In [1]:
%matplotlib inline
In [2]:
import numpy as np
import pandas as pd
# 統計用ツール
import statsmodels.api as sm
import statsmodels.tsa.api as tsa
from patsy import dmatrices
# 自作の空間統計用ツール
from spatialstat import *
#描画
import matplotlib.pyplot as plt
from pandas.tools.plotting import autocorrelation_plot
import seaborn as sns
sns.set(font=['IPAmincho'])
#深層学習
import chainer
from chainer import cuda, Function, gradient_check, Variable, optimizers, serializers, utils
from chainer import Link, Chain, ChainList
import chainer.functions as F
import chainer.links as L
import pyper
CENSUS: 市区町村コード(9桁)
P: 成約価格
S: 専有面積
L: 土地面積
R: 部屋数
RW: 前面道路幅員
CY: 建築年
A: 建築後年数(成約時)
TS: 最寄駅までの距離
TT: 東京駅までの時間
ACC: ターミナル駅までの時間
WOOD: 木造ダミー
SOUTH: 南向きダミー
RSD: 住居系地域ダミー
CMD: 商業系地域ダミー
IDD: 工業系地域ダミー
FAR: 建ぺい率
FLR: 容積率
TDQ: 成約時点(四半期)
X: 緯度
Y: 経度
CITY_CODE: 市区町村コード(5桁)
CITY_NAME: 市区町村名
BLOCK: 地域ブロック名
In [9]:
data = pd.read_csv("TokyoSingle.csv")
data = data.dropna()
CITY_NAME = data['CITY_CODE'].copy()
In [10]:
CITY_NAME[CITY_NAME == 13101] = '01千代田区'
CITY_NAME[CITY_NAME == 13102] = "02中央区"
CITY_NAME[CITY_NAME == 13103] = "03港区"
CITY_NAME[CITY_NAME == 13104] = "04新宿区"
CITY_NAME[CITY_NAME == 13105] = "05文京区"
CITY_NAME[CITY_NAME == 13106] = "06台東区"
CITY_NAME[CITY_NAME == 13107] = "07墨田区"
CITY_NAME[CITY_NAME == 13108] = "08江東区"
CITY_NAME[CITY_NAME == 13109] = "09品川区"
CITY_NAME[CITY_NAME == 13110] = "10目黒区"
CITY_NAME[CITY_NAME == 13111] = "11大田区"
CITY_NAME[CITY_NAME == 13112] = "12世田谷区"
CITY_NAME[CITY_NAME == 13113] = "13渋谷区"
CITY_NAME[CITY_NAME == 13114] = "14中野区"
CITY_NAME[CITY_NAME == 13115] = "15杉並区"
CITY_NAME[CITY_NAME == 13116] = "16豊島区"
CITY_NAME[CITY_NAME == 13117] = "17北区"
CITY_NAME[CITY_NAME == 13118] = "18荒川区"
CITY_NAME[CITY_NAME == 13119] = "19板橋区"
CITY_NAME[CITY_NAME == 13120] = "20練馬区"
CITY_NAME[CITY_NAME == 13121] = "21足立区"
CITY_NAME[CITY_NAME == 13122] = "22葛飾区"
CITY_NAME[CITY_NAME == 13123] = "23江戸川区"
In [11]:
#Make Japanese Block name
BLOCK = data["CITY_CODE"].copy()
BLOCK[BLOCK == 13101] = "01都心・城南"
BLOCK[BLOCK == 13102] = "01都心・城南"
BLOCK[BLOCK == 13103] = "01都心・城南"
BLOCK[BLOCK == 13104] = "01都心・城南"
BLOCK[BLOCK == 13109] = "01都心・城南"
BLOCK[BLOCK == 13110] = "01都心・城南"
BLOCK[BLOCK == 13111] = "01都心・城南"
BLOCK[BLOCK == 13112] = "01都心・城南"
BLOCK[BLOCK == 13113] = "01都心・城南"
BLOCK[BLOCK == 13114] = "02城西・城北"
BLOCK[BLOCK == 13115] = "02城西・城北"
BLOCK[BLOCK == 13105] = "02城西・城北"
BLOCK[BLOCK == 13106] = "02城西・城北"
BLOCK[BLOCK == 13116] = "02城西・城北"
BLOCK[BLOCK == 13117] = "02城西・城北"
BLOCK[BLOCK == 13119] = "02城西・城北"
BLOCK[BLOCK == 13120] = "02城西・城北"
BLOCK[BLOCK == 13107] = "03城東"
BLOCK[BLOCK == 13108] = "03城東"
BLOCK[BLOCK == 13118] = "03城東"
BLOCK[BLOCK == 13121] = "03城東"
BLOCK[BLOCK == 13122] = "03城東"
BLOCK[BLOCK == 13123] = "03城東"
In [12]:
names = list(data.columns) + ['CITY_NAME', 'BLOCK']
data = pd.concat((data, CITY_NAME, BLOCK), axis = 1)
data.columns = names
In [13]:
print(data['CITY_NAME'].value_counts())
In [23]:
vars = ['P', 'S', 'L', 'R', 'RW', 'A', 'TS', 'TT', 'WOOD', 'SOUTH', 'CMD', 'IDD', 'FAR', 'X', 'Y']
eq = fml_build(vars)
y, X = dmatrices(eq, data=data, return_type='dataframe')
CITY_NAME = pd.get_dummies(data['CITY_NAME'])
TDQ = pd.get_dummies(data['TDQ'])
X = pd.concat((X, CITY_NAME, TDQ), axis=1)
datas = pd.concat((y, X), axis=1)
datas = datas[datas['12世田谷区'] == 1][0:5000]
In [24]:
class CAR(Chain):
def __init__(self, unit1, unit2, unit3, col_num):
self.unit1 = unit1
self.unit2 = unit2
self.unit3 = unit3
super(CAR, self).__init__(
l1 = L.Linear(col_num, unit1),
l2 = L.Linear(self.unit1, self.unit1),
l3 = L.Linear(self.unit1, self.unit2),
l4 = L.Linear(self.unit2, self.unit3),
l5 = L.Linear(self.unit3, self.unit3),
l6 = L.Linear(self.unit3, 1),
)
def __call__(self, x, y):
fv = self.fwd(x, y)
loss = F.mean_squared_error(fv, y)
return loss
def fwd(self, x, y):
h1 = F.sigmoid(self.l1(x))
h2 = F.sigmoid(self.l2(h1))
h3 = F.sigmoid(self.l3(h2))
h4 = F.sigmoid(self.l4(h3))
h5 = F.sigmoid(self.l5(h4))
h6 = self.l6(h5)
return h6
In [75]:
class DLmodel(object):
def __init__(self, data, vars, bs=200, n=1000):
self.vars = vars
eq = fml_build(vars)
y, X = dmatrices(eq, data=datas, return_type='dataframe')
self.y_in = y[:-n]
self.X_in = X[:-n]
self.y_ex = y[-n:]
self.X_ex = X[-n:]
self.logy_in = np.log(self.y_in)
self.logy_ex = np.log(self.y_ex)
self.bs = bs
def DL(self, ite=100, bs=200, add=False):
y_in = np.array(self.y_in, dtype='float32')
X_in = np.array(self.X_in, dtype='float32')
y = Variable(y_in)
x = Variable(X_in)
num, col_num = X_in.shape
if add is False:
self.model1 = CAR(13, 13, 3, col_num)
optimizer = optimizers.Adam()
optimizer.setup(self.model1)
loss_val = 100000000
for j in range(ite + 10000):
sffindx = np.random.permutation(num)
for i in range(0, num, bs):
x = Variable(X_in[sffindx[i:(i+bs) if (i+bs) < num else num]])
y = Variable(y_in[sffindx[i:(i+bs) if (i+bs) < num else num]])
self.model1.zerograds()
loss = self.model1(x, y)
loss.backward()
optimizer.update()
if loss_val >= loss.data:
loss_val = loss.data
if j > ite:
if loss_val >= loss.data:
loss_val = loss.data
print('epoch:', j)
print('train mean loss={}'.format(loss_val))
print(' - - - - - - - - - ')
break
if j % 1000 == 0:
print('epoch:', j)
print('train mean loss={}'.format(loss_val))
print(' - - - - - - - - - ')
def predict(self):
y_ex = np.array(self.y_ex, dtype='float32').reshape(len(self.y_ex))
X_ex = np.array(self.X_ex, dtype='float32')
X_ex = Variable(X_ex)
resid_pred = self.model1.fwd(X_ex, X_ex).data
print(resid_pred[:10])
self.pred = resid_pred
self.error = np.array(y_ex - self.pred.reshape(len(self.pred),))[0]
def compare(self):
plt.hist(self.error)
In [76]:
vars = ['P', 'S', 'L', 'R', 'RW', 'A', 'TS', 'TT', 'WOOD', 'SOUTH', 'CMD', 'IDD', 'FAR']
#vars += vars + list(TDQ.columns)
In [77]:
model = DLmodel(datas, vars)
In [78]:
model.DL(ite=20000, bs=200)
In [79]:
model.DL(ite=20000, bs=200, add=True)
In [303]:
model.predict()
青がOLSの誤差、緑がOLSと深層学習を組み合わせた誤差。
In [51]:
model.compare()
In [52]:
print(np.mean(model.error1))
print(np.mean(model.error2))
In [53]:
print(np.mean(np.abs(model.error1)))
print(np.mean(np.abs(model.error2)))
In [54]:
print(max(np.abs(model.error1)))
print(max(np.abs(model.error2)))
In [55]:
print(np.var(model.error1))
print(np.var(model.error2))
In [316]:
fig = plt.figure()
ax = fig.add_subplot(111)
errors = [model.error1, model.error2]
bp = ax.boxplot(errors)
plt.grid()
plt.ylim([-5000,5000])
plt.title('分布の箱ひげ図')
plt.show()
In [317]:
X = model.X_ex['X'].values
Y = model.X_ex['Y'].values
In [318]:
e = model.error2
In [319]:
import numpy
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d.axes3d import Axes3D
fig=plt.figure()
ax=Axes3D(fig)
ax.scatter3D(X, Y, e)
plt.show()
In [249]:
Out[249]:
In [265]:
import numpy as np
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
import matplotlib.tri as mtri
#============
# First plot
#============
# Plot the surface. The triangles in parameter space determine which x, y, z
# points are connected by an edge.
ax = fig.add_subplot(1, 2, 1, projection='3d')
ax.plot_trisurf(X, Y, e)
ax.set_zlim(-1, 1)
plt.show()
In [ ]: