import matplotlib.pyplot as plt
import numpy as np
def weighted_matrix(
point: np.array, training_data_x: np.array, bandwidth: float
) -> np.array:
"""
Calculate the weight for every point in the data set.
point --> the x value at which we want to make predictions
>>> weighted_matrix(
... np.array([1., 1.]),
... np.array([[16.99, 10.34], [21.01,23.68], [24.59,25.69]]),
... 0.6
... )
array([[1.43807972e-207, 0.00000000e+000, 0.00000000e+000],
[0.00000000e+000, 0.00000000e+000, 0.00000000e+000],
[0.00000000e+000, 0.00000000e+000, 0.00000000e+000]])
"""
m, _ = np.shape(training_data_x)
weights = np.eye(m)
for j in range(m):
diff = point - training_data_x[j]
weights[j, j] = np.exp(diff @ diff.T / (-2.0 * bandwidth**2))
return weights
def local_weight(
point: np.array,
training_data_x: np.array,
training_data_y: np.array,
bandwidth: float,
) -> np.array:
"""
Calculate the local weights using the weight_matrix function on training data.
Return the weighted matrix.
>>> local_weight(
... np.array([1., 1.]),
... np.array([[16.99, 10.34], [21.01,23.68], [24.59,25.69]]),
... np.array([[1.01, 1.66, 3.5]]),
... 0.6
... )
array([[0.00873174],
[0.08272556]])
"""
weight = weighted_matrix(point, training_data_x, bandwidth)
w = np.linalg.inv(training_data_x.T @ (weight @ training_data_x)) @ (
training_data_x.T @ weight @ training_data_y.T
)
return w
def local_weight_regression(
training_data_x: np.array, training_data_y: np.array, bandwidth: float
) -> np.array:
"""
Calculate predictions for each data point on axis
>>> local_weight_regression(
... np.array([[16.99, 10.34], [21.01, 23.68], [24.59, 25.69]]),
... np.array([[1.01, 1.66, 3.5]]),
... 0.6
... )
array([1.07173261, 1.65970737, 3.50160179])
"""
m, _ = np.shape(training_data_x)
ypred = np.zeros(m)
for i, item in enumerate(training_data_x):
ypred[i] = item @ local_weight(
item, training_data_x, training_data_y, bandwidth
)
return ypred
def load_data(
dataset_name: str, cola_name: str, colb_name: str
) -> tuple[np.array, np.array, np.array, np.array]:
"""
Load data from seaborn and split it into x and y points
"""
import seaborn as sns
data = sns.load_dataset(dataset_name)
col_a = np.array(data[cola_name])
col_b = np.array(data[colb_name])
mcol_a = col_a.copy()
mcol_b = col_b.copy()
one = np.ones(np.shape(mcol_b)[0], dtype=int)
training_data_x = np.column_stack((one, mcol_a))
return training_data_x, mcol_b, col_a, col_b
def get_preds(training_data_x: np.array, mcol_b: np.array, tau: float) -> np.array:
"""
Get predictions with minimum error for each training data
>>> get_preds(
... np.array([[16.99, 10.34], [21.01, 23.68], [24.59, 25.69]]),
... np.array([[1.01, 1.66, 3.5]]),
... 0.6
... )
array([1.07173261, 1.65970737, 3.50160179])
"""
ypred = local_weight_regression(training_data_x, mcol_b, tau)
return ypred
def plot_preds(
training_data_x: np.array,
predictions: np.array,
col_x: np.array,
col_y: np.array,
cola_name: str,
colb_name: str,
) -> plt.plot:
"""
Plot predictions and display the graph
"""
xsort = training_data_x.copy()
xsort.sort(axis=0)
plt.scatter(col_x, col_y, color="blue")
plt.plot(
xsort[:, 1],
predictions[training_data_x[:, 1].argsort(0)],
color="yellow",
linewidth=5,
)
plt.title("Local Weighted Regression")
plt.xlabel(cola_name)
plt.ylabel(colb_name)
plt.show()
if __name__ == "__main__":
import doctest
doctest.testmod()
training_data_x, mcol_b, col_a, col_b = load_data("tips", "total_bill", "tip")
predictions = get_preds(training_data_x, mcol_b, 0.5)
plot_preds(training_data_x, predictions, col_a, col_b, "total_bill", "tip")