mirror of
https://github.com/titanscouting/tra-analysis.git
synced 2024-11-10 06:54:44 +00:00
1293de346e
changelog analysis.py: - minor fixes changelog superscript.py: - added data reading from file - added superstructure to code
1094 lines
28 KiB
Python
1094 lines
28 KiB
Python
#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 not been optimized for multhreaded computing
|
|
#number of easter eggs: 2
|
|
#setup:
|
|
|
|
__version__ = "1.0.8.005"
|
|
|
|
#changelog should be viewed using print(analysis.__changelog__)
|
|
__changelog__ = """changelog:
|
|
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 <arthurlu@ttic.edu>, "
|
|
"Jacob Levine <jlevine@ttic.edu>,"
|
|
)
|
|
|
|
__all__ = [
|
|
'_init_device',
|
|
'c_entities',
|
|
'nc_entities',
|
|
'obstacles',
|
|
'objectives',
|
|
'load_csv',
|
|
'basic_stats',
|
|
'z_score',
|
|
'z_normalize',
|
|
'stdev_z_split',
|
|
'histo_analysis',
|
|
'poly_regression',
|
|
'log_regression',
|
|
'exp_regression',
|
|
'r_squared',
|
|
'rms',
|
|
'calc_overfit',
|
|
'strip_data',
|
|
'optimize_regression',
|
|
'select_best_regression',
|
|
'basic_analysis',
|
|
#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):
|
|
|
|
from bisect import bisect_left, bisect_right
|
|
import collections
|
|
import csv
|
|
from decimal import Decimal
|
|
import functools
|
|
from fractions import Fraction
|
|
from itertools import groupby
|
|
import math
|
|
import matplotlib
|
|
import numbers
|
|
import numpy as np
|
|
import pandas
|
|
import random
|
|
import scipy
|
|
from scipy.optimize import curve_fit
|
|
from scipy import stats
|
|
from sklearn import *
|
|
#import statistics <-- statistics.py functions have been integrated into analysis.py as of v 1.0.3.002
|
|
import time
|
|
import torch
|
|
|
|
class error(ValueError):
|
|
pass
|
|
|
|
def _init_device (setting, arg): #initiates computation device for ANNs
|
|
if setting == "cuda":
|
|
try:
|
|
return torch.device(setting + ":" + str(arg) if torch.cuda.is_available() else "cpu")
|
|
except:
|
|
raise error("could not assign cuda or cpu")
|
|
elif setting == "cpu":
|
|
try:
|
|
return torch.device("cpu")
|
|
except:
|
|
raise error("could not assign cpu")
|
|
else:
|
|
raise error("specified device does not exist")
|
|
|
|
class c_entities:
|
|
|
|
c_names = []
|
|
c_ids = []
|
|
c_pos = []
|
|
c_properties = []
|
|
c_logic = []
|
|
|
|
def debug(self):
|
|
print("c_entities has attributes names, ids, positions, properties, and logic. __init__ takes self, 1d array of names, 1d array of ids, 2d array of positions, nd array of properties, and nd array of logic")
|
|
return[self.c_names, self.c_ids, self.c_pos, self.c_properties, self.c_logic]
|
|
|
|
def __init__(self, names, ids, pos, properties, logic):
|
|
self.c_names = names
|
|
self.c_ids = ids
|
|
self.c_pos = pos
|
|
self.c_properties = properties
|
|
self.c_logic = logic
|
|
return None
|
|
|
|
|
|
def append(self, n_name, n_id, n_pos, n_property, n_logic):
|
|
self.c_names.append(n_name)
|
|
self.c_ids.append(n_id)
|
|
self.c_pos.append(n_pos)
|
|
self.c_properties.append(n_property)
|
|
self.c_logic.append(n_logic)
|
|
return None
|
|
|
|
def edit(self, search, n_name, n_id, n_pos, n_property, n_logic):
|
|
position = 0
|
|
for i in range(0, len(self.c_ids), 1):
|
|
if self.c_ids[i] == search:
|
|
position = i
|
|
if n_name != "null":
|
|
self.c_names[position] = n_name
|
|
|
|
if n_id != "null":
|
|
self.c_ids[position] = n_id
|
|
|
|
if n_pos != "null":
|
|
self.c_pos[position] = n_pos
|
|
|
|
if n_property != "null":
|
|
self.c_properties[position] = n_property
|
|
|
|
if n_logic != "null":
|
|
self.c_logic[position] = n_logic
|
|
|
|
return None
|
|
|
|
def search(self, search):
|
|
position = 0
|
|
for i in range(0, len(self.c_ids), 1):
|
|
if self.c_ids[i] == search:
|
|
position = i
|
|
|
|
return [self.c_names[position], self.c_ids[position], self.c_pos[position], self.c_properties[position], self.c_logic[position]]
|
|
|
|
def regurgitate(self):
|
|
return[self.c_names, self.c_ids, self.c_pos, self.c_properties, self.c_logic]
|
|
|
|
class nc_entities:
|
|
|
|
c_names = []
|
|
c_ids = []
|
|
c_pos = []
|
|
c_properties = []
|
|
c_effects = []
|
|
|
|
def debug(self):
|
|
print ("nc_entities (non-controlable entities) has attributes names, ids, positions, properties, and effects. __init__ takes self, 1d array of names, 1d array of ids, 2d array of positions, 2d array of properties, and 2d array of effects.")
