Create mlsimple.py

doc/src/week41/programs/mlsimple.py

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+"""
+Code to test Ridge and NNs using Scikit-Learn only
+"""
+
+import numpy as np
+import pandas as pd
+import matplotlib.pyplot as plt
+from sklearn.model_selection import train_test_split
+from sklearn import linear_model
+from sklearn.neural_network import MLPRegressor
+from sklearn.metrics import accuracy_score
+import seaborn as sns
+
+
+def MSE(y_data,y_model):
+    n = np.size(y_model)
+    return np.sum((y_data-y_model)**2)/n
+# A seed just to ensure that the random numbers are the same for every run.
+# Useful for eventual debugging.
+np.random.seed(315)
+
+n = 1000
+x = np.random.rand(n)
+y = x+x*x
+X = np.zeros((n,1))
+X[:,0] = x
+
+
+# We split the data in test and training data
+X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
+
+# Decide which values of lambda to use
+
+nlambdas = 5
+lmbd_vals = np.logspace(-4, 0, nlambdas)
+MSERidgePredict = np.zeros(nlambdas)
+for i in range(nlambdas):
+    lmb = lmbd_vals[i]
+    RegRidge = linear_model.Ridge(lmb)
+    RegRidge.fit(X_train,y_train)
+    ypredictRidge = RegRidge.predict(X_test)
+    MSERidgePredict[i] = MSE(y_test,ypredictRidge)
+
+plt.figure()
+plt.plot(np.log10(lmbd_vals), MSERidgePredict, 'g--', label = 'MSE SL Ridge Test')
+plt.xlabel('log10(lambda)')
+plt.ylabel('MSE')
+plt.legend()
+plt.show()
+
+# Neural Network part
+
+n_hidden_neurons = 100
+epochs = 100
+# store models for later use
+eta_vals = np.logspace(-4, 0, 5)
+# store the models for later use
+DNN_scikit = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
+test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
+sns.set()
+for i, eta in enumerate(eta_vals):
+    for j, lmbd in enumerate(lmbd_vals):
+        dnn = MLPRegressor(hidden_layer_sizes=(n_hidden_neurons), activation='logistic',
+                            alpha=lmbd, learning_rate_init=eta, max_iter=epochs)
+        dnn.fit(X_train, y_train)
+        ypredictMLP = dnn.predict(X_test)
+        test_accuracy[i][j] = MSE(ypredictMLP, y_test)
+
+fig, ax = plt.subplots(figsize = (10, 10))
+sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
+ax.set_title("Test Accuracy")
+ax.set_ylabel("$\eta$")
+ax.set_xlabel("$\lambda$")
+plt.show()