"""ML-ENSEMBLE
:author: Sebastian Flennerhag
:copyright: 2017
:licence: MIT
Correlation plots.
"""
from __future__ import division, print_function
import numpy as np
from scipy.stats import pearsonr
import warnings
try:
import matplotlib.pyplot as plt
from matplotlib.gridspec import GridSpec
from seaborn import diverging_palette, heatmap
except ImportError:
warnings.warn("Matplotlib and Seaborn not installed. Cannot load "
"visualization module.", ImportWarning)
[docs]def corrmat(corr, figsize=(11, 9), annotate=True, inflate=True,
linewidths=.5, cbar_kws='default', show=True, ax=None,
title='Correlation Matrix', title_font_size=14, **kwargs):
"""Function for generating color-coded correlation triangle.
Parameters
----------
corr : array-like of shape = [n_features, n_features]
Input correlation matrix. Pass a pandas ``DataFrame`` for axis labels.
figsize : tuple (default = (11, 9))
Size of printed figure.
annotate : bool (default = True)
Whether to print the correlation coefficients.
inflate : bool (default = True)
Whether to inflate correlation coefficients to a 0-100 scale.
Avoids decimal points in the figure, which often appears very cluttered
otherwise.
linewidths : float
with of line separating each coordinate square.
cbar_kws : dict, str (default = 'default')
Optional arguments to color bar. The default options, 'default',
passes the ``shrink`` parameter to fit colorbar standard figure frame.
show : bool (default = True)
whether to print figure using :obj:`matplotlib.pyplot.show`.
title : str
figure title if shown.
title_font_size : int
title font size.
ax : object, optional
axis to attach plot to.
**kwargs : optional
Other optional arguments to sns heatmap.
Returns
-------
ax : object
axis object.
See Also
--------
:class:`mlens.visualization.clustered_corrmap`
"""
if inflate:
corr *= 100
fmt = '2.0f'
else:
fmt = '.2f'
if cbar_kws == "default":
cbar_kws = {"shrink": 1.0}
# Determine annotation
do_annot = {True: corr, False: None}
annot = do_annot[annotate]
# Generate a mask for the upper triangle
mask = np.zeros_like(corr, dtype=np.bool)
mask[np.triu_indices_from(mask)] = True
# Set up the matplotlib figure
if ax is None:
_, ax = plt.subplots(figsize=figsize)
# Generate a custom diverging colormap
cmap = diverging_palette(220, 10, as_cmap=True)
# Draw the heatmap with the mask and correct aspect ratio
ax = heatmap(corr, mask=mask, cmap=cmap, vmin=corr.min().min(),
annot=annot, fmt=fmt, vmax=corr.max().max(), square=True,
linewidths=linewidths, cbar_kws=cbar_kws, ax=ax, **kwargs)
if show:
plt.title(title, fontsize=title_font_size)
plt.show()
return ax
[docs]def clustered_corrmap(corr, cls, label_attr_name='labels_',
figsize=(10, 8), annotate=False, inflate=False,
linewidths=.5, cbar_kws='default', show=True,
title_fontsize=14,
title_name='Clustered correlation heatmap',
ax=None, **kwargs):
"""Function for plotting a clustered correlation heatmap.
Parameters
----------
corr : array-like of shape = [n_features, n_features]
Input correlation matrix. Pass a pandas ``DataFrame`` for axis labels.
cls : instance
cluster estimator with a ``fit`` method and cluster labels stored as an
attribute as specified by the ``label_attr_name`` parameter.
label_attr_name : str
name of attribute that contains cluster labels.
figsize : tuple (default = (10, 8))
Size of figure.
annotate : bool (default = True)
Whether to print the correlation coefficients.
inflate : bool (default = True)
Whether to inflate correlation coefficients to a 0-100 scale.
Avoids decimal points in the figure, which often appears very cluttered
otherwise.
linewidths : float (default = .5)
with of line separating each coordinate square.
cbar_kws : dict, str (default = 'default')
Optional arguments to color bar.
title_name : str
Figure title.
title_fontsize : int
size of title.
show : bool (default = True)
whether to print figure using :obj:`matplotlib.pyplot.show`.
ax : object, optional
axis to attach plot to.
**kwargs : optional
Other optional arguments to sns heatmap.
