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project3.py
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121 lines (97 loc) · 4.1 KB
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import sys
import numpy as np
from sklearn.preprocessing import OneHotEncoder
from sklearn.preprocessing import LabelEncoder
from sklearn.linear_model import LinearRegression
from sklearn.linear_model import Ridge
from sklearn.svm import LinearSVC, SVR
from sklearn.model_selection import ShuffleSplit
from sklearn.model_selection import cross_val_score
from sklearn.naive_bayes import GaussianNB
from sklearn.neighbors import NearestCentroid
from sklearn.preprocessing import LabelEncoder
from sklearn.model_selection import train_test_split
from sklearn.neural_network import MLPClassifier, MLPRegressor
from matplotlib import pyplot as plt
from sklearn.decomposition import PCA, KernelPCA
from sklearn.discriminant_analysis import LinearDiscriminantAnalysis
from mpl_toolkits.mplot3d import Axes3D
from sklearn.preprocessing import StandardScaler
import pandas as pd
import statistics, random
import sys
from statsmodels.tsa.arima_model import ARIMA
from sklearn.metrics import mean_squared_error, r2_score
from sklearn.linear_model import ridge
from sklearn.kernel_ridge import KernelRidge
from sklearn.tree import DecisionTreeRegressor
#dataset = pd.read_csv('Sales_Transactions_Dataset_Weekly.csv')
dataset = pd.read_csv(sys.argv[1])
df = pd.DataFrame(dataset)
test_labels = df['W51']
labels = df['W50']
#df = df.drop(columns=['W51'], axis=1)
#df = df.drop(columns = ['Product_Code'], axis=1)
product_codes = df['Product_Code']
df = df.drop(columns = ['Product_Code'], axis=1)
df = df.drop(df.loc[:, 'MIN':'Normalized 51'], axis=1)
data = df
#Cross validation
#alphas = [0.00001, 0.001, 0.001, 0.01, 0.1 , 1, 10, 100, 1000]
alpha = [1,2,4,8,16,32,64,128,256,512]
start = 0
alphas = [1]#x for x in range(1, 50-start+1, 1)]
#alphas = [50]
for alpha in alphas:
true_vals = []
mse_list = []
predictions = []
#X_train = []
#X_test = []
#y_train = []
#y_test= []
for i in range(0, data.shape[0]):
X = data.loc[i,:]
window_size = 51
#window_size = len(X)-alpha-1
size = window_size
train, test = X[0:size], X[size:len(X)]
avg_loss = 0
history = [x for x in train]
time = [ [ x+1] for x in range(0, window_size, 1)]
#for j in range(alpha-1, len(X)-window_size-1):
#X_train.append(X[j:window_size+j])
#y_train.append(X[j+window_size])
#X_test.append(X[len(X) - window_size - 1: len(X)-1])
#y_test.append(X[len(X)-1])
for t in range(len(test)):
#print(history)
#Running ARIMA
# model = ARIMA(history, order = (5,1,0))
#model_fit= model.fit(disp=0)
#output = model_fit.forecast()
#yhat = output[0]
#Running regression methods
#clf = LinearRegression().fit(time, history)
#clf = Ridge(alpha=alpha).fit(time,history)
#clf = KernelRidge(alpha=alpha, kernel="poly", degree=2).fit(time,history)
clf = KernelRidge(alpha=0.1, kernel="rbf", gamma=0.1).fit(time,history)
#clf = SVR(kernel="linear", C=alpha,epsilon=0.0001).fit(time,history)
#clf = SVR(kernel="poly",degree=2, C=alpha,epsilon=0.01).fit(time,history)
#clf = SVR(kernel="rbf",gamma=0.0001, C=alpha,epsilon=0.00001).fit(time,history)
#clf = DecisionTreeRegressor(max_depth=alpha).fit(time,history)
#clf = MLPClassifier(hidden_layer_sizes=(100,), batch_size= 10, alpha=alpha).fit(time,history)
#clf = MLPClassifier(hidden_layer_sizes=(100,), batch_size= 20, alpha=alpha, max_iter= 10000).fit(time,history)
#avg_loss += clf.loss_
yhat = clf.predict([[window_size+t]])
predictions.append(yhat)
obs = test[t]
#history.pop(0)
#history.append(obs)
true_vals.append(obs)
print(i, "%f" % (yhat))
error = mean_squared_error(true_vals, predictions)
#error = r2_score(test,predictions)
#print('for alpha=', alpha,' Test MSE: %.3f' % error)
mse_list.append(error)
print(mse_list)