Numpy - row-wise normalization - python

I've been working on a matrix normalization problem, stated as:
Given a matrix M, normalize its elements such that each element is divided with the corresponding column sum if element is not 0.
cwsums = np.sum(class_matrix,axis=1)
cwsums = np.reciprocal(cwsums.astype(np.float32))
cwsums[cwsums == np.inf] = 0
## this is the problem
final_matrix = np.multiply(final_matrix, cwsums)
I can construct a reciprocal mask, which I would like to apply accross the matrix, as an elementwise product, yet I can't seem to get it right. Thank you!

(Addressing edited question) Looks like you meant to sum across rows using axis=0:
i = 1 / class_matrix.sum(axis=0)
i[~np.isfinite(i)] = 0
class_matrix *= i

Related

Numpy dynamic array slicing based on min/max values

I have a 3 dimensional array of hape (365, x, y) where 36 corresponds to =daily data. In some cases, all the elements along the time axis axis=0 are np.nan.
The time series for each point along the axis=0 looks something like this:
I need to find the index at which the maximum value (peak data) occurs and then the two minimum values on each side of the peak.
import numpy as np
a = np.random.random(365, 3, 3) * 10
a[:, 0, 0] = np.nan
peak_mask = np.ma.masked_array(a, np.isnan(a))
peak_indexes = np.nanargmax(peak_mask, axis=0)
I can find the minimum before the peak using something like this:
early_minimum_indexes = np.full_like(peak_indexes, fill_value=0)
for i in range(peak_indexes.shape[0]):
for j in range(peak_indexes.shape[1]):
if peak_indexes[i, j] == 0:
early_minimum_indexes[i, j] = 0
else:
early_mask = np.ma.masked_array(a, np.isnan(a))
early_loc = np.nanargmin(early_mask[:peak_indexes[i, j], i, j], axis=0)
early_minimum_indexes[i, j] = early_loc
With the resulting peak and trough plotted like this:
This approach is very unreasonable time-wise for large arrays (1m+ elements). Is there a better way to do this using numpy?
While using masked arrays may not be the most efficient solution in this case, it will allow you to perform masked operations on specific axes while more-or-less preserving shape, which is a great convenience. Keep in mind that in many cases, the masked functions will still end up copying the masked data.
You have mostly the right idea in your current code, but you missed a couple of tricks, like being able to negate and combine masks. Also the fact that allocating masks as boolean up front is more efficient, and little nitpicks like np.full(..., 0) -> np.zeros(..., dtype=bool).
Let's work through this backwards. Let's say you had a well-behaved 1-D array with a peak, say a1. You can use masking to easily find the maxima and minima (or indices) like this:
peak_index = np.nanargmax(a1)
mask = np.zeros(a1.size, dtype=np.bool)
mask[peak:] = True
trough_plus = np.nanargmin(np.ma.array(a1, mask=~mask))
trough_minus = np.nanargmin(np.ma.array(a1, mask=mask))
This respects the fact that masked arrays flip the sense of the mask relative to normal numpy boolean indexing. It's also OK that the maximum value appears in the calculation of trough_plus, since it's guaranteed not to be a minimum (unless you have the all-nan situation).
Now if a1 was a masked array already (but still 1D), you could do the same thing, but combine the masks temporarily. For example:
a1 = np.ma.array(a1, mask=np.isnan(a1))
peak_index = a1.argmax()
mask = np.zeros(a1.size, dtype=np.bool)
mask[peak:] = True
trough_plus = np.ma.masked_array(a1, mask=a.mask | ~mask).argmin()
trough_minus (np.ma.masked_array(a1, mask=a.mask | mask).argmin()
Again, since masked arrays have reversed masks, it's important to combine the masks using | instead of &, as you would for normal numpy boolean masks. In this case, there is no need for calling the nan version of argmax and argmin, since all the nans are already masked out.
Hopefully, the generalization to multiple dimensions becomes clear from here, given the prevalence of the axis keyword in numpy functions:
a = np.ma.array(a, mask=np.isnan(a))
peak_indices = a.argmax(axis=0).reshape(1, *a.shape[1:])
mask = np.arange(a.shape[0]).reshape(-1, *(1,) * (a.ndim - 1)) >= peak_indices
trough_plus = np.ma.masked_array(a, mask=~mask | a.mask).argmin(axis=0)
trough_minus = np.ma.masked_array(a, mask=mask | a.mask).argmin(axis=0)
N-dimensional masking technique comes from Fill mask efficiently based on start indices, which was asked just for this purpose.
Here is a method that
copies the data
saves all nan positions and replaces all nans with global min-1
finds the rowwise argmax
subtracts its value from the entire row
note that each row now has only non-positive values with the max value now being zero
zeros all nan positions
flips the sign of all values right of the max
this is the main idea; it creates a new row-global max at the position where before there was the right hand min; at the same time it ensures that the left hand min is now row-global
retrieves the rowwise argmin and argmax, these are the postitions of the left and right mins in the original array
finds all-nan rows and overwrites the max and min indices at these positions with INVALINT
Code:
INVALINT = -9999
t,x,y = a.shape
t,x,y = np.ogrid[:t,:x,:y]
inval = np.isnan(a)
b = np.where(inval,np.nanmin(a)-1,a)
pk = b.argmax(axis=0)
pkval = b[pk,x,y]
b -= pkval
b[inval] = 0
b[t>pk[None]] *= -1
ltr = b.argmin(axis=0)
rtr = b.argmax(axis=0)
del b
inval = inval.all(axis=0)
pk[inval] = INVALINT
ltr[inval] = INVALINT
rtr[inval] = INVALINT
# result is now in ltr ("left trough"), pk ("peak") and rtr