|
|
return[self.c_names, self.c_ids, self.c_pos, self.c_properties, self.c_effects]
|
|
|
|
def __init__(self, names, ids, pos, properties, effects):
|
|
self.c_names = names
|
|
self.c_ids = ids
|
|
self.c_pos = pos
|
|
self.c_properties = properties
|
|
self.c_effects = effects
|
|
return None
|
|
|
|
def append(self, n_name, n_id, n_pos, n_property, n_effect):
|
|
self.c_names.append(n_name)
|
|
self.c_ids.append(n_id)
|
|
self.c_pos.append(n_pos)
|
|
self.c_properties.append(n_property)
|
|
self.c_effects.append(n_effect)
|
|
|
|
return None
|
|
|
|
def edit(self, search, n_name, n_id, n_pos, n_property, n_effect):
|
|
position = 0
|
|
for i in range(0, len(self.c_ids), 1):
|
|
if self.c_ids[i] == search:
|
|
position = i
|
|
if n_name != "null":
|
|
self.c_names[position] = n_name
|
|
|
|
if n_id != "null":
|
|
self.c_ids[position] = n_id
|
|
|
|
if n_pos != "null":
|
|
self.c_pos[position] = n_pos
|
|
|
|
if n_property != "null":
|
|
self.c_properties[position] = n_property
|
|
|
|
if n_effect != "null":
|
|
self.c_effects[position] = n_effect
|
|
|
|
return None
|
|
|
|
def search(self, search):
|
|
position = 0
|
|
for i in range(0, len(self.c_ids), 1):
|
|
if self.c_ids[i] == search:
|
|
position = i
|
|
|
|
return [self.c_names[position], self.c_ids[position], self.c_pos[position], self.c_properties[position], self.c_effects[position]]
|
|
|
|
def regurgitate(self):
|
|
|
|
return[self.c_names, self.c_ids, self.c_pos, self.c_properties, self.c_effects]
|
|
|
|
class obstacles:
|
|
|
|
c_names = []
|
|
c_ids = []
|
|
c_perim = []
|
|
c_effects = []
|
|
|
|
def debug(self):
|
|
print("obstacles has atributes names, ids, positions, perimeters, and effects. __init__ takes self, 1d array of names, 1d array of ids, 2d array of position, 3d array of perimeters, 2d array of effects.")
