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import numpy as np
import pandas as pd
import os.path
def correlated_data(m, n, sigma, f):
l = int(n / 2)
Z = np.random.normal(0, 1, (m, l))
A = np.matrix(np.random.uniform(0, 1, (l, l)))
X1 = Z * A
B = np.matrix(np.random.uniform(0, 0.5, (l, l)))
W = X1 * B
E = np.random.normal(0, sigma, (m, l))
X2 = f(W) + E
result = np.append(X1, X2, axis=1)
print(result)
return result
def generate_uncorrelated_data(m, n):
return np.random.normal(0, 1, (m, n))
def func1(X):
return 2 * X + 1
def func2(X):
return np.log2(np.abs(X) + 1)
def synthetic_data_1(m, r, s, sigma=0.1):
r_dims = np.random.uniform(-0.5, 0.5, (m, r))
parity_dim = -(np.count_nonzero(r_dims > 0, axis=1) % 2 * 2 - 1).reshape(m, 1) * np.random.uniform(0, 0.5,
(m, 1))
s_dims = np.random.normal(0, 1, (m, s))
data = np.concatenate((r_dims, parity_dim, s_dims), axis=1)
if sigma:
e = np.random.normal(0, sigma, (m, r + s + 1))
data = data + e
return data
def synthetic_data_gauss(m, r, s, sigma=0.1):
r_dims = np.random.normal(0, 1, (m, r))
parity_dim = -(np.count_nonzero(r_dims > 0, axis=1) % 2 * 2 - 1).reshape(m, 1) * np.abs(np.random.normal(0, 1,
(m, 1)))
s_dims = np.random.normal(0, 1, (m, s))
data = np.concatenate((r_dims, parity_dim, s_dims), axis=1)
if sigma:
e = np.random.normal(0, sigma, (m, r + s + 1))
data = data + e
return data
def synthetic_data_0(m):
l = int(m / 2)
first = np.concatenate((np.random.uniform(-1, 0, (l, 1)), np.random.uniform(0, 1, (l, 1))), axis=1)
sec = np.concatenate((np.random.uniform(0, 1, (m - l, 1)), np.random.uniform(-1, 0, (m - l, 1))), axis=1)
return np.concatenate((first, sec), axis=0)
if __name__ == '__main__':
data__ = np.concatenate((synthetic_data_1(20000, 9, 0, 0), np.zeros((20000, 1))), axis=1)
file = 'synthetic_10d_parity_problem.csv'
if os.path.isfile(file):
raise ValueError
pd.DataFrame(data__).to_csv(file, sep=';', header=False, index=False, float_format='%.2f')