827 lines
25 KiB
Python
827 lines
25 KiB
Python
"""
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The :mod:`sklearn.utils` module includes various utilities.
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"""
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from collections.abc import Sequence
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from contextlib import contextmanager
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import numbers
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import platform
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import struct
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import timeit
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import warnings
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import numpy as np
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from scipy.sparse import issparse
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from .murmurhash import murmurhash3_32
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from .class_weight import compute_class_weight, compute_sample_weight
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from . import _joblib
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from ..exceptions import DataConversionWarning
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from .deprecation import deprecated
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from .validation import (as_float_array,
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assert_all_finite,
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check_random_state, column_or_1d, check_array,
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check_consistent_length, check_X_y, indexable,
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check_symmetric, check_scalar)
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from .. import get_config
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# Do not deprecate parallel_backend and register_parallel_backend as they are
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# needed to tune `scikit-learn` behavior and have different effect if called
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# from the vendored version or or the site-package version. The other are
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# utilities that are independent of scikit-learn so they are not part of
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# scikit-learn public API.
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parallel_backend = _joblib.parallel_backend
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register_parallel_backend = _joblib.register_parallel_backend
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# deprecate the joblib API in sklearn in favor of using directly joblib
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msg = ("deprecated in version 0.20.1 to be removed in version 0.23. "
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"Please import this functionality directly from joblib, which can "
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"be installed with: pip install joblib.")
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deprecate = deprecated(msg)
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delayed = deprecate(_joblib.delayed)
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cpu_count = deprecate(_joblib.cpu_count)
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hash = deprecate(_joblib.hash)
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effective_n_jobs = deprecate(_joblib.effective_n_jobs)
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# for classes, deprecated will change the object in _joblib module so we need
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# to subclass them.
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@deprecate
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class Memory(_joblib.Memory):
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pass
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@deprecate
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class Parallel(_joblib.Parallel):
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pass
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__all__ = ["murmurhash3_32", "as_float_array",
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"assert_all_finite", "check_array",
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"check_random_state",
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"compute_class_weight", "compute_sample_weight",
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"column_or_1d", "safe_indexing",
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"check_consistent_length", "check_X_y", "check_scalar", 'indexable',
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"check_symmetric", "indices_to_mask", "deprecated",
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"cpu_count", "Parallel", "Memory", "delayed", "parallel_backend",
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"register_parallel_backend", "hash", "effective_n_jobs",
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"resample", "shuffle", "check_matplotlib_support"]
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IS_PYPY = platform.python_implementation() == 'PyPy'
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_IS_32BIT = 8 * struct.calcsize("P") == 32
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class Bunch(dict):
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"""Container object for datasets
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Dictionary-like object that exposes its keys as attributes.
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>>> b = Bunch(a=1, b=2)
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>>> b['b']
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2
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>>> b.b
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2
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>>> b.a = 3
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>>> b['a']
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3
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>>> b.c = 6
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>>> b['c']
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6
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"""
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def __init__(self, **kwargs):
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super().__init__(kwargs)
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def __setattr__(self, key, value):
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self[key] = value
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def __dir__(self):
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return self.keys()
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def __getattr__(self, key):
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try:
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return self[key]
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except KeyError:
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raise AttributeError(key)
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def __setstate__(self, state):
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# Bunch pickles generated with scikit-learn 0.16.* have an non
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# empty __dict__. This causes a surprising behaviour when
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# loading these pickles scikit-learn 0.17: reading bunch.key
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# uses __dict__ but assigning to bunch.key use __setattr__ and
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# only changes bunch['key']. More details can be found at:
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# https://github.com/scikit-learn/scikit-learn/issues/6196.
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# Overriding __setstate__ to be a noop has the effect of
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# ignoring the pickled __dict__
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pass
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def safe_mask(X, mask):
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"""Return a mask which is safe to use on X.
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Parameters
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----------
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X : {array-like, sparse matrix}
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Data on which to apply mask.
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mask : array
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Mask to be used on X.
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Returns
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-------
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mask
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"""
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mask = np.asarray(mask)
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if np.issubdtype(mask.dtype, np.signedinteger):
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return mask
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if hasattr(X, "toarray"):
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ind = np.arange(mask.shape[0])
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mask = ind[mask]
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return mask
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def axis0_safe_slice(X, mask, len_mask):
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"""
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This mask is safer than safe_mask since it returns an
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empty array, when a sparse matrix is sliced with a boolean mask
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with all False, instead of raising an unhelpful error in older
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versions of SciPy.
