Python实现条件分布函数、平均值方差协方差的计算以及函数期望值求解

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💭 写在前面:本章我们将通过 Python 手动实现条件分布函数的计算,实现求平均值,方差和协方差函数,实现求函数期望值的函数。部署的测试代码放到文后了,运行所需环境 python version >= 3.6,numpy >= 1.15,nltk >= 3.4,tqdm >= 4.24.0,scikit-learn >= 0.22。

🔗 相关链接:【概率论】Python:实现求联合分布函数 | 求边缘分布函数

📜 本章目录:

0x00 实现求条件分布的函数(Conditional distribution)

0x01 实现求平均值, 方差和协方差的函数(Mean, Variance, Covariance)

0x02 实现求函数期望值的函数(Expected Value of a Function)

0x04 提供测试用例


0x00 实现求条件分布的函数(Conditional distribution)

实现 conditional_distribution_of_word_counts 函数,接收 Point 和 Pmarginal 并求出结果。

请完成下面的代码,计算条件分布函数 (Joint distribution),将结果存放到 Pcond 中并返回:

def conditional_distribution_of_word_counts(Pjoint, Pmarginal):
    """
    Parameters:
    Pjoint (numpy array) - Pjoint[m,n] = P(X0=m,X1=n), where
      X0 is the number of times that word0 occurs in a given text,
      X1 is the number of times that word1 occurs in the same text.
    Pmarginal (numpy array) - Pmarginal[m] = P(X0=m)

    Outputs:
    Pcond (numpy array) - Pcond[m,n] = P(X1=n|X0=m)
    """
    raise RuntimeError("You need to write this part!")
    return Pcond

​

🚩 输出结果演示:

Problem3. Conditional distribution:
[[0.97177419 0.02419355 0.00201613 0.        0.00201613]
 [1.         0.         0.         0.        0.        ]
 [       nan        nan        nan       nan        nan]
 [       nan        nan        nan       nan        nan]
 [1.         0.         0.         0.        0.        ]]

💭 提示:条件分布 (Conditional distribution) 公式如下:

\color{}P=(X_1=x_1|X_0=x_0)=\frac{P(X_0=X_0,X_1=x_1)}{P(X_0=x_0)}

💬 代码演示:conditional_distribution_of_word_counts 的实现

def conditional_distribution_of_word_counts(Pjoint, Pmarginal):
    Pcond = Pjoint / Pmarginal[:, np.newaxis]  # 根据公式即可算出条件分布
    return Pcond

值得注意的是,如果分母 Pmarginal 中的某些元素为零可能会导致报错问题。这导致除法结果中出现了 NaN(Not a Number)。在计算条件概率分布时,如果边缘分布中某个值为零,那么条件概率无法得到合理的定义。为了解决这个问题,我们可以在计算 Pmarginal 时,将所有零元素替换为一个非零的很小的数,例如 1e-10。

0x01 实现求平均值, 方差和协方差的函数(Mean, Variance, Covariance)

使用英文文章中最常出现的 a, the 等单词求出其联合分布 (Pathe) 和边缘分布 (Pthe)。

Pathe 和 Pthe 在 reader.py 中已经定义好了,不需要我们去实现,具体代码文末可以查阅。

这里需要我们使用概率分布,编写求平均值、方差和协方差的函数:

  • 函数 mean_from_distribution 和 variance_from_distribution 输入概率分布 \color{}P(Pthe) 中计算概率变量 \color{}X 的平均和方差并返回。平均值和方差保留小数点前三位即可。
  • 函数 convariance_from_distribution 计算概率分布 \color{}P(Pathe) 中的概率变量 \color{}X_0 和概率变量 \color{}X_1 的协方差并返回,同样保留小数点前三位即可。
  • 
    def mean_from_distribution(P):
        """
        Parameters:
        P (numpy array) - P[n] = P(X=n)
    
        Outputs:
        mu (float) - the mean of X
        """
        raise RuntimeError("You need to write this part!")
        return mu
    
    
    def variance_from_distribution(P):
        """
        Parameters:
        P (numpy array) - P[n] = P(X=n)
    
        Outputs:
        var (float) - the variance of X
        """
        raise RuntimeError("You need to write this part!")
        return var
    
    
    def covariance_from_distribution(P):
        """
        Parameters:
        P (numpy array) - P[m,n] = P(X0=m,X1=n)
    
