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I am getting error mentioned in the title and didn't find yet a solution.
X = train[feats].values
y = train['Target'].values
cv = StratifiedKFold(n_splits=3, random_state=2021, shuffle=True)
model = LogisticRegression(solver='liblinear')
scores = []
for train_idx, test_idx in cv.split(X, y):
model.fit(X[train_idx], y[train_idx])
y_pred = model.predict(X[test_idx])
score = mean_absolute_error(y[test_idx], y_pred )
scores.append(score)
print(np.mean(scores), np.std(scores))
fig = plt.figure(figsize=(15,6));
ax1 = fig.add_subplot(121)
ax2 = fig.add_subplot(122)
skplt.metrics.plot_confusion_matrix(y, y_pred, ax = ax1) #error line
skplt.metrics.plot_roc(y, y_pred, ax = ax2)
ValueError: Found input variables with inconsistent numbers of samples: [32561, 10853]
I checked the code, read many threads on this error. Somebody suggested me as a solution to put the cross-validation in a loop, but I don't know how to manage this with code (and also which part of operation to put in a loop, and how to write a condition that should be ending this loop). Please, help me with a specific answer that will help me to easily fix problem with my current level of advancement.
I'm trying to learn more about pyhf and my understanding of what the goals are might be limited. I would love to fit my HEP data outside of ROOT, but I could be imposing expectations on pyhf which are not what the authors intended for it's use.
I'd like to write myself a hello-world example, but I might just not know what I'm doing. My misunderstanding could also be gaps in my statistical knowledge.
With that preface, let me explain what I'm trying to explore.
I have some observed set of events for which I calculate some observable and make a binned histogram of that data. I hypothesize that there are two contributing physics processes, which I call signal and background. I generate some Monte Carlo samples for these processes and the theorized total number of events is close to, but not exactly what I observe.
I would like to:
Fit the data to this two process hypothesis
Get from the fit the optimal values for the number of events for each process
Get the uncertainties on these fitted values
If appropriate, calculate an upper limit on the number of signal events.
My starter code is below, where all I'm doing is an ML fit but I'm not sure where to go. I know it's not set up to do what I want, but I'm getting lost in the examples I find on RTD. I'm sure it's me, this is not a criticism of the documentation.
import pyhf
import numpy as np
import matplotlib.pyplot as plt
nbins = 15
# Generate a background and signal MC sample`
MC_signal_events = np.random.normal(5,1.0,200)
MC_background_events = 10*np.random.random(1000)
signal_data = np.histogram(MC_signal_events,bins=nbins)[0]
bkg_data = np.histogram(MC_background_events,bins=nbins)[0]
# Generate an observed dataset with a slightly different
# number of events
signal_events = np.random.normal(5,1.0,180)
background_events = 10*np.random.random(1050)
observed_events = np.array(signal_events.tolist() + background_events.tolist())
observed_sample = np.histogram(observed_events,bins=nbins)[0]
# Plot these samples, if you like
plt.figure(figsize=(12,4))
plt.subplot(1,3,1)
plt.hist(observed_events,bins=nbins,label='Observations')
plt.legend()
plt.subplot(1,3,2)
plt.hist(MC_signal_events,bins=nbins,label='MC signal')
plt.legend()
plt.subplot(1,3,3)
plt.hist(MC_background_events,bins=nbins,label='MC background')
plt.legend()
# Use a very naive estimate of the background
# uncertainties
bkg_uncerts = np.sqrt(bkg_data)
print("Defining the PDF.......")
pdf = pyhf.simplemodels.hepdata_like(signal_data=signal_data.tolist(), \
bkg_data=bkg_data.tolist(), \
bkg_uncerts=bkg_uncerts.tolist())
print("Fit.......")
data = pyhf.tensorlib.astensor(observed_sample.tolist() + pdf.config.auxdata)
bestfit_pars, twice_nll = pyhf.infer.mle.fit(data, pdf, return_fitted_val=True)
print(bestfit_pars)
print(twice_nll)
plt.show()
Note: this answer is based on pyhf v0.5.2.
