Sparse Modeling in Python

Sparse Modeling in Python Feb 25th, 2018 PyCon PH 2018
@tksmd

,ZPUP IUUQTXXXGMJDLSDPNQIPUPTQFESPT[

8IBUJTz4QBSTF.PEFMJOHz • .FUIPE UP BOBMZ[F EBUBXJUIl4QBSTJUZz • 7BSJPVT EJTDVTTJPOT TUBSUFEBSPVOE
JOBDBEFNJB • *NBHFQSPDFTTJOHJTPOFPGUIFIPU BQQMJDBUJPOT

"EWBOUBHFT • 4FMFDUJNQPSUBOUGFBUVSFTPGJOQVU • 8PSLXJUI FWFO TNBMMBNPVOUPGEBUB

5 %BNBHFEFUFDUJPOPGXBMMPGCVJMEJOH &YBNQMFPGJNBHFBOBMZTJT

#SJFGFYBNQMFPGGFBUVSFTFMFDUJPO

1PMZOPNJBM3FHSFTTJPO ! = −$%& + $ + Observational Noise

1PMZOPNJBM3FHSFTTJPO -JOFBS3FHSFTTJPO 0WFSGJUUJOH

1PMZOPNJBM3FHSFTTJPO $PFGGJDJFOUPGTJNQMFMJOFBSSFHSFTTJPO

1PMZOPNJBM3FHSFTTJPO -FBTUBCTPMVUFTISJOLBHFBOETFMFDUJPOPQFSBUPS -BTTP

1PMZOPNJBM3FHSFTTJPO $PFGGJDJFOUPG-"440

1PMZOPNJBM3FHSFTTJPO 0SUIPHPOBM.BUDIJOH1VSTVJU 0.1

1PMZOPNJBM3FHSFTTJPO $PFGGJDJFOUPG0.1

1PMZOPNJBM3FHSFTTJPO from sklearn.linear_model import LinearRegression, Lasso, OrthogonalMatchingPursuit from sklearn.preprocessing import
PolynomialFeatures from sklearn.pipeline import make_pipeline poly_preprocess = PolynomialFeatures(poly_dim, include_bias=False) # models linear = LinearRegression() lasso = Lasso(alpha=0.002, max_iter=500000, tol=0.000001) omp = OrthogonalMatchingPursuit(n_nonzero_coefs=5) def fit_and_predict(predictor): model = make_pipeline(poly_preprocess, predictor) model.fit(x.reshape(-1, 1), y) y_predicted = model.predict(x.reshape(-1, 1)) t_predicted = model.predict(t.reshape(-1, 1)) return y_predicted, t_predicted

1PMZOPNJBM3FHSFTTJPO • 4UBSUXJUIMFBTUTRVBSFNFUIPE min 1 2 & − () *
Z PVUQVU X XFJHIU Y JOQVU $PNQVUF X UPTBUJTGZBCPWF

1PMZOPNJBM3FHSFTTJPO • "EESFHVMBUJPOUFSNUPBWPJEPWFSGJUUJOH min 1 2 & − () *
+ , ( - 4VSQSFTT PWFSGJUUJOH CZ BEEJOH DPOTUSBJOU UP XFJHIUX -/PSN -BTTPɾ-/PSN3JEHF

1PMZOPNJBM3FHSFTTJPO • "QQSPBDIUP-/PSN0QUJNJ[BUJPO min 1 2 & − () *
+ , ( - 5IJT JTFTTFOUJBMMZDPNCJOBUJPOBMPQUJNJ[BUJPOQSPCMFN /1IBSE (SFFEZBMHPSJUINUPTPMWFJUMPDBMMZMJLF.BUDIJOH1VSTVJU *)5

4VNNBSZ • *OUSPEVDUJPOPG4QBSTF.PEFMJOHJO1ZUIPO • 4PNFJNQMFNFOUBUJPOJTBMSFBEZBWBJMBCMF JO/VN1Z PSTDJLJUMFBSO • +VQZUFS OPUFCPPLJTBWBJMBCMFCFMPX
• IUUQTHJUJPW/&O

-PDBM6TFS(SPVQJO,ZPUP IUUQTIBOOBSJQZUIPODPOOQBTTDPN SE 'SJEBZ FWFSZNPOUI

Sparse Modeling in Python

Sparse Modeling in Python

Hacarus Inc.

More Decks by Hacarus Inc.

Other Decks in Technology

Featured

Transcript