        Outputs:
        covar (float) - the covariance of X0 and X1
        """
        raise RuntimeError("You need to write this part!")
        return covar

    🚩 输出结果演示:

    Problem4-1. Mean from distribution:
    4.432
    Problem4-2. Variance from distribution:
    41.601
    Problem4-3. Convariance from distribution:
    9.235

    💭 提示:求平均值、方差和协方差的公式如下

    \color{}\mu =\sum_{x}^{}x\cdot P(X=x)

    \color{}\sigma =\sum_{x }^{}(x-\mu )^2\cdot P(X=x)

    \color{}\, Cov(X_0,X_1)=\sum_{x_0,x_1}^{}(x_0-\mu x_0)(x_1-\mu x_1)\cdot P(X_0=x_0,X_1=x_1)

    💬 代码演示:

    def mean_from_distribution(P):
        mu = np.sum(    # Σ
            np.arange(len(P)) * P
        )
    
        return round(mu, 3)  # 保留三位小数
    
    def variance_from_distribution(P):
        mu = mean_from_distribution(P)
        var = np.sum(    # Σ
            (np.arange(len(P)) - mu) ** 2 * P
        )
    
        return round(var, 3)   # 保留三位小数
    
    
    def covariance_from_distribution(P):
        m, n = P.shape
        mu_X0 = mean_from_distribution(np.sum(P, axis=1))
        mu_X1 = mean_from_distribution(np.sum(P, axis=0))
        covar = np.sum(   # Σ
            (np.arange(m)[:, np.newaxis] - mu_X0) * (np.arange(n) - mu_X1) * P
        )
    
        return round(covar, 3)

    0x02 实现求函数期望值的函数(Expected Value of a Function)

    实现 expectation_of_a_function 函数,计算概率函数 \color{}X_0,X_1 的 \color{}E[f(X_0,X_1)] 。

    其中 \color{}P 为联合分布,\color{}f 为两个实数的输入,以 \color{}f(x_0,x_1)  的形式输出。

    函数 \color{}f 已在 reader.py 中定义,你只需要计算 \color{}E[f(X_0,X_1)] 的值并保留后三位小数返回即可。

    def expectation_of_a_function(P, f):
        """
        Parameters:
        P (numpy array) - joint distribution, P[m,n] = P(X0=m,X1=n)
        f (function) - f should be a function that takes two
           real-valued inputs, x0 and x1.  The output, z=f(x0,x1),
           must be a real number for all values of (x0,x1)
           such that P(X0=x0,X1=x1) is nonzero.
    
        Output:
        expected (float) - the expected value, E[f(X0,X1)]
        """
        raise RuntimeError("You need to write this part!")
        return expected

    🚩 输出结果演示:

    Problem5. Expectation of a funciton:
    1.772

    💬 代码演示:expectation_of_a_function 函数的实现

    def expectation_of_a_function(P, f):
        """
        Parameters:
        P (numpy array) - joint distribution, P[m,n] = P(X0=m,X1=n)
        f (function) - f should be a function that takes two
           real-valued inputs, x0 and x1.  The output, z=f(x0,x1),
           must be a real number for all values of (x0,x1)
           such that P(X0=x0,X1=x1) is nonzero.
    
        Output:
        expected (float) - the expected value, E[f(X0,X1)]
        """
        m, n = P.shape
        E = 0.0
    
        for x0 in range(m):
            for x1 in range(n):
                E += f(x0, x1) * P[x0, x1]
    
        return round(E, 3)   # 保留三位小数

    0x04 提供测试用例

    这是一个处理文本数据的项目,测试用例为 500 封电子邮件的数据(txt 的格式文件):

    🔨 所需环境:

    - python version >= 3.6
    - numpy >= 1.15
    - nltk >= 3.4
    - tqdm >= 4.24.0
    - scikit-learn >= 0.22

    nltk 是 Natural Language Toolkit 的缩写,是一个用于处理人类语言数据(文本)的 Python 库。nltk 提供了许多工具和资源,用于文本处理和 NLP,PorterStemmer 用来提取词干,用于将单词转换为它们的基本形式,通常是去除单词的词缀。 RegexpTokenizer 是基于正则表达式的分词器,用于将文本分割成单词。

    💬 data_load.py:用于加载文本数据

    import os
    import numpy as np
    from nltk.stem.porter import PorterStemmer
    from nltk.tokenize import RegexpTokenizer
    from tqdm import tqdm
    
    porter_stemmer = PorterStemmer()
    tokenizer = RegexpTokenizer(r"\w+")
    bad_words = {"aed", "oed", "eed"}  # these words fail in nltk stemmer algorithm
    
    
    def loadFile(filename, stemming, lower_case):
        """
        Load a file, and returns a list of words.
    
