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# Titan Robotics Team 2022: Data Analysis Module
# Written by Arthur Lu & Jacob Levine
# Notes:
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# this should be imported as a python module using 'from analysis import analysis'
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# this should be included in the local directory or environment variable
# this module has been optimized for multhreaded computing
# current benchmark of optimization: 1.33 times faster
# setup:
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__version__ = " 1.2.2.000 "
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# changelog should be viewed using print(analysis.__changelog__)
__changelog__ = """ changelog:
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1.2 .2 .000 :
- changed output of regressions to function strings instead of list of coefficients
2020-05-13 16:35:46 +00:00
1.2 .1 .002 :
- renamed ArrayTest class to Array
2020-05-13 01:19:58 +00:00
1.2 .1 .001 :
- added add , mul , neg , and inv functions to ArrayTest class
- added normalize function to ArrayTest class
- added dot and cross functions to ArrayTest class
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1.2 .1 .000 :
- added ArrayTest class
- added elementwise mean , median , standard deviation , variance , min , max functions to ArrayTest class
- added elementwise_stats to ArrayTest which encapsulates elementwise statistics
- appended to __all__ to reflect changes
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1.2 .0 .006 :
- renamed func functions in regression to lin , log , exp , and sig
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1.2 .0 .005 :
- moved random_forrest_regressor and random_forrest_classifier to RandomForrest class
- renamed Metrics to Metric
- renamed RegressionMetrics to RegressionMetric
- renamed ClassificationMetrics to ClassificationMetric
- renamed CorrelationTests to CorrelationTest
- renamed StatisticalTests to StatisticalTest
- reflected rafactoring to all mentions of above classes / functions
2020-05-01 21:15:07 +00:00
1.2 .0 .004 :
- fixed __all__ to reflected the correct functions and classes
- fixed CorrelationTests and StatisticalTests class functions to require self invocation
- added missing math import
- fixed KNN class functions to require self invocation
- fixed Metrics class functions to require self invocation
- various spelling fixes in CorrelationTests and StatisticalTests
1.2 .0 .003 :
- bug fixes with CorrelationTests and StatisticalTests
- moved glicko2 and trueskill to the metrics subpackage
- moved elo to a new metrics subpackage
1.2 .0 .002 :
- fixed docs
1.2 .0 .001 :
- fixed docs
1.2 .0 .000 :
- cleaned up wild card imports with scipy and sklearn
- added CorrelationTests class
- added StatisticalTests class
- added several correlation tests to CorrelationTests
- added several statistical tests to StatisticalTests
1.1 .13 .009 :
- moved elo , glicko2 , trueskill functions under class Metrics
1.1 .13 .008 :
- moved Glicko2 to a seperate package
1.1 .13 .007 :
- fixed bug with trueskill
1.1 .13 .006 :
- cleaned up imports
1.1 .13 .005 :
- cleaned up package
1.1 .13 .004 :
- small fixes to regression to improve performance
1.1 .13 .003 :
- filtered nans from regression
1.1 .13 .002 :
- removed torch requirement , and moved Regression back to regression . py
1.1 .13 .001 :
- bug fix with linear regression not returning a proper value
- cleaned up regression
- fixed bug with polynomial regressions
1.1 .13 .000 :
- fixed all regressions to now properly work
1.1 .12 .006 :
- fixed bg with a division by zero in histo_analysis
1.1 .12 .005 :
- fixed numba issues by removing numba from elo , glicko2 and trueskill
1.1 .12 .004 :
- renamed gliko to glicko
1.1 .12 .003 :
- removed depreciated code
1.1 .12 .002 :
- removed team first time trueskill instantiation in favor of integration in superscript . py
1.1 .12 .001 :
- improved readibility of regression outputs by stripping tensor data
- used map with lambda to acheive the improved readibility
- lost numba jit support with regression , and generated_jit hangs at execution
- TODO : reimplement correct numba integration in regression
1.1 .12 .000 :
- temporarily fixed polynomial regressions by using sklearn ' s PolynomialFeatures
1.1 .11 .010 :
- alphabeticaly ordered import lists
1.1 .11 .009 :
- bug fixes
1.1 .11 .008 :
- bug fixes
1.1 .11 .007 :
- bug fixes
1.1 .11 .006 :
- tested min and max
- bug fixes
1.1 .11 .005 :
- added min and max in basic_stats
1.1 .11 .004 :
- bug fixes
1.1 .11 .003 :
- bug fixes
1.1 .11 .002 :
- consolidated metrics
- fixed __all__
1.1 .11 .001 :
- added test / train split to RandomForestClassifier and RandomForestRegressor
1.1 .11 .000 :
- added RandomForestClassifier and RandomForestRegressor
- note : untested
1.1 .10 .000 :
- added numba . jit to remaining functions
1.1 .9 .002 :
- kernelized PCA and KNN
1.1 .9 .001 :
- fixed bugs with SVM and NaiveBayes
1.1 .9 .000 :
- added SVM class , subclasses , and functions
- note : untested
1.1 .8 .000 :
- added NaiveBayes classification engine
- note : untested
1.1 .7 .000 :
- added knn ( )
- added confusion matrix to decisiontree ( )
1.1 .6 .002 :
- changed layout of __changelog to be vscode friendly
1.1 .6 .001 :
- added additional hyperparameters to decisiontree ( )
1.1 .6 .000 :
- fixed __version__
- fixed __all__ order
- added decisiontree ( )
1.1 .5 .003 :
- added pca
1.1 .5 .002 :
- reduced import list
- added kmeans clustering engine
1.1 .5 .001 :
- simplified regression by using . to ( device )
1.1 .5 .000 :
- added polynomial regression to regression ( ) ; untested
1.1 .4 .000 :
- added trueskill ( )
1.1 .3 .002 :
- renamed regression class to Regression , regression_engine ( ) to regression gliko2_engine class to Gliko2
1.1 .3 .001 :
- changed glicko2 ( ) to return tuple instead of array
1.1 .3 .000 :
- added glicko2_engine class and glicko ( )
- verified glicko2 ( ) accuracy
1.1 .2 .003 :
- fixed elo ( )
1.1 .2 .002 :
- added elo ( )
- elo ( ) has bugs to be fixed
1.1 .2 .001 :
- readded regrression import
1.1 .2 .000 :
- integrated regression . py as regression class
- removed regression import
- fixed metadata for regression class
- fixed metadata for analysis class
1.1 .1 .001 :
- regression_engine ( ) bug fixes , now actaully regresses
1.1 .1 .000 :
- added regression_engine ( )
- added all regressions except polynomial
1.1 .0 .007 :
- updated _init_device ( )
1.1 .0 .006 :
- removed useless try statements
1.1 .0 .005 :
- removed impossible outcomes
1.1 .0 .004 :
- added performance metrics ( r ^ 2 , mse , rms )
1.1 .0 .003 :
- resolved nopython mode for mean , median , stdev , variance
1.1 .0 .002 :
- snapped ( removed ) majority of uneeded imports
- forced object mode ( bad ) on all jit
- TODO : stop numba complaining about not being able to compile in nopython mode
1.1 .0 .001 :
- removed from sklearn import * to resolve uneeded wildcard imports
1.1 .0 .000 :
- removed c_entities , nc_entities , obstacles , objectives from __all__
- applied numba . jit to all functions
- depreciated and removed stdev_z_split
- cleaned up histo_analysis to include numpy and numba . jit optimizations
- depreciated and removed all regression functions in favor of future pytorch optimizer
- depreciated and removed all nonessential functions ( basic_analysis , benchmark , strip_data )
- optimized z_normalize using sklearn . preprocessing . normalize
- TODO : implement kernel / function based pytorch regression optimizer
1.0 .9 .000 :
- refactored
- numpyed everything
- removed stats in favor of numpy functions
1.0 .8 .005 :
- minor fixes
1.0 .8 .004 :
- removed a few unused dependencies
1.0 .8 .003 :
- added p_value function
1.0 .8 .002 :
- updated __all__ correctly to contain changes made in v 1.0 .8 .000 and v 1.0 .8 .001
1.0 .8 .001 :
- refactors
- bugfixes
1.0 .8 .000 :
- depreciated histo_analysis_old
- depreciated debug
- altered basic_analysis to take array data instead of filepath
- refactor
- optimization
1.0 .7 .002 :
- bug fixes
1.0 .7 .001 :
- bug fixes
1.0 .7 .000 :
- added tanh_regression ( logistical regression )
- bug fixes
1.0 .6 .005 :
- added z_normalize function to normalize dataset
- bug fixes
1.0 .6 .004 :
- bug fixes
1.0 .6 .003 :
- bug fixes
1.0 .6 .002 :
- bug fixes
1.0 .6 .001 :
- corrected __all__ to contain all of the functions
1.0 .6 .000 :
- added calc_overfit , which calculates two measures of overfit , error and performance
- added calculating overfit to optimize_regression
1.0 .5 .000 :
- added optimize_regression function , which is a sample function to find the optimal regressions
- optimize_regression function filters out some overfit funtions ( functions with r ^ 2 = 1 )
- planned addition : overfit detection in the optimize_regression function
1.0 .4 .002 :
- added __changelog__
- updated debug function with log and exponential regressions
1.0 .4 .001 :
- added log regressions
- added exponential regressions
- added log_regression and exp_regression to __all__
1.0 .3 .008 :
- added debug function to further consolidate functions
1.0 .3 .007 :
- added builtin benchmark function
- added builtin random ( linear ) data generation function
- added device initialization ( _init_device )
1.0 .3 .006 :
- reorganized the imports list to be in alphabetical order
- added search and regurgitate functions to c_entities , nc_entities , obstacles , objectives
1.0 .3 .005 :
- major bug fixes
- updated historical analysis
- depreciated old historical analysis
1.0 .3 .004 :
- added __version__ , __author__ , __all__
- added polynomial regression
- added root mean squared function
- added r squared function
1.0 .3 .003 :
- bug fixes
- added c_entities
1.0 .3 .002 :
- bug fixes
- added nc_entities , obstacles , objectives
- consolidated statistics . py to analysis . py
1.0 .3 .001 :
- compiled 1 d , column , and row basic stats into basic stats function
1.0 .3 .000 :
- added historical analysis function
1.0 .2 . xxx :
- added z score test
1.0 .1 . xxx :
- major bug fixes
1.0 .0 . xxx :
- added loading csv
- added 1 d , column , row basic stats
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"""
__author__ = (
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" Arthur Lu <learthurgo@gmail.com> " ,
" Jacob Levine <jlevine@imsa.edu> " ,
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)
__all__ = [
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' load_csv ' ,
' basic_stats ' ,
' z_score ' ,
' z_normalize ' ,
' histo_analysis ' ,
' regression ' ,
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' Metric ' ,
' RegressionMetric ' ,
' ClassificationMetric ' ,
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' kmeans ' ,
' pca ' ,
' decisiontree ' ,
' KNN ' ,
' NaiveBayes ' ,
' SVM ' ,
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' RandomForrest ' ,
' CorrelationTest ' ,
' StatisticalTest ' ,
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' ArrayTest ' ,
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# all statistics functions left out due to integration in other functions
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]
# now back to your regularly scheduled programming:
# imports (now in alphabetical order! v 1.0.3.006):
import csv
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from analysis . metrics import elo as Elo
from analysis . metrics import glicko2 as Glicko2
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import math
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import numba
from numba import jit
import numpy as np
import scipy
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from scipy import optimize , stats
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import sklearn
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from sklearn import preprocessing , pipeline , linear_model , metrics , cluster , decomposition , tree , neighbors , naive_bayes , svm , model_selection , ensemble
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from analysis . metrics import trueskill as Trueskill
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class error ( ValueError ) :
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pass
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def load_csv ( filepath ) :
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with open ( filepath , newline = ' ' ) as csvfile :
file_array = np . array ( list ( csv . reader ( csvfile ) ) )
csvfile . close ( )
return file_array
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# expects 1d array
@jit ( forceobj = True )
def basic_stats ( data ) :
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data_t = np . array ( data ) . astype ( float )
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_mean = mean ( data_t )
_median = median ( data_t )
_stdev = stdev ( data_t )
_variance = variance ( data_t )
_min = npmin ( data_t )
_max = npmax ( data_t )
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return _mean , _median , _stdev , _variance , _min , _max
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# returns z score with inputs of point, mean and standard deviation of spread
@jit ( forceobj = True )
def z_score ( point , mean , stdev ) :
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score = ( point - mean ) / stdev
return score
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# expects 2d array, normalizes across all axes
@jit ( forceobj = True )
def z_normalize ( array , * args ) :
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array = np . array ( array )
for arg in args :
array = sklearn . preprocessing . normalize ( array , axis = arg )
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return array
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@jit ( forceobj = True )
# expects 2d array of [x,y]
def histo_analysis ( hist_data ) :
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if ( len ( hist_data [ 0 ] ) > 2 ) :
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hist_data = np . array ( hist_data )
derivative = np . array ( len ( hist_data ) - 1 , dtype = float )
t = np . diff ( hist_data )
derivative = t [ 1 ] / t [ 0 ]
np . sort ( derivative )
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return basic_stats ( derivative ) [ 0 ] , basic_stats ( derivative ) [ 3 ]
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else :
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return None
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def regression ( inputs , outputs , args ) : # inputs, outputs expects N-D array
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X = np . array ( inputs )
y = np . array ( outputs )
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regressions = [ ]
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if ' lin ' in args : # formula: ax + b
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try :
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def lin ( x , a , b ) :
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return a * x + b
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popt , pcov = scipy . optimize . curve_fit ( lin , X , y )
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coeffs = popt . flatten ( ) . tolist ( )
regressions . append ( str ( coeffs [ 0 ] ) + " *x+ " + str ( coeffs [ 1 ] ) )
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except Exception as e :
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pass
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if ' log ' in args : # formula: a log (b(x + c)) + d
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try :
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def log ( x , a , b , c , d ) :
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return a * np . log ( b * ( x + c ) ) + d
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popt , pcov = scipy . optimize . curve_fit ( log , X , y )
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coeffs = popt . flatten ( ) . tolist ( )
regressions . append ( str ( coeffs [ 0 ] ) + " *log( " + str ( coeffs [ 1 ] ) + " *(x+ " + str ( coeffs [ 2 ] ) + " ))+ " + str ( coeffs [ 3 ] ) )
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except Exception as e :
pass
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if ' exp ' in args : # formula: a e ^ (b(x + c)) + d
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try :
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def exp ( x , a , b , c , d ) :
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return a * np . exp ( b * ( x + c ) ) + d
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popt , pcov = scipy . optimize . curve_fit ( exp , X , y )
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coeffs = popt . flatten ( ) . tolist ( )
regressions . append ( str ( coeffs [ 0 ] ) + " *e^( " + str ( coeffs [ 1 ] ) + " *(x+ " + str ( coeffs [ 2 ] ) + " ))+ " + str ( coeffs [ 3 ] ) )
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except Exception as e :
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pass
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if ' ply ' in args : # formula: a + bx^1 + cx^2 + dx^3 + ...
inputs = np . array ( [ inputs ] )
outputs = np . array ( [ outputs ] )
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plys = [ ]
limit = len ( outputs [ 0 ] )
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for i in range ( 2 , limit ) :
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model = sklearn . preprocessing . PolynomialFeatures ( degree = i )
model = sklearn . pipeline . make_pipeline ( model , sklearn . linear_model . LinearRegression ( ) )
model = model . fit ( np . rot90 ( inputs ) , np . rot90 ( outputs ) )
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params = model . steps [ 1 ] [ 1 ] . intercept_ . tolist ( )
params = np . append ( params , model . steps [ 1 ] [ 1 ] . coef_ [ 0 ] . tolist ( ) [ 1 : : ] )
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params = params . flatten ( ) . tolist ( )
temp = " "
counter = 0
for param in params :
temp + = " ( " + str ( param ) + " *x^ " + str ( counter ) + " ) "
counter + = 1
plys . append ( temp )
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regressions . append ( plys )
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if ' sig ' in args : # formula: a tanh (b(x + c)) + d
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try :
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def sig ( x , a , b , c , d ) :
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return a * np . tanh ( b * ( x + c ) ) + d
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popt , pcov = scipy . optimize . curve_fit ( sig , X , y )
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coeffs = popt . flatten ( ) . tolist ( )
regressions . append ( str ( coeffs [ 0 ] ) + " *tanh( " + str ( coeffs [ 1 ] ) + " *(x+ " + str ( coeffs [ 2 ] ) + " ))+ " + str ( coeffs [ 3 ] ) )
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except Exception as e :
pass
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return regressions
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class Metric :
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def elo ( self , starting_score , opposing_score , observed , N , K ) :
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return Elo . calculate ( starting_score , opposing_score , observed , N , K )
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def glicko2 ( self , starting_score , starting_rd , starting_vol , opposing_score , opposing_rd , observations ) :
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player = Glicko2 . Glicko2 ( rating = starting_score , rd = starting_rd , vol = starting_vol )
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player . update_player ( [ x for x in opposing_score ] , [ x for x in opposing_rd ] , observations )
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return ( player . rating , player . rd , player . vol )
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def trueskill ( self , teams_data , observations ) : # teams_data is array of array of tuples ie. [[(mu, sigma), (mu, sigma), (mu, sigma)], [(mu, sigma), (mu, sigma), (mu, sigma)]]
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team_ratings = [ ]
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for team in teams_data :
team_temp = ( )
for player in team :
player = Trueskill . Rating ( player [ 0 ] , player [ 1 ] )
team_temp = team_temp + ( player , )
team_ratings . append ( team_temp )
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return Trueskill . rate ( team_ratings , ranks = observations )
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class RegressionMetric ( ) :
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def __new__ ( cls , predictions , targets ) :
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return cls . r_squared ( cls , predictions , targets ) , cls . mse ( cls , predictions , targets ) , cls . rms ( cls , predictions , targets )
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def r_squared ( self , predictions , targets ) : # assumes equal size inputs
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return sklearn . metrics . r2_score ( targets , predictions )
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def mse ( self , predictions , targets ) :
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return sklearn . metrics . mean_squared_error ( targets , predictions )
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def rms ( self , predictions , targets ) :
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return math . sqrt ( sklearn . metrics . mean_squared_error ( targets , predictions ) )
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class ClassificationMetric ( ) :
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def __new__ ( cls , predictions , targets ) :
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return cls . cm ( cls , predictions , targets ) , cls . cr ( cls , predictions , targets )
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def cm ( self , predictions , targets ) :
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return sklearn . metrics . confusion_matrix ( targets , predictions )
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def cr ( self , predictions , targets ) :
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return sklearn . metrics . classification_report ( targets , predictions )
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@jit ( nopython = True )
def mean ( data ) :
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return np . mean ( data )
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@jit ( nopython = True )
def median ( data ) :
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return np . median ( data )
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@jit ( nopython = True )
def stdev ( data ) :
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return np . std ( data )
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@jit ( nopython = True )
def variance ( data ) :
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return np . var ( data )
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@jit ( nopython = True )
def npmin ( data ) :
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return np . amin ( data )
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@jit ( nopython = True )
def npmax ( data ) :
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return np . amax ( data )
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@jit ( forceobj = True )
def kmeans ( data , n_clusters = 8 , init = " k-means++ " , n_init = 10 , max_iter = 300 , tol = 0.0001 , precompute_distances = " auto " , verbose = 0 , random_state = None , copy_x = True , n_jobs = None , algorithm = " auto " ) :
