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Last active November 4, 2016 07:27
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A sample of Ridge regression using scikit-learn.
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{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
"text/plain": [
"array([[-1.76100994, -2.53413626, 0.11658254],\n",
" [ 1.11060209, -2.53413626, 0.11658254],\n",
" [-1.76100994, -1.38058271, 0.11658254],\n",
" ..., \n",
" [-2.64765084, 1.89906822, -2.29790322],\n",
" [-2.64765084, 0.7025632 , 1.48182544],\n",
" [-0.05215535, 1.89906822, 1.48182544]])"
]
},
"execution_count": 1,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"from SALib.sample import saltelli\n",
"\n",
"problem = {\n",
" 'bounds': [[-3.14159265359, 3.14159265359],\n",
" [-3.14159265359, 3.14159265359],\n",
" [-3.14159265359, 3.14159265359]],\n",
" 'dists': None,\n",
" 'groups': None,\n",
" 'names': ['x1', 'x2', 'x3'],\n",
" 'num_vars': 3 }\n",
"\n",
"param_values = saltelli.sample(problem, 1000, calc_second_order=False)\n",
"param_values"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
"text/plain": [
"array([ 1.29855261, 3.17651742, 5.76778927, ..., 4.47637742,\n",
" 2.22011328, 6.19510567])"
]
},
"execution_count": 2,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"from SALib.test_functions import Ishigami\n",
"Y = Ishigami.evaluate(param_values)\n",
"Y"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Parameter S1 S1_conf ST ST_conf\n",
"x1 0.306443 0.081622 0.560137 0.083834\n",
"x2 0.447767 0.070281 0.438722 0.038621\n",
"x3 -0.001049 0.081337 0.242845 0.023344\n"
]
},
{
"data": {
"text/plain": [
"{'S1': array([ 0.30644324, 0.44776661, -0.00104936]),\n",
" 'S1_conf': array([ 0.08162168, 0.0702807 , 0.0813368 ]),\n",
" 'ST': array([ 0.56013728, 0.4387225 , 0.24284474]),\n",
" 'ST_conf': array([ 0.08383399, 0.03862135, 0.02334374])}"
]
},
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"from SALib.analyze import sobol\n",
"\n",
"Si = sobol.analyze(problem, Y, calc_second_order=False, conf_level=0.95, print_to_console=True)\n",
"Si"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
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BkiRlMjBIkqRMBgZJkpTJwCBJkjIZGCRJUiYDgyRJymRgkCRJmQwMkiQpk4FB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\nBkmSlMnAIEmSMhkYJElSpv8PxAaRYKnW/iUAAAAASUVORK5CYII=\n",
"text/plain": [
"<matplotlib.figure.Figure at 0x10e02acf8>"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"import matplotlib.pyplot as plt\n",
"import numpy as np\n",
"\n",
"def plot_Si( Si, x_names ):\n",
" x_vals = np.arange( len(Si['S1']) )\n",
" bar_width = 0.4\n",
" y_vals = Si['S1']\n",
" plt.bar(x_vals, Si['S1'], yerr=Si['S1_conf'], width = bar_width, label='S1', align='center', ecolor='black', color='skyblue')\n",
" plt.bar(x_vals + bar_width, Si['ST'], yerr=Si['ST_conf'], width = bar_width, label='ST', align='center', ecolor='black', color='plum')\n",
" plt.xticks(x_vals + bar_width / 2, x_names )\n",
" plt.legend()\n",
" plt.show()\n",
"\n",
"plot_Si(Si, problem['names'])"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": []
}
],
"metadata": {
"anaconda-cloud": {},
"kernelspec": {
"display_name": "Python [conda env:ml]",
"language": "python",
"name": "conda-env-ml-py"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.5.2"
}
},
"nbformat": 4,
"nbformat_minor": 1
}
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