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utils.py
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297 lines (207 loc) · 8.35 KB
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from __future__ import division
import pickle
import os
import sys
import numpy as np
from numpy.linalg import norm
import pandas as pd
import pdb
def sliceupLinear(numSplits):
slices = pd.read_csv(os.path.join('..', "data", 'slice_localization_data.csv'))
n, d = slices.shape
npslices = slices.ix[np.random.permutation(n),:].as_matrix()
split = int(n * 0.70)
X = npslices[0:split, 1:d-1]
y = npslices[0:split, -1]
Xvalid = npslices[(split+1):n, 1:d-1]
yvalid = npslices[(split+1):n, -1]
X, mu, sigma = standardize_cols(X)
Xvalid, _, _ = standardize_cols(Xvalid, mu, sigma)
X = normalize_rows(X)
Xvalid = normalize_rows(Xvalid)
X = np.hstack([np.ones((X.shape[0], 1)), X])
Xvalid = np.hstack([np.ones((Xvalid.shape[0], 1)), Xvalid])
data = np.hstack((Xvalid, yvalid.reshape((Xvalid.shape[0], 1))))
np.savetxt("../data/linTest.csv", data, delimiter=',')
sliceup(numSplits, X, y, "linData")
def sliceupLogistic(numSplits):
data = load_pkl(os.path.join('..', "data", 'logisticData.pkl'))
X, y = data['X'], data['y']
Xvalid, yvalid = data['Xvalidate'], data['yvalidate']
X, mu, sigma = standardize_cols(X)
Xvalid, _, _ = standardize_cols(Xvalid, mu, sigma)
X = np.hstack([np.ones((X.shape[0], 1)), X])
Xvalid = np.hstack([np.ones((Xvalid.shape[0], 1)), Xvalid])
data = np.hstack((Xvalid, yvalid.reshape((Xvalid.shape[0], 1))))
np.savetxt("../data/logTest.csv", data, delimiter=',')
sliceup(numSplits, X, y, "logData")
def sliceup(numSplits, X, y, dataset):
if X.shape[0] % numSplits == 0:
randseed = np.random.permutation(X.shape[0])
X = X[randseed, :]
y = y[randseed]
numRows = int(X.shape[0] / numSplits)
for i in range(numSplits):
data = np.hstack((X[(i * numRows):((i + 1) * numRows), :], y[(i * numRows):((i + 1) * numRows)].reshape((numRows, 1))))
np.savetxt("../data/" + dataset + str(i + 1) + ".csv", data, delimiter=",")
def load_dataset(dataset_name):
# Load and standardize the data and add the bias term
if dataset_name == "logisticData":
#data = load_pkl(os.path.join('..', "data", 'logisticData.pkl'))
data = load_pkl(os.path.join('..', "data", 'logisticData.pkl')) # Made change here
X, y = data['X'], data['y']
Xvalid, yvalid = data['Xvalidate'], data['yvalidate']
n, _ = X.shape
randseed = np.random.permutation(n)
X = X[randseed,:]
y = y[randseed]
X, mu, sigma = standardize_cols(X)
Xvalid, _, _ = standardize_cols(Xvalid, mu, sigma)
X = np.hstack([np.ones((X.shape[0], 1)), X])
Xvalid = np.hstack([np.ones((Xvalid.shape[0], 1)), Xvalid])
return {"X":X, "y":y,
"Xvalid":Xvalid,
"yvalid":yvalid}
elif dataset_name == "slices":
slices = pd.read_csv(os.path.join('../ML', "data", 'slice_localization_data.csv'))
n, d = slices.shape
npslices = slices.ix[np.random.permutation(n),:].as_matrix()
split = int(n * 0.70)
X = npslices[0:split, 1:d-1]
y = npslices[0:split, -1]
Xvalid = npslices[(split+1):n, 1:d-1]
yvalid = npslices[(split+1):n, -1]
X, mu, sigma = standardize_cols(X)
Xvalid, _, _ = standardize_cols(Xvalid, mu, sigma)
#y, mu_y, sigma_y = standardize_outputs(y)
#yvalid, _, _ = standardize_outputs(yvalid, mu_y, sigma_y)
X = np.hstack([np.ones((X.shape[0], 1)), X])
Xvalid = np.hstack([np.ones((Xvalid.shape[0], 1)), Xvalid])
X = normalize_rows(X)
Xvalid = normalize_rows(Xvalid)
return {"X":X, "y":y,
"Xvalid":Xvalid,
"yvalid":yvalid}
elif dataset_name == "magic":
magic = pd.read_csv(os.path.join('..', "data", 'magic04.data'))
nn, dd = magic.shape
y = magic.ix[:,dd-1].as_matrix()
y[np.where(y == 'g')] = 1
y[np.where(y == 'h')] = -1