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See: https://github.com/scipy/scipy/issues/5361
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Also note that we can avoid doing the dot product by checking if
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the len_mask is not zero in _huber_loss_and_gradient but this
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is not going to be the bottleneck, since the number of outliers
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and non_outliers are typically non-zero and it makes the code
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tougher to follow.
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Parameters
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----------
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X : {array-like, sparse matrix}
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Data on which to apply mask.
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mask : array
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Mask to be used on X.
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len_mask : int
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The length of the mask.
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Returns
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-------
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mask
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"""
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if len_mask != 0:
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return X[safe_mask(X, mask), :]
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return np.zeros(shape=(0, X.shape[1]))
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def safe_indexing(X, indices):
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"""Return items or rows from X using indices.
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Allows simple indexing of lists or arrays.
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Parameters
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----------
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X : array-like, sparse-matrix, list, pandas.DataFrame, pandas.Series.
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Data from which to sample rows or items.
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indices : array-like of int
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Indices according to which X will be subsampled.
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Returns
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-------
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subset
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Subset of X on first axis
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Notes
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-----
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CSR, CSC, and LIL sparse matrices are supported. COO sparse matrices are
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not supported.
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"""
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if hasattr(X, "iloc"):
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# Work-around for indexing with read-only indices in pandas
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indices = indices if indices.flags.writeable else indices.copy()
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# Pandas Dataframes and Series
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try:
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return X.iloc[indices]
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except ValueError:
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# Cython typed memoryviews internally used in pandas do not support
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# readonly buffers.
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warnings.warn("Copying input dataframe for slicing.",
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DataConversionWarning)
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return X.copy().iloc[indices]
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elif hasattr(X, "shape"):
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if hasattr(X, 'take') and (hasattr(indices, 'dtype') and
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indices.dtype.kind == 'i'):
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# This is often substantially faster than X[indices]
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return X.take(indices, axis=0)
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else:
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return X[indices]
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else:
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return [X[idx] for idx in indices]
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def resample(*arrays, **options):
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"""Resample arrays or sparse matrices in a consistent way
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The default strategy implements one step of the bootstrapping
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procedure.
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Parameters
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----------
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*arrays : sequence of indexable data-structures
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Indexable data-structures can be arrays, lists, dataframes or scipy
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sparse matrices with consistent first dimension.
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Other Parameters
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----------------
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replace : boolean, True by default
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Implements resampling with replacement. If False, this will implement
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(sliced) random permutations.
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n_samples : int, None by default
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Number of samples to generate. If left to None this is
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automatically set to the first dimension of the arrays.
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If replace is False it should not be larger than the length of
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arrays.
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random_state : int, RandomState instance or None, optional (default=None)
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The seed of the pseudo random number generator to use when shuffling
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the data. If int, random_state is the seed used by the random number
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generator; If RandomState instance, random_state is the random number
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generator; If None, the random number generator is the RandomState
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instance used by `np.random`.
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stratify : array-like or None (default=None)
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If not None, data is split in a stratified fashion, using this as
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the class labels.
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Returns
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-------
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resampled_arrays : sequence of indexable data-structures
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Sequence of resampled copies of the collections. The original arrays
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are not impacted.
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Examples
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--------
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It is possible to mix sparse and dense arrays in the same run::
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>>> X = np.array([[1., 0.], [2., 1.], [0., 0.]])
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>>> y = np.array([0, 1, 2])
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>>> from scipy.sparse import coo_matrix
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>>> X_sparse = coo_matrix(X)
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>>> from sklearn.utils import resample
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>>> X, X_sparse, y = resample(X, X_sparse, y, random_state=0)
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>>> X
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array([[1., 0.],
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[2., 1.],
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[1., 0.]])
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>>> X_sparse # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE
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<3x2 sparse matrix of type '<... 'numpy.float64'>'
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with 4 stored elements in Compressed Sparse Row format>
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>>> X_sparse.toarray()
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array([[1., 0.],
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[2., 1.],
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[1., 0.]])
