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author | CoprDistGit <infra@openeuler.org> | 2023-06-20 07:08:51 +0000 |
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committer | CoprDistGit <infra@openeuler.org> | 2023-06-20 07:08:51 +0000 |
commit | 94bf4e75b9f6a9b4c911fd5bc46a2dca7dc22b70 (patch) | |
tree | 1b8bff88c316bf24329046533388b205f0aea573 | |
parent | b2083d554223befd3d710eb539fae473f17efe6a (diff) |
automatic import of python-cdeopeneuler20.03
-rw-r--r-- | .gitignore | 1 | ||||
-rw-r--r-- | python-cde.spec | 303 | ||||
-rw-r--r-- | sources | 1 |
3 files changed, 305 insertions, 0 deletions
@@ -0,0 +1 @@ +/cde-0.6.1.tar.gz diff --git a/python-cde.spec b/python-cde.spec new file mode 100644 index 0000000..6512982 --- /dev/null +++ b/python-cde.spec @@ -0,0 +1,303 @@ +%global _empty_manifest_terminate_build 0 +Name: python-cde +Version: 0.6.1 +Release: 1 +Summary: Framework for conditional density estimation +License: MIT +URL: https://jonasrothfuss.github.io/Nonparametric_Density_Estimation +Source0: https://mirrors.aliyun.com/pypi/web/packages/9c/8c/fc3be557e738b91bc203e73d4068186dc94a32c6ad10770d9af957793cd5/cde-0.6.1.tar.gz +BuildArch: noarch + + +%description +[](https://travis-ci.org/freelunchtheorem/Conditional_Density_Estimation) [](https://pepy.tech/project/cde) + +# Conditional Density Estimation (CDE) + +## Description +Implementations of various methods for conditional density estimation + +* **Parametric neural network based methods** + * Mixture Density Network (MDN) + * Kernel Mixture Network (KMN) + * Normalizing Flows (NF) +* **Nonparametric methods** + * Conditional Kernel Density Estimation (CKDE) + * Neighborhood Kernel Density Estimation (NKDE) +* **Semiparametric methods** + * Least Squares Conditional Density Estimation (LSKDE) + +Beyond estimating conditional probability densities, the package features extensive functionality for computing: +* **Centered moments:** mean, covariance, skewness and kurtosis +* **Statistical divergences:** KL-divergence, JS-divergence, Hellinger distance +* **Percentiles and expected shortfall** + +## Installation + +To use the library, you can directly use the python package index: +```bash +pip install cde +``` +or clone the GitHub repository and run +```bash +pip install . +``` +Note that the package only supports tensorflow versions between 1.4 and 1.7. +## Documentation and paper +See the documentation [here](https://freelunchtheorem.github.io/Conditional_Density_Estimation). A paper on best practices and benchmarks on conditional density estimation with neural networks that makes extensive use of this library can be found [here](https://arxiv.org/abs/1903.00954). + +## Usage +The following code snipped holds an easy example that demonstrates how to use the cde package. +```python +from cde.density_simulation import SkewNormal +from cde.density_estimator import KernelMixtureNetwork +import numpy as np + +""" simulate some data """ +density_simulator = SkewNormal(random_seed=22) +X, Y = density_simulator.simulate(n_samples=3000) + +""" fit density model """ +model = KernelMixtureNetwork("KDE_demo", ndim_x=1, ndim_y=1, n_centers=50, + x_noise_std=0.2, y_noise_std=0.1, random_seed=22) +model.fit(X, Y) + +""" query the conditional pdf and cdf """ +x_cond = np.zeros((1, 1)) +y_query = np.ones((1, 1)) * 0.1 +prob = model.pdf(x_cond, y_query) +cum_prob = model.cdf(x_cond, y_query) + +""" compute conditional moments & VaR """ +mean = model.mean_(x_cond)[0][0] +std = model.std_(x_cond)[0][0] +skewness = model.skewness(x_cond)[0] +``` +## Citing +If you use CDE in your research, you can cite it as follows: + +``` +@article{rothfuss2019conditional, + title={Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks}, + author={Rothfuss, Jonas and Ferreira, Fabio and Walther, Simon and Ulrich, Maxim}, + journal={arXiv:1903.00954}, + year={2019} +} + +``` + +## Todo +- creating a branch just for our conditional estimators + python package + +%package -n python3-cde +Summary: Framework for conditional density estimation +Provides: python-cde +BuildRequires: python3-devel +BuildRequires: python3-setuptools +BuildRequires: python3-pip +%description -n python3-cde +[](https://travis-ci.org/freelunchtheorem/Conditional_Density_Estimation) [](https://pepy.tech/project/cde) + +# Conditional Density Estimation (CDE) + +## Description +Implementations of various methods for conditional density estimation + +* **Parametric neural network based methods** + * Mixture Density Network (MDN) + * Kernel Mixture Network (KMN) + * Normalizing Flows (NF) +* **Nonparametric methods** + * Conditional Kernel Density Estimation (CKDE) + * Neighborhood Kernel Density Estimation (NKDE) +* **Semiparametric methods** + * Least Squares Conditional Density Estimation (LSKDE) + +Beyond estimating conditional probability densities, the package features extensive functionality for computing: +* **Centered moments:** mean, covariance, skewness and kurtosis +* **Statistical divergences:** KL-divergence, JS-divergence, Hellinger distance +* **Percentiles and expected shortfall** + +## Installation + +To use the library, you can directly use the python package index: +```bash +pip install cde +``` +or clone the GitHub repository and run +```bash +pip install . +``` +Note that the package only supports tensorflow versions between 1.4 and 1.7. +## Documentation and paper +See the documentation [here](https://freelunchtheorem.github.io/Conditional_Density_Estimation). A paper on best practices and benchmarks on conditional density estimation with neural networks that makes extensive use of this library can be found [here](https://arxiv.org/abs/1903.00954). + +## Usage +The following code snipped holds an easy example that demonstrates how to use the cde package. +```python +from cde.density_simulation import SkewNormal +from cde.density_estimator import KernelMixtureNetwork +import numpy as np + +""" simulate some data """ +density_simulator = SkewNormal(random_seed=22) +X, Y = density_simulator.simulate(n_samples=3000) + +""" fit density model """ +model = KernelMixtureNetwork("KDE_demo", ndim_x=1, ndim_y=1, n_centers=50, + x_noise_std=0.2, y_noise_std=0.1, random_seed=22) +model.fit(X, Y) + +""" query the conditional pdf and cdf """ +x_cond = np.zeros((1, 1)) +y_query = np.ones((1, 1)) * 0.1 +prob = model.pdf(x_cond, y_query) +cum_prob = model.cdf(x_cond, y_query) + +""" compute conditional moments & VaR """ +mean = model.mean_(x_cond)[0][0] +std = model.std_(x_cond)[0][0] +skewness = model.skewness(x_cond)[0] +``` +## Citing +If you use CDE in your research, you can cite it as follows: + +``` +@article{rothfuss2019conditional, + title={Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks}, + author={Rothfuss, Jonas and Ferreira, Fabio and Walther, Simon and Ulrich, Maxim}, + journal={arXiv:1903.00954}, + year={2019} +} + +``` + +## Todo +- creating a branch just for our conditional estimators + python package + +%package help +Summary: Development documents and examples for cde +Provides: python3-cde-doc +%description help +[](https://travis-ci.org/freelunchtheorem/Conditional_Density_Estimation) [](https://pepy.tech/project/cde) + +# Conditional Density Estimation (CDE) + +## Description +Implementations of various methods for conditional density estimation + +* **Parametric neural network based methods** + * Mixture