updating formatting

This commit is contained in:
Andy Eschbacher 2016-06-27 09:56:58 -04:00
parent dae406927f
commit c80975fe46

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@ -9,28 +9,65 @@ from sklearn.ensemble import GradientBoostingRegressor
from sklearn import metrics from sklearn import metrics
from sklearn.cross_validation import train_test_split from sklearn.cross_validation import train_test_split
# High level interface --------------------------------------- # Lower level functions
#----------------------
def replace_nan_with_mean(array): def replace_nan_with_mean(array):
indices = np.where(np.isnan(array)) #returns an array of rows and column indices """
Input:
@param array: an array of floats which may have null-valued entries
Output:
array with nans filled in with the mean of the dataset
"""
# returns an array of rows and column indices
indices = np.where(np.isnan(array))
# iterate through entries which have nan values
for row, col in zip(*indices): for row, col in zip(*indices):
array[row,col] = np.mean(array[~np.isnan(array[:,col]), col]) array[row, col] = np.mean(array[~np.isnan(array[:, col]), col])
return array return array
def get_data(variable, feature_columns, query): def get_data(variable, feature_columns, query):
columns = ','.join(['array_agg("{col}") as "{col}"'.format(col=col) for col in feature_columns]) """
data = plpy.execute('''select array_agg("{variable}") as target, {columns} from ({query}) as a'''.format( Fetch data from the database, clean, and package into
numpy arrays
Input:
@param variable: name of the target variable
@param feature_columns: list of column names
@param query: subquery that data is pulled from for the packaging
Output:
prepared data, packaged into NumPy arrays
"""
columns = ','.join(['array_agg("{col}") As "{col}"'.format(col=col) for col in feature_columns])
data = plpy.execute('''
SELECT array_agg("{variable}") As target,
{columns}
FROM ({query}) As a
'''.format(
variable = variable, variable = variable,
columns = columns, columns = columns,
query = query query = query
)) ))
target = np.array(data[0]['target']) target = np.array(data[0]['target'])
# put arrays into an n x m array of arrays
features = np.column_stack([np.array(data[0][col], dtype=float) for col in feature_columns]) features = np.column_stack([np.array(data[0][col], dtype=float) for col in feature_columns])
return replace_nan_with_mean(target), replace_nan_with_mean(features) return replace_nan_with_mean(target),
replace_nan_with_mean(features)
# High level interface
# --------------------
def create_and_predict_segment_agg(target, features, target_features, target_ids, model_parameters):
"""
"""
def create_and_predict_segment_agg(target, features, target_features, target_ids,model_parameters):
clean_target = replace_nan_with_mean(target) clean_target = replace_nan_with_mean(target)
clean_features = replace_nan_with_mean(features) clean_features = replace_nan_with_mean(features)
target_features = replace_nan_with_mean(target_features) target_features = replace_nan_with_mean(target_features)
@ -41,13 +78,13 @@ def create_and_predict_segment_agg(target, features, target_features, target_ids
def create_and_predict_segment(query,variable,target_query,model_params): def create_and_predict_segment(query, variable, target_query, model_params):
""" """
generate a segment with machine learning generate a segment with machine learning
Stuart Lynn Stuart Lynn
""" """
columns = plpy.execute('select * from ({query}) a limit 1 '.format(query=query))[0].keys() columns = plpy.execute('SELECT * FROM ({query}) As a LIMIT 1 '.format(query=query))[0].keys()
feature_columns = set(columns) - set([variable, 'cartodb_id', 'the_geom', 'the_geom_webmercator']) feature_columns = set(columns) - set([variable, 'cartodb_id', 'the_geom', 'the_geom_webmercator'])
target,features = get_data(variable, feature_columns, query) target,features = get_data(variable, feature_columns, query)
@ -57,46 +94,64 @@ def create_and_predict_segment(query,variable,target_query,model_params):
return zip(cartodb_ids, result, np.full(result.shape, accuracy )) return zip(cartodb_ids, result, np.full(result.shape, accuracy ))
def train_model(target,features,model_params,test_split): def train_model(target, features, model_params, test_split):
"""
"""
features_train, features_test, target_train, target_test = train_test_split(features, target, test_size=test_split) features_train, features_test, target_train, target_test = train_test_split(features, target, test_size=test_split)
model = GradientBoostingRegressor(**model_params) model = GradientBoostingRegressor(**model_params)
model.fit(features_train, target_train) model.fit(features_train, target_train)
accuracy = calculate_model_accuracy(model,features,target) accuracy = calculate_model_accuracy(model,features,target)
return model, accuracy return model, accuracy
def calculate_model_accuracy(model,features,target): def calculate_model_accuracy(model, features, target):
"""
Calculate the mean squared error of the model prediction
Input:
@param model: model trained from input features
@param features: features to make a prediction from
@param target: target to compare prediction to
Output:
mean squared error of the model prection compared to the target
"""
prediction = model.predict(features) prediction = model.predict(features)
return metrics.mean_squared_error(prediction,target) return metrics.mean_squared_error(prediction, target)
def predict_segment(model,features,target_query): def predict_segment(model, features, target_query):
""" """
predict a segment with machine learning predict a segment with machine learning
Stuart Lynn Stuart Lynn
description of params?
""" """
batch_size = 1000 batch_size = 1000
joined_features = ','.join(['"{0}"::numeric'.format(a) for a in features]) joined_features = ','.join(['"{0}"::numeric'.format(a) for a in features])
cursor = plpy.cursor('select Array[{joined_features}] features from ({target_query}) a'.format( cursor = plpy.cursor('''
SELECT Array[{joined_features}] As features
FROM ({target_query}) As a
'''.format(
joined_features=joined_features, joined_features=joined_features,
target_query= target_query target_query= target_query))
))
results = [] results = []
while True: while True:
rows = cursor.fetch(batch_size) rows = cursor.fetch(batch_size)
if not rows: if not rows:
break break
batch = np.row_stack([np.array(row['features'], dtype=float) for row in rows]) batch = np.row_stack([np.array(row['features'], dtype=float) for row in rows])
#Need to fix this. Should be global mean. This will cause weird effects #Need to fix this. Should be global mean. This will cause weird effects
batch = replace_nan_with_mean(batch) batch = replace_nan_with_mean(batch)
prediction = model.predict(batch) prediction = model.predict(batch)
results.append(prediction) results.append(prediction)
cartodb_ids = plpy.execute('select array_agg(cartodb_id order by cartodb_id) as cartodb_ids from ({0}) a '.format(target_query))[0]['cartodb_ids'] cartodb_ids = plpy.execute('''
return cartodb_ids, np.concatenate(results) SELECT array_agg(cartodb_id ORDER BY cartodb_id) As cartodb_ids
FROM ({0}) As a
'''.format(target_query))[0]['cartodb_ids']
return cartodb_ids, np.concatenate(results)