本文整理匯總了Python中numpy.apply_over_axes方法的典型用法代碼示例。如果您正苦於以下問題:Python numpy.apply_over_axes方法的具體用法?Python numpy.apply_over_axes怎麽用?Python numpy.apply_over_axes使用的例子?那麽, 這裏精選的方法代碼示例或許可以為您提供幫助。您也可以進一步了解該方法所在類numpy
的用法示例。
在下文中一共展示了numpy.apply_over_axes方法的14個代碼示例,這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚,您的評價將有助於係統推薦出更棒的Python代碼示例。
示例1: test_harrelldavis
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def test_harrelldavis(self):
"""Test Harrel-Davis estimation of :math:`q^{th}` quantile.
"""
a = [77, 87, 88, 114, 151, 210, 219, 246, 253, 262, 296, 299,
306, 376, 428, 515, 666, 1310, 2611]
assert harrelldavis(a, quantile=0.5) == 271.72120054908913
harrelldavis(x=x, quantile=np.arange(0.1, 1, 0.1))
assert harrelldavis(a, [0.25, 0.5, 0.75])[1] == 271.72120054908913
# Test multiple axis
p = np.random.normal(0, 1, (10, 100))
def func(a, axes):
return harrelldavis(a, [0.25, 0.75], axes)
np.testing.assert_array_almost_equal(harrelldavis(p, [0.25, 0.75], 0),
np.apply_over_axes(func, p, 0))
np.testing.assert_array_almost_equal(harrelldavis(p, [0.25, 0.75], -1),
np.apply_over_axes(func, p, 1))
示例2: table_margins
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def table_margins(table):
r"""
Computes the marginal sums of a given array.
Parameters
----------
table : array-like
A one or two-dimensional array-like object.
Raises
------
ValueError
The given array must be either a one or two-dimensional array.
Returns
-------
r, c : tuple
A tuple containing the total sums of the table rows and the total sums of the table columns.
Examples
--------
>>> t = table_margins([[10, 10, 20], [20, 20, 10]])
"""
if not isinstance(table, np.ndarray):
table = np.array(table).copy()
if table.ndim > 2:
raise ValueError('table must be a one or two-dimensional array.')
table_dim = table.ndim
c = np.apply_over_axes(np.sum, table, 0)
if table_dim == 2:
r = np.apply_over_axes(np.sum, table, 1)
else:
r = table
return r, c
示例3: mad
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def mad(a, c=Gaussian.ppf(3/4.), axis=0, center=np.median):
# c \approx .6745
"""
The Median Absolute Deviation along given axis of an array
Parameters
----------
a : array-like
Input array.
c : float, optional
The normalization constant. Defined as scipy.stats.norm.ppf(3/4.),
which is approximately .6745.
axis : int, optional
The defaul is 0. Can also be None.
center : callable or float
If a callable is provided, such as the default `np.median` then it
is expected to be called center(a). The axis argument will be applied
via np.apply_over_axes. Otherwise, provide a float.
Returns
-------
mad : float
`mad` = median(abs(`a` - center))/`c`
"""
a = np.asarray(a)
if callable(center):
center = np.apply_over_axes(center, a, axis)
return np.median((np.fabs(a-center))/c, axis=axis)
示例4: mad
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def mad(a):
c = 0.67448975019608171
axis = 0
center = np.median
center = np.apply_over_axes(center, a, axis)
return np.median((np.fabs(a - center)) / c, axis=axis)
示例5: _format_as_impl
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def _format_as_impl(self, is_numeric, batch, space):
assert isinstance(space, SequenceSpace)
if is_numeric:
rval = np.apply_over_axes(
lambda batch, axis: self.space._format_as_impl(
is_numeric=is_numeric,
batch=batch,
space=space.space),
batch, 0)
else:
NotImplementedError("Can't convert SequenceSpace Theano variables")
return rval
示例6: two_way
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def two_way(cells):
"""Two-way chi-square test of independence.
Takes a 3D array as input: N(voxels) x 2 x 2, where the last two
dimensions are the contingency table for each of N voxels.
Parameters
----------
cells : (N, 2, 2) array_like
Concatenated set of contingency tables. There are N contingency tables,
with the last two dimensions being the tables for each input.
