Auto-Tuning of DBSCAN hyperparameters for clustering users' behaviours - machine-learning

I have to make a "behavioural model" upon a huge transactions dataset, able to return a "behavioral score" given to every new transaction of a user, comparing to the historical data of that user.
I am looking for advices on how I can run the DBSCAN with every user without manually setting every hyperparameter for each one (there are thousands).
My idea is:
extrapolate the transactions from a single user
since the datas are in 15 dimensions, I am putting MinPts = 30
i want to plot the distance of the K (= MinPts) neighbours curve and set eps = the point of maximum curvature of the curve .
The automation of the third point is giving me some difficulties. I have tried to use a library called KneeLocator, but did not give results.
I am looking for any suggestion

Related

Find peaks amplitude and latency in EEG data python, preferably using MNE

I have EEG data, for which I want to calculate the peaks' amplitudes and latencies. I'm working with MNE, and found the method get_peak in the Evoked object. However, I want to find peaks on epochs data (not averaged). How can I do it? I didn't see similar functions for the epochs object. I would prefer to do it through MNE, but other python libraries can also work. It's important that there is an option to get the amplitude and latency of the peaks, and choose a time window for detection.
In addition, I didn't understand if the get_peak returns only the highest peak, or something else? If there is more than one peak.
Thanks!
You can create an Evoked data structure from a single trial by just selecting a single trial from your Epochs structure and then applying .average(), e.g., as follows:
tmp_evoked = all_epochs[subj][cond][trial].average()
The above assumes you have an all_epochs object organized as trials within conditions within subjects (i.e., you're working at the group level). If your Epochs object has only one subject, then it would just be:
tmp_evoked = all_epochs[cond][trial].average()
You can further refine this to find the peak at only one channel as:
tmp_evoked = all_epochs[subj][cond][trial].pick(chan).average()

Why doc2vec is giving different and un-reliable results?

I have a set of 20 small document which talks about a particular kind of issue (training data). Now i want to identify those docs out of 10K documents, which are talking about the same issue.
For the purpose i am using the doc2vec implementation:
from gensim.models.doc2vec import Doc2Vec, TaggedDocument
from nltk.tokenize import word_tokenize
# Tokenize_and_stem is creating the tokens and stemming and returning the list
# documents_prb store the list of 20 docs
tagged_data = [TaggedDocument(words=tokenize_and_stem(_d.lower()), tags=[str(i)]) for i, _d in enumerate(documents_prb)]
max_epochs = 20
vec_size = 20
alpha = 0.025
model = Doc2Vec(size=vec_size,
alpha=alpha,
min_alpha=0.00025,
min_count=1,
dm =1)
model.build_vocab(tagged_data)
for epoch in range(max_epochs):
print('iteration {0}'.format(epoch))
model.train(tagged_data,
total_examples=model.corpus_count,
epochs=model.iter)
# decrease the learning rate
model.alpha -= 0.0002
# fix the learning rate, no decay
model.min_alpha = model.alpha
model.save("d2v.model")
print("Model Saved")
model= Doc2Vec.load("d2v.model")
#to find the vector of a document which is not in training data
def doc2vec_score(s):
s_list = tokenize_and_stem(s)
v1 = model.infer_vector(s_list)
similar_doc = model.docvecs.most_similar([v1])
original_match = (X[int(similar_doc[0][0])])
score = similar_doc[0][1]
match = similar_doc[0][0]
return score,match
final_data = []
# df_ws is the list of 10K docs for which i want to find the similarity with above 20 docs
for index, row in df_ws.iterrows():
print(row['processed_description'])
data = (doc2vec_score(row['processed_description']))
L1=list(data)
L1.append(row['Number'])
final_data.append(L1)
with open('file_cosine_d2v.csv','w',newline='') as out:
csv_out=csv.writer(out)
csv_out.writerow(['score','match','INC_NUMBER'])
for row in final_data:
csv_out.writerow(row)
But, I am facing the strange issue, the results are highly un-reliable (Score is 0.9 even if there is not a slightest match) and score is changing with great margin every time. I am running the doc2vec_score function. Can someone please help me what is wrong here ?
First & foremost, try not using the anti-pattern of calling train multiple times in your own loop.
See this answer for more details: My Doc2Vec code, after many loops of training, isn't giving good results. What might be wrong?
If there's still a problem after that fix, edit your question to show the corrected code, and a more clear example of the output you consider unreliable.
For example, show the actual doc-IDs & scores, and explain why you think the probe document you're testing should be "not a slightest match" for any documents returned.
And note that if a document is truly nothing like the training documents, for example by using words that weren't in the training documents, it's not really possible for a Doc2Vec model to detect that. When it infers vectors for new documents, all unknown words are ignored. So you'll be left with a document using only known words, and it will return the best matches for that subset of your document's words.
More fundamentally, a Doc2Vec model is really only learning ways to contrast the documents that are in the universe demonstrated by the training set, by their words' cooccurrences. If presented with a document with either totally different words, or words whose frequencies/cooccurrences are totally unlike anything seen before, its output will be essentially random, without much meaningful relationship to other more-typical documents. (That'll be maybe-close, maybe-far, because in a way the training on the 'known universe' tends to fill the whole available space.)
So, you wouldn't want to use a Doc2Vec model trained only only positive examples of what you want to recognize, if you also want to recognize negative examples. Rather, include all kinds, then remember the subset that's relevant for certain in/out decisions – and use that subset for downstream comparisons, or multiple subsets to feed a more-formal classification or clustering algorithm.