|
|
return [self.c_names, self.c_ids, self.c_perim, self.c_effects]
|
|
|
|
def __init__(self, names, ids, perims, effects):
|
|
self.c_names = names
|
|
self.c_ids = ids
|
|
self.c_perim = perims
|
|
self.c_effects = effects
|
|
return None
|
|
|
|
def append(self, n_name, n_id, n_perim, n_effect):
|
|
self.c_names.append(n_name)
|
|
self.c_ids.append(n_id)
|
|
self.c_perim.append(n_perim)
|
|
self.c_effects.append(n_effect)
|
|
return None
|
|
|
|
def edit(self, search, n_name, n_id, n_perim, n_effect):
|
|
position = 0
|
|
for i in range(0, len(self.c_ids), 1):
|
|
if self.c_ids[i] == search:
|
|
position = i
|
|
|
|
if n_name != "null":
|
|
self.c_names[position] = n_name
|
|
|
|
if n_id != "null":
|
|
self.c_ids[position] = n_id
|
|
|
|
if n_perim != "null":
|
|
self.c_perim[position] = n_perim
|
|
|
|
if n_effect != "null":
|
|
self.c_effects[position] = n_effect
|
|
|
|
return None
|
|
|
|
def search(self, search):
|
|
position = 0
|
|
for i in range(0, len(self.c_ids), 1):
|
|
if self.c_ids[i] == search:
|
|
position = i
|
|
|
|
return [self.c_names[position], self.c_ids[position], self.c_perim[position], self.c_effects[position]]
|
|
|
|
def regurgitate(self):
|
|
return[self.c_names, self.c_ids, self.c_perim, self.c_effects]
|
|
|
|
class objectives:
|
|
|
|
c_names = []
|
|
c_ids = []
|
|
c_pos = []
|
|
c_effects = []
|
|
|
|
def debug(self):
|
|
print("objectives has atributes names, ids, positions, and effects. __init__ takes self, 1d array of names, 1d array of ids, 2d array of position, 1d array of effects.")
|
|
return [self.c_names, self.c_ids, self.c_pos, self.c_effects]
|
|
|
|
def __init__(self, names, ids, pos, effects):
|
|
self.c_names = names
|
|
self.c_ids = ids
|
|
self.c_pos = pos
|
|
self.c_effects = effects
|
|
return None
|
|
|
|
def append(self, n_name, n_id, n_pos, n_effect):
|
|
self.c_names.append(n_name)
|
|
self.c_ids.append(n_id)
|
|
self.c_pos.append(n_pos)
|
|
self.c_effects.append(n_effect)
|
|
return None
|
|
|
|
def edit(self, search, n_name, n_id, n_pos, n_effect):
|
|
position = 0
|
|
print(self.c_ids)
|
|
for i in range(0, len(self.c_ids), 1):
|
|
if self.c_ids[i] == search:
|
|
position = i
|
|
|
|
if n_name != "null":
|
|
self.c_names[position] = n_name
|
|
|
|
if n_id != "null":
|
|
self.c_ids[position] = n_id
|
|
|
|
if n_pos != "null":
|
|
self.c_pos[position] = n_pos
|
|
|
|
if n_effect != "null":
|
|
self.c_effects[position] = n_effect
|
|
|
|
return None
|
|
|
|
def search(self, search):
|
|
position = 0
|
|
for i in range(0, len(self.c_ids), 1):
|
|
if self.c_ids[i] == search:
|
|
position = i
|
|
|
|
return [self.c_names[position], self.c_ids[position], self.c_pos[position], self.c_effects[position]]
|
|
|
|
def regurgitate(self):
|
|
return[self.c_names, self.c_ids, self.c_pos, self.c_effects]
|
|
|
|
def load_csv(filepath):
|
|
with open(filepath, newline = '') as csvfile:
|
|
file_array = list(csv.reader(csvfile))
|
|
return file_array
|
|
|
|
def basic_stats(data, method, arg): # data=array, mode = ['1d':1d_basic_stats, 'column':c_basic_stats, 'row':r_basic_stats], arg for mode 1 or mode 2 for column or row
|
|
|
|
if method == 'debug':
|
|
return "basic_stats requires 3 args: data, mode, arg; where data is data to be analyzed, mode is an int from 0 - 2 depending on type of analysis (by column or by row) and is only applicable to 2d arrays (for 1d arrays use mode 1), and arg is row/column number for mode 1 or mode 2; function returns: [mean, median, mode, stdev, variance]"