Alright, so it looks like you've managed to figure most of the big pieces for sure. However, there's two different ways to do this depending on how you prefer to set things up. In both cases, I assume you want an unconstrained fit and you want to...
fit your signal+background model to observed data
fit your background model to observed data
First, let's discuss uncertainties briefly. At the moment, we default to numpy for the tensor background and scipy for the optimizer. See documentation:
numpy backend
scipy optimizer
However, one unfortunate drawback right now with the scipy optimizer is that it cannot return the uncertainties. What you need to do anywhere in your code before the fit (although we generally recommend as early as possible) is to use the minuit optimizer instead:
pyhf.set_backend('numpy', 'minuit')
This will get you the nice features of being able to get the correlation matrix, the uncertainties on the fitted parameters, and the hessian -- amongst other things. We're working to make this consistent for scipy as well, but this is not ready right now.
All optimizations go through our optimizer API which you can currently view through the mixin here in our documentation. Specifically, the signature is
minimize(
objective,
data,
pdf,
init_pars,
par_bounds,
fixed_vals=None,
return_fitted_val=False,
return_result_obj=False,
do_grad=None,
do_stitch=False,
**kwargs)
There are a lot of options here. Let's just focus on the fact that one of the keyword arguments we can pass through is return_uncertainties which will change the bestfit parameters by adding a column for the fitted parameter uncertainty which you want.
1. Signal+Background
In this case, we want to just use the default model
result, twice_nll = pyhf.infer.mle.fit(
data,
pdf,
return_uncertainties=True,
return_fitted_val=True
)
bestfit_pars, errors = result.T
2. Background-Only
In this case, we need to turn off the signal. The way we do this is by setting the parameter of interest (POI) fixed to 0.0. Then we can get the fitted parameters for the background-only model in a similar way, but using fixed_poi_fit instead of an unconstrained fit:
result, twice_nll = pyhf.infer.mle.fixed_poi_fit(
0.0,
data,
pdf,
return_uncertainties=True,
return_fitted_val=True
)
bestfit_pars, errors = result.T
Note that this is quite simply a quick way of doing the following unconstrained fit
bkg_params = pdf.config.suggested_init()
fixed_params = pdf.config.suggested_fixed()
bkg_params[pdf.config.poi_index] = 0.0
fixed_params[pdf.config.poi_index] = True
result, twice_nll = pyhf.infer.mle.fit(
data,
pdf,
init_pars=bkg_params,
fixed_params=fixed_params,
return_uncertainties=True,
return_fitted_val=True
)
bestfit_pars, errors = result.T
Hopefully that clarifies things up more!
Giordon's solution should answer all of your question, but I thought I'd also write out the code to basically address everything we can.
I also take the liberty of changing some of your values a bit so that the signal isn't so strong that the observed CLs value isn't far off to the right of the Brazil band (the results aren't wrong obviously, but it probably makes more sense to be talking about using the discovery test statistic at that point then setting limits. :))
Environment
For this example I'm going to setup a clean Python 3 virtual environment and then install the dependencies (here we're going to be using pyhf v0.5.2)
$ python3 -m venv "${HOME}/.venvs/question"
$ . "${HOME}/.venvs/question/bin/activate"
(question) $ cat requirements.txt
pyhf[minuit,contrib]~=0.5.2
black
(question) $ python -m pip install -r requirements.txt
Code
While we can't easily get the best fit value for both the number of signal events as well as the background events we definitely can do inference to get the best fit value for the signal strength.
The following chunk of code (which is long only because of the visualization) should address all of the points of your question.