Which method can i use?

I'm working with anaconda the next code to take out the correlation coefficient between two matrix.
The first matrix read 16 files of matrix upper left.
The sum is to get the average to compare with the result of another file
`` `python
for i in range(0,16):
i = i + 5
file = pd.read_csv(path,header=None)
file=file.fillna(0)
file = pd.DataFrame(file)
matrix = np.matrix(file)
matrix = np.flip(matrix, 1)
b = np.copy(matrix)
b = np.swapaxes(b, 1, 0)
np.fill_diagonal(b, 0)
c = matrix + b
sum = c.sum(0) / c.shape[0]
sum=pd.DataFrame(sum)
file2 = pd.read_csv(path,header=None)
file2=pd.DataFrame(file2)
file2 = file2.drop(file2.columns[48], axis=1)
` ``
the correlation coefficient between two files if sum is a matrix of (1,48) and file2 is a matrix of (16,48).
I did a bit research and hopefully below can help:
numpy.corrcoef
numpy.corrcoef(x, y=None, rowvar=True, bias=<no value>, ddof=<no value>)
Return Pearson product-moment correlation coefficients.
Computing the correlation coefficient between two multi-dimensional arrays
Correlation (default 'valid' case) between two 2D arrays:
You can simply use matrix-multiplication np.dot like so -
out = np.dot(arr_one,arr_two.T)
Correlation with the default "valid" case between each pairwise row combinations (row1,row2) of the two input arrays would correspond to multiplication result at each (row1,row2) position.
Please clarify your question in case I misunderstood.

Trace max along dim1 with varying index in dim3

I have a "cube" of 3D data where there is some peak in the column, or first dimension. The index of the peak may shift depending what row is examined. The third dimension may do something a bit more complicated, but for now can be thought of as just scaling things by some linear function.
I would like to find the index of the max along the first dimension, subject to the constraint that for each row, the z index is chosen such that the column peak will be closest to 0.5.
Here's a sample image that is a plane in row,column with a fixed z:
These arrays will at times be large -- say, 21x11x200 float64s, so I would like to vectorize this calculation. Written with a for loop, it looks like this:
cols, rows, zs = data.shape
for i in range(rows):
# for each field point, make an intermediate array that is 2D with focus,frequency dimensions
arr = data[:,i,:]
# compute the thru-focus max and find the peak closest to 0.5
maxs = np.max(arr, axis=0)
max_manip = np.abs(maxs-0.5)
freq_idx = np.argmin(max_manip)
# take the thru-focus slice that peaks closest to 0.5
arr2 = data[:,i,freq_idx]
focus_idx = np.argmax(arr2)
print(focus_idx)
My issue is that I do not know how to roll these calculations up into a vector operation. I would appreciate any help, thanks!
We just need to use the axis param with the relevant ufuncs there and that would lead us to a vectorized solution, like so -
# Get freq indices along all rows in one go
idx = np.abs(data.max(0)-0.5).argmin(1)
# Index into data with those and get the argmax indices
out = data[:,np.arange(data.shape[1]), idx].argmax(0)