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>>> y
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array([0, 1, 0])
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>>> resample(y, n_samples=2, random_state=0)
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array([0, 1])
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Example using stratification::
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>>> y = [0, 0, 1, 1, 1, 1, 1, 1, 1]
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>>> resample(y, n_samples=5, replace=False, stratify=y,
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... random_state=0)
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[1, 1, 1, 0, 1]
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See also
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--------
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:func:`sklearn.utils.shuffle`
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"""
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random_state = check_random_state(options.pop('random_state', None))
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replace = options.pop('replace', True)
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max_n_samples = options.pop('n_samples', None)
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stratify = options.pop('stratify', None)
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if options:
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raise ValueError("Unexpected kw arguments: %r" % options.keys())
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if len(arrays) == 0:
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return None
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first = arrays[0]
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n_samples = first.shape[0] if hasattr(first, 'shape') else len(first)
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if max_n_samples is None:
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max_n_samples = n_samples
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elif (max_n_samples > n_samples) and (not replace):
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raise ValueError("Cannot sample %d out of arrays with dim %d "
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"when replace is False" % (max_n_samples,
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n_samples))
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check_consistent_length(*arrays)
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if stratify is None:
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if replace:
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indices = random_state.randint(0, n_samples, size=(max_n_samples,))
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else:
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indices = np.arange(n_samples)
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random_state.shuffle(indices)
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indices = indices[:max_n_samples]
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else:
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# Code adapted from StratifiedShuffleSplit()
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y = check_array(stratify, ensure_2d=False, dtype=None)
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if y.ndim == 2:
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# for multi-label y, map each distinct row to a string repr
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# using join because str(row) uses an ellipsis if len(row) > 1000
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y = np.array([' '.join(row.astype('str')) for row in y])
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classes, y_indices = np.unique(y, return_inverse=True)
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n_classes = classes.shape[0]
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class_counts = np.bincount(y_indices)
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# Find the sorted list of instances for each class:
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# (np.unique above performs a sort, so code is O(n logn) already)
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class_indices = np.split(np.argsort(y_indices, kind='mergesort'),
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np.cumsum(class_counts)[:-1])
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n_i = _approximate_mode(class_counts, max_n_samples, random_state)
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indices = []
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for i in range(n_classes):
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indices_i = random_state.choice(class_indices[i], n_i[i],
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replace=replace)
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indices.extend(indices_i)
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indices = random_state.permutation(indices)
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# convert sparse matrices to CSR for row-based indexing
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arrays = [a.tocsr() if issparse(a) else a for a in arrays]
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resampled_arrays = [safe_indexing(a, indices) for a in arrays]
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if len(resampled_arrays) == 1:
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# syntactic sugar for the unit argument case
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return resampled_arrays[0]
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else:
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return resampled_arrays
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def shuffle(*arrays, **options):
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"""Shuffle arrays or sparse matrices in a consistent way
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This is a convenience alias to ``resample(*arrays, replace=False)`` to do
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random permutations of the collections.
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Parameters
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----------
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*arrays : sequence of indexable data-structures
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Indexable data-structures can be arrays, lists, dataframes or scipy
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sparse matrices with consistent first dimension.
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|
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|
Other Parameters
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----------------
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random_state : int, RandomState instance or None, optional (default=None)
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The seed of the pseudo random number generator to use when shuffling
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the data. If int, random_state is the seed used by the random number
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generator; If RandomState instance, random_state is the random number
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generator; If None, the random number generator is the RandomState
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instance used by `np.random`.
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n_samples : int, None by default
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Number of samples to generate. If left to None this is
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automatically set to the first dimension of the arrays.
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Returns
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-------
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shuffled_arrays : sequence of indexable data-structures
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Sequence of shuffled copies of the collections. The original arrays
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are not impacted.
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|
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Examples
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--------
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It is possible to mix sparse and dense arrays in the same run::
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>>> X = np.array([[1., 0.], [2., 1.], [0., 0.]])
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>>> y = np.array([0, 1, 2])
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>>> from scipy.sparse import coo_matrix
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>>> X_sparse = coo_matrix(X)
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>>> from sklearn.utils import shuffle
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>>> X, X_sparse, y = shuffle(X, X_sparse, y, random_state=0)
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>>> X
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array([[0., 0.],
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[2., 1.],
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[1., 0.]])
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>>> X_sparse # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE
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<3x2 sparse matrix of type '<... 'numpy.float64'>'
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with 3 stored elements in Compressed Sparse Row format>
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>>> X_sparse.toarray()
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array([[0., 0.],
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[2., 1.],
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[1., 0.]])
