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plt_overfit.py
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plt_overfit.py
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"""
plot_overfit
class and assocaited routines that plot an interactive example of overfitting and its solutions
"""
import math
from ipywidgets import Output
from matplotlib.gridspec import GridSpec
from matplotlib.widgets import Button, CheckButtons
from sklearn.linear_model import LogisticRegression, Ridge
from lab_utils_week3 import np, plt, dlc, predict_logistic, plot_data, zscore_normalize_features
def map_one_feature(X1, degree):
"""
Feature mapping function to polynomial features
"""
X1 = np.atleast_1d(X1)
out = []
string = ""
k = 0
for i in range(1, degree+1):
out.append((X1**i))
string = string + f"w_{{{k}}}{munge('x_0',i)} + "
k += 1
string = string + ' b' #add b to text equation, not to data
return np.stack(out, axis=1), string
def map_feature(X1, X2, degree):
"""
Feature mapping function to polynomial features
"""
X1 = np.atleast_1d(X1)
X2 = np.atleast_1d(X2)
out = []
string = ""
k = 0
for i in range(1, degree+1):
for j in range(i + 1):
out.append((X1**(i-j) * (X2**j)))
string = string + f"w_{{{k}}}{munge('x_0',i-j)}{munge('x_1',j)} + "
k += 1
#print(string + 'b')
return np.stack(out, axis=1), string + ' b'
def munge(base, exp):
if exp == 0:
return ''
if exp == 1:
return base
return base + f'^{{{exp}}}'
def plot_decision_boundary(ax, x0r,x1r, predict, w, b, scaler = False, mu=None, sigma=None, degree=None):
"""
Plots a decision boundary
Args:
x0r : (array_like Shape (1,1)) range (min, max) of x0
x1r : (array_like Shape (1,1)) range (min, max) of x1
predict : function to predict z values
scalar : (boolean) scale data or not
"""
h = .01 # step size in the mesh
# create a mesh to plot in
xx, yy = np.meshgrid(np.arange(x0r[0], x0r[1], h),
np.arange(x1r[0], x1r[1], h))
# Plot the decision boundary. For that, we will assign a color to each
# point in the mesh [x_min, m_max]x[y_min, y_max].
points = np.c_[xx.ravel(), yy.ravel()]
Xm,_ = map_feature(points[:, 0], points[:, 1],degree)
if scaler:
Xm = (Xm - mu)/sigma
Z = predict(Xm, w, b)
# Put the result into a color plot
Z = Z.reshape(xx.shape)
contour = ax.contour(xx, yy, Z, levels = [0.5], colors='g')
return contour
# use this to test the above routine
def plot_decision_boundary_sklearn(x0r, x1r, predict, degree, scaler = False):
"""
Plots a decision boundary
Args:
x0r : (array_like Shape (1,1)) range (min, max) of x0
x1r : (array_like Shape (1,1)) range (min, max) of x1
degree: (int) degree of polynomial
predict : function to predict z values
scaler : not sure
"""
h = .01 # step size in the mesh
# create a mesh to plot in
xx, yy = np.meshgrid(np.arange(x0r[0], x0r[1], h),
np.arange(x1r[0], x1r[1], h))
# Plot the decision boundary. For that, we will assign a color to each
# point in the mesh [x_min, m_max]x[y_min, y_max].
points = np.c_[xx.ravel(), yy.ravel()]
Xm = map_feature(points[:, 0], points[:, 1],degree)
if scaler:
Xm = scaler.transform(Xm)
Z = predict(Xm)
# Put the result into a color plot
Z = Z.reshape(xx.shape)
plt.contour(xx, yy, Z, colors='g')
#plot_data(X_train,y_train)
#for debug, uncomment the #@output statments below for routines you want to get error output from
