Getting Started¶
Data load¶
[1]:
import pandas as pd
X = pd.read_csv('https://raw.githubusercontent.com/datax-lab/Hi-LASSO/master/simulation_data/X.csv')
y = pd.read_csv('https://raw.githubusercontent.com/datax-lab/Hi-LASSO/master/simulation_data/y.csv')
[2]:
X.head()
[2]:
| V1 | V2 | V3 | V4 | V5 | V6 | V7 | V8 | V9 | V10 | ... | V91 | V92 | V93 | V94 | V95 | V96 | V97 | V98 | V99 | V100 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0.348426 | 0.517518 | -0.152922 | -0.529037 | -0.761765 | -0.521656 | -0.283716 | 0.490174 | 0.260491 | -0.273269 | ... | -1.594468 | -2.296667 | 0.688847 | -0.884829 | 0.147586 | 0.259268 | -1.594399 | -1.482207 | 1.597720 | 1.102619 |
| 1 | 0.585253 | 0.468142 | 0.270562 | -0.697588 | -0.073801 | -0.487004 | -0.282624 | 0.076316 | 0.220236 | -0.703602 | ... | -1.391808 | -0.824046 | 0.727239 | -0.046264 | -1.482356 | -1.080878 | 0.451564 | -0.785846 | 2.037206 | 0.526190 |
| 2 | -0.301555 | -0.901268 | -0.486487 | -0.221278 | -0.374391 | 0.080040 | -2.082875 | -1.964580 | -2.079053 | -1.966530 | ... | 0.455793 | 2.248457 | -1.362962 | 1.233083 | -0.685365 | 0.315421 | -0.695921 | 0.099969 | 1.589188 | 0.328288 |
| 3 | -0.534475 | -0.339979 | -0.189170 | 1.250699 | 1.147584 | 0.574485 | 1.078780 | 0.024339 | 1.112345 | 1.119577 | ... | 0.105867 | 0.106110 | 1.911083 | 0.063714 | 0.054433 | -0.293569 | -2.066818 | -0.376513 | 0.734963 | -0.206481 |
| 4 | 0.097464 | 0.575279 | 0.353189 | -0.816164 | -0.769933 | -0.224066 | 0.368319 | 0.407449 | 1.145179 | 0.726215 | ... | -0.132294 | 0.492144 | 0.991359 | -1.561440 | 0.063365 | -0.789509 | 1.067706 | 0.440007 | 1.675415 | 0.922870 |
5 rows × 100 columns
[3]:
y.head()
[3]:
| V1 | |
|---|---|
| 0 | 1.233550 |
| 1 | 6.753310 |
| 2 | -1.866632 |
| 3 | 1.954930 |
| 4 | 1.194514 |
General Usage¶
[4]:
from hi_lasso.hi_lasso import HiLasso
hilasso = HiLasso(q1='auto', q2='auto', L=30, alpha=0.05, logistic=False, random_state=None, parallel=False, n_jobs=None)
hilasso.fit(X, y, sample_weight=None)
0%| | 0/60 [00:00<?, ?it/s]
Procedure 1
100%|████████████████████████████████████████████████████████████████████████████████| 60/60 [01:02<00:00, 1.03s/it]
3%|██▋ | 2/60 [00:00<00:03, 16.99it/s]
Procedure 2
100%|████████████████████████████████████████████████████████████████████████████████| 60/60 [00:03<00:00, 18.40it/s]
[4]:
<hi_lasso.hi_lasso.HiLasso at 0x1f41e360f48>
[5]:
hilasso.coef_
[5]:
array([ 0.46210394, 1.24552088, 0. , 0.90706553, 0. ,
0. , 2.23579843, 0.30876645, 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
-0.31372601, 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
-0.59941971, 0. , 0. , 0. , 1.04376768,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0.41696402, 0. ,
0. , -0.32200276, -0.36038398, 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , -0.44779802, 0. , 0. , 0. ,
0. , 0.37710895, 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ])
[6]:
hilasso.p_values_
[6]:
array([5.08869776e-03, 2.11419331e-18, 9.99720318e-01, 1.24542123e-20,
9.22045686e-01, 1.00000000e+00, 7.40877404e-29, 3.92122793e-02,
9.98979737e-01, 1.00000000e+00, 1.00000000e+00, 9.99720318e-01,
9.99998519e-01, 1.00000000e+00, 9.99720318e-01, 1.41450530e-04,
6.93387034e-01, 1.00000000e+00, 1.00000000e+00, 1.00000000e+00,
1.00000000e+00, 1.00000000e+00, 1.00000000e+00, 9.99999995e-01,
9.99999995e-01, 1.62235113e-05, 1.00000000e+00, 1.00000000e+00,
1.00000000e+00, 1.71842539e-19, 9.98979737e-01, 1.00000000e+00,
9.99999995e-01, 9.99999872e-01, 1.00000000e+00, 9.99720318e-01,
9.99998519e-01, 1.00000000e+00, 9.99999872e-01, 1.00000000e+00,
9.99999995e-01, 1.00000000e+00, 9.99999995e-01, 6.93387034e-01,
9.99988764e-01, 1.00000000e+00, 1.00000000e+00, 1.00000000e+00,
9.99999995e-01, 6.86046534e-02, 1.00000000e+00, 9.99999995e-01,
1.00000000e+00, 9.99998519e-01, 2.57446165e-01, 1.00000000e+00,
9.99988764e-01, 9.99999995e-01, 9.99999872e-01, 9.99999995e-01,
1.00000000e+00, 1.00000000e+00, 1.00000000e+00, 5.08869776e-03,
9.58646715e-01, 9.99936916e-01, 4.99632744e-06, 1.62235113e-05,
8.66299610e-01, 1.00000000e+00, 1.00000000e+00, 9.99999995e-01,
9.99999872e-01, 1.00000000e+00, 9.99999872e-01, 2.57446165e-01,
5.20130241e-09, 9.99936916e-01, 1.00000000e+00, 9.99999872e-01,
6.93387034e-01, 2.34773777e-08, 1.00000000e+00, 1.00000000e+00,
1.00000000e+00, 1.00000000e+00, 6.86046534e-02, 9.99999995e-01,
9.99720318e-01, 1.00000000e+00, 1.00000000e+00, 9.99999995e-01,
1.00000000e+00, 1.00000000e+00, 1.13056169e-01, 1.75622359e-01,
9.22045686e-01, 6.93387034e-01, 9.99936916e-01, 1.00000000e+00])
[7]:
hilasso.intercept_
[7]:
0.6223126908082419
Parallel Processing Usage¶
If Parallel is set to ‘True’, parallel processing can be used for bootstrapping.