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>>> y
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array([2, 1, 0])
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>>> shuffle(y, n_samples=2, random_state=0)
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array([0, 1])
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See also
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--------
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:func:`sklearn.utils.resample`
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"""
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options['replace'] = False
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return resample(*arrays, **options)
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|
|
|
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def safe_sqr(X, copy=True):
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"""Element wise squaring of array-likes and sparse matrices.
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Parameters
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----------
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X : array like, matrix, sparse matrix
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copy : boolean, optional, default True
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Whether to create a copy of X and operate on it or to perform
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inplace computation (default behaviour).
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Returns
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-------
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X ** 2 : element wise square
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"""
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X = check_array(X, accept_sparse=['csr', 'csc', 'coo'], ensure_2d=False)
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if issparse(X):
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if copy:
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X = X.copy()
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X.data **= 2
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else:
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if copy:
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X = X ** 2
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else:
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X **= 2
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return X
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|
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def gen_batches(n, batch_size, min_batch_size=0):
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"""Generator to create slices containing batch_size elements, from 0 to n.
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The last slice may contain less than batch_size elements, when batch_size
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does not divide n.
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|
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Parameters
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|
----------
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n : int
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batch_size : int
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Number of element in each batch
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min_batch_size : int, default=0
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Minimum batch size to produce.
|
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Yields
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------
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slice of batch_size elements
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Examples
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--------
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>>> from sklearn.utils import gen_batches
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>>> list(gen_batches(7, 3))
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[slice(0, 3, None), slice(3, 6, None), slice(6, 7, None)]
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>>> list(gen_batches(6, 3))
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[slice(0, 3, None), slice(3, 6, None)]
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>>> list(gen_batches(2, 3))
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[slice(0, 2, None)]
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>>> list(gen_batches(7, 3, min_batch_size=0))
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[slice(0, 3, None), slice(3, 6, None), slice(6, 7, None)]
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>>> list(gen_batches(7, 3, min_batch_size=2))
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[slice(0, 3, None), slice(3, 7, None)]
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"""
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start = 0
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for _ in range(int(n // batch_size)):
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end = start + batch_size
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if end + min_batch_size > n:
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continue
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yield slice(start, end)
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start = end
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if start < n:
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yield slice(start, n)
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|
|
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def gen_even_slices(n, n_packs, n_samples=None):
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"""Generator to create n_packs slices going up to n.
|
|
|
|
Parameters
|
|
----------
|
|
n : int
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n_packs : int
|
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Number of slices to generate.
|
|
n_samples : int or None (default = None)
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Number of samples. Pass n_samples when the slices are to be used for
|
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sparse matrix indexing; slicing off-the-end raises an exception, while
|
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it works for NumPy arrays.
|
|
|
|
Yields
|
|
------
|
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slice
|
|
|
|
Examples
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|
--------
|
|
>>> from sklearn.utils import gen_even_slices
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>>> list(gen_even_slices(10, 1))
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[slice(0, 10, None)]
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>>> list(gen_even_slices(10, 10)) #doctest: +ELLIPSIS
|
|
[slice(0, 1, None), slice(1, 2, None), ..., slice(9, 10, None)]
|
|
>>> list(gen_even_slices(10, 5)) #doctest: +ELLIPSIS
|
|
[slice(0, 2, None), slice(2, 4, None), ..., slice(8, 10, None)]
|
|
>>> list(gen_even_slices(10, 3))
|
|
[slice(0, 4, None), slice(4, 7, None), slice(7, 10, None)]
|
|
"""
|
|
start = 0
|
|
if n_packs < 1:
|
|
raise ValueError("gen_even_slices got n_packs=%s, must be >=1"
|
|
% n_packs)
|
|
for pack_num in range(n_packs):
|
|
this_n = n // n_packs
|
|
if pack_num < n % n_packs:
|
|
this_n += 1
|
|
if this_n > 0:
|
|
end = start + this_n
|
|
if n_samples is not None:
|
|
end = min(n_samples, end)
|
|
yield slice(start, end, None)
|
|
start = end
|
|
|
|
|
|
def tosequence(x):
|
|
"""Cast iterable x to a Sequence, avoiding a copy if possible.
|
|
|
|
Parameters
|
|
----------
|
|
x : iterable
|
|
"""
|
|
if isinstance(x, np.ndarray):
|
|
return np.asarray(x)
|
|
elif isinstance(x, Sequence):
|
|
return x
|
|
else:
|
|
return list(x)
|
|
|
|
|
|
def indices_to_mask(indices, mask_length):
|
|
"""Convert list of indices to boolean mask.
