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I need to create a function which would be the inverse of the np.gradient function.
Where the Vx,Vy arrays (Velocity component vectors) are the input and the output would be an array of anti-derivatives (Arrival Time) at the datapoints x,y.
I have data on a (x,y) grid with scalar values (time) at each point.
I have used the numpy gradient function and linear interpolation to determine the gradient vector Velocity (Vx,Vy) at each point (See below).
I have achieved this by:
#LinearTriInterpolator applied to a delaunay triangular mesh
LTI= LinearTriInterpolator(masked_triang, time_array)
#Gradient requested at the mesh nodes:
(Vx, Vy) = LTI.gradient(triang.x, triang.y)
The first image below shows the velocity vectors at each point, and the point labels represent the time value which formed the derivatives (Vx,Vy)
The next image shows the resultant scalar value of the derivatives (Vx,Vy) plotted as a colored contour graph with associated node labels.
So my challenge is:
I need to reverse the process!
Using the gradient vectors (Vx,Vy) or the resultant scalar value to determine the original Time-Value at that point.
Is this possible?
Knowing that the numpy.gradient function is computed using second order accurate central differences in the interior points and either first or second order accurate one-sides (forward or backwards) differences at the boundaries, I am sure there is a function which would reverse this process.
I was thinking that taking a line derivative between the original point (t=0 at x1,y1) to any point (xi,yi) over the Vx,Vy plane would give me the sum of the velocity components. I could then divide this value by the distance between the two points to get the time taken..
Would this approach work? And if so, which numpy integrate function would be best applied?
An example of my data can be found here [http://www.filedropper.com/calculatearrivaltimefromgradientvalues060820]
Your help would be greatly appreciated
EDIT:
Maybe this simplified drawing might help understand where I'm trying to get to..
EDIT:
Thanks to #Aguy who has contibuted to this code.. I Have tried to get a more accurate representation using a meshgrid of spacing 0.5 x 0.5m and calculating the gradient at each meshpoint, however I am not able to integrate it properly. I also have some edge affects which are affecting the results that I don't know how to correct.
import numpy as np
from scipy import interpolate
from matplotlib import pyplot
from mpl_toolkits.mplot3d import Axes3D
#Createmesh grid with a spacing of 0.5 x 0.5
stepx = 0.5
stepy = 0.5
xx = np.arange(min(x), max(x), stepx)
yy = np.arange(min(y), max(y), stepy)
xgrid, ygrid = np.meshgrid(xx, yy)
grid_z1 = interpolate.griddata((x,y), Arrival_Time, (xgrid, ygrid), method='linear') #Interpolating the Time values
#Formatdata
X = np.ravel(xgrid)
Y= np.ravel(ygrid)
zs = np.ravel(grid_z1)
Z = zs.reshape(X.shape)
#Calculate Gradient
(dx,dy) = np.gradient(grid_z1) #Find gradient for points on meshgrid
Velocity_dx= dx/stepx #velocity ms/m
Velocity_dy= dy/stepx #velocity ms/m
Resultant = (Velocity_dx**2 + Velocity_dy**2)**0.5 #Resultant scalar value ms/m
Resultant = np.ravel(Resultant)
#Plot Original Data F(X,Y) on the meshgrid
fig = pyplot.figure()
ax = fig.add_subplot(projection='3d')
ax.scatter(x,y,Arrival_Time,color='r')
ax.plot_trisurf(X, Y, Z)
ax.set_xlabel('X-Coordinates')
ax.set_ylabel('Y-Coordinates')
ax.set_zlabel('Time (ms)')
pyplot.show()
#Plot the Derivative of f'(X,Y) on the meshgrid
fig = pyplot.figure()
ax = fig.add_subplot(projection='3d')
ax.scatter(X,Y,Resultant,color='r',s=0.2)
ax.plot_trisurf(X, Y, Resultant)
ax.set_xlabel('X-Coordinates')
ax.set_ylabel('Y-Coordinates')
ax.set_zlabel('Velocity (ms/m)')
pyplot.show()
#Integrate to compare the original data input
dxintegral = np.nancumsum(Velocity_dx, axis=1)*stepx
dyintegral = np.nancumsum(Velocity_dy, axis=0)*stepy
valintegral = np.ma.zeros(dxintegral.shape)
for i in range(len(yy)):
for j in range(len(xx)):
valintegral[i, j] = np.ma.sum([dxintegral[0, len(xx) // 2],
dyintegral[i, len(yy) // 2], dxintegral[i, j], - dxintegral[i, len(xx) // 2]])
valintegral = valintegral * np.isfinite(dxintegral)
Now the np.gradient is applied at every meshnode (dx,dy) = np.gradient(grid_z1)
Now in my process I would analyse the gradient values above and make some adjustments (There is some unsual edge effects that are being create which I need to rectify) and would then integrate the values to get back to a surface which would be very similar to f(x,y) shown above.
I need some help adjusting the integration function:
#Integrate to compare the original data input
dxintegral = np.nancumsum(Velocity_dx, axis=1)*stepx
dyintegral = np.nancumsum(Velocity_dy, axis=0)*stepy
valintegral = np.ma.zeros(dxintegral.shape)
for i in range(len(yy)):
for j in range(len(xx)):
valintegral[i, j] = np.ma.sum([dxintegral[0, len(xx) // 2],
dyintegral[i, len(yy) // 2], dxintegral[i, j], - dxintegral[i, len(xx) // 2]])
valintegral = valintegral * np.isfinite(dxintegral)
And now I need to calculate the new 'Time' values at the original (x,y) point locations.
