I have a simple dataframe consisting of one column. In that column are 10320 observations (numerical). I'm simulating Time-Series data by inserting the data into a plot with a window of 200 observations each. Here is the code for plotting.
import matplotlib.pyplot as plt
from IPython import display
fig_size = plt.rcParams["figure.figsize"]
import time
from matplotlib.backends.backend_agg import FigureCanvasAgg as FigureCanvas
fig, axes = plt.subplots(1,1, figsize=(19,5))
df = dframe.set_index(arange(0,len(dframe)))
std = dframe[0].std() * 6
window = 200
iterations = int(len(dframe)/window)
i = 0
dframe = dframe.set_index(arange(0,len(dframe)))
while i< iterations:
frm = window*i
if i == iterations:
to = len(dframe)
else:
to = frm+window
df = dframe[frm : to]
if len(df) > 100:
df = df.set_index(arange(0,len(df)))
plt.gca().cla()
plt.plot(df.index, df[0])
plt.axhline(y=std, xmin=0, xmax=len(df[0]),c='gray',linestyle='--',lw = 2, hold=None)
plt.axhline(y=-std , xmin=0, xmax=len(df[0]),c='gray',linestyle='--', lw = 2, hold=None)
plt.ylim(min(dframe[0])- 0.5 , max(dframe[0]) )
plt.xlim(-50,window+50)
display.clear_output(wait=True)
display.display(plt.gcf())
canvas = FigureCanvas(fig)
canvas.print_figure('fig.png', dpi=72, bbox_inches='tight')
i += 1
plt.close()
This simulates a flow of real-time data and visualizes it. What I want is to apply theanets RNN LSTM to the data to detect anomalies unsupervised. Because I am doing it unsupervised I don't think that I need to split my data into training and test sets. I haven't found much of anything that makes sense to me so far and have been googling for about 2 hours. Just hoping that you guys may be able to help. I want to put the prediction output of the RNN on the graph as well and define a threshold that, if the error is too large, the values will be identified as anomalous. If you need more information please comment and let me know. Thank you!
READING
Like neurons, LSTM networks are build of interconnected LSTM Blocks whose training is done via BackPropogation Through Time.
Classical anomaly detection using time series required prediction of time series output in future (at one or more points) and finding error on these points with true values. Prediction Error above a threshold will reflect and amomly
SOLUTION
Having said this
You've to train network so you need training sets and test sets both
Use N inputs to predict M outputs (decide upon N and M with experimentation - values for which training error is low)
Scroll a window of (N+M) elements in input data and use this data array of (N+M) items also termed as frame to train or test network.
Typically we use 90% of starting series for training and 10% for testing.
This scheme will fail as if training is not proper there will be false prediction errors which are not-anomaly. So make sure to provide enough training, and most important shuffle training frames and consider all variations.
Related
I am using multiple linear regression to predict the temperature in every region of a field where wireless sensors are deployed, the sensors are as follows : 42 sensors deployed in a 1000x600 m² surface and collecting the temperature in each of these 42 locations per hour, see picture:
Sensors placement
We have here two features ( the location aka : x and y ), and the output which is the temperature, so i fit my model according to 70% of the dataset, for the sake of later accuracy computations, however after fitting my model I want to have the temperatures prediction over all the surface, specifically a heat map that gives me the temperature as a function of x and y ( see picture : Heatmap)
I am stuck in the part of visualization, as my dataset contains the 42 known locations and their respective temperatures, how can i plot predictions for every x in [0,1000] and y in [0,600]
Do i have to make an nx2 matrix iterating over all the values of x and y and then feeding it my fitted model ? or is there a simpler way
You can use np.meshgrid to create a grid of points, then use your model to predict on this grid of points.
import numpy as np
import matplotlib.pyplot as plt
grid_x, grid_y = np.meshgrid(np.linspace(0, 1000, 100),
np.linspace(0, 600, 60))
X = np.stack([grid_x.ravel(), grid_y.ravel()]).T
y_pred = model.predict(X) # use your scikit-learn model here
image = np.reshape(y_pred, grid_x.shape)
plt.imshow(image, origin="lower")
plt.colorbar()
plt.show()
I have a set of images, all of varying widths, but with fixed height set to 100 pixels and 3 channels of depth. My task is to classify if each vertical line in the image is interesting or not. To do that, I look at the line in context of its 10 predecessor and successor lines. Imagine the algorithm sweeping from left to right of the image, detecting vertical lines containing points of interest.