|
|
|
|
Parameters
|
|
----------
|
|
indices : list-like
|
|
List of integers treated as indices.
|
|
mask_length : int
|
|
Length of boolean mask to be generated.
|
|
This parameter must be greater than max(indices)
|
|
|
|
Returns
|
|
-------
|
|
mask : 1d boolean nd-array
|
|
Boolean array that is True where indices are present, else False.
|
|
|
|
Examples
|
|
--------
|
|
>>> from sklearn.utils import indices_to_mask
|
|
>>> indices = [1, 2 , 3, 4]
|
|
>>> indices_to_mask(indices, 5)
|
|
array([False, True, True, True, True])
|
|
"""
|
|
if mask_length <= np.max(indices):
|
|
raise ValueError("mask_length must be greater than max(indices)")
|
|
|
|
mask = np.zeros(mask_length, dtype=np.bool)
|
|
mask[indices] = True
|
|
|
|
return mask
|
|
|
|
|
|
def _message_with_time(source, message, time):
|
|
"""Create one line message for logging purposes
|
|
|
|
Parameters
|
|
----------
|
|
source : str
|
|
String indicating the source or the reference of the message
|
|
|
|
message : str
|
|
Short message
|
|
|
|
time : int
|
|
Time in seconds
|
|
"""
|
|
start_message = "[%s] " % source
|
|
|
|
# adapted from joblib.logger.short_format_time without the Windows -.1s
|
|
# adjustment
|
|
if time > 60:
|
|
time_str = "%4.1fmin" % (time / 60)
|
|
else:
|
|
time_str = " %5.1fs" % time
|
|
end_message = " %s, total=%s" % (message, time_str)
|
|
dots_len = (70 - len(start_message) - len(end_message))
|
|
return "%s%s%s" % (start_message, dots_len * '.', end_message)
|
|
|
|
|
|
@contextmanager
|
|
def _print_elapsed_time(source, message=None):
|
|
"""Log elapsed time to stdout when the context is exited
|
|
|
|
Parameters
|
|
----------
|
|
source : str
|
|
String indicating the source or the reference of the message
|
|
|
|
message : str or None
|
|
Short message. If None, nothing will be printed
|
|
|
|
Returns
|
|
-------
|
|
context_manager
|
|
Prints elapsed time upon exit if verbose
|
|
"""
|
|
if message is None:
|
|
yield
|
|
else:
|
|
start = timeit.default_timer()
|
|
yield
|
|
print(
|
|
_message_with_time(source, message,
|
|
timeit.default_timer() - start))
|
|
|
|
|
|
def get_chunk_n_rows(row_bytes, max_n_rows=None,
|
|
working_memory=None):
|
|
"""Calculates how many rows can be processed within working_memory
|
|
|
|
Parameters
|
|
----------
|
|
row_bytes : int
|
|
The expected number of bytes of memory that will be consumed
|
|
during the processing of each row.
|
|
max_n_rows : int, optional
|
|
The maximum return value.
|
|
working_memory : int or float, optional
|
|
The number of rows to fit inside this number of MiB will be returned.
|
|
When None (default), the value of
|
|
``sklearn.get_config()['working_memory']`` is used.
|
|
|
|
Returns
|
|
-------
|
|
int or the value of n_samples
|
|
|
|
Warns
|
|
-----
|
|
Issues a UserWarning if ``row_bytes`` exceeds ``working_memory`` MiB.
|
|
"""
|
|
|
|
if working_memory is None:
|
|
working_memory = get_config()['working_memory']
|
|
|
|
chunk_n_rows = int(working_memory * (2 ** 20) // row_bytes)
|
|
if max_n_rows is not None:
|
|
chunk_n_rows = min(chunk_n_rows, max_n_rows)
|
|
if chunk_n_rows < 1:
|
|
warnings.warn('Could not adhere to working_memory config. '
|
|
'Currently %.0fMiB, %.0fMiB required.' %
|
|
(working_memory, np.ceil(row_bytes * 2 ** -20)))
|
|
chunk_n_rows = 1
|
|
return chunk_n_rows
|
|
|
|
|
|
def is_scalar_nan(x):
|
|
"""Tests if x is NaN
|
|
|
|
This function is meant to overcome the issue that np.isnan does not allow
|
|
non-numerical types as input, and that np.nan is not np.float('nan').
