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#cython: boundscheck=False
#cython: cdivision=True
# BayesClassifier.pyx
# Contact: Jacob Schreiber ( jmschreiber91@gmail.com )
import numpy
cimport numpy
from .bayes cimport BayesModel
from distributions import Distribution
from .gmm import GeneralMixtureModel
from .hmm import HiddenMarkovModel
from .BayesianNetwork import BayesianNetwork
from .io import BaseGenerator
from .io import DataGenerator
DEF NEGINF = float("-inf")
DEF INF = float("inf")
cdef class BayesClassifier(BayesModel):
"""A Bayes classifier, a more general form of a naive Bayes classifier.
A Bayes classifier, like a naive Bayes classifier, uses Bayes' rule in
order to calculate the posterior probability of the classes, which are
used for the predictions. However, a naive Bayes classifier assumes that
each of the features are independent of each other and so can be modelled
as independent distributions. A generalization of that, the Bayes
classifier, allows for an arbitrary covariance between the features. This
allows for more complicated components to be used, up to and including
even HMMs to form a classifier over sequences, or mixtures to form a
classifier with complex emissions.
Parameters
----------
models : list
A list of initialized distribution objects to use as the components
in the model.
weights : list or numpy.ndarray or None, default None
The prior probabilities of the components. If None is passed in then
defaults to the uniformly distributed priors.
Attributes
----------
models : list
The model objects, either initialized by the user or fit to data.
weights : numpy.ndarray
The prior probability of each component of the model.
Examples
--------
>>> from pomegranate import *
>>>
>>> d1 = NormalDistribution(3, 2)
>>> d2 = NormalDistribution(5, 1.5)
>>>
>>> clf = BayesClassifier([d1, d2])
>>> clf.predict_proba([[6]])
array([[ 0.2331767, 0.7668233]])
>>> X = [[0], [2], [0], [1], [0], [5], [6], [5], [7], [6]]
>>> y = [0, 0, 0, 0, 0, 1, 1, 0, 1, 1]
>>> clf.fit(X, y)
>>> clf.predict_proba([[6]])
array([[ 0.01973451, 0.98026549]])
"""
def __init__(self, distributions, weights=None):
super(self.__class__, self).__init__(distributions, weights)
def __reduce__(self):
return self.__class__, (self.distributions, self.weights)
def to_dict(self):
if self.d == 0:
raise ValueError("must fit components to the data before prediction")
return {
'class' : 'BayesClassifier',
'models' : [ model.to_dict() for model in self.distributions ],
'weights' : self.weights.tolist()
}
@classmethod
def from_dict(cls, d):
models = list()
for j in d['models']:
if j['class'] == 'Distribution':
models.append(Distribution.from_dict(j))
elif j['class'] == 'GeneralMixtureModel':
models.append(GeneralMixtureModel.from_dict(j))
elif j['class'] == 'HiddenMarkovModel':
models.append(HiddenMarkovModel.from_dict(j))
elif j['class'] == 'BayesianNetwork':
models.append(BayesianNetwork.from_dict(j))
nb = cls( models, numpy.array(d['weights']))
return nb
@classmethod
def from_samples(cls, distributions, X, y=None, weights=None,
inertia=0.0, pseudocount=0.0, stop_threshold=0.1, max_iterations=1e8,
callbacks=[], return_history=False, keys=None, verbose=False, n_jobs=1, **kwargs):
"""Create a Bayes classifier directly from the given dataset.
This will initialize the distributions using maximum likelihood estimates
derived by partitioning the dataset using the label vector. If any labels
are missing, the model will be trained using EM in a semi-supervised
setting.
A homogeneous model can be defined by passing in a single distribution
callable as the first parameter and specifying the number of components,
while a heterogeneous model can be defined by passing in a list of
callables of the appropriate type.
A Bayes classifier is a superset of the naive Bayes classifier in that
the math is identical, but the distributions used do not have to be
independent for each feature. Simply put, one can create a multivariate
Gaussian Bayes classifier with a full covariance matrix, but a Gaussian
naive Bayes would require a diagonal covariance matrix.
