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This is free and unencumbered software released into the public domain.
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GNU GENERAL PUBLIC LICENSE
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Version 3, 29 June 2007
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|
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this License (including any patent licenses granted under the third
|
||||
paragraph of section 11).
|
||||
|
||||
However, if you cease all violation of this License, then your
|
||||
license from a particular copyright holder is reinstated (a)
|
||||
provisionally, unless and until the copyright holder explicitly and
|
||||
finally terminates your license, and (b) permanently, if the copyright
|
||||
holder fails to notify you of the violation by some reasonable means
|
||||
prior to 60 days after the cessation.
|
||||
|
||||
Moreover, your license from a particular copyright holder is
|
||||
reinstated permanently if the copyright holder notifies you of the
|
||||
violation by some reasonable means, this is the first time you have
|
||||
received notice of violation of this License (for any work) from that
|
||||
copyright holder, and you cure the violation prior to 30 days after
|
||||
your receipt of the notice.
|
||||
|
||||
Termination of your rights under this section does not terminate the
|
||||
licenses of parties who have received copies or rights from you under
|
||||
this License. If your rights have been terminated and not permanently
|
||||
reinstated, you do not qualify to receive new licenses for the same
|
||||
material under section 10.
|
||||
|
||||
9. Acceptance Not Required for Having Copies.
|
||||
|
||||
You are not required to accept this License in order to receive or
|
||||
run a copy of the Program. Ancillary propagation of a covered work
|
||||
occurring solely as a consequence of using peer-to-peer transmission
|
||||
to receive a copy likewise does not require acceptance. However,
|
||||
nothing other than this License grants you permission to propagate or
|
||||
modify any covered work. These actions infringe copyright if you do
|
||||
not accept this License. Therefore, by modifying or propagating a
|
||||
covered work, you indicate your acceptance of this License to do so.
|
||||
|
||||
10. Automatic Licensing of Downstream Recipients.
|
||||
|
||||
Each time you convey a covered work, the recipient automatically
|
||||
receives a license from the original licensors, to run, modify and
|
||||
propagate that work, subject to this License. You are not responsible
|
||||
for enforcing compliance by third parties with this License.
|
||||
|
||||
An "entity transaction" is a transaction transferring control of an
|
||||
organization, or substantially all assets of one, or subdividing an
|
||||
organization, or merging organizations. If propagation of a covered
|
||||
work results from an entity transaction, each party to that
|
||||
transaction who receives a copy of the work also receives whatever
|
||||
licenses to the work the party's predecessor in interest had or could
|
||||
give under the previous paragraph, plus a right to possession of the
|
||||
Corresponding Source of the work from the predecessor in interest, if
|
||||
the predecessor has it or can get it with reasonable efforts.
|
||||
|
||||
You may not impose any further restrictions on the exercise of the
|
||||
rights granted or affirmed under this License. For example, you may
|
||||
not impose a license fee, royalty, or other charge for exercise of
|
||||
rights granted under this License, and you may not initiate litigation
|
||||
(including a cross-claim or counterclaim in a lawsuit) alleging that
|
||||
any patent claim is infringed by making, using, selling, offering for
|
||||
sale, or importing the Program or any portion of it.
|
||||
|
||||
11. Patents.
|
||||
|
||||
A "contributor" is a copyright holder who authorizes use under this
|
||||
License of the Program or a work on which the Program is based. The
|
||||
work thus licensed is called the contributor's "contributor version".
|
||||
|
||||
A contributor's "essential patent claims" are all patent claims
|
||||
owned or controlled by the contributor, whether already acquired or
|
||||
hereafter acquired, that would be infringed by some manner, permitted
|
||||
by this License, of making, using, or selling its contributor version,
|
||||
but do not include claims that would be infringed only as a
|
||||
consequence of further modification of the contributor version. For
|
||||
purposes of this definition, "control" includes the right to grant
|
||||
patent sublicenses in a manner consistent with the requirements of
|
||||
this License.
|
||||
|
||||
Each contributor grants you a non-exclusive, worldwide, royalty-free
|
||||
patent license under the contributor's essential patent claims, to
|
||||
make, use, sell, offer for sale, import and otherwise run, modify and
|
||||
propagate the contents of its contributor version.
|
||||
|
||||
In the following three paragraphs, a "patent license" is any express
|
||||
agreement or commitment, however denominated, not to enforce a patent
|
||||
(such as an express permission to practice a patent or covenant not to
|
||||
sue for patent infringement). To "grant" such a patent license to a
|
||||
party means to make such an agreement or commitment not to enforce a
|
||||
patent against the party.
|
||||
|
||||
If you convey a covered work, knowingly relying on a patent license,
|
||||
and the Corresponding Source of the work is not available for anyone
|
||||
to copy, free of charge and under the terms of this License, through a
|
||||
publicly available network server or other readily accessible means,
|
||||
then you must either (1) cause the Corresponding Source to be so
|
||||
available, or (2) arrange to deprive yourself of the benefit of the
|
||||
patent license for this particular work, or (3) arrange, in a manner
|
||||
consistent with the requirements of this License, to extend the patent
|
||||
license to downstream recipients. "Knowingly relying" means you have
|
||||
actual knowledge that, but for the patent license, your conveying the
|
||||
covered work in a country, or your recipient's use of the covered work
|
||||
in a country, would infringe one or more identifiable patents in that
|
||||
country that you have reason to believe are valid.
