t, :] = ts[:, t - 1, :] + rnd[:, t, :]
    return ts 

# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import RandomState [as 別名]
def random_walk_blobs(n_ts_per_blob=100, sz=256, d=1, n_blobs=2,
                      noise_level=1., random_state=None):
    """Blob-based random walk time series generator.

    Generate n_ts_per_blobs * n_blobs time series of size sz and
    dimensionality d.
    Generated time series follow the model:

    .. math::

        ts[t] = ts[t - 1] + a

    where :math:`a` is drawn from a normal distribution of mean mu and
    standard deviation std.

    Each blob contains time series derived from a same seed time series with
    added white noise.

    Parameters
    ----------
    n_ts_per_blob : int (default: 100)
        Number of time series in each blob
    sz : int (default: 256)
        Length of time series (number of time instants)
    d : int (default: 1)
        Dimensionality of time series
    n_blobs : int (default: 2)
        Number of blobs
    noise_level : float (default: 1.)
        Standard deviation of white noise added to time series in each blob
    random_state : integer or numpy.RandomState or None (default: None)
        Generator used to draw the time series. If an integer is given, it
        fixes the seed. Defaults to the global
        numpy random number generator.

    Returns
    -------
    numpy.ndarray
        A dataset of random walk time series
    numpy.ndarray
        Labels associated to random walk time series (blob id)

    Examples
    --------
    >>> X, y = random_walk_blobs(n_ts_per_blob=100, sz=256, d=5, n_blobs=3)
    >>> X.shape
    (300, 256, 5)
    >>> y.shape
    (300,)
    """
    rs = check_random_state(random_state)
    base_ts = random_walks(n_ts=n_blobs, sz=sz, d=d, std=1.0, random_state=rs)
    rnd = rs.randn(n_ts_per_blob * n_blobs, sz, d) * noise_level
    ts = numpy.repeat(base_ts, repeats=n_ts_per_blob, axis=0)
    y = numpy.repeat(range(n_blobs), repeats=n_ts_per_blob)
    return ts + rnd, y