Scipy Minimize: minimize a function over a set of data - python-2.7

I am a very new student to both machine learning and python. I got a question when I was trying to minimize my Expected Improvement function. The purpose of minimize EI function is to predict next best X. How can I make it to choose the X in my data set?
For example, x-axis of my data set looks like (0,1,0.2,0.4,0.8,..2.4,2.6), for now my code will predict X at any point in a range such as 0.382727 which I don't have in my data set and don't have a y-value for it.
What should I do in my case? Is it possible to use constraints scipy.minimize to fix this problem or do you have any other suggestion for me?
Thank you so much!

Related

userWarning pymc3 : What does reparameterize mean?

I built a pymc3 model using the DensityDist distribution. I have four parameters out of which 3 use Metropolis and one uses NUTS (this is automatically chosen by the pymc3). However, I get two different UserWarnings
1.Chain 0 contains number of diverging samples after tuning. If increasing target_accept does not help try to reparameterize.
MAy I know what does reparameterize here mean?
2. The acceptance probability in chain 0 does not match the target. It is , but should be close to 0.8. Try to increase the number of tuning steps.
Digging through a few examples I used 'random_seed', 'discard_tuned_samples', 'step = pm.NUTS(target_accept=0.95)' and so on and got rid of these user warnings. But I couldn't find details of how these parameter values are being decided. I am sure this might have been discussed in various context but I am unable to find solid documentation for this. I was doing a trial and error method as below.
with patten_study:
#SEED = 61290425 #51290425
step = pm.NUTS(target_accept=0.95)
trace = sample(step = step)#4000,tune = 10000,step =step,discard_tuned_samples=False)#,random_seed=SEED)
I need to run these on different datasets. Hence I am struggling to fix these parameter values for each dataset I am using. Is there any way where I give these values or find the outcome (if there are any user warnings and then try other values) and run it in a loop?
Pardon me if I am asking something stupid!
In this context, re-parametrization basically is finding a different but equivalent model that it is easier to compute. There are many things you can do depending on the details of your model:
Instead of using a Uniform distribution you can use a Normal distribution with a large variance.
Changing from a centered-hierarchical model to a
non-centered
one.
Replacing a Gaussian with a Student-T
Model a discrete variable as a continuous
Marginalize variables like in this example
whether these changes make sense or not is something that you should decide, based on your knowledge of the model and problem.

How to use uncertainties to weight residuals in a Savitzky-Golay filter.

Is there a way to incorporate the uncertainties on my data set into the result of the Savitzky Golay fit? Since I am not passing this information into the function, I asume that it is simply calcuating the 'best fit' via an unweighted least-squares process. I am currently working with data that has non-uniform uncertainty, and so the fit of the data could be improved by including the errors that I have for my main dataset.
The wikipedia page for the Savitzky-Golay filter suggests how I might go about alter the process of calculating the coefficients of the fit, and I am staring at the code for scipy.signal.savgol_filter, but I cannot get my head around what I need to adjust so that this will do what I want it to.
Are there any ready-made weighted SG filters floating about? I find it hard to believe that no-one else has ever needed this tool in Python, but maybe I have missed something.
Check out this Python module: https://github.com/surhudm/savitzky_golay_with_errors
This python script improves upon the traditional Savitzky-Golay filter
by accounting for errors or covariance in the data. The inputs and
arguments are all modelled after scipy.signal.savgol_filter
Matlab function sgolayfilt supports weights. Check the documentation.