Returns
-------
chi_sq : :class:`numpy.ndarray`
Chi-square values.
Notes
-----
Taken from Neurosynth.
"""
# Mute divide-by-zero warning for bad voxels since we account for that
# later
warnings.simplefilter("ignore", RuntimeWarning)
cells = cells.astype('float64') # Make sure we don't overflow
total = np.apply_over_axes(np.sum, cells, [1, 2]).ravel()
chi_sq = np.zeros(cells.shape, dtype='float64')
for i in range(2):
for j in range(2):
exp = np.sum(cells[:, i, :], 1).ravel() * \
np.sum(cells[:, :, j], 1).ravel() / total
bad_vox = np.where(exp == 0)[0]
chi_sq[:, i, j] = (cells[:, i, j] - exp) ** 2 / exp
chi_sq[bad_vox, i, j] = 1.0 # Set p-value for invalid voxels to 1
chi_sq = np.apply_over_axes(np.sum, chi_sq, [1, 2]).ravel()
return chi_sq
示例7: test_apply_over_axes
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def test_apply_over_axes(self, axes):
def function(x, axis):
return np.sum(np.square(x), axis)
out = np.apply_over_axes(function, self.q, axes)
expected = np.apply_over_axes(function, self.q.value, axes)
expected = expected * self.q.unit ** (2 * len(axes))
assert_array_equal(out, expected)
示例8: margins
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def margins(a):
"""Return a list of the marginal sums of the array `a`.
Parameters
----------
a : ndarray
The array for which to compute the marginal sums.
Returns
-------
margsums : list of ndarrays
A list of length `a.ndim`. `margsums[k]` is the result
of summing `a` over all axes except `k`; it has the same
number of dimensions as `a`, but the length of each axis
except axis `k` will be 1.
Examples
--------
>>> a = np.arange(12).reshape(2, 6)
>>> a
array([[ 0, 1, 2, 3, 4, 5],
[ 6, 7, 8, 9, 10, 11]])
>>> m0, m1 = margins(a)
>>> m0
array([[15],
[51]])
>>> m1
array([[ 6, 8, 10, 12, 14, 16]])
>>> b = np.arange(24).reshape(2,3,4)
>>> m0, m1, m2 = margins(b)
>>> m0
array([[[ 66]],
[[210]]])
>>> m1
array([[[ 60],
[ 92],
[124]]])
>>> m2
array([[[60, 66, 72, 78]]])
"""
margsums = []
ranged = list(range(a.ndim))
for k in ranged:
marg = np.apply_over_axes(np.sum, a, [j for j in ranged if j != k])
margsums.append(marg)
return margsums
示例9: expected_freq
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def expected_freq(observed):
"""
Compute the expected frequencies from a contingency table.
Given an n-dimensional contingency table of observed frequencies,
compute the expected frequencies for the table based on the marginal
sums under the assumption that the groups associated with each
dimension are independent.
Parameters
----------
observed : array_like
The table of observed frequencies. (While this function can handle
a 1-D array, that case is trivial. Generally `observed` is at
least 2-D.)
Returns
-------
expected : ndarray of float64
The expected frequencies, based on the marginal sums of the table.
Same shape as `observed`.
Examples
--------
>>> observed = np.array([[10, 10, 20],[20, 20, 20]])
>>> from scipy.stats import expected_freq
>>> expected_freq(observed)
array([[ 12., 12., 16.],
[ 18., 18., 24.]])
"""
# Typically `observed` is an integer array. If `observed` has a large
# number of dimensions or holds large values, some of the following
# computations may overflow, so we first switch to floating point.
observed = np.asarray(observed, dtype=np.float64)
# Create a list of the marginal sums.
margsums = margins(observed)
# Create the array of expected frequencies. The shapes of the
# marginal sums returned by apply_over_axes() are just what we
# need for broadcasting in the following product.
d = observed.ndim
expected = reduce(np.multiply, margsums) / observed.sum() ** (d - 1)
return expected
示例10: expected_freq
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def expected_freq(observed):
"""
Compute the expected frequencies from a contingency table.
