Original found here: https://github.com/jakevdp/sklearn_pycon2015/blob/master/notebooks/04.1-Dimensionality-PCA.ipynb
Jake Vanderplas: @jakevdp
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%matplotlib inline
%config InlineBackend.figure_format='retina'
import matplotlib.pyplot as plt
import seaborn as sns
sns.set_context('talk')
sns.set_style('darkgrid')
plt.rcParams['figure.figsize'] = 12, 8 # plotsize
import pandas as pd
import numpy as np
from sklearn.tree import DecisionTreeClassifier
from sklearn.datasets import make_blobs
from sklearn.ensemble import RandomForestClassifier
from sklearn.ensemble import RandomForestRegressor
from sklearn.decomposition import PCA
from sklearn.datasets import load_digits
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from ipywidgets import interact
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X, y = make_blobs(n_samples=300, centers=4,
random_state=0, cluster_std=1.0)
plt.scatter(X[:, 0], X[:, 1], c=y, s=50, cmap='rainbow');
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def visualize_tree(estimator, X, y, boundaries=True,
xlim=None, ylim=None):
estimator.fit(X, y)
if xlim is None:
xlim = (X[:, 0].min() - 0.1, X[:, 0].max() + 0.1)
if ylim is None:
ylim = (X[:, 1].min() - 0.1, X[:, 1].max() + 0.1)
x_min, x_max = xlim
y_min, y_max = ylim
xx, yy = np.meshgrid(np.linspace(x_min, x_max, 100),
np.linspace(y_min, y_max, 100))
Z = estimator.predict(np.c_[xx.ravel(), yy.ravel()])
# Put the result into a color plot
Z = Z.reshape(xx.shape)
plt.figure()
plt.pcolormesh(xx, yy, Z, alpha=0.2, cmap='rainbow')
plt.clim(y.min(), y.max())
# Plot also the training points
plt.scatter(X[:, 0], X[:, 1], c=y, s=50, cmap='rainbow')
plt.axis('off')
plt.xlim(x_min, x_max)
plt.ylim(y_min, y_max)
plt.clim(y.min(), y.max())
# Plot the decision boundaries
def plot_boundaries(i, xlim, ylim):
if i < 0:
return
tree = estimator.tree_
if tree.feature[i] == 0:
plt.plot([tree.threshold[i], tree.threshold[i]], ylim, '-k')
plot_boundaries(tree.children_left[i],
[xlim[0], tree.threshold[i]], ylim)
plot_boundaries(tree.children_right[i],
[tree.threshold[i], xlim[1]], ylim)
elif tree.feature[i] == 1:
plt.plot(xlim, [tree.threshold[i], tree.threshold[i]], '-k')
plot_boundaries(tree.children_left[i], xlim,
[ylim[0], tree.threshold[i]])
plot_boundaries(tree.children_right[i], xlim,
[tree.threshold[i], ylim[1]])
if boundaries:
plot_boundaries(0, plt.xlim(), plt.ylim())
def plot_tree_interactive(X, y):
from sklearn.tree import DecisionTreeClassifier
def interactive_tree(depth=1):
clf = DecisionTreeClassifier(max_depth=depth, random_state=0)
visualize_tree(clf, X, y)
from IPython.html.widgets import interact
return interact(interactive_tree, depth=[1, 5])
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def fit_randomized_tree(random_state=0):
X, y = make_blobs(n_samples=300, centers=4,
random_state=0, cluster_std=2.0)
clf = DecisionTreeClassifier(max_depth=15)
rng = np.random.RandomState(random_state)
i = np.arange(len(y))
rng.shuffle(i)
visualize_tree(clf, X[i[:250]], y[i[:250]], boundaries=False,
xlim=(X[:, 0].min(), X[:, 0].max()),
ylim=(X[:, 1].min(), X[:, 1].max()))
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interact(fit_randomized_tree, random_state=[0, 100]);
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clf = RandomForestClassifier(n_estimators=100, random_state=0)
visualize_tree(clf, X, y, boundaries=False);
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x = 10 * np.random.rand(100)
def model(x, sigma=0.3):
fast_oscillation = np.sin(5 * x)
slow_oscillation = np.sin(0.5 * x)
noise = sigma * np.random.randn(len(x))
return slow_oscillation + fast_oscillation + noise
y = model(x)
plt.errorbar(x, y, 0.3, fmt='o');
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xfit = np.linspace(0, 10, 1000)
yfit = RandomForestRegressor(100).fit(x[:, None], y).predict(xfit[:, None])
ytrue = model(xfit, 0)
plt.errorbar(x, y, 0.3, fmt='o')
plt.plot(xfit, yfit, '-r');
plt.plot(xfit, ytrue, '-k', alpha=0.5);
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# Subtract data - model and check the residuals.
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digits = load_digits()
X = digits.data
y = digits.target
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pca = PCA(n_components=2)
pca.fit(X)
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def plot_digits(n_components):
fig = plt.figure(figsize=(8, 8))
plt.subplot(1, 1, 1, frameon=False, xticks=[], yticks=[])
nside = 10
pca = PCA(n_components).fit(X)
Xproj = pca.inverse_transform(pca.transform(X[:nside ** 2]))
Xproj = np.reshape(Xproj, (nside, nside, 8, 8))
total_var = pca.explained_variance_ratio_.sum()
im = np.vstack([np.hstack([Xproj[i, j] for j in range(nside)])
for i in range(nside)])
plt.imshow(im)
plt.grid(False)
plt.title("n = {0}, variance = {1:.2f}".format(n_components, total_var),
size=18)
plt.clim(0, 16)
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interact(plot_digits, n_components=[1, 64], nside=[1, 8]);
Copyright (c) 2015, Jake Vanderplas All rights reserved.
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