|
|
|
|
Parameters
|
|
----------
|
|
x : any type
|
|
|
|
Returns
|
|
-------
|
|
boolean
|
|
|
|
Examples
|
|
--------
|
|
>>> is_scalar_nan(np.nan)
|
|
True
|
|
>>> is_scalar_nan(float("nan"))
|
|
True
|
|
>>> is_scalar_nan(None)
|
|
False
|
|
>>> is_scalar_nan("")
|
|
False
|
|
>>> is_scalar_nan([np.nan])
|
|
False
|
|
"""
|
|
# convert from numpy.bool_ to python bool to ensure that testing
|
|
# is_scalar_nan(x) is True does not fail.
|
|
return bool(isinstance(x, numbers.Real) and np.isnan(x))
|
|
|
|
|
|
def _approximate_mode(class_counts, n_draws, rng):
|
|
"""Computes approximate mode of multivariate hypergeometric.
|
|
|
|
This is an approximation to the mode of the multivariate
|
|
hypergeometric given by class_counts and n_draws.
|
|
It shouldn't be off by more than one.
|
|
|
|
It is the mostly likely outcome of drawing n_draws many
|
|
samples from the population given by class_counts.
|
|
|
|
Parameters
|
|
----------
|
|
class_counts : ndarray of int
|
|
Population per class.
|
|
n_draws : int
|
|
Number of draws (samples to draw) from the overall population.
|
|
rng : random state
|
|
Used to break ties.
|
|
|
|
Returns
|
|
-------
|
|
sampled_classes : ndarray of int
|
|
Number of samples drawn from each class.
|
|
np.sum(sampled_classes) == n_draws
|
|
|
|
Examples
|
|
--------
|
|
>>> import numpy as np
|
|
>>> from sklearn.utils import _approximate_mode
|
|
>>> _approximate_mode(class_counts=np.array([4, 2]), n_draws=3, rng=0)
|
|
array([2, 1])
|
|
>>> _approximate_mode(class_counts=np.array([5, 2]), n_draws=4, rng=0)
|
|
array([3, 1])
|
|
>>> _approximate_mode(class_counts=np.array([2, 2, 2, 1]),
|
|
... n_draws=2, rng=0)
|
|
array([0, 1, 1, 0])
|
|
>>> _approximate_mode(class_counts=np.array([2, 2, 2, 1]),
|
|
... n_draws=2, rng=42)
|
|
array([1, 1, 0, 0])
|
|
"""
|
|
rng = check_random_state(rng)
|
|
# this computes a bad approximation to the mode of the
|
|
# multivariate hypergeometric given by class_counts and n_draws
|
|
continuous = n_draws * class_counts / class_counts.sum()
|
|
# floored means we don't overshoot n_samples, but probably undershoot
|
|
floored = np.floor(continuous)
|
|
# we add samples according to how much "left over" probability
|
|
# they had, until we arrive at n_samples
|
|
need_to_add = int(n_draws - floored.sum())
|
|
if need_to_add > 0:
|
|
remainder = continuous - floored
|
|
values = np.sort(np.unique(remainder))[::-1]
|
|
# add according to remainder, but break ties
|
|
# randomly to avoid biases
|
|
for value in values:
|
|
inds, = np.where(remainder == value)
|
|
# if we need_to_add less than what's in inds
|
|
# we draw randomly from them.
|
|
# if we need to add more, we add them all and
|
|
# go to the next value
|
|
add_now = min(len(inds), need_to_add)
|
|
inds = rng.choice(inds, size=add_now, replace=False)
|
|
floored[inds] += 1
|
|
need_to_add -= add_now
|
|
if need_to_add == 0:
|
|
break
|
|
return floored.astype(np.int)
|
|
|
|
|
|
def check_matplotlib_support(caller_name):
|
|
"""Raise ImportError with detailed error message if mpl is not installed.
|
|
|
|
Plot utilities like :func:`plot_partial_dependence` should lazily import
|
|
matplotlib and call this helper before any computation.
|
|
|
|
Parameters
|
|
----------
|
|
caller_name : str
|
|
The name of the caller that requires matplotlib.
|
|
"""
|
|
try:
|
|
import matplotlib # noqa
|
|
except ImportError as e:
|
|
raise ImportError(
|
|
"{} requires matplotlib. You can install matplotlib with "
|
|
"`pip install matplotlib`".format(caller_name)
|
|
) from e
|