Using statsmodel's GLM, the tweedie deviance is included in the summary function, but I don't know how to do this for xgboost. Reading the API didn't help either.
In Python this is how you do it. Suppose predictions is the result of your gradient boosted tree and real are the actual numbers. Then using statsmodels you would run this:
import statsmodels as sm
dev = sm.families.Tweedie(pow_var=1.5).deviance(predictions, real)
Related
I want to build recommendation system using association rules with implemented in mlxtend library apriori algorithm. In my sales data there is information about 36 millions of transactions and 50k unique products.
I tried to use sklearn OneHotEncoder and pandas get_dummies() but both are giving OOM error as they are not able to create frame in shape of (36 mil, 50k)
MemoryError: Unable to allocate 398. GiB for an array with shape (36113798, 50087) and data type uint8
Is there any other solution?
Like you, I too had out of memory error with mlxtend at first, but the following small changes fixed the problem completely.
`
from mlxtend.preprocessing import TransactionEncoder
import pandas as pd
te = TransactionEncoder()
#te_ary = te.fit(itemSetList).transform(itemSetList)
#df = pd.DataFrame(te_ary, columns=te.columns_)
fitted = te.fit(itemSetList)
te_ary = fitted.transform(itemSetList, sparse=True) # seemed to work good
df = pd.DataFrame.sparse.from_spmatrix(te_ary, columns=te.columns_) # seemed to work good
# now you can call mlxtend's fpgrowth() followed by association_rules()
`
You should also use fpgrowth instead of apriori on the big transaction datasets because apriori is too primitive. fpgrowth is more intelligent and modern than apriori but gives equivalent results. The mlxtend lib supports both apriori and fpgrowth.
I think a good solution would be to use embeddings instead of one-hot encoding for your problem. In addition, I recommend that you split your dataset into smaller subsets to further avoid the memory consumption problems.
You should also consult this thread : https://datascience.stackexchange.com/questions/29851/one-hot-encoding-vs-word-embeding-when-to-choose-one-or-another
I'm in the process of completing a TensorFlow tutorial via DataCamp and am transcribing/replicating the code examples I am working through in my own Jupyter notebook.
Here are the original instructions from the coding problem :
I'm running the following snippet of code and am not able to arrive at the same result that I am generating within the tutorial, which I have confirmed are the correct values via a connected scatterplot of x vs. loss_function(x) as seen a bit further below.
# imports
import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
from tensorflow import Variable, keras
def loss_function(x):
import math
return 4.0*math.cos(x-1)+np.divide(math.cos(2.0*math.pi*x),x)
# Initialize x_1 and x_2
x_1 = Variable(6.0, np.float32)
x_2 = Variable(0.3, np.float32)
# Define the optimization operation
opt = keras.optimizers.SGD(learning_rate=0.01)
for j in range(100):
# Perform minimization using the loss function and x_1
opt.minimize(lambda: loss_function(x_1), var_list=[x_1])
# Perform minimization using the loss function and x_2
opt.minimize(lambda: loss_function(x_2), var_list=[x_2])
# Print x_1 and x_2 as numpy arrays
print(x_1.numpy(), x_2.numpy())
I draw a quick connected scatterplot to confirm (successfully) that the loss function that I using gets me back to the same graph provided by the example (seen in screenshot above)
# Generate loss_function(x) values for given range of x-values
losses = []
for p in np.linspace(0.1, 6.0, 60):
losses.append(loss_function(p))
# Define x,y coordinates
x_coordinates = list(np.linspace(0.1, 6.0, 60))
y_coordinates = losses
# Plot
plt.scatter(x_coordinates, y_coordinates)
plt.plot(x_coordinates, y_coordinates)
plt.title('Plot of Input values (x) vs. Losses')
plt.xlabel('x')
plt.ylabel('loss_function(x)')
plt.show()
Here are the resulting global and local minima, respectively, as per the DataCamp environment :
4.38 is the correct global minimum, and 0.42 indeed corresponds to the first local minima on the graphs RHS (when starting from x_2 = 0.3)
And here are the results from my environment, both of which move opposite the direction that they should be moving towards when seeking to minimize the loss value:
I've spent the better part of the last 90 minutes trying to sort out why my results disagree with those of the DataCamp console / why the optimizer fails to minimize this loss for this simple toy example...?
