492 lines
34 KiB
HTML
492 lines
34 KiB
HTML
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'sections': [('Overview of first week', 2, None, 'overview-of-first-week'),
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('Installing R, C++, cython, Numba etc',
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('Seeing the wood for the trees',
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('And what about using neural networks?',
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('A first summary', 2, None, 'a-first-summary'),
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('Why Linear Regression (aka Ordinary Least Squares and family)',
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2,
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('Rewriting the fitting procedure as a linear algebra problem',
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2,
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None,
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'rewriting-the-fitting-procedure-as-a-linear-algebra-problem'),
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('Rewriting the fitting procedure as a linear algebra problem, '
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('Generalizing the fitting procedure as a linear algebra problem',
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('Optimizing our parameters',
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('Optimizing our parameters, more details',
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('Interpretations and optimizing our parameters',
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('Interpretations and optimizing our parameters',
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('Own code for Ordinary Least Squares',
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('Adding error analysis and training set up',
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('The $\\chi^2$ function', 2, None, 'the-chi-2-function'),
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('The $\\chi^2$ function', 2, None, 'the-chi-2-function'),
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('The $\\chi^2$ function', 2, None, 'the-chi-2-function'),
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('The $\\chi^2$ function', 2, None, 'the-chi-2-function'),
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('Fitting an Equation of State for Dense Nuclear Matter',
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('Splitting our Data in Training and Test data',
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2,
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('Exercises for week 36', 2, None, 'exercises-for-week-36'),
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('Exercise 2: making your own data and exploring scikit-learn',
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'exercise-2-making-your-own-data-and-exploring-scikit-learn'),
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('Exercise 3: Normalizing our data',
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2,
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None,
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'exercise-3-normalizing-our-data')]}
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<a class="navbar-brand" href="week34-bs.html">Week 35: Introduction to the course, Logistics and Practicalities</a>
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<a href="#" class="dropdown-toggle" data-toggle="dropdown">Contents <b class="caret"></b></a>
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<ul class="dropdown-menu">
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<!-- navigation toc: --> <li><a href="._week34-bs001.html#overview-of-first-week" style="font-size: 80%;"><b>Overview of first week</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs002.html#reading-recommendations" style="font-size: 80%;"><b>Reading Recommendations</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs003.html#thursday-august-26" style="font-size: 80%;"><b>Thursday August 26</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs004.html#lectures-and-computerlab" style="font-size: 80%;"><b>Lectures and ComputerLab</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs005.html#announcement" style="font-size: 80%;"><b>Announcement</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs006.html#communication-channels" style="font-size: 80%;"><b>Communication channels</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs007.html#course-format" style="font-size: 80%;"><b>Course Format</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs008.html#teachers" style="font-size: 80%;"><b>Teachers</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs009.html#deadlines-for-projects-tentative" style="font-size: 80%;"><b>Deadlines for projects (tentative)</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs010.html#recommended-textbooks" style="font-size: 80%;"><b>Recommended textbooks</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs011.html#prerequisites" style="font-size: 80%;"><b>Prerequisites</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs012.html#learning-outcomes" style="font-size: 80%;"><b>Learning outcomes</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs013.html#topics-covered-in-this-course-statistical-analysis-and-optimization-of-data" style="font-size: 80%;"><b>Topics covered in this course: Statistical analysis and optimization of data</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs014.html#topics-covered-in-this-course-machine-learning" style="font-size: 80%;"><b>Topics covered in this course: Machine Learning</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs015.html#extremely-useful-tools-strongly-recommended" style="font-size: 80%;"><b>Extremely useful tools, strongly recommended</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs016.html#other-courses-on-data-science-and-machine-learning-at-uio" style="font-size: 80%;"><b>Other courses on Data science and Machine Learning at UiO</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs017.html#introduction" style="font-size: 80%;"><b>Introduction</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs018.html#what-is-machine-learning" style="font-size: 80%;"><b>What is Machine Learning?