npmagic = magic.ix[np.random.permutation(nn),:].as_matrix().astype(int)
split = int(nn * 0.70)
X = npmagic[0:split-1, 0:dd-2]
y = npmagic[0:split-1, dd-1]
Xvalid = npmagic[split:nn-1, 0:dd-2]
yvalid = npmagic[split:nn-1, dd-1]
X, mu, sigma = standardize_cols(X)
Xvalid, _, _ = standardize_cols(Xvalid, mu, sigma)
X = np.hstack([np.ones((X.shape[0], 1)), X])
Xvalid = np.hstack([np.ones((Xvalid.shape[0], 1)), Xvalid])
X = normalize_rows(X)
Xvalid = normalize_rows(Xvalid)
return {"X":X, "y":y,
"Xvalid":Xvalid,
"yvalid":yvalid}
elif dataset_name == "sns":
sns = pd.read_csv(os.path.join('..', 'data', 'sns.txt'), sep="\t")
nn, dd = sns.shape
npsns = sns.ix[np.random.permutation(nn),:].as_matrix().astype(int)
split = int(nn * 0.70)
X = npsns[0:split-1, 0:dd-2]
y = ((npsns[0:split-1, dd-1] - 1.5) * 2).astype(int)
Xvalid = npsns[split:nn-1, 0:dd-2]
yvalid = ((npsns[split:nn-1, dd-1] - 1.5) * 2).astype(int)
X, mu, sigma = standardize_cols(X)
Xvalid, _, _ = standardize_cols(Xvalid, mu, sigma)
X = np.hstack([np.ones((X.shape[0], 1)), X])
Xvalid = np.hstack([np.ones((Xvalid.shape[0], 1)), Xvalid])
X = normalize_rows(X)
Xvalid = normalize_rows(Xvalid)
return {"X":X, "y":y,
"Xvalid":Xvalid,
"yvalid":yvalid}
else:
data = pd.read_csv(os.path.join('../python', "data", dataset_name + '.csv'))
d = data.shape[1]
data = data.as_matrix()
X = data[:, 1:d-1]
y = data[:, -1]
return {"X":X, "y":y}
def normalize_rows(X):
# Sets all rows to have L2 norm of 1. Needed for diff priv
nn, dd = X.shape
for i in xrange(nn):
X[i,] = X[i,] / norm(X[i,], 2)
return X
def standardize_cols(X, mu=None, sigma=None):
# Standardize each column with mean 0 and variance 1
n_rows, n_cols = X.shape
if mu is None:
mu = np.mean(X, axis=0)
if sigma is None:
sigma = np.std(X, axis=0)
sigma[sigma < 1e-8] = 1.
return (X - mu) / sigma, mu, sigma
def standardize_outputs(y, mu=None, sigma=None):
if mu is None:
mu = np.mean(y)
if sigma is None:
sigma = np.std(y)
if sigma < 1e-8:
sigma = 1.
return (y - mu) / sigma, mu, sigma
def check_gradient(model, X, y):
# This checks that the gradient implementation is correct
w = np.random.rand(model.w.size)
f, g = model.funObj(w, X, y)
# Check the gradient
estimated_gradient = approx_fprime(w,
lambda w: model.funObj(w,X,y)[0],
epsilon=1e-6)
implemented_gradient = model.funObj(w, X, y)[1]
if np.max(np.abs(estimated_gradient - implemented_gradient) > 1e-4):
raise Exception('User and numerical derivatives differ:\n%s\n%s' %
(estimated_gradient[:5], implemented_gradient[:5]))
else:
print('User and numerical derivatives agree.')
def lap_noise(loc=0, scale=1, size=1):
return np.random.laplace(loc=loc, scale=scale, size=size)
def exp_noise(scale=1, size=1):
return np.random.exponential(scale=scale, size=size)
def approx_fprime(x, f_func, epsilon=1e-7):
# Approximate the gradient using the complex step method
n_params = x.size
e = np.zeros(n_params)
gA = np.zeros(n_params)
for n in range(n_params):
e[n] = 1.
val = f_func(x + e * np.complex(0, epsilon))
gA[n] = np.imag(val) / epsilon
e[n] = 0
return gA
def regression_error(y, yhat):
return 0.5 * np.sum(np.square((y - yhat)) / float(yhat.size))
def classification_error(y, yhat):
return np.sum(y!=yhat) / float(yhat.size)
def load_pkl(fname):
"""Reads a pkl file.
Parameters
----------
fname : the name of the .pkl file
Returns
-------
data :
Returns the .pkl file as a 'dict'
"""
if not os.path.isfile(fname):
raise ValueError('File {} does not exist.'.format(fname))
if sys.version_info[0] < 3:
# Python 2
with open(fname, 'rb') as f:
data = pickle.load(f)
else:
# Python 3
with open(fname, 'rb') as f:
data = pickle.load(f, encoding='latin1')
return data