Python linear_model.ElasticNetCV方法代碼示例

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def predict(train):
    binary = (train > 0)
    reg = ElasticNetCV(fit_intercept=True, alphas=[
                       0.0125, 0.025, 0.05, .125, .25, .5, 1., 2., 4.])
    norm = NormalizePositive()
    train = norm.fit_transform(train)

    filled = train.copy()
    # iterate over all users
    for u in range(train.shape[0]):
        # remove the current user for training
        curtrain = np.delete(train, u, axis=0)
        bu = binary[u]
        if np.sum(bu) > 5:
            reg.fit(curtrain[:,bu].T, train[u, bu])

            # Fill the values that were not there already
            filled[u, ~bu] = reg.predict(curtrain[:,~bu].T)
    return norm.inverse_transform(filled) 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def fit_ensemble(x,y):
    fit_type = jhkaggle.jhkaggle_config['FIT_TYPE']
    if 1:
        if fit_type == jhkaggle.const.FIT_TYPE_BINARY_CLASSIFICATION:
            blend = SGDClassifier(loss="log", penalty="elasticnet")  # LogisticRegression()
        else:
            # blend = SGDRegressor()
            #blend = LinearRegression()
            #blend = RandomForestRegressor(n_estimators=10, n_jobs=-1, max_depth=5, criterion='mae')
            blend = LassoLarsCV(normalize=True)
            #blend = ElasticNetCV(normalize=True)
            #blend = LinearRegression(normalize=True)
        blend.fit(x, y)
    else:
        blend = LogisticRegression()
        blend.fit(x, y)


    return blend 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def test_model_elastic_net_cv_regressor(self):
        model, X = fit_regression_model(linear_model.ElasticNetCV())
        model_onnx = convert_sklearn(
            model,
            "scikit-learn elastic-net regression",
            [("input", FloatTensorType([None, X.shape[1]]))],
        )
        self.assertIsNotNone(model_onnx)
        dump_data_and_model(
            X,
            model,
            model_onnx,
            basename="SklearnElasticNetCV-Dec4",
            allow_failure="StrictVersion("
            "onnxruntime.__version__)"
            "<= StrictVersion('0.2.1')",
        ) 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def get_new_clf(solver, folds=3, alphas=100):
    kf=KFold(n_splits=folds,shuffle=False)
    if "linear" == solver:
        clf = linear_model.LinearRegression(fit_intercept=False)
    if "ridge" == solver:
        alphas =  np.arange(1/alphas, 10+ 1/alphas, 10/alphas)
        clf = linear_model.RidgeCV(alphas=alphas, fit_intercept=False, cv=kf)
    elif "lasso" == solver:
        clf=linear_model.LassoCV(n_alphas=alphas, fit_intercept=False, cv=kf)
    elif "elastic" == solver:
        clf = linear_model.ElasticNetCV(n_alphas=alphas, fit_intercept=False, cv=kf)
    return clf 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def _elast(self, tol=1e-4):
        """Function to do elastic net regression."""
        regr = ElasticNetCV(fit_intercept=True, normalize=True,
                            max_iter=self.iter, tol=tol)
        model = regr.fit(X=self.train_matrix, y=self.train_target)
        coeff = regr.coef_

        # Make the linear prediction.
        pred = None
        if self.predict:
            data = model.predict(self.test_matrix)
            pred = get_error(prediction=data,
                             target=self.test_target)['average']
        return coeff, pred 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def test_decomposed_ratio():
    components = [Normal(mu=0.0), Normal(mu=0.25), Normal(mu=0.5)]
    p0 = Mixture(components=components, weights=[0.45, 0.1, 0.45])
    p1 = Mixture(components=[components[0]] + [components[2]])

    ratio = DecomposedRatio(
        ClassifierRatio(CalibratedClassifierCV(base_estimator=ElasticNetCV())))
    ratio.fit(numerator=p0, denominator=p1, n_samples=10000)

    reals = np.linspace(-0.5, 1.0, num=100).reshape(-1, 1)
    assert ratio.score(reals, p0.pdf(reals) / p1.pdf(reals)) > -0.1
    assert np.mean(np.abs(np.log(ratio.predict(reals)) -
                          ratio.predict(reals, log=True))) < 0.01 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def test_decomposed_ratio_identity():
    components = [Normal(mu=0.0), Normal(mu=0.25), Normal(mu=0.5)]
    p = Mixture(components=components, weights=[0.45, 0.1, 0.45])

    ratio = DecomposedRatio(
        ClassifierRatio(CalibratedClassifierCV(base_estimator=ElasticNetCV())))
    ratio.fit(numerator=p, denominator=p, n_samples=10000)

