Created
February 24, 2017 02:14
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require 'statsample' | |
def sum(l) | |
t = 0 | |
l.each { |x| t += x } | |
return t | |
end | |
def av(l) | |
return nil if (l.empty?) | |
return sum(l) / l.size | |
end | |
def coef(x, y) | |
x1 = x2 = y1 = y2 = xy = 0.0 | |
n = x.size | |
n.times \ | |
{ | |
|i| | |
x1 += x[i] | |
y1 += y[i] | |
xy += x[i] * y[i] | |
x2 += x[i] ** 2 | |
y2 += y[i] ** 2 | |
} | |
d = n * x2 - x1 ** 2 | |
b = (y1 * x2 - x1 * xy) / d | |
m = (n * xy - x1 * y1) / d | |
b = 1 if (b.nan?) | |
m = 1 if (m.nan?) | |
return b, m | |
end | |
def d1(p, d, j) | |
r = (0...p.size) | |
r0 = r.select { |x| d[x].finite? } | |
raise if (r0.empty?) | |
t = sum(d.values_at(*r0)) | |
w = [] | |
r0.each { |x| w[x] = d[x] / t } | |
z = 0 | |
r0.each { |x| z += (w[x] * p[x]) } | |
return z | |
end | |
def d2(p, d, j) | |
b, m = coef(d, p) | |
return b | |
end | |
def maxd(l) | |
m = l.max | |
return l.map { |x| m - x } | |
end | |
def near2(l, j, a, w) | |
l3 = a['l'] | |
l2 = [] | |
l1 = {'a' => ['a'], 'b' => ['a'], 'c' => ['a', 'b']}[$b[j]] | |
l.size.times \ | |
{ | |
|i| | |
next if (i == j) | |
next if (!l1.member?($b[i])) | |
d = 0 | |
l3.each { |x| d += (l[i][x] - l[j][x]) ** 2 } | |
l2 << {'i' => i, 'd' => d} | |
} | |
l2 = l2.sort_by { |x| x['d'] } | |
r = (0..a['r']) | |
l4 = r.map { |x| l2[x]['i'] } | |
p = l4.map { |x| l[x][a['c']] } | |
d = r.map { |x| l2[x]['d'] } | |
return d1(p, d.map { |x| 1.0 / x }, j) if (w == 0) | |
return d1(p, maxd(d), j) if (w == 1) | |
return d2(p, d, j) if (w == 2) | |
end | |
def inc(e, b, x) | |
e[b] = {'t' => 0.0, 'c' => 0} if (!e.member?(b)) | |
e[b]['t'] += x | |
e[b]['c'] += 1 | |
end | |
def total(e) | |
return Hash[e.sort.map { |k, x| [k, x['t'] / x['c']] }] | |
end | |
def reshuffle() | |
l = $b.select { |x| x != 'c' }.shuffle | |
$b[0...l.size] = l | |
end | |
def stats(l) | |
e = {} | |
[l.map { |x| (x[0] - x[1]).abs }, $b].transpose.each \ | |
{ | |
|x, b| | |
inc(e, b, x) | |
} | |
return total(e) | |
end | |
def near(l, a, w) | |
l2 = (0...l.size).map { |i| near2(l, i, a, w) } | |
l1 = l.map { |x| x[a['c']] } | |
return stats([l1, l2].transpose).merge({'l2' => l2}) | |
end | |
def out(fn, l) | |
f = File.open("#{fn}.txt", 'w') | |
l.each { |x| f.puts(x.join("\t")) } | |
f.close | |
end | |
def rbf(l, l1, y, w) | |
x = near(l, {'l' => l1, 'r' => 10, 'c' => y}, w) | |
return x['b'] | |
end | |
def outby(fn, l) | |
out(fn, l.sort_by { |x| x[0] }) | |
end | |
def rbf3(l) | |
return((0..2).map { |w| rbf(l, ['d', 'dh', 'dl', 'a', 'sd', 'mx', 'mn'], 'h2', w) }) | |
end | |
def read(fn) | |
l = File.open('data.txt').readlines | |
l1 = l.shift.split | |
return l.map \ | |
{ | |
|x| | |
Hash[[l1, x.split.map { |y| y.to_f }].transpose] | |
} | |
end | |
def linear(l, y, lx) | |
l = l.values_at(*(0...l.size).select { |x| $b[x] == 'a' }) | |
l1 = l.map { |x| x.values }.transpose | |
n = {} | |
l[0].keys.each_with_index { |x, i| n[x] = i } | |
a = {} | |
a['y'] = l1[n[y]].to_vector() | |
lx.each { |x| a[x] = l1[n[x]].to_vector() } | |
ds = a.to_dataset() | |
r = Statsample::Regression.multiple(ds, 'y') | |
# $stderr.puts(r.summary) | |
return r.coeffs.merge({'c' => r.constant}) | |
end | |
def predict(l) | |
z = linear(l, 'h2', l[0].keys - ['nl', 'ls', 'h2']) | |
l = l.map { |x| x.dup } | |
l.each \ | |
{ | |
|x| | |
t = z['c'] | |
(z.keys - ['c']).each { |k| t += z[k] * x[k] } | |
x['h2_p'] = t | |
x['ls_p'] = t / 50 * x['nl'] | |
} | |
a = stats(l.map { |x| [x['h2'], x['h2_p']] }) | |
return a['b'] | |
end | |
def abc(n) | |
$b = [] | |
a = {'a' => 1, 'b' => 1} | |
t = sum(a.values) | |
a.each \ | |
{ | |
|k, v| | |
$b += [k] * (v.to_f / t * n).to_i | |
} | |
$b[$b.size...n] = [a.keys.last] * (n - $b.size) | |
end | |
srand(0) | |
l = read('data.txt') | |
l.shuffle! | |
ls = l.size | |
$stderr.puts("ls=#{ls}") | |
abc(ls) | |
f1 = File.open('out1.txt', 'w') | |
f2 = File.open('out2.txt', 'w') | |
a = {} | |
loop \ | |
{ | |
l1 = [rbf3(l), predict(l)].flatten | |
f1.puts(l1.join("\t")) | |
f1.flush | |
l1.each_with_index { |x, i| inc(a, i, x) } | |
f2.puts(total(a).values.join("\t")) | |
f2.flush | |
reshuffle() | |
} |
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