UPDATE (08-09-20) : I am getting some promising results using the help from #Aguy. The results can be seen below (with the blue contours representing the original data, and the red contours representing the integrated values).
I am still working on an integration approach which can remove the inaccuarcies at the areas of min(y) and max(y)
from matplotlib.tri import (Triangulation, UniformTriRefiner,
CubicTriInterpolator,LinearTriInterpolator,TriInterpolator,TriAnalyzer)
import pandas as pd
from scipy.interpolate import griddata
import matplotlib.pyplot as plt
import numpy as np
from scipy import interpolate
#-------------------------------------------------------------------------
# STEP 1: Import data from Excel file, and set variables
#-------------------------------------------------------------------------
df_initial = pd.read_excel(
r'C:\Users\morga\PycharmProjects\venv\Development\Trial'
r'.xlsx')
Inputdata can be found here link
df_initial = df_initial .sort_values(by='Delay', ascending=True) #Update dataframe and sort by Delay
x = df_initial ['X'].to_numpy()
y = df_initial ['Y'].to_numpy()
Arrival_Time = df_initial ['Delay'].to_numpy()
# Createmesh grid with a spacing of 0.5 x 0.5
stepx = 0.5
stepy = 0.5
xx = np.arange(min(x), max(x), stepx)
yy = np.arange(min(y), max(y), stepy)
xgrid, ygrid = np.meshgrid(xx, yy)
grid_z1 = interpolate.griddata((x, y), Arrival_Time, (xgrid, ygrid), method='linear') # Interpolating the Time values
# Calculate Gradient (velocity ms/m)
(dy, dx) = np.gradient(grid_z1) # Find gradient for points on meshgrid
Velocity_dx = dx / stepx # x velocity component ms/m
Velocity_dy = dy / stepx # y velocity component ms/m
# Integrate to compare the original data input
dxintegral = np.nancumsum(Velocity_dx, axis=1) * stepx
dyintegral = np.nancumsum(Velocity_dy, axis=0) * stepy
valintegral = np.ma.zeros(dxintegral.shape) # Makes an array filled with 0's the same shape as dx integral
for i in range(len(yy)):
for j in range(len(xx)):
valintegral[i, j] = np.ma.sum(
[dxintegral[0, len(xx) // 2], dyintegral[i, len(xx) // 2], dxintegral[i, j], - dxintegral[i, len(xx) // 2]])
valintegral[np.isnan(dx)] = np.nan
min_value = np.nanmin(valintegral)
valintegral = valintegral + (min_value * -1)
##Plot Results
fig = plt.figure()
ax = fig.add_subplot()
ax.scatter(x, y, color='black', s=7, zorder=3)
ax.set_xlabel('X-Coordinates')
ax.set_ylabel('Y-Coordinates')
ax.contour(xgrid, ygrid, valintegral, levels=50, colors='red', zorder=2)
ax.contour(xgrid, ygrid, grid_z1, levels=50, colors='blue', zorder=1)
ax.set_aspect('equal')
plt.show()
TL;DR;
You have multiple challenges to address in this issue, mainly:
Potential reconstruction (scalar field) from its gradient (vector field)
But also:
Observation in a concave hull with non rectangular grid;
Numerical 2D line integration and numerical inaccuracy;
It seems it can be solved by choosing an adhoc interpolant and a smart way to integrate (as pointed out by #Aguy).
MCVE
In a first time, let's build a MCVE to highlight above mentioned key points.
Dataset
We recreate a scalar field and its gradient.