I appreciate any suggestions that you might have after you've run the provided code in your own environments, many thanks in advance!!!
As it turned out, the difference in outputs arose from the default precision of tf.division() (vs np.division()) and tf.cos() (vs math.cos()) -- operations which were specified in (my transcribed, "custom") definition of the loss_function().
The loss_function() had been predefined in the body of the tutorial and when I "inspected" it using the inspect package ( using inspect.getsourcelines(loss_function) ) in order to redefine it in my own environment, the output of said inspection didn't clearly indicate that tf.division & tf.cos had been used instead of their NumPy counterparts (which my version of the code had used).
The actual difference is quite small, but is apparently sufficient to push the optimizer in the opposite direction (away from the two respective minima).
After swapping in tf.division() and tf.cos (as seen below) I was able to arrive at the same results as seen in the DC console.
Here is the code for the loss_function that will back in to the same results as seen in the console (screenshot) :
def loss_function(x):
import math
return 4.0*tf.cos(x-1)+tf.divide(tf.cos(2.0*math.pi*x),x)
I want to compare two images for similarity. Since my purpose is to match a given image against a massive collection of images, I want to run the comparisons on GPU.
I came across tf.image.ssim and tf.image.psnr functions but I am unable to find and working examples only. The solutions in PyTorch is also appreciated. Since I don't have a good understanding of CUDA and C language, I am hesitant to try kernels in PyCuda.
Will it be helpful in terms of processing if I read the entire image collection and store as Tensorflow Records for future processing?
Any guidance or solution, greatly appreciated. Thank you.
Edit:- I am matching images of same size only. I don't want to do mere histogram match. I want to do SSIM or PSNR implementation for image similarity. So, I am assuming it would be similar in color, content etc
Check out the example on the tensorflow doc page (link):
im1 = tf.decode_png('path/to/im1.png')
im2 = tf.decode_png('path/to/im2.png')
print(tf.image.ssim(im1, im2, max_val=255))
This should work on latest version of tensorflow. If you use older versions tf.image.ssim will return a tensor (print will not give you a value), but you can call .run() to evaluate it.
There is no implementation of PSNR or SSIM in PyTorch. You can either implement them yourself or use a third-party package, like piqa which I have developed.
Assuming you already have torch and torchvision installed, you can get it with
pip install piqa
Then for the image comparison
import torch
from torchvision import transforms
from PIL import Image
im1 = Image.open('path/to/im1.png')
im2 = Image.open('path/to/im2.png')
transform = transforms.ToTensor()
x = transform(im1).unsqueeze(0).cuda() # .cuda() for GPU
y = transform(im2).unsqueeze(0).cuda()
from piqa import PSNR, SSIM
psnr = PSNR()
ssim = SSIM().cuda()
print('PSNR:', psnr(x, y))
print('SSIM:', ssim(x, y))
After following this tutorial on summaries and TensorBoard, I've been able to successfully save and look at data with TensorBoard. Is it possible to open this data with something other than TensorBoard?
By the way, my application is to do off-policy learning. I'm currently saving each state-action-reward tuple using SummaryWriter. I know I could manually store/train on this data, but I thought it'd be nice to use TensorFlow's built in logging features to store/load this data.
As of March 2017, the EventAccumulator tool has been moved from Tensorflow core to the Tensorboard Backend. You can still use it to extract data from Tensorboard log files as follows:
from tensorboard.backend.event_processing.event_accumulator import EventAccumulator
event_acc = EventAccumulator('/path/to/summary/folder')
event_acc.Reload()
# Show all tags in the log file
print(event_acc.Tags())
# E. g. get wall clock, number of steps and value for a scalar 'Accuracy'
w_times, step_nums, vals = zip(*event_acc.Scalars('Accuracy'))
Easy, the data can actually be exported to a .csv file within TensorBoard under the Events tab, which can e.g. be loaded in a Pandas dataframe in Python. Make sure you check the Data download links box.
