1 | #!/usr/bin/env python3 |
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2 | #-*- mode: Python;-*- |
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3 | |
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4 | import sys |
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5 | import os |
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6 | import time |
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7 | import random |
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8 | import statistics |
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9 | import functools |
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10 | import argparse |
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11 | import threading |
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12 | import queue |
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13 | import pprint |
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14 | import json |
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15 | |
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16 | |
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17 | VERSION = "{DEVELOPMENT}" |
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18 | if VERSION == "{DEVELOPMENT}": |
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19 | script_dir = '.' |
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20 | try: |
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21 | script_dir = os.path.dirname(os.path.realpath(__file__)) |
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22 | except: |
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23 | try: |
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24 | script_dir = os.path.dirname(os.path.abspath(sys.argv[0])) |
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25 | except: |
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26 | pass |
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27 | sys.path.append("%s/../lib" % script_dir) |
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28 | |
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29 | from nanownlib import * |
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30 | import nanownlib.storage |
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31 | from nanownlib.stats import boxTest,multiBoxTest,subsample,bootstrap,bootstrap2,trimean,midhinge,midhingeTest,samples2Distributions,samples2MeanDiffs |
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32 | |
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33 | parser = argparse.ArgumentParser( |
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34 | description="") |
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35 | #parser.add_argument('-c', dest='cases', type=str, default='{"short":10000,"long":1010000}', |
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36 | # help='JSON representation of echo timing cases. Default: {"short":10000,"long":1010000}') |
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37 | parser.add_argument('session_data', default=None, |
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38 | help='Database file storing session information') |
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39 | options = parser.parse_args() |
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40 | |
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41 | |
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42 | |
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43 | class WorkerThreads(object): |
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44 | workq = None |
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45 | resultq = None |
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46 | target = None |
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47 | |
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48 | def __init__(self, num_workers, target): |
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49 | self.workq = queue.Queue() |
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50 | self.resultq = queue.Queue() |
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51 | self.target = target |
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52 | |
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53 | self.workers = [] |
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54 | for i in range(num_workers): |
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55 | t = threading.Thread(target=self._worker) |
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56 | t.daemon = True |
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57 | t.start() |
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58 | self.workers.append(t) |
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59 | |
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60 | def _worker(self): |
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61 | while True: |
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62 | item = self.workq.get() |
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63 | if item == None: |
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64 | self.workq.task_done() |
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65 | break |
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66 | |
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67 | job_id,args = item |
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68 | self.resultq.put((job_id, self.target(*args))) |
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69 | self.workq.task_done() |
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70 | |
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71 | def addJob(self, job_id, args): |
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72 | self.workq.put((job_id, args)) |
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73 | |
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74 | def wait(self): |
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75 | self.workq.join() |
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76 | |
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77 | def stop(self): |
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78 | for i in range(0,len(workers)): |
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79 | self.workq.put(None) |
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80 | for w in self.workers: |
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81 | w.join() |
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82 | |
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83 | |
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84 | def trainBoxTest(db, test_cases, longest, subsample_size): |
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85 | |
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86 | def trainAux(low,high,num_trials): |
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87 | estimator = functools.partial(boxTest, {'low':low, 'high':high}) |
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88 | estimates = bootstrap(estimator, db, 'train', test_cases, subsample_size, num_trials) |
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89 | null_estimates = bootstrap(estimator, db, 'train_null', test_cases, subsample_size, num_trials) |
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90 | |
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91 | #XXX: need to have a configurable policy on what we're looking for. |
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92 | # which is longest or which is shortest? |
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93 | bad_estimates = len([e for e in estimates if e != longest]) |
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94 | bad_null_estimates = len([e for e in null_estimates if e != None]) |
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95 | |
