Python random.multivariate_normal方法代碼示例

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def resample(self, size=None):
        """
        Randomly sample a dataset from the estimated pdf.

        Parameters
        ----------
        size : int, optional
            The number of samples to draw.  If not provided, then the size is
            the same as the underlying dataset.

        Returns
        -------
        resample : (self.d, `size`) ndarray
            The sampled dataset.

        """
        if size is None:
            size = self.n

        norm = transpose(multivariate_normal(zeros((self.d,), float),
                         self.covariance, size=size))
        indices = randint(0, self.n, size=size)
        means = self.dataset[:, indices]

        return means + norm 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def prepare_dataset(variance):
    n1 = 10
    n2 = 10
    mu1 = [7,7]
    mu2 = [-3,-3]
    cov1 = np.array([[variance,0],[0,variance]])
    cov2 = np.array([[variance,0],[0,variance]])

    df1 = DataFrame(multivariate_normal(mu1,cov1,n1),columns=['x','y'])
    df1['type'] = 1
    df2 = DataFrame(multivariate_normal(mu2,cov2,n2),columns=['x','y'])
    df2['type'] = 0
    df = pd.concat([df1,df2],ignore_index=True)
    df = df.reindex(np.random.permutation(df.index)).reset_index(drop=True)
    return df

# ロジスティック回帰 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def prepare_dataset(variance):
    n1 = 80
    n2 = 200
    mu1 = [9,9]
    mu2 = [-3,-3]
    cov1 = np.array([[variance,0],[0,variance]])
    cov2 = np.array([[variance,0],[0,variance]])

    df1 = DataFrame(multivariate_normal(mu1,cov1,n1),columns=['x','y'])
    df1['type'] = 1
    df2 = DataFrame(multivariate_normal(mu2,cov2,n2),columns=['x','y'])
    df2['type'] = 0
    df = pd.concat([df1,df2],ignore_index=True)
    df = df.reindex(np.random.permutation(df.index)).reset_index()
    return df[['x','y','type']]

# ロジスティック回帰を実施 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def predict(self):
        """ Predict next position. """

        N = self.N
        for i, s in enumerate(self.sigmas):
            self.sigmas[i] = self.fx(s, self.dt)

        e = multivariate_normal(self._mean, self.Q, N)
        self.sigmas += e

        self.x = np.mean(self.sigmas, axis=0)
        self.P = outer_product_sum(self.sigmas - self.x) / (N - 1)

        # save prior
        self.x_prior = np.copy(self.x)
        self.P_prior = np.copy(self.P) 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def pw_normal(n_samples=200, n_bkps=3):
    """Return a 2D piecewise Gaussian signal and the associated changepoints.

    Args:
        n_samples (int, optional): signal length
        n_bkps (int, optional): number of change points

    Returns:
        tuple: signal of shape (n_samples, 2), list of breakpoints

    """
    # breakpoints
    bkps = draw_bkps(n_samples, n_bkps)
    # we create the signal
    signal = np.zeros((n_samples, 2), dtype=float)
    cov1 = np.array([[1, 0.9], [0.9, 1]])
    cov2 = np.array([[1, -0.9], [-0.9, 1]])
    for sub, cov in zip(np.split(signal, bkps), cycle((cov1, cov2))):
        n_sub, _ = sub.shape
        sub += rd.multivariate_normal([0, 0], cov, size=n_sub)

    return signal, bkps 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def make_gaussians(cluster_n, img_size):
    points = []
    ref_distrs = []
    for i in xrange(cluster_n):
        mean = (0.1 + 0.8*random.rand(2)) * img_size
        a = (random.rand(2, 2)-0.5)*img_size*0.1
        cov = np.dot(a.T, a) + img_size*0.05*np.eye(2)
        n = 100 + random.randint(900)
        pts = random.multivariate_normal(mean, cov, n)
        points.append( pts )
        ref_distrs.append( (mean, cov) )
    points = np.float32( np.vstack(points) )
    return points, ref_distrs 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def prepare_dataset(variance):
    cov1 = np.array([[variance,0],[0,variance]])
    cov2 = np.array([[variance,0],[0,variance]])

    df1 = DataFrame(multivariate_normal(Mu1,cov1,N1),columns=['x','y'])
    df1['type'] = 1
    df2 = DataFrame(multivariate_normal(Mu2,cov2,N2),columns=['x','y'])
    df2['type'] = -1 
    df = pd.concat([df1,df2],ignore_index=True)
    df = df.reindex(np.random.permutation(df.index)).reset_index(drop=True)
    return df

# Perceptronのアルゴリズム（確率的勾配降下法）を実行 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def do_plot_test():
    import matplotlib.pyplot as plt
    from numpy.random import multivariate_normal as mnormal
    from filterpy.stats import covariance_ellipse, plot_covariance

    p = np.array([[32, 15], [15., 40.]])