Given an n-dimensional contingency table of observed frequencies,
compute the expected frequencies for the table based on the marginal
sums under the assumption that the groups associated with each
dimension are independent.
Parameters
----------
observed : array_like
The table of observed frequencies. (While this function can handle
a 1-D array, that case is trivial. Generally `observed` is at
least 2-D.)
Returns
-------
expected : ndarray of float64
The expected frequencies, based on the marginal sums of the table.
Same shape as `observed`.
Examples
--------
>>> observed = np.array([[10, 10, 20],[20, 20, 20]])
>>> expected_freq(observed)
array([[ 12., 12., 16.],
[ 18., 18., 24.]])
"""
# Typically `observed` is an integer array. If `observed` has a large
# number of dimensions or holds large values, some of the following
# computations may overflow, so we first switch to floating point.
observed = np.asarray(observed, dtype=np.float64)
# Create a list of the marginal sums.
margsums = margins(observed)
# Create the array of expected frequencies. The shapes of the
# marginal sums returned by apply_over_axes() are just what we
# need for broadcasting in the following product.
d = observed.ndim
expected = reduce(np.multiply, margsums) / observed.sum() ** (d - 1)
return expected
示例11: getHyperParameterDistribution
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def getHyperParameterDistribution(self, name, plot=False, **kwargs):
"""
Computes marginal hyper-parameter distribution of a single hyper-parameter in a HyperStudy fit.
Args:
name(str): Name of the hyper-parameter to display
(first model hyper-parameter)
plot(bool): If True, a bar chart of the distribution is created
**kwargs: All further keyword-arguments are passed to the bar-plot (see matplotlib documentation)
Returns:
ndarray, ndarray: The first array contains the hyper-parameter values, the second one the
corresponding probability values
"""
# check if only a standard fit has been carried out
if len(self.hyperGridValues) < 2:
raise PostProcessingError('At least two combinations of hyper-parameter values need to be fitted to '
'evaluate a hyper-parameter distribution. Check transition model.')
paramIndex = self._getHyperParameterIndex(self.transitionModel, name)
axesToMarginalize = list(range(len(self.flatHyperParameterNames)))
axesToMarginalize.remove(paramIndex)
# reshape hyper-parameter distribution for easy marginalizing
hyperGridSteps = []
for x in self.flatHyperParameters:
if isinstance(x, Iterable):
hyperGridSteps.append(len(x))
else:
hyperGridSteps.append(1)
distribution = self.hyperParameterDistribution.reshape(hyperGridSteps, order='C')
marginalDistribution = np.squeeze(np.apply_over_axes(np.sum, distribution, axesToMarginalize))
marginalDistribution *= np.prod(self.hyperGridConstant) # convert to probability (from density)
x = self.flatHyperParameters[paramIndex]
if plot:
# check if categorical
if np.any(np.abs(np.diff(np.diff(x))) > 10 ** -10):
plt.bar(np.arange(len(x)), marginalDistribution, align='center', width=1., **kwargs)
plt.xticks(np.arange(len(x)), x)
plt.ylabel('probability')
# regular spacing
else:
plt.bar(x, marginalDistribution, align='center', width=self.hyperGridConstant[paramIndex], **kwargs)
plt.ylabel('probability')
plt.xlabel(self.flatHyperParameterNames[paramIndex])
return x, marginalDistribution
示例12: getCurrentParameterDistribution
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def getCurrentParameterDistribution(self, name, plot=False, density=True, **kwargs):
"""
Compute the current marginal parameter distribution.
Args:
name(str): Name of the parameter to display
plot(bool): If True, a plot of the distribution is created
density(bool): If true, probability density is plotted; if false, probability values.