import numpy as np
from scipy import interpolate
import matplotlib.pyplot as plt
def f(x, y):
return x**2 + x*y + 2*y + 1
Nx, Ny = 21, 17
xl = np.linspace(-3, 3, Nx)
yl = np.linspace(-2, 2, Ny)
X, Y = np.meshgrid(xl, yl)
Z = f(X, Y)
zl = np.arange(np.floor(Z.min()), np.ceil(Z.max())+1, 2)
dZdy, dZdx = np.gradient(Z, yl, xl, edge_order=1)
V = np.hypot(dZdx, dZdy)
The scalar field looks like:
axe = plt.axes(projection='3d')
axe.plot_surface(X, Y, Z, cmap='jet', alpha=0.5)
axe.view_init(elev=25, azim=-45)
And, the vector field looks like:
axe = plt.contour(X, Y, Z, zl, cmap='jet')
axe.axes.quiver(X, Y, dZdx, dZdy, V, units='x', pivot='tip', cmap='jet')
axe.axes.set_aspect('equal')
axe.axes.grid()
Indeed gradient is normal to potential levels. We also plot the gradient magnitude:
axe = plt.contour(X, Y, V, 10, cmap='jet')
axe.axes.set_aspect('equal')
axe.axes.grid()
Raw field reconstruction
If we naively reconstruct the scalar field from the gradient:
SdZx = np.cumsum(dZdx, axis=1)*np.diff(xl)[0]
SdZy = np.cumsum(dZdy, axis=0)*np.diff(yl)[0]
Zhat = np.zeros(SdZx.shape)
for i in range(Zhat.shape[0]):
for j in range(Zhat.shape[1]):
Zhat[i,j] += np.sum([SdZy[i,0], -SdZy[0,0], SdZx[i,j], -SdZx[i,0]])
Zhat += Z[0,0] - Zhat[0,0]
We can see the global result is roughly correct, but levels are less accurate where the gradient magnitude is low:
Interpolated field reconstruction
If we increase the grid resolution and pick a specific interpolant (usual when dealing with mesh grid), we can get a finer field reconstruction:
r = np.stack([X.ravel(), Y.ravel()]).T
Sx = interpolate.CloughTocher2DInterpolator(r, dZdx.ravel())
Sy = interpolate.CloughTocher2DInterpolator(r, dZdy.ravel())
Nx, Ny = 200, 200
xli = np.linspace(xl.min(), xl.max(), Nx)
yli = np.linspace(yl.min(), yl.max(), Nx)
Xi, Yi = np.meshgrid(xli, yli)
ri = np.stack([Xi.ravel(), Yi.ravel()]).T
dZdxi = Sx(ri).reshape(Xi.shape)
dZdyi = Sy(ri).reshape(Xi.shape)
SdZxi = np.cumsum(dZdxi, axis=1)*np.diff(xli)[0]
SdZyi = np.cumsum(dZdyi, axis=0)*np.diff(yli)[0]
Zhati = np.zeros(SdZxi.shape)
for i in range(Zhati.shape[0]):
for j in range(Zhati.shape[1]):
Zhati[i,j] += np.sum([SdZyi[i,0], -SdZyi[0,0], SdZxi[i,j], -SdZxi[i,0]])
Zhati += Z[0,0] - Zhati[0,0]
Which definitely performs way better:
So basically, increasing the grid resolution with an adhoc interpolant may help you to get more accurate result. The interpolant also solve the need to get a regular rectangular grid from a triangular mesh to perform integration.
Concave and convex hull
You also have pointed out inaccuracy on the edges. Those are the result of the combination of the interpolant choice and the integration methodology. The integration methodology fails to properly compute the scalar field when it reach concave region with few interpolated points. The problem disappear when choosing a mesh-free interpolant able to extrapolate.
To illustrate it, let's remove some data from our MCVE:
q = np.full(dZdx.shape, False)
q[0:6,5:11] = True
q[-6:,-6:] = True
dZdx[q] = np.nan
dZdy[q] = np.nan
Then the interpolant can be constructed as follow:
q2 = ~np.isnan(dZdx.ravel())
r = np.stack([X.ravel(), Y.ravel()]).T[q2,:]
Sx = interpolate.CloughTocher2DInterpolator(r, dZdx.ravel()[q2])
Sy = interpolate.CloughTocher2DInterpolator(r, dZdy.ravel()[q2])
Performing the integration we see that in addition of classical edge effect we do have less accurate value in concave regions (swingy dot-dash lines where the hull is concave) and we have no data outside the convex hull as Clough Tocher is a mesh-based interpolant:
Vl = np.arange(0, 11, 1)
axe = plt.contour(X, Y, np.hypot(dZdx, dZdy), Vl, cmap='jet')
axe.axes.contour(Xi, Yi, np.hypot(dZdxi, dZdyi), Vl, cmap='jet', linestyles='-.')
axe.axes.set_aspect('equal')
axe.axes.grid()
So basically the error we are seeing on the corner are most likely due to integration issue combined with interpolation limited to the convex hull.
To overcome this we can choose a different interpolant such as RBF (Radial Basis Function Kernel) which is able to create data outside the convex hull:
Sx = interpolate.Rbf(r[:,0], r[:,1], dZdx.ravel()[q2], function='thin_plate')
Sy = interpolate.Rbf(r[:,0], r[:,1], dZdy.ravel()[q2], function='thin_plate')
dZdxi = Sx(ri[:,0], ri[:,1]).reshape(Xi.shape)
dZdyi = Sy(ri[:,0], ri[:,1]).reshape(Xi.shape)
Notice the slightly different interface of this interpolator (mind how parmaters are passed).
The result is the following:
We can see the region outside the convex hull can be extrapolated (RBF are mesh free). So choosing the adhoc interpolant is definitely a key point to solve your problem. But we still need to be aware that extrapolation may perform well but is somehow meaningless and dangerous.
Solving your problem
The answer provided by #Aguy is perfectly fine as it setups a clever way to integrate that is not disturbed by missing points outside the convex hull. But as you mentioned there is inaccuracy in concave region inside the convex hull.
If you wish to remove the edge effect you detected, you will have to resort to an interpolant able to extrapolate as well, or find another way to integrate.