My first attempt at doing this was to manually cut out these sliding windows using numpy before feeding the data into the Keras model. Like this:
# Pad left and right
s = np.repeat(D[:1], 10, axis = 0)
e = np.repeat(D[-1:], 10, axis = 0)
# D now has shape (w + 20, 100, 3)
D = np.concatenate((s, D, e))
# Sliding windows creation trick from SO question
idx = np.arange(21)[None,:] + np.arange(len(D) - 20)[:,None]
windows = D[indexer]
Then all windows and all ground truth 0/1 values for all vertical lines in all images would be concatenated into two very long arrays.
I have verified that this works, in principle. I fed each window to a Keras layer looking like this:
Conv2D(20, (5, 5), input_shape = (21, 100, 3), padding = 'valid', ...)
But the windowing causes the memory usage to increase 21 times so doing it this way becomes impractical. But I think my scenario is a very common in machine learning so there must be some standard method in Keras to do this efficiently? E.g I would like to feed Keras my raw image data (w, 100, 80) and tell it what the sliding window sizes are and let it figure out the rest. I have looked at some sample code but I'm a ml noob so I don't get it.
Unfortunately this isn't an easy problem because it can involve using a variable sized input for your Keras model. While I think it is possible to do this with proper use of placeholders that's certainly no place for a beginner to start. your other option is a data generator. As with many computationally intensive tasks there is often a trade off between compute speed and memory requirements, using a generator is more compute heavy and it will be done entirely on your cpu (no gpu acceleration), but it won't make the memory increase.
The point of a data generator is that it will apply the operation to images one at a time to produce the batch, then train on that batch, then free up the memory - so you only end up keeping one batch worth of data in memory at any time. Unfortunately if you have a time consuming generation then this can seriously affect performance.
The generator will be a python generator (using the 'yield' keyword) and is expected to produce a single batch of data, keras is very good at using arbitrary batch sizes, so you can always make one image yield one batch, especially to start.
Here is the keras page on fit_generator - I warn you, this starts to become a lot of work very quickly, consider buying more memory:
https://keras.io/models/model/#fit_generator
Fine I'll do it for you :P
import numpy as np
import pandas as pd
import keras
from keras.models import Model, model_from_json
from keras.layers import Dense, Concatenate, Multiply,Add, Subtract, Input, Dropout, Lambda, Conv1D, Flatten
from tensorflow.python.client import device_lib
# check for my gpu
print(device_lib.list_local_devices())
# make some fake image data
# 1000 random widths
data_widths = np.floor(np.random.random(1000)*100)
# producing 1000 random images with dimensions w x 100 x 3
# and a vector of which vertical lines are interesting
# I assume your data looks like this
images = []
interesting = []
for w in data_widths:
images.append(np.random.random([int(w),100,3]))
interesting.append(np.random.random(int(w))>0.5)
# this is a generator
def image_generator(images, interesting):
num = 0
while num < len(images):
windows = None
truth = None
D = images[num]
# this should look familiar
# Pad left and right
s = np.repeat(D[:1], 10, axis = 0)
e = np.repeat(D[-1:], 10, axis = 0)
# D now has shape (w + 20, 100, 3)
D = np.concatenate((s, D, e))
# Sliding windows creation trick from SO question
idx = np.arange(21)[None,:] + np.arange(len(D) - 20)[:,None]
windows = D[idx]
truth = np.expand_dims(1*interesting[num],axis=1)
yield (windows, truth)
num+=1
# the generator MUST loop
if num == len(images):
num = 0
# basic model - replace with your own
input_layer = Input(shape = (21,100,3), name = "input_node")
fc = Flatten()(input_layer)
fc = Dense(100, activation='relu',name = "fc1")(fc)
fc = Dense(50, activation='relu',name = "fc2")(fc)
fc = Dense(10, activation='relu',name = "fc3")(fc)
output_layer = Dense(1, activation='sigmoid',name = "output")(fc)
model = Model(input_layer,output_layer)
model.compile(optimizer="adam", loss='binary_crossentropy')
model.summary()
#and training
training_history = model.fit_generator(image_generator(images, interesting),
epochs =5,
initial_epoch = 0,
steps_per_epoch=len(images),
verbose=1
)
I'm starting with PySpark, building binary classification models (logistic regression), and I need to find the optimal threshold (cuttoff) point for my models.
I want to use the ROC curve to find this point, but I don't know how to extract the threshold value for each point in this curve. Is there a way to find this values?
Things I've found:
This post shows how to extract the ROC curve, but only the values for the TPR and FPR. It's useful for plotting and for selecting the optimal point, but I can't find the threshold value.
I know I can find the threshold values for each point in the ROC curve using H2O (I've done it before), but I'm working on Pyspark.
Here is a post describing how to do it with R... but, again, I need to do it with Pyspark
Other facts
I'm using Apache Spark 2.4.0.
I'm working with Data Frames (I really don't know - yet - how to work with RDDs, but I'm not afraid to learn ;) )
If you specifically need to generate ROC curves for different thresholds, one approach could be to generate a list of threshold values you're interested in and fit/transform on your dataset for each threshold. Or you could manually calculate the ROC curve for each threshold point using the probability field in the response from model.transform(test).
Alternatively, you can use BinaryClassificationMetrics to extract a curve plotting various metrics (F1 score, precision, recall) by threshold.
Unfortunately it appears the PySpark version doesn't implement most of the methods the Scala version does, so you'd need to wrap the class to do it in Python.
For example:
from pyspark.mllib.evaluation import BinaryClassificationMetrics
# Scala version implements .roc() and .pr()
# Python: https://spark.apache.org/docs/latest/api/python/_modules/pyspark/mllib/common.html
# Scala: https://spark.apache.org/docs/latest/api/java/org/apache/spark/mllib/evaluation/BinaryClassificationMetrics.html
class CurveMetrics(BinaryClassificationMetrics):
def __init__(self, *args):
super(CurveMetrics, self).__init__(*args)
def _to_list(self, rdd):
points = []
# Note this collect could be inefficient for large datasets
# considering there may be one probability per datapoint (at most)
# The Scala version takes a numBins parameter,
# but it doesn't seem possible to pass this from Python to Java
for row in rdd.collect():
# Results are returned as type scala.Tuple2,
# which doesn't appear to have a py4j mapping
points += [(float(row._1()), float(row._2()))]
return points
def get_curve(self, method):
rdd = getattr(self._java_model, method)().toJavaRDD()
return self._to_list(rdd)
Usage:
import matplotlib.pyplot as plt
preds = predictions.select('label','probability').rdd.map(lambda row: (float(row['probability'][1]), float(row['label'])))
# Returns as a list (false positive rate, true positive rate)
points = CurveMetrics(preds).get_curve('roc')
plt.figure()
x_val = [x[0] for x in points]
y_val = [x[1] for x in points]
plt.title(title)
plt.xlabel(xlabel)
plt.ylabel(ylabel)
plt.plot(x_val, y_val)
Results in:
Here's an example of an F1 score curve by threshold value if you aren't married to ROC:
One way is to use sklearn.metrics.roc_curve.
First use your fitted model to make predictions:
from pyspark.ml.classification import LogisticRegression
lr = LogisticRegression(labelCol="label", featuresCol="features")
model = lr.fit(trainingData)
predictions = model.transform(testData)
Then collect your scores and labels1:
preds = predictions.select('label','probability')\
.rdd.map(lambda row: (float(row['probability'][1]), float(row['label'])))\
.collect()
Now transform preds to work with roc_curve
from sklearn.metrics import roc_curve
y_score, y_true = zip(*preds)
fpr, tpr, thresholds = roc_curve(y_true, y_score, pos_label = 1)
Notes:
I am not 100% certain that the probabilities vector will always be ordered such that the positive label will be at index 1. However in a binary classification problem, you'll know right away if your AUC is less than 0.5. In that case, just take 1-p for the probabilities (since the class probabilities sum to 1).