# In the notebook that will call these routines, import `output`
# from plt_overfit import overfit_example, output
# then, in a cell where the error messages will be the output of..
#display(output)
output = Output() # sends hidden error messages to display when using widgets
class button_manager:
''' Handles some missing features of matplotlib check buttons
on init:
creates button, links to button_click routine,
calls call_on_click with active index and firsttime=True
on click:
maintains single button on state, calls call_on_click
'''
@output.capture() # debug
def __init__(self,fig, dim, labels, init, call_on_click):
'''
dim: (list) [leftbottom_x,bottom_y,width,height]
labels: (list) for example ['1','2','3','4','5','6']
init: (list) for example [True, False, False, False, False, False]
'''
self.fig = fig
self.ax = plt.axes(dim) #lx,by,w,h
self.init_state = init
self.call_on_click = call_on_click
self.button = CheckButtons(self.ax,labels,init)
self.button.on_clicked(self.button_click)
self.status = self.button.get_status()
self.call_on_click(self.status.index(True),firsttime=True)
@output.capture() # debug
def reinit(self):
self.status = self.init_state
self.button.set_active(self.status.index(True)) #turn off old, will trigger update and set to status
@output.capture() # debug
def button_click(self, event):
''' maintains one-on state. If on-button is clicked, will process correctly '''
#new_status = self.button.get_status()
#new = [self.status[i] ^ new_status[i] for i in range(len(self.status))]
#newidx = new.index(True)
self.button.eventson = False
self.button.set_active(self.status.index(True)) #turn off old or reenable if same
self.button.eventson = True
self.status = self.button.get_status()
self.call_on_click(self.status.index(True))
class overfit_example():
""" plot overfit example """
# pylint: disable=too-many-instance-attributes
# pylint: disable=too-many-locals
# pylint: disable=missing-function-docstring
# pylint: disable=attribute-defined-outside-init
def __init__(self, regularize=False):
self.regularize=regularize
self.lambda_=0
fig = plt.figure( figsize=(8,6))
fig.canvas.toolbar_visible = False
fig.canvas.header_visible = False
fig.canvas.footer_visible = False
fig.set_facecolor('#ffffff') #white
gs = GridSpec(5, 3, figure=fig)
ax0 = fig.add_subplot(gs[0:3, :])
ax1 = fig.add_subplot(gs[-2, :])
ax2 = fig.add_subplot(gs[-1, :])
ax1.set_axis_off()
ax2.set_axis_off()
self.ax = [ax0,ax1,ax2]
self.fig = fig
self.axfitdata = plt.axes([0.26,0.124,0.12,0.1 ]) #lx,by,w,h
self.bfitdata = Button(self.axfitdata , 'fit data', color=dlc['dlblue'])
self.bfitdata.label.set_fontsize(12)
self.bfitdata.on_clicked(self.fitdata_clicked)
#clear data is a future enhancement
#self.axclrdata = plt.axes([0.26,0.06,0.12,0.05 ]) #lx,by,w,h
#self.bclrdata = Button(self.axclrdata , 'clear data', color='white')
#self.bclrdata.label.set_fontsize(12)
#self.bclrdata.on_clicked(self.clrdata_clicked)
self.cid = fig.canvas.mpl_connect('button_press_event', self.add_data)
self.typebut = button_manager(fig, [0.4, 0.07,0.15,0.15], ["Regression", "Categorical"],
[False,True], self.toggle_type)
self.fig.text(0.1, 0.02+0.21, "Degree", fontsize=12)
self.degrbut = button_manager(fig,[0.1,0.02,0.15,0.2 ], ['1','2','3','4','5','6'],
[True, False, False, False, False, False], self.update_equation)
if self.regularize:
self.fig.text(0.6, 0.02+0.21, r"lambda($\lambda$)", fontsize=12)