SegNet results of train set (test via test_segmentation.py)

I run SegNet on my own dataset (by Segnet tutorial). I see great results via test_segmentation.py.
my problem is that I want to see the real net results and not test_segmentation own colorisation (via classes).
for example, if I have trained net with 2 classes, so after the train I will see not only 2 colors (as we see with the classes), but we will see the real net color segmentation ([0.22,0.19,0.3....) lighter and darker as the net see it]
I hope that I explained myself well. thanks for helping.
You could use a python script to achieve what you want. Take a look at this script.
The command out = out['argmax'], extracts the raw output, so you can get a segmentation map with 'lighter and darker' values as you wanted.
When you say the 'real' net color segmentation I will assume that you mean the probability maps. Effectively the last layer will have one map for every class; and if you check the function predict in inference.py, they take the argmax; that is the channel (which represents the class) with the highest probability. If you want to get these maps, you just have to get the data without computing the argmax; something like:
predicted = net.blobs['prob'].data
I solve it. the solution is to range cmin and cmax from 0 to 1 in the scipy saving method. for example: scipy.misc.toimage(output, cmin=0.0, amax=1).save(/path/.../image.png)

Data mining with Weka

I am learning how to do data mining and I am using this data set from UCI's website.
http://archive.ics.uci.edu/ml/datasets/Forest+Fires
The problem I am encountering is how to deal with the area class. My understanding from the description is that I need to apply ln(x+1) to area using AddExpression.
Am I going in the correct direction with this? Or are there other filters I should investigate? Thank you.
I try to answer your question based on the little information you provide. And I haven't worked with the forest-fires data set, but by inspection I see that the classifier attribute "area" often has the value 0. Maybe you can't simply filter out these rows with Area = 0. Your dataset might become too small, or whatnot.
I think you are asked to perform regression of some attribute(s) against "log(area)" in order to linearize it. However,when you try to calculate the log of the Area, values such as log(0) are a problem. values between 0 and 1 might also be problematic.
So a common fix is to add 1 to the value of "Area". This introduces a systematic error, but it is small, and it removes all 0-values, and you can still derive useful models from your log(x+1)-transformed dataset.
And yes, in Weka you do this by "Preprocess"/ AddExpression(x+1). This creates a new attribute. Then you might remove the old area attribute.
Of course, in interpreting your model, you should be aware of the transformation. If you just want to find out what the significant independent attributes are in your linear regression model, I'd say the transformation does not matter. The data points are just shifted a little bit.

Some confusion over Numpy + Scipy + matplotlib Spectrum Analyzer code

I've been attempting to understand the code at the bottom of http://www.frank-zalkow.de/en/code-snippets/create-audio-spectrograms-with-python.html, though sadly I haven't been getting anywhere with it. I don't think I'm expected to understand most of the code, as I have limited experience with FFTs, but unfortunately I'm also having trouble understanding how the graph is generated. I'm also getting very limited progress from a trial-and-error approach, due to the fact that my computer lags heavily and because of the relatively long time it takes for a graph to be generated.
With that being said, I need a way to scale the graph so that it only displays values up to 5000 Hz, though still on a logarithmic scale. I'd also like to understand how the wav file is sampled, and what values I can edit in order to take more samples per second. Can somebody explain how both of these points work, and how I can edit the code in order to fulfill these requirements?
Hm, this code is by me so gladly help you understanding it. It's maybe not best practice and there may be several ways to improve it – suggestions are welcome. But at least it worked for me.
The function stft does a standard short-time-fourier-transform of an audio signal by the help of the numpy strides. The function logscale_spec takes an stft and scales it logarithmically. This is maybe a bit dirty and there must be a better way to do it. But it worked for me. plotstft is the function that finally reads a wave file via scipy.io.wavfile, combines the prior two functions and makes a plot with matplotlibs imshow. If you have a mono wavefile you should be able to just call plotstft("/path/to/mono.wav").
That was an overview – if I should explain some things in more detail, just say so.
To your questions. To leave out some frequencie values: You can get the frequencies values of the fft wih np.fft.fftfreq(binsize, 1./sr). You just have to find the index of of your cutoff value and leaving this values of the stft.
I don't understand your second question... You can have a look of all samples of your wavefile by:
>>> import scipy.io.wavfile as wav
>>> x = wav.read("/path/to/file.wav")
>>> x
(44100, array([4554752, 4848551, 3981874, ..., 2384923, 2040309, 294912], dtype=int32))
>>> x[1]
array([4554752, 4848551, 3981874, ..., 2384923, 2040309, 294912], dtype=int32)