For a more automated approach, check out the TensorBoard readme:
If you'd like to export data to visualize elsewhere (e.g. iPython
Notebook), that's possible too. You can directly depend on the
underlying classes that TensorBoard uses for loading data:
python/summary/event_accumulator.py (for loading data from a single
run) or python/summary/event_multiplexer.py (for loading data from
multiple runs, and keeping it organized). These classes load groups of
event files, discard data that was "orphaned" by TensorFlow crashes,
and organize the data by tag.
As another option, there is a script
(tensorboard/scripts/serialize_tensorboard.py) which will load a
logdir just like TensorBoard does, but write all of the data out to
disk as json instead of starting a server. This script is setup to
make "fake TensorBoard backends" for testing, so it is a bit rough
around the edges.
I think the data are encoded protobufs RecordReader format. To get serialized strings out of files you can use py_record_reader or build a graph with TFRecordReader op, and to deserialize those strings to protobuf use Event schema. If you get a working example, please update this q, since we seem to be missing documentation on this.
I did something along these lines for a previous project. As mentioned by others, the main ingredient is tensorflows event accumulator
from tensorflow.python.summary import event_accumulator as ea
acc = ea.EventAccumulator("folder/containing/summaries/")
acc.Reload()
# Print tags of contained entities, use these names to retrieve entities as below
print(acc.Tags())
# E. g. get all values and steps of a scalar called 'l2_loss'
xy_l2_loss = [(s.step, s.value) for s in acc.Scalars('l2_loss')]
# Retrieve images, e. g. first labeled as 'generator'
img = acc.Images('generator/image/0')
with open('img_{}.png'.format(img.step), 'wb') as f:
f.write(img.encoded_image_string)
You can also use the tf.train.summaryiterator: To extract events in a ./logs-Folder where only classic scalars lr, acc, loss, val_acc and val_loss are present you can use this GIST: tensorboard_to_csv.py
Chris Cundy's answer works well when you have less than 10000 data points in your tfevent file. However, when you have a large file with over 10000 data points, Tensorboard will automatically sampling them and only gives you at most 10000 points. It is a quite annoying underlying behavior as it is not well-documented. See https://github.com/tensorflow/tensorboard/blob/master/tensorboard/backend/event_processing/event_accumulator.py#L186.
To get around it and get all data points, a bit hacky way is to:
from tensorboard.backend.event_processing.event_accumulator import EventAccumulator
class FalseDict(object):
def __getitem__(self,key):
return 0
def __contains__(self, key):
return True
event_acc = EventAccumulator('path/to/your/tfevents',size_guidance=FalseDict())
It looks like for tb version >=2.3 you can streamline the process of converting your tb events to a pandas dataframe using tensorboard.data.experimental.ExperimentFromDev().
It requires you to upload your logs to TensorBoard.dev, though, which is public. There are plans to expand the capability to locally stored logs in the future.
https://www.tensorflow.org/tensorboard/dataframe_api
You can also use the EventFileLoader to iterate through a tensorboard file
from tensorboard.backend.event_processing.event_file_loader import EventFileLoader
for event in EventFileLoader('path/to/events.out.tfevents.xxx').Load():
print(event)
Surprisingly, the python package tb_parse has not been mentioned yet.
From documentation:
Installation:
pip install tensorflow # or tensorflow-cpu pip install -U tbparse # requires Python >= 3.7
Note: If you don't want to install TensorFlow, see Installing without TensorFlow.
We suggest using an additional virtual environment for parsing and plotting the tensorboard events. So no worries if your training code uses Python 3.6 or older versions.
Reading one or more event files with tbparse only requires 5 lines of code:
from tbparse import SummaryReader
log_dir = "<PATH_TO_EVENT_FILE_OR_DIRECTORY>"
reader = SummaryReader(log_dir)
df = reader.scalars
print(df)
I want to learn multiple linear regression model for my data frame. Below is demo code. Everywhere on internet I only found as such code where target variable can be learned with other variables but on complete data set. I do not specifically found k-fold cross validation set up preferably a direct function as parameter to ols method.
I did however found crossvalidation setup in regression method from scikit-learn library, but I wonder why not with statsmodels.
import statsmodels.formula.api as sm
import pandas
Assuming data was in .csv format and read using pandas (therefore, in data frame format).
mod = sm.ols(formula='Target_Var ~ var_1 + var_2 + var_3', data=df)
res = mod.fit()
print res.summary()