        Parameters:
        filename (str): the directory containing the data
        stemming (bool): if True, use NLTK's stemmer to remove suffixes
        lower_case (bool): if True, convert letters to lowercase
    
        Output:
        x (list): x[n] is the n'th word in the file
        """
        text = []
        with open(filename, "rb") as f:
            for line in f:
                if lower_case:
                    line = line.decode(errors="ignore").lower()
                    text += tokenizer.tokenize(line)
                else:
                    text += tokenizer.tokenize(line.decode(errors="ignore"))
        if stemming:
            for i in range(len(text)):
                if text[i] in bad_words:
                    continue
                text[i] = porter_stemmer.stem(text[i])
        return text
    
    
    def loadDir(dirname, stemming, lower_case, use_tqdm=True):
        """
        Loads the files in the folder and returns a
        list of lists of words from the text in each file.
    
        Parameters:
        name (str): the directory containing the data
        stemming (bool): if True, use NLTK's stemmer to remove suffixes
        lower_case (bool): if True, convert letters to lowercase
        use_tqdm (bool, default:True): if True, use tqdm to show status bar
    
        Output:
        texts (list of lists): texts[m][n] is the n'th word in the m'th email
        count (int): number of files loaded
        """
        texts = []
        count = 0
        if use_tqdm:
            for f in tqdm(sorted(os.listdir(dirname))):
                texts.append(loadFile(os.path.join(dirname, f), stemming, lower_case))
                count = count + 1
        else:
            for f in sorted(os.listdir(dirname)):
                texts.append(loadFile(os.path.join(dirname, f), stemming, lower_case))
                count = count + 1
        return texts, count
    

    💬 reader.py:将读取数据并打印

    import data_load, hw4, importlib
    import numpy as np
    
    if __name__ == "__main__":
        texts, count = data_load.loadDir("data", False, False)
    
        importlib.reload(hw4)
        Pjoint = hw4.joint_distribution_of_word_counts(texts, "mr", "company")
        print("Problem1. Joint distribution:")
        print(Pjoint)
        print("---------------------------------------------")
    
        P0 = hw4.marginal_distribution_of_word_counts(Pjoint, 0)
        P1 = hw4.marginal_distribution_of_word_counts(Pjoint, 1)
        print("Problem2. Marginal distribution:")
        print("P0:", P0)
        print("P1:", P1)
        print("---------------------------------------------")
    
        Pcond = hw4.conditional_distribution_of_word_counts(Pjoint, P0)
        print("Problem3. Conditional distribution:")
        print(Pcond)
        print("---------------------------------------------")
    
        Pathe = hw4.joint_distribution_of_word_counts(texts, "a", "the")
        Pthe = hw4.marginal_distribution_of_word_counts(Pathe, 1)
    
        mu_the = hw4.mean_from_distribution(Pthe)
        print("Problem4-1. Mean from distribution:")
        print(mu_the)
    
        var_the = hw4.variance_from_distribution(Pthe)
        print("Problem4-2. Variance from distribution:")
        print(var_the)
    
        covar_a_the = hw4.covariance_from_distribution(Pathe)
        print("Problem4-3. Covariance from distribution:")
        print(covar_a_the)
        print("---------------------------------------------")
    
        def f(x0, x1):
            return np.log(x0 + 1) + np.log(x1 + 1)
    
        expected = hw4.expectation_of_a_function(Pathe, f)
        print("Problem5. Expectation of a function:")
        print(expected)
    

    📌 [ 笔者 ]   王亦优
    📃 [ 更新 ]   2023.11.15
    ❌ [ 勘误 ]   /* 暂无 */
    📜 [ 声明 ]   由于作者水平有限,本文有错误和不准确之处在所难免,
                  本人也很想知道这些错误,恳望读者批评指正!

    📜 参考资料 

    C++reference[EB/OL]. []. http://www.cplusplus.com/reference/.

    Microsoft. MSDN(Microsoft Developer Network)[EB/OL]. []. .

    百度百科[EB/OL]. []. https://baike.baidu.com/.

    比特科技. C++[EB/OL]. 2021[2021.8.31]. 

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