|
||||
|
||||
If, pursuant to or in connection with a single transaction or
|
||||
arrangement, you convey, or propagate by procuring conveyance of, a
|
||||
covered work, and grant a patent license to some of the parties
|
||||
receiving the covered work authorizing them to use, propagate, modify
|
||||
or convey a specific copy of the covered work, then the patent license
|
||||
you grant is automatically extended to all recipients of the covered
|
||||
work and works based on it.
|
||||
|
||||
A patent license is "discriminatory" if it does not include within
|
||||
the scope of its coverage, prohibits the exercise of, or is
|
||||
conditioned on the non-exercise of one or more of the rights that are
|
||||
specifically granted under this License. You may not convey a covered
|
||||
work if you are a party to an arrangement with a third party that is
|
||||
in the business of distributing software, under which you make payment
|
||||
to the third party based on the extent of your activity of conveying
|
||||
the work, and under which the third party grants, to any of the
|
||||
parties who would receive the covered work from you, a discriminatory
|
||||
patent license (a) in connection with copies of the covered work
|
||||
conveyed by you (or copies made from those copies), or (b) primarily
|
||||
for and in connection with specific products or compilations that
|
||||
contain the covered work, unless you entered into that arrangement,
|
||||
or that patent license was granted, prior to 28 March 2007.
|
||||
|
||||
Nothing in this License shall be construed as excluding or limiting
|
||||
any implied license or other defenses to infringement that may
|
||||
otherwise be available to you under applicable patent law.
|
||||
|
||||
12. No Surrender of Others' Freedom.
|
||||
|
||||
If conditions are imposed on you (whether by court order, agreement or
|
||||
otherwise) that contradict the conditions of this License, they do not
|
||||
excuse you from the conditions of this License. If you cannot convey a
|
||||
covered work so as to satisfy simultaneously your obligations under this
|
||||
License and any other pertinent obligations, then as a consequence you may
|
||||
not convey it at all. For example, if you agree to terms that obligate you
|
||||
to collect a royalty for further conveying from those to whom you convey
|
||||
the Program, the only way you could satisfy both those terms and this
|
||||
License would be to refrain entirely from conveying the Program.
|
||||
|
||||
13. Use with the GNU Affero General Public License.
|
||||
|
||||
Notwithstanding any other provision of this License, you have
|
||||
permission to link or combine any covered work with a work licensed
|
||||
under version 3 of the GNU Affero General Public License into a single
|
||||
combined work, and to convey the resulting work. The terms of this
|
||||
License will continue to apply to the part which is the covered work,
|
||||
but the special requirements of the GNU Affero General Public License,
|
||||
section 13, concerning interaction through a network will apply to the
|
||||
combination as such.
|
||||
|
||||
14. Revised Versions of this License.
|
||||
|
||||
The Free Software Foundation may publish revised and/or new versions of
|
||||
the GNU General Public License from time to time. Such new versions will
|
||||
be similar in spirit to the present version, but may differ in detail to
|
||||
address new problems or concerns.
|
||||
|
||||
Each version is given a distinguishing version number. If the
|
||||
Program specifies that a certain numbered version of the GNU General
|
||||
Public License "or any later version" applies to it, you have the
|
||||
option of following the terms and conditions either of that numbered
|
||||
version or of any later version published by the Free Software
|
||||
Foundation. If the Program does not specify a version number of the
|
||||
GNU General Public License, you may choose any version ever published
|
||||
by the Free Software Foundation.
|
||||
|
||||
If the Program specifies that a proxy can decide which future
|
||||
versions of the GNU General Public License can be used, that proxy's
|
||||
public statement of acceptance of a version permanently authorizes you
|
||||
to choose that version for the Program.
|
||||
|
||||
Later license versions may give you additional or different
|
||||
permissions. However, no additional obligations are imposed on any
|
||||
author or copyright holder as a result of your choosing to follow a
|
||||
later version.
|
||||
|
||||
15. Disclaimer of Warranty.
|
||||
|
||||
THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
|
||||
APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
|
||||
HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
|
||||
OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO,
|
||||
THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
||||
PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM
|
||||
IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
|
||||
ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
|
||||
|
||||
16. Limitation of Liability.
|
||||
|
||||
IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
|
||||
WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
|
||||
THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
|
||||
GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
|
||||
USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
|
||||
DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
|
||||
PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
|
||||
EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
|
||||
SUCH DAMAGES.
|
||||
|
||||
17. Interpretation of Sections 15 and 16.
|
||||
|
||||
If the disclaimer of warranty and limitation of liability provided
|
||||
above cannot be given local legal effect according to their terms,
|
||||
reviewing courts shall apply local law that most closely approximates
|
||||
an absolute waiver of all civil liability in connection with the
|
||||
Program, unless a warranty or assumption of liability accompanies a
|
||||
copy of the Program in return for a fee.
|
||||
|
||||
END OF TERMS AND CONDITIONS
|
||||
|
||||
How to Apply These Terms to Your New Programs
|
||||
|
||||
If you develop a new program, and you want it to be of the greatest
|
||||
possible use to the public, the best way to achieve this is to make it
|
||||
free software which everyone can redistribute and change under these terms.
