Source code for mars.learn.datasets.samples_generator

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import numbers
from collections.abc import Iterable

import numpy as np

from ... import tensor as mt
from ...tensor.utils import check_random_state
from ...tensor import linalg
from ..utils import shuffle as util_shuffle, check_array


# -------------------------------------------------------------------
# Original implementation is in `sklearn.datasets.samples_generator`.
# -------------------------------------------------------------------


[docs]def make_classification( n_samples=100, n_features=20, n_informative=2, n_redundant=2, n_repeated=0, n_classes=2, n_clusters_per_class=2, weights=None, flip_y=0.01, class_sep=1.0, hypercube=True, shift=0.0, scale=1.0, shuffle=True, random_state=None, ): """Generate a random n-class classification problem. This initially creates clusters of points normally distributed (std=1) about vertices of an ``n_informative``-dimensional hypercube with sides of length ``2*class_sep`` and assigns an equal number of clusters to each class. It introduces interdependence between these features and adds various types of further noise to the data. Without shuffling, ``X`` horizontally stacks features in the following order: the primary ``n_informative`` features, followed by ``n_redundant`` linear combinations of the informative features, followed by ``n_repeated`` duplicates, drawn randomly with replacement from the informative and redundant features. The remaining features are filled with random noise. Thus, without shuffling, all useful features are contained in the columns ``X[:, :n_informative + n_redundant + n_repeated]``. Read more in the :ref:`User Guide <sample_generators>`. Parameters ---------- n_samples : int, optional (default=100) The number of samples. n_features : int, optional (default=20) The total number of features. These comprise ``n_informative`` informative features, ``n_redundant`` redundant features, ``n_repeated`` duplicated features and ``n_features-n_informative-n_redundant-n_repeated`` useless features drawn at random. n_informative : int, optional (default=2) The number of informative features. Each class is composed of a number of gaussian clusters each located around the vertices of a hypercube in a subspace of dimension ``n_informative``. For each cluster, informative features are drawn independently from N(0, 1) and then randomly linearly combined within each cluster in order to add covariance. The clusters are then placed on the vertices of the hypercube. n_redundant : int, optional (default=2) The number of redundant features. These features are generated as random linear combinations of the informative features. n_repeated : int, optional (default=0) The number of duplicated features, drawn randomly from the informative and the redundant features. n_classes : int, optional (default=2) The number of classes (or labels) of the classification problem. n_clusters_per_class : int, optional (default=2) The number of clusters per class. weights : list of floats or None (default=None) The proportions of samples assigned to each class. If None, then classes are balanced. Note that if ``len(weights) == n_classes - 1``, then the last class weight is automatically inferred. More than ``n_samples`` samples may be returned if the sum of ``weights`` exceeds 1. flip_y : float, optional (default=0.01) The fraction of samples whose class are randomly exchanged. Larger values introduce noise in the labels and make the classification task harder. class_sep : float, optional (default=1.0) The factor multiplying the hypercube size. Larger values spread out the clusters/classes and make the classification task easier. hypercube : boolean, optional (default=True) If True, the clusters are put on the vertices of a hypercube. If False, the clusters are put on the vertices of a random polytope. shift : float, array of shape [n_features] or None, optional (default=0.0) Shift features by the specified value. If None, then features are shifted by a random value drawn in [-class_sep, class_sep]. scale : float, array of shape [n_features] or None, optional (default=1.0) Multiply features by the specified value. If None, then features are scaled by a random value drawn in [1, 100]. Note that scaling happens after shifting. shuffle : boolean, optional (default=True) Shuffle the samples and the features. random_state : int, RandomState instance or None (default) Determines random number generation for dataset creation. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Returns ------- X : tensor of shape [n_samples, n_features] The generated samples. y : tensor of shape [n_samples] The integer labels for class membership of each sample. Notes ----- The algorithm is adapted from Guyon [1] and was designed to generate the "Madelon" dataset. References ---------- .. [1] I. Guyon, "Design of experiments for the NIPS 2003 variable selection benchmark", 2003. See also -------- make_blobs: simplified variant make_multilabel_classification: unrelated generator for multilabel tasks """ from sklearn.datasets._samples_generator import _generate_hypercube generator = check_random_state(random_state) np_generator = generator.to_numpy() # Count features, clusters and samples if n_informative + n_redundant + n_repeated > n_features: raise ValueError( "Number of informative, redundant and repeated " "features must sum to less than the number of total" " features" ) # Use log2 to avoid overflow errors if n_informative < np.log2(n_classes * n_clusters_per_class): raise ValueError( "n_classes * n_clusters_per_class must" " be smaller or equal 2 ** n_informative" ) if weights and len(weights) not in [n_classes, n_classes - 1]: raise ValueError("Weights specified but incompatible with number of classes.") n_useless = n_features - n_informative - n_redundant - n_repeated n_clusters = n_classes * n_clusters_per_class if weights and len(weights) == (n_classes - 1): weights = weights + [1.0 - sum(weights)] if weights is None: weights = [1.0 / n_classes] * n_classes weights[-1] = 1.0 - sum(weights[:-1]) # Distribute samples among clusters by weight n_samples_per_cluster = [ int(n_samples * weights[k % n_classes] / n_clusters_per_class) for k in range(n_clusters) ] for i in range(n_samples - sum(n_samples_per_cluster)): n_samples_per_cluster[i % n_clusters] += 1 # Initialize X and y X = mt.zeros((n_samples, n_features)) y = mt.zeros(n_samples, dtype=mt.int) # Build the polytope whose vertices become cluster centroids centroids = _generate_hypercube(n_clusters, n_informative, np_generator).astype( float, copy=False ) centroids *= 2 * class_sep centroids -= class_sep if not hypercube: centroids *= np_generator.rand(n_clusters, 1) centroids *= np_generator.rand(1, n_informative) # Initially draw informative features from the standard normal X[:, :n_informative] = generator.randn(n_samples, n_informative) # Create each cluster; a variant of make_blobs stop = 0 for k, centroid in enumerate(centroids): start, stop = stop, stop + n_samples_per_cluster[k] y[start:stop] = k % n_classes # assign labels X_k = X[start:stop, :n_informative] # slice a view of the cluster A = 2 * generator.rand(n_informative, n_informative) - 1 X_k[...] = mt.dot(X_k, A) # introduce random covariance X_k += centroid # shift the cluster to a vertex # Create redundant features if n_redundant > 0: B = 2 * generator.rand(n_informative, n_redundant) - 1 X[:, n_informative : n_informative + n_redundant] = mt.dot( X[:, :n_informative], B ) # Repeat some features if n_repeated > 0: n = n_informative + n_redundant indices = ((n - 1) * generator.rand(n_repeated) + 0.5).astype(mt.intp) X[:, n : n + n_repeated] = X[:, indices] # Fill useless features if n_useless > 0: X[:, -n_useless:] = generator.randn(n_samples, n_useless) # Randomly replace labels if flip_y >= 0.0: flip_mask = generator.rand(n_samples) < flip_y y = mt.where(flip_mask, generator.randint(n_classes, size=len(y)), y) # Randomly shift and scale if shift is None: shift = (2 * generator.rand(n_features) - 1) * class_sep X += shift if scale is None: scale = 1 + 100 * generator.rand(n_features) X *= scale if shuffle: # Randomly permute samples X, y = util_shuffle(X, y, random_state=generator, axes=(0, 1)) return X, y
[docs]def make_regression( n_samples=100, n_features=100, *, n_informative=10, n_targets=1, bias=0.0, effective_rank=None, tail_strength=0.5, noise=0.0, shuffle=True, coef=False, random_state=None, ): """Generate a random regression problem. The input set can either be well conditioned (by default) or have a low rank-fat tail singular profile. See :func:`make_low_rank_matrix` for more details. The output is generated by applying a (potentially biased) random linear regression model with `n_informative` nonzero regressors to the previously generated input and some gaussian centered noise with some adjustable scale. Read more in the :ref:`User Guide <sample_generators>`. Parameters ---------- n_samples : int, default=100 The number of samples. n_features : int, default=100 The number of features. n_informative : int, default=10 The number of informative features, i.e., the number of