|
|
|
|
if method == "1d" or method == 0:
|
|
|
|
data_t = []
|
|
|
|
for i in range (0, len(data) - 1, 1):
|
|
data_t.append(float(data[i]))
|
|
|
|
_mean = mean(data_t)
|
|
_median = median(data_t)
|
|
try:
|
|
_mode = mode(data_t)
|
|
except:
|
|
_mode = None
|
|
try:
|
|
_stdev = stdev(data_t)
|
|
except:
|
|
_stdev = None
|
|
try:
|
|
_variance = variance(data_t)
|
|
except:
|
|
_variance = None
|
|
|
|
return _mean, _median, _mode, _stdev, _variance
|
|
|
|
elif method == "column" or method == 1:
|
|
|
|
c_data = []
|
|
c_data_sorted = []
|
|
|
|
for i in data:
|
|
try:
|
|
c_data.append(float(i[arg]))
|
|
except:
|
|
pass
|
|
|
|
_mean = mean(c_data)
|
|
_median = median(c_data)
|
|
try:
|
|
_mode = mode(c_data)
|
|
except:
|
|
_mode = None
|
|
try:
|
|
_stdev = stdev(c_data)
|
|
except:
|
|
_stdev = None
|
|
try:
|
|
_variance = variance(c_data)
|
|
except:
|
|
_variance = None
|
|
|
|
return _mean, _median, _mode, _stdev, _variance
|
|
|
|
elif method == "row" or method == 2:
|
|
|
|
r_data = []
|
|
|
|
for i in range(len(data[arg])):
|
|
r_data.append(float(data[arg][i]))
|
|
|
|
_mean = mean(r_data)
|
|
_median = median(r_data)
|
|
try:
|
|
_mode = mode(r_data)
|
|
except:
|
|
_mode = None
|
|
try:
|
|
_stdev = stdev(r_data)
|
|
except:
|
|
_stdev = None
|
|
try:
|
|
_variance = variance(r_data)
|
|
except:
|
|
_variance = None
|
|
|
|
return _mean, _median, _mode, _stdev, _variance
|
|
|
|
else:
|
|
raise error("method error")
|
|
|
|
def z_score(point, mean, stdev): #returns z score with inputs of point, mean and standard deviation of spread
|
|
score = (point - mean)/stdev
|
|
return score
|
|
|
|
def z_normalize(x, y, mode): #mode is either 'x' or 'y' or 'both' depending on the variable(s) to be normalized
|
|
|
|
x_norm = []
|
|
y_norm = []
|
|
|
|
mean = 0
|
|
stdev = 0
|
|
|
|
if mode == 'x':
|
|
_mean, _median, _mode, _stdev, _variance = basic_stats(x, "1d", 0)
|
|
|
|
for i in range (0, len(x), 1):
|
|
x_norm.append(z_score(x[i], _mean, _stdev))
|
|
|
|
return x_norm, y
|
|
|
|
if mode == 'y':
|
|
_mean, _median, _mode, _stdev, _variance = basic_stats(y, "1d", 0)
|
|
|
|
for i in range (0, len(y), 1):
|
|
y_norm.append(z_score(y[i], _mean, _stdev))
|
|
|
|
return x, y_norm
|
|
|
|
if mode == 'both':
|
|
_mean, _median, _mode, _stdev, _variance = basic_stats(x, "1d", 0)
|
|
|
|
for i in range (0, len(x), 1):
|
|
x_norm.append(z_score(x[i], _mean, _stdev))
|
|
|
|
_mean, _median, _mode, _stdev, _variance = basic_stats(y, "1d", 0)
|
|
|
|
for i in range (0, len(y), 1):
|
|
y_norm.append(z_score(y[i], _mean, _stdev))
|
|
|
|
return x_norm, y_norm
|
|
|
|
else:
|
|
|
|
return error('method error')
|
|
|
|
def stdev_z_split(mean, stdev, delta, low_bound, high_bound): #returns n-th percentile of spread given mean, standard deviation, lower z-score, and upper z-score
|
|
|
|
z_split = []
|
|
i = low_bound
|
|
|
|
while True:
|
|
z_split.append(float((1 / (stdev * math.sqrt(2 * math.pi))) * math.e ** (-0.5 * (((i - mean) / stdev) ** 2))))
|
|
i = i + delta
|
|
if i > high_bound:
|
|
break
|
|
|
|
return z_split
|
|
|
|
def histo_analysis(hist_data, delta, low_bound, high_bound):
|
|
|
|
if hist_data == 'debug':
|
|
return ('returns list of predicted values based on historical data; input delta for delta step in z-score and lower and higher bounds in number for standard deviations')
|
|
|
|
derivative = []
|
|
|
|
for i in range(0, len(hist_data) - 1, 1):
|
|