You can specify n_jobs(the number of cores) to use in parallel processing.
[8]:
from hi_lasso.hi_lasso import HiLasso
hilasso_parallel = HiLasso(q1='auto', q2='auto', L=30, alpha=0.05, logistic=False, random_state=None, parallel=True, n_jobs=None)
hilasso_parallel.fit(X, y, sample_weight=None)
0%| | 0/60 [00:00<?, ?it/s]
Procedure 1
100%|████████████████████████████████████████████████████████████████████████████████| 60/60 [00:10<00:00, 5.73it/s]
0%| | 0/60 [00:00<?, ?it/s]
Procedure 2
100%|████████████████████████████████████████████████████████████████████████████████| 60/60 [00:01<00:00, 31.52it/s]
[8]:
<hi_lasso.hi_lasso.HiLasso at 0x1f43d82b8c8>
[9]:
hilasso_parallel.coef_
[9]:
array([ 0. , 1.51419872, 0. , 0.87322631, 0. ,
0. , 2.23200103, 0.4323608 , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
-0.2099277 , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
-0.27517399, 0. , 0. , 0. , 0.9882923 ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0.19367698, 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0.47607576, -0.27887515, 0. , 0. , 0. ,
0.42069865, 0.40714104, 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. , 0. ])
[11]:
hilasso_parallel.p_values_
[11]:
array([9.80448765e-01, 1.57407956e-27, 9.99958412e-01, 9.94516205e-25,
9.99143705e-01, 1.00000000e+00, 1.91411057e-32, 2.61639765e-09,
6.77919624e-01, 9.99993965e-01, 1.00000000e+00, 9.99143705e-01,
9.99787731e-01, 9.99999973e-01, 9.99787731e-01, 8.31122195e-03,
9.97154801e-01, 1.00000000e+00, 9.99993965e-01, 9.99999973e-01,
9.99999973e-01, 9.99787731e-01, 1.00000000e+00, 1.00000000e+00,
1.00000000e+00, 1.66201145e-03, 1.00000000e+00, 1.00000000e+00,
9.99999424e-01, 9.94516205e-25, 9.57991693e-01, 1.00000000e+00,
9.99999973e-01, 9.99999973e-01, 1.00000000e+00, 9.99143705e-01,
1.00000000e+00, 9.99999973e-01, 9.99958412e-01, 1.00000000e+00,
1.00000000e+00, 1.00000000e+00, 1.00000000e+00, 3.24181317e-02,
1.00000000e+00, 1.00000000e+00, 9.99999973e-01, 9.99999973e-01,
1.00000000e+00, 9.57991693e-01, 9.99993965e-01, 9.99999424e-01,
1.00000000e+00, 9.99999973e-01, 4.45406012e-01, 1.00000000e+00,
9.99999973e-01, 1.00000000e+00, 9.99787731e-01, 9.99999424e-01,
1.00000000e+00, 1.00000000e+00, 9.97154801e-01, 8.60318467e-01,
9.91985777e-01, 8.60318467e-01, 1.57267909e-01, 2.35833514e-01,
7.79033117e-01, 1.00000000e+00, 1.00000000e+00, 1.00000000e+00,
1.00000000e+00, 1.00000000e+00, 9.99999424e-01, 9.96648055e-06,
3.14407728e-05, 1.00000000e+00, 1.00000000e+00, 9.99993965e-01,
2.61639765e-09, 9.31257597e-05, 9.99999973e-01, 9.99999424e-01,
9.99999424e-01, 9.99993965e-01, 9.99787731e-01, 1.00000000e+00,
9.99999424e-01, 1.00000000e+00, 1.00000000e+00, 9.99999424e-01,
9.99999424e-01, 1.00000000e+00, 1.57267909e-01, 1.57267909e-01,
9.99787731e-01, 9.91985777e-01, 1.00000000e+00, 1.00000000e+00])
[13]:
hilasso_parallel.intercept_
[13]:
0.6503488998795035