    reals = np.linspace(-0.5, 1.0, num=100).reshape(-1, 1)
    assert ratio.score(reals, p.pdf(reals) / p.pdf(reals)) == 0.0
    assert_array_almost_equal(ratio.predict(reals), np.ones(len(reals)))
    assert_array_almost_equal(ratio.predict(reals, log=True),
                              np.zeros(len(reals))) 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def test_classifier_ratio():
    for clf, calibration, cv in [(ElasticNetCV(), "histogram", 3),
                                 (GaussianNB(), "kde", 3),
                                 (ElasticNetCV(), "isotonic", 3),
                                 (GaussianNB(), "sigmoid", 3)]:
        yield check_classifier_ratio, clf, calibration, cv 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def test_classifier_ratio_identity():
    p = Normal(mu=0.0)
    ratio = ClassifierRatio(
        CalibratedClassifierCV(base_estimator=ElasticNetCV()))
    ratio.fit(numerator=p, denominator=p, n_samples=10000)

    reals = np.linspace(-0.5, 1.0, num=100).reshape(-1, 1)
    assert ratio.score(reals, p.pdf(reals) / p.pdf(reals)) == 0.0
    assert_array_almost_equal(ratio.predict(reals), np.ones(len(reals)))
    assert_array_almost_equal(ratio.predict(reals, log=True),
                              np.zeros(len(reals))) 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def learn_model(self, x, y, clf, lam = None):
        if (lam is None and self.initlam != -1):
            lam = self.initlam
        if (clf is not None):
            if (lam is not None):
                clf = linear_model.ElasticNetCV(max_iter = 10000)
                clf.fit(x, y)
                lam = clf.alpha_
            clf = linear_model.ElasticNet(alpha = lam, \
                                          max_iter = 10000, \
                                          warm_start = True)
        clf.fit(x, y)
        return clf, lam 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def test_objectmapper(self):
        df = pdml.ModelFrame([])
        self.assertIs(df.linear_model.ARDRegression, lm.ARDRegression)
        self.assertIs(df.linear_model.BayesianRidge, lm.BayesianRidge)
        self.assertIs(df.linear_model.ElasticNet, lm.ElasticNet)
        self.assertIs(df.linear_model.ElasticNetCV, lm.ElasticNetCV)

        self.assertIs(df.linear_model.HuberRegressor, lm.HuberRegressor)

        self.assertIs(df.linear_model.Lars, lm.Lars)
        self.assertIs(df.linear_model.LarsCV, lm.LarsCV)
        self.assertIs(df.linear_model.Lasso, lm.Lasso)
        self.assertIs(df.linear_model.LassoCV, lm.LassoCV)
        self.assertIs(df.linear_model.LassoLars, lm.LassoLars)
        self.assertIs(df.linear_model.LassoLarsCV, lm.LassoLarsCV)
        self.assertIs(df.linear_model.LassoLarsIC, lm.LassoLarsIC)

        self.assertIs(df.linear_model.LinearRegression, lm.LinearRegression)
        self.assertIs(df.linear_model.LogisticRegression, lm.LogisticRegression)
        self.assertIs(df.linear_model.LogisticRegressionCV, lm.LogisticRegressionCV)
        self.assertIs(df.linear_model.MultiTaskLasso, lm.MultiTaskLasso)
        self.assertIs(df.linear_model.MultiTaskElasticNet, lm.MultiTaskElasticNet)
        self.assertIs(df.linear_model.MultiTaskLassoCV, lm.MultiTaskLassoCV)
        self.assertIs(df.linear_model.MultiTaskElasticNetCV, lm.MultiTaskElasticNetCV)

        self.assertIs(df.linear_model.OrthogonalMatchingPursuit, lm.OrthogonalMatchingPursuit)
        self.assertIs(df.linear_model.OrthogonalMatchingPursuitCV, lm.OrthogonalMatchingPursuitCV)
        self.assertIs(df.linear_model.PassiveAggressiveClassifier, lm.PassiveAggressiveClassifier)
        self.assertIs(df.linear_model.PassiveAggressiveRegressor, lm.PassiveAggressiveRegressor)

