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fix some errors and convert signatures to numpy arrays
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rchan26 committed Oct 24, 2023
1 parent f06ce72 commit e2e0dac
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Showing 2 changed files with 14 additions and 12 deletions.
21 changes: 11 additions & 10 deletions src/signature_mahalanobis_knn/sig_mahal_knn.py
Original file line number Diff line number Diff line change
Expand Up @@ -24,11 +24,11 @@ def __init__(
Parameter for joblib, number of parallel processors to use, by default 1.
-1 means using all processors, -2 means using all processors but one.
"""
self.signature_transform = None
self.n_jobs = n_jobs
self.mahal_distance = None
self.signatures_train = None
self.knn = None
self.signature_transform: object | None = None
self.n_jobs: int = n_jobs
self.mahal_distance: Mahalanobis | None = None
self.signatures_train: np.array | None = None
self.knn: NearestNeighbors | NNDescent | None = None

def fit(
self,
Expand Down Expand Up @@ -128,7 +128,7 @@ def fit(
delayed(self.signature_transform.fit_transform)(X_train[i])
for i in range(len(X_train))
)
self.signatures_train = pd.concat(sigs)
self.signatures_train = np.array(pd.concat(sigs))
else:
self.signatures_train = signatures_train

Expand Down Expand Up @@ -160,6 +160,7 @@ def conformance(
self,
X_test: np.ndarray | None = None,
signatures_test: np.ndarray | None = None,
n_neighbors: int = 20,
) -> np.ndarray:
"""
Compute the conformance scores for the data points either passed in
Expand Down Expand Up @@ -201,7 +202,7 @@ def conformance(
delayed(self.signature_transform.fit_transform)(X_test[i])
for i in range(len(X_test))
)
signatures_test = pd.concat(sigs)
signatures_test = np.array(pd.concat(sigs))

# pre-process the signatures
sig_dim = signatures_test.shape[1]
Expand All @@ -216,13 +217,13 @@ def conformance(
# compute KNN distances for the modified_signatures of the data points
# against the modified_signatures of the corpus
candidate_distances, train_indices = self.knn.kneighbors(
modified_signatures, n_neighbors=30, return_distance=True
modified_signatures, n_neighbors=n_neighbors, return_distance=True
)
elif isinstance(self.knn, NNDescent):
# compute KNN distances for the modified_signatures of the data points
# against the modified_signatures of the corpus
train_indices, candidate_distances = self.knn.query(
modified_signatures, k=30
modified_signatures, k=n_neighbors
)

# post-process the candidate distances
Expand All @@ -231,7 +232,7 @@ def conformance(
).T
# differences has shape (n_test x n_neighbors x sig_dim)
differences = (
self.sigatures_train[train_indices] - signatures_test[test_indices]
self.signatures_train[train_indices] - signatures_test[test_indices]
)

denominator = np.linalg.norm(differences, axis=-1)
Expand Down
5 changes: 3 additions & 2 deletions src/signature_mahalanobis_knn/utils.py
Original file line number Diff line number Diff line change
Expand Up @@ -82,8 +82,9 @@ def compute_auc_given_dists(
distances_in[distances_in == np.inf] = np.nan
distances_out[distances_out == np.inf] = np.nan
max_val = max(np.nanmax(distances_in), np.nanmax(distances_out))
distances_in = np.nan_to_num(distances_in, max_val * 2)
distances_out = np.nan_to_num(distances_out, max_val * 2)
two_times_max = 2 * max_val
distances_in = np.nan_to_num(distances_in, two_times_max)
distances_out = np.nan_to_num(distances_out, two_times_max)

y_true = [0] * len(distances_in) + [1] * len(distances_out)
y_score = np.concatenate([distances_in, distances_out])
Expand Down

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