# answer.py
import numpy as np
import pyhf
import matplotlib.pyplot as plt
import pyhf.contrib.viz.brazil
# Goals:
# - Fit the model to the observed data
# - Infer the best fit signal strength given the model
# - Get the uncertainties on the best fit signal strength
# - Calculate an 95% CL upper limit on the signal strength
def plot_hist(ax, bins, data, bottom=0, color=None, label=None):
bin_width = bins[1] - bins[0]
bin_leftedges = bins[:-1]
bin_centers = [edge + bin_width / 2.0 for edge in bin_leftedges]
ax.bar(
bin_centers, data, bin_width, bottom=bottom, alpha=0.5, color=color, label=label
)
def plot_data(ax, bins, data, label="Data"):
bin_width = bins[1] - bins[0]
bin_leftedges = bins[:-1]
bin_centers = [edge + bin_width / 2.0 for edge in bin_leftedges]
ax.scatter(bin_centers, data, color="black", label=label)
def invert_interval(test_mus, hypo_tests, test_size=0.05):
# This will be taken care of in v0.5.3
cls_obs = np.array([test[0] for test in hypo_tests]).flatten()
cls_exp = [
np.array([test[1][idx] for test in hypo_tests]).flatten() for idx in range(5)
]
crossing_test_stats = {"exp": [], "obs": None}
for cls_exp_sigma in cls_exp:
crossing_test_stats["exp"].append(
np.interp(
test_size, list(reversed(cls_exp_sigma)), list(reversed(test_mus))
)
)
crossing_test_stats["obs"] = np.interp(
test_size, list(reversed(cls_obs)), list(reversed(test_mus))
)
return crossing_test_stats
def main():
np.random.seed(0)
pyhf.set_backend("numpy", "minuit")
observable_range = [0.0, 10.0]
bin_width = 0.5
_bins = np.arange(observable_range[0], observable_range[1] + bin_width, bin_width)
n_bkg = 2000
n_signal = int(np.sqrt(n_bkg))
# Generate simulation
bkg_simulation = 10 * np.random.random(n_bkg)
signal_simulation = np.random.normal(5, 1.0, n_signal)
bkg_sample, _ = np.histogram(bkg_simulation, bins=_bins)
signal_sample, _ = np.histogram(signal_simulation, bins=_bins)
# Generate observations
signal_events = np.random.normal(5, 1.0, int(n_signal * 0.8))
bkg_events = 10 * np.random.random(int(n_bkg + np.sqrt(n_bkg)))
observed_events = np.array(signal_events.tolist() + bkg_events.tolist())
observed_sample, _ = np.histogram(observed_events, bins=_bins)
# Visualize the simulation and observations
fig, ax = plt.subplots()
fig.set_size_inches(7, 5)
plot_hist(ax, _bins, bkg_sample, label="Background")
plot_hist(ax, _bins, signal_sample, bottom=bkg_sample, label="Signal")
plot_data(ax, _bins, observed_sample)
ax.legend(loc="best")
ax.set_ylim(top=np.max(observed_sample) * 1.4)
ax.set_xlabel("Observable")
ax.set_ylabel("Count")
fig.savefig("components.png")
# Build the model
bkg_uncerts = np.sqrt(bkg_sample)
model = pyhf.simplemodels.hepdata_like(
signal_data=signal_sample.tolist(),
bkg_data=bkg_sample.tolist(),
bkg_uncerts=bkg_uncerts.tolist(),
)
data = pyhf.tensorlib.astensor(observed_sample.tolist() + model.config.auxdata)
# Perform inference
fit_result = pyhf.infer.mle.fit(data, model, return_uncertainties=True)
bestfit_pars, par_uncerts = fit_result.T
print(
f"best fit parameters:\
\n * signal strength: {bestfit_pars[0]} +/- {par_uncerts[0]}\
\n * nuisance parameters: {bestfit_pars[1:]}\
\n * nuisance parameter uncertainties: {par_uncerts[1:]}"
)
# Perform hypothesis test scan
_start = 0.0
_stop = 5
_step = 0.1
poi_tests = np.arange(_start, _stop + _step, _step)
print("\nPerforming hypothesis tests\n")
hypo_tests = [
pyhf.infer.hypotest(
mu_test,
data,
model,
return_expected_set=True,
return_test_statistics=True,
qtilde=True,
)
for mu_test in poi_tests
]
# Upper limits on signal strength
results = invert_interval(poi_tests, hypo_tests)
print(f"Observed Limit on µ: {results['obs']:.2f}")
print("-----")