</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs019.html#types-of-machine-learning" style="font-size: 80%;"><b>Types of Machine Learning</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs020.html#essential-elements-of-ml" style="font-size: 80%;"><b>Essential elements of ML</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs021.html#an-optimization-minimization-problem" style="font-size: 80%;"><b>An optimization/minimization problem</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs022.html#a-frequentist-approach-to-data-analysis" style="font-size: 80%;"><b>A Frequentist approach to data analysis</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs023.html#what-is-a-good-model" style="font-size: 80%;"><b>What is a good model?</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs024.html#what-is-a-good-model-can-we-define-it" style="font-size: 80%;"><b>What is a good model? Can we define it?</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs025.html#software-and-needed-installations" style="font-size: 80%;"><b>Software and needed installations</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs026.html#python-installers" style="font-size: 80%;"><b>Python installers</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs027.html#useful-python-libraries" style="font-size: 80%;"><b>Useful Python libraries</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs028.html#installing-r-c-cython-or-julia" style="font-size: 80%;"><b>Installing R, C++, cython or Julia</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs029.html#installing-r-c-cython-numba-etc" style="font-size: 80%;"><b>Installing R, C++, cython, Numba etc</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs030.html#numpy-examples-and-important-matrix-and-vector-handling-packages" style="font-size: 80%;"><b>Numpy examples and Important Matrix and vector handling packages</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs031.html#basic-matrix-features" style="font-size: 80%;"><b>Basic Matrix Features</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs032.html#some-famous-matrices" style="font-size: 80%;"> Some famous Matrices</a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs033.html#more-basic-matrix-features" style="font-size: 80%;"> More Basic Matrix Features</a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs034.html#numpy-and-arrays" style="font-size: 80%;"><b>Numpy and arrays</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs035.html#matrices-in-python" style="font-size: 80%;"><b>Matrices in Python</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs036.html#meet-the-pandas" style="font-size: 80%;"><b>Meet the Pandas</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs037.html#friday-august-27" style="font-size: 80%;"><b>Friday August 27</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs038.html#simple-linear-regression-model-using-_scikit-learn_" style="font-size: 80%;"> Simple linear regression model using <b>scikit-learn</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs038.html#to-our-real-data-nuclear-binding-energies-brief-reminder-on-masses-and-binding-energies" style="font-size: 80%;"> To our real data: nuclear binding energies. Brief reminder on masses and binding energies</a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs038.html#organizing-our-data" style="font-size: 80%;"> Organizing our data</a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs038.html#seeing-the-wood-for-the-trees" style="font-size: 80%;"> Seeing the wood for the trees</a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs038.html#and-what-about-using-neural-networks" style="font-size: 80%;"> And what about using neural networks?</a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs038.html#a-first-summary" style="font-size: 80%;"><b>A first summary</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs039.html#why-linear-regression-aka-ordinary-least-squares-and-family" style="font-size: 80%;"><b>Why Linear Regression (aka Ordinary Least Squares and family)</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs040.html#regression-analysis-overarching-aims" style="font-size: 80%;"><b>Regression analysis, overarching aims</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs041.html#regression-analysis-overarching-aims-ii" style="font-size: 80%;"><b>Regression analysis, overarching aims II</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs042.html#examples" style="font-size: 80%;"><b>Examples</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs043.html#general-linear-models" style="font-size: 80%;"><b>General linear models</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs044.html#rewriting-the-fitting-procedure-as-a-linear-algebra-problem" style="font-size: 80%;"><b>Rewriting the fitting procedure as a linear algebra problem</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs045.html#rewriting-the-fitting-procedure-as-a-linear-algebra-problem-more-details" style="font-size: 80%;"><b>Rewriting the fitting procedure as a linear algebra problem, more details</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs047.html#generalizing-the-fitting-procedure-as-a-linear-algebra-problem" style="font-size: 