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analysis.py - v 1.0.6.000
changelog: - added calc_overfit, which calculates two measures of overfit, error and performance - added calculating overfit to optimize_regression
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@ -8,9 +8,12 @@
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#setup:
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__version__ = "1.0.5.000"
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__version__ = "1.0.6.000"
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__changelog__ = """changelog:
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1.0.6.000:
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- added calc_overfit, which calculates two measures of overfit, error and performance
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- added calculating overfit to optimize_regression
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1.0.5.000:
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- added optimize_regression function, which is a sample function to find the optimal regressions
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- optimize_regression function filters out some overfit funtions (functions with r^2 = 1)
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@ -667,6 +670,24 @@ def rms(predictions, targets): # assumes equal size inputs
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return float(out)
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def calc_overfit(equation, rms_train, r2_train, x_test, y_test):
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#overfit = performance(train) - performance(test) where performance is r^2
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#overfir = error(train) - error(test) where error is rms
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vals = []
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for i in range(0, len(x_test), 1):
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z = x_test[i]
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exec("vals.append(" + equation + ")")
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r2_test = r_squared(vals, y_test)
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rms_test = rms(vals, y_test)
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return rms_train - rms_test, r2_train - r2_test
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def strip_data(data, mode):
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if mode == "adam": #x is the row number, y are the data
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@ -686,6 +707,30 @@ def optimize_regression(x, y, _range, resolution):#_range in poly regression is
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if type(resolution) != int:
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raise error("resolution must be int")
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x = x
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y = y
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x_train = []
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y_train = []
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x_test = []
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y_test = []
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for i in range (0, math.floor(len(x) * 0.4), 1):
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index = random.randint(0, len(x) - 1)
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x_test.append(x[index])
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y_test.append(y[index])
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x.pop(index)
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y.pop(index)
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x_train = x
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y_train = y
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#print(x_train, x_test)
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#print(y_train, y_test)
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eqs = []
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@ -695,17 +740,17 @@ def optimize_regression(x, y, _range, resolution):#_range in poly regression is
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for i in range (0, _range + 1, 1):
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eqs.append(poly_regression(x, y, i)[0])
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rmss.append(poly_regression(x, y, i)[1])
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r2s.append(poly_regression(x, y, i)[2])
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eqs.append(poly_regression(x_train, y_train, i)[0])
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rmss.append(poly_regression(x_train, y_train, i)[1])
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r2s.append(poly_regression(x_train, y_train, i)[2])
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for i in range (1, 100 * resolution + 1):
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try:
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eqs.append(exp_regression(x, y, float(i / resolution))[0])
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rmss.append(exp_regression(x, y, float(i / resolution))[1])
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r2s.append(exp_regression(x, y, float(i / resolution))[2])
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eqs.append(exp_regression(x_train, y_train, float(i / resolution))[0])
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rmss.append(exp_regression(x_train, y_train, float(i / resolution))[1])
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r2s.append(exp_regression(x_train, y_train, float(i / resolution))[2])
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except:
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@ -715,9 +760,9 @@ def optimize_regression(x, y, _range, resolution):#_range in poly regression is
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try:
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eqs.append(log_regression(x, y, float(i / resolution))[0])
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rmss.append(log_regression(x, y, float(i / resolution))[1])
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r2s.append(log_regression(x, y, float(i / resolution))[2])
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eqs.append(log_regression(x_train, y_train, float(i / resolution))[0])
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rmss.append(log_regression(x_train, y_train, float(i / resolution))[1])
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r2s.append(log_regression(x_train, y_train, float(i / resolution))[2])
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except:
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@ -743,7 +788,13 @@ def optimize_regression(x, y, _range, resolution):#_range in poly regression is
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break
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return eqs, rmss, r2s
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overfit = []
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for i in range (0, len(eqs), 1):
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overfit.append(calc_overfit(eqs[i], rmss[i], r2s[i], x_test, y_test))
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return eqs, rmss, r2s, overfit
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def basic_analysis(filepath): #assumes that rows are the independent variable and columns are the dependant. also assumes that time flows from lowest column to highest column.
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@ -855,6 +906,12 @@ def debug():
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print(exp_regression([1, 2, 3, 4], [2, 4, 8, 16], 2.717))
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x, y, z = optimize_regression([0, 1, 2, 3, 4], [1, 2, 4, 7, 19], 10, 100)
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for i in range(0, len(x), 1):
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print(str(x[i]) + " | " + str(y[i]) + " | " + str(z[i]))
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#statistics def below------------------------------------------------------------------------------------------------------------------------------------------------------
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class StatisticsError(ValueError):
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