Are data dependencies relevant when preparing data for neural network?

Data: When I have N rows of data like this: (x,y,z) where logically f(x,y)=z, that is z is dependent on x and y, like in my case (setting1, setting2 ,signal) . Different x's and y's can lead to the same z, but the z's wouldn't mean the same thing.
There are 30 unique setting1, 30 setting2 and 1 signal for each (setting1, setting2)-pairing, hence 900 signal values.
Data set: These [900,3] data points are considered 1 data set. I have many samples of these data sets.
I want to make a classification based on these data sets, but I need to flatten the data (make them all into one row). If I flatten it, I will duplicate all the setting values (setting1 and setting2) 30 times, i.e. I will have a row with 3x900 columns.
Question:
Is it correct to keep all the duplicate setting1,setting2 values in the data set? Or should I remove them and only include the unique values a single time?, i.e. have a row with 30 + 30 + 900 columns. I'm worried, that the logical dependency of the signal to the settings will be lost this way. Is this relevant? Or shouldn't I bother including the settings at all (e.g. due to correlations)?
If I understand correctly, you are training NN on a sample where each observation is [900,3].
You are flatning it and getting an input layer of 3*900.
Some of those values are a result of a function on others.
It is important which function, as if it is a liniar function, NN might not work:
From here:
"If inputs are linearly dependent then you are in effect introducing
the same variable as multiple inputs. By doing so you've introduced a
new problem for the network, finding the dependency so that the
duplicated inputs are treated as a single input and a single new
dimension in the data. For some dependencies, finding appropriate
weights for the duplicate inputs is not possible."
Also, if you add dependent variables you risk the NN being biased towards said variables.
E.g. If you are running LMS on [x1,x2,x3,average(x1,x2)] to predict y, you basically assign a higher weight to the x1 and x2 variables.
Unless you have a reason to believe that those weights should be higher, don't include their function.
I was not able to find any link to support, but my intuition is that you might want to decrease your input layer in addition to omitting the dependent values:
From professor A. Ng's ML Course I remember that the input should be the minimum amount of values that are 'reasonable' to make the prediction.
Reasonable is vague, but I understand it so: If you try to predict the price of a house include footage, area quality, distance from major hub, do not include average sun spot activity during the open home day even though you got that data.
I would remove the duplicates, I would also look for any other data that can be omitted, maybe run PCA over the full set of Nx[3,900].

Best strategy to reduce false positives: Google's new Object Detection API on Satellite Imagery