Numpy:zero mean data and standardization

I saw in tutorial (there were no further explanation) that we can process data to zero mean with x -= np.mean(x, axis=0) and normalize data with x /= np.std(x, axis=0). Can anyone elaborate on these two pieces on code, only thing I got from documentations is that np.mean calculates arithmetic mean calculates mean along specific axis and np.std does so for standard deviation.
This is also called zscore.
SciPy has a utility for it:
>>> from scipy import stats
>>> stats.zscore([ 0.7972, 0.0767, 0.4383, 0.7866, 0.8091,
... 0.1954, 0.6307, 0.6599, 0.1065, 0.0508])
array([ 1.1273, -1.247 , -0.0552, 1.0923, 1.1664, -0.8559, 0.5786,
0.6748, -1.1488, -1.3324])
Follow the comments in the code below
import numpy as np
# create x
x = np.asarray([1,2,3,4], dtype=np.float64)
np.mean(x) # calculates the mean of the array x
x-np.mean(x) # this is euivalent to subtracting the mean of x from each value in x
x-=np.mean(x) # the -= means can be read as x = x- np.mean(x)
np.std(x) # this calcualtes the standard deviation of the array
x/=np.std(x) # the /= means can be read as x = x/np.std(x)
From the given syntax you have I conclude, that your array is multidimensional. Hence I will first discuss the case where your x is just a linear array:
np.mean(x) will compute the mean, by broadcasting x-np.mean(x) the mean of x will be subtracted form all the entries. x -=np.mean(x,axis = 0) is equivalent to x = x-np.mean(x,axis = 0). Similar for x/np.std(x).
In the case of multidimensional arrays the same thing happens, but instead of computing the mean over the entire array, you just compute the mean over the first "axis". Axis is the numpy word for dimension. So if your x is two dimensional, then np.mean(x,axis =0) = [np.mean(x[:,0], np.mean(x[:,1])...]. Broadcasting again will ensure, that this is done to all elements.
Note, that this only works with the first dimension, otherwise the shapes will not match for broadcasting. If you want to normalize wrt another axis you need to do something like:
x -= np.expand_dims(np.mean(x, axis = n), n)
Key here are the assignment operators. They actually performs some operations on the original variable.
a += c is actually equal to a=a+c.
So indeed a (in your case x) has to be defined beforehand.
Each method takes an array/iterable (x) as input and outputs a value (or array if a multidimensional array was input), which is thus applied in your assignment operations.
The axis parameter means that you apply the mean or std operation over the rows. Hence, you take values for each row in a given column and perform the mean or std.
Axis=1 would take values of each column for a given row.
What you do with both operations is that first you remove the mean so that your column mean is now centered around 0. Then, when you divide by std, you happen to reduce the spread of the data around this zero, and now it should roughly be in a [-1, +1] interval around 0.
So now, each of your column values is centered around zero and standardized.
There are other scaling techniques, such as removing the minimal or maximal value and dividing by the range of values.

Numpy: evaluation of standard deviation of values above/below the average

I want to calculate the standard deviation for values below and above the average of a matrix of n_par parameters and n_sample samples. The fastest way I found so far is:
stdleft = numpy.zeros_like(mean)
for jpar in xrange(mean.shape[1]):
stdleft[jpar] = p[p[:,jpar] < \
mean[jpar],jpar].std()
where p is a matrix like (n_samples,n_par). Is there a smarter way to do it without the for loop? I have roughly n_par = 200 and n_samples = 1e8 and therefore these three lines take ages to be performed.
Any idea would be really helpfull!
Thank you
As I understand it, you want to calculate the standard deviation of each column where the values are below the mean for that column.
In numpy, it's easiest to use masked arrays for this.
As an example:
import numpy as np
# 10 samples, 3 columns
p = np.random.random((10, 3))
# Calculate the mean of each column
colmeans = p.mean(axis=0)
# Make a boolean array where our condition is True
mask = p < colmeans
# Find the standard deviation of values in each column below the column's mean.
# For masked arrays, the True values will be masked, so we'll invert the array.
stdleft = np.ma.masked_where(~mask, p).std(axis=0)
You can also use pandas for this as #SudeepJuvekar mentioned. The performance should be broadly similar, but pandas should be a bit faster for this particular operation (untested).
Pandas is your friend. Convert your matrix in pandas Dataframe and index the Dataframe logically. Something like this
mat = pandas.DataFrame(p)
This creates a DataFrame from original numpy matrix p. Then we compute the column means for the DataFrame.
m = mat.mean()
Creates n_par sized array of all column means of mat. Finally, index the mat matrix using < logical operation and apply std to that.
stdleft = mat[mat < m].std()
Similarly for stdright. Take a couple of minutes to compute on my machine.
Here's the doc page for pandas: http://pandas.pydata.org/
Edit: Edited using the comment below. You can do almost similar indexing using the original p.
m = p.mean(axis=0)
logical = p < m
logical contains a boolean matrix of same size as p. This is where pandas comes handy. You can directly index a pandas matrix using logical of same size. Doing so in numpy is slightly hard. I guess looping is the best way to achieve it?
for i in range(len(p)):
stdleft[i] = p[logical[:, i], i].std()

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