derivative.append(float(hist_data[i + 1]) - float(hist_data [i]))
|
|
|
|
derivative_sorted = sorted(derivative, key=int)
|
|
mean_derivative = basic_stats(derivative_sorted,"1d", 0)[0]
|
|
stdev_derivative = basic_stats(derivative_sorted, "1d", 0)[3]
|
|
|
|
predictions = []
|
|
pred_change = 0
|
|
|
|
i = low_bound
|
|
|
|
while True:
|
|
if i > high_bound:
|
|
break
|
|
|
|
try:
|
|
pred_change = mean_derivative + i * stdev_derivative
|
|
except:
|
|
pred_change = mean_derivative
|
|
|
|
predictions.append(float(hist_data[-1:][0]) + pred_change)
|
|
|
|
i = i + delta
|
|
|
|
return predictions
|
|
|
|
def poly_regression(x, y, power):
|
|
|
|
if x == "null": #if x is 'null', then x will be filled with integer points between 1 and the size of y
|
|
x = []
|
|
|
|
for i in range(len(y)):
|
|
print(i)
|
|
x.append(i+1)
|
|
|
|
reg_eq = scipy.polyfit(x, y, deg = power)
|
|
eq_str = ""
|
|
|
|
for i in range(0, len(reg_eq), 1):
|
|
if i < len(reg_eq)- 1:
|
|
eq_str = eq_str + str(reg_eq[i]) + "*(z**" + str(len(reg_eq) - i - 1) + ")+"
|
|
else:
|
|
eq_str = eq_str + str(reg_eq[i]) + "*(z**" + str(len(reg_eq) - i - 1) + ")"
|
|
|
|
vals = []
|
|
|
|
for i in range(0, len(x), 1):
|
|
z = x[i]
|
|
|
|
try:
|
|
exec("vals.append(" + eq_str + ")")
|
|
except:
|
|
pass
|
|
|
|
_rms = rms(vals, y)
|
|
r2_d2 = r_squared(vals, y)
|
|
|
|
return [eq_str, _rms, r2_d2]
|
|
|
|
def log_regression(x, y, base):
|
|
|
|
x_fit = []
|
|
|
|
for i in range(len(x)):
|
|
try:
|
|
x_fit.append(np.log(x[i]) / np.log(base)) #change of base for logs
|
|
except:
|
|
pass
|
|
|
|
reg_eq = np.polyfit(x_fit, y, 1) # y = reg_eq[0] * log(x, base) + reg_eq[1]
|
|
q_str = str(reg_eq[0]) + "* (np.log(z) / np.log(" + str(base) +"))+" + str(reg_eq[1])
|
|
vals = []
|
|
|
|
for i in range(len(x)):
|
|
z = x[i]
|
|
|
|
try:
|
|
exec("vals.append(" + eq_str + ")")
|
|
except:
|
|
pass
|
|
|
|
_rms = rms(vals, y)
|
|
r2_d2 = r_squared(vals, y)
|
|
|
|
return eq_str, _rms, r2_d2
|
|
|
|
def exp_regression(x, y, base):
|
|
|
|
y_fit = []
|
|
|
|
for i in range(len(y)):
|
|
try:
|
|
y_fit.append(np.log(y[i]) / np.log(base)) #change of base for logs
|
|
except:
|
|
pass
|
|
|
|
reg_eq = np.polyfit(x, y_fit, 1, w=np.sqrt(y_fit)) # y = base ^ (reg_eq[0] * x) * base ^ (reg_eq[1])
|
|
eq_str = "(" + str(base) + "**(" + str(reg_eq[0]) + "*z))*(" + str(base) + "**(" + str(reg_eq[1]) + "))"
|
|
vals = []
|
|
|
|
for i in range(len(x)):
|
|
z = x[i]
|
|
|
|
try:
|
|
exec("vals.append(" + eq_str + ")")
|
|
except:
|
|
pass
|
|
|
|
_rms = rms(vals, y)
|
|
r2_d2 = r_squared(vals, y)
|
|
|
|
return eq_str, _rms, r2_d2
|
|
|
|
def tanh_regression(x, y):
|
|
|
|
def tanh (x, a, b, c, d):
|
|
|
|
return a * np.tanh(b * (x - c)) + d
|
|
|
|
reg_eq = np.float64(curve_fit(tanh, np.array(x), np.array(y))[0]).tolist()
|
|
eq_str = str(reg_eq[0]) + " * np.tanh(" + str(reg_eq[1]) + "*(z - " + str(reg_eq[2]) + ")) + " + str(reg_eq[3])
|
|
vals = []
|
|
|
|
for i in range(len(x)):
|
|
z = x[i]
|
|
try:
|
|
exec("vals.append(" + eq_str + ")")
|
|
except:
|
|
pass
|
|
|
|
_rms = rms(vals, y)
|
|
r2_d2 = r_squared(vals, y)
|
|
|
|
return eq_str, _rms, r2_d2
|
|
|
|
def r_squared(predictions, targets): # assumes equal size inputs
|
|
|
|
return metrics.r2_score(targets, predictions)
|
|
|
|
def rms(predictions, targets): # assumes equal size inputs
|
|
|
|
_sum = 0
|
|
|
|
for i in range(0, len(targets), 1):
|
|
_sum = (targets[i] - predictions[i]) ** 2
|
|
|
|
