In my last two posts I published part 1 and part 2 of this Machine Learning quiz. If you have not read them, please do (and cast your votes) before you read part 3 below.
QUIZ, part 3: vote responses and (some) answers
In part 1 I asked which predictions looked “better”: those from model A or those from model B (Figure 1)?
Figure 1
As a reminder, both model A and model B were trained to predict the same labeled facies picked by a geologist on core, shown on the left columns (they are identical) of the respective model panels. The right columns in each panels are the predictions.
The question is asked out of context, with no information given about the training process, and or difference in data manipulation (if any) and/or model algorithm used. Very unfair, I know! And yet, ~78% of 54 respondent clearly indicated their preference for model A. My sense is that this is because model A looks overall smoother and has less of the extra misclassified thin layers.
Response 1
In part 2, I presented the two predictions, this time accompanied by a the confusion matrix for each model (Figure 2).
Figure 2
I asked again which model would be considered better [1] and this was the result:
Response 2a
Although there were far fewer votes (not as robust a statistical sample) I see that the proportion of votes is very similar to that in the previous response, and decidedly in favor of model A, again. However, the really interesting learning, and to me surprising, came from the next answer (Response 2b): about 82% of the 11 respondents believe the performance scores in the confusion matrix to be realistic.
Response 2b
Why was it a surprise? It is now time to reveal the trick…..
…which is that the scores in part 2, shown in the confusion matrices of Figure 2, were calculated on the whole well, for training and testing together!!
A few more details:
I used default parameters for both models
I used a single 70/30 train/test split (the same random split for both models) with no crossvalidation
which is, in essence, how to NOT do Machine Learning!
In Figure 3, I added a new column on the right of each prediction showing in red which part of the result is merely memorized, and in black which part is interpreted (noise?). Notice that for this particular well (the random 70/30 split was done on all wells together) the percentages are 72.5% and 27.5%.
I’ve also added the proper confusion matrix for each model, which used only the test set. These are more realistic (and poor) results.
Figure 3
So, going back to that last response: again, with 11 votes I don’t have solid statistics, but with that caveat in mind one might argue that this is a way you could be ‘sold’ unrealistic (as in over-optimistic) ML results.
At least you could sell them by being vague about the details to those not familiar with the task of machine classification of rock facies and its difficulties (see for example this paper for a great discussion about resolution limitations inherent in using logs (machine) as opposed to core (human geologist).
Acknowledgments
A big thank you goes to Jesper (Way of the Geophysicist) for his encouragement and feedback, and for brainstorming with me on how to deliver this post series.
[1] notice that, as pointed out in part 2, model predictions were slightly different from those part 1 because I’d forgotten to set the random seed to be the same in the two pipelines; but not very much, the overall ‘look’ was very much the same.
In my previous post I posted part 1 (of 3) of a Machine Learning quiz. If you have not read that post, please do, cast your vote, then come back and try part 2 below.
QUIZ, part 2
Just as a quick reminder, the image below shows the rock facies predicted from two models, which I just called A and B. Both were trained to predict the same labeled rock facies, picked by a geologist on core, which are shown on the left columns (they are identical) of the respective model panels. The right columns in each panels are the predictions.
*** Please notice that the models in this figure are (very slightly) different from part 1 because I’d forgotten to set the random seed to be the same in the two pipelines (yes, it happens, my apology). But they are not so different, so I left the image in part 1 unchanged and just updated this one.
Please answer the first question: which model predicts the labeled facies “better” (visually)?
Now study the performance as summarized in the confusion matrices for each model (the purple arrows indicate to which model each matrix belongs; I’ve highlighted in green the columns where each model does better, based on F1 (you don’t have to agree with my choice), and answer the second question (notice the differences are often a few 1/100s, or just one).
In my previous two posts of this (now official, but) informal Data Science series I worked through some strategies for doing visual data exploration in Python, assisted by domain knowledge and inferential tests (rank correlation, confidence, spuriousness), and then extended the discussion to more robust approaches involving distance correlation and variable clustering.
For those that have not read those posts, I am using a dataset comprising 21 wells producing oil from a marine barrier sand reservoir; the data was first published by Lee Hunt in 2013 in a CSEG Recorder paper titled Many correlation coefficients, null hypotheses, and high value.
Oil production, the dependent variable, is measured in tens of barrels of oil per day (it’s a rate, actually). The independent variables are: Gross Pay, in meters; Phi-h, porosity multiplied by thickness, with a 3% porosity cut-off; Position within the reservoir (a ranked variable, with 1.0 representing the uppermost geological facies, 2.0 the middle one, 3.0 the lowest one); Pressure draw-down in MPa. Three additional ‘special’ variables are: Random 1 and Random 2, which are range bound and random, and were included in the paper, and Gross Pay Transform, which I created specifically for this exercise to be highly correlated to Gross pay, by passing Gross pay to a logarithmic function, and then adding a bit of normally distributed random noise.
Next step: variable selection (Jupyter Notebooks here)
The idea of variable selection is to try to understand which independent variables are more and which are less important in predicting the dependent variable (Production in this case), and also which ones may be highly correlated to one another (in other words, they carrying the same information); in both cases, assisted by domain knowledge, we drop some of the variables, resulting (ideally) in an improved prediction by a model that is simpler and can generalize better.
I really love the systematic way in which Thomas, working on the same dataset but using R, looked at several methods for variable selection and then summarized all the results in a table. The insight from this (quite) exhaustive analysis helped him chose a subset of variables to use in the final regression. I really, REALLY recommend reading his interactive R notebook.
As for me, one of the goals I had in mind at the end of our 2018 collaboration on this project was to be able to do something similar in Python, and I am delighted to say I think I was able to achieve that goal.
In this post I will look at:
Distance correlation, again
Multicollinearity, using Variance Inflation Factor (VIF)
Sequential feature selection, using both a backward and forward approach
Random Forest Regressor variable importance, using a drop-column approach
Multicollinearity, using variable dependence
In the next (1 or 2) post(s) I will look at:
Permutation importance using an Extra Tree Regressor
Mutual information
The relative magnitude of the transformed variables in ACE (Alternating Conditional Expectation)
SHAP values (Shapley additive explanations)
The sign of the weights of a neural network (excitory (positive weights) vs. inhibitory (negative weighs))
I think this is a good mix as it combines methods and then summarize the results from all methods.
Distance correlation
in Figure 1, below, I plot again the correlation matrix of bivariate scatterplots, rearranged according to the clustering results from last post, and with the distance correlation annotated and coloured by its bootstrapping p-value.
Phi-h, Gross Pay, and Gross pay transform are highly correlation to Production, with statistical significance at the 10%level given by the p-value. However, there is a good chance also also of multicollinearity at play, almost certainly between Gross Pay and Gross Pay Transform, with a DC of 0.97; we know why, in this case, imposed it in this case, but we might have not known.
Figure 1. Seaborn pairgrid matrix with distance correlation colored by p-value (gray if > 0.10, blue if p <= 0.10), and plots rearranged by clustering results
for which then VIF factors can be calculated with:
vif["VIF Factor"] = [variance_inflation_factor(predictors.values, i)
for i in range(predictors.shape[1])]
The values are summarized in Table I below; variables that have variance inflation factor that is high (ignoring the intercept) and similar in value have a high chance of being collinear because they explain the same variance in the dataset.
Table I. Regression VIF factors
For this model, the result suggests either Gross Pay or Gross Pay Transform should be dropped, otherwise the risk is of building a model with high multicollinearity (that is, predictions would be very susceptible to small noise fluctuations).
But which one should we drop? It occurred to me that one possibility would be to drop one in turn and recalculate the VIF factors.
Table II. VIF after dropping Gross Pay Transform
As seen in Table II, after removing Gross Pay Transform all VIF factors are below the cut-off value of 5 (rule-of-thumb suggested in this article, and reference therein). I would make the additional observation. that because the factors for Phi-h and Gross Pay are now close, even though below the cutoff, there may be some (smaller amount of) collinearity between the two variables, which is consistent to be expected since both variables contain some information on height (one of pay, one of porosity).
We see something similar when removing Gross Pay; in fact, the Factors for Gross Pay Transform and Phi-h in Table III are also close, yes, but smaller. I’d conclude that VIF is veru sueful in highlighting multicollinearity, but it does not necessarily answer the question of which collinear feature shoud be dropped.
Table III. VIF after dropping Gross Pay
Sequential feature selection
Sequential feature selection (similarly to Scikit-learn’s Recursive Feature Elimination) is used “to automatically select a subset of features that is most relevant to the problem. The goal of feature selection is two-fold: we want to improve the computational efficiency and reduce the generalization error of the model by removing irrelevant features or noise”.
I tested both Sequential Forward Selection (SFS) and Sequential Backward Selection (SBS) from Sebastan Raschka‘s mlxtend library to search for that optimal subset of features (for a full overview of the method, and a great set of detailed examples, please see the excellent documentation by Sebastian). You can download and run the full notebook fro the GitHub repo here).
The only difference between SFFS and SBFS is that the former starts with at 1 feature and adds them one by one, whereas the latter starts with all features (or a user defined pre-selected number) and removes them one by one. In both cases I used the selector as part of a pipeline including Scikit-learn’s linear regression and cross-validation with Leave One Out (i.e., dropping one well at a time); for example, the pipeline for SFS is:
Please notice that having flipped the y axis (my personal preference), performance for SFFS (as given by negative mean square error) improves towards the bottom.
Figure 2. Sequential Forward Selection
The results for SFBS is plotted in Figure 3. Notice that in this case I flipped both the y axis and the x axis; the latter makes the sequential selection go from left to right, which I find a bit more intuitive, given we read from left to right.
Figure 3. Sequential Backward Selection
In both cases the subset is made up of 4 feature, and – to my delight !! – the selected features are the same (check the notebook to see how I extract the information):
You can download the notebook for both drop-column importance and dependence from here.
I have to say I’ve never been comfortable with using Feature Importance plots you get from Random Forest. In part because, on occasion, I noticed a disconnect with what domain knowledge-informed intuition would suggest; in part, I confess, because I thought (and I was right) I had an incomplete understanding of what goes on in the background. Until I read the article How to not use random forest. The example with toy dataset in there is not the most exciting, but it demonstrate clearly how using Feature Importance with preset parameters places a random variable at the top. If you wonder how can that be, I recommend reading the article.
Or read on, there’s more coming: curious, I did some more searching, and found this article, Selecting good features – Part III: random forests. There’s a nicer example in there, using the Boston Housing dataset, and to me a clearer explanation of why one should not use the default Scikit-learn Mean Decrease Impurity metric (strong, but correlated features can end up with low scores).
Finally, I found Beware Default Random Forest Importances, where the authors (thank you!!!) not only walk readers through a full set of experiments, run in both Python and R, but provide a great library (called rfpimp), to do your own work in Python.
I really like their drop-column importance, which is implemented to answers the question of how important a feature is to the overall model performance … and does it … even more directly than the permutation importance.
That is achieved with a brute force drop-column apprach involving:
training the model with all features to get a baseline performance score
dropping a column
retraining the model and recomputing the performance score.
The importance value of a feature is then the difference between the baseline and the score from the model without that feature.
I also REALLY like that unimportant features do not have just very low importance; some do, but some have negative importance, exposing that removing them improves model performance. This is the case, with our small dataset of the Random 1 and Random 2 variables, as shown in Figure 4. It is also the case of Pressure. Of the remaining variables, Gross Pay Transform has very low importance (please notice the range is 0-0.15 for this plot, a conscious choice by the authors), Gross pay and Phi-h look somewhat important, and Position in the reservoir is the most important feature. This is excellent insight; please compare to the importances with Scikit-learn’s defautl metric, in Figure 5.
Figure 4. rfpimp Drop-column importance. Notice the 0-0.15 range
Figure 5. Scikit-learn Feature importance. Notice the 0-0.45 range
Dependence
This last analysis is similar to Thomas’ Redundancy Analysis in that we look for those variables that can be predicted using the other variables. Using the feature_dependence_matrix function from the rfpimp library we get:
>>> Dependence:
Gross pay 0.939
Gross pay transform 0.815
Phi-h 0.503
Random 2 0.0789
Position 0.0745
Pressure -0.396
Random 1 -0.836
By removing Gross Pay Transform, and repeating the analysis, we get:
>>> Dependence:
Gross pay 0.594
Phi-h 0.573
Random 2 0.179
Position 0.106
Pressure -0.339
Random 1 -0.767
and by removing Gross Pay:
>>> Dependence:
Gross pay transform 0.479
Phi-h 0.429
Position 0.146
Random 2 -0.0522
Pressure -0.319
Random 1 -0.457
These results show, again, that either Gross Pay or Gross Pay Transform should be dropped (perhaps the former), because of very high chance of dependence (~multicollinearity). Also Phi-h is somewhat predictable from the other variables, but not as much, so it may be fine, if not good, to keep it (that’s what domain knowledge would suggest).
They are in agreement with the results from VIF, but this time the outcome is blind to the outcome (the target Production) so I’d consider it more robust.
I’ve been meaning to write about the 2016 SEG Machine Learning Contest for some time. I am thinking of a short and not very structured series (i.e. I’ll jump all over the place) of 2, possibly 3 posts (with the exclusion of this quiz). It will mostly be a revisiting – and extension – of some work that team MandMs (Mark Dahl and I) did, but not necessarily posted.I will touch most certainly on cross-validation, learning curves, data imputation, maybe a few other topics.
Background on the 2016 ML contest
The goal of the SEG contest was for teams to train a machine learning algorithm to predict rock facies from well log data. Below is the (slightly modified) description of the data form the original notebook by Brendon Hall:
The data is originally from a class exercise from The University of Kansas on Neural Networks and Fuzzy Systems. This exercise is based on a consortium project to use machine learning techniques to create a reservoir model of the largest gas fields in North America, the Hugoton and Panoma Fields. For more info on the origin of the data, see Bohling and Dubois (2003) and Dubois et al. (2007).
This dataset is from nine wells (with 4149 examples), consisting of a set of seven predictor variables and a rock facies (class) for each example vector and validation (test) data (830 examples from two wells) having the same seven predictor variables in the feature vector. Facies are based on examination of cores from nine wells taken vertically at half-foot intervals. Predictor variables include five from wireline log measurements and two geologic constraining variables that are derived from geologic knowledge. These are essentially continuous variables sampled at a half-foot sample rate.
Two geologic constraining variables: nonmarine-marine indicator (NM_M) and relative position (RELPOS)
The nine discrete facies (classes of rocks) are:
For some examples of the work during the contest, you can take a look at the original notebook, one of the submissions by my team, where we used Support Vector Classification to predict the facies, or a submission by the one of the top 4 teams, all of whom achieved the highest scores on the validation data with different combinations of Boosted Trees trained on augmented features alongside the original features.
QUIZ
Just before last Christmas, I run a little fun experiment to resume work with this dataset. I decided to turn the outcome into a quiz.
Below I present the predicted rock facies from two distinct models, which I call A and B. Both were trained to predict the same labeled facies picked by the geologist, which are shown on the left columns (they are identical) of the respective model panels. The right columns in each panels are the predictions. Which predictions are “better”?
Please be warned, the question is a trick one. As you can see, I am gently leading you to make a visual, qualitative assessment of “better-ness”, while being absolutely vague about the models and not giving any information about the training process, which is intentional, and – yes! – not very fair. But that’s the whole point of this quiz, which is really a teaser to the series.
The dependent/target variable is oil production (measured in tens of barrels of oil per day) from a marine barrier sand. The independent variables are: Gross pay, in meters; Phi-h, porosity multiplied by thickness, with a 3% porosity cut-off; Position within the reservoir (a ranked variable, with 1.0 representing the uppermost geological facies, 2.0 the middle one, 3.0 the lowest one); Pressure draw-down in MPa. Three additional ‘special’ variables are: Random 1 and Random 2, which are range bound and random, and were included in the paper, and Gross pay transform, which I created specifically for this exercise to be highly correlated to Gross pay, by passing Gross pay to a logarithmic function, and then adding a bit of normally distributed random noise.
Correlation matrix with ellipses
I am very pleased with having been able to put together, by the end of it, a good looking scatter matrix that incorporated:
bivariate scatter-plots in the upper triangle, annotated with rank correlation coefficient, confidence interval, and probability of spurious correlation
contours in the lower triangle
shape of the bivariate distributions (KDE) on the diagonal
In a comment to the post, Matt Hall got me thinking about other ways to visualize the correlation coefficient. I did not end up using a colourmap for the facecolour of the plot (although this would probably be relatively easy, in an earlier attempt using hex-bin plots, the colourmap scaling of each plot independently – to account for outliers – proved challenging). But after some digging I found the Biokit library, which comes with a lot of useful visualizations, among which corrplot is exactly what I was looking for. With only a bit of tinkering I was able to produce, shown in Figure 1, a correlation matrix with:
correlation coefficient in upper triangle (colour and intensity indicate whether positive or negative correlation, and its strength, respectively)
bivariate ellipses in the lower triangle (ellipse direction and colour indicates whether positive or negative correlation; ellipticity and colour intensity are proportional to the correlation coefficient)
Figure 1. Correlation matrix using the Biokit library
Also notice that – quite conveniently – the correlation matrix of Figure 1 is reordered with strongly correlated variables adjacent to one another, which facilitates interpretation. This is done using the rank correlation coefficient, with pandas.DataFrame.corr, and Biokit’s corrplot:
The insightful take-away is that with this reordering, the more ‘interesting’ variables, because of strong correlation (as defined in this case by the rank correlation coefficient), are close together and reposition along the diagonal, so we can immediately appreciate that Production, Phi-h, and Gross Pay, plus to a lesser extent position (albeit this one with negative correlation to production) are related to one another. This is a great intuition, and supports up our hypothesis (in an inferential test), backed by physical expectation, that production should be related to those other quantities.
But I think it is time to move away from either Pearson or Spearman correlation coefficient.
Correlation matrix with distance correlation and its p-value
I learned about distance correlation from Thomas when we were starting to work on our 2018 CSEG/CASP Geoconvention talk Data science tools for petroleum exploration and production“. What I immediately liked about distance correlation is that it does not