# Gradio Implementation: Lenix Carter # License: BSD 3-Clause or CC-0 import gradio as gr import numpy as np import matplotlib.pyplot as plt from sklearn.metrics import r2_score from sklearn.model_selection import train_test_split from sklearn.linear_model import LinearRegression plt.switch_backend("agg") def compare_reg(n_samples, n_features): np.random.seed(42) X = np.random.randn(n_samples, n_features) true_coef = 3 * np.random.randn(n_features) # Threshold coefficients to render them non-negative true_coef[true_coef < 0] = 0 y = np.dot(X, true_coef) # Add some noise y += 5 * np.random.normal(size=(n_samples,)) # Split the data in train set and test set X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.5) reg_nnls = LinearRegression(positive=True) y_pred_nnls = reg_nnls.fit(X_train, y_train).predict(X_test) r2_score_nnls = r2_score(y_test, y_pred_nnls) reg_ols = LinearRegression() y_pred_ols = reg_ols.fit(X_train, y_train).predict(X_test) r2_score_ols = r2_score(y_test, y_pred_ols) fig, ax = plt.subplots() ax.plot(reg_ols.coef_, reg_nnls.coef_, linewidth=0, marker=".") low_x, high_x = ax.get_xlim() low_y, high_y = ax.get_ylim() low = max(low_x, low_y) high = min(high_x, high_y) ax.plot([low, high], [low, high], ls="--", c=".3", alpha=0.5) ax.set_xlabel("OLS regression coefficients", fontweight="bold") ax.set_ylabel("NNLS regression coefficients", fontweight="bold") scores = "The R2 for NNLS is {}\nThe R2 for OLS is {}".format(r2_score_nnls, r2_score_ols) return fig, scores title = "Non-negative Least Squares" with gr.Blocks() as demo: gr.Markdown(f" # {title}") gr.Markdown(""" This example fits a linear model with positivity constraints on the regression coefficients and compares the estimated coefficients to a classic linear regression. This is based on the example [here](https://scikit-learn.org/stable/auto_examples/linear_model/plot_nnls.html#sphx-glr-auto-examples-linear-model-plot-nnls-py). """) with gr.Row(): with gr.Column(): n_samp = gr.Slider(100, 1000, 200, step=1, label="Number of Samples") n_feat = gr.Slider(3, 100, 50, step=1, label="Number of Features") with gr.Column(): scores = gr.Textbox(label="R2 Scores") coeff_comp_graph = gr.Plot(label="Comparison of Coefficients") n_samp.change( fn=compare_reg, inputs=[n_samp, n_feat], outputs=[coeff_comp_graph, scores] ) n_feat.change( fn=compare_reg, inputs=[n_samp, n_feat], outputs=[coeff_comp_graph, scores] ) with gr.Row(): gr.Markdown("This shows a high degree of correlation between the the regression coefficients of OLS and NNLS. However, we observe that some coefficients in the NNLS regression shrink to 0.") if __name__ == '__main__': demo.launch()