I have dataframe with columns Year, month, day,hour, minute, second, Daily_KWH. I need to predict Daily KWH using neural netowrk. Please let me know how to go about it
Daily_KWH_System year month day hour minute second
0 4136.900384 2016 9 7 0 0 0
1 3061.657187 2016 9 8 0 0 0
2 4099.614033 2016 9 9 0 0 0
3 3922.490275 2016 9 10 0 0 0
4 3957.128982 2016 9 11 0 0 0
I'm getting the Value Error, when I'm fitting the model.
code so far:
X = df[['year','month','day','hour','minute','second']]
y = df['Daily_KWH_System']
from sklearn.cross_validation import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y)
from sklearn.preprocessing import StandardScaler
scaler = StandardScaler()
# Fit only to the training data
scaler.fit(X_train)
#y_train.shape
#X_train.shape
X_train = scaler.transform(X_train)
X_test = scaler.transform(X_test)
from sklearn.neural_network import MLPClassifier
mlp = MLPClassifier(hidden_layer_sizes=(30,30,30))
#y_train = np.asarray(df['Daily_KWH_System'], dtype="|S6")
mlp.fit(X_train,y_train)
Error:
ValueError: Unknown label type: (array([ 2.27016856e+02, 3.02173014e+03, 4.29404190e+03,
2.41273427e+02, 1.76714247e+02, 4.23374425e+03,
First of all, this is a regression problem and not a classification problem, as the values in the Daily_KWH_System column do not form a set of labels. Instead, they seem to be (at least based on the provided example) real numbers.
If you want to approach it as a classification problem regardless, then according to sklearn documentation:
When doing classification in scikit-learn, y is a vector of integers
or strings.
In your case, y is a vector of floats, and therefore you get the error. Thus, instead of the line
y = df['Daily_KWH_System']
write the line
y = np.asarray(df['Daily_KWH_System'], dtype="|S6")
and this will resolve the issue. (You can read more about this approach here: Python RandomForest - Unknown label Error)
Yet, as regression is more appropriate in this case, then instead of the above change, replace the lines
from sklearn.neural_network import MLPClassifier
mlp = MLPClassifier(hidden_layer_sizes=(30,30,30))
with
from sklearn.neural_network import MLPRegressor
mlp = MLPRegressor(hidden_layer_sizes=(30,30,30))
The code will run without throwing an error (but there certainly isn't enough data to check whether the model that we get performs well).
With that being said, I don't think that this is the right approach for choosing features for this problem.
In this problem we deal with a sequence of real numbers that form a time series. One reasonable feature that we could choose is the number of seconds (or minutes\hours\days etc) that passed since the starting point. Since this particular data contains only days, months and years (other values are always 0), we could choose as a feature the number of days that passed since the beginning. Then your data frame will look like:
Daily_KWH_System days_passed
0 4136.900384 0
1 3061.657187 1
2 4099.614033 2
3 3922.490275 3
4 3957.128982 4
You could take the values in the column days_passed as features and the values in Daily_KWH_System as targets. You may also add some indicator features. For example, if you think that the end of the year may affect the target, you can add an indicator feature that indicates whether the month is December or not.
If the data is indeed daily (at least in this example you have one data point per day) and you want to tackle this problem with neural networks, then another reasonable approach would be to handle it as a time series and try to fit recurrent neural network. Here are couple of great blog posts that describe this approach:
http://machinelearningmastery.com/time-series-prediction-lstm-recurrent-neural-networks-python-keras/
http://machinelearningmastery.com/time-series-forecasting-long-short-term-memory-network-python/
The fit() function expects y to be 1D list. By slicing a Pandas dataframe you always get a 2D object. This means that for your case, you need to convert the 2D object you got from slicing the DataFrame into an actual 1D list, as expected by fit function:
y = list(df['Daily_KWH_System'])
Use a regressor instead. This will solve float 2D data issue.
from sklearn.neural_network import MLPRegressor
model = MLPRegressor(solver='lbfgs',alpha=0.001,hidden_layer_sizes=(10,10))
model.fit(x_train,y_train)
y_pred = model.predict(x_test)
Instead of
mlp.fit(X_train,y_train)
use this
mlp.fit(X_train,y_train.values)
I am using Scikit-Learn Random Forest Classifier and trying to extract the meaningful trees/features in order to better understand the prediction results.