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kernel = sklearn . cluster . KMeans ( n_clusters = n_clusters , init = init , n_init = n_init , max_iter = max_iter , tol = tol , precompute_distances = precompute_distances , verbose = verbose , random_state = random_state , copy_x = copy_x , n_jobs = n_jobs , algorithm = algorithm )
kernel . fit ( data )
predictions = kernel . predict ( data )
centers = kernel . cluster_centers_
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return centers , predictions
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@jit ( forceobj = True )
def pca ( data , n_components = None , copy = True , whiten = False , svd_solver = " auto " , tol = 0.0 , iterated_power = " auto " , random_state = None ) :
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kernel = sklearn . decomposition . PCA ( n_components = n_components , copy = copy , whiten = whiten , svd_solver = svd_solver , tol = tol , iterated_power = iterated_power , random_state = random_state )
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return kernel . fit_transform ( data )
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@jit ( forceobj = True )
def decisiontree ( data , labels , test_size = 0.3 , criterion = " gini " , splitter = " default " , max_depth = None ) : #expects *2d data and 1d labels
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data_train , data_test , labels_train , labels_test = sklearn . model_selection . train_test_split ( data , labels , test_size = test_size , random_state = 1 )
model = sklearn . tree . DecisionTreeClassifier ( criterion = criterion , splitter = splitter , max_depth = max_depth )
model = model . fit ( data_train , labels_train )
predictions = model . predict ( data_test )
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metrics = ClassificationMetric ( predictions , labels_test )
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return model , metrics
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class KNN :
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def knn_classifier ( self , data , labels , test_size = 0.3 , algorithm = ' auto ' , leaf_size = 30 , metric = ' minkowski ' , metric_params = None , n_jobs = None , n_neighbors = 5 , p = 2 , weights = ' uniform ' ) : #expects *2d data and 1d labels post-scaling
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data_train , data_test , labels_train , labels_test = sklearn . model_selection . train_test_split ( data , labels , test_size = test_size , random_state = 1 )
model = sklearn . neighbors . KNeighborsClassifier ( )
model . fit ( data_train , labels_train )
predictions = model . predict ( data_test )
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return model , ClassificationMetric ( predictions , labels_test )
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def knn_regressor ( self , data , outputs , test_size , n_neighbors = 5 , weights = " uniform " , algorithm = " auto " , leaf_size = 30 , p = 2 , metric = " minkowski " , metric_params = None , n_jobs = None ) :
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data_train , data_test , outputs_train , outputs_test = sklearn . model_selection . train_test_split ( data , outputs , test_size = test_size , random_state = 1 )
model = sklearn . neighbors . KNeighborsRegressor ( n_neighbors = n_neighbors , weights = weights , algorithm = algorithm , leaf_size = leaf_size , p = p , metric = metric , metric_params = metric_params , n_jobs = n_jobs )
model . fit ( data_train , outputs_train )
predictions = model . predict ( data_test )
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return model , RegressionMetric ( predictions , outputs_test )
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class NaiveBayes :
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def guassian ( self , data , labels , test_size = 0.3 , priors = None , var_smoothing = 1e-09 ) :
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data_train , data_test , labels_train , labels_test = sklearn . model_selection . train_test_split ( data , labels , test_size = test_size , random_state = 1 )
model = sklearn . naive_bayes . GaussianNB ( priors = priors , var_smoothing = var_smoothing )
model . fit ( data_train , labels_train )
predictions = model . predict ( data_test )
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return model , ClassificationMetric ( predictions , labels_test )
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def multinomial ( self , data , labels , test_size = 0.3 , alpha = 1.0 , fit_prior = True , class_prior = None ) :
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data_train , data_test , labels_train , labels_test = sklearn . model_selection . train_test_split ( data , labels , test_size = test_size , random_state = 1 )
model = sklearn . naive_bayes . MultinomialNB ( alpha = alpha , fit_prior = fit_prior , class_prior = class_prior )
model . fit ( data_train , labels_train )
predictions = model . predict ( data_test )
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return model , ClassificationMetric ( predictions , labels_test )
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def bernoulli ( self , data , labels , test_size = 0.3 , alpha = 1.0 , binarize = 0.0 , fit_prior = True , class_prior = None ) :
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data_train , data_test , labels_train , labels_test = sklearn . model_selection . train_test_split ( data , labels , test_size = test_size , random_state = 1 )
model = sklearn . naive_bayes . BernoulliNB ( alpha = alpha , binarize = binarize , fit_prior = fit_prior , class_prior = class_prior )
model . fit ( data_train , labels_train )
predictions = model . predict ( data_test )
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return model , ClassificationMetric ( predictions , labels_test )
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def complement ( self , data , labels , test_size = 0.3 , alpha = 1.0 , fit_prior = True , class_prior = None , norm = False ) :
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data_train , data_test , labels_train , labels_test = sklearn . model_selection . train_test_split ( data , labels , test_size = test_size , random_state = 1 )
model = sklearn . naive_bayes . ComplementNB ( alpha = alpha , fit_prior = fit_prior , class_prior = class_prior , norm = norm )
model . fit ( data_train , labels_train )
predictions = model . predict ( data_test )
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return model , ClassificationMetric ( predictions , labels_test )
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class SVM :
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class CustomKernel :
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def __new__ ( cls , C , kernel , degre , gamma , coef0 , shrinking , probability , tol , cache_size , class_weight , verbose , max_iter , decision_function_shape , random_state ) :
