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<li><a class="reference internal" href="#">Visualizing the stock market structure</a><ul>
<li><a class="reference internal" href="#learning-a-graph-structure">Learning a graph structure</a></li>
<li><a class="reference internal" href="#clustering">Clustering</a></li>
<li><a class="reference internal" href="#embedding-in-2d-space">Embedding in 2D space</a></li>
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<div class="section" id="visualizing-the-stock-market-structure">
<span id="example-applications-plot-stock-market-py"></span><h1>Visualizing the stock market structure<a class="headerlink" href="#visualizing-the-stock-market-structure" title="Permalink to this headline">¶</a></h1>
<p>This example employs several unsupervised learning techniques to extract
the stock market structure from variations in historical quotes.</p>
<p>The quantity that we use is the daily variation in quote price: quotes
that are linked tend to cofluctuate during a day.</p>
<div class="section" id="learning-a-graph-structure">
<span id="stock-market"></span><h2>Learning a graph structure<a class="headerlink" href="#learning-a-graph-structure" title="Permalink to this headline">¶</a></h2>
<p>We use sparse inverse covariance estimation to find which quotes are
correlated conditionally on the others. Specifically, sparse inverse
covariance gives us a graph, that is a list of connection. For each
symbol, the symbols that it is connected too are those useful to explain
its fluctuations.</p>
</div>
<div class="section" id="clustering">
<h2>Clustering<a class="headerlink" href="#clustering" title="Permalink to this headline">¶</a></h2>
<p>We use clustering to group together quotes that behave similarly. Here,
amongst the <a class="reference internal" href="../../modules/clustering.html#clustering"><em>various clustering techniques</em></a> available
in the scikit-learn, we use <a class="reference internal" href="../../modules/clustering.html#affinity-propagation"><em>Affinity Propagation</em></a> as it does
not enforce equal-size clusters, and it can choose automatically the
number of clusters from the data.</p>
<p>Note that this gives us a different indication than the graph, as the
graph reflects conditional relations between variables, while the
clustering reflects marginal properties: variables clustered together can
be considered as having a similar impact at the level of the full stock
market.</p>
</div>
<div class="section" id="embedding-in-2d-space">
<h2>Embedding in 2D space<a class="headerlink" href="#embedding-in-2d-space" title="Permalink to this headline">¶</a></h2>
<p>For visualization purposes, we need to lay out the different symbols on a
2D canvas. For this we use <a class="reference internal" href="../../modules/manifold.html#manifold"><em>Manifold learning</em></a> techniques to retrieve 2D
embedding.</p>
</div>
<div class="section" id="visualization">
<h2>Visualization<a class="headerlink" href="#visualization" title="Permalink to this headline">¶</a></h2>
<p>The output of the 3 models are combined in a 2D graph where nodes
represents the stocks and edges the:</p>
<ul class="simple">
<li>cluster labels are used to define the color of the nodes</li>
<li>the sparse covariance model is used to display the strength of the edges</li>
<li>the 2D embedding is used to position the nodes in the plan</li>
</ul>
<p>This example has a fair amount of visualization-related code, as
visualization is crucial here to display the graph. One of the challenge
is to position the labels minimizing overlap. For this we use an
heuristic based on the direction of the nearest neighbor along each
axis.</p>
<img alt="../../_images/plot_stock_market_001.png" class="align-center" src="../../_images/plot_stock_market_001.png" />
<p><strong>Script output</strong>:</p>
<div class="highlight-python"><div class="highlight"><pre>Cluster 1: Pepsi, Coca Cola, Kellogg
Cluster 2: Apple, Amazon, Yahoo
Cluster 3: GlaxoSmithKline, Novartis, Sanofi-Aventis
Cluster 4: Comcast, Time Warner, Cablevision
Cluster 5: ConocoPhillips, Chevron, Total, Valero Energy, Exxon
Cluster 6: Walgreen, CVS
Cluster 7: Navistar, Sony, Marriott, Caterpillar, Canon, Toyota, Honda, Mitsubishi, Xerox, Unilever
Cluster 8: Kimberly-Clark, Colgate-Palmolive, Procter Gamble
