Metadata-Version: 1.0
Name: py_ddspls
Version: 1.0.991
Summary: The multi data driven sparse pls package
Home-page: http://github.com/hlorenzo/py_ddspls
Author: Hadrien Lorenzo
Author-email: hadrien.lorenzo.2015@gmail.com
License: MIT
Description: =====================================
        Multi (& Mono) Data-Driven Sparse PLS
        =====================================
        
        	*mddspls is the python light package of the data-driven sparse PLS algorithm*
        
        In the high dimensional settings (large number of variables), one objective is to select the relevant variables and thus to reduce the dimension. That subspace selection is often managed with supervised tools. However, some data can be missing, compromising the validity of the sub-space selection. We propose a PLS, Partial Least Square, based method, called **dd-sPLS** for data-driven-sparse PLS, allowing jointly variable selection and subspace estimation while training and testing missing data imputation through a new algorithm called Koh-Lanta.
        
        It contains one main class **mddspls** and one associated important method denote **predict** permitting to predict from a new dataset. The function called **perf_mddsPLS** permits to compute cross-validation.
        
        Data simulation
        ===============
        One might be interested to simulate data and test the package through **regression** and **classification**::
        
        	#!/usr/bin/env python
        
        	import py_ddspls
        	import numpy as np
        	import sklearn.metrics as sklm
        	n = 100
        	mean = (0,0,0,0,0,0,0,0,0)
        	cov = [[1, 0.8,0.8,0.8,0.1,0.1,0.1,0.1,0.1], 
        	[0.8,1, 0.8,0.8,0.1,0.1,0.1,0.1,0.1],
        	[0.8,0.8,1, 0.8,0.1,0.1,0.1,0.1,0.1],
        	[0.8,0.8,0.8,1, 0.1,0.1,0.1,0.1,0.1],
        	[0.1,0.1,0.1,0.1, 0.1,0.1,0.1,0.1,0.1],
        	[0.1,0.1,0.1,0.1, 0.1,0.1,0.1,0.1,0.1],
        	[0.1,0.1,0.1,0.1, 0.1,0.1,0.1,0.1,0.1],
        	[0.1,0.1,0.1,0.1, 0.1,0.1,0.1,0.1,0.1],
        	[0.1,0.1,0.1,0.1, 0.1,0.1,0.1,0.1,0.1]]
        	df = np.random.multivariate_normal(mean, cov, n)
        	Y = df[:,[0]]
        	k_groups = 2
        	lolo = np.linspace(min(Y),max(Y),k_groups+1)
        	Y_bin = np.zeros(n)
        	for ii in range(n):
        		for k_i in range(k_groups):
        			if (Y[ii]>=lolo[k_i])&(Y[ii]<lolo[k_i+1]):
        				Y_bin[ii] = k_i
        			if Y[ii]==lolo[k_groups]:
        				Y_bin[ii] = k_groups-1
        
        	Y = df[:,[0,2]]
        	X0 = df[:,[1,4,5]]
        	X0[0,:] = None
        	X1 = df[:,[6,8]]
        	X1[:,1] = 1
        	X2 = df[:,[3,7]]
        	Xs = {0:X0,1:X1,2:X2}
        	pos_0 = np.where(Y_bin==0)[0]
        	pos_1 = np.where(Y_bin==1)[0]
        	Y_classif = np.repeat("Class 2",n)
        	Y_classif[pos_1] = "Class 1"
        
        The dd-sPLS regularization parameter is fixed to 0.6::
        
        	lambd=0.6
        
        A train/test dataset is defined::
        
        	id_train = range(30,100)
        	id_test = range(30)
        	Xtrain = {0:X0[id_train,:],1:X1[id_train,:],2:X2[id_train,:]}
        	Ytrain = Y[id_train,:]
        	Xtest = {0:X0[id_test,:],1:X1[id_test,:],2:X2[id_test,:]}
        
        Regression analysis
        -------------------
        
        Let us produce *2* axes::
        
        	R=2
        
        Start model building and tcheck results with sklearn tools::
        
        	mod_0=py_ddspls.model.ddspls(Xtrain,Ytrain,lambd=lambd,R=R,mode="reg",verbose=True)
        	Y_est_reg = mod_0.predict(Xtest)		
        	print(sklm.mean_squared_error(Y[id_test,:],Y_est_reg))
        
        Cross validation can be performed with built tools, the parameter **NCORES** permits to use parallellization::
        
        	perf_model_reg = py_ddspls.model.perf_ddspls(Xs,Y,R=R,kfolds="loo",n_lambd=10,NCORES=4,mode="reg")
        	print(perf_model_reg)
        	fig = plt.figure()
        	ax = fig.add_subplot(1, 1, 1)
        	ax.plot(perf_model_reg[:,1], perf_model_reg[:,2], 'r',perf_model_reg[:,1], perf_model_reg[:,3],'b')
        	plt.legend(('Y_1 RMSE', 'Y_2 RMSE'),loc='upper')
        	plt.title('Leave-One-Out Cross-validation error against $\lambda$')
        	plt.xlabel('$\lambda$')
        	plt.ylabel('$RMSE$')
        	plt.show()
        
        .. image::
        	https://github.com/hlorenzo/py_ddspls/tree/master/images
        	:width: 600
        
        Classification analysis
        -----------------------
        
        Let us produce *1* axis::
        
        	R=1
        
        Start model building and tcheck results with sklearn tools::
        
        	mod_0_classif=py_ddspls.model.ddspls(Xs,Y_bin,lambd=lambd,R=R,mode="clas",verbose=True)
        	Y_est = mod_0_classif.predict(Xtest)
        	print(sklm.classification_report(Y_est, Y_classif[id_test]=='Class 1'))
        
        Cross validation can be performed with built tools, the parameter **NCORES** permits to use parallellization::
        
        	perf_model_class = py_ddspls.model.perf_ddspls(Xs,Y_classif,R=1,kfolds="loo,n_lambd=10,NCORES=5,mode="classif")
        	print(perf_model_class)
        
        
        **Enjoy :)**
Platform: UNKNOWN