for idx, n_sigma in enumerate(np.arange(-2, 3)):
print(
"Expected {}Limit on µ: {:.3f}".format(
" " if n_sigma == 0 else "({} σ) ".format(n_sigma),
results["exp"][idx],
)
)
# Visualize the "Brazil band"
fig, ax = plt.subplots()
fig.set_size_inches(7, 5)
ax.set_title("Hypothesis Tests")
ax.set_ylabel(r"$\mathrm{CL}_{s}$")
ax.set_xlabel(r"$\mu$")
pyhf.contrib.viz.brazil.plot_results(ax, poi_tests, hypo_tests)
fig.savefig("brazil_band.png")
if __name__ == "__main__":
main()
which when run gives
(question) $ python answer.py
best fit parameters:
* signal strength: 1.5884737977889158 +/- 0.7803435235862329
* nuisance parameters: [0.99020988 1.06040191 0.90488207 1.03531383 1.09093327 1.00942088
1.07789316 1.01125627 1.06202964 0.95780043 0.94990993 1.04893286
1.0560711 0.9758487 0.93692481 1.04683181 1.05785515 0.92381263
0.93812855 0.96751869]
* nuisance parameter uncertainties: [0.06966439 0.07632218 0.0611428 0.07230328 0.07872258 0.06899675
0.07472849 0.07403246 0.07613661 0.08606657 0.08002775 0.08655314
0.07564512 0.07308117 0.06743479 0.07383134 0.07460864 0.06632003
0.06683251 0.06270965]
Performing hypothesis tests
/home/stackoverflow/.venvs/question/lib/python3.7/site-packages/pyhf/infer/calculators.py:229: RuntimeWarning: invalid value encountered in double_scalars
teststat = (qmu - qmu_A) / (2 * self.sqrtqmuA_v)
Observed Limit on µ: 2.89
-----
Expected (-2 σ) Limit on µ: 0.829
Expected (-1 σ) Limit on µ: 1.110
Expected Limit on µ: 1.542
Expected (1 σ) Limit on µ: 2.147
Expected (2 σ) Limit on µ: 2.882
Let us know if you have any further questions!
I have the same question from this topic:
How to get the correlation matrix of a pyspark data frame?
"I have a big pyspark data frame. I want to get its correlation matrix. I know how to get it with a pandas data frame.But my data is too big to convert to pandas. So I need to get the result with pyspark data frame.I searched other similar questions, the answers don't work for me. Can any body help me? Thanks!"
df4 is my dataset, he has 9 columns and all of them are integers:
reference__YM_unix:integer
tenure_band:integer
cei_global_band:integer
x_band:integer
y_band:integer
limit_band:integer
spend_band:integer
transactions_band:integer
spend_total:integer
I have first done this step:
# convert to vector column first
vector_col = "corr_features"
assembler = VectorAssembler(inputCols=df4.columns, outputCol=vector_col)
df_vector = assembler.transform(df4).select(vector_col)
# get correlation matrix
matrix = Correlation.corr(df_vector, vector_col)
And got the following output:
(matrix.collect()[0]["pearson({})".format(vector_col)].values)
Out[33]: array([ 1. , 0.0760092 , 0.09051543, 0.07550633, -0.08058203,
-0.24106848, 0.08229602, -0.02975856, -0.03108094, 0.0760092 ,
1. , 0.14792512, -0.10744735, 0.29481762, -0.04490072,
-0.27454922, 0.23242408, 0.32051685, 0.09051543, 0.14792512,
1. , -0.03708623, 0.13719527, -0.01135489, 0.08706559,
0.24713638, 0.37453265, 0.07550633, -0.10744735, -0.03708623,
1. , -0.49640664, 0.01885793, 0.25877516, -0.05019079,
-0.13878844, -0.08058203, 0.29481762, 0.13719527, -0.49640664,
1. , 0.01080777, -0.42319841, 0.01229877, 0.16440178,
-0.24106848, -0.04490072, -0.01135489, 0.01885793, 0.01080777,
1. , 0.00523737, 0.01244241, 0.01811365, 0.08229602,
-0.27454922, 0.08706559, 0.25877516, -0.42319841, 0.00523737,
1. , 0.32888075, 0.21416322, -0.02975856, 0.23242408,
0.24713638, -0.05019079, 0.01229877, 0.01244241, 0.32888075,
1. , 0.53310864, -0.03108094, 0.32051685, 0.37453265,
-0.13878844, 0.16440178, 0.01811365, 0.21416322, 0.53310864,
1. ])
I've tried to insert this result on arrays or an excel file but it didnt work.
I did:
matrix2 = (matrix.collect()[0]["pearson({})".format(vector_col)])
Then I got the following error when I tried to display this info:
display(matrix2)
Exception: ML model display does not yet support model type <class 'pyspark.ml.linalg.DenseMatrix'>.
I was expecting to insert the name of the columns back from df4 but it didnt succeed, I've read that I need to use df4.columns but I have no idea how does it works.
Finally, I was expecting to print the following graph that I've seen from medium article
https://medium.com/towards-artificial-intelligence/feature-selection-and-dimensionality-reduction-using-covariance-matrix-plot-b4c7498abd07
But also it didn't work:
from sklearn.preprocessing import StandardScaler
stdsc = StandardScaler()
X_std = stdsc.fit_transform(df4.iloc[:,range(0,7)].values)
cov_mat =np.cov(X_std.T)
plt.figure(figsize=(10,10))
sns.set(font_scale=1.5)
hm = sns.heatmap(cov_mat,
cbar=True,
annot=True,
square=True,
fmt='.2f',
annot_kws={'size': 12},
cmap='coolwarm',
yticklabels=cols,
xticklabels=cols)
plt.title('Covariance matrix showing correlation coefficients', size = 18)
plt.tight_layout()
plt.show()
AttributeError: 'DataFrame' object has no attribute 'iloc'
I've tried to replace df4 to matrix2 and didn't work too
You can use the following to get the correlation matrix in a form you can manipulate:
matrix = matrix.toArray().tolist()
From there you can convert to a dataframe pd.DataFrame(matrix) which would allow you to plot the heatmap, or save to excel etc.
I am generating random healpix maps from an input angular power spectrum Cl. If I use healpy.synalm, then healpy.alm2map, and finally test the map by running healpy.anafast on the generated map, the output and input power spectra do not agree, especially at high l, the output power spectrum is above the input (See plot produced by code below). If I directly use healpy.synfast, I get an output power spectrum that agrees with the input. The same applies if I use the alms from healpy.synfast and generate a map from the synfast alms using healpy.alm2map. When I look into the source code of synfast, it seems to just call synalm and alm2map, so I don't understand, why their results disagree. My test code looks like this:
import numpy as np
import matplotlib.pyplot as plt
import classy
import healpy as hp
NSIDE = 32
A_s=2.3e-9
n_s=0.9624
h=0.6711
omega_b=0.022068
omega_cdm=0.12029
params = {
'output': 'dCl, mPk',
'A_s': A_s,
'n_s': n_s,
'h': h,
'omega_b': omega_b,
'omega_cdm': omega_cdm,
'selection_mean': '0.55',
'selection_magnification_bias_analytic': 'yes',
'selection_bias_analytic': 'yes',
'selection_dNdz_evolution_analytic': 'yes'}
cosmo = classy.Class()
cosmo.set(params)
cosmo.compute()
theory_cl=cosmo.density_cl()['dd']
data_map,data_alm=hp.synfast(theory_cl[0],NSIDE,alm=True)
data_cl=hp.anafast(data_map)
plt.plot(np.arange(len(data_cl)),data_cl,label="synfast")
data_map=hp.alm2map(data_alm,NSIDE)
data_cl=hp.anafast(data_map)
plt.plot(np.arange(len(data_cl)),data_cl,label="synfast using alm")
data_alm=hp.synalm(theory_cl[0])
data_map=hp.alm2map(data_alm,NSIDE)
data_cl=hp.anafast(data_map)
plt.plot(np.arange(len(data_cl)),data_cl,label="synalm")
plt.plot(np.arange(min(len(data_cl),len(theory_cl[0]))),theory_cl[0][:len(data_cl)],label="Theory")
plt.xlabel(r'$\ell$')
plt.ylabel(r'$C_\ell$')
plt.legend()
plt.show()
The offset becomes larger for lower NSIDE.
Thank you very much for your help.
Sorry, I missed that synfast knows about NSIDE, so the lmax is by default based on NSIDE, whereas synalm does not know about it, so it takes the maximum l of the input spectrum as lmax. Setting lmax to 3 * NSIDE -1 in synalm resolves the discrepancy.
I have a netcdf file with data as a function of lon,lat and time. I would like to calculate the total number of missing entries in each grid cell summed over the time dimension, preferably with CDO or NCO so I do not need to invoke R, python etc.
I know how to get the total number of missing values
ncap2 -s "nmiss=var.number_miss()" in.nc out.nc
as I answered to this related question:
count number of missing values in netcdf file - R
and CDO can tell me the total summed over space with
cdo info in.nc
but I can't work out how to sum over time. Is there a way for example of specifying the dimension to sum over with number_miss in ncap2?
We added the missing() function to ncap2 to solve this problem elegantly as of NCO 4.6.7 (May, 2017). To count missing values through time:
ncap2 -s 'mss_val=three_dmn_var_dbl.missing().ttl($time)' in.nc out.nc
Here ncap2 chains two methods together, missing(), followed by a total over the time dimension. The 2D variable mss_val is in out.nc. The response below does the same but averages over space and reports through time (because I misinterpreted the OP).
Old/obsolete answer:
There are two ways to do this with NCO/ncap2, though neither is as elegant as I would like. Either call assemble the answer one record at a time by calling num_miss() with one record at a time, or (my preference) use the boolean comparison function followed by the total operator along the axes of choice:
zender#aerosol:~$ ncap2 -O -s 'tmp=three_dmn_var_dbl;mss_val=tmp.get_miss();tmp.delete_miss();tmp_bool=(tmp==mss_val);tmp_bool_ttl=tmp_bool.ttl($lon,$lat);print(tmp_bool_ttl);' ~/nco/data/in.nc ~/foo.nc
tmp_bool_ttl[0]=0
tmp_bool_ttl[1]=0
tmp_bool_ttl[2]=0
tmp_bool_ttl[3]=8
tmp_bool_ttl[4]=0
tmp_bool_ttl[5]=0
tmp_bool_ttl[6]=0
tmp_bool_ttl[7]=1
tmp_bool_ttl[8]=0
tmp_bool_ttl[9]=2
or
zender#aerosol:~$ ncap2 -O -s 'for(rec=0;rec<time.size();rec++){nmiss=three_dmn_var_int(rec,:,:).number_miss();print(nmiss);}' ~/nco/data/in.nc ~/foo.nc
nmiss = 0
nmiss = 0
nmiss = 8
nmiss = 0
nmiss = 0
nmiss = 1
nmiss = 0
nmiss = 2
nmiss = 1
nmiss = 2
Even though you are asking for another solution, I would like to show you that it takes only one very short line to find the answer with the help of Python. The variable m_data has exactly the same shape as a variable with missing values read using the netCDF4 package. With the execution of only one np.sum command with the correct axis specified, you have your answer.
import numpy as np
import matplotlib.pyplot as plt
import netCDF4 as nc4
# Generate random data for this experiment.
data = np.random.rand(365, 64, 128)
# Masked data, this is how the data is read from NetCDF by the netCDF4 package.
# For this example, I mask all values less than 0.1.
m_data = np.ma.masked_array(data, mask=data<0.1)
# It only takes one operation to find the answer.
n_values_missing = np.sum(m_data.mask, axis=0)
# Just a plot of the result.
plt.figure()
plt.pcolormesh(n_values_missing)
plt.colorbar()
plt.xlabel('lon')
plt.ylabel('lat')
plt.show()
# Save a netCDF file of the results.
f = nc4.Dataset('test.nc', 'w', format='NETCDF4')
f.createDimension('lon', 128)
f.createDimension('lat', 64 )
n_values_missing_nc = f.createVariable('n_values_missing', 'i4', ('lat', 'lon'))
n_values_missing_nc[:,:] = n_values_missing[:,:]
f.close()