Interpolant change
Using RBF interpolant seems to solve your problem. Here is the complete code:
df = pd.read_excel('./Trial-Wireup 2.xlsx')
x = df['X'].to_numpy()
y = df['Y'].to_numpy()
z = df['Delay'].to_numpy()
r = np.stack([x, y]).T
#S = interpolate.CloughTocher2DInterpolator(r, z)
#S = interpolate.LinearNDInterpolator(r, z)
S = interpolate.Rbf(x, y, z, epsilon=0.1, function='thin_plate')
N = 200
xl = np.linspace(x.min(), x.max(), N)
yl = np.linspace(y.min(), y.max(), N)
X, Y = np.meshgrid(xl, yl)
#Zp = S(np.stack([X.ravel(), Y.ravel()]).T)
Zp = S(X.ravel(), Y.ravel())
Z = Zp.reshape(X.shape)
dZdy, dZdx = np.gradient(Z, yl, xl, edge_order=1)
SdZx = np.nancumsum(dZdx, axis=1)*np.diff(xl)[0]
SdZy = np.nancumsum(dZdy, axis=0)*np.diff(yl)[0]
Zhat = np.zeros(SdZx.shape)
for i in range(Zhat.shape[0]):
for j in range(Zhat.shape[1]):
#Zhat[i,j] += np.nansum([SdZy[i,0], -SdZy[0,0], SdZx[i,j], -SdZx[i,0]])
Zhat[i,j] += np.nansum([SdZx[0,N//2], SdZy[i,N//2], SdZx[i,j], -SdZx[i,N//2]])
Zhat += Z[100,100] - Zhat[100,100]
lz = np.linspace(0, 5000, 20)
axe = plt.contour(X, Y, Z, lz, cmap='jet')
axe = plt.contour(X, Y, Zhat, lz, cmap='jet', linestyles=':')
axe.axes.plot(x, y, '.', markersize=1)
axe.axes.set_aspect('equal')
axe.axes.grid()
Which graphically renders as follow:
The edge effect is gone because of the RBF interpolant can extrapolate over the whole grid. You can confirm it by comparing the result of mesh-based interpolants.
Linear
Clough Tocher
Integration variable order change
We can also try to find a better way to integrate and mitigate the edge effect, eg. let's change the integration variable order:
Zhat[i,j] += np.nansum([SdZy[N//2,0], SdZx[N//2,j], SdZy[i,j], -SdZy[N//2,j]])
With a classic linear interpolant. The result is quite correct, but we still have an edge effect on the bottom left corner:
As you noticed the problem occurs at the middle of the axis in region where the integration starts and lacks a reference point.
Here is one approach:
First, in order to be able to do integration, it's good to be on a regular grid. Using here variable names x and y as short for your triang.x and triang.y we can first create a grid:
import numpy as np
n = 200 # Grid density
stepx = (max(x) - min(x)) / n
stepy = (max(y) - min(y)) / n
xspace = np.arange(min(x), max(x), stepx)
yspace = np.arange(min(y), max(y), stepy)
xgrid, ygrid = np.meshgrid(xspace, yspace)
Then we can interpolate dx and dy on the grid using the same LinearTriInterpolator function:
fdx = LinearTriInterpolator(masked_triang, dx)
fdy = LinearTriInterpolator(masked_triang, dy)
dxgrid = fdx(xgrid, ygrid)
dygrid = fdy(xgrid, ygrid)
Now comes the integration part. In principle, any path we choose should get us to the same value. In practice, since there are missing values and different densities, the choice of path is very important to get a reasonably accurate answer.
Below I choose to integrate over dxgrid in the x direction from 0 to the middle of the grid at n/2. Then integrate over dygrid in the y direction from 0 to the i point of interest. Then over dxgrid again from n/2 to the point j of interest. This is a simple way to make sure most of the path of integration is inside the bulk of available data by simply picking a path that goes mostly in the "middle" of the data range. Other alternative consideration would lead to different path selections.
So we do:
dxintegral = np.nancumsum(dxgrid, axis=1) * stepx
dyintegral = np.nancumsum(dygrid, axis=0) * stepy
and then (by somewhat brute force for clarity):
valintegral = np.ma.zeros(dxintegral.shape)
for i in range(n):
for j in range(n):
valintegral[i, j] = np.ma.sum([dxintegral[0, n // 2], dyintegral[i, n // 2], dxintegral[i, j], - dxintegral[i, n // 2]])
valintegral = valintegral * np.isfinite(dxintegral)
valintegral would be the result up to an arbitrary constant which can help put the "zero" where you want.
With your data shown here:
ax.tricontourf(masked_triang, time_array)
This is what I'm getting reconstructed when using this method:
ax.contourf(xgrid, ygrid, valintegral)
Hopefully this is somewhat helpful.
If you want to revisit the values at the original triangulation points, you can use interp2d on the valintegral regular grid data.
EDIT:
In reply to your edit, your adaptation above has a few errors:
Change the line (dx,dy) = np.gradient(grid_z1) to (dy,dx) = np.gradient(grid_z1)
In the integration loop change the dyintegral[i, len(yy) // 2] term to dyintegral[i, len(xx) // 2]
Better to replace the line valintegral = valintegral * np.isfinite(dxintegral) with valintegral[np.isnan(dx)] = np.nan
Usually I use Scipy.optimize.curve_fit to fit custom functions to data.
Data in this case was always a 1 dimensional array.
Is there a similiar function for a two dimensional array?
So, for example, I have a 10x10 numpy array. Then I have a function that does some stuff and creates a 10x10 numpy array, and I want to fit the function, so that the resulting 10x10 array has the best fit to the input array.