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96 | false_negatives = 100.0*bad_estimates/num_trials |
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97 | false_positives = 100.0*bad_null_estimates/num_trials |
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98 | return false_positives,false_negatives |
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99 | |
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100 | start = time.time() |
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101 | wt = WorkerThreads(2, trainAux) |
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102 | |
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103 | width = 2.0 |
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104 | performance = [] |
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105 | percentiles = list(range(0,50,2)) |
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106 | for low in percentiles: |
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107 | wt.addJob(low, (low,low+width,200)) |
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108 | wt.wait() |
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109 | while not wt.resultq.empty(): |
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110 | job_id,errors = wt.resultq.get() |
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111 | fp,fn = errors |
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112 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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113 | performance.sort() |
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114 | pprint.pprint(performance) |
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115 | print(time.time()-start) |
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116 | |
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117 | lows = [p[1] for p in performance[0:5]] |
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118 | widths = [w/10.0 for w in range(0,105,5)] |
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119 | performance = [] |
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120 | for width in widths: |
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121 | false_positives = [] |
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122 | false_negatives = [] |
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123 | for low in lows: |
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124 | wt.addJob(low,(low,low+width,150)) |
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125 | wt.wait() |
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126 | while not wt.resultq.empty(): |
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127 | job_id,errors = wt.resultq.get() |
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128 | fp,fn = errors |
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129 | false_negatives.append(fn) |
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130 | false_positives.append(fp) |
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131 | |
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132 | #print(width, false_negatives) |
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133 | #print(width, false_positives) |
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134 | performance.append(((statistics.mean(false_positives)+statistics.mean(false_negatives))/2.0, |
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135 | width, statistics.mean(false_negatives), statistics.mean(false_positives))) |
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136 | performance.sort() |
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137 | pprint.pprint(performance) |
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138 | good_width = performance[0][1] |
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139 | print("good_width:",good_width) |
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140 | |
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141 | |
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142 | lc = {} |
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143 | for low in lows: |
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144 | if low-1 > 0: |
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145 | lc[low-1] = None |
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146 | lc[low] = None |
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147 | lc[low+1] = None |
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148 | lows = lc.keys() |
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149 | |
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150 | performance = [] |
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151 | for low in lows: |
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152 | wt.addJob(low, (low,low+good_width,300)) |
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153 | wt.wait() |
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154 | while not wt.resultq.empty(): |
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155 | job_id,errors = wt.resultq.get() |
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156 | fp,fn = errors |
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157 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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158 | performance.sort() |
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159 | pprint.pprint(performance) |
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160 | best_low = performance[0][1] |
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161 | print("best_low:", best_low) |
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162 | |
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163 | |
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164 | widths = [good_width-0.4,good_width-0.3,good_width-0.2,good_width-0.1, |
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165 | good_width,good_width+0.1,good_width+0.2,good_width+0.3,good_width+0.4] |
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166 | performance = [] |
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167 | for width in widths: |
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168 | wt.addJob(width, (best_low,best_low+width,200)) |
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169 | wt.wait() |
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170 | while not wt.resultq.empty(): |
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171 | job_id,errors = wt.resultq.get() |
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172 | fp,fn = errors |
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173 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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174 | performance.sort() |
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175 | pprint.pprint(performance) |
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176 | best_width=performance[0][1] |
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177 | print("best_width:",best_width) |
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178 | print("final_performance:", performance[0][0]) |
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179 | |
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180 | return {"low":best_low,"high":best_low+good_width} |
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181 | |
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182 | |
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183 | def trainBoxTest2(db, unusual_case, greater, subsample_size): |
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184 | |
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185 | def trainAux(low,high,num_trials): |
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186 | estimator = functools.partial(multiBoxTest, {'low':low, 'high':high}, unusual_case, greater) |