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return sklearn . svm . SVC ( C = C , kernel = kernel , gamma = gamma , coef0 = coef0 , shrinking = shrinking , probability = probability , tol = tol , cache_size = cache_size , class_weight = class_weight , verbose = verbose , max_iter = max_iter , decision_function_shape = decision_function_shape , random_state = random_state )
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class StandardKernel :
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def __new__ ( cls , kernel , C = 1.0 , degree = 3 , gamma = ' auto_deprecated ' , coef0 = 0.0 , shrinking = True , probability = False , tol = 0.001 , cache_size = 200 , class_weight = None , verbose = False , max_iter = - 1 , decision_function_shape = ' ovr ' , random_state = None ) :
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return sklearn . svm . SVC ( C = C , kernel = kernel , gamma = gamma , coef0 = coef0 , shrinking = shrinking , probability = probability , tol = tol , cache_size = cache_size , class_weight = class_weight , verbose = verbose , max_iter = max_iter , decision_function_shape = decision_function_shape , random_state = random_state )
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class PrebuiltKernel :
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class Linear :
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def __new__ ( cls ) :
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return sklearn . svm . SVC ( kernel = ' linear ' )
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class Polynomial :
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def __new__ ( cls , power , r_bias ) :
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return sklearn . svm . SVC ( kernel = ' polynomial ' , degree = power , coef0 = r_bias )
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class RBF :
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def __new__ ( cls , gamma ) :
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return sklearn . svm . SVC ( kernel = ' rbf ' , gamma = gamma )
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class Sigmoid :
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def __new__ ( cls , r_bias ) :
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return sklearn . svm . SVC ( kernel = ' sigmoid ' , coef0 = r_bias )
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def fit ( self , kernel , train_data , train_outputs ) : # expects *2d data, 1d labels or outputs
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return kernel . fit ( train_data , train_outputs )
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def eval_classification ( self , kernel , test_data , test_outputs ) :
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predictions = kernel . predict ( test_data )
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return ClassificationMetric ( predictions , test_outputs )
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def eval_regression ( self , kernel , test_data , test_outputs ) :
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predictions = kernel . predict ( test_data )
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return RegressionMetric ( predictions , test_outputs )
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class RandomForrest :
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def random_forest_classifier ( self , data , labels , test_size , n_estimators = " warn " , criterion = " gini " , max_depth = None , min_samples_split = 2 , min_samples_leaf = 1 , min_weight_fraction_leaf = 0.0 , max_features = " auto " , max_leaf_nodes = None , min_impurity_decrease = 0.0 , min_impurity_split = None , bootstrap = True , oob_score = False , n_jobs = None , random_state = None , verbose = 0 , warm_start = False , class_weight = None ) :
data_train , data_test , labels_train , labels_test = sklearn . model_selection . train_test_split ( data , labels , test_size = test_size , random_state = 1 )
kernel = sklearn . ensemble . RandomForestClassifier ( n_estimators = n_estimators , criterion = criterion , max_depth = max_depth , min_samples_split = min_samples_split , min_samples_leaf = min_samples_leaf , min_weight_fraction_leaf = min_weight_fraction_leaf , max_leaf_nodes = max_leaf_nodes , min_impurity_decrease = min_impurity_decrease , bootstrap = bootstrap , oob_score = oob_score , n_jobs = n_jobs , random_state = random_state , verbose = verbose , warm_start = warm_start , class_weight = class_weight )
kernel . fit ( data_train , labels_train )
predictions = kernel . predict ( data_test )
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return kernel , ClassificationMetric ( predictions , labels_test )
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def random_forest_regressor ( self , data , outputs , test_size , n_estimators = " warn " , criterion = " mse " , max_depth = None , min_samples_split = 2 , min_samples_leaf = 1 , min_weight_fraction_leaf = 0.0 , max_features = " auto " , max_leaf_nodes = None , min_impurity_decrease = 0.0 , min_impurity_split = None , bootstrap = True , oob_score = False , n_jobs = None , random_state = None , verbose = 0 , warm_start = False ) :
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data_train , data_test , outputs_train , outputs_test = sklearn . model_selection . train_test_split ( data , outputs , test_size = test_size , random_state = 1 )
kernel = sklearn . ensemble . RandomForestRegressor ( n_estimators = n_estimators , criterion = criterion , max_depth = max_depth , min_samples_split = min_samples_split , min_weight_fraction_leaf = min_weight_fraction_leaf , max_features = max_features , max_leaf_nodes = max_leaf_nodes , min_impurity_decrease = min_impurity_decrease , min_impurity_split = min_impurity_split , bootstrap = bootstrap , oob_score = oob_score , n_jobs = n_jobs , random_state = random_state , verbose = verbose , warm_start = warm_start )
kernel . fit ( data_train , outputs_train )
predictions = kernel . predict ( data_test )
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return kernel , RegressionMetric ( predictions , outputs_test )
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class CorrelationTest :
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def anova_oneway ( self , * args ) : #expects arrays of samples
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results = scipy . stats . f_oneway ( * args )
return { " F-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def pearson ( self , x , y ) :
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results = scipy . stats . pearsonr ( x , y )