Maybe an example is better :)
data = pyfits.getdata('data.fits') #fits is an image format, this gives me a NxM numpy array
mod1 = pyfits.getdata('mod1.fits')
mod2 = pyfits.getdata('mod2.fits')
mod3 = pyfits.getdata('mod3.fits')
mod1_1D = numpy.ravel(mod1)
mod2_1D = numpy.ravel(mod2)
mod3_1D = numpy.ravel(mod3)
def dostuff(a,b): #originaly this is a function for 2D arrays
newdata = (mod1_1D*12)+(mod2_1D)**a - mod3_1D/b
return newdata
Now a and b should be fitted, so that newdata is as close as possible to data.
What I got so far:
data1D = numpy.ravel(data)
data_X = numpy.arange(data1D.size)
fit = curve_fit(dostuff,data_X,data1D)
But print fit only gives me
(array([ 1.]), inf)
I do have some nans in the arrays, maybe thats a problem?
The goal is to express the 2D function as a 1D function: g(x, y, ...) --> f(xy, ...)
Converting the coordinate pair (x, y) into a single number xy may seem tricky at first. But it's actually quite simple. Just enumerate all data points and you have a single number that uniquely defines each coordinate pair. The fitted function simply has to reconstruct the original coordinates, do it's calculations and return the result.
Example that fits a 2D linear gradient in a 20x10 image:
import scipy as sp
import numpy as np
import matplotlib.pyplot as plt
n, m = 10, 20
# noisy example data
x = np.arange(m).reshape(1, m)
y = np.arange(n).reshape(n, 1)
z = x + y * 2 + np.random.randn(n, m) * 3
def f(xy, a, b):
i = xy // m # reconstruct y coordinates
j = xy % m # reconstruct x coordinates
out = i * a + j * b
return out
xy = np.arange(z.size) # 0 is the top left pixel and 199 is the top right pixel
res = sp.optimize.curve_fit(f, xy, np.ravel(z))
z_est = f(xy, *res[0])
z_est2d = z_est.reshape(n, m)
plt.subplot(2, 1, 1)
plt.plot(np.ravel(z), label='original')
plt.plot(z_est, label='fitted')
plt.legend()
plt.subplot(2, 2, 3)
plt.imshow(z)
plt.xlabel('original')
plt.subplot(2, 2, 4)
plt.imshow(z_est2d)
plt.xlabel('fitted')
I would recommend using symfit for this, I wrote that to take care of all of the magic for you automatically.
In symfit you would just write the equation pretty much as you would on paper, and then you can run the fit.
I would do something like this:
from symfit import parameters, variables, Fit
# Assuming all this data is in the form of NxM arrays
data = pyfits.getdata('data.fits')
mod1 = pyfits.getdata('mod1.fits')
mod2 = pyfits.getdata('mod2.fits')
mod3 = pyfits.getdata('mod3.fits')
a, b = parameters('a, b')
x, y, z, u = variables('x, y, z, u')
model = {u: (x * 12) + y**a - z / b}
fit = Fit(model, x=mod1, y=mod2, z=mod3, u=data)
fit_result = fit.execute()
print(fit_result)
Unfortunatelly I have not yet included examples of the kind you need in the docs yet, but if you just look at the docs I think you can figure it out in case this doesn't work out of the box.
How to plot the separating "hyperplane" for 1-dimensional data using scikit svm ?
I follow this guide for 2-dimensional data : http://scikit-learn.org/stable/auto_examples/svm/plot_svm_margin.html, but don't know how to make it works for 1-dimensional data
pos = np.random.randn(20, 1) + 1
neg = np.random.randn(20, 1) - 1
X = np.r_[pos, neg]
Y = [0] * 20 + [1] * 20
clf = svm.SVC(kernel='linear', C=0.05)
clf.fit(X, Y)
# how to get "hyperplane" and margins values ??
thanks
The separating hyperplane for two-dimensional data is a line, whereas for one-dimensional data the hyperplane boils down to a point. The easiest way to plot the separating hyperplane for one-dimensional data is a bit of a hack: the data are made two-dimensional by adding a second feature which takes the value 0 for all the samples. By doing so, the second component of the weight vector is zero, i.e. w = [w0, 0] (see the appendix at the end of this post). As w1 = 0 and w1 is in the denominator of the expression that defines the slope and the y-intercept term of the separating line (see appendix), both coefficients are ∞. In this case it is convenient to solve the equation of the separating hyperplane for x, which results in x = x0 = -b/w0. The margin turns out to be 2/w0 (see appendix for details).
The following script implements this approach:
import numpy as np
import matplotlib.pyplot as plt
from sklearn import svm
np.random.seed(0)
pos = np.hstack((np.random.randn(20, 1) + 1, np.zeros((20, 1))))
neg = np.hstack((np.random.randn(20, 1) - 1, np.zeros((20, 1))))
X = np.r_[pos, neg]
Y = [0] * 20 + [1] * 20
clf = svm.SVC(kernel='linear')
clf.fit(X, Y)
w = clf.coef_[0]
x_0 = -clf.intercept_[0]/w[0]
margin = w[0]
plt.figure()
x_min, x_max = np.floor(X.min()), np.ceil(X.max())
y_min, y_max = -3, 3
yy = np.linspace(y_min, y_max)
XX, YY = np.mgrid[x_min:x_max:200j, y_min:y_max:200j]
Z = clf.predict(np.c_[XX.ravel(), np.zeros(XX.size)]).reshape(XX.shape)
plt.pcolormesh(XX, YY, Z, cmap=plt.cm.Paired)
plt.plot(x_0*np.ones(shape=yy.shape), yy, 'k-')
plt.plot(x_0*np.ones(shape=yy.shape) - margin, yy, 'k--')
plt.plot(x_0*np.ones(shape=yy.shape) + margin, yy, 'k--')
plt.scatter(pos, np.zeros(shape=pos.shape), s=80, marker='o', facecolors='none')
plt.scatter(neg, np.zeros(shape=neg.shape), s=80, marker='^', facecolors='none')
plt.xlim(x_min, x_max)
plt.ylim(y_min, y_max)
plt.show()
Although the code above is self explanatory, here are some tips. X dimensions are 40 rows by 2 columns: the values in the first column are random numbers while all the elements of the second column are zeros. In the code, the weight vector w = [w0, 0] and the intercept b are clf_coef_[0] and clf.intercept_[0], respectively, wehre clf if the object returned by sklearn.svm.SVC.