I found this method which seems relevant in the documention (http://scikit-learn.org/dev/modules/generated/sklearn.ensemble.RandomForestClassifier.html#sklearn.ensemble.RandomForestClassifier.get_params), but couldn't find an example how to use it.
I am also hoping to visualize those trees if possible, any relevant code would be great.
Thank you!
I think you're looking for Forest.feature_importances_. This allows you to see what the relative importance of each input feature is to your final model. Here's a simple example.
import random
import numpy as np
from sklearn.ensemble import RandomForestClassifier
#Lets set up a training dataset. We'll make 100 entries, each with 19 features and
#each row classified as either 0 and 1. We'll control the first 3 features to artificially
#set the first 3 features of rows classified as "1" to a set value, so that we know these are the "important" features. If we do it right, the model should point out these three as important.
#The rest of the features will just be noise.
train_data = [] ##must be all floats.
for x in range(100):
line = []
if random.random()>0.5:
line.append(1.0)
#Let's add 3 features that we know indicate a row classified as "1".
line.append(.77)
line.append(.33)
line.append(.55)
for x in range(16):#fill in the rest with noise
line.append(random.random())
else:
#this is a "0" row, so fill it with noise.
line.append(0.0)
for x in range(19):
line.append(random.random())
train_data.append(line)
train_data = np.array(train_data)
# Create the random forest object which will include all the parameters
# for the fit. Make sure to set compute_importances=True
Forest = RandomForestClassifier(n_estimators = 100, compute_importances=True)
# Fit the training data to the training output and create the decision
# trees. This tells the model that the first column in our data is the classification,
# and the rest of the columns are the features.
Forest = Forest.fit(train_data[0::,1::],train_data[0::,0])
#now you can see the importance of each feature in Forest.feature_importances_
# these values will all add up to one. Let's call the "important" ones the ones that are above average.
important_features = []
for x,i in enumerate(Forest.feature_importances_):
if i>np.average(Forest.feature_importances_):
important_features.append(str(x))
print 'Most important features:',', '.join(important_features)
#we see that the model correctly detected that the first three features are the most important, just as we expected!
To get the relative feature importances, read the relevant section of the documentation along with the code of the linked examples in that same section.
The trees themselves are stored in the estimators_ attribute of the random forest instance (only after the call to the fit method). Now to extract a "key tree" one would first require you to define what it is and what you are expecting to do with it.
You could rank the individual trees by computing there score on held out test set but I don't know what expect to get out of that.
Do you want to prune the forest to make it faster to predict by reducing the number of trees without decreasing the aggregate forest accuracy?
Here is how I visualize the tree:
First make the model after you have done all of the preprocessing, splitting, etc:
# max number of trees = 100
from sklearn.ensemble import RandomForestClassifier
classifier = RandomForestClassifier(n_estimators = 100, criterion = 'entropy', random_state = 0)
classifier.fit(X_train, y_train)
Make predictions:
# Predicting the Test set results
y_pred = classifier.predict(X_test)
Then make the plot of importances. The variable dataset is the name of the original dataframe.
# get importances from RF
importances = classifier.feature_importances_
# then sort them descending
indices = np.argsort(importances)
# get the features from the original data set
features = dataset.columns[0:26]
# plot them with a horizontal bar chart
plt.figure(1)
plt.title('Feature Importances')
plt.barh(range(len(indices)), importances[indices], color='b', align='center')
plt.yticks(range(len(indices)), features[indices])
plt.xlabel('Relative Importance')
This yields a plot as below: