setting up p1

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TITLE: Project 1 on Machine Learning, deadline October 9 (midnight), 2024
AUTHOR: "Data Analysis and Machine Learning FYS-STK3155/FYS4155":"http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html" at University of Oslo, Norway
DATE: September 2
===== Note on using reference material, AI and other tools =====
===== Regression analysis and resampling methods =====
The main aim of this project is to study in more detail various
regression methods, including the Ordinary Least Squares (OLS) method.
In addition to the scientific part, in this course we want also to
give you an experience in writing scientific reports. The format for
the delivery of your answers is namely that of a scientific report. At
for example
URL:"https://github.com/CompPhysics/MachineLearning/blob/master/doc/Projects/EvaluationGrading/EvaluationForm.md"
we detail how to write a report. Furthermore, at
URL:"https://github.com/CompPhysics/MachineLearning/blob/master/doc/Projects/ReportExample/"
you can find examples of previous reports. How to write reports will
also be discussed during the various lab sessions.
_A small recommendation when developing the codes here_. Instead of
jumping on to the two-dimensional function described below, we
recommend to do the code development and testing with a simpler
one-dimensional function, similar to those discussed in the exercises
of weeks 35 and 36. A simple test, as discussed during the lectures the first
two weeks is to set the design matrix equal to the identity
matrix. Then your model should give a mean square error which is exactly equal to zero.
When you are sure that your codes function well, you can then replace
the one-dimensional test function with the two-dimensional _Franke_ function
discussed here.
The Franke function serves as a stepping stone towards the analysis of
real topographic data. The latter is the last part of this project.
May be change the Franke function
=== Description of two-dimensional function ===
We will first study how to fit polynomials to a specific
two-dimensional function called "Franke's
function":"http://www.dtic.mil/dtic/tr/fulltext/u2/a081688.pdf". This
is a function which has been widely used when testing various
interpolation and fitting algorithms. Furthermore, after having
established the model and the method, we will employ resamling
techniques such as cross-validation and/or bootstrap in order to perform a
proper assessment of our models. We will also study in detail the
so-called Bias-Variance trade off.
The Franke function, which is a weighted sum of four exponentials reads as follows
!bt
\begin{align*}
f(x,y) &= \frac{3}{4}\exp{\left(-\frac{(9x-2)^2}{4} - \frac{(9y-2)^2}{4}\right)}+\frac{3}{4}\exp{\left(-\frac{(9x+1)^2}{49}- \frac{(9y+1)}{10}\right)} \\
&+\frac{1}{2}\exp{\left(-\frac{(9x-7)^2}{4} - \frac{(9y-3)^2}{4}\right)} -\frac{1}{5}\exp{\left(-(9x-4)^2 - (9y-7)^2\right) }.
\end{align*}
!et
The function will be defined for $x,y\in [0,1]$. In a sense, our data are thus scaled to a particular domain for the input values.
Our first step will
be to perform an OLS regression analysis of this function, trying out
a polynomial fit with an $x$ and $y$ dependence of the form $[x, y,
x^2, y^2, xy, \dots]$. We will also include bootstrap first as a
resampling technique. After that we will include the cross-validation
technique.
We can
use a uniform distribution to set up the arrays of values for $x$ and
$y$, or as in the example below just a set of fixed values for $x$ and
$y$ with a given step size. We will fit a function (for example a
polynomial) of $x$ and $y$. Thereafter we will repeat much of the
same procedure using the Ridge and Lasso regression methods,
introducing thus a dependence on the bias (penalty) $\lambda$.
Finally we are going to use (real) digital terrain data and try to
reproduce these data using the same methods. We will also try to go
beyond the second-order polynomials metioned above and explore
which polynomial fits the data best.
The Python code for the Franke function is included here (it performs also a three-dimensional plot of it)
!bc pycod
from mpl_toolkits.mplot3d import Axes3D
import matplotlib.pyplot as plt
from matplotlib import cm
from matplotlib.ticker import LinearLocator, FormatStrFormatter
import numpy as np
from random import random, seed
fig = plt.figure()
ax = fig.gca(projection='3d')
# Make data.
x = np.arange(0, 1, 0.05)
y = np.arange(0, 1, 0.05)
x, y = np.meshgrid(x,y)
def FrankeFunction(x,y):
term1 = 0.75*np.exp(-(0.25*(9*x-2)**2) - 0.25*((9*y-2)**2))
term2 = 0.75*np.exp(-((9*x+1)**2)/49.0 - 0.1*(9*y+1))
term3 = 0.5*np.exp(-(9*x-7)**2/4.0 - 0.25*((9*y-3)**2))
term4 = -0.2*np.exp(-(9*x-4)**2 - (9*y-7)**2)
return term1 + term2 + term3 + term4
z = FrankeFunction(x, y)
# Plot the surface.
surf = ax.plot_surface(x, y, z, cmap=cm.coolwarm,
linewidth=0, antialiased=False)
# Customize the z axis.
ax.set_zlim(-0.10, 1.40)
ax.zaxis.set_major_locator(LinearLocator(10))
ax.zaxis.set_major_formatter(FormatStrFormatter('%.02f'))
# Add a color bar which maps values to colors.
fig.colorbar(surf, shrink=0.5, aspect=5)
plt.show()
!ec
=== Part a) : Ordinary Least Square (OLS) on the Franke function ===
We will generate our own dataset for a function
$\mathrm{FrankeFunction}(x,y)$ with $x,y \in [0,1]$. The function
$f(x,y)$ is the Franke function. You should explore also the addition
of an added stochastic noise to this function using the normal
distribution $N(0,1)$.
*Write your own code* (using either a matrix inversion or a singular
value decomposition from e.g., _numpy_ ) and perform a standard _ordinary least square regression_
analysis using polynomials in $x$ and $y$ up to fifth order.
Evaluate the mean Squared error (MSE)
!bt
\[ MSE(\bm{y},\tilde{\bm{y}}) = \frac{1}{n}
\sum_{i=0}^{n-1}(y_i-\tilde{y}_i)^2,
\]
!et
and the $R^2$ score function. If $\tilde{\bm{y}}_i$ is the predicted
value of the $i-th$ sample and $y_i$ is the corresponding true value,
then the score $R^2$ is defined as
!bt
\[
R^2(\bm{y}, \tilde{\bm{y}}) = 1 - \frac{\sum_{i=0}^{n - 1} (y_i - \tilde{y}_i)^2}{\sum_{i=0}^{n - 1} (y_i - \bar{y})^2},
\]
!et
where we have defined the mean value of $\bm{y}$ as
!bt
\[
\bar{y} = \frac{1}{n} \sum_{i=0}^{n - 1} y_i.
\]
!et
Plot the resulting scores (MSE and R$^2$) as functions of the polynomial degree (here up to polymial degree five).
Plot also the parameters $\beta$ as you increase the order of the polynomial. Comment your results.
Your code has to include a scaling/centering of the data (for example by
subtracting the mean value), and
a split of the data in training and test data. For this exercise you can
either write your own code or use for example the function for
splitting training data provided by the library _Scikit-Learn_ (make
sure you have installed it). This function is called
$train\_test\_split$. _You should present a critical discussion of why and how you have scaled or not scaled the data_.
It is normal in essentially all Machine Learning studies to split the
data in a training set and a test set (eventually also an additional
validation set). There
is no explicit recipe for how much data should be included as training
data and say test data. An accepted rule of thumb is to use
approximately $2/3$ to $4/5$ of the data as training data.
You can easily reuse the solutions to your exercises from week 35 and week 36.
See also the lecture slides from week 35 and week 36.
=== Part b): Adding Ridge regression for the Franke function ===
Write your own code for the Ridge method, either using matrix
inversion or the singular value decomposition as done in the previous
exercise. The lecture notes from week 35 and 36 contain more information. Furthermore, the numerical exercise from week 36 is something you can reuse here.
Perform the same analysis as you did in the previous exercise but now for different values of $\lambda$. Compare and
analyze your results with those obtained in part a) with the ordinary least squares method. Study the
dependence on $\lambda$.
=== Part c): Adding Lasso for the Franke function ===
This exercise is essentially a repeat of the previous two ones, but now
with Lasso regression. Write either your own code (difficult and optional) or, in this case,
you can also use the functionalities of _Scikit-Learn_ (recommended). Keep in mind that the library _Scikit-Learn_ excludes the intercept by default.
Give a
critical discussion of the three methods and a judgement of which
model fits the data best.
=== Part d): Paper and pencil part ===
This exercise deals with various mean values and variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of "Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer":"https://www.springer.com/gp/book/9780387848570"). The exercise is also part of the weekly exercises for week 37.
The assumption we have made is
that there exists a continuous function $f(\bm{x})$ and a normal distributed error $\bm{\varepsilon}\sim N(0, \sigma^2)$
which describes our data
!bt
\[
\bm{y} = f(\bm{x})+\bm{\varepsilon}
\]
!et
We then approximate this function $f(\bm{x})$ with our model $\bm{\tilde{y}}$ from the solution of the linear regression equations (ordinary least squares OLS), that is our
function $f$ is approximated by $\bm{\tilde{y}}$ where we minimized $(\bm{y}-\bm{\tilde{y}})^2$, with
!bt
\[
\bm{\tilde{y}} = \bm{X}\bm{\beta}.
\]
!et
The matrix $\bm{X}$ is the so-called design or feature matrix.
Show that the expectation value of $\bm{y}$ for a given element $i$
!bt
\[
\mathbb{E}(y_i) =\sum_{j}x_{ij} \beta_j=\mathbf{X}_{i, \ast} \, \bm{\beta},
\]
!et
and that
its variance is
!bt
\[
\mbox{Var}(y_i) = \sigma^2.
\]
!et
Hence, $y_i \sim N( \mathbf{X}_{i, \ast} \, \bm{\beta}, \sigma^2)$, that is $\bm{y}$ follows a normal distribution with
mean value $\bm{X}\bm{\beta}$ and variance $\sigma^2$.
With the OLS expressions for the optimal parameters $\bm{\hat{\beta}}$ show that
!bt
\[
\mathbb{E}(\bm{\hat{\beta}}) = \bm{\beta}.
\]
!et
Show finally that the variance of $\bm{\beta}$ is
!bt
\[
\mbox{Var}(\bm{\hat{\beta}}) = \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}.
\]
!et
We can use the last expression when we define a so-called confidence interval for the parameters $\beta$.
A given parameter $\beta_j$ is given by the diagonal matrix element of the above matrix.
=== Part e): Bias-variance trade-off and resampling techniques ===
Our aim here is to study the bias-variance trade-off by implementing the _bootstrap_ resampling technique.
_We will only use the simpler ordinary least squares here_.
With a code which does OLS and includes resampling techniques,
we will now discuss the bias-variance trade-off in the context of
continuous predictions such as regression. However, many of the
intuitions and ideas discussed here also carry over to classification
tasks and basically all Machine Learning algorithms.
Before you perform an analysis of the bias-variance trade-off on your test data, make
first a figure similar to Fig. 2.11 of Hastie, Tibshirani, and
Friedman. Figure 2.11 of this reference displays only the test and training MSEs. The test MSE can be used to
indicate possible regions of low/high bias and variance. You will most likely not get an
equally smooth curve!
With this result we move on to the bias-variance trade-off analysis.
Consider a
dataset $\mathcal{L}$ consisting of the data
$\mathbf{X}_\mathcal{L}=\{(y_j, \boldsymbol{x}_j), j=0\ldots n-1\}$.
As in part d), we assume that the true data is generated from a noisy model
!bt
\[
\bm{y}=f(\boldsymbol{x}) + \bm{\epsilon}.
\]
!et
Here $\epsilon$ is normally distributed with mean zero and standard
deviation $\sigma^2$.