See Also
--------
:class:`mlens.visualization.corrmat`
"""
# find closely associated features
cls.fit(corr)
# Sort features on cluster membership
if corr.__class__.__name__ == 'DataFrame':
columns_names = corr.columns.tolist()
else:
columns_names = [i for i in range(corr.shape[1])]
corr_list = [tup[0] for tup in sorted(zip(columns_names,
getattr(cls, label_attr_name)),
key=lambda x: x[1])]
if corr.__class__.__name__ == 'DataFrame':
corr = corr.loc[corr_list, corr_list]
else:
corr = corr[np.ix_(corr_list, corr_list)]
# Prepare figure
if inflate:
corr *= 100
fmt = '2.0f'
else:
fmt = '.2f'
if cbar_kws == "default":
cbar_kws = {"shrink": 1.0}
# Determine annotation
do_annot = {True: corr, False: None}
annot = do_annot[annotate]
# Generate a custom diverging colormap
cmap = diverging_palette(220, 10, as_cmap=True)
if ax is None:
_, ax = plt.subplots(figsize=figsize)
ax = heatmap(corr, cmap=cmap, vmin=corr.min().min(),
annot=annot, fmt=fmt, vmax=corr.max().max(), square=True,
linewidths=linewidths, cbar_kws=cbar_kws, ax=ax, **kwargs)
if show:
plt.title(title_name, fontsize=title_fontsize)
plt.show()
return ax
[docs]def corr_X_y(X, y, top=5, figsize=(10, 8), fontsize=12, hspace=None,
no_ticks=True, label_rotation=0, show=True):
"""Function for plotting input feature correlations with output.
Output figure shows all correlations as well as top pos and neg.
Parameters
----------
X : pandas DataFrame of shape = [n_samples, n_features]
Input data.
y : pandas Series of shape = [n_samples,]
training labels.
top : int
number of features to show in top pos and neg graphs.
figsize : tuple (default = (10, 8))
Size of figure.
hspace : float, optional
whitespace between top row of figures and bottom figure.
fontsize : int
font size of subplot titles.
no_ticks : bool (default = False)
whether to remove ticklabels from full correlation plot.
label_rotation: float (default = 0)
rotation of labels
show : bool (default = True)
whether to print figure using :obj:`matplotlib.pyplot.show`.
Returns
-------
ax : object
axis object.
"""
if not X.__class__.__name__ == 'DataFrame':
raise ValueError("Expected 'X' to be pandas DataFrame.")
# Prep pairwise correlations
corr = X.apply(lambda x: pearsonr(x, y)[0]).sort_values(ascending=False)
# Check that top selections will not be greater than all features
n = len(corr)
if top > n:
top = n
# Render figure
names = corr.index.tolist()
if hspace is None:
hspace = 2 * fontsize / 100
if label_rotation > abs(45):
hspace += max([len(i) for i in names]) / 35 * (fontsize / 10)
plt.figure(figsize=figsize)
gs = GridSpec(2, 2, hspace=hspace)
# Axes
ax0 = plt.subplot(gs[0, 0])
ax0.bar(range(top), corr.iloc[:top], align='center')
ax0.axhline(0, color='black', linewidth=0.5)
ax0.set_title('Top %i positive pairwise correlation coefficients' % top,
fontsize=fontsize)
plt.xticks(range(top), names[:top], rotation=label_rotation,
fontsize=fontsize - 1)
ax1 = plt.subplot(gs[0, 1])
ax1.bar(range(top), corr.iloc[-top:], align='center')
ax1.axhline(0, color='black', linewidth=0.5)
ax1.set_title('Top %i negative pairwise correlation coefficients' % top,
fontsize=fontsize)
plt.xticks(range(top), names[-top:], rotation=label_rotation,
fontsize=fontsize - 1)
ax2 = plt.subplot(gs[1, :])
ax2.bar(range(len(corr)), corr, align='center')
ax2.axhline(0, color='black', linewidth=0.5)
ax2.set_title('All pairwise correlation coefficients', fontsize=fontsize)
if no_ticks:
ax2.set_xticks([], [])
else:
plt.xticks(range(len(names)), names,
rotation=label_rotation, fontsize=fontsize - 1)
if show:
plt.show()
return gs