Cluster 9: American express, Ryder, Goldman Sachs, Wal-Mart, General Electrics, Pfizer, Wells Fargo, DuPont de Nemours, Bank of America, AIG, Home Depot, Ford, JPMorgan Chase, Mc Donalds
Cluster 10: Microsoft, SAP, 3M, IBM, Texas instruments, HP, Dell, Cisco
Cluster 11: Raytheon, Boeing, Lookheed Martin, General Dynamics, Northrop Grumman
Cluster 12: Kraft Foods
</pre></div>
</div>
<p><strong>Python source code:</strong> <a class="reference download internal" href="../../_downloads/plot_stock_market.py"><tt class="xref download docutils literal"><span class="pre">plot_stock_market.py</span></tt></a></p>
<div class="highlight-python"><div class="highlight"><pre><span class="k">print</span><span class="p">(</span><span class="n">__doc__</span><span class="p">)</span>
<span class="c"># Author: Gael Varoquaux [email protected]</span>
<span class="c"># License: BSD 3 clause</span>
<span class="kn">import</span> <span class="nn">datetime</span>
<span class="kn">import</span> <span class="nn">numpy</span> <span class="kn">as</span> <span class="nn">np</span>
<span class="kn">import</span> <span class="nn">matplotlib.pyplot</span> <span class="kn">as</span> <span class="nn">plt</span>
<span class="kn">from</span> <span class="nn">matplotlib</span> <span class="kn">import</span> <span class="n">finance</span>
<span class="kn">from</span> <span class="nn">matplotlib.collections</span> <span class="kn">import</span> <a href="http://matplotlib.org/api/collections_api.html#matplotlib.collections.LineCollection"><span class="n">LineCollection</span></a>
<span class="kn">from</span> <span class="nn">sklearn</span> <span class="kn">import</span> <span class="n">cluster</span><span class="p">,</span> <span class="n">covariance</span><span class="p">,</span> <span class="n">manifold</span>
<span class="c">###############################################################################</span>
<span class="c"># Retrieve the data from Internet</span>
<span class="c"># Choose a time period reasonnably calm (not too long ago so that we get</span>
<span class="c"># high-tech firms, and before the 2008 crash)</span>
<span class="n">d1</span> <span class="o">=</span> <span class="n">datetime</span><span class="o">.</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2003</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span>
<span class="n">d2</span> <span class="o">=</span> <span class="n">datetime</span><span class="o">.</span><span class="n">datetime</span><span class="p">(</span><span class="mi">2008</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span>
<span class="c"># kraft symbol has now changed from KFT to MDLZ in yahoo</span>
<span class="n">symbol_dict</span> <span class="o">=</span> <span class="p">{</span>
<span class="s">'TOT'</span><span class="p">:</span> <span class="s">'Total'</span><span class="p">,</span>
<span class="s">'XOM'</span><span class="p">:</span> <span class="s">'Exxon'</span><span class="p">,</span>
<span class="s">'CVX'</span><span class="p">:</span> <span class="s">'Chevron'</span><span class="p">,</span>
<span class="s">'COP'</span><span class="p">:</span> <span class="s">'ConocoPhillips'</span><span class="p">,</span>
<span class="s">'VLO'</span><span class="p">:</span> <span class="s">'Valero Energy'</span><span class="p">,</span>
<span class="s">'MSFT'</span><span class="p">:</span> <span class="s">'Microsoft'</span><span class="p">,</span>
<span class="s">'IBM'</span><span class="p">:</span> <span class="s">'IBM'</span><span class="p">,</span>
<span class="s">'TWX'</span><span class="p">:</span> <span class="s">'Time Warner'</span><span class="p">,</span>
<span class="s">'CMCSA'</span><span class="p">:</span> <span class="s">'Comcast'</span><span class="p">,</span>
<span class="s">'CVC'</span><span class="p">:</span> <span class="s">'Cablevision'</span><span class="p">,</span>
<span class="s">'YHOO'</span><span class="p">:</span> <span class="s">'Yahoo'</span><span class="p">,</span>
<span class="s">'DELL'</span><span class="p">:</span> <span class="s">'Dell'</span><span class="p">,</span>
<span class="s">'HPQ'</span><span class="p">:</span> <span class="s">'HP'</span><span class="p">,</span>
<span class="s">'AMZN'</span><span class="p">:</span> <span class="s">'Amazon'</span><span class="p">,</span>
<span class="s">'TM'</span><span class="p">:</span> <span class="s">'Toyota'</span><span class="p">,</span>
<span class="s">'CAJ'</span><span class="p">:</span> <span class="s">'Canon'</span><span class="p">,</span>
<span class="s">'MTU'</span><span class="p">:</span> <span class="s">'Mitsubishi'</span><span class="p">,</span>
<span class="s">'SNE'</span><span class="p">:</span> <span class="s">'Sony'</span><span class="p">,</span>
<span class="s">'F'</span><span class="p">:</span> <span class="s">'Ford'</span><span class="p">,</span>
<span class="s">'HMC'</span><span class="p">:</span> <span class="s">'Honda'</span><span class="p">,</span>
<span class="s">'NAV'</span><span class="p">:</span> <span class="s">'Navistar'</span><span class="p">,</span>
<span class="s">'NOC'</span><span class="p">:</span> <span class="s">'Northrop Grumman'</span><span class="p">,</span>
<span class="s">'BA'</span><span class="p">:</span> <span class="s">'Boeing'</span><span class="p">,</span>
<span class="s">'KO'</span><span class="p">:</span> <span class="s">'Coca Cola'</span><span class="p">,</span>
<span class="s">'MMM'</span><span class="p">:</span> <span class="s">'3M'</span><span class="p">,</span>
<span class="s">'MCD'</span><span class="p">:</span> <span class="s">'Mc Donalds'</span><span class="p">,</span>
<span class="s">'PEP'</span><span class="p">:</span> <span class="s">'Pepsi'</span><span class="p">,</span>
<span class="s">'MDLZ'</span><span class="p">:</span> <span class="s">'Kraft Foods'</span><span class="p">,</span>
<span class="s">'K'</span><span class="p">:</span> <span class="s">'Kellogg'</span><span class="p">,</span>
<span class="s">'UN'</span><span class="p">:</span> <span class="s">'Unilever'</span><span class="p">,</span>
<span class="s">'MAR'</span><span class="p">:</span> <span class="s">'Marriott'</span><span class="p">,</span>
<span class="s">'PG'</span><span class="p">:</span> <span class="s">'Procter Gamble'</span><span class="p">,</span>
<span class="s">'CL'</span><span class="p">:</span> <span class="s">'Colgate-Palmolive'</span><span class="p">,</span>
<span class="s">'GE'</span><span class="p">:</span> <span class="s">'General Electrics'</span><span class="p">,</span>
<span class="s">'WFC'</span><span class="p">:</span> <span class="s">'Wells Fargo'</span><span class="p">,</span>
<span class="s">'JPM'</span><span class="p">:</span> <span class="s">'JPMorgan Chase'</span><span class="p">,</span>
<span class="s">'AIG'</span><span class="p">:</span> <span class="s">'AIG'</span><span class="p">,</span>
<span class="s">'AXP'</span><span class="p">:</span> <span class="s">'American express'</span><span class="p">,</span>
<span class="s">'BAC'</span><span class="p">:</span> <span class="s">'Bank of America'</span><span class="p">,</span>
<span class="s">'GS'</span><span class="p">:</span> <span class="s">'Goldman Sachs'</span><span class="p">,</span>
<span class="s">'AAPL'</span><span class="p">:</span> <span class="s">'Apple'</span><span class="p">,</span>
<span class="s">'SAP'</span><span class="p">:</span> <span class="s">'SAP'</span><span class="p">,</span>
<span class="s">'CSCO'</span><span class="p">:</span> <span class="s">'Cisco'</span><span class="p">,</span>
<span class="s">'TXN'</span><span class="p">:</span> <span class="s">'Texas instruments'</span><span class="p">,</span>
<span class="s">'XRX'</span><span class="p">:</span> <span class="s">'Xerox'</span><span class="p">,</span>
<span class="s">'LMT'</span><span class="p">:</span> <span class="s">'Lookheed Martin'</span><span class="p">,</span>
<span class="s">'WMT'</span><span class="p">:</span> <span class="s">'Wal-Mart'</span><span class="p">,</span>
<span class="s">'WAG'</span><span class="p">:</span> <span class="s">'Walgreen'</span><span class="p">,</span>
<span class="s">'HD'</span><span class="p">:</span> <span class="s">'Home Depot'</span><span class="p">,</span>
<span class="s">'GSK'</span><span class="p">:</span> <span class="s">'GlaxoSmithKline'</span><span class="p">,</span>
<span class="s">'PFE'</span><span class="p">:</span> <span class="s">'Pfizer'</span><span class="p">,</span>
<span class="s">'SNY'</span><span class="p">:</span> <span class="s">'Sanofi-Aventis'</span><span class="p">,</span>
<span class="s">'NVS'</span><span class="p">:</span> <span class="s">'Novartis'</span><span class="p">,</span>
<span class="s">'KMB'</span><span class="p">:</span> <span class="s">'Kimberly-Clark'</span><span class="p">,</span>
<span class="s">'R'</span><span class="p">:</span> <span class="s">'Ryder'</span><span class="p">,</span>
<span class="s">'GD'</span><span class="p">:</span> <span class="s">'General Dynamics'</span><span class="p">,</span>
<span class="s">'RTN'</span><span class="p">:</span> <span class="s">'Raytheon'</span><span class="p">,</span>
<span class="s">'CVS'</span><span class="p">:</span> <span class="s">'CVS'</span><span class="p">,</span>
<span class="s">'CAT'</span><span class="p">:</span> <span class="s">'Caterpillar'</span><span class="p">,</span>
<span class="s">'DD'</span><span class="p">:</span> <span class="s">'DuPont de Nemours'</span><span class="p">}</span>
<span class="n">symbols</span><span class="p">,</span> <span class="n">names</span> <span class="o">=</span> <a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.array.html#numpy.array"><span class="n">np</span><span class="o">.</span><span class="n">array</span></a><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="n">symbol_dict</span><span class="o">.</span><span class="n">items</span><span class="p">()))</span><span class="o">.</span><span class="n">T</span>
<span class="n">quotes</span> <span class="o">=</span> <span class="p">[</span><a href="http://matplotlib.org/api/finance_api.html#matplotlib.finance.quotes_historical_yahoo"><span class="n">finance</span><span class="o">.</span><span class="n">quotes_historical_yahoo</span></a><span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">d1</span><span class="p">,</span> <span class="n">d2</span><span class="p">,</span> <span class="n">asobject</span><span class="o">=</span><span class="bp">True</span><span class="p">)</span>
<span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">]</span>
<span class="nb">open</span> <span class="o">=</span> <a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.array.html#numpy.array"><span class="n">np</span><span class="o">.</span><span class="n">array</span></a><span class="p">([</span><span class="n">q</span><span class="o">.</span><span class="n">open</span> <span class="k">for</span> <span class="n">q</span> <span class="ow">in</span> <span class="n">quotes</span><span class="p">])</span><span class="o">.</span><span class="n">astype</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">float</span><span class="p">)</span>
<span class="n">close</span> <span class="o">=</span> <a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.array.html#numpy.array"><span class="n">np</span><span class="o">.</span><span class="n">array</span></a><span class="p">([</span><span class="n">q</span><span class="o">.</span><span class="n">close</span> <span class="k">for</span> <span class="n">q</span> <span class="ow">in</span> <span class="n">quotes</span><span class="p">])</span><span class="o">.</span><span class="n">astype</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">float</span><span class="p">)</span>
<span class="c"># The daily variations of the quotes are what carry most information</span>
<span class="n">variation</span> <span class="o">=</span> <span class="n">close</span> <span class="o">-</span> <span class="nb">open</span>
<span class="c">###############################################################################</span>
<span class="c"># Learn a graphical structure from the correlations</span>
<span class="n">edge_model</span> <span class="o">=</span> <a href="../../modules/generated/sklearn.covariance.GraphLassoCV.html#sklearn.covariance.GraphLassoCV"><span class="n">covariance</span><span class="o">.</span><span class="n">GraphLassoCV</span></a><span class="p">()</span>
<span class="c"># standardize the time series: using correlations rather than covariance</span>
<span class="c"># is more efficient for structure recovery</span>
<span class="n">X</span> <span class="o">=</span> <span class="n">variation</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span><span class="o">.</span><span class="n">T</span>
<span class="n">X</span> <span class="o">/=</span> <span class="n">X</span><span class="o">.</span><span class="n">std</span><span class="p">(</span><span class="n">axis</span><span class="o">=</span><span class="mi">0</span><span class="p">)</span>
<span class="n">edge_model</span><span class="o">.</span><span class="n">fit</span><span class="p">(</span><span class="n">X</span><span class="p">)</span>
<span class="c">###############################################################################</span>
<span class="c"># Cluster using affinity propagation</span>
<span class="n">_</span><span class="p">,</span> <span class="n">labels</span> <span class="o">=</span> <a href="../../modules/generated/sklearn.cluster.affinity_propagation.html#sklearn.cluster.affinity_propagation"><span class="n">cluster</span><span class="o">.</span><span class="n">affinity_propagation</span></a><span class="p">(</span><span class="n">edge_model</span><span class="o">.</span><span class="n">covariance_</span><span class="p">)</span>
<span class="n">n_labels</span> <span class="o">=</span> <span class="n">labels</span><span class="o">.</span><span class="n">max</span><span class="p">()</span>
<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">n_labels</span> <span class="o">+</span> <span class="mi">1</span><span class="p">):</span>
<span class="k">print</span><span class="p">(</span><span class="s">'Cluster </span><span class="si">%i</span><span class="s">: </span><span class="si">%s</span><span class="s">'</span> <span class="o">%</span> <span class="p">((</span><span class="n">i</span> <span class="o">+</span> <span class="mi">1</span><span class="p">),</span> <span class="s">', '</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="n">names</span><span class="p">[</span><span class="n">labels</span> <span class="o">==</span> <span class="n">i</span><span class="p">])))</span>
<span class="c">###############################################################################</span>
<span class="c"># Find a low-dimension embedding for visualization: find the best position of</span>
<span class="c"># the nodes (the stocks) on a 2D plane</span>
<span class="c"># We use a dense eigen_solver to achieve reproducibility (arpack is</span>
<span class="c"># initiated with random vectors that we don't control). In addition, we</span>
<span class="c"># use a large number of neighbors to capture the large-scale structure.</span>
<span class="n">node_position_model</span> <span class="o">=</span> <a href="../../modules/generated/sklearn.manifold.LocallyLinearEmbedding.html#sklearn.manifold.LocallyLinearEmbedding"><span class="n">manifold</span><span class="o">.</span><span class="n">LocallyLinearEmbedding</span></a><span class="p">(</span>
<span class="n">n_components</span><span class="o">=</span><span class="mi">2</span><span class="p">,</span> <span class="n">eigen_solver</span><span class="o">=</span><span class="s">'dense'</span><span class="p">,</span> <span class="n">n_neighbors</span><span class="o">=</span><span class="mi">6</span><span class="p">)</span>
<span class="n">embedding</span> <span class="o">=</span> <span class="n">node_position_model</span><span class="o">.</span><span class="n">fit_transform</span><span class="p">(</span><span class="n">X</span><span class="o">.</span><span class="n">T</span><span class="p">)</span><span class="o">.</span><span class="n">T</span>
<span class="c">###############################################################################</span>
<span class="c"># Visualization</span>
<a href="http://matplotlib.org/api/figure_api.html#matplotlib.figure"><span class="n">plt</span><span class="o">.</span><span class="n">figure</span></a><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="n">facecolor</span><span class="o">=</span><span class="s">'w'</span><span class="p">,</span> <span class="n">figsize</span><span class="o">=</span><span class="p">(</span><span class="mi">10</span><span class="p">,</span> <span class="mi">8</span><span class="p">))</span>
<a href="http://matplotlib.org/api/pyplot_api.html#matplotlib.pyplot.clf"><span class="n">plt</span><span class="o">.</span><span class="n">clf</span></a><span class="p">()</span>
<span class="n">ax</span> <span class="o">=</span> <a href="http://matplotlib.org/api/axes_api.html#matplotlib.axes"><span class="n">plt</span><span class="o">.</span><span class="n">axes</span></a><span class="p">([</span><span class="mf">0.</span><span class="p">,</span> <span class="mf">0.</span><span class="p">,</span> <span class="mf">1.</span><span class="p">,</span> <span class="mf">1.</span><span class="p">])</span>
<a href="http://matplotlib.org/api/axis_api.html#matplotlib.axis"><span class="n">plt</span><span class="o">.</span><span class="n">axis</span></a><span class="p">(</span><span class="s">'off'</span><span class="p">)</span>
<span class="c"># Display a graph of the partial correlations</span>
<span class="n">partial_correlations</span> <span class="o">=</span> <span class="n">edge_model</span><span class="o">.</span><span class="n">precision_</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span>
<span class="n">d</span> <span class="o">=</span> <span class="mi">1</span> <span class="o">/</span> <a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.sqrt.html#numpy.sqrt"><span class="n">np</span><span class="o">.</span><span class="n">sqrt</span></a><span class="p">(</span><a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.diag.html#numpy.diag"><span class="n">np</span><span class="o">.</span><span class="n">diag</span></a><span class="p">(</span><span class="n">partial_correlations</span><span class="p">))</span>
<span class="n">partial_correlations</span> <span class="o">*=</span> <span class="n">d</span>
<span class="n">partial_correlations</span> <span class="o">*=</span> <span class="n">d</span><span class="p">[:,</span> <a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/arrays.indexing.html#numpy.newaxis"><span class="n">np</span><span class="o">.</span><span class="n">newaxis</span></a><span class="p">]</span>
<span class="n">non_zero</span> <span class="o">=</span> <span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">abs</span><span class="p">(</span><a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.triu.html#numpy.triu"><span class="n">np</span><span class="o">.</span><span class="n">triu</span></a><span class="p">(</span><span class="n">partial_correlations</span><span class="p">,</span> <span class="n">k</span><span class="o">=</span><span class="mi">1</span><span class="p">))</span> <span class="o">></span> <span class="mf">0.02</span><span class="p">)</span>
<span class="c"># Plot the nodes using the coordinates of our embedding</span>
<a href="http://matplotlib.org/api/pyplot_api.html#matplotlib.pyplot.scatter"><span class="n">plt</span><span class="o">.</span><span class="n">scatter</span></a><span class="p">(</span><span class="n">embedding</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span> <span class="n">embedding</span><span class="p">[</span><span class="mi">1</span><span class="p">],</span> <span class="n">s</span><span class="o">=</span><span class="mi">100</span> <span class="o">*</span> <span class="n">d</span> <span class="o">**</span> <span class="mi">2</span><span class="p">,</span> <span class="n">c</span><span class="o">=</span><span class="n">labels</span><span class="p">,</span>
<span class="n">cmap</span><span class="o">=</span><span class="n">plt</span><span class="o">.</span><span class="n">cm</span><span class="o">.</span><span class="n">spectral</span><span class="p">)</span>
<span class="c"># Plot the edges</span>
<span class="n">start_idx</span><span class="p">,</span> <span class="n">end_idx</span> <span class="o">=</span> <a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.where.html#numpy.where"><span class="n">np</span><span class="o">.</span><span class="n">where</span></a><span class="p">(</span><span class="n">non_zero</span><span class="p">)</span>
<span class="c">#a sequence of (*line0*, *line1*, *line2*), where::</span>
<span class="c"># linen = (x0, y0), (x1, y1), ... (xm, ym)</span>
<span class="n">segments</span> <span class="o">=</span> <span class="p">[[</span><span class="n">embedding</span><span class="p">[:,</span> <span class="n">start</span><span class="p">],</span> <span class="n">embedding</span><span class="p">[:,</span> <span class="n">stop</span><span class="p">]]</span>
<span class="k">for</span> <span class="n">start</span><span class="p">,</span> <span class="n">stop</span> <span class="ow">in</span> <span class="nb">zip</span><span class="p">(</span><span class="n">start_idx</span><span class="p">,</span> <span class="n">end_idx</span><span class="p">)]</span>
<span class="n">values</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">abs</span><span class="p">(</span><span class="n">partial_correlations</span><span class="p">[</span><span class="n">non_zero</span><span class="p">])</span>
<span class="n">lc</span> <span class="o">=</span> <a href="http://matplotlib.org/api/collections_api.html#matplotlib.collections.LineCollection"><span class="n">LineCollection</span></a><span class="p">(</span><span class="n">segments</span><span class="p">,</span>
<span class="n">zorder</span><span class="o">=</span><span class="mi">0</span><span class="p">,</span> <span class="n">cmap</span><span class="o">=</span><span class="n">plt</span><span class="o">.</span><span class="n">cm</span><span class="o">.</span><span class="n">hot_r</span><span class="p">,</span>
<span class="n">norm</span><span class="o">=</span><span class="n">plt</span><span class="o">.</span><span class="n">Normalize</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="o">.</span><span class="mi">7</span> <span class="o">*</span> <span class="n">values</span><span class="o">.</span><span class="n">max</span><span class="p">()))</span>
<span class="n">lc</span><span class="o">.</span><span class="n">set_array</span><span class="p">(</span><span class="n">values</span><span class="p">)</span>
<span class="n">lc</span><span class="o">.</span><span class="n">set_linewidths</span><span class="p">(</span><span class="mi">15</span> <span class="o">*</span> <span class="n">values</span><span class="p">)</span>
<span class="n">ax</span><span class="o">.</span><span class="n">add_collection</span><span class="p">(</span><span class="n">lc</span><span class="p">)</span>
<span class="c"># Add a label to each node. The challenge here is that we want to</span>
<span class="c"># position the labels to avoid overlap with other labels</span>
<span class="k">for</span> <span class="n">index</span><span class="p">,</span> <span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="n">label</span><span class="p">,</span> <span class="p">(</span><span class="n">x</span><span class="p">,</span> <span class="n">y</span><span class="p">))</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span>
<span class="nb">zip</span><span class="p">(</span><span class="n">names</span><span class="p">,</span> <span class="n">labels</span><span class="p">,</span> <span class="n">embedding</span><span class="o">.</span><span class="n">T</span><span class="p">)):</span>
<span class="n">dx</span> <span class="o">=</span> <span class="n">x</span> <span class="o">-</span> <span class="n">embedding</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
<span class="n">dx</span><span class="p">[</span><span class="n">index</span><span class="p">]</span> <span class="o">=</span> <span class="mi">1</span>
<span class="n">dy</span> <span class="o">=</span> <span class="n">y</span> <span class="o">-</span> <span class="n">embedding</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span>
<span class="n">dy</span><span class="p">[</span><span class="n">index</span><span class="p">]</span> <span class="o">=</span> <span class="mi">1</span>
<span class="n">this_dx</span> <span class="o">=</span> <span class="n">dx</span><span class="p">[</span><a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.argmin.html#numpy.argmin"><span class="n">np</span><span class="o">.</span><span class="n">argmin</span></a><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">abs</span><span class="p">(</span><span class="n">dy</span><span class="p">))]</span>
<span class="n">this_dy</span> <span class="o">=</span> <span class="n">dy</span><span class="p">[</span><a href="http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.argmin.html#numpy.argmin"><span class="n">np</span><span class="o">.</span><span class="n">argmin</span></a><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">abs</span><span class="p">(</span><span class="n">dx</span><span class="p">))]</span>
<span class="k">if</span> <span class="n">this_dx</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
<span class="n">horizontalalignment</span> <span class="o">=</span> <span class="s">'left'</span>
<span class="n">x</span> <span class="o">=</span> <span class="n">x</span> <span class="o">+</span> <span class="o">.</span><span class="mo">002</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">horizontalalignment</span> <span class="o">=</span> <span class="s">'right'</span>
<span class="n">x</span> <span class="o">=</span> <span class="n">x</span> <span class="o">-</span> <span class="o">.</span><span class="mo">002</span>
<span class="k">if</span> <span class="n">this_dy</span> <span class="o">></span> <span class="mi">0</span><span class="p">:</span>
<span class="n">verticalalignment</span> <span class="o">=</span> <span class="s">'bottom'</span>
<span class="n">y</span> <span class="o">=</span> <span class="n">y</span> <span class="o">+</span> <span class="o">.</span><span class="mo">002</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">verticalalignment</span> <span class="o">=</span> <span class="s">'top'</span>
<span class="n">y</span> <span class="o">=</span> <span class="n">y</span> <span class="o">-</span> <span class="o">.</span><span class="mo">002</span>
<a href="http://matplotlib.org/api/text_api.html#matplotlib.text"><span class="n">plt</span><span class="o">.</span><span class="n">text</span></a><span class="p">(</span><span class="n">x</span><span class="p">,</span> <span class="n">y</span><span class="p">,</span> <span class="n">name</span><span class="p">,</span> <span class="n">size</span><span class="o">=</span><span class="mi">10</span><span class="p">,</span>
<span class="n">horizontalalignment</span><span class="o">=</span><span class="n">horizontalalignment</span><span class="p">,</span>
<span class="n">verticalalignment</span><span class="o">=</span><span class="n">verticalalignment</span><span class="p">,</span>
<span class="n">bbox</span><span class="o">=</span><span class="nb">dict</span><span class="p">(</span><span class="n">facecolor</span><span class="o">=</span><span class="s">'w'</span><span class="p">,</span>
<span class="n">edgecolor</span><span class="o">=</span><span class="n">plt</span><span class="o">.</span><span class="n">cm</span><span class="o">.</span><span class="n">spectral</span><span class="p">(</span><span class="n">label</span> <span class="o">/</span> <span class="nb">float</span><span class="p">(</span><span class="n">n_labels</span><span class="p">)),</span>
<span class="n">alpha</span><span class="o">=.</span><span class="mi">6</span><span class="p">))</span>
<a href="http://matplotlib.org/api/pyplot_api.html#matplotlib.pyplot.xlim"><span class="n">plt</span><span class="o">.</span><span class="n">xlim</span></a><span class="p">(</span><span class="n">embedding</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">min</span><span class="p">()</span> <span class="o">-</span> <span class="o">.</span><span class="mi">15</span> <span class="o">*</span> <span class="n">embedding</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">ptp</span><span class="p">(),</span>
<span class="n">embedding</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">max</span><span class="p">()</span> <span class="o">+</span> <span class="o">.</span><span class="mi">10</span> <span class="o">*</span> <span class="n">embedding</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">ptp</span><span class="p">(),)</span>
<a href="http://matplotlib.org/api/pyplot_api.html#matplotlib.pyplot.ylim"><span class="n">plt</span><span class="o">.</span><span class="n">ylim</span></a><span class="p">(</span><span class="n">embedding</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">min</span><span class="p">()</span> <span class="o">-</span> <span class="o">.</span><span class="mo">03</span> <span class="o">*</span> <span class="n">embedding</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">ptp</span><span class="p">(),</span>
<span class="n">embedding</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">max</span><span class="p">()</span> <span class="o">+</span> <span class="o">.</span><span class="mo">03</span> <span class="o">*</span> <span class="n">embedding</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">ptp</span><span class="p">())</span>
<a href="http://matplotlib.org/api/pyplot_api.html#matplotlib.pyplot.show"><span class="n">plt</span><span class="o">.</span><span class="n">show</span></a><span class="p">()</span>
</pre></div>
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<p><strong>Total running time of the example:</strong> 3.31 seconds
( 0 minutes 3.31 seconds)</p>
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