In our derivation of the ordinary least squares method we defined then
an approximation to the function $f$ in terms of the parameters
$\bm{\beta}$ and the design matrix $\bm{X}$ which embody our model,
that is $\bm{\tilde{y}}=\bm{X}\bm{\beta}$.
The parameters $\bm{\beta}$ are in turn found by optimizing the mean
squared error via the so-called cost function
!bt
\[
C(\bm{X},\bm{\beta}) =\frac{1}{n}\sum_{i=0}^{n-1}(y_i-\tilde{y}_i)^2=\mathbb{E}\left[(\bm{y}-\bm{\tilde{y}})^2\right].
\]
!et
Here the expected value $\mathbb{E}$ is the sample value.
Show that you can rewrite this in terms of a term which contains the variance of the model itself (the so-called variance term), a
term which measures the deviation from the true data and the mean value of the model (the bias term) and finally the variance of the noise.
That is, show that
!bt
\[
\mathbb{E}\left[(\bm{y}-\bm{\tilde{y}})^2\right]=\mathrm{Bias}[\tilde{y}]+\mathrm{var}[\tilde{y}]+\sigma^2,
\]
!et
with
!bt
\[
\mathrm{Bias}[\tilde{y}]=\mathbb{E}\left[\left(\bm{y}-\mathbb{E}\left[\bm{\tilde{y}}\right]\right)^2\right],
\]
!et
and
!bt
\[
\mathrm{var}[\tilde{y}]=\mathbb{E}\left[\left(\tilde{\bm{y}}-\mathbb{E}\left[\bm{\tilde{y}}\right]\right)^2\right]=\frac{1}{n}\sum_i(\tilde{y}_i-\mathbb{E}\left[\bm{\tilde{y}}\right])^2.
\]
!et
The answer to this exercise should be included in the theory part of the report. This exercise is also part of the weekly exercises of week 38.
Explain what the terms mean and discuss their interpretations.
Perform then a bias-variance analysis of the Franke function by
studying the MSE value as function of the complexity of your model.
Discuss the bias and variance trade-off as function
of your model complexity (the degree of the polynomial) and the number
of data points, and possibly also your training and test data using the _bootstrap_ resampling method.
You can follow the code example in the jupyter-book at URL:"https://compphysics.github.io/MachineLearning/doc/LectureNotes/_build/html/chapter3.html#the-bias-variance-tradeoff".
=== Part f): Cross-validation as resampling techniques, adding more complexity ===
The aim here is to write your own code for another widely popular
resampling technique, the so-called cross-validation method.
Implement the $k$-fold cross-validation algorithm (write your own
code) and evaluate again the MSE function resulting
from the test folds. You can compare your own code with that from
_Scikit-Learn_ if needed.
Compare the MSE you get from your cross-validation code with the one
you got from your _bootstrap_ code. Comment your results. Try $5-10$
folds. You can also compare your own cross-validation code with the
one provided by _Scikit-Learn_.
In addition to using the ordinary least squares method, you should include both Ridge and Lasso regression.
=== Part g): Analysis of real data ===
With our codes functioning and having been tested properly on a
simpler function we are now ready to look at real data. We will
essentially repeat in this exercise what was done in exercises a-f. However, we
need first to download the data and prepare properly the inputs to our
codes. We are going to download digital terrain data from the website
URL:"https://earthexplorer.usgs.gov/",
Or, if you prefer, we have placed selected datafiles at URL:"https://github.com/CompPhysics/MachineLearning/tree/master/doc/Projects/2023/Project1/DataFiles"
In order to obtain data for a specific region, you need to register as
a user (free) at this website and then decide upon which area you want
to fetch the digital terrain data from. In order to be able to read
the data properly, you need to specify that the format should be _SRTM
Arc-Second Global_ and download the data as a _GeoTIF_ file. The
files are then stored in *tif* format which can be imported into a
Python program using
!bc pycod
scipy.misc.imread
!ec
Here is a simple part of a Python code which reads and plots the data
from such files
!bc pycod
import numpy as np
from imageio import imread
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
from matplotlib import cm
# Load the terrain
terrain1 = imread('SRTM_data_Norway_1.tif')
# Show the terrain
plt.figure()
plt.title('Terrain over Norway 1')
plt.imshow(terrain1, cmap='gray')
plt.xlabel('X')
plt.ylabel('Y')
plt.show()
!ec
If you should have problems in downloading the digital terrain data,
we provide two examples under the data folder of project 1. One is
from a region close to Stavanger in Norway and the other Møsvatn
Austfjell, again in Norway.