Parameters
----------
distributions : array-like, shape (n_components,) or callable
The components of the model. This should either be a single callable
if all components will be the same distribution, or an array of
callables, one for each feature.
X : array-like, shape (n_samples, n_dimensions)
This is the data to train on. Each row is a sample, and each column
is a dimension to train on.
y : array-like, shape (n_samples,)
The labels for each sample. The labels should be integers between
0 and k-1 for a problem with k classes, or -1 if the label is not
known for that sample.
weights : array-like, shape (n_samples,), optional
The initial weights of each sample in the matrix. If nothing is
passed in then each sample is assumed to be the same weight.
Default is None.
inertia : double, optional
Inertia used for the training the distributions.
pseudocount : double, optional
A pseudocount to add to the emission of each distribution. This
effectively smoothes the states to prevent 0. probability symbols
if they don't happen to occur in the data. Default is 0.
stop_threshold : double, optional, positive
The threshold at which EM will terminate for the improvement of
the model. If the model does not improve its fit of the data by
a log probability of 0.1 then terminate. Only required if doing
semisupervised learning. Default is 0.1.
max_iterations : int, optional, positive
The maximum number of iterations to run EM for. If this limit is
hit then it will terminate training, regardless of how well the
model is improving per iteration. Only required if doing
semisupervised learning. Default is 1e8.
callbacks : list, optional
A list of callback objects that describe functionality that should
be undertaken over the course of training.
return_history : bool, optional
Whether to return the history during training as well as the model.
keys : list
A list of sets where each set is the keys present in that column.
If there are d columns in the data set then this list should have
d sets and each set should have at least two keys in it.
verbose : bool, optional
Whether or not to print out improvement information over
iterations. Only required if doing semisupervised learning.
Default is False.
n_jobs : int, optional
The number of jobs to use to parallelize, either the number of threads
or the number of processes to use. -1 means use all available resources.
Default is 1.
**kwargs : dict, optional
Any arguments to pass into the `from_samples` methods of other objects
that are being created such as BayesianNetworks or HMMs.
Returns
-------
model : BayesClassifier
The fit Bayes classifier model.
"""
if isinstance(distributions, (list, numpy.ndarray, tuple)):
for distribution in distributions:
if not callable(distribution):
raise ValueError("must pass in class constructors, not initiated distributions (e.g. NormalDistribution)")
if not isinstance(X, BaseGenerator):
if y is None:
raise ValueError("Must pass in both X and y as arrays or a data generator for X.")
batch_size = len(X) // n_jobs + len(X) % n_jobs
data_generator = DataGenerator(X, weights, y, batch_size=batch_size)
else:
data_generator = X
n, d = data_generator.shape
n_components = len(data_generator.classes) - (-1 in data_generator.classes)
if callable(distributions):
if distributions in (BayesianNetwork, HiddenMarkovModel):
batches = [batch for batch in data_generator.batches()]
X = numpy.concatenate([batch[0] for batch in batches])
y = numpy.concatenate([batch[1] for batch in batches])
weights = numpy.concatenate([batch[2] for batch in batches])
labels = numpy.unique(y)
distributions = [distributions.from_samples(X[y == label],
weights=weights, keys=keys, pseudocount=pseudocount) for label in labels]
return cls(distributions)
elif d > 1:
distributions = [distributions.blank(d) for i in range(n_components)]
else:
distributions = [distribution.blank() for i in range(n_components)]
else:
distributions = [distribution.blank() for distribution in distributions]
model = cls(distributions)
_, history = model.fit(X=data_generator, weights=weights, inertia=inertia,
pseudocount=pseudocount, stop_threshold=stop_threshold,
max_iterations=max_iterations, callbacks=callbacks,
return_history=True, verbose=verbose, n_jobs=n_jobs)
if return_history:
return model, history
return model
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