Are there any packages in Python for survival analysis? Specifically, I am interested in performing a Cox regression?
I know this example but it's in R. Could we just interface Python with R (using, for example, rpy2)?
The lifelines package in Python offers survival analysis, including the Cox proportional hazard fitter: https://lifelines.readthedocs.io/en/latest/
I would just like to provide a more updated answer as of July 2020:
Like ilse mentioned, lifelines is a great package for all things survival analysis. It plays very nicely with pandas and has some great visualization tools out of the box. It is being constantly developed and updated. Moreover, its documentation is very thorough. I would even recommend reading it as a starting point for studying survival analysis in general.
scikit-surv is another option. While it lacks some of lifelines's features, its strong suit is that it is based on scikit-learn, which makes it very easy to couple with other building blocks in your pipeline. Moreover, it includes implementations of ML algorithms for survival, such as Random Survival Forests and SSVMs.
Lastly, we have PySurvival. I have no experience with this framework, but it looks like it has quite a few algorithms as well. It is built on top PyTorch, among others.
One more library to add to #arturo's list:
PyCox: built on top of PyTorch, and provides a handful of modern deep-learning based algorithms for survival prediction.
Related
I've been running some large logistic regression models in SAS, which take 4+ hours to converge. Recently however I acquired access to a Hadoop cluster and can use Python to fit the same models much faster (something more like 10-15 minutes).
Problematically, I have some complete/quasi-complete separation of data points in my data which results in failure to converge; I was using the FIRTH command in SAS to produce robust parameter estimates despite that, but there seems to be no equivalent option for Python, either in sklearn or statsmodels (I'm mostly using the latter).
Is there another way to get around this problem in Python?
AFAIK, there is no Firth penalization available in Python. Statsmodels has an open issue but nobody is working on it at the moment.
As alternative it would be possible to use a different kind of penalization, e.g. as available in sklearn or maybe statsmodels.
The other option is to change the observed response variable. Firth can be implemented by augmenting the dataset. However, I don't know of any recipe or prototype for this in Python.
https://github.com/statsmodels/statsmodels/issues/3561
Statsmodels has ongoing work on penalization but currently the emphasis is on feature/variable selection (elastic net, SCAD) and quadratic penalization for generalized additive models GAM, especially for splines.
Firth uses data dependent penalization which does not fit the generic penalization framework where the penalization structure is a data independent "prior".
Conditional likelihood is another way to work around perfect separation. This is in a Statsmodels PR that is basically ready to use:
https://github.com/statsmodels/statsmodels/pull/5304
I wonder if there are modules in Python that support Design of Experiments, Response Surface Modeling and Optimization. R has a number of libraries, such as rsm which helps you define a Design and then evolve it given outcomes to approach closer the optimum using the Response Surface Modeling approach, producing visualizations as well. Still since I have begun using Python I would like to explore native possibilities to Python as well.
Yes there are.
Use pyDOE for experimental design; or sobol_seq to generate a sobol sequence
Scikit-learn regression algorithms for the response surface. Most response surfaces are ordinary least regression for a polynomial surface. They can be developed using Python as demonstrated HERE.
The advantage here is that Python is completely free and there are loads of examples available as demonstrations on the internet.
Hope this helps.
I'm learning statistical learning these days using python's pandas and scikit-learn library and they're fantastic tools for me.
I could have learned the way of classification, regression and also clustering with them of course.
But, I cannot find the way how can I start with them when I would like to make a recommendation model. For example, if I have a customer's purchase dataset, which contains date, product name, product maker, price, order device etc...
What is the problem type of recommendation? classification, regression, or anything else?
In fact, I could find out there are very famous algorithms like collaborative filtering when someone has to solve this problem.
If so, can I use those algorithms using scikit-learn? or should I have to learn another M.L libraries?
Regards
Scikit-learn does not offer any recommendation system tools. You can give a look at mahout which is giving really easy to start proposition or spark.
However recommendation is a problem in itself in machine learning word. It can be regression if you are trying to predict the rate that a user would give to a movie for instance or classification if you want to know if a user will like the movie or not (binary choice).
The important thing is that recommendation is using tools and algorithms dedicated to this problem like item-based or content-based recommendation. These concepts are actually quite simple to understand and implementing yourself a little recommendation engine might be the best.
I advice you the book mahout in action which is a great introduction to recommendation concept
How about Crab https://github.com/python-recsys/crab, which is a a Python framework for building recommender engines integrated with the world of scientific Python packages (numpy, scipy, matplotlib).
I have not used this framework but just found it. And it seems there is only version 0.1 and Crab hasn't been updated for years. So I doubt whether it is well documented. Whatever, if you decide to try Crab, please give us a feedback after that:)
I am using Latent Dirichlet Allocation with a corpus of news data from six different sources. I am interested in topic evolution, emergence, and want to compare how the sources are alike and different from each other over time. I know that there are a number of modified LDA algorithms such as the Author-Topic model, Topics Over Time, and so on.
My issue is that very few of these alternate model specifications are implemented in any standard format. A few are available in Java, but most exist as conference papers only. What is the best way to go about implementing some of these algorithms on my own? I am fairly proficient in R and jags, and can stumble around in Python when given long enough. I am willing to write the code, but I don't really know where to start and I don't know C or Java. Can I build a model in JAGS or Python just having the formulas from the manuscript? If so, can someone point me at an example of doing this? Thanks.
My friend's response is below, pardon the language please.
First I wrote up a Python implementation of the collapsed Gibbs sampler seen here (http://www.pnas.org/content/101/suppl.1/5228.full.pdf+html) and fleshed out here (http://cxwangyi.files.wordpress.com/2012/01/llt.pdf). This was slow as balls.
Then I used a Python wrapping of a C implementation of this paper (http://books.nips.cc/papers/files/nips19/NIPS2006_0511.pdf). Which is fast as f*ck, but the results are not as great as one would see with NMF.
But NMF implementations I've seen, with scitkits, and even with the scipy sparse-compatible recently released NIMFA library, they all blow the f*ck up on any sizable corpus. My new white whale is a sliced, distributed implementation of the thing. This'll be non-trivial.
In Python, do you know of PyMC? It's flexible in specifying both the model and the fitting algorithm.
Also, when starting with R and JAGS, there is this tutorial on "Using JAGS in R with the rjags Package" together with a collection of examples.
I'm planning of implementing a document ranker which uses neural networks. How can one rate a document by taking in to consideration the ratings of similar articles?. Any good python libraries for doing this?. Can anyone recommend a good book for AI, with python code.
EDIT
I'm planning to make a recommendation engine which would make recommendations from similar users as well as using the data clustered using tags. User would be given chance to vote for articles. There will be about hundred thousand articles. Documents would be clustered based on their tags. Given a keyword articles would be fetched based on their tags and passed through a neural network for ranking.
The problem you are trying to solve is called "collaborative filtering".
Neural Networks
One state-of-the-art neural network method is Deep Belief Networks and Restricted Boltzman Machines. For a fast python implementation for a GPU (CUDA) see here. Another option is PyBrain.
Academic papers on your specific problem:
This is probably the state-of-the-art of neural networks and collaborative filtering (of movies):
Salakhutdinov, R., Mnih, A. Hinton, G, Restricted Boltzman
Machines for Collaborative Filtering, To appear in
Proceedings of the 24th International Conference on
Machine Learning 2007.
PDF
A Hopfield network implemented in Python:
Huang, Z. and Chen, H. and Zeng, D. Applying associative retrieval techniques to alleviate the sparsity problem in collaborative filtering.
ACM Transactions on Information Systems (TOIS), 22, 1,116--142, 2004, ACM. PDF
A thesis on collaborative filtering with Restricted Boltzman Machines (they say Python is not practical for the job):
G. Louppe. Collaborative filtering: Scalable
approaches using restricted Boltzmann machines.
Master's thesis, Universite de Liege, 2010.
PDF
Neural networks are not currently the state-of-the-art in collaborative filtering. And they are not the simplest, wide-spread solutions. Regarding your comment about the reason for using NNs being having too little data, neural networks don't have an inherent advantage/disadvantage in that case. Therefore, you might want to consider simpler Machine Learning approaches.
Other Machine Learning Techniques
The best methods today mix k-Nearest Neighbors and Matrix Factorization.
If you are locked on Python, take a look at pysuggest (a Python wrapper for the SUGGEST recommendation engine) and PyRSVD (primarily aimed at applications in collaborative filtering, in particular the Netflix competition).
If you are open to try other open source technologies look at: Open Source collaborative filtering frameworks and http://www.infoanarchy.org/en/Collaborative_Filtering.
Packages
If you're not committed to neural networks, I've had good luck with SVM, and k-means clustering might also be helpful. Both of these are provided by Milk. It also does Stepwise Discriminant Analysis for feature selection, which will definitely be useful to you if you're trying to find similar documents by topic.
God help you if you choose this route, but the ROOT framework has a powerful machine learning package called TMVA that provides a large number of classification methods, including SVM, NN, and Boosted Decision Trees (also possibly a good option). I haven't used it, but pyROOT provides python bindings to ROOT functionality. To be fair, when I first used ROOT I had no C++ knowledge and was in over my head conceptually too, so this might actually be amazing for you. ROOT has a HUGE number of data processing tools.
(NB: I've also written a fairly accurate document language identifier using chi-squared feature selection and cosine matching. Obviously your problem is harder, but consider that you might not need very hefty tools for it.)
Storage vs Processing
You mention in your question that:
...articles would be fetched based on their tags and passed through a neural network for ranking.
Just as another NB, one thing you should know about machine learning is that processes like training and evaluating tend to take a while. You should probably consider ranking all documents for each tag only once (assuming you know all the tags) and storing the results. For machine learning generally, it's much better to use more storage than more processing.
Now to your specific case. You don't say how many tags you have, so let's assume you have 1000, for roundness. If you store the results of your ranking for each doc on each tag, that gives you 100 million floats to store. That's a lot of data, and calculating them all will take a while, but retrieving them is very fast. If instead you recalculate the ranking for each document on demand, you have to do 1000 passes of it, one for each tag. Depending on the kind of operations you're doing and the size of your docs, that could take a few seconds to a few minutes. If the process is simple enough that you can wait for your code to do several of these evaluations on demand without getting bored, then go for it, but you should time this process before making any design decisions / writing code you won't want to use.
Good luck!
If I understand correctly, your task is something related to Collaborative filtering. There are many possible approaches to this problem; I suggest you follow the wikipedia page to have an overview of the main approaches you can choose.
For your project work I can suggest looking at Python based intro to Neural Networks with a simple BackProp NN implementation and a classification example. This is not "the" solution, but perhaps you can build your system out of that example without the need for a bigger framework.
You might want to check out PyBrain.
The FANN library also looks promising.
I am not really sure if a neural networks are the best way to solve this. I think Euclidean Distance Score or Pearson Correlation Score combined with item or user based filtering would be a good start.
An excellent book on the topic is: Programming Collective Intelligence from Toby Segaran