    x, y = mnormal(mean=(0, 0), cov=p, size=5000).T
    sd = 2
    a, w, h = covariance_ellipse(p, sd)
    print(np.degrees(a), w, h)

    count = 0
    color = []
    for i in range(len(x)):
        if _is_inside_ellipse(x[i], y[i], 0, 0, a, w, h):
            color.append('b')
            count += 1
        else:
            color.append('r')
    plt.scatter(x, y, alpha=0.2, c=color)
    plt.axis('equal')

    plot_covariance(mean=(0., 0.),
                    cov=p,
                    std=[1,2,3],
                    alpha=0.3,
                    facecolor='none')

    print(count / len(x)) 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def initialize(self, x, P):
        """
        Initializes the filter with the specified mean and
        covariance. Only need to call this if you are using the filter
        to filter more than one set of data; this is called by __init__

        Parameters
        ----------

        x : np.array(dim_z)
            state mean

        P : np.array((dim_x, dim_x))
            covariance of the state
        """

        if x.ndim != 1:
            raise ValueError('x must be a 1D array')

        self.sigmas = multivariate_normal(mean=x, cov=P, size=self.N)
        self.x = x
        self.P = P

        # these will always be a copy of x,P after predict() is called
        self.x_prior = self.x.copy()
        self.P_prior = self.P.copy()

        # these will always be a copy of x,P after update() is called
        self.x_post = self.x.copy()
        self.P_post = self.P.copy() 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def test_mvnormal(self):
        """Compare the results to the figure 2 in the paper."""
        from numpy.random import normal, multivariate_normal

        n = 30000
        p = normal(0, 1, size=(n, 2))
        np.random.seed(1)
        q = multivariate_normal([.5, -.5], [[.5, .1], [.1, .3]], size=n)

        aaeq(dd.kldiv(p, q), 1.39, 1)
        aaeq(dd.kldiv(q, p), 0.62, 1) 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def update(self, z, R=None):
        """
        Add a new measurement (z) to the kalman filter. If z is None, nothing
        is changed.

        Parameters
        ----------

        z : np.array
            measurement for this update.

        R : np.array, scalar, or None
            Optionally provide R to override the measurement noise for this
            one call, otherwise self.R will be used.
        """

        if z is None:
            self.z = array([[None]*self.dim_z]).T
            self.x_post = self.x.copy()
            self.P_post = self.P.copy()
            return

        if R is None:
            R = self.R
        if np.isscalar(R):
            R = eye(self.dim_z) * R

        N = self.N
        dim_z = len(z)
        sigmas_h = zeros((N, dim_z))

        # transform sigma points into measurement space
        for i in range(N):
            sigmas_h[i] = self.hx(self.sigmas[i])

        z_mean = np.mean(sigmas_h, axis=0)

        P_zz = (outer_product_sum(sigmas_h - z_mean) / (N-1)) + R
        P_xz = outer_product_sum(
            self.sigmas - self.x, sigmas_h - z_mean) / (N - 1)

        self.S = P_zz
        self.SI = self.inv(self.S)
        self.K = dot(P_xz, self.SI)

        e_r = multivariate_normal(self._mean_z, R, N)
        for i in range(N):
            self.sigmas[i] += dot(self.K, z + e_r[i] - sigmas_h[i])

        self.x = np.mean(self.sigmas, axis=0)
        self.P = self.P - dot(dot(self.K, self.S), self.K.T)

        # save measurement and posterior state
        self.z = deepcopy(z)
        self.x_post = self.x.copy()
        self.P_post = self.P.copy() 

# 需要導入模塊: from numpy import random [as 別名]
# 或者: from numpy.random import multivariate_normal [as 別名]
def _new_recombination2(self, X, trials=100):
		print(" * Trying to reboot...")
		from numpy import average, identity, cov, logspace
		from numpy.random import multivariate_normal
		from matplotlib.pyplot import scatter, show, xlim, ylim, subplots, legend
		#fig, ax = subplots(1,1, figsize=(5,5))
		best_solutions = self._get_best_solutions(int(self.numberofparticles/3))
		all_sols = []
		for sol in best_solutions:
			all_sols.append(sol.X)
		all_sols = array(all_sols).T
		#print (all_sols)
		com = [average( x, weights=logspace(0,-2,self.numberofparticles/3) ) for x in all_sols]
		cova = cov(all_sols)
		res = multivariate_normal(com, cova, trials)
		
		if False:
			scatter(all_sols[0], all_sols[1], label="all selected solutions")
			scatter(com[0], com[1], label="weighted average")
			scatter(res.T[0], res.T[1], alpha=0.5, s=10, label="new samples")
			scatter(all_sols[0][0], all_sols[1][0], label="best individual")
			xlim(-100,100)
			ylim(-100,100)
			legend()
			show() ; 		exit()

		
		for r in res:
			for d in range(len(r)):
				if r[d]>self.Boundaries[d][1]:
					r[d] = self.Boundaries[d][1]
				elif r[d]<self.Boundaries[d][0]:
					r[d] = self.Boundaries[d][0]

		allnewfit = [self.FITNESS(r) for r in res]
		best = argmin(allnewfit)

		self._overall_fitness_evaluations += trials

		if allnewfit[best]<X.CalculatedBestFitness:
			return list(res[best]), allnewfit[best]
		else:
			return X.X, X.CalculatedFitness