return { " r-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def spearman ( self , a , b = None , axis = 0 , nan_policy = ' propagate ' ) :
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results = scipy . stats . spearmanr ( a , b = b , axis = axis , nan_policy = nan_policy )
return { " r-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def point_biserial ( self , x , y ) :
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results = scipy . stats . pointbiserialr ( x , y )
return { " r-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def kendall ( self , x , y , initial_lexsort = None , nan_policy = ' propagate ' , method = ' auto ' ) :
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results = scipy . stats . kendalltau ( x , y , initial_lexsort = initial_lexsort , nan_policy = nan_policy , method = method )
return { " tau " : results [ 0 ] , " p-value " : results [ 1 ] }
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def kendall_weighted ( self , x , y , rank = True , weigher = None , additive = True ) :
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results = scipy . stats . weightedtau ( x , y , rank = rank , weigher = weigher , additive = additive )
return { " tau " : results [ 0 ] , " p-value " : results [ 1 ] }
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def mgc ( self , x , y , compute_distance = None , reps = 1000 , workers = 1 , is_twosamp = False , random_state = None ) :
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results = scipy . stats . multiscale_graphcorr ( x , y , compute_distance = compute_distance , reps = reps , workers = workers , is_twosamp = is_twosamp , random_state = random_state )
return { " k-value " : results [ 0 ] , " p-value " : results [ 1 ] , " data " : results [ 2 ] } # unsure if MGC test returns a k value
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class StatisticalTest :
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def ttest_onesample ( self , a , popmean , axis = 0 , nan_policy = ' propagate ' ) :
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results = scipy . stats . ttest_1samp ( a , popmean , axis = axis , nan_policy = nan_policy )
return { " t-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def ttest_independent ( self , a , b , equal = True , nan_policy = ' propagate ' ) :
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results = scipy . stats . ttest_ind ( a , b , equal_var = equal , nan_policy = nan_policy )
return { " t-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def ttest_statistic ( self , o1 , o2 , equal = True ) :
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results = scipy . stats . ttest_ind_from_stats ( o1 [ " mean " ] , o1 [ " std " ] , o1 [ " nobs " ] , o2 [ " mean " ] , o2 [ " std " ] , o2 [ " nobs " ] , equal_var = equal )
return { " t-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def ttest_related ( self , a , b , axis = 0 , nan_policy = ' propagate ' ) :
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results = scipy . stats . ttest_rel ( a , b , axis = axis , nan_policy = nan_policy )
return { " t-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def ks_fitness ( self , rvs , cdf , args = ( ) , N = 20 , alternative = ' two-sided ' , mode = ' approx ' ) :
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results = scipy . stats . kstest ( rvs , cdf , args = args , N = N , alternative = alternative , mode = mode )
return { " ks-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def chisquare ( self , f_obs , f_exp = None , ddof = None , axis = 0 ) :
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results = scipy . stats . chisquare ( f_obs , f_exp = f_exp , ddof = ddof , axis = axis )
return { " chisquared-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def powerdivergence ( self , f_obs , f_exp = None , ddof = None , axis = 0 , lambda_ = None ) :
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results = scipy . stats . power_divergence ( f_obs , f_exp = f_exp , ddof = ddof , axis = axis , lambda_ = lambda_ )
return { " powerdivergence-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def ks_twosample ( self , x , y , alternative = ' two_sided ' , mode = ' auto ' ) :
results = scipy . stats . ks_2samp ( x , y , alternative = alternative , mode = mode )
return { " ks-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def es_twosample ( self , x , y , t = ( 0.4 , 0.8 ) ) :
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results = scipy . stats . epps_singleton_2samp ( x , y , t = t )
return { " es-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def mw_rank ( self , x , y , use_continuity = True , alternative = None ) :
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results = scipy . stats . mannwhitneyu ( x , y , use_continuity = use_continuity , alternative = alternative )
return { " u-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def mw_tiecorrection ( self , rank_values ) :
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results = scipy . stats . tiecorrect ( rank_values )
return { " correction-factor " : results }
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def rankdata ( self , a , method = ' average ' ) :
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results = scipy . stats . rankdata ( a , method = method )
return results
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def wilcoxon_ranksum ( self , a , b ) : # this seems to be superceded by Mann Whitney Wilcoxon U Test
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results = scipy . stats . ranksums ( a , b )
return { " u-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def wilcoxon_signedrank ( self , x , y = None , zero_method = ' wilcox ' , correction = False , alternative = ' two-sided ' ) :
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results = scipy . stats . wilcoxon ( x , y = y , zero_method = zero_method , correction = correction , alternative = alternative )
return { " t-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def kw_htest ( self , * args , nan_policy = ' propagate ' ) :
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results = scipy . stats . kruskal ( * args , nan_policy = nan_policy )
return { " h-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def friedman_chisquare ( self , * args ) :
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results = scipy . stats . friedmanchisquare ( * args )
return { " chisquared-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def bm_wtest ( self , x , y , alternative = ' two-sided ' , distribution = ' t ' , nan_policy = ' propagate ' ) :
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results = scipy . stats . brunnermunzel ( x , y , alternative = alternative , distribution = distribution , nan_policy = nan_policy )
return { " w-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def combine_pvalues ( self , pvalues , method = ' fisher ' , weights = None ) :
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results = scipy . stats . combine_pvalues ( pvalues , method = method , weights = weights )
return { " combined-statistic " : results [ 0 ] , " p-value " : results [ 1 ] }
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def jb_fitness ( self , x ) :
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results = scipy . stats . jarque_bera ( x )
return { " jb-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def ab_equality ( self , x , y ) :
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results = scipy . stats . ansari ( x , y )
return { " ab-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def bartlett_variance ( self , * args ) :
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results = scipy . stats . bartlett ( * args )
return { " t-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def levene_variance ( self , * args , center = ' median ' , proportiontocut = 0.05 ) :
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results = scipy . stats . levene ( * args , center = center , proportiontocut = proportiontocut )
return { " w-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def sw_normality ( self , x ) :
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results = scipy . stats . shapiro ( x )
return { " w-value " : results [ 0 ] , " p-value " : results [ 1 ] }
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def shapiro ( self , x ) :
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return " destroyed by facts and logic "
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def ad_onesample ( self , x , dist = ' norm ' ) :
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results = scipy . stats . anderson ( x , dist = dist )
return { " d-value " : results [ 0 ] , " critical-values " : results [ 1 ] , " significance-value " : results [ 2 ] }
def ad_ksample ( self , samples , midrank = True ) :
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results = scipy . stats . anderson_ksamp ( samples , midrank = midrank )
return { " d-value " : results [ 0 ] , " critical-values " : results [ 1 ] , " significance-value " : results [ 2 ] }
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def binomial ( self , x , n = None , p = 0.5 , alternative = ' two-sided ' ) :
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results = scipy . stats . binom_test ( x , n = n , p = p , alternative = alternative )
return { " p-value " : results }
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def fk_variance ( self , * args , center = ' median ' , proportiontocut = 0.05 ) :
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results = scipy . stats . fligner ( * args , center = center , proportiontocut = proportiontocut )
return { " h-value " : results [ 0 ] , " p-value " : results [ 1 ] } # unknown if the statistic is an h value
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def mood_mediantest ( self , * args , ties = ' below ' , correction = True , lambda_ = 1 , nan_policy = ' propagate ' ) :
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results = scipy . stats . median_test ( * args , ties = ties , correction = correction , lambda_ = lambda_ , nan_policy = nan_policy )
return { " chisquared-value " : results [ 0 ] , " p-value " : results [ 1 ] , " m-value " : results [ 2 ] , " table " : results [ 3 ] }
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def mood_equalscale ( self , x , y , axis = 0 ) :
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results = scipy . stats . mood ( x , y , axis = axis )
return { " z-score " : results [ 0 ] , " p-value " : results [ 1 ] }
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def skewtest ( self , a , axis = 0 , nan_policy = ' propogate ' ) :
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results = scipy . stats . skewtest ( a , axis = axis , nan_policy = nan_policy )
return { " z-score " : results [ 0 ] , " p-value " : results [ 1 ] }
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def kurtosistest ( self , a , axis = 0 , nan_policy = ' propogate ' ) :
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results = scipy . stats . kurtosistest ( a , axis = axis , nan_policy = nan_policy )
return { " z-score " : results [ 0 ] , " p-value " : results [ 1 ] }
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def normaltest ( self , a , axis = 0 , nan_policy = ' propogate ' ) :
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results = scipy . stats . normaltest ( a , axis = axis , nan_policy = nan_policy )
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return { " z-score " : results [ 0 ] , " p-value " : results [ 1 ] }
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class Array ( ) : # tests on nd arrays independent of basic_stats
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def elementwise_mean ( self , * args ) : # expects arrays that are size normalized
return np . mean ( [ * args ] , axis = 0 )
def elementwise_median ( self , * args ) :
return np . median ( [ * args ] , axis = 0 )
def elementwise_stdev ( self , * args ) :
return np . std ( [ * args ] , axis = 0 )
def elementwise_variance ( self , * args ) :
return np . var ( [ * args ] , axis = 0 )
def elementwise_npmin ( self , * args ) :
return np . amin ( [ * args ] , axis = 0 )
def elementwise_npmax ( self , * args ) :
return np . amax ( [ * args ] , axis = 0 )
def elementwise_stats ( self , * args ) :
_mean = self . elementwise_mean ( * args )
_median = self . elementwise_median ( * args )
_stdev = self . elementwise_stdev ( * args )
_variance = self . elementwise_variance ( * args )
_min = self . elementwise_npmin ( * args )
_max = self . elementwise_npmax ( * args )
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return _mean , _median , _stdev , _variance , _min , _max
def normalize ( self , array ) :
a = np . atleast_1d ( np . linalg . norm ( array ) )
a [ a == 0 ] = 1
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return array / np . expand_dims ( a , - 1 )
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def add ( self , * args ) :
temp = np . array ( [ ] )
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for a in args :
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temp + = a
return temp
def mul ( self , * args ) :
temp = np . array ( [ ] )
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for a in args :
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temp * = a
return temp
def neg ( self , array ) :
return - array
def inv ( self , array ) :
return 1 / array
def dot ( self , a , b ) :
return np . dot ( a , b )
def cross ( self , a , b ) :
return np . cross ( a , b )