|
||||
|
||||
To do so, attach the following notices to the program. It is safest
|
||||
to attach them to the start of each source file to most effectively
|
||||
state the exclusion of warranty; and each file should have at least
|
||||
the "copyright" line and a pointer to where the full notice is found.
|
||||
|
||||
<one line to give the program's name and a brief idea of what it does.>
|
||||
Copyright (C) <year> <name of author>
|
||||
|
||||
This program is free software: you can redistribute it and/or modify
|
||||
it under the terms of the GNU General Public License as published by
|
||||
the Free Software Foundation, either version 3 of the License, or
|
||||
(at your option) any later version.
|
||||
|
||||
This program is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
GNU General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU General Public License
|
||||
along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
Also add information on how to contact you by electronic and paper mail.
|
||||
|
||||
If the program does terminal interaction, make it output a short
|
||||
notice like this when it starts in an interactive mode:
|
||||
|
||||
<program> Copyright (C) <year> <name of author>
|
||||
This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
|
||||
This is free software, and you are welcome to redistribute it
|
||||
under certain conditions; type `show c' for details.
|
||||
|
||||
The hypothetical commands `show w' and `show c' should show the appropriate
|
||||
parts of the General Public License. Of course, your program's commands
|
||||
might be different; for a GUI interface, you would use an "about box".
|
||||
|
||||
You should also get your employer (if you work as a programmer) or school,
|
||||
if any, to sign a "copyright disclaimer" for the program, if necessary.
|
||||
For more information on this, and how to apply and follow the GNU GPL, see
|
||||
<https://www.gnu.org/licenses/>.
|
||||
|
||||
The GNU General Public License does not permit incorporating your program
|
||||
into proprietary programs. If your program is a subroutine library, you
|
||||
may consider it more useful to permit linking proprietary applications with
|
||||
the library. If this is what you want to do, use the GNU Lesser General
|
||||
Public License instead of this License. But first, please read
|
||||
<https://www.gnu.org/licenses/why-not-lgpl.html>.
|
||||
|
952
data analysis/analysis/.ipynb_checkpoints/analysis-checkpoint.py
Normal file
952
data analysis/analysis/.ipynb_checkpoints/analysis-checkpoint.py
Normal file
@ -0,0 +1,952 @@
|
||||
# Titan Robotics Team 2022: Data Analysis Module
|
||||
# Written by Arthur Lu & Jacob Levine
|
||||
# Notes:
|
||||
# this should be imported as a python module using 'import analysis'
|
||||
# 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:
|
||||
|
||||
__version__ = "1.1.12.003"
|
||||
|
||||
# changelog should be viewed using print(analysis.__changelog__)
|
||||
__changelog__ = """changelog:
|
||||
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 1d, 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 1d, column, row basic stats
|
||||
"""
|
||||
|
||||
__author__ = (
|
||||
"Arthur Lu <learthurgo@gmail.com>",
|
||||
"Jacob Levine <jlevine@imsa.edu>",
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
'_init_device',
|
||||
'load_csv',
|
||||
'basic_stats',
|
||||
'z_score',
|
||||
'z_normalize',
|
||||
'histo_analysis',
|
||||
'regression',
|
||||
'elo',
|
||||
'gliko2',
|
||||
'trueskill',
|
||||
'RegressionMetrics',
|
||||
'ClassificationMetrics',
|
||||
'kmeans',
|
||||
'pca',
|
||||
'decisiontree',
|
||||
'knn_classifier',
|
||||
'knn_regressor',
|
||||
'NaiveBayes',
|
||||
'SVM',
|
||||
'random_forest_classifier',
|
||||
'random_forest_regressor',
|
||||
'Regression',
|
||||
'Gliko2',
|
||||
# all statistics functions left out due to integration in other functions
|
||||
]
|
||||
|
||||
# now back to your regularly scheduled programming:
|
||||
|
||||
# imports (now in alphabetical order! v 1.0.3.006):
|
||||
|
||||
import csv
|
||||
import numba
|
||||
from numba import jit
|
||||
import numpy as np
|
||||
import math
|
||||
import sklearn
|
||||
from sklearn import *
|
||||
import torch
|
||||
try:
|
||||
from analysis import trueskill as Trueskill
|
||||
except:
|
||||
import trueskill as Trueskill
|
||||
|
||||
class error(ValueError):
|
||||
pass
|
||||
|
||||
def _init_device(): # initiates computation device for ANNs
|
||||
