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bayesian_b
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0e24d542b3 | ||
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79bd319366 |
@@ -137,6 +137,53 @@ BEGIN
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END;
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$$
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LANGUAGE plpgsql VOLATILE;
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CREATE OR REPLACE FUNCTION
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cdb_create_segment (
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segment_name TEXT,
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table_name TEXT,
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column_name TEXT,
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geoid_column TEXT DEFAULT 'geoid',
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census_table TEXT DEFAULT 'block_groups'
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)
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RETURNS NUMERIC
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AS $$
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from crankshaft.segmentation import create_segemnt
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# TODO: use named parameters or a dictionary
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return create_segment('table')
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$$ LANGUAGE plpythonu;
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CREATE OR REPLACE FUNCTION
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cdb_predict_segment (
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segment_name TEXT,
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geoid_column TEXT DEFAULT 'geoid',
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census_table TEXT DEFAULT 'block_groups'
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)
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RETURNS TABLE(geoid TEXT, prediction NUMERIC)
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AS $$
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from crankshaft.segmentation import create_segemnt
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# TODO: use named parameters or a dictionary
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return create_segment('table')
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$$ LANGUAGE plpythonu;
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CREATE OR REPLACE FUNCTION
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cdb_adaptive_histogram (
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table_name TEXT,
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column_name TEXT
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)
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RETURNS TABLE (bin_start numeric,bin_end numeric,value numeric)
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AS $$
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from crankshaft.bayesian_blocks import adaptive_histogram
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return adaptive_histogram(table_name,column_name)
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$$ LANGUAGE plpythonu;
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CREATE OR REPLACE FUNCTION
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cdb_simple_test (
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)
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RETURNS NUMERIC
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AS $$
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return 5
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$$ LANGUAGE plpythonu;
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-- Make sure by default there are no permissions for publicuser
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-- NOTE: this happens at extension creation time, as part of an implicit transaction.
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-- REVOKE ALL PRIVILEGES ON SCHEMA cdb_crankshaft FROM PUBLIC, publicuser CASCADE;
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11
pg/sql/0.0.1/06_bayesian_blocks.sql
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11
pg/sql/0.0.1/06_bayesian_blocks.sql
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@@ -0,0 +1,11 @@
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CREATE OR REPLACE FUNCTION
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cdb_adaptive_histogram (
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table_name TEXT,
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column_name TEXT
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)
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RETURNS TABLE (bin_start numeric,bin_end numeric,value numeric)
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AS $$
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from crankshaft.bayesian_blocks import adaptive_histogram
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return adaptive_histogram(table_name,column_name)
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$$ LANGUAGE plpythonu;
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@@ -1,2 +1,3 @@
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import random_seeds
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import clustering
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import bayesian_blocks
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1
python/crankshaft/crankshaft/bayesian_blocks/__init__.py
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1
python/crankshaft/crankshaft/bayesian_blocks/__init__.py
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@@ -0,0 +1 @@
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from bayesian_blocks import *
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@@ -0,0 +1,84 @@
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import plpy
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import numpy as np
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def adaptive_histogram(table_name,column_name):
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data = plpy.execute("select {column_name} from {table_name}".format(**locals()))
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data = [float(d['count']) for d in data]
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plpy.notice(data)
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vals, bins = np.histogram( data, bins=_bayesian_blocks(data))
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return zip(vals,bins, bins[1:])
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def _bayesian_blocks(t):
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"""Bayesian Blocks Implementation
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By Jake Vanderplas. License: BSD
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Based on algorithm outlined in http://adsabs.harvard.edu/abs/2012arXiv1207.5578S
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Parameters
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----------
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t : ndarray, length N
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data to be histogrammed
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Returns
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-------
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bins : ndarray
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array containing the (N+1) bin edges
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Notes
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-----
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This is an incomplete implementation: it may fail for some
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datasets. Alternate fitness functions and prior forms can
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be found in the paper listed above.
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"""
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# copy and sort the array
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t = np.sort(t)
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N = t.size
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# create length-(N + 1) array of cell edges
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edges = np.concatenate([t[:1],
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0.5 * (t[1:] + t[:-1]),
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t[-1:]])
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block_length = t[-1] - edges
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# arrays needed for the iteration
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nn_vec = np.ones(N)
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best = np.zeros(N, dtype=float)
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last = np.zeros(N, dtype=int)
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#-----------------------------------------------------------------
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# Start with first data cell; add one cell at each iteration
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#-----------------------------------------------------------------
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for K in range(N):
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# Compute the width and count of the final bin for all possible
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# locations of the K^th changepoint
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width = block_length[:K + 1] - block_length[K + 1]
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count_vec = np.cumsum(nn_vec[:K + 1][::-1])[::-1]
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# evaluate fitness function for these possibilities
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fit_vec = count_vec * (np.log(count_vec) - np.log(width))
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fit_vec -= 4 # 4 comes from the prior on the number of changepoints
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fit_vec[1:] += best[:K]
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# find the max of the fitness: this is the K^th changepoint
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i_max = np.argmax(fit_vec)
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last[K] = i_max
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best[K] = fit_vec[i_max]
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#-----------------------------------------------------------------
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# Recover changepoints by iteratively peeling off the last block
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#-----------------------------------------------------------------
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change_points = np.zeros(N, dtype=int)
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i_cp = N
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ind = N
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while True:
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i_cp -= 1
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change_points[i_cp] = ind
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if ind == 0:
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break
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ind = last[ind - 1]
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change_points = change_points[i_cp:]
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return edges[change_points]
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@@ -40,7 +40,7 @@ setup(
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# The choice of component versions is dictated by what's
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# provisioned in the production servers.
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install_requires=['pysal==1.11.0','numpy==1.6.1','scipy==0.17.0'],
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install_requires=['pysal==1.11.0','numpy==1.10.1','scipy==0.17.0'],
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requires=['pysal', 'numpy'],
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