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Merge branch 'master' of https://github.com/titanscout2022/tr2022-strategy
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commit
478c793917
2
.gitignore
vendored
2
.gitignore
vendored
@ -12,3 +12,5 @@ data analysis/analysis/build/temp.win-amd64-3.7/Release/analysis.cp37-win_amd64.
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data analysis/analysis/build/temp.win-amd64-3.7/Release/analysis.obj
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data analysis/test.ipynb
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data analysis/.ipynb_checkpoints/test-checkpoint.ipynb
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.vscode/settings.json
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.vscode
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@ -7,10 +7,17 @@
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# current benchmark of optimization: 1.33 times faster
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# setup:
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__version__ = "1.1.11.004"
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__version__ = "1.1.11.007"
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# changelog should be viewed using print(analysis.__changelog__)
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__changelog__ = """changelog:
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1.1.11.007:
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- bug fixes
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1.1.11.006:
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- tested min and max
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- bug fixes
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1.1.11.005:
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- added min and max in basic_stats
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1.1.11.004:
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- bug fixes
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1.1.11.003:
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@ -269,8 +276,8 @@ def basic_stats(data):
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_median = median(data_t)
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_stdev = stdev(data_t)
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_variance = variance(data_t)
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_min = min(data_t)
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_max = max(data_t)
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_min = npmin(data_t)
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_max = npmax(data_t)
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return _mean, _median, _stdev, _variance, _min, _max
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@ -383,9 +390,9 @@ def trueskill(teams_data, observations):#teams_data is array of array of tuples
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class RegressionMetrics():
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def __new__(self, predictions, targets):
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def __new__(cls, predictions, targets):
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return self.r_squared(self, predictions, targets), self.mse(self, predictions, targets), self.rms(self, 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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@ -401,9 +408,9 @@ class RegressionMetrics():
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class ClassificationMetrics():
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def __new__(self, predictions, targets):
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def __new__(cls, predictions, targets):
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return self.cm(self, predictions, targets), self.cr(self, 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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@ -434,14 +441,14 @@ def variance(data):
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return np.var(data)
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@jit(nopython=True)
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def min(data):
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def npmin(data):
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return data.min
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return np.amin(data)
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@jit(nopython=True)
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def max(data):
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def npmax(data):
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return data.max
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return np.amax(data)
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@jit(forceobj=True)
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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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@ -532,13 +539,13 @@ class SVM:
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class CustomKernel:
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def __new__(self, C, kernel, degre, gamma, coef0, shrinking, probability, tol, cache_size, class_weight, verbose, max_iter, decision_function_shape, random_state):
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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__(self, 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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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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@ -546,25 +553,25 @@ class SVM:
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class Linear:
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def __new__(self):
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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__(self, power, r_bias):
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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__(self, gamma):
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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__(self, r_bias):
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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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@ -611,10 +618,12 @@ class Regression:
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# this module is cuda-optimized and vectorized (except for one small part)
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# setup:
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__version__ = "1.0.0.002"
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__version__ = "1.0.0.003"
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# changelog should be viewed using print(analysis.regression.__changelog__)
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__changelog__ = """
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1.0.0.003:
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- bug fixes
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1.0.0.002:
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-Added more parameters to log, exponential, polynomial
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-Added SigmoidalRegKernelArthur, because Arthur apparently needs
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@ -645,12 +654,13 @@ class Regression:
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'CustomTrain'
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]
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global device
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device = "cuda:0" if torch.torch.cuda.is_available() else "cpu"
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#todo: document completely
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def set_device(self, new_device):
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global device
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device=new_device
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class LinearRegKernel():
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@ -769,7 +779,7 @@ class Regression:
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long_bias=self.bias.repeat([1,mtx.size()[1]])
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return torch.matmul(self.weights,new_mtx)+long_bias
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def SGDTrain(kernel, data, ground, loss=torch.nn.MSELoss(), iterations=1000, learning_rate=.1, return_losses=False):
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def SGDTrain(self, kernel, data, ground, loss=torch.nn.MSELoss(), iterations=1000, learning_rate=.1, return_losses=False):
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optim=torch.optim.SGD(kernel.parameters, lr=learning_rate)
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data_cuda=data.to(device)
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ground_cuda=ground.to(device)
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