metacountregressor 0.1.305__tar.gz → 0.1.307__tar.gz

{metacountregressor-0.1.305/metacountregressor.egg-info → metacountregressor-0.1.307}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: metacountregressor
-Version: 0.1.305
+Version: 0.1.307
 Summary: Extensive Testing for Estimation of Data Count Models
 Home-page: https://github.com/zahern/CountDataEstimation
 Author: Zeke Ahern

{metacountregressor-0.1.305 → metacountregressor-0.1.307}/metacountregressor/helperprocess.py

@@ -4,7 +4,7 @@ import pandas as pd
 import csv
 import matplotlib.pyplot as plt
 from scipy import stats as st
-from sklearn.preprocessing import StandardScaler
+from sklearn.preprocessing import StandardScaler, MinMaxScaler
 import os
 import shutil
 plt.style.use('https://github.com/dhaitz/matplotlib-stylesheets/raw/master/pitayasmoothie-dark.mplstyle')
@@ -413,6 +413,10 @@ def transform_dataframe(df, config):
                 # Apply custom function
                 data = data.apply(settings['apply_func'])
             output_df[column] = data
+        elif settings['type'] == 'normalized':
+            # Normalize the column
+            scaler = MinMaxScaler
+            output_df[column] = scaler.fit_transform(df[[column]]).flatten()
 
         elif settings['type'] == 'none':
             # Leave the column unchanged
@@ -447,7 +451,7 @@ def guess_column_type(column_name, series):
             # Otherwise, fallback to continuous standardization
             return {
                 'type': 'continuous',
-                'apply_func': (lambda x: (x - series.mean()) / series.std())  # Z-Score Standardization
+                'apply_func': (lambda x: ((x - series.mean()) / series.std()) + abs(((series - series.mean()) / series.std()).min()) + 0.001)
             }
     else:
         # Default fallback (leave the column unchanged)

{metacountregressor-0.1.305 → metacountregressor-0.1.307}/metacountregressor/main.py

@@ -187,7 +187,7 @@ def main(args, **kwargs):
         a_des, df = helperprocess.set_up_analyst_constraints(df, model_terms)
         # some example argument, these are defualt so the following line is just for claritity
         args = {'algorithm': 'hs', 'test_percentage': 0.15, 'test_complexity': 6, 'instance_number': 1,
-                'val_percentage': 0.15, 'obj_1': 'bic', '_obj_2': 'RMSE_TEST', "MAX_TIME": 6, 'desicions':a_des}
+                'val_percentage': 0.15, 'obj_1': 'bic', '_obj_2': 'RMSE_TEST', "MAX_TIME": 600, 'desicions':a_des, 'is_multi': 1}
         # Fit the model with metacountregressor
         # Step 5: Transform the dataset based on the configuration
         #data_new = helperprocess.transform_dataframe(dataset, config)

{metacountregressor-0.1.305 → metacountregressor-0.1.307}/metacountregressor/metaheuristics.py

@@ -422,6 +422,7 @@ class DifferentialEvolution(object):
         self.iter = kwargs.get('_max_iter', 10000)
         self.cr = kwargs.get('_crossover_perc') or kwargs.get('_cr', 0.2)
         self.instance_number = str(kwargs.get('instance_number', 1))
+        self.instance_number = objective_function.instance_number
         self.get_directory()
 
         self._population = list()

{metacountregressor-0.1.305 → metacountregressor-0.1.307}/metacountregressor/solution.py

@@ -30,6 +30,7 @@ from scipy.special import gammaln
 from sklearn.metrics import mean_absolute_error as MAE
 from sklearn.metrics import mean_squared_error as MSPE
 from statsmodels.tools.numdiff import approx_fprime, approx_hess
+from autograd import hessian as autograd_hessian
 from sklearn.preprocessing import StandardScaler, MinMaxScaler
 from texttable import Texttable
 import time
@@ -123,6 +124,7 @@ class ObjectiveFunction(object):
 
     def __init__(self, x_data, y_data, **kwargs):
         self.gbl_best = 1000000.0
+        self.run_numerical_hessian = kwargs.get('r_nu_hess', False)
         self.run_bootstrap =  kwargs.get('run_bootstrap', False)
         self.linear_regression = kwargs.get('linear_model', False)
         self.reg_penalty = kwargs.get('reg_penalty',1)
@@ -186,7 +188,7 @@ class ObjectiveFunction(object):
         self.MP = 0
         # Nelder-Mead-BFGS
 