Feel free to produce your own terrain data.
Alternatively, if you would like to use another data set, feel free to do so. This could be data close to your reseach area or simply a data set you found interesting. See for example "kaggle.com":"https://www.kaggle.com/datasets" for examples.
Our final part deals with the parameterization of your digital terrain
data (or your own data). We will apply all three methods for linear regression, the same type (or higher order) of polynomial
approximation and cross-validation as resampling technique to evaluate which
model fits the data best.
At the end, you should present a critical evaluation of your results
and discuss the applicability of these regression methods to the type
of data presented here (either the terrain data we propose or other data sets).
===== Background literature =====
o For a discussion and derivation of the variances and mean squared errors using linear regression, see the "Lecture notes on ridge regression by Wessel N. van Wieringen":"https://arxiv.org/abs/1509.09169"
o The textbook of "Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer":"https://www.springer.com/gp/book/9780387848570", chapters 3 and 7 are the most relevant ones for the analysis here.
===== Introduction to numerical projects =====
Here follows a brief recipe and recommendation on how to answer the various questions when preparing your answers.
* Give a short description of the nature of the problem and the eventual numerical methods you have used.
* Describe the algorithm you have used and/or developed. Here you may find it convenient to use pseudocoding. In many cases you can describe the algorithm in the program itself.
* Include the source code of your program. Comment your program properly. You should have the code at your GitHub/GitLab link. You can also place the code in an appendix of your report.
* If possible, try to find analytic solutions, or known limits in order to test your program when developing the code.
* Include your results either in figure form or in a table. Remember to label your results. All tables and figures should have relevant captions and labels on the axes.
* Try to evaluate the reliabilty and numerical stability/precision of your results. If possible, include a qualitative and/or quantitative discussion of the numerical stability, eventual loss of precision etc.
* Try to give an interpretation of you results in your answers to the problems.
* Critique: if possible include your comments and reflections about the exercise, whether you felt you learnt something, ideas for improvements and other thoughts you've made when solving the exercise. We wish to keep this course at the interactive level and your comments can help us improve it.
* Try to establish a practice where you log your work at the computerlab. You may find such a logbook very handy at later stages in your work, especially when you don't properly remember what a previous test version of your program did. Here you could also record the time spent on solving the exercise, various algorithms you may have tested or other topics which you feel worthy of mentioning.
===== Format for electronic delivery of report and programs =====
The preferred format for the report is a PDF file. You can also use DOC or postscript formats or as an ipython notebook file. As programming language we prefer that you choose between C/C++, Fortran2008, Julia or Python. The following prescription should be followed when preparing the report:
* Use Canvas to hand in your projects, log in at URL:"https://www.uio.no/english/services/it/education/canvas/" with your normal UiO username and password.
* Upload _only_ the report file or the link to your GitHub/GitLab or similar typo of repos! For the source code file(s) you have developed please provide us with your link to your GitHub/GitLab or similar domain. The report file should include all of your discussions and a list of the codes you have developed. Do not include library files which are available at the course homepage, unless you have made specific changes to them.
* In your GitHub/GitLab or similar repository, please include a folder which contains selected results. These can be in the form of output from your code for a selected set of runs and input parameters.
Finally,
we encourage you to collaborate. Optimal working groups consist of
2-3 students. You can then hand in a common report.
===== Software and needed installations =====
If you have Python installed (we recommend Python3) and you feel pretty familiar with installing different packages,
we recommend that you install the following Python packages via _pip_ as
o pip install numpy scipy matplotlib ipython scikit-learn tensorflow sympy pandas pillow
For Python3, replace _pip_ with _pip3_.
See below for a discussion of _tensorflow_ and _scikit-learn_.