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187 | estimates = bootstrap2(estimator, db, 'train', subsample_size, num_trials) |
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188 | null_estimates = bootstrap2(estimator, db, 'train_null', subsample_size, num_trials) |
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189 | |
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190 | bad_estimates = len([e for e in estimates if e != 1]) |
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191 | bad_null_estimates = len([e for e in null_estimates if e != 0]) |
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192 | |
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193 | false_negatives = 100.0*bad_estimates/num_trials |
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194 | false_positives = 100.0*bad_null_estimates/num_trials |
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195 | return false_positives,false_negatives |
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196 | |
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197 | start = time.time() |
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198 | wt = WorkerThreads(2, trainAux) |
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199 | |
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200 | num_trials = 200 |
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201 | width = 2.0 |
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202 | performance = [] |
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203 | percentiles = list(range(0,50,2)) |
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204 | for low in percentiles: |
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205 | wt.addJob(low, (low,low+width,num_trials)) |
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206 | wt.wait() |
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207 | while not wt.resultq.empty(): |
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208 | job_id,errors = wt.resultq.get() |
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209 | fp,fn = errors |
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210 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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211 | performance.sort() |
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212 | pprint.pprint(performance) |
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213 | print(time.time()-start) |
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214 | |
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215 | num_trials = 150 |
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216 | lows = [p[1] for p in performance[0:5]] |
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217 | widths = [w/10.0 for w in range(0,105,5)] |
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218 | performance = [] |
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219 | for width in widths: |
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220 | false_positives = [] |
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221 | false_negatives = [] |
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222 | for low in lows: |
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223 | wt.addJob(low,(low,low+width,num_trials)) |
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224 | wt.wait() |
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225 | while not wt.resultq.empty(): |
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226 | job_id,errors = wt.resultq.get() |
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227 | fp,fn = errors |
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228 | false_negatives.append(fn) |
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229 | false_positives.append(fp) |
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230 | |
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231 | #print(width, false_negatives) |
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232 | #print(width, false_positives) |
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233 | performance.append(((statistics.mean(false_positives)+statistics.mean(false_negatives))/2.0, |
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234 | width, statistics.mean(false_negatives), statistics.mean(false_positives))) |
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235 | performance.sort() |
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236 | pprint.pprint(performance) |
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237 | good_width = performance[0][1] |
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238 | print("good_width:",good_width) |
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239 | |
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240 | |
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241 | lc = {} |
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242 | for low in lows: |
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243 | if low-1 >= 0: |
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244 | lc[low-1] = None |
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245 | lc[low] = None |
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246 | lc[low+1] = None |
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247 | lows = lc.keys() |
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248 | print("candidate lows:") |
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249 | pprint.pprint(lows) |
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250 | |
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251 | num_trials = 300 |
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252 | performance = [] |
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253 | for low in lows: |
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254 | wt.addJob(low, (low,low+good_width,num_trials)) |
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255 | wt.wait() |
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256 | while not wt.resultq.empty(): |
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257 | job_id,errors = wt.resultq.get() |
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258 | fp,fn = errors |
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259 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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260 | performance.sort() |
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261 | pprint.pprint(performance) |
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262 | best_low = performance[0][1] |
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263 | print("best_low:", best_low) |
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264 | |
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265 | num_trials = 200 |
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266 | widths = [good_width-0.4,good_width-0.3,good_width-0.2,good_width-0.1, |
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267 | good_width,good_width+0.1,good_width+0.2,good_width+0.3,good_width+0.4] |
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268 | performance = [] |
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269 | for width in widths: |
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270 | wt.addJob(width, (best_low,best_low+width,num_trials)) |
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271 | wt.wait() |
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272 | while not wt.resultq.empty(): |
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273 | job_id,errors = wt.resultq.get() |
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274 | fp,fn = errors |
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275 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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276 | performance.sort() |
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277 | pprint.pprint(performance) |
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278 | best_width=performance[0][1] |
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279 | print("best_width:",best_width) |
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280 | print("final_performance:", performance[0][0]) |
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281 | |
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282 | params = json.dumps({"low":best_low,"high":best_low+good_width}) |
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283 | return {'algorithm':"boxtest", |
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284 | 'params':params, |
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285 | 'sample_size':subsample_size, |
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286 | 'num_trials':num_trials, |
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287 | 'trial_type':"train", |
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288 | 'false_positives':performance[0][3], |
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289 | 'false_negatives':performance[0][2]} |
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290 | |
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291 | |
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292 | def trainMidhinge(db, unusual_case, greater, subseries_size): |
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293 | |
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294 | def trainAux(distance, threshold, num_trials): |
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295 | estimator = functools.partial(midhingeTest, {'distance':distance,'threshold':threshold}, greater) |
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296 | estimates = bootstrap3(estimator, db, 'train', unusual_case, subseries_size, num_trials) |
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297 | null_estimates = bootstrap3(estimator, db, 'train_null', unusual_case, subseries_size, num_trials) |
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298 | |
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299 | bad_estimates = len([e for e in estimates if e != 1]) |
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300 | bad_null_estimates = len([e for e in null_estimates if e != 0]) |
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301 | |
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302 | false_negatives = 100.0*bad_estimates/num_trials |
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303 | false_positives = 100.0*bad_null_estimates/num_trials |
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304 | return false_positives,false_negatives |
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305 | |
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306 | #determine expected delta based on differences |
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307 | start = time.time() |
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308 | mean_diffs = [s['unusual_case']-s['other_cases'] for s in subseries(db, 'train', unusual_case)] |
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309 | threshold = trimean(mean_diffs)/2.0 |
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310 | print("initial threshold:", threshold) |
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311 | print("median threshold:", statistics.median(mean_diffs)/2.0) |
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312 | print("midhinge threshold:", midhinge(mean_diffs)/2.0) |
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313 | print("trimean threshold:", trimean(mean_diffs)/2.0) |
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314 | |
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315 | mean_diffs = [s['unusual_case']-s['other_cases'] for s in subseries(db, 'train_null', unusual_case)] |
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316 | print(len(mean_diffs)) |
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317 | print("null mean:", statistics.mean(mean_diffs)) |
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318 | print("null median:", statistics.median(mean_diffs)) |
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319 | print("null midhinge:", midhinge(mean_diffs)) |
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320 | print("null trimean:", trimean(mean_diffs)) |
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321 | print(time.time()-start) |
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322 | |
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323 | |
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324 | start = time.time() |
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325 | wt = WorkerThreads(4, trainAux) |
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326 | |
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327 | num_trials = 20 |
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328 | performance = [] |
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329 | #for distance in range(1,46,4): |
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330 | for distance in range(25,46,4): |
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331 | wt.addJob(distance, (distance,threshold,num_trials)) |
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332 | wt.wait() |
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333 | while not wt.resultq.empty(): |
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334 | job_id,errors = wt.resultq.get() |
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335 | fp,fn = errors |
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336 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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337 | #for distance in range(25,46,4): |
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338 | # job_id = distance |
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339 | # fp,fn = trainAux(distance, threshold, num_trials) |
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340 | # performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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341 | |
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342 | performance.sort() |
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343 | pprint.pprint(performance) |
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344 | print(time.time()-start) |
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345 | good_distance = performance[0][1] |
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346 | print("good_distance:",good_distance) |
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347 | |
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348 | |
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349 | num_trials = 20 |
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350 | start = time.time() |
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351 | performance = [] |
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352 | for t in range(80,125,5): |
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353 | wt.addJob(threshold*(t/100.0), (good_distance,threshold*(t/100.0),num_trials)) |
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354 | wt.wait() |
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355 | while not wt.resultq.empty(): |
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356 | job_id,errors = wt.resultq.get() |
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357 | fp,fn = errors |
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358 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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359 | performance.sort() |
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360 | pprint.pprint(performance) |
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361 | print(time.time()-start) |
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362 | good_threshold = performance[0][1] |
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363 | print("good_threshold:", good_threshold) |
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364 | |
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365 | |
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366 | num_trials = 20 |
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367 | start = time.time() |
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368 | performance = [] |
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369 | for d in range(-4,5): |
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370 | wt.addJob(good_distance+d, (good_distance+d,good_threshold,num_trials)) |
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371 | wt.wait() |
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372 | while not wt.resultq.empty(): |
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373 | job_id,errors = wt.resultq.get() |
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374 | fp,fn = errors |
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375 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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376 | performance.sort() |
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377 | pprint.pprint(performance) |
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378 | print(time.time()-start) |
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379 | best_distance = performance[0][1] |
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380 | print("best_distance:",best_distance) |
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381 | |
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382 | num_trials = 20 |
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383 | start = time.time() |
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384 | performance = [] |
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385 | for t in range(95,106): |
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386 | wt.addJob(good_threshold*(t/100.0), (best_distance,good_threshold*(t/100.0),num_trials)) |
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387 | wt.wait() |
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388 | while not wt.resultq.empty(): |
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389 | job_id,errors = wt.resultq.get() |
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390 | fp,fn = errors |
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391 | performance.append(((fp+fn)/2.0, job_id, fn, fp)) |
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392 | performance.sort() |
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393 | pprint.pprint(performance) |
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394 | print(time.time()-start) |
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395 | best_threshold = performance[0][1] |
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396 | print("best_threshold:", best_threshold) |
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397 | |
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398 | params = json.dumps({'distance':best_distance,'threshold':best_threshold}) |
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399 | return {'algorithm':"midhinge", |
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400 | 'params':params, |
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401 | 'sample_size':subseries_size, |
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402 | 'num_trials':num_trials, |
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403 | 'trial_type':"train", |
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404 | 'false_positives':performance[0][3], |
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405 | 'false_negatives':performance[0][2]} |
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406 | |
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407 | |
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408 | #classifiers = {'boxtest':{'train':trainBoxTest2, 'test':multiBoxTest}, |
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409 | # 'midhinge':{'train':trainMidhinge, 'test':midhinge}} |
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410 | |
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411 | |
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412 | db = nanownlib.storage.db(options.session_data) |
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413 | #cursor = db.cursor() |
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414 | #cursor.execute("SELECT min(sample) min, max(sample) max FROM probes") |
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415 | #train_start,test_end = cursor.fetchone() |
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416 | #train_end = int(test_end-train_start) |
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417 | #test_start = train_end+1 |
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418 | #subsample_size = min(10000,(train_end-train_start+1)/4) |
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419 | |
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420 | start = time.time() |
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421 | unusual_case,unusual_diff = findUnusualTestCase(db) |
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422 | greater = (unusual_diff > 0) |
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423 | print("unusual_case:", unusual_case) |
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424 | print("unusual_diff:", unusual_diff) |
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425 | end = time.time() |
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426 | print(":", end-start) |
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427 | |
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428 | import cProfile |
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429 | |
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430 | start = time.time() |
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431 | cProfile.run('results = trainMidhinge(db, unusual_case, greater, 100)') |
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432 | #results = trainMidhinge(db, unusual_case, greater, 100) |
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433 | #db.addClassifierResults(results) |
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434 | print("midhinge result:", results) |
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435 | end = time.time() |
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436 | print(":", end-start) |
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437 | |
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438 | sys.exit(0) |
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439 | |
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440 | start = time.time() |
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441 | results = trainBoxTest2(db, unusual_case, greater, 6000) |
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442 | db.addClassifierResults(results) |
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443 | print("multi box test result:", results) |
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444 | end = time.time() |
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445 | print(":", end-start) |
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446 | |
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447 | #start = time.time() |
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448 | #print("box test params:", trainBoxTest(db, test_cases, 'long', 100)) |
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449 | #end = time.time() |
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450 | #print(":", end-start) |
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451 | |
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452 | |
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