I'm setting up the new Tensorflow Object Detection API to find small objects in large areas of satellite imagery. It works quite well - it finds all 10 objects I want, but I also get 50-100 false positives [things that look a little like the target object, but aren't].
I'm using the sample config from the 'pets' tutorial, to fine-tune the faster_rcnn_resnet101_coco model they offer. I've started small, with only 100 training examples of my objects (just 1 class). 50 examples in my validation set. Each example is a 200x200 pixel image with a labeled object (~40x40) in the center. I train until my precision & loss curves plateau.
I'm relatively new to using deep learning for object detection. What is the best strategy to increase my precision? e.g. Hard-negative mining? Increase my training dataset size? I've yet to try the most accurate model they offer faster_rcnn_inception_resnet_v2_atrous_coco as i'd like to maintain some speed, but will do so if needed.
Hard-negative mining seems to be a logical step. If you agree, how do I implement it w.r.t setting up the tfrecord file for my training dataset? Let's say I make 200x200 images for each of the 50-100 false positives:
Do I create 'annotation' xml files for each, with no 'object' element?
...or do I label these hard negatives as a second class?
If I then have 100 negatives to 100 positives in my training set - is that a healthy ratio? How many negatives can I include?
I've revisited this topic recently in my work and thought I'd update with my current learnings for any who visit in the future.
The topic appeared on Tensorflow's Models repo issue tracker. SSD allows you to set the ratio of how many negative:postive examples to mine (max_negatives_per_positive: 3), but you can also set a minimum number for images with no postives (min_negatives_per_image: 3). Both of these are defined in the model-ssd-loss config section.
That said, I don't see the same option in Faster-RCNN's model configuration. It's mentioned in the issue that models/research/object_detection/core/balanced_positive_negative_sampler.py contains the code used for Faster-RCNN.
One other option discussed in the issue is creating a second class specifically for lookalikes. During training, the model will attempt to learn class differences which should help serve your purpose.
Lastly, I came across this article on Filter Amplifier Networks (FAN) that may be informative for your work on aerial imagery.
===================================================================
The following paper describes hard negative mining for the same purpose you describe:
Training Region-based Object Detectors with Online Hard Example Mining
In section 3.1 they describe using a foreground and background class:
Background RoIs. A region is labeled background (bg) if its maximum
IoU with ground truth is in the interval [bg lo, 0.5). A lower
threshold of bg lo = 0.1 is used by both FRCN and SPPnet, and is
hypothesized in [14] to crudely approximate hard negative mining; the
assumption is that regions with some overlap with the ground truth are
more likely to be the confusing or hard ones. We show in Section 5.4
that although this heuristic helps convergence and detection accuracy,
it is suboptimal because it ignores some infrequent, but important,
difficult background regions. Our method removes the bg lo threshold.
In fact this paper is referenced and its ideas are used in Tensorflow's object detection losses.py code for hard mining:
class HardExampleMiner(object):
"""Hard example mining for regions in a list of images.
Implements hard example mining to select a subset of regions to be
back-propagated. For each image, selects the regions with highest losses,
subject to the condition that a newly selected region cannot have
an IOU > iou_threshold with any of the previously selected regions.
This can be achieved by re-using a greedy non-maximum suppression algorithm.
A constraint on the number of negatives mined per positive region can also be
enforced.
Reference papers: "Training Region-based Object Detectors with Online
Hard Example Mining" (CVPR 2016) by Srivastava et al., and
"SSD: Single Shot MultiBox Detector" (ECCV 2016) by Liu et al.
"""
Based on your model config file, the HardMinerObject is returned by losses_builder.py in this bit of code:
def build_hard_example_miner(config,
classification_weight,
localization_weight):
"""Builds hard example miner based on the config.
Args:
config: A losses_pb2.HardExampleMiner object.
classification_weight: Classification loss weight.
localization_weight: Localization loss weight.
Returns:
Hard example miner.
"""
loss_type = None
if config.loss_type == losses_pb2.HardExampleMiner.BOTH:
loss_type = 'both'
if config.loss_type == losses_pb2.HardExampleMiner.CLASSIFICATION:
loss_type = 'cls'
if config.loss_type == losses_pb2.HardExampleMiner.LOCALIZATION:
loss_type = 'loc'
max_negatives_per_positive = None
num_hard_examples = None
if config.max_negatives_per_positive > 0:
max_negatives_per_positive = config.max_negatives_per_positive
if config.num_hard_examples > 0:
num_hard_examples = config.num_hard_examples
hard_example_miner = losses.HardExampleMiner(
num_hard_examples=num_hard_examples,
iou_threshold=config.iou_threshold,
loss_type=loss_type,
cls_loss_weight=classification_weight,
loc_loss_weight=localization_weight,
max_negatives_per_positive=max_negatives_per_positive,
min_negatives_per_image=config.min_negatives_per_image)
return hard_example_miner
which is returned by model_builder.py and called by train.py. So basically, it seems to me that simply generating your true positive labels (with a tool like LabelImg or RectLabel) should be enough for the train algorithm to find hard negatives within the same images. The related question gives an excellent walkthrough.
In the event you want to feed in data that has no true positives (i.e. nothing should be classified in the image), just add the negative image to your tfrecord with no bounding boxes.
I think I was passing through the same or close scenario and it's worth it to share with you.
I managed to solve it by passing images without annotations to the trainer.
On my scenario I'm building a project to detect assembly failures from my client's products, at real time.
I successfully achieved very robust results (for production env) by using detection+classification for components that has explicity a negative pattern (e.g. a screw that has screw on/off(just the hole)) and only detection for things that doesn't has the negative pattens (e.g. a tape that can be placed anywhere).
On the system it's mandatory that the user record 2 videos, one containing the positive scenario and another containing the negative (or the n videos, containing n patterns of positive and negative so the algorithm can generalize).
After a while testing I found out that if I register to detected only tape the detector was giving very confident (0.999) false positive detections of tape. It was learning the pattern where the tape was inserted instead of the tape itself. When I had another component (like a screw on it's negative format) I was passing the negative pattern of tape without being explicitly aware of it, so the FPs didn't happen.
So I found out that, in this scenario, I had to necessarily pass the images without tape so it could differentiate between tape and no-tape.
I considered two alternatives to experiment and try to solve this behavior:
Train passing an considerable amount of images that doesn't has any annotation (10% of all my negative samples) along with all images that I have real annotations.
On the images that I don't have annotation I create a dummy annotation with a dummy label so I could force the detector to train with that image (thus learning the no-tape pattern). Later on, when get the dummy predictions, just ignore them.
Concluded that both alternatives worked perfectly on my scenario.
The training loss got a little messy but the predictions work with robustness for my very controlled scenario (the system's camera has its own box and illumination to decrease variables).
I had to make two little modifications for the first alternative to work:
All images that didn't had any annotation I passed a dummy annotation (class=None, xmin/ymin/xmax/ymax=-1)
When generating the tfrecord files I use this information (xmin == -1, in this case) to add an empty list for the sample:
def create_tf_example(group, path, label_map):
with tf.gfile.GFile(os.path.join(path, '{}'.format(group.filename)), 'rb') as fid:
encoded_jpg = fid.read()
encoded_jpg_io = io.BytesIO(encoded_jpg)
image = Image.open(encoded_jpg_io)
width, height = image.size
filename = group.filename.encode('utf8')
image_format = b'jpg'
xmins = []
xmaxs = []
ymins = []
ymaxs = []
classes_text = []
classes = []
for index, row in group.object.iterrows():
if not pd.isnull(row.xmin):
if not row.xmin == -1:
xmins.append(row['xmin'] / width)
xmaxs.append(row['xmax'] / width)
ymins.append(row['ymin'] / height)
ymaxs.append(row['ymax'] / height)
classes_text.append(row['class'].encode('utf8'))
classes.append(label_map[row['class']])
tf_example = tf.train.Example(features=tf.train.Features(feature={
'image/height': dataset_util.int64_feature(height),
'image/width': dataset_util.int64_feature(width),
'image/filename': dataset_util.bytes_feature(filename),
'image/source_id': dataset_util.bytes_feature(filename),
'image/encoded': dataset_util.bytes_feature(encoded_jpg),
'image/format': dataset_util.bytes_feature(image_format),
'image/object/bbox/xmin': dataset_util.float_list_feature(xmins),
'image/object/bbox/xmax': dataset_util.float_list_feature(xmaxs),
'image/object/bbox/ymin': dataset_util.float_list_feature(ymins),
'image/object/bbox/ymax': dataset_util.float_list_feature(ymaxs),
'image/object/class/text': dataset_util.bytes_list_feature(classes_text),
'image/object/class/label': dataset_util.int64_list_feature(classes),
}))
return tf_example
Part of the traning progress:
Currently I'm using tensorflow object detection along with tensorflow==1.15, using faster_rcnn_resnet101_coco.config.
Hope it will solve someone's problem as I didn't found any solution on the internet. I read a lot of people telling that faster_rcnn is not adapted for negative training for FPs reduction but my tests proved the opposite.