device = 'cuda:0' if torch.cuda.is_available() else 'cpu'
|
||||
return device
|
||||
|
||||
def load_csv(filepath):
|
||||
with open(filepath, newline='') as csvfile:
|
||||
file_array = np.array(list(csv.reader(csvfile)))
|
||||
csvfile.close()
|
||||
return file_array
|
||||
|
||||
# expects 1d array
|
||||
@jit(forceobj=True)
|
||||
def basic_stats(data):
|
||||
|
||||
data_t = np.array(data).astype(float)
|
||||
|
||||
_mean = mean(data_t)
|
||||
_median = median(data_t)
|
||||
_stdev = stdev(data_t)
|
||||
_variance = variance(data_t)
|
||||
_min = npmin(data_t)
|
||||
_max = npmax(data_t)
|
||||
|
||||
return _mean, _median, _stdev, _variance, _min, _max
|
||||
|
||||
# returns z score with inputs of point, mean and standard deviation of spread
|
||||
@jit(forceobj=True)
|
||||
def z_score(point, mean, stdev):
|
||||
score = (point - mean) / stdev
|
||||
|
||||
return score
|
||||
|
||||
# expects 2d array, normalizes across all axes
|
||||
@jit(forceobj=True)
|
||||
def z_normalize(array, *args):
|
||||
|
||||
array = np.array(array)
|
||||
for arg in args:
|
||||
array = sklearn.preprocessing.normalize(array, axis = arg)
|
||||
|
||||
return array
|
||||
|
||||
@jit(forceobj=True)
|
||||
# expects 2d array of [x,y]
|
||||
def histo_analysis(hist_data):
|
||||
|
||||
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)
|
||||
|
||||
return basic_stats(derivative)[0], basic_stats(derivative)[3]
|
||||
|
||||
def regression(ndevice, inputs, outputs, args, loss = torch.nn.MSELoss(), _iterations = 10000, lr = 0.01, _iterations_ply = 10000, lr_ply = 0.01): # inputs, outputs expects N-D array
|
||||
|
||||
regressions = []
|
||||
Regression().set_device(ndevice)
|
||||
|
||||
if 'lin' in args: # formula: ax + b
|
||||
|
||||
model = Regression().SGDTrain(Regression.LinearRegKernel(len(inputs)), torch.tensor(inputs).to(torch.float).to(device), torch.tensor([outputs]).to(torch.float).to(device), iterations=_iterations, learning_rate=lr, return_losses=True)
|
||||
params = model[0].parameters
|
||||
params[:] = map(lambda x: x.item(), params)
|
||||
regressions.append((params, model[1][::-1][0]))
|
||||
|
||||
if 'log' in args: # formula: a log (b(x + c)) + d
|
||||
|
||||
model = Regression().SGDTrain(Regression.LogRegKernel(len(inputs)), torch.tensor(inputs).to(torch.float).to(device), torch.tensor(outputs).to(torch.float).to(device), iterations=_iterations, learning_rate=lr, return_losses=True)
|
||||
params = model[0].parameters
|
||||
params[:] = map(lambda x: x.item(), params)
|
||||
regressions.append((params, model[1][::-1][0]))
|
||||
|
||||
if 'exp' in args: # formula: a e ^ (b(x + c)) + d
|
||||
|
||||
model = Regression().SGDTrain(Regression.ExpRegKernel(len(inputs)), torch.tensor(inputs).to(torch.float).to(device), torch.tensor(outputs).to(torch.float).to(device), iterations=_iterations, learning_rate=lr, return_losses=True)
|
||||
params = model[0].parameters
|
||||
params[:] = map(lambda x: x.item(), params)
|
||||
regressions.append((params, model[1][::-1][0]))
|
||||
|
||||
if 'ply' in args: # formula: a + bx^1 + cx^2 + dx^3 + ...
|
||||
|
||||
plys = []
|
||||
limit = len(outputs[0])
|
||||
|
||||
for i in range(2, limit):
|
||||
|
||||
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))
|
||||
|
||||
params = model.steps[1][1].intercept_.tolist()
|
||||
params = np.append(params, model.steps[1][1].coef_[0].tolist()[1::])
|
||||
params.flatten()
|
||||
params = params.tolist()
|
||||
|
||||
plys.append(params)
|
||||
|
||||
regressions.append(plys)
|
||||
|
||||
if 'sig' in args: # formula: a sig (b(x + c)) + d | sig() = 1/(1 + e ^ -x)
|
||||
|
||||
model = Regression().SGDTrain(Regression.SigmoidalRegKernelArthur(len(inputs)), torch.tensor(inputs).to(torch.float).to(device), torch.tensor(outputs).to(torch.float).to(device), iterations=_iterations, learning_rate=lr, return_losses=True)
|
||||
params = model[0].parameters
|
||||
params[:] = map(lambda x: x.item(), params)
|
||||
regressions.append((params, model[1][::-1][0]))
|
||||
|
||||
return regressions
|
||||
|
||||
@jit(nopython=True)
|
||||
def elo(starting_score, opposing_score, observed, N, K):
|
||||
|
||||
expected = 1/(1+10**((np.array(opposing_score) - starting_score)/N))
|
||||
|
||||
return starting_score + K*(np.sum(observed) - np.sum(expected))
|
||||
|
||||
@jit(forceobj=True)
|
||||
def gliko2(starting_score, starting_rd, starting_vol, opposing_score, opposing_rd, observations):
|
||||
|
||||
player = Gliko2(rating = starting_score, rd = starting_rd, vol = starting_vol)