And this is the plot you get when the script is run:
For the sake of clarity I'd suggest to tweak the code above by adding/subtracting a small constant to the second feature, for example:
plt.scatter(pos, .3 + np.zeros(shape=pos.shape), ...)
plt.scatter(neg, -.3 + np.zeros(shape=neg.shape), ...)
By doing so the visualization is significantly improved since the different classes are shown without overlap.
Appendix
The separating hyperplane is usually expressed as
where x is a n-dimensional vector, w is the weight vector and b is the bias or intercept. For n = 2 we have w0.x + w1.y + b = 0. After some algebra we obtain y = -(w0/w1).x + (-b/w1). It clearly emerges from this expression that the discriminant hyperplane in a 2D feature space is a line of equation y = a.x + y0, where the slope is given by a = -w0/w1 and the y-intercept term is y0 = -b/w1. In SVM, the margin of a separating hyperplane is 2/‖w‖, which for 2D reduces to
the .coef_ member of clf will return the "hyperplane," which, in one dimension, is just a point. Check out this post for info on how to plot points on a numberline.
I have 4 points, which are very near to be at the one plane - it is the 1,4-Dihydropyridine cycle.
I need to calculate distance from C3 and N1 to the plane, which is made of C1-C2-C4-C5.
Calculating distance is OK, but fitting plane is quite difficult to me.
1,4-DHP cycle:
1,4-DHP cycle, another view:
from array import *
from numpy import *
from scipy import *
# coordinates (XYZ) of C1, C2, C4 and C5
x = [0.274791784, -1.001679346, -1.851320839, 0.365840754]
y = [-1.155674199, -1.215133985, 0.053119249, 1.162878076]
z = [1.216239624, 0.764265677, 0.956099579, 1.198231236]
# plane equation Ax + By + Cz = D
# non-fitted plane
abcd = [0.506645455682, -0.185724560275, -1.43998120646, 1.37626378129]
# creating distance variable
distance = zeros(4, float)
# calculating distance from point to plane
for i in range(4):
distance[i] = (x[i]*abcd[0]+y[i]*abcd[1]+z[i]*abcd[2]+abcd[3])/sqrt(abcd[0]**2 + abcd[1]**2 + abcd[2]**2)
print distance
# calculating squares
squares = distance**2
print squares
How to make sum(squares) minimized? I have tried least squares, but it is too hard for me.
That sounds about right, but you should replace the nonlinear optimization with an SVD. The following creates the moment of inertia tensor, M, and then SVD's it to get the normal to the plane. This should be a close approximation to the least-squares fit and be much faster and more predictable. It returns the point-cloud center and the normal.
def planeFit(points):
"""
p, n = planeFit(points)
Given an array, points, of shape (d,...)
representing points in d-dimensional space,
fit an d-dimensional plane to the points.
Return a point, p, on the plane (the point-cloud centroid),
and the normal, n.
"""
import numpy as np
from numpy.linalg import svd
points = np.reshape(points, (np.shape(points)[0], -1)) # Collapse trialing dimensions
assert points.shape[0] <= points.shape[1], "There are only {} points in {} dimensions.".format(points.shape[1], points.shape[0])
ctr = points.mean(axis=1)
x = points - ctr[:,np.newaxis]
M = np.dot(x, x.T) # Could also use np.cov(x) here.
return ctr, svd(M)[0][:,-1]
For example: Construct a 2D cloud at (10, 100) that is thin in the x direction and 100 times bigger in the y direction:
>>> pts = np.diag((.1, 10)).dot(randn(2,1000)) + np.reshape((10, 100),(2,-1))
The fit plane is very nearly at (10, 100) with a normal very nearly along the x axis.