**kwargs: All further keyword-arguments are passed to the plot (see matplotlib documentation)
Returns:
ndarray, ndarray: The first array contains the parameter values, the second one the corresponding
probability values
"""
# get parameter index
paramIndex = -1
for i, n in enumerate(self.observationModel.parameterNames):
if n == name:
paramIndex = i
# check if match was found
if paramIndex == -1:
raise PostProcessingError('Wrong parameter name. Available options: {0}'
.format(self.observationModel.parameterNames))
axesToMarginalize = list(range(len(self.observationModel.parameterNames)))
try:
axesToMarginalize.remove(paramIndex)
except ValueError:
raise PostProcessingError('Wrong parameter index. Available indices: {}'.format(axesToMarginalize))
x = self.marginalGrid[paramIndex]
dx = self.latticeConstant[paramIndex]
marginalDistribution = np.squeeze(
np.apply_over_axes(np.sum, self.marginalizedPosterior, axesToMarginalize)).copy()
if density:
marginalDistribution /= dx
if plot:
plt.fill_between(x, 0, marginalDistribution, **kwargs)
plt.xlabel(self.observationModel.parameterNames[paramIndex])
if density:
plt.ylabel('probability density')
else:
plt.ylabel('probability')
return x, marginalDistribution
示例13: getCurrentHyperParameterDistribution
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def getCurrentHyperParameterDistribution(self, name, plot=False, **kwargs):
"""
Computes marginal hyper-parameter distribution of a single hyper-parameter at the current time step in an
OnlineStudy fit.
Args:
name(str): hyper-parameter name
plot(bool): If True, a bar chart of the distribution is created
**kwargs: All further keyword-arguments are passed to the bar-plot (see matplotlib documentation)
Returns:
ndarray, ndarray: The first array contains the hyper-parameter values, the second one the
corresponding probability values
"""
# determine indices of transition model and hyper-parameter
hpIndex = -1
for i, tm in enumerate(self.transitionModels):
try:
hpIndex = self._getHyperParameterIndex(tm, name)
tmIndex = i
except PostProcessingError:
pass
if hpIndex == -1:
raise PostProcessingError('No hyper-parameter "{}" found. Check hyper-parameter names.'.format(name))
hyperParameterDistribution = self.hyperParameterDistribution[tmIndex]
axesToMarginalize = list(range(len(self.hyperParameterNames[tmIndex])))
axesToMarginalize.remove(hpIndex)
# reshape hyper-parameter grid for easy marginalization
hyperGridSteps = [len(x) for x in self.allFlatHyperParameterValues[tmIndex]]
distribution = hyperParameterDistribution.reshape(hyperGridSteps, order='C')
marginalDistribution = np.squeeze(np.apply_over_axes(np.sum, distribution, axesToMarginalize))
marginalDistribution *= np.prod(self.hyperGridConstants[tmIndex])
x = self.allFlatHyperParameterValues[tmIndex][hpIndex]
if plot:
# check if categorical
if np.any(np.abs(np.diff(np.diff(x))) > 10 ** -10):
plt.bar(np.arange(len(x)), marginalDistribution, align='center', width=1., **kwargs)
plt.xticks(np.arange(len(x)), x)
plt.ylabel('probability')
# regular spacing
else:
plt.bar(x, marginalDistribution, align='center',
width=self.hyperGridConstants[tmIndex][hpIndex],
**kwargs)
plt.ylabel('probability')
plt.xlabel(self.hyperParameterNames[tmIndex][hpIndex])
return x, marginalDistribution
示例14: downsample_rect
# 需要導入模塊: import numpy [as 別名]
# 或者: from numpy import apply_over_axes [as 別名]
def downsample_rect(img,
start_row,
start_col,
end_row,
end_col,
width,
output,
start_idx):
"""
.. todo::
WRITEME
Parameters
----------
img : WRITEME
numpy matrix in topological order
(batch size, rows, cols, channels)
start_row : WRITEME
row index of top-left corner of rectangle to average pool
start_col : WRITEME
col index of top-left corner of rectangle to average pool
end_row : WRITEME
row index of bottom-right corner of rectangle to average pool
end_col : WRITEME
col index of bottom-right corner of rectangle to average pool
width : WRITEME
take the mean over rectangular block of this width
output : WRITEME
dense design matrix, of shape (batch size, rows*cols*channels)
start_idx : WRITEME
column index where to start writing the output
"""
idx = start_idx
for i in xrange(start_row, end_row - width + 1, width):
for j in xrange(start_col, end_col - width + 1, width):
block = img[:, i:i + width, j:j + width]
output[:, idx] = numpy.apply_over_axes(
numpy.mean, block, axes=[1, 2])[:, 0, 0]
idx += 1
return idx