|
||||
|
||||
player.update_player([x for x in opposing_score], [x for x in opposing_rd], observations)
|
||||
|
||||
return (player.rating, player.rd, player.vol)
|
||||
|
||||
@jit(forceobj=True)
|
||||
def trueskill(teams_data, observations): # teams_data is array of array of tuples ie. [[(mu, sigma), (mu, sigma), (mu, sigma)], [(mu, sigma), (mu, sigma), (mu, sigma)]]
|
||||
|
||||
team_ratings = []
|
||||
|
||||
for team in teams_data:
|
||||
team_temp = []
|
||||
for player in team:
|
||||
player = Trueskill.Rating(player[0], player[1])
|
||||
team_temp.append(player)
|
||||
team_ratings.append(team_temp)
|
||||
|
||||
return Trueskill.rate(teams_data, observations)
|
||||
|
||||
class RegressionMetrics():
|
||||
|
||||
def __new__(cls, predictions, targets):
|
||||
|
||||
return cls.r_squared(cls, predictions, targets), cls.mse(cls, predictions, targets), cls.rms(cls, predictions, targets)
|
||||
|
||||
def r_squared(self, predictions, targets): # assumes equal size inputs
|
||||
|
||||
return sklearn.metrics.r2_score(targets, predictions)
|
||||
|
||||
def mse(self, predictions, targets):
|
||||
|
||||
return sklearn.metrics.mean_squared_error(targets, predictions)
|
||||
|
||||
def rms(self, predictions, targets):
|
||||
|
||||
return math.sqrt(sklearn.metrics.mean_squared_error(targets, predictions))
|
||||
|
||||
class ClassificationMetrics():
|
||||
|
||||
def __new__(cls, predictions, targets):
|
||||
|
||||
return cls.cm(cls, predictions, targets), cls.cr(cls, predictions, targets)
|
||||
|
||||
def cm(self, predictions, targets):
|
||||
|
||||
return sklearn.metrics.confusion_matrix(targets, predictions)
|
||||
|
||||
def cr(self, predictions, targets):
|
||||
|
||||
return sklearn.metrics.classification_report(targets, predictions)
|
||||
|
||||
@jit(nopython=True)
|
||||
def mean(data):
|
||||
|
||||
return np.mean(data)
|
||||
|
||||
@jit(nopython=True)
|
||||
def median(data):
|
||||
|
||||
return np.median(data)
|
||||
|
||||
@jit(nopython=True)
|
||||
def stdev(data):
|
||||
|
||||
return np.std(data)
|
||||
|
||||
@jit(nopython=True)
|
||||
def variance(data):
|
||||
|
||||
return np.var(data)
|
||||
|
||||
@jit(nopython=True)
|
||||
def npmin(data):
|
||||
|
||||
return np.amin(data)
|
||||
|
||||
@jit(nopython=True)
|
||||
def npmax(data):
|
||||
|
||||
return np.amax(data)
|
||||
|
||||
@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"):
|
||||
|
||||
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_
|
||||
|
||||
return centers, predictions
|
||||
|
||||
@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):
|
||||
|
||||
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)
|
||||
|
||||
return kernel.fit_transform(data)
|
||||
|
||||
@jit(forceobj=True)
|
||||
def decisiontree(data, labels, test_size = 0.3, criterion = "gini", splitter = "default", max_depth = None): #expects *2d data and 1d labels
|
||||
|
||||
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)
|
||||
metrics = ClassificationMetrics(predictions, labels_test)
|
||||
|
||||
return model, metrics
|
||||
|
||||
@jit(forceobj=True)
|
||||
def knn_classifier(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
|
||||
|
||||
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)
|
||||
|
||||
return model, ClassificationMetrics(predictions, labels_test)
|
||||
|
||||
def knn_regressor(data, outputs, test_size, n_neighbors = 5, weights = "uniform", algorithm = "auto", leaf_size = 30, p = 2, metric = "minkowski", metric_params = None, n_jobs = None):
|
||||
|
||||
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)
|
||||
|
||||
return model, RegressionMetrics(predictions, outputs_test)
|
||||
|
||||
class NaiveBayes:
|
||||
|
||||
def guassian(self, data, labels, test_size = 0.3, priors = None, var_smoothing = 1e-09):
|
||||
|
||||
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)
|
||||
|
||||
return model, ClassificationMetrics(predictions, labels_test)
|
||||
|
||||
def multinomial(self, data, labels, test_size = 0.3, alpha=1.0, fit_prior=True, class_prior=None):
|
||||
|
||||
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)
|
||||
|
||||
return model, ClassificationMetrics(predictions, labels_test)
|
||||
|
||||
def bernoulli(self, data, labels, test_size = 0.3, alpha=1.0, binarize=0.0, fit_prior=True, class_prior=None):
|
||||
|
||||
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)
|
||||
|
||||
return model, ClassificationMetrics(predictions, labels_test)
|
||||
|
||||