80%;"><b>Generalizing the fitting procedure as a linear algebra problem</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs047.html#generalizing-the-fitting-procedure-as-a-linear-algebra-problem" style="font-size: 80%;"><b>Generalizing the fitting procedure as a linear algebra problem</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs048.html#optimizing-our-parameters" style="font-size: 80%;"><b>Optimizing our parameters</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs049.html#our-model-for-the-nuclear-binding-energies" style="font-size: 80%;"><b>Our model for the nuclear binding energies</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs050.html#optimizing-our-parameters-more-details" style="font-size: 80%;"><b>Optimizing our parameters, more details</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs054.html#interpretations-and-optimizing-our-parameters" style="font-size: 80%;"><b>Interpretations and optimizing our parameters</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs054.html#interpretations-and-optimizing-our-parameters" style="font-size: 80%;"><b>Interpretations and optimizing our parameters</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs053.html#some-useful-matrix-and-vector-expressions" style="font-size: 80%;"><b>Some useful matrix and vector expressions</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs054.html#interpretations-and-optimizing-our-parameters" style="font-size: 80%;"><b>Interpretations and optimizing our parameters</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs055.html#own-code-for-ordinary-least-squares" style="font-size: 80%;"><b>Own code for Ordinary Least Squares</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs056.html#adding-error-analysis-and-training-set-up" style="font-size: 80%;"><b>Adding error analysis and training set up</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs062.html#the-chi-2-function" style="font-size: 80%;"><b>The \( \chi^2 \) function</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs062.html#the-chi-2-function" style="font-size: 80%;"><b>The \( \chi^2 \) function</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs062.html#the-chi-2-function" style="font-size: 80%;"><b>The \( \chi^2 \) function</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs062.html#the-chi-2-function" style="font-size: 80%;"><b>The \( \chi^2 \) function</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs062.html#the-chi-2-function" style="font-size: 80%;"><b>The \( \chi^2 \) function</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs062.html#the-chi-2-function" style="font-size: 80%;"><b>The \( \chi^2 \) function</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs063.html#fitting-an-equation-of-state-for-dense-nuclear-matter" style="font-size: 80%;"><b>Fitting an Equation of State for Dense Nuclear Matter</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs064.html#the-code" style="font-size: 80%;"><b>The code</b></a></li>
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<!-- navigation toc: --> <li><a href="#splitting-our-data-in-training-and-test-data" style="font-size: 80%;"><b>Splitting our Data in Training and Test data</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs066.html#exercises-for-week-36" style="font-size: 80%;"><b>Exercises for week 36</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs066.html#exercise-1-setting-up-various-python-environments" style="font-size: 80%;"><b>Exercise 1: Setting up various Python environments</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs066.html#exercise-2-making-your-own-data-and-exploring-scikit-learn" style="font-size: 80%;"><b>Exercise 2: making your own data and exploring scikit-learn</b></a></li>
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<!-- navigation toc: --> <li><a href="._week34-bs066.html#exercise-3-normalizing-our-data" style="font-size: 80%;"><b>Exercise 3: Normalizing our data</b></a></li>
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<div class="container">
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<p> </p><p> </p><p> </p> <!-- add vertical space -->
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<a name="part0065"></a>
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<!-- !split -->
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<h2 id="splitting-our-data-in-training-and-test-data" class="anchor">Splitting our Data in Training and Test data </h2>
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<p>
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It is normal in essentially all Machine Learning studies to split the
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data in a training set and a test set (sometimes also an additional
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validation set). <b>Scikit-Learn</b> has an own function for this. There
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is no explicit recipe for how much data should be included as training
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data and say test data. An accepted rule of thumb is to use
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approximately \( 2/3 \) to \( 4/5 \) of the data as training data. We will
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postpone a discussion of this splitting to the end of these notes and
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our discussion of the so-called <b>bias-variance</b> tradeoff. Here we
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limit ourselves to repeat the above equation of state fitting example
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but now splitting the data into a training set and a test set.