self.lambut = button_manager(fig,[0.6,0.02,0.15,0.2 ], ['0.0','0.2','0.4','0.6','0.8','1'],
[True, False, False, False, False, False], self.updt_lambda)
#self.regbut = button_manager(fig, [0.8, 0.08,0.24,0.15], ["Regularize"],
# [False], self.toggle_reg)
#self.logistic_data()
def updt_lambda(self, idx, firsttime=False):
# pylint: disable=unused-argument
self.lambda_ = idx * 0.2
def toggle_type(self, idx, firsttime=False):
self.logistic = idx==1
self.ax[0].clear()
if self.logistic:
self.logistic_data()
else:
self.linear_data()
if not firsttime:
self.degrbut.reinit()
@output.capture() # debug
def logistic_data(self,redraw=False):
if not redraw:
m = 50
n = 2
np.random.seed(2)
X_train = 2*(np.random.rand(m,n)-[0.5,0.5])
y_train = X_train[:,1]+0.5 > X_train[:,0]**2 + 0.5*np.random.rand(m) #quadratic + random
y_train = y_train + 0 #convert from boolean to integer
self.X = X_train
self.y = y_train
self.x_ideal = np.sort(X_train[:,0])
self.y_ideal = self.x_ideal**2
self.ax[0].plot(self.x_ideal, self.y_ideal, "--", color = "orangered", label="ideal", lw=1)
plot_data(self.X, self.y, self.ax[0], s=10, loc='lower right')
self.ax[0].set_title("OverFitting Example: Categorical data set with noise")
self.ax[0].text(0.5,0.93, "Click on plot to add data. Hold [Shift] for blue(y=0) data.",
fontsize=12, ha='center',transform=self.ax[0].transAxes, color=dlc["dlblue"])
self.ax[0].set_xlabel(r"$x_0$")
self.ax[0].set_ylabel(r"$x_1$")
def linear_data(self,redraw=False):
if not redraw:
m = 30
c = 0
x_train = np.arange(0,m,1)
np.random.seed(1)
y_ideal = x_train**2 + c
y_train = y_ideal + 0.7 * y_ideal*(np.random.sample((m,))-0.5)
self.x_ideal = x_train #for redraw when new data included in X
self.X = x_train
self.y = y_train
self.y_ideal = y_ideal
else:
self.ax[0].set_xlim(self.xlim)
self.ax[0].set_ylim(self.ylim)
self.ax[0].scatter(self.X,self.y, label="y")
self.ax[0].plot(self.x_ideal, self.y_ideal, "--", color = "orangered", label="y_ideal", lw=1)
self.ax[0].set_title("OverFitting Example: Regression Data Set (quadratic with noise)",fontsize = 14)
self.ax[0].set_xlabel("x")
self.ax[0].set_ylabel("y")
self.ax0ledgend = self.ax[0].legend(loc='lower right')
self.ax[0].text(0.5,0.93, "Click on plot to add data",
fontsize=12, ha='center',transform=self.ax[0].transAxes, color=dlc["dlblue"])
if not redraw:
self.xlim = self.ax[0].get_xlim()
self.ylim = self.ax[0].get_ylim()
@output.capture() # debug
def add_data(self, event):
if self.logistic:
self.add_data_logistic(event)
else:
self.add_data_linear(event)
@output.capture() # debug
def add_data_logistic(self, event):
if event.inaxes == self.ax[0]:
x0_coord = event.xdata
x1_coord = event.ydata
if event.key is None: #shift not pressed
self.ax[0].scatter(x0_coord, x1_coord, marker='x', s=10, c = 'red', label="y=1")
self.y = np.append(self.y,1)
else:
self.ax[0].scatter(x0_coord, x1_coord, marker='o', s=10, label="y=0", facecolors='none',
edgecolors=dlc['dlblue'],lw=3)
self.y = np.append(self.y,0)
self.X = np.append(self.X,np.array([[x0_coord, x1_coord]]),axis=0)
self.fig.canvas.draw()
def add_data_linear(self, event):
if event.inaxes == self.ax[0]:
x_coord = event.xdata
y_coord = event.ydata
self.ax[0].scatter(x_coord, y_coord, marker='o', s=10, facecolors='none',
edgecolors=dlc['dlblue'],lw=3)
self.y = np.append(self.y,y_coord)
self.X = np.append(self.X,x_coord)
self.fig.canvas.draw()
#@output.capture() # debug
#def clrdata_clicked(self,event):