def complement(self, data, labels, test_size = 0.3, alpha=1.0, fit_prior=True, class_prior=None, norm=False):
|
||||
|
||||
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)
|
||||
|
||||
return model, ClassificationMetrics(predictions, labels_test)
|
||||
|
||||
class SVM:
|
||||
|
||||
class CustomKernel:
|
||||
|
||||
def __new__(cls, C, kernel, degre, gamma, coef0, shrinking, probability, tol, cache_size, class_weight, verbose, max_iter, decision_function_shape, random_state):
|
||||
|
||||
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)
|
||||
|
||||
class StandardKernel:
|
||||
|
||||
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):
|
||||
|
||||
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)
|
||||
|
||||
class PrebuiltKernel:
|
||||
|
||||
class Linear:
|
||||
|
||||
def __new__(cls):
|
||||
|
||||
return sklearn.svm.SVC(kernel = 'linear')
|
||||
|
||||
class Polynomial:
|
||||
|
||||
def __new__(cls, power, r_bias):
|
||||
|
||||
return sklearn.svm.SVC(kernel = 'polynomial', degree = power, coef0 = r_bias)
|
||||
|
||||
class RBF:
|
||||
|
||||
def __new__(cls, gamma):
|
||||
|
||||
return sklearn.svm.SVC(kernel = 'rbf', gamma = gamma)
|
||||
|
||||
class Sigmoid:
|
||||
|
||||
def __new__(cls, r_bias):
|
||||
|
||||
return sklearn.svm.SVC(kernel = 'sigmoid', coef0 = r_bias)
|
||||
|
||||
def fit(self, kernel, train_data, train_outputs): # expects *2d data, 1d labels or outputs
|
||||
|
||||
return kernel.fit(train_data, train_outputs)
|
||||
|
||||
def eval_classification(self, kernel, test_data, test_outputs):
|
||||
|
||||
predictions = kernel.predict(test_data)
|
||||
|
||||
return ClassificationMetrics(predictions, test_outputs)
|
||||
|
||||
def eval_regression(self, kernel, test_data, test_outputs):
|
||||
|
||||
predictions = kernel.predict(test_data)
|
||||
|
||||
return RegressionMetrics(predictions, test_outputs)
|
||||
|
||||
def random_forest_classifier(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)
|
||||
|
||||
return kernel, ClassificationMetrics(predictions, labels_test)
|
||||
|
||||
def random_forest_regressor(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):
|
||||
|
||||
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)
|
||||
|
||||
return kernel, RegressionMetrics(predictions, outputs_test)
|
||||
|
||||
class Regression:
|
||||
|
||||
# Titan Robotics Team 2022: CUDA-based Regressions Module
|
||||
# Written by Arthur Lu & Jacob Levine
|
||||
# Notes:
|
||||
# this module has been automatically inegrated into analysis.py, and should be callable as a class from the package
|
||||
# this module is cuda-optimized and vectorized (except for one small part)
|
||||
# setup:
|
||||
|
||||
__version__ = "1.0.0.003"
|
||||
|
||||
# changelog should be viewed using print(analysis.regression.__changelog__)
|
||||
__changelog__ = """
|
||||
1.0.0.003:
|
||||
- bug fixes
|
||||
1.0.0.002:
|
||||
-Added more parameters to log, exponential, polynomial
|
||||
-Added SigmoidalRegKernelArthur, because Arthur apparently needs
|
||||
to train the scaling and shifting of sigmoids
|
||||
|
||||
1.0.0.001:
|
||||
-initial release, with linear, log, exponential, polynomial, and sigmoid kernels
|
||||
-already vectorized (except for polynomial generation) and CUDA-optimized
|
||||
"""
|
||||
|
||||
__author__ = (
|
||||
"Jacob Levine <jlevine@imsa.edu>",
|
||||
"Arthur Lu <learthurgo@gmail.com>"
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
'factorial',
|
||||
'take_all_pwrs',
|
||||
'num_poly_terms',
|
||||
'set_device',
|
||||
'LinearRegKernel',
|
||||
'SigmoidalRegKernel',
|
||||
'LogRegKernel',
|
||||
'PolyRegKernel',
|
||||
'ExpRegKernel',
|
||||
'SigmoidalRegKernelArthur',
|
||||
'SGDTrain',
|
||||
'CustomTrain'
|
||||
]
|
||||
|
||||
global device
|
||||
|
||||
device = "cuda:0" if torch.torch.cuda.is_available() else "cpu"
|
||||
|
||||
#todo: document completely
|
||||
|
||||
def set_device(self, new_device):
|
||||
device=new_device
|
||||
|
||||
class LinearRegKernel():
|
||||
parameters= []
|
||||
weights=None
|
||||
bias=None
|
||||
def __init__(self, num_vars):
|
||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
||||
self.bias=torch.rand(1, requires_grad=True, device=device)
|
||||
self.parameters=[self.weights,self.bias]
|
||||
def forward(self,mtx):
|
||||
long_bias=self.bias.repeat([1,mtx.size()[1]])
|
||||
return torch.matmul(self.weights,mtx)+long_bias
|
||||
|
||||
class SigmoidalRegKernel():
|
||||
parameters= []
|
||||
weights=None
|
||||