-        self._max_characteristics = kwargs.get('_max_vars', 30)
+        self._max_characteristics = kwargs.get('_max_vars', 90)
 
         self.beta_dict = dict
         if 'model_terms' in kwargs:
@@ -611,11 +613,12 @@ class ObjectiveFunction(object):
         Function to for proceccing testing, and finding a suitable initial coefficient (linear intercept)
         """
         if hard_code:
+            # Grouped Terrs TODO
             manual_fit_spec = {
                 'fixed_terms': ['Constant', 'US', 'RSMS', 'MCV'],
                 'rdm_terms': ['RSHS:normal', 'AADT:normal', 'Curve50:normal'],
                 'rdm_cor_terms': [],
-                'grouped_terms': [],
+                'group_rdm': [],
                 'hetro_in_means': [],
                 'transformations': ['no', 'log', 'log', 'no', 'no', 'no', 'no'],
                 'dispersion': 1
@@ -637,7 +640,7 @@ class ObjectiveFunction(object):
                         'fixed_terms': ['const'],
                         'rdm_terms': [],
                         'rdm_cor_terms': [],
-                        'grouped_terms': [],
+                        'group_rdm': [],
                         'hetro_in_means': [],
                         'transformations': ['no'],
                         'dispersion': 1
@@ -5601,13 +5604,42 @@ class ObjectiveFunction(object):
         return covariance
 
 
+        # Numerical Hessian (finite differences)
+    def numerical_hessian_post(self, f, theta, epsilon=1e-5):
+        n = len(theta)
+        hessian = np.zeros((n, n))
+        for i in range(n):
+            for j in range(n):
+                theta_ij_plus = theta.copy()
+                theta_ij_minus = theta.copy()
+                theta_ij_plus[i] += epsilon
+                theta_ij_plus[j] += epsilon
+                theta_ij_minus[i] += epsilon
+                theta_ij_minus[j] -= epsilon
+
+                f_ij_plus = f(theta_ij_plus)
+                f_ij_minus = f(theta_ij_minus)
+                f_original = f(theta)
+
+                hessian[i, j] = (f_ij_plus - 2 * f_original + f_ij_minus) / (epsilon ** 2)
+        return hessian
+
+
     def _post_fit_ll_aic_bic(self, optim_res, verbose=1, robust=False, simple_fit=True, is_dispersion=0):
         # sample_size = len(self._x_data) - len(optim_res['x']) -1
         sample_size = len(self._x_data)
         convergence = optim_res['success']
         coeff_ = optim_res['x']
         penalty = 0
+        stderr_opg = None
+        if self.run_numerical_hessian:
+            
+            stderr_opg = self.stderr
+
         
+
+
+
         if 'hess_inv' in optim_res:
             covariance = self._robust_covariance(optim_res['hess_inv'], optim_res['grad_n']) \
                 if robust else optim_res['hess_inv']
@@ -5616,9 +5648,11 @@ class ObjectiveFunction(object):
         covariance = self.handle_covariance(covariance)
         covariance = np.clip(covariance, 0, None)
         stderr = np.sqrt(np.diag(covariance))
-        # stderr =  [if np.abs(optim_res['x'][i]) >.1 else min(np.abs(optim_res['x'][i]/1.5), stderr[i]) for i in range(len(optim_res['x']))]
-        # stderr = [if np.abs(optim_res['x'][i]) > 0.1 else min(np.abs(optim_res['x'][i]/1.5), stderr[i]) for i in range(len(optim_res['x']))]
-        # stderr = [np.min(np.abs(optim_res['x'][i]/random.uniform(1.8, 3)), stderr[i]) if i > len(self.none_handler(self.fixed_fit)) and np.abs(optim_res['x'][i] > 0.2) else stderr[i] for i in range(len(optim_res['x']))]
+        if stderr_opg:
+            stderr = np.minimum(stderr, stderr_opg)
+
+        
+       
         if is_dispersion:
             stderr[-1] = random.uniform(0.001, 0.005)
         
@@ -5911,6 +5945,9 @@ class ObjectiveFunction(object):
         else:
             self.draws = 0
     
+    def hessian_loglik_function(self, params, *args):
+        return self._loglik_gradient(params, *args)
+
     def _run_optimization(self, XX, y, dispersion, initial_params, bounds, tol, mod):
         """
         Run the optimization process with draws logic and update the Solution object.
@@ -5940,7 +5977,7 @@ class ObjectiveFunction(object):
         
 
         #method = 'Nelder-Mead-BFGS'
-        options = {'gtol': tol['gtol'], 'ftol': tol['ftol'], 'maxiter': 4000}
+        options = {'gtol': tol['gtol'], 'ftol': tol['ftol'], 'maxiter': 20000}
         args=(
                 X, y, draws, X, Xr, self.batch_size, self.grad_yes, self.hess_yes, dispersion, 0, False, 0,
                 self.rdm_cor_fit, None, None, draws_grouped, XG, mod
@@ -5955,9 +5992,24 @@ class ObjectiveFunction(object):
             ),
             method=method,
             bounds=bounds,
-            tol=tol.get('ftol', 1e-8),  # Use 'ftol' as the default tolerance
+            tol=tol.get('ftol', 1e-6),  # Use 'ftol' as the default tolerance
             options=options
         )
+        if self.run_numerical_hessian:
+            std_errors = self.bootstrap_std_dev(
+                initial_params=optimization_result.x,
+                XX=XX,
+                y=y,
+                dispersion=dispersion,
+                bounds=bounds,
+                tol=tol,
+                mod=mod,
+                n_bootstraps=5
+            )
+            self.stderr = std_errors
+            
+
+
 
        
 
@@ -6031,8 +6083,8 @@ class ObjectiveFunction(object):
                 ),
                 method=self.method_ll,
                 bounds=bounds,
-                tol=tol.get('ftol', 1e-8),  # Use 'ftol' as the default tolerance
-                options={'gtol': tol['gtol'], 'ftol': tol['ftol'], 'maxiter': 2000}
+                tol=tol.get('ftol', 1e-6),  # Use 'ftol' as the default tolerance
+                options={'gtol': tol['gtol'], 'ftol': tol['ftol'], 'maxiter': 200}
             )
 
             # Store the parameter estimates from this bootstrap iteration
@@ -6121,6 +6173,7 @@ class ObjectiveFunction(object):
             # Validation metrics if test data is available (in-sample and out-of-sample MAE)
             in_sample_mae = None
             out_sample_mae = None
+            out_sample_validation = None
             if self.is_multi and XX_test is not None:
                 in_sample_mae = self.validation(
                     optimization_result['x'], y, XX, dispersion=dispersion, model_nature=mod, testing=0
@@ -6128,8 +6181,12 @@ class ObjectiveFunction(object):
                 out_sample_mae = self.validation(
                     optimization_result['x'], y_test, XX_test, dispersion=dispersion, model_nature=mod
                 )
+                if self.val_percentage > 0:
+                    out_sample_validation = self.validation(
+                        optimization_result['x'], y_test, XX_test, dispersion=dispersion, model_nature=mod, testing=1
+                    )
 
-            return log_ll, aic, bic, stderr, zvalues, pvalue_alt, in_sample_mae, out_sample_mae
+            return log_ll, aic, bic, stderr, zvalues, pvalue_alt, in_sample_mae, out_sample_mae, out_sample_validation
 
         else:
             # Optimization failed, return None for all metrics
@@ -6224,7 +6281,8 @@ class ObjectiveFunction(object):
 
         # Dispersion adds one additional parameter if enabled
         dispersion_param = 1 if dispersion > 0 else 0
-        return sum(self.get_num_params()) + dispersion_param
+        total = sum(self.get_num_params()) + dispersion_param
+        return total
        
     def _build_initial_params(self, num_coefficients, dispersion):
         """
@@ -6238,11 +6296,11 @@ class ObjectiveFunction(object):
             Initial parameter array.
         """
         # Generate random initial coefficients
-        initial_params = np.random.uniform(-.1, 0.1, size=num_coefficients)
+        initial_params = np.random.uniform(0.0000, 0.01, size=num_coefficients)
         parma_sum = sum(self.get_num_params()[:2])
        
                        
-        initial_params[parma_sum:-dispersion] =0.5
+        initial_params[parma_sum:-dispersion] =0.0001
 
         # Add dispersion parameter if applicable
         if dispersion > 0:
@@ -6251,7 +6309,7 @@ class ObjectiveFunction(object):
 
         return initial_params
     
-    def fitRegression(self, mod, dispersion=0, maxiter=4000, batch_size=None, num_hess=False, **kwargs):
+    def fitRegression(self, mod, dispersion=0, maxiter=20000, batch_size=None, num_hess=False, **kwargs):
         """
         Fits a Poisson regression, NB regression (dispersion=1), or GP regression (dispersion=2).
 
@@ -6293,7 +6351,7 @@ class ObjectiveFunction(object):
             )
             
             # Post-process results
-            log_lik, aic, bic, stderr, zvalues, pvalues, in_sample_mae, out_sample_mae = self._postprocess_results(
+            log_lik, aic, bic, stderr, zvalues, pvalues, in_sample_mae, out_sample_mae, out_sample_val = self._postprocess_results(
                 optimization_result, XX, XX_test, y, mod.get('y_test'), dispersion, mod
             )
         
@@ -6325,10 +6383,14 @@ class ObjectiveFunction(object):
 
             # Add metrics to solution object
             sol = Solution()  # Assuming Solution is the appropriate class to store results
+            
             sol.add_objective(
                 bic=bic,
                 aic=aic,
                 loglik=log_ll,
+                TRAIN=in_sample_mae,
+                TEST=out_sample_mae,
+                VAL=out_sample_val,
                 num_parm=paramNum,
                 GOF=other_measures
             )

{metacountregressor-0.1.305 → metacountregressor-0.1.307/metacountregressor.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: metacountregressor
-Version: 0.1.305
+Version: 0.1.307
 Summary: Extensive Testing for Estimation of Data Count Models
 Home-page: https://github.com/zahern/CountDataEstimation
 Author: Zeke Ahern

metacountregressor-0.1.307/version.txt

@@ -0,0 +1 @@
+0.1.307

metacountregressor-0.1.305/version.txt

@@ -1 +0,0 @@
-0.1.305