# if self.logistic == True:
# self.X = np.
# else:
# self.linear_regression()
@output.capture() # debug
def fitdata_clicked(self,event):
if self.logistic:
self.logistic_regression()
else:
self.linear_regression()
def linear_regression(self):
self.ax[0].clear()
self.fig.canvas.draw()
# create and fit the model using our mapped_X feature set.
self.X_mapped, _ = map_one_feature(self.X, self.degree)
self.X_mapped_scaled, self.X_mu, self.X_sigma = zscore_normalize_features(self.X_mapped)
#linear_model = LinearRegression()
linear_model = Ridge(alpha=self.lambda_, normalize=True, max_iter=10000)
linear_model.fit(self.X_mapped_scaled, self.y )
self.w = linear_model.coef_.reshape(-1,)
self.b = linear_model.intercept_
x = np.linspace(*self.xlim,30) #plot line idependent of data which gets disordered
xm, _ = map_one_feature(x, self.degree)
xms = (xm - self.X_mu)/ self.X_sigma
y_pred = linear_model.predict(xms)
#self.fig.canvas.draw()
self.linear_data(redraw=True)
self.ax0yfit = self.ax[0].plot(x, y_pred, color = "blue", label="y_fit")
self.ax0ledgend = self.ax[0].legend(loc='lower right')
self.fig.canvas.draw()
def logistic_regression(self):
self.ax[0].clear()
self.fig.canvas.draw()
# create and fit the model using our mapped_X feature set.
self.X_mapped, _ = map_feature(self.X[:, 0], self.X[:, 1], self.degree)
self.X_mapped_scaled, self.X_mu, self.X_sigma = zscore_normalize_features(self.X_mapped)
if not self.regularize or self.lambda_ == 0:
lr = LogisticRegression(penalty='none', max_iter=10000)
else:
C = 1/self.lambda_
lr = LogisticRegression(C=C, max_iter=10000)
lr.fit(self.X_mapped_scaled,self.y)
#print(lr.score(self.X_mapped_scaled, self.y))
self.w = lr.coef_.reshape(-1,)
self.b = lr.intercept_
#print(self.w, self.b)
self.logistic_data(redraw=True)
self.contour = plot_decision_boundary(self.ax[0],[-1,1],[-1,1], predict_logistic, self.w, self.b,
scaler=True, mu=self.X_mu, sigma=self.X_sigma, degree=self.degree )
self.fig.canvas.draw()
@output.capture() # debug
def update_equation(self, idx, firsttime=False):
#print(f"Update equation, index = {idx}, firsttime={firsttime}")
self.degree = idx+1
if firsttime:
self.eqtext = []
else:
for artist in self.eqtext:
#print(artist)
artist.remove()
self.eqtext = []
if self.logistic:
_, equation = map_feature(self.X[:, 0], self.X[:, 1], self.degree)
string = 'f_{wb} = sigmoid('
else:
_, equation = map_one_feature(self.X, self.degree)
string = 'f_{wb} = ('
bz = 10
seq = equation.split('+')
blks = math.ceil(len(seq)/bz)
for i in range(blks):
if i == 0:
string = string + '+'.join(seq[bz*i:bz*i+bz])
else:
string = '+'.join(seq[bz*i:bz*i+bz])
string = string + ')' if i == blks-1 else string + '+'
ei = self.ax[1].text(0.01,(0.75-i*0.25), f"${string}$",fontsize=9,
transform = self.ax[1].transAxes, ma='left', va='top' )
self.eqtext.append(ei)
self.fig.canvas.draw()