For OSX users we recommend also, after having installed Xcode, to install _brew_. Brew allows
for a seamless installation of additional software via for example
o brew install python3
For Linux users, with its variety of distributions like for example the widely popular Ubuntu distribution
you can use _pip_ as well and simply install Python as
o sudo apt-get install python3 (or python for python2.7)
etc etc.
If you don't want to install various Python packages with their dependencies separately, we recommend two widely used distrubutions which set up all relevant dependencies for Python, namely
o "Anaconda":"https://docs.anaconda.com/" Anaconda is an open source distribution of the Python and R programming languages for large-scale data processing, predictive analytics, and scientific computing, that aims to simplify package management and deployment. Package versions are managed by the package management system _conda_
o "Enthought canopy":"https://www.enthought.com/product/canopy/" is a Python distribution for scientific and analytic computing distribution and analysis environment, available for free and under a commercial license.
Popular software packages written in Python for ML are
* "Scikit-learn":"http://scikit-learn.org/stable/",
* "Tensorflow":"https://www.tensorflow.org/",
* "PyTorch":"http://pytorch.org/" and
* "Keras":"https://keras.io/".
These are all freely available at their respective GitHub sites. They
encompass communities of developers in the thousands or more. And the number
of code developers and contributors keeps increasing.
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#!/bin/sh
doconce clean
rm -rf *.pdf *.tex ipynb*.tar.gz *.html ._*.html *~ reveal.js Trash README.txt
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#!/bin/sh
set -x
function system {
"$@"
if [ $? -ne 0 ]; then
echo "make.sh: unsuccessful command $@"
echo "abort!"
exit 1
fi
}
if [ $# -eq 0 ]; then
echo 'bash make.sh slides1|slides2'
exit 1
fi
name=$1
rm -f *.tar.gz
opt="--encoding=utf-8"
opt=
rm -f *.aux
# Plain HTML documents
html=${name}
system doconce format html $name --pygments_html_style=default --html_style=bloodish --html_links_in_new_window --html_output=$html $opt
system doconce split_html $html.html --method=space10
# Bootstrap style
html=${name}-bs
system doconce format html $name --html_style=bootstrap --pygments_html_style=default --html_admon=bootstrap_panel --html_output=$html $opt
system doconce split_html $html.html --method=split --pagination --nav_button=bottom
# IPython notebook
system doconce format ipynb $name $opt
# Ordinary plain LaTeX document
system doconce format pdflatex $name --print_latex_style=trac --latex_admon=paragraph $opt
system doconce ptex2tex $name envir=verbatim
# Add special packages
doconce subst "% Add user's preamble" "\g<1>\n\\usepackage{simplewick}" $name.tex
doconce replace 'section{' 'section*{' $name.tex
pdflatex -shell-escape $name
pdflatex -shell-escape $name
mv -f $name.pdf ${name}.pdf
cp $name.tex ${name}.tex
# Publish
dest=../../../../Projects/2024
if [ ! -d $dest/$name ]; then
mkdir $dest/$name
mkdir $dest/$name/pdf
mkdir $dest/$name/html
mkdir $dest/$name/ipynb
fi
cp ${name}*.tex $dest/$name/pdf
cp ${name}*.pdf $dest/$name/pdf
cp -r ${name}*.html ._${name}*.html $dest/$name/html
# Figures: cannot just copy link, need to physically copy the files
if [ -d fig-${name} ]; then
if [ ! -d $dest/$name/html/fig-$name ]; then
mkdir $dest/$name/html/fig-$name
fi
cp -r fig-${name}/* $dest/$name/html/fig-$name
fi
cp ${name}.ipynb $dest/$name/ipynb
ipynb_tarfile=ipynb-${name}-src.tar.gz
if [ ! -f ${ipynb_tarfile} ]; then
cat > README.txt <<EOF
This IPython notebook ${name}.ipynb does not require any additional
programs.
EOF
tar czf ${ipynb_tarfile} README.txt
fi
cp ${ipynb_tarfile} $dest/$name/ipynb