pyts.transformation.ROCKET

class pyts.transformation.ROCKET(n_kernels=10000, kernel_sizes=(7, 9, 11), random_state=None)[source]

RandOm Convolutional KErnel Transformation.

This algorithm randomly generates a great variety of convolutional kernels and extracts two features for each convolution: the maximum and the proportion of positive values.

Parameters:
n_kernels : int (default = 10000)

Number of kernels.

kernel_sizes : array-like (default = (7, 9, 11))

The possible sizes of the kernels.

random_state : None, int or RandomState instance (default = None)

The seed of the pseudo random number generator to use when shuffling the data. If int, random_state is the seed used by the random number generator. If RandomState instance, random_state is the random number generator. If None, the random number generator is the RandomState instance used by np.random.

References

[1]A. Dempster, F. Petitjean and G. I. Webb, “ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels”. https://arxiv.org/abs/1910.13051.

Examples

>>> from pyts.transformation import ROCKET
>>> X = np.arange(100).reshape(5, 20)
>>> rocket = ROCKET(n_kernels=10)
>>> rocket.fit_transform(X).shape
(5, 20)
Attributes:
weights_ : array, shape = (n_kernels, max(kernel_sizes))

Weights of the kernels. Zero padding values are added.

length_ : array, shape = (n_kernels,)

Length of each kernel.

bias_ : array, shape = (n_kernels,)

Bias of each kernel.

dilation_ : array, shape = (n_kernels,)

Dilation of each kernel.

padding_ : array, shape = (n_kernels,)

Padding of each kernel.

Methods

__init__([n_kernels, kernel_sizes, random_state]) Initialize self.
fit(X[, y]) Fit the model according to the given training data.
fit_transform(X[, y]) Fit to data, then transform it.
get_params([deep]) Get parameters for this estimator.
set_params(**params) Set the parameters of this estimator.
transform(X) Transform the provided data.
__init__(n_kernels=10000, kernel_sizes=(7, 9, 11), random_state=None)[source]

Initialize self. See help(type(self)) for accurate signature.

fit(X, y=None)[source]

Fit the model according to the given training data.

Parameters:
X : array-like, shape = (n_samples, n_timestamps)

Training vector.

y : None or array-like, shape = (n_samples,)

Class labels for each data sample. Ignored.

Returns:
self : object
fit_transform(X, y=None, **fit_params)

Fit to data, then transform it.

Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.

Parameters:
X : array-like, shape = (n_samples, n_timestamps)

Univariate time series.

y : None or array-like, shape = (n_samples,) (default = None)

Target values (None for unsupervised transformations).

**fit_params : dict

Additional fit parameters.

Returns:
X_new : array

Transformed array.

get_params(deep=True)

Get parameters for this estimator.

Parameters:
deep : bool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:
params : dict

Parameter names mapped to their values.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:
**params : dict

Estimator parameters.

Returns:
self : estimator instance

Estimator instance.

transform(X)[source]

Transform the provided data.

Parameters:
X : array-like, shape = (n_samples, n_timestamps)

Test samples.

Returns:
X_new : array, shape = (n_samples, 2 * n_kernels)

Extracted features from the kernels.

Examples using pyts.transformation.ROCKET

RandOm Convolutional KErnel Transform (ROCKET)

RandOm Convolutional KErnel Transform (ROCKET)

RandOm Convolutional KErnel Transform (ROCKET)