features used to build the linear model used to generate the output. n_targets : int, default=1 The number of regression targets, i.e., the dimension of the y output vector associated with a sample. By default, the output is a scalar. bias : float, default=0.0 The bias term in the underlying linear model. effective_rank : int, default=None if not None: The approximate number of singular vectors required to explain most of the input data by linear combinations. Using this kind of singular spectrum in the input allows the generator to reproduce the correlations often observed in practice. if None: The input set is well conditioned, centered and gaussian with unit variance. tail_strength : float, default=0.5 The relative importance of the fat noisy tail of the singular values profile if `effective_rank` is not None. When a float, it should be between 0 and 1. noise : float, default=0.0 The standard deviation of the gaussian noise applied to the output. shuffle : bool, default=True Shuffle the samples and the features. coef : bool, default=False If True, the coefficients of the underlying linear model are returned. random_state : int, RandomState instance or None, default=None Determines random number generation for dataset creation. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Returns ------- X : tensor of shape (n_samples, n_features) The input samples. y : tensor of shape (n_samples,) or (n_samples, n_targets) The output values. coef : tensor of shape (n_features,) or (n_features, n_targets) The coefficient of the underlying linear model. It is returned only if coef is True. """ n_informative = min(n_features, n_informative) generator = check_random_state(random_state) if effective_rank is None: # Randomly generate a well conditioned input set X = generator.randn(n_samples, n_features) else: # Randomly generate a low rank, fat tail input set X = make_low_rank_matrix( n_samples=n_samples, n_features=n_features, effective_rank=effective_rank, tail_strength=tail_strength, random_state=generator, ) # Generate a ground truth model with only n_informative features being non # zeros (the other features are not correlated to y and should be ignored # by a sparsifying regularizers such as L1 or elastic net) ground_truth = mt.zeros((n_features, n_targets)) ground_truth[:n_informative, :] = 100 * generator.rand(n_informative, n_targets) y = mt.dot(X, ground_truth) + bias # Add noise if noise > 0.0: y += generator.normal(scale=noise, size=y.shape) # Randomly permute samples and features if shuffle: X, y = util_shuffle(X, y, random_state=generator) indices = mt.arange(n_features) generator.shuffle(indices) X[:, :] = X[:, indices] ground_truth = ground_truth[indices] y = mt.squeeze(y) if coef: return X, y, mt.squeeze(ground_truth) else: return X, y
[docs]def make_blobs( n_samples=100, n_features=2, centers=None, cluster_std=1.0, center_box=(-10.0, 10.0), shuffle=True, random_state=None, ): """Generate isotropic Gaussian blobs for clustering. Read more in the :ref:`User Guide <sample_generators>`. Parameters ---------- n_samples : int or array-like, optional (default=100) If int, it is the total number of points equally divided among clusters. If array-like, each element of the sequence indicates the number of samples per cluster. n_features : int, optional (default=2) The number of features for each sample. centers : int or array of shape [n_centers, n_features], optional (default=None) The number of centers to generate, or the fixed center locations. If n_samples is an int and centers is None, 3 centers are generated. If n_samples is array-like, centers must be either None or an array of length equal to the length of n_samples. cluster_std : float or sequence of floats, optional (default=1.0) The standard deviation of the clusters. center_box : pair of floats (min, max), optional (default=(-10.0, 10.0)) The bounding box for each cluster center when centers are generated at random. shuffle : boolean, optional (default=True) Shuffle the samples. random_state : int, RandomState instance or None (default) Determines random number generation for dataset creation. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. Returns ------- X : tensor of shape [n_samples, n_features] The generated samples. y : tensor of shape [n_samples] The integer labels for cluster membership of each sample. Examples -------- >>> from sklearn.datasets import make_blobs >>> X, y = make_blobs(n_samples=10, centers=3, n_features=2, ... random_state=0) >>> print(X.shape) (10, 2) >>> y array([0, 0, 1, 0, 2, 2, 2, 1, 1, 0]) >>> X, y = make_blobs(n_samples=[3, 3, 4], centers=None, n_features=2, ... random_state=0) >>> print(X.shape) (10, 2) >>> y array([0, 1, 2, 0, 2, 2, 2, 1, 1, 0]) See also -------- make_classification: a more intricate variant """ from ..utils.checks import AssertAllFinite generator = check_random_state(random_state) if isinstance(n_samples, numbers.Integral): # Set n_centers by looking at centers arg if centers is None: centers = 3 if isinstance(centers, numbers.Integral): n_centers = centers centers = generator.uniform( center_box[0], center_box[1], size=(n_centers, n_features) ) else: centers = check_array(centers) n_features = centers.shape[1] n_centers = centers.shape[0] else: # Set n_centers by looking at [n_samples] arg n_centers = len(n_samples) if centers is None: centers = generator.uniform( center_box[0], center_box[1], size=(n_centers, n_features) ) try: assert len(centers) == n_centers except TypeError: raise ValueError( f"Parameter `centers` must be array-like. Got {centers!r} instead" ) except AssertionError: raise ValueError( "Length of `n_samples` not consistent" f" with number of centers. Got n_samples = {n_samples} " f"and centers = {centers}" ) else: centers = check_array(centers) n_features = centers.shape[1] # stds: if cluster_std is given as list, it must be consistent # with the n_centers if hasattr(cluster_std, "__len__") and len(cluster_std) != n_centers: if isinstance(centers.op, AssertAllFinite): centers = centers.op.inputs[0] raise ValueError( "Length of `clusters_std` not consistent with " f"number of centers. Got centers = {centers} " f"and cluster_std = {cluster_std}" ) if isinstance(cluster_std, numbers.Real): cluster_std = mt.full(len(centers), cluster_std) X = [] y = [] if isinstance(n_samples, Iterable): n_samples_per_center = n_samples else: n_samples_per_center = [int(n_samples // n_centers)] * n_centers for i in range(n_samples % n_centers): n_samples_per_center[i] += 1 for i, (n, std) in enumerate(zip(n_samples_per_center, cluster_std)): if n == 0: continue X.append(generator.normal(loc=centers[i], scale=std, size=(n, n_features))) y += [i] * n X = mt.concatenate(X) y = mt.array(y) if shuffle: X, y = util_shuffle(X, y, random_state=generator) return X, y
[docs]def make_low_rank_matrix( n_samples=100, n_features=100, effective_rank=10, tail_strength=0.5, random_state=None, chunk_size=None, ): """Generate a mostly low rank matrix with bell-shaped singular values Most of the variance can be explained by a bell-shaped curve of width effective_rank: the low rank part of the singular values profile is:: (1 - tail_strength) * exp(-1.0 * (i / effective_rank) ** 2) The remaining singular values' tail is fat, decreasing as:: tail_strength * exp(-0.1 * i / effective_rank). The low rank part of the profile can be considered the structured signal part of the data while the tail can be considered the noisy part of the data that cannot be summarized by a low number of linear components (singular vectors). This kind of singular profiles is often seen in practice, for instance: - gray level pictures of faces - TF-IDF vectors of text documents crawled from the web Read more in the :ref:`User Guide <sample_generators>`. Parameters ---------- n_samples : int, optional (default=100) The number of samples. n_features : int, optional (default=100) The number of features. effective_rank : int, optional (default=10) The approximate number of singular vectors required to explain most of the data by linear combinations. tail_strength : float between 0.0 and 1.0, optional (default=0.5) The relative importance of the fat noisy tail of the singular values profile. random_state : int, RandomState instance or None (default) Determines random number generation for dataset creation. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`. chunk_size : int or tuple of int or tuple of ints, optional Desired chunk size on each dimension Returns ------- X : array of shape [n_samples, n_features] The matrix. """ generator = check_random_state(random_state) n = min(n_samples, n_features) # Random (ortho normal) vectors u, _ = linalg.qr(generator.randn(n_samples, n, chunk_size=chunk_size)) v, _ = linalg.qr(generator.randn(n_features, n, chunk_size=chunk_size)) # Index of the singular values singular_ind = mt.arange(n, dtype=mt.float64, chunk_size=chunk_size) # Build the singular profile by assembling signal and noise components low_rank = (1 - tail_strength) * mt.exp(-1.0 * (singular_ind / effective_rank) ** 2) tail = tail_strength * mt.exp(-0.1 * singular_ind / effective_rank) s = mt.identity(n) * (low_rank + tail) return mt.dot(mt.dot(u, s), v.T)