bias=None
|
||||
sigmoid=torch.nn.Sigmoid()
|
||||
def __init__(self, num_vars):
|
||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
||||
self.bias=torch.rand(1, requires_grad=True, device=device)
|
||||
self.parameters=[self.weights,self.bias]
|
||||
def forward(self,mtx):
|
||||
long_bias=self.bias.repeat([1,mtx.size()[1]])
|
||||
return self.sigmoid(torch.matmul(self.weights,mtx)+long_bias)
|
||||
|
||||
class SigmoidalRegKernelArthur():
|
||||
parameters= []
|
||||
weights=None
|
||||
in_bias=None
|
||||
scal_mult=None
|
||||
out_bias=None
|
||||
sigmoid=torch.nn.Sigmoid()
|
||||
def __init__(self, num_vars):
|
||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
||||
self.in_bias=torch.rand(1, requires_grad=True, device=device)
|
||||
self.scal_mult=torch.rand(1, requires_grad=True, device=device)
|
||||
self.out_bias=torch.rand(1, requires_grad=True, device=device)
|
||||
self.parameters=[self.weights,self.in_bias, self.scal_mult, self.out_bias]
|
||||
def forward(self,mtx):
|
||||
long_in_bias=self.in_bias.repeat([1,mtx.size()[1]])
|
||||
long_out_bias=self.out_bias.repeat([1,mtx.size()[1]])
|
||||
return (self.scal_mult*self.sigmoid(torch.matmul(self.weights,mtx)+long_in_bias))+long_out_bias
|
||||
|
||||
class LogRegKernel():
|
||||
parameters= []
|
||||
weights=None
|
||||
in_bias=None
|
||||
scal_mult=None
|
||||
out_bias=None
|
||||
def __init__(self, num_vars):
|
||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
||||
self.in_bias=torch.rand(1, requires_grad=True, device=device)
|
||||
self.scal_mult=torch.rand(1, requires_grad=True, device=device)
|
||||
self.out_bias=torch.rand(1, requires_grad=True, device=device)
|
||||
self.parameters=[self.weights,self.in_bias, self.scal_mult, self.out_bias]
|
||||
def forward(self,mtx):
|
||||
long_in_bias=self.in_bias.repeat([1,mtx.size()[1]])
|
||||
long_out_bias=self.out_bias.repeat([1,mtx.size()[1]])
|
||||
return (self.scal_mult*torch.log(torch.matmul(self.weights,mtx)+long_in_bias))+long_out_bias
|
||||
|
||||
class ExpRegKernel():
|
||||
parameters= []
|
||||
weights=None
|
||||
in_bias=None
|
||||
scal_mult=None
|
||||
out_bias=None
|
||||
def __init__(self, num_vars):
|
||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
||||
self.in_bias=torch.rand(1, requires_grad=True, device=device)
|
||||
self.scal_mult=torch.rand(1, requires_grad=True, device=device)
|
||||
self.out_bias=torch.rand(1, requires_grad=True, device=device)
|
||||
self.parameters=[self.weights,self.in_bias, self.scal_mult, self.out_bias]
|
||||
def forward(self,mtx):
|
||||
long_in_bias=self.in_bias.repeat([1,mtx.size()[1]])
|
||||
long_out_bias=self.out_bias.repeat([1,mtx.size()[1]])
|
||||
return (self.scal_mult*torch.exp(torch.matmul(self.weights,mtx)+long_in_bias))+long_out_bias
|
||||
|
||||
class PolyRegKernel():
|
||||
parameters= []
|
||||
weights=None
|
||||
bias=None
|
||||
power=None
|
||||
def __init__(self, num_vars, power):
|
||||
self.power=power
|
||||
num_terms=self.num_poly_terms(num_vars, power)
|
||||
self.weights=torch.rand(num_terms, requires_grad=True, device=device)
|
||||
self.bias=torch.rand(1, requires_grad=True, device=device)
|
||||
self.parameters=[self.weights,self.bias]
|
||||
def num_poly_terms(self,num_vars, power):
|
||||
if power == 0:
|
||||
return 0
|
||||
return int(self.factorial(num_vars+power-1) / self.factorial(power) / self.factorial(num_vars-1)) + self.num_poly_terms(num_vars, power-1)
|
||||
def factorial(self,n):
|
||||
if n==0:
|
||||
return 1
|
||||
else:
|
||||
return n*self.factorial(n-1)
|
||||
def take_all_pwrs(self, vec, pwr):
|
||||
#todo: vectorize (kinda)
|
||||
combins=torch.combinations(vec, r=pwr, with_replacement=True)
|
||||
out=torch.ones(combins.size()[0]).to(device).to(torch.float)
|
||||
for i in torch.t(combins).to(device).to(torch.float):
|
||||
out *= i
|
||||
if pwr == 1:
|
||||
return out
|
||||
else:
|
||||
return torch.cat((out,self.take_all_pwrs(vec, pwr-1)))
|
||||
def forward(self,mtx):
|
||||
#TODO: Vectorize the last part
|
||||
cols=[]
|
||||
for i in torch.t(mtx):
|
||||
cols.append(self.take_all_pwrs(i,self.power))
|
||||
new_mtx=torch.t(torch.stack(cols))
|
||||
long_bias=self.bias.repeat([1,mtx.size()[1]])
|
||||
return torch.matmul(self.weights,new_mtx)+long_bias
|
||||
|
||||
def SGDTrain(self, kernel, data, ground, loss=torch.nn.MSELoss(), iterations=1000, learning_rate=.1, return_losses=False):
|
||||
optim=torch.optim.SGD(kernel.parameters, lr=learning_rate)
|
||||
data_cuda=data.to(device)