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<p>
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<!-- code=python (!bc pycod) typeset with pygments style "default" -->
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<div class="highlight" style="background: #f8f8f8"><pre style="line-height: 125%;"><span></span><span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">os</span>
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<span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">numpy</span> <span style="color: #008000; font-weight: bold">as</span> <span style="color: #0000FF; font-weight: bold">np</span>
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<span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">pandas</span> <span style="color: #008000; font-weight: bold">as</span> <span style="color: #0000FF; font-weight: bold">pd</span>
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<span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">matplotlib.pyplot</span> <span style="color: #008000; font-weight: bold">as</span> <span style="color: #0000FF; font-weight: bold">plt</span>
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<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.model_selection</span> <span style="color: #008000; font-weight: bold">import</span> train_test_split
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<span style="color: #408080; font-style: italic"># Where to save the figures and data files</span>
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PROJECT_ROOT_DIR <span style="color: #666666">=</span> <span style="color: #BA2121">"Results"</span>
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FIGURE_ID <span style="color: #666666">=</span> <span style="color: #BA2121">"Results/FigureFiles"</span>
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DATA_ID <span style="color: #666666">=</span> <span style="color: #BA2121">"DataFiles/"</span>
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<span style="color: #008000; font-weight: bold">if</span> <span style="color: #AA22FF; font-weight: bold">not</span> os<span style="color: #666666">.</span>path<span style="color: #666666">.</span>exists(PROJECT_ROOT_DIR):
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os<span style="color: #666666">.</span>mkdir(PROJECT_ROOT_DIR)
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<span style="color: #008000; font-weight: bold">if</span> <span style="color: #AA22FF; font-weight: bold">not</span> os<span style="color: #666666">.</span>path<span style="color: #666666">.</span>exists(FIGURE_ID):
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os<span style="color: #666666">.</span>makedirs(FIGURE_ID)
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<span style="color: #008000; font-weight: bold">if</span> <span style="color: #AA22FF; font-weight: bold">not</span> os<span style="color: #666666">.</span>path<span style="color: #666666">.</span>exists(DATA_ID):
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os<span style="color: #666666">.</span>makedirs(DATA_ID)
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<span style="color: #008000; font-weight: bold">def</span> <span style="color: #0000FF">image_path</span>(fig_id):
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<span style="color: #008000; font-weight: bold">return</span> os<span style="color: #666666">.</span>path<span style="color: #666666">.</span>join(FIGURE_ID, fig_id)
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<span style="color: #008000; font-weight: bold">def</span> <span style="color: #0000FF">data_path</span>(dat_id):
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<span style="color: #008000; font-weight: bold">return</span> os<span style="color: #666666">.</span>path<span style="color: #666666">.</span>join(DATA_ID, dat_id)
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<span style="color: #008000; font-weight: bold">def</span> <span style="color: #0000FF">save_fig</span>(fig_id):
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plt<span style="color: #666666">.</span>savefig(image_path(fig_id) <span style="color: #666666">+</span> <span style="color: #BA2121">".png"</span>, <span style="color: #008000">format</span><span style="color: #666666">=</span><span style="color: #BA2121">'png'</span>)
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<span style="color: #008000; font-weight: bold">def</span> <span style="color: #0000FF">R2</span>(y_data, y_model):
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<span style="color: #008000; font-weight: bold">return</span> <span style="color: #666666">1</span> <span style="color: #666666">-</span> np<span style="color: #666666">.</span>sum((y_data <span style="color: #666666">-</span> y_model) <span style="color: #666666">**</span> <span style="color: #666666">2</span>) <span style="color: #666666">/</span> np<span style="color: #666666">.</span>sum((y_data <span style="color: #666666">-</span> np<span style="color: #666666">.</span>mean(y_data)) <span style="color: #666666">**</span> <span style="color: #666666">2</span>)
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<span style="color: #008000; font-weight: bold">def</span> <span style="color: #0000FF">MSE</span>(y_data,y_model):
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n <span style="color: #666666">=</span> np<span style="color: #666666">.</span>size(y_model)
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<span style="color: #008000; font-weight: bold">return</span> np<span style="color: #666666">.</span>sum((y_data<span style="color: #666666">-</span>y_model)<span style="color: #666666">**2</span>)<span style="color: #666666">/</span>n
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infile <span style="color: #666666">=</span> <span style="color: #008000">open</span>(data_path(<span style="color: #BA2121">"EoS.csv"</span>),<span style="color: #BA2121">'r'</span>)
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<span style="color: #408080; font-style: italic"># Read the EoS data as csv file and organized into two arrays with density and energies</span>
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EoS <span style="color: #666666">=</span> pd<span style="color: #666666">.</span>read_csv(infile, names<span style="color: #666666">=</span>(<span style="color: #BA2121">'Density'</span>, <span style="color: #BA2121">'Energy'</span>))
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EoS[<span style="color: #BA2121">'Energy'</span>] <span style="color: #666666">=</span> pd<span style="color: #666666">.</span>to_numeric(EoS[<span style="color: #BA2121">'Energy'</span>], errors<span style="color: #666666">=</span><span style="color: #BA2121">'coerce'</span>)
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EoS <span style="color: #666666">=</span> EoS<span style="color: #666666">.</span>dropna()
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Energies <span style="color: #666666">=</span> EoS[<span style="color: #BA2121">'Energy'</span>]
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Density <span style="color: #666666">=</span> EoS[<span style="color: #BA2121">'Density'</span>]
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<span style="color: #408080; font-style: italic"># The design matrix now as function of various polytrops</span>
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X <span style="color: #666666">=</span> np<span style="color: #666666">.</span>zeros((<span style="color: #008000">len</span>(Density),<span style="color: #666666">5</span>))
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X[:,<span style="color: #666666">0</span>] <span style="color: #666666">=</span> <span style="color: #666666">1</span>
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X[:,<span style="color: #666666">1</span>] <span style="color: #666666">=</span> Density<span style="color: #666666">**</span>(<span style="color: #666666">2.0/3.0</span>)
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X[:,<span style="color: #666666">2</span>] <span style="color: #666666">=</span> Density
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X[:,<span style="color: #666666">3</span>] <span style="color: #666666">=</span> Density<span style="color: #666666">**</span>(<span style="color: #666666">4.0/3.0</span>)
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X[:,<span style="color: #666666">4</span>] <span style="color: #666666">=</span> Density<span style="color: #666666">**</span>(<span style="color: #666666">5.0/3.0</span>)
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<span style="color: #408080; font-style: italic"># We split the data in test and training data</span>
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X_train, X_test, y_train, y_test <span style="color: #666666">=</span> train_test_split(X, Energies, test_size<span style="color: #666666">=0.2</span>)
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<span style="color: #408080; font-style: italic"># matrix inversion to find beta</span>
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beta <span style="color: #666666">=</span> np<span style="color: #666666">.</span>linalg<span style="color: #666666">.</span>inv(X_train<span style="color: #666666">.</span>T<span style="color: #666666">.</span>dot(X_train))<span style="color: #666666">.</span>dot(X_train<span style="color: #666666">.</span>T)<span style="color: #666666">.</span>dot(y_train)
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<span style="color: #408080; font-style: italic"># and then make the prediction</span>
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ytilde <span style="color: #666666">=</span> X_train <span style="color: #666666">@</span> beta
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<span style="color: #008000">print</span>(<span style="color: #BA2121">"Training R2"</span>)
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<span style="color: #008000">print</span>(R2(y_train,ytilde))
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<span style="color: #008000">print</span>(<span style="color: #BA2121">"Training MSE"</span>)
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<span style="color: #008000">print</span>(MSE(y_train,ytilde))
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|
ypredict <span style="color: #666666">=</span> X_test <span style="color: #666666">@</span> beta
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<span style="color: #008000">print</span>(<span style="color: #BA2121">"Test R2"</span>)
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<span style="color: #008000">print</span>(R2(y_test,ypredict))
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|
<span style="color: #008000">print</span>(<span style="color: #BA2121">"Test MSE"</span>)
|
|
<span style="color: #008000">print</span>(MSE(y_test,ypredict))
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</pre></div>
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<p>
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<p>
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