machine learning, why do we need to weight data

This my sound as very naive question. I checked on google and many YouTube videos for beginners and pretty much, all explain data weighting as something the most obvious. I still do not understand why data is being weighted.
Let's assume I have four features:
a b c d
1 2 1 4
If I pass each value to Sigmond function, I'll receive -1 >< 1 value already.
I really don't understand why data needs or it is recommended to be weighted first. If you could explain to me this in very simple manner, I would appreciate it a lot.
I think you are not talking about weighing data but features.
A feature is a column in your table and as data I would understand rows.
The confusion comes now from the fact that weighing rows is also sometimes sensible, e.g., if you want to punish misclassification of positive class more.
Why do we need to weigh features?
I assume you are talking about a modle like
prediction = sigmoid(sum_i weight_i * feature_i) > base
Let's assume you want to predict whether a person is overweight based on Bodyweight, height, and age.
In R we can generate a sample dataset as
height = rnorm(100,1.80,0.1) #normal distributed mean 1.8,variance 0.1
weight = rnorm(100,70,10)
age = runif(100,0,100)
ow = weight / (height**2)>25 #overweight if BMI > 25
data = data.frame(height,weight,age,bc,ow)
if we now plot the data you can see that at least my sample of the data can be separated with a straight line in weight/height. However, age does not provide any value. If we weight it prior to the sum/sigmoid you can put all factors into relation.
Furthermore, as you can see from the following plot the weight/height have a very different domain. Hence, they need to be put into relation, such that the line in the following plot has the right slope, as the value of weight have are one order of magnitude larger

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