return float(math.sqrt(_sum/len(targets)))
|
|
|
|
def calc_overfit(equation, rms_train, r2_train, x_test, y_test):
|
|
|
|
#performance overfit = performance(train) - performance(test) where performance is r^2
|
|
#error overfit = error(train) - error(test) where error is rms; biased towards smaller values
|
|
|
|
vals = []
|
|
|
|
for i in range(0, len(x_test), 1):
|
|
|
|
z = x_test[i]
|
|
|
|
exec("vals.append(" + equation + ")")
|
|
|
|
r2_test = r_squared(vals, y_test)
|
|
rms_test = rms(vals, y_test)
|
|
|
|
return rms_train - rms_test, r2_train - r2_test
|
|
|
|
def strip_data(data, mode):
|
|
|
|
if mode == "adam": #x is the row number, y are the data
|
|
pass
|
|
|
|
if mode == "eve": #x are the data, y is the column number
|
|
pass
|
|
|
|
else:
|
|
raise error("mode error")
|
|
|
|
def optimize_regression(x, y, _range, resolution):#_range in poly regression is the range of powers tried, and in log/exp it is the inverse of the stepsize taken from -1000 to 1000
|
|
#usage not: for demonstration purpose only, performance is shit
|
|
if type(resolution) != int:
|
|
raise error("resolution must be int")
|
|
|
|
x_train = x
|
|
y_train = y
|
|
|
|
x_test = []
|
|
y_test = []
|
|
|
|
for i in range (0, math.floor(len(x) * 0.4), 1):
|
|
index = random.randint(0, len(x) - 1)
|
|
|
|
x_test.append(x[index])
|
|
y_test.append(y[index])
|
|
|
|
x_train.pop(index)
|
|
y_train.pop(index)
|
|
|
|
#print(x_train, x_test)
|
|
#print(y_train, y_test)
|
|
|
|
eqs = []
|
|
rmss = []
|
|
r2s = []
|
|
|
|
for i in range (0, _range + 1, 1):
|
|
x, y, z = poly_regression(x_train, y_train, i)
|
|
eqs.append(x)
|
|
rmss.append(y)
|
|
r2s.append(z)
|
|
|
|
for i in range (1, 100 * resolution + 1):
|
|
try:
|
|
x, y, z = exp_regression(x_train, y_train, float(i / resolution))
|
|
eqs.append(x)
|
|
rmss.append(y)
|
|
r2s.append(z)
|
|
except:
|
|
pass
|
|
|
|
for i in range (1, 100 * resolution + 1):
|
|
try:
|
|
x, y, z = log_regression(x_train, y_train, float(i / resolution))
|
|
eqs.append(x)
|
|
rmss.append(y)
|
|
r2s.append(z)
|
|
except:
|
|
pass
|
|
|
|
x, y, z = tanh_regression(x_train, y_train)
|
|
|
|
eqs.append(x)
|
|
rmss.append(y)
|
|
r2s.append(z)
|
|
|
|
for i in range (0, len(eqs), 1): #marks all equations where r2 = 1 as they 95% of the time overfit the data
|
|
if r2s[i] == 1:
|
|
eqs[i] = ""
|
|
rmss[i] = ""
|
|
r2s[i] = ""
|
|
|
|
while True: #removes all equations marked for removal
|
|
try:
|
|
eqs.remove('')
|
|
rmss.remove('')
|
|
r2s.remove('')
|
|
except:
|
|
break
|
|
|
|
overfit = []
|
|
|
|
for i in range (0, len(eqs), 1):
|
|
overfit.append(calc_overfit(eqs[i], rmss[i], r2s[i], x_test, y_test))
|
|
|
|
return eqs, rmss, r2s, overfit
|
|
|
|
def select_best_regression(eqs, rmss, r2s, overfit, selector):
|
|
|
|
b_eq = ""
|
|
b_rms = 0
|
|
b_r2 = 0
|
|
b_overfit = 0
|
|
|
|
ind = 0
|
|
|
|
if selector == "min_overfit":
|
|
|
|
ind = np.argmax(overfit)
|
|
|
|
b_eq = eqs[ind]
|
|
b_rms = rmss[ind]
|
|
b_r2 = r2s[ind]
|
|
b_overfit = overfit[ind]
|
|
|
|
if selector == "max_rmss":
|
|
|
|
ind = np.argmax(rmss)
|
|
|
|
b_eq = eqs[ind]
|
|
b_rms = rmss[ind]
|
|
b_r2 = r2s[ind]
|
|
b_overfit = overfit[ind]
|
|
|
|
return b_eq, b_rms, b_r2, b_overfit
|
|
|
|
def p_value(x, y): #takes 2 1d arrays
|
|
|
|
return stats.ttest_ind(x, y)[1]
|
|
|
|
def basic_analysis(data): #assumes that rows are the independent variable and columns are the dependant. also assumes that time flows from lowest column to highest column.
