Today, **give a try to Techtonique web app**, a tool designed to help you make informed, data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization

Version `0.18.1`

of `nnetsauce`

(Python version) is available on PyPI and for `conda`

. New developments include **Bayesian inference** and **conformal prediction**. Bayesian inference is available for `scikit-learn`

models that possess a posterior distribution (`BayesianRidge`

, `ARDRegressor`

, and `GaussianProcessRegressor`

). Conformal prediction is available for **every** regression model that follows the “`fit_predict`

” API. Conformal prediction for classification will be available in future versions.

**Note:** In examples, QRNN = Quasi-Randomized Nnetworks

**1 - Installation**

```
!pip uninstall nnetsauce --yes
```

```
!pip install nnetsauce --upgrade --no-cache-dir
```

```
!pip install matplotlib==3.1.3
```

```
import os
import nnetsauce as ns
import matplotlib.pyplot as plt
import numpy as np
import warnings
from sklearn.datasets import fetch_california_housing, load_diabetes
from sklearn.model_selection import train_test_split
from sklearn.linear_model import BayesianRidge, ARDRegression, RidgeCV
from sklearn.ensemble import ExtraTreesRegressor
from time import time
```

# 2 - Useful plotting functions

```
warnings.filterwarnings('ignore')
split_color = 'green'
split_color2 = 'orange'
local_color = 'gray'
def plot_func(x,
y,
y_u=None,
y_l=None,
pred=None,
shade_color="",
method_name="",
title=""):
fig = plt.figure()
plt.plot(x, y, 'k.', alpha=.3, markersize=10,
fillstyle='full', label=u'Test set observations')
if (y_u is not None) and (y_l is not None):
plt.fill(np.concatenate([x, x[::-1]]),
np.concatenate([y_u, y_l[::-1]]),
alpha=.3, fc=shade_color, ec='None',
label = method_name + ' Prediction interval')
if pred is not None:
plt.plot(x, pred, 'k--', lw=2, alpha=0.9,
label=u'Predicted value')
#plt.ylim([-2.5, 7])
plt.xlabel('$X$')
plt.ylabel('$Y$')
plt.legend(loc='upper right')
plt.title(title)
plt.show()
```

# 3 - Examples of use

## 3 - 1 Conformalized Quasi-Randomized Nnetworks

```
data = fetch_california_housing()
X = data.data
y= data.target
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = .2, random_state = 123)
```

# 3 - 1 conformalized QRNN

## RidgeCV

```
regr1 = ns.CustomRegressor(RidgeCV()) # 5 hidden nodes, ReLU activation function
regr1.fit(X_train, y_train)
start = time()
preds1 = regr1.predict(X_test, method="splitconformal", return_pi=True, level=95)
print(f"Elapsed: {time() - start}s")
print(f"coverage_rate conformalized QRNN RidgeCV: {np.mean((preds1[1]<=y_test)*(preds1[2]>=y_test))}")
max_idx = 50
plot_func(x = range(max_idx),
y = y_test[0:max_idx],
y_u = preds1[2][0:max_idx],
y_l = preds1[1][0:max_idx],
pred = preds1[0][0:max_idx],
shade_color=split_color2,
title = f"conformalized QRNN RidgeCV ({max_idx} first points in test set)")
```

```
coverage_rate conformalized QRNN RidgeCV: 0.9578488372093024
```

## Extra Trees

```
regr4 = ns.CustomRegressor(ExtraTreesRegressor()) # 5 hidden nodes, ReLU activation function
regr4.fit(X_train, y_train)
start = time()
preds4 = regr4.predict(X_test, method="splitconformal", return_pi=True, level=90)
print(f"Elapsed: {time() - start}s")
print(f"preds4: {preds4}")
print(f"coverage_rate conformalized QRNN ExtraTreesRegressor: {np.mean((preds4[1]<=y_test)*(preds4[2]>=y_test))}")
plot_func(x = range(max_idx),
y = y_test[0:max_idx],
y_u = preds4[2][0:max_idx],
y_l = preds4[1][0:max_idx],
pred = preds4[0][0:max_idx],
shade_color=split_color2,
title = f"conformalized QRNN ExtraTreesRegressor ({max_idx} first points in test set)")
```

```
preds4: (array([2.1156401, 1.11028 , 1.40237 , ..., 0.91221 , 1.94403 ,
3.1501305]), array([1.2909301, 0.28557 , 0.57766 , ..., 0.0875 , 1.11932 ,
2.3254205]), array([2.9403501, 1.93499 , 2.22708 , ..., 1.73692 , 2.76874 ,
3.9748405]))
coverage_rate conformalized QRNN ExtraTreesRegressor: 0.9011627906976745
```

## 3 - 2 Bayesian Quasi-Randomized Nnetworks

## Bayesian Ridge

```
data = load_diabetes()
X = data.data
y= data.target
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = .2, random_state = 123)
print(X.shape)
regr = ns.CustomRegressor(BayesianRidge())
start = time()
regr.fit(X_train, y_train)
print(f"Elapsed: {time() - start}s")
preds = regr.predict(X_test, return_std=True)
print(f"coverage_rate Bayesian Ridge: {np.mean((preds[2]<=y_test)*(preds[3]>=y_test))}")
```

```
(442, 10)
coverage_rate Bayesian Ridge: 0.9775280898876404
```

```
plot_func(x = range(max_idx),
y = y_test[0:max_idx],
y_u = preds[3][0:max_idx],
y_l = preds[2][0:max_idx],
pred = preds[0][0:max_idx],
shade_color=split_color,
title = f"Bayesian Ridge QRNN ({max_idx} first points in test set)")
```

## ARD Regression

```
regr2 = ns.CustomRegressor(ARDRegression())
start = time()
regr2.fit(X_train, y_train)
print(f"Elapsed: {time() - start}s")
preds2 = regr2.predict(X_test, return_std=True)
print(f"coverage_rate ARD Regressor: {np.mean((preds2[2]<=y_test)*(preds2[3]>=y_test))}")
```

```
coverage_rate ARD Regressor: 0.9775280898876404
```

```
plot_func(x = range(max_idx),
y = y_test[0:max_idx],
y_u = preds2[3][0:max_idx],
y_l = preds2[2][0:max_idx],
pred = preds2[0][0:max_idx],
shade_color=split_color,
title = f"QRNN ARD Regressor ({max_idx} first points in test set)")
```

Comments powered by Talkyard.