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#!/usr/bin/env python
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# -*- coding: utf-8 -*-
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import numpy as np
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import scipy.stats as st
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from scipy.sparse.linalg import eigs
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from scipy.spatial.distance import cdist
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import sklearn as sk
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from sklearn.decomposition import PCA
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from sklearn.svm import LinearSVC
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from sklearn.linear_model import LogisticRegression, LinearRegression
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from sklearn.model_selection import cross_val_predict
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from os.path import basename
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from .util import is_pos_def
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class SubspaceAlignedClassifier(object):
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"""
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Class of classifiers based on Subspace Alignment.
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Methods contain the alignment itself, classifiers and general utilities.
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"""
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View Code Duplication |
def __init__(self, loss='logistic', l2=1.0, num_components=1):
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"""
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Select a particular type of subspace aligned classifier.
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Arguments
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---------
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loss : str
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loss function for weighted classifier, options: 'logistic',
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'quadratic', 'hinge' (def: 'logistic')
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l2 : float
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l2-regularization parameter value (def:0.01)
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num_components : int
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number of transfer components to maintain (def: 1)
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Returns
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-------
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None
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Examples
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--------
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clf = SubspaceAlignedClassifier(loss='hinge', l2=0.1)
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"""
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self.loss = loss
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self.l2 = l2
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self.num_components = num_components
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# Initialize untrained classifiers
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if self.loss == 'logistic':
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# Logistic regression model
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self.clf = LogisticRegression()
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elif self.loss == 'quadratic':
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# Least-squares model
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self.clf = LinearRegression()
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elif self.loss == 'hinge':
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# Linear support vector machine
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self.clf = LinearSVC()
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else:
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# Other loss functions are not implemented
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raise NotImplementedError('Loss function not implemented.')
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# Whether model has been trained
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self.is_trained = False
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# Dimensionality of training data
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self.train_data_dim = ''
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def subspace_alignment(self, X, Z, num_components=1):
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"""
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Compute subspace and alignment matrix.
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Arguments
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---------
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X : array
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source data set (N samples by D features)
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Z : array
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target data set (M samples by D features)
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num_components : int
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number of components (def: 1)
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Returns
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-------
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V : array
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transformation matrix (D features by D features)
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CX : array
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source principal component coefficients
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CZ : array
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target principal component coefficients
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Examples
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--------
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X = np.random.randn(100, 10)
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Z = np.random.randn(100, 10)*2 + 1
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clf = SubspaceAlignedClassifier()
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V, CX, CZ = clf.subspace_alignment(X, Z, num_components=2)
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"""
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# Data shapes
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N, DX = X.shape
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M, DZ = Z.shape
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# Assert equivalent dimensionalities
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if not DX == DZ:
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raise ValueError('Dimensionalities of X and Z should be equal.')
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# Compute principal components
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CX = PCA(n_components=num_components, whiten=True).fit(X).components_.T
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CZ = PCA(n_components=num_components, whiten=True).fit(Z).components_.T
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# Aligned source components
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V = np.dot(CX.T, CZ)
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# Return transformation matrix and principal component coefficients
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return V, CX, CZ
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def fit(self, X, y, Z):
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"""
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Fit/train a classifier on data mapped onto transfer components.
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Arguments
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X : array
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source data (N samples by D features)
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y : array
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source labels (N samples by 1)
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Z : array
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target data (M samples by D features)
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Returns
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-------
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None
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Examples
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--------
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X = np.random.randn(10, 2)
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y = np.vstack((-np.ones((5,)), np.ones((5,))))
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Z = np.random.randn(10, 2)
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clf = SubspaceAlignedClassifier()
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clf.fit(X, y, Z)
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"""
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# Data shapes
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N, DX = X.shape
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M, DZ = Z.shape
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# Assert equivalent dimensionalities
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if not DX == DZ:
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raise ValueError('Dimensionalities of X and Z should be equal.')
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# Transfer component analysis
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V, CX, CZ = self.subspace_alignment(X, Z,
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num_components=self.num_components)
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# Store target subspace
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self.target_subspace = CZ
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# Map source data onto source principal components
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X = np.dot(X, CX)
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# Align source data to target subspace
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X = np.dot(X, V)
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# Train a weighted classifier
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if self.loss == 'logistic':
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# Logistic regression model with sample weights
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self.clf.fit(X, y)
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elif self.loss == 'quadratic':
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# Least-squares model with sample weights
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self.clf.fit(X, y)
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elif self.loss == 'hinge':
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# Linear support vector machine with sample weights
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self.clf.fit(X, y)
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else:
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# Other loss functions are not implemented
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raise NotImplementedError
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# Mark classifier as trained
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self.is_trained = True
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# Store training data dimensionality
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self.train_data_dim = DX
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def predict(self, Z_, whiten=False):
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"""
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Make predictions on new dataset.
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Arguments
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---------
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Z_ : array
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new data set (M samples by D features)
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whiten : boolean
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whether to whiten new data (def: false)
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Returns
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-------
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preds : array
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label predictions (M samples by 1)
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Examples
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--------
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X = np.random.randn(10, 2)
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y = np.vstack((-np.ones((5,)), np.ones((5,))))
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Z = np.random.randn(10, 2)
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clf = SubspaceAlignedClassifier()
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clf.fit(X, y, Z)
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preds = clf.predict(Z)
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"""
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# Data shape
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M, D = Z_.shape
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# If classifier is trained, check for same dimensionality
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if self.is_trained:
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assert self.train_data_dim == D
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# Check for need to whiten data beforehand
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if whiten:
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Z_ = st.zscore(Z_)
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# Map new target data onto target subspace
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Z_ = np.dot(Z_, self.target_subspace)
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# Call scikit's predict function
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preds = self.clf.predict(Z_)
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# For quadratic loss function, correct predictions
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if self.loss == 'quadratic':
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preds = (np.sign(preds)+1)/2.
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# Return predictions array
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return preds
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def get_params(self):
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"""Get classifier parameters."""
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return self.clf.get_params()
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def is_trained(self):
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"""Check whether classifier is trained."""
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return self.is_trained
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