        self.assertIs(df.linear_model.Perceptron, lm.Perceptron)
        self.assertIs(df.linear_model.RandomizedLasso, lm.RandomizedLasso)
        self.assertIs(df.linear_model.RandomizedLogisticRegression, lm.RandomizedLogisticRegression)
        self.assertIs(df.linear_model.RANSACRegressor, lm.RANSACRegressor)
        self.assertIs(df.linear_model.Ridge, lm.Ridge)
        self.assertIs(df.linear_model.RidgeClassifier, lm.RidgeClassifier)
        self.assertIs(df.linear_model.RidgeClassifierCV, lm.RidgeClassifierCV)
        self.assertIs(df.linear_model.RidgeCV, lm.RidgeCV)
        self.assertIs(df.linear_model.SGDClassifier, lm.SGDClassifier)
        self.assertIs(df.linear_model.SGDRegressor, lm.SGDRegressor)
        self.assertIs(df.linear_model.TheilSenRegressor, lm.TheilSenRegressor) 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def calc_optimization_features(optimization_method, freqs_bins, cond, meg_data_dic, elec_data, electrodes, from_t, to_t, optimization_params={}):
    # scorer = make_scorer(rol_corr, False)
    cv_parameters = []
    if optimization_method in ['Ridge', 'RidgeCV', 'Lasso', 'LassoCV', 'ElasticNet', 'ElasticNetCV']:
        # vstack all meg data, such that X.shape = T*n X F, where n is the electrodes num
        # Y is T*n * 1
        X = np.hstack((meg_data_dic[electrode][:, from_t:to_t] for electrode in electrodes))
        Y = np.hstack((elec_data[electrode][cond][from_t:to_t] for electrode in electrodes))
        funcs_dic = {'Ridge': Ridge(alpha=0.1), 'RidgeCV':RidgeCV(np.logspace(0, -10, 11)), # scoring=scorer
            'Lasso': Lasso(alpha=1.0/X.shape[0]), 'LassoCV':LassoCV(alphas=np.logspace(0, -10, 11), max_iter=1000),
            'ElasticNetCV': ElasticNetCV(alphas= np.logspace(0, -10, 11), l1_ratio=np.linspace(0, 1, 11))}
        clf = funcs_dic[optimization_method]
        clf.fit(X.T, Y)
        p = clf.coef_
        if len(p) != len(freqs_bins):
            raise Exception('{} (len(clf.coef)) != {} (len(freqs_bin))!!!'.format(len(p), len(freqs_bins)))
        if optimization_method in ['RidgeCV', 'LassoCV']:
            cv_parameters = clf.alpha_
        elif optimization_method == 'ElasticNetCV':
            cv_parameters = [clf.alpha_, clf.l1_ratio_]
        args = [(meg_pred(p, meg_data_dic[electrode][:, from_t:to_t]), elec_data[electrode][cond][from_t:to_t]) for electrode in electrodes]
        p0 = leastsq(post_ridge_err_func, [1], args=args, maxfev=0)[0]
        p = np.hstack((p0, p))
    elif optimization_method in ['leastsq', 'dtw', 'minmax', 'diff_rms', 'rol_corr']:
        args = ([(meg_data_dic[electrode][:, from_t:to_t], elec_data[electrode][cond][from_t:to_t]) for electrode in electrodes], optimization_params)
        p0 = np.ones((1, len(freqs_bins)+1))
        funcs_dic = {'leastsq': partial(leastsq, func=err_func, x0=p0, args=args),
                     'dtw': partial(minimize, fun=dtw_err_func, x0=p0, args=args),
                     'minmax': partial(minimize, fun=minmax_err_func, x0=p0, args=args),
                     'diff_rms': partial(minimize, fun=min_diff_rms_err_func, x0=p0, args=args),
                     'rol_corr': partial(minimize, fun=max_rol_corr, x0=p0, args=args)}
        res = funcs_dic[optimization_method]()
        p = res[0] if optimization_method=='leastsq' else res.x
        cv_parameters = optimization_params
    else:
        raise Exception('Unknown optimization_method! {}'.format(optimization_method))
    return p, cv_parameters 

# 需要導入模塊: from sklearn import linear_model [as 別名]
# 或者: from sklearn.linear_model import ElasticNetCV [as 別名]
def _train_enet(y, Z, X, include_ses=False, p_threshold=0.01):
    log = logging.getLogger(pyfocus.LOG)
    try:
        from limix.qc import normalise_covariance
        from sklearn.linear_model import ElasticNetCV
    except ImportError as ie:
        log.error("Training submodule requires limix>=2.0.0 and sklearn to be installed.")
        raise
    from scipy.linalg import lstsq

    log.debug("Initializing ElasticNet model")

    n = len(y)
    attrs = dict()

    K_cis = np.dot(Z, Z.T)
    K_cis = normalise_covariance(K_cis)
    fe_var, s2u, s2e, logl, fixed_betas, pval = _fit_cis_herit(y, K_cis, X)
    if pval > p_threshold:
        log.info("h2g pvalue {} greater than threshold {}. Skipping".format(pval, p_threshold))
        return None

    h2g = s2u / (s2u + s2e + fe_var)

    attrs["h2g"] = h2g
    attrs["h2g.logl"] = logl
    attrs["h2g.pvalue"] = pval

    # we only want to penalize SNP effects and not covariate effects...
    fixed_betas, sum_resid, ranks, svals = lstsq(X, y)
    yresid = y - np.dot(X, fixed_betas)

    enet = ElasticNetCV(l1_ratio=0.5, fit_intercept=True, cv=5)
    enet.fit(Z, yresid)
    betas = enet.coef_

    attrs["r2"] = enet.score(Z, yresid)
    attrs["resid.var"] = sum((yresid - enet.predict(Z)) ** 2) / (n - 1)

    if include_ses:
        # TODO: bootstrap?
        ses = None
    else:
        ses = None

    return betas, ses, attrs