|
||||
ground_cuda=ground.to(device)
|
||||
if (return_losses):
|
||||
losses=[]
|
||||
for i in range(iterations):
|
||||
with torch.set_grad_enabled(True):
|
||||
optim.zero_grad()
|
||||
pred=kernel.forward(data_cuda)
|
||||
ls=loss(pred,ground_cuda)
|
||||
losses.append(ls.item())
|
||||
ls.backward()
|
||||
optim.step()
|
||||
return [kernel,losses]
|
||||
else:
|
||||
for i in range(iterations):
|
||||
with torch.set_grad_enabled(True):
|
||||
optim.zero_grad()
|
||||
pred=kernel.forward(data_cuda)
|
||||
ls=loss(pred,ground_cuda)
|
||||
ls.backward()
|
||||
optim.step()
|
||||
return kernel
|
||||
|
||||
def CustomTrain(self, kernel, optim, data, ground, loss=torch.nn.MSELoss(), iterations=1000, return_losses=False):
|
||||
data_cuda=data.to(device)
|
||||
ground_cuda=ground.to(device)
|
||||
if (return_losses):
|
||||
losses=[]
|
||||
for i in range(iterations):
|
||||
with torch.set_grad_enabled(True):
|
||||
optim.zero_grad()
|
||||
pred=kernel.forward(data)
|
||||
ls=loss(pred,ground)
|
||||
losses.append(ls.item())
|
||||
ls.backward()
|
||||
optim.step()
|
||||
return [kernel,losses]
|
||||
else:
|
||||
for i in range(iterations):
|
||||
with torch.set_grad_enabled(True):
|
||||
optim.zero_grad()
|
||||
pred=kernel.forward(data_cuda)
|
||||
ls=loss(pred,ground_cuda)
|
||||
ls.backward()
|
||||
optim.step()
|
||||
return kernel
|
||||
|
||||
class Gliko2:
|
||||
|
||||
_tau = 0.5
|
||||
|
||||
def getRating(self):
|
||||
return (self.__rating * 173.7178) + 1500
|
||||
|
||||
def setRating(self, rating):
|
||||
self.__rating = (rating - 1500) / 173.7178
|
||||
|
||||
rating = property(getRating, setRating)
|
||||
|
||||
def getRd(self):
|
||||
return self.__rd * 173.7178
|
||||
|
||||
def setRd(self, rd):
|
||||
self.__rd = rd / 173.7178
|
||||
|
||||
rd = property(getRd, setRd)
|
||||
|
||||
def __init__(self, rating = 1500, rd = 350, vol = 0.06):
|
||||
|
||||
self.setRating(rating)
|
||||
self.setRd(rd)
|
||||
self.vol = vol
|
||||
|
||||
def _preRatingRD(self):
|
||||
|
||||
self.__rd = math.sqrt(math.pow(self.__rd, 2) + math.pow(self.vol, 2))
|
||||
|
||||
def update_player(self, rating_list, RD_list, outcome_list):
|
||||
|
||||
rating_list = [(x - 1500) / 173.7178 for x in rating_list]
|
||||
RD_list = [x / 173.7178 for x in RD_list]
|
||||
|
||||
v = self._v(rating_list, RD_list)
|
||||
self.vol = self._newVol(rating_list, RD_list, outcome_list, v)
|
||||
self._preRatingRD()
|
||||
|
||||
self.__rd = 1 / math.sqrt((1 / math.pow(self.__rd, 2)) + (1 / v))
|
||||
|
||||
tempSum = 0
|
||||
for i in range(len(rating_list)):
|
||||
tempSum += self._g(RD_list[i]) * \
|
||||
(outcome_list[i] - self._E(rating_list[i], RD_list[i]))
|
||||
self.__rating += math.pow(self.__rd, 2) * tempSum
|
||||
|
||||
|
||||
def _newVol(self, rating_list, RD_list, outcome_list, v):
|
||||
|
||||
i = 0
|
||||
delta = self._delta(rating_list, RD_list, outcome_list, v)
|
||||
a = math.log(math.pow(self.vol, 2))
|
||||
tau = self._tau
|
||||
x0 = a
|
||||
x1 = 0
|
||||
|
||||
while x0 != x1:
|
||||
# New iteration, so x(i) becomes x(i-1)
|
||||
x0 = x1
|
||||
d = math.pow(self.__rating, 2) + v + math.exp(x0)
|
||||
h1 = -(x0 - a) / math.pow(tau, 2) - 0.5 * math.exp(x0) \
|
||||
/ d + 0.5 * math.exp(x0) * math.pow(delta / d, 2)
|
||||
h2 = -1 / math.pow(tau, 2) - 0.5 * math.exp(x0) * \
|
||||
(math.pow(self.__rating, 2) + v) \
|
||||
/ math.pow(d, 2) + 0.5 * math.pow(delta, 2) * math.exp(x0) \
|
||||
* (math.pow(self.__rating, 2) + v - math.exp(x0)) / math.pow(d, 3)
|
||||
x1 = x0 - (h1 / h2)
|
||||
|
||||
return math.exp(x1 / 2)
|
||||
|
||||
def _delta(self, rating_list, RD_list, outcome_list, v):
|
||||
|
||||
tempSum = 0
|
||||
for i in range(len(rating_list)):
|
||||
tempSum += self._g(RD_list[i]) * (outcome_list[i] - self._E(rating_list[i], RD_list[i]))
|
||||
return v * tempSum
|
||||
|
||||
def _v(self, rating_list, RD_list):
|
||||
|
||||
tempSum = 0
|
||||
for i in range(len(rating_list)):
|
||||
tempE = self._E(rating_list[i], RD_list[i])
|
||||
tempSum += math.pow(self._g(RD_list[i]), 2) * tempE * (1 - tempE)
|
||||
return 1 / tempSum
|
||||
|
||||
def _E(self, p2rating, p2RD):
|
||||
|
||||
return 1 / (1 + math.exp(-1 * self._g(p2RD) * \
|
||||
(self.__rating - p2rating)))
|
||||
|
||||
def _g(self, RD):
|
||||
|
||||
return 1 / math.sqrt(1 + 3 * math.pow(RD, 2) / math.pow(math.pi, 2))
|
||||
|
||||
def did_not_compete(self):
|
||||
|
||||
self._preRatingRD()
|
Binary file not shown.
Loading…
Reference in New Issue
Block a user