|
|
|
|
row = len(data)
|
|
column = []
|
|
|
|
for i in range(0, row, 1):
|
|
column.append(len(data[i]))
|
|
|
|
column_max = max(column)
|
|
row_b_stats = []
|
|
row_histo = []
|
|
|
|
for i in range(0, row, 1):
|
|
row_b_stats.append(basic_stats(data, "row", i))
|
|
row_histo.append(histo_analysis(data[i], 0.67449, -0.67449, 0.67449))
|
|
|
|
column_b_stats = []
|
|
|
|
for i in range(0, column_max, 1):
|
|
column_b_stats.append(basic_stats(data, "column", i))
|
|
|
|
return[row_b_stats, column_b_stats, row_histo]
|
|
|
|
|
|
def benchmark(x, y):
|
|
|
|
start_g = time.time()
|
|
generate_data("data/data.csv", x, y, -10, 10)
|
|
end_g = time.time()
|
|
|
|
start_a = time.time()
|
|
basic_analysis("data/data.csv")
|
|
end_a = time.time()
|
|
|
|
return [(end_g - start_g), (end_a - start_a)]
|
|
|
|
def generate_data(filename, x, y, low, high):
|
|
|
|
file = open(filename, "w")
|
|
|
|
for i in range (0, y, 1):
|
|
temp = ""
|
|
|
|
for j in range (0, x - 1, 1):
|
|
temp = str(random.uniform(low, high)) + "," + temp
|
|
|
|
temp = temp + str(random.uniform(low, high))
|
|
file.write(temp + "\n")
|
|
|
|
class StatisticsError(ValueError):
|
|
pass
|
|
|
|
def _sum(data, start=0):
|
|
count = 0
|
|
n, d = _exact_ratio(start)
|
|
partials = {d: n}
|
|
partials_get = partials.get
|
|
T = _coerce(int, type(start))
|
|
for typ, values in groupby(data, type):
|
|
T = _coerce(T, typ) # or raise TypeError
|
|
for n,d in map(_exact_ratio, values):
|
|
count += 1
|
|
partials[d] = partials_get(d, 0) + n
|
|
if None in partials:
|
|
|
|
total = partials[None]
|
|
assert not _isfinite(total)
|
|
else:
|
|
|
|
total = sum(Fraction(n, d) for d, n in sorted(partials.items()))
|
|
return (T, total, count)
|
|
|
|
def _isfinite(x):
|
|
try:
|
|
return x.is_finite() # Likely a Decimal.
|
|
except AttributeError:
|
|
return math.isfinite(x) # Coerces to float first.
|
|
|
|
def _coerce(T, S):
|
|
|
|
assert T is not bool, "initial type T is bool"
|
|
|
|
if T is S: return T
|
|
|
|
if S is int or S is bool: return T
|
|
if T is int: return S
|
|
|
|
if issubclass(S, T): return S
|
|
if issubclass(T, S): return T
|
|
|
|
if issubclass(T, int): return S
|
|
if issubclass(S, int): return T
|
|
|
|
if issubclass(T, Fraction) and issubclass(S, float):
|
|
return S
|
|
if issubclass(T, float) and issubclass(S, Fraction):
|
|
return T
|
|
|
|
msg = "don't know how to coerce %s and %s"
|
|
raise TypeError(msg % (T.__name__, S.__name__))
|
|
|
|
def _exact_ratio(x):
|
|
|
|
try:
|
|
|
|
if type(x) is float or type(x) is Decimal:
|
|
return x.as_integer_ratio()
|
|
try:
|
|
|
|
return (x.numerator, x.denominator)
|
|
except AttributeError:
|
|
try:
|
|
|
|
return x.as_integer_ratio()
|
|
except AttributeError:
|
|
|
|
pass
|
|
except (OverflowError, ValueError):
|
|
|
|
assert not _isfinite(x)
|
|
return (x, None)
|
|
msg = "can't convert type '{}' to numerator/denominator"
|
|
raise TypeError(msg.format(type(x).__name__))
|
|
|
|
def _convert(value, T):
|
|
|
|
if type(value) is T:
|
|
|
|
return value
|
|
if issubclass(T, int) and value.denominator != 1:
|
|
T = float
|
|
try:
|
|
|
|
return T(value)
|
|
except TypeError:
|
|
if issubclass(T, Decimal):
|
|
return T(value.numerator)/T(value.denominator)
|
|
else:
|
|
raise
|
|
|
|
def _counts(data):
|
|
|
|
table = collections.Counter(iter(data)).most_common()
|
|
if not table:
|
|
return table
|
|
|
|
maxfreq = table[0][1]
|
|
for i in range(1, len(table)):
|
|
if table[i][1] != maxfreq:
|
|
table = table[:i]
|
|
break
|
|
return table
|
|
|
|
|
|
def _find_lteq(a, x):
|
|
|
|
i = bisect_left(a, x)
|
|
if i != len(a) and a[i] == x:
|
|
return i
|
|
raise ValueError
|
|
|
|
|
|
def _find_rteq(a, l, x):
|
|
|
|
i = bisect_right(a, x, lo=l)
|
|
if i != (len(a)+1) and a[i-1] == x:
|
|
return i-1
|
|
raise ValueError
|
|
|
|
|
|
def _fail_neg(values, errmsg='negative value'):
|
|
|
|
for x in values:
|
|
if x < 0:
|
|
raise StatisticsError(errmsg)
|
|
yield x
|
|
|
|
def mean(data):
|
|
|
|
if iter(data) is data:
|
|
data = list(data)
|
|
n = len(data)
|
|
if n < 1:
|
|
raise StatisticsError('mean requires at least one data point')
|
|
T, total, count = _sum(data)
|
|
assert count == n
|
|
return _convert(total/n, T)
|
|
|
|
def median(data):
|
|
|
|
data = sorted(data)
|
|
n = len(data)
|
|
if n == 0:
|
|
raise StatisticsError("no median for empty data")
|
|
if n%2 == 1:
|
|
return data[n//2]
|
|
else:
|
|
i = n//2
|
|
return (data[i - 1] + data[i])/2
|
|
|
|
def mode(data):
|
|
|
|
table = _counts(data)
|
|
if len(table) == 1:
|
|
return table[0][0]
|
|
elif table:
|
|
raise StatisticsError(
|
|
'no unique mode; found %d equally common values' % len(table)
|
|
)
|
|
else:
|
|
raise StatisticsError('no mode for empty data')
|
|
|
|
def _ss(data, c=None):
|
|
|
|
if c is None:
|
|
c = mean(data)
|
|
T, total, count = _sum((x-c)**2 for x in data)
|
|
|
|
U, total2, count2 = _sum((x-c) for x in data)
|
|
assert T == U and count == count2
|
|
total -= total2**2/len(data)
|
|
assert not total < 0, 'negative sum of square deviations: %f' % total
|
|
return (T, total)
|
|
|
|
def variance(data, xbar=None):
|
|
|
|
if iter(data) is data:
|
|
data = list(data)
|
|
n = len(data)
|
|
if n < 2:
|
|
raise StatisticsError('variance requires at least two data points')
|
|
T, ss = _ss(data, xbar)
|
|
return _convert(ss/(n-1), T)
|
|
|
|
def stdev(data, xbar=None):
|
|
|
|
var = variance(data, xbar)
|
|
try:
|
|
return var.sqrt()
|
|
except AttributeError:
|
|
return math.sqrt(var) |