>>> planeFit(pts)
(array([ 10.00382471, 99.48404676]),
array([ 9.99999881e-01, 4.88824145e-04]))
Least squares should fit a plane easily. The equation for a plane is: ax + by + c = z. So set up matrices like this with all your data:
x_0 y_0 1
A = x_1 y_1 1
...
x_n y_n 1
And
a
x = b
c
And
z_0
B = z_1
...
z_n
In other words: Ax = B. Now solve for x which are your coefficients. But since you have more than 3 points, the system is over-determined so you need to use the left pseudo inverse. So the answer is:
a
b = (A^T A)^-1 A^T B
c
And here is some simple Python code with an example:
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
import numpy as np
N_POINTS = 10
TARGET_X_SLOPE = 2
TARGET_y_SLOPE = 3
TARGET_OFFSET = 5
EXTENTS = 5
NOISE = 5
# create random data
xs = [np.random.uniform(2*EXTENTS)-EXTENTS for i in range(N_POINTS)]
ys = [np.random.uniform(2*EXTENTS)-EXTENTS for i in range(N_POINTS)]
zs = []
for i in range(N_POINTS):
zs.append(xs[i]*TARGET_X_SLOPE + \
ys[i]*TARGET_y_SLOPE + \
TARGET_OFFSET + np.random.normal(scale=NOISE))
# plot raw data
plt.figure()
ax = plt.subplot(111, projection='3d')
ax.scatter(xs, ys, zs, color='b')
# do fit
tmp_A = []
tmp_b = []
for i in range(len(xs)):
tmp_A.append([xs[i], ys[i], 1])
tmp_b.append(zs[i])
b = np.matrix(tmp_b).T
A = np.matrix(tmp_A)
fit = (A.T * A).I * A.T * b
errors = b - A * fit
residual = np.linalg.norm(errors)
print("solution: %f x + %f y + %f = z" % (fit[0], fit[1], fit[2]))
print("errors:")
print(errors)
print("residual: {}".format(residual))
# plot plane
xlim = ax.get_xlim()
ylim = ax.get_ylim()
X,Y = np.meshgrid(np.arange(xlim[0], xlim[1]),
np.arange(ylim[0], ylim[1]))
Z = np.zeros(X.shape)
for r in range(X.shape[0]):
for c in range(X.shape[1]):
Z[r,c] = fit[0] * X[r,c] + fit[1] * Y[r,c] + fit[2]
ax.plot_wireframe(X,Y,Z, color='k')
ax.set_xlabel('x')
ax.set_ylabel('y')
ax.set_zlabel('z')
plt.show()
The solution for your points:
0.143509 x + 0.057196 y + 1.129595 = z
The fact that you are fitting to a plane is only slightly relevant here. What you are trying to do is minimize a particular function starting from a guess. For that use scipy.optimize. Note that there is no guarantee that this is the globally optimal solution, only locally optimal. A different initial condition may converge to a different result, this works well if you start close to the local minima you are seeking.
I've taken the liberty to clean up your code by taking advantage of numpy's broadcasting:
import numpy as np
# coordinates (XYZ) of C1, C2, C4 and C5
XYZ = np.array([
[0.274791784, -1.001679346, -1.851320839, 0.365840754],
[-1.155674199, -1.215133985, 0.053119249, 1.162878076],
[1.216239624, 0.764265677, 0.956099579, 1.198231236]])
# Inital guess of the plane
p0 = [0.506645455682, -0.185724560275, -1.43998120646, 1.37626378129]
def f_min(X,p):
plane_xyz = p[0:3]
distance = (plane_xyz*X.T).sum(axis=1) + p[3]
return distance / np.linalg.norm(plane_xyz)
def residuals(params, signal, X):
return f_min(X, params)
from scipy.optimize import leastsq
sol = leastsq(residuals, p0, args=(None, XYZ))[0]
print("Solution: ", sol)
print("Old Error: ", (f_min(XYZ, p0)**2).sum())
print("New Error: ", (f_min(XYZ, sol)**2).sum())
This gives:
Solution: [ 14.74286241 5.84070802 -101.4155017 114.6745077 ]
Old Error: 0.441513295404
New Error: 0.0453564286112
This returns the 3D plane coefficients along with the RMSE of the fit.
The plane is provided in a homogeneous coordinate representation, meaning its dot product with the homogeneous coordinates of a point produces the distance between the two.
def fit_plane(points):
assert points.shape[1] == 3
centroid = points.mean(axis=0)
x = points - centroid[None, :]
U, S, Vt = np.linalg.svd(x.T # x)
normal = U[:, -1]
origin_distance = normal # centroid
rmse = np.sqrt(S[-1] / len(points))
return np.hstack([normal, -origin_distance]), rmse
Minor note: the SVD can also be directly applied to the points instead of the outer product matrix, but I found it to be slower with NumPy's SVD implementation.
U, S, Vt = np.linalg.svd(x.T, full_matrices=False)
rmse = S[-1] / np.sqrt(len(points))
Another way aside from svd to quickly reach a solution while dealing with outliers ( when you have a large data set ) is ransac :
def fit_plane(voxels, iterations=50, inlier_thresh=10): # voxels : x,y,z
inliers, planes = [], []
xy1 = np.concatenate([voxels[:, :-1], np.ones((voxels.shape[0], 1))], axis=1)
z = voxels[:, -1].reshape(-1, 1)
for _ in range(iterations):
random_pts = voxels[np.random.choice(voxels.shape[0], voxels.shape[1] * 10, replace=False), :]
plane_transformation, residual = fit_pts_to_plane(random_pts)
inliers.append(((z - np.matmul(xy1, plane_transformation)) <= inlier_thresh).sum())
planes.append(plane_transformation)
return planes[np.array(inliers).argmax()]
def fit_pts_to_plane(voxels): # x y z (m x 3)
# https://math.stackexchange.com/questions/99299/best-fitting-plane-given-a-set-of-points
xy1 = np.concatenate([voxels[:, :-1], np.ones((voxels.shape[0], 1))], axis=1)
z = voxels[:, -1].reshape(-1, 1)
fit = np.matmul(np.matmul(np.linalg.inv(np.matmul(xy1.T, xy1)), xy1.T), z)
errors = z - np.matmul(xy1, fit)
residual = np.linalg.norm(errors)
return fit, residual
Here's one way. If your points are P[1]..P[n] then compute the mean M of these and subtract it from each, getting points p[1]..p[n]. Then compute C = Sum{ p[i]*p[i]'} (the "covariance" matrix of the points). Next diagonalise C, that is find orthogonal U and diagonal E so that C = U*E*U'. If your points are indeed on a plane then one of the eigenvalues (ie the diagonal entries of E) will be very small (with perfect arithmetic it would be 0). In any case if the j'th one of these is the smallest, then let the j'th column of U be (A,B,C) and compute D = -M'*N. These parameters define the "best" plane, the one such that the sum of the squares of the distances from the P[] to the plane is least.
I'm trying to fit a 2D Gaussian to an image. Noise is very low, so my attempt was to rotate the image such that the two principal axes do not co-vary, figure out the maximum and just compute the standard deviation in both dimensions. Weapon of choice is python.
However I got stuck at finding the eigenvectors of the image - numpy.linalg.py assumes discrete data points. I thought about taking this image to be a probability distribution, sampling a few thousand points and then computing the eigenvectors from that distribution, but I'm sure there must be a way of finding the eigenvectors (ie., semi-major and semi-minor axes of the gaussian ellipse) directly from that image. Any ideas?
Thanks a lot :)
Just a quick note, there are several tools to fit a gaussian to an image. The only thing I can think of off the top of my head is scikits.learn, which isn't completely image-oriented, but I know there are others.
To calculate the eigenvectors of the covariance matrix exactly as you had in mind is very computationally expensive. You have to associate each pixel (or a large-ish random sample) of image with an x,y point.
Basically, you do something like:
import numpy as np
# grid is your image data, here...
grid = np.random.random((10,10))
nrows, ncols = grid.shape
i,j = np.mgrid[:nrows, :ncols]
coords = np.vstack((i.reshape(-1), j.reshape(-1), grid.reshape(-1))).T
cov = np.cov(coords)
eigvals, eigvecs = np.linalg.eigh(cov)
You can instead make use of the fact that it's a regularly-sampled image and compute it's moments (or "intertial axes") instead. This will be considerably faster for large images.
As a quick example, (I'm using a part of one of my previous answers, in case you find it useful...)
import numpy as np
import matplotlib.pyplot as plt
def main():
data = generate_data()
xbar, ybar, cov = intertial_axis(data)
fig, ax = plt.subplots()
ax.imshow(data)
plot_bars(xbar, ybar, cov, ax)
plt.show()
def generate_data():
data = np.zeros((200, 200), dtype=np.float)
cov = np.array([[200, 100], [100, 200]])
ij = np.random.multivariate_normal((100,100), cov, int(1e5))
for i,j in ij:
data[int(i), int(j)] += 1
return data
def raw_moment(data, iord, jord):
nrows, ncols = data.shape
y, x = np.mgrid[:nrows, :ncols]
data = data * x**iord * y**jord
return data.sum()
def intertial_axis(data):
"""Calculate the x-mean, y-mean, and cov matrix of an image."""
data_sum = data.sum()
m10 = raw_moment(data, 1, 0)
m01 = raw_moment(data, 0, 1)
x_bar = m10 / data_sum
y_bar = m01 / data_sum
u11 = (raw_moment(data, 1, 1) - x_bar * m01) / data_sum
u20 = (raw_moment(data, 2, 0) - x_bar * m10) / data_sum
u02 = (raw_moment(data, 0, 2) - y_bar * m01) / data_sum
cov = np.array([[u20, u11], [u11, u02]])
return x_bar, y_bar, cov
def plot_bars(x_bar, y_bar, cov, ax):
"""Plot bars with a length of 2 stddev along the principal axes."""
def make_lines(eigvals, eigvecs, mean, i):
"""Make lines a length of 2 stddev."""
std = np.sqrt(eigvals[i])
vec = 2 * std * eigvecs[:,i] / np.hypot(*eigvecs[:,i])
x, y = np.vstack((mean-vec, mean, mean+vec)).T
return x, y
mean = np.array([x_bar, y_bar])
eigvals, eigvecs = np.linalg.eigh(cov)
ax.plot(*make_lines(eigvals, eigvecs, mean, 0), marker='o', color='white')
ax.plot(*make_lines(eigvals, eigvecs, mean, -1), marker='o', color='red')
ax.axis('image')
if __name__ == '__main__':
main()
Fitting a Gaussian robustly can be tricky. There was a fun article on this topic in the IEEE Signal Processing Magazine:
Hongwei Guo, "A Simple Algorithm for Fitting a Gaussian Function" IEEE
Signal Processing Magazine, September 2011, pp. 134--137
I give an implementation of the 1D case here:
http://scipy-central.org/item/28/2/fitting-a-gaussian-to-noisy-data-points
(Scroll down to see the resulting fits)
Did you try Principal Component Analysis (PCA)? Maybe the MDP package could do the job with minimal effort.