Density Network (MDN) + * Kernel Mixture Network (KMN) + * Normalizing Flows (NF) +* **Nonparametric methods** + * Conditional Kernel Density Estimation (CKDE) + * Neighborhood Kernel Density Estimation (NKDE) +* **Semiparametric methods** + * Least Squares Conditional Density Estimation (LSKDE) + +Beyond estimating conditional probability densities, the package features extensive functionality for computing: +* **Centered moments:** mean, covariance, skewness and kurtosis +* **Statistical divergences:** KL-divergence, JS-divergence, Hellinger distance +* **Percentiles and expected shortfall** + +## Installation + +To use the library, you can directly use the python package index: +```bash +pip install cde +``` +or clone the GitHub repository and run +```bash +pip install . +``` +Note that the package only supports tensorflow versions between 1.4 and 1.7. +## Documentation and paper +See the documentation [here](https://freelunchtheorem.github.io/Conditional_Density_Estimation). A paper on best practices and benchmarks on conditional density estimation with neural networks that makes extensive use of this library can be found [here](https://arxiv.org/abs/1903.00954). + +## Usage +The following code snipped holds an easy example that demonstrates how to use the cde package. +```python +from cde.density_simulation import SkewNormal +from cde.density_estimator import KernelMixtureNetwork +import numpy as np + +""" simulate some data """ +density_simulator = SkewNormal(random_seed=22) +X, Y = density_simulator.simulate(n_samples=3000) + +""" fit density model """ +model = KernelMixtureNetwork("KDE_demo", ndim_x=1, ndim_y=1, n_centers=50, + x_noise_std=0.2, y_noise_std=0.1, random_seed=22) +model.fit(X, Y) + +""" query the conditional pdf and cdf """ +x_cond = np.zeros((1, 1)) +y_query = np.ones((1, 1)) * 0.1 +prob = model.pdf(x_cond, y_query) +cum_prob = model.cdf(x_cond, y_query) + +""" compute conditional moments & VaR """ +mean = model.mean_(x_cond)[0][0] +std = model.std_(x_cond)[0][0] +skewness = model.skewness(x_cond)[0] +``` +## Citing +If you use CDE in your research, you can cite it as follows: + +``` +@article{rothfuss2019conditional, + title={Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks}, + author={Rothfuss, Jonas and Ferreira, Fabio and Walther, Simon and Ulrich, Maxim}, + journal={arXiv:1903.00954}, + year={2019} +} + +``` + +## Todo +- creating a branch just for our conditional estimators + python package + +%prep +%autosetup -n cde-0.6.1 + +%build +%py3_build + +%install +%py3_install +install -d -m755 %{buildroot}/%{_pkgdocdir} +if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi +if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi +if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi +if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi +pushd %{buildroot} +if [ -d usr/lib ]; then + find usr/lib -type f -printf "\"/%h/%f\"\n" >> filelist.lst +fi +if [ -d usr/lib64 ]; then + find usr/lib64 -type f -printf "\"/%h/%f\"\n" >> filelist.lst +fi +if [ -d usr/bin ]; then + find usr/bin -type f -printf "\"/%h/%f\"\n" >> filelist.lst +fi +if [ -d usr/sbin ]; then + find usr/sbin -type f -printf "\"/%h/%f\"\n" >> filelist.lst +fi +touch doclist.lst +if [ -d usr/share/man ]; then + find usr/share/man -type f -printf "\"/%h/%f.gz\"\n" >> doclist.lst +fi +popd +mv %{buildroot}/filelist.lst . +mv %{buildroot}/doclist.lst . + +%files -n python3-cde -f filelist.lst +%dir %{python3_sitelib}/* + +%files help -f doclist.lst +%{_docdir}/* + +%changelog +* Tue Jun 20 2023 Python_Bot <Python_Bot@openeuler.org> - 0.6.1-1 +- Package Spec generated @@ -0,0 +1 @@ +f82ba520d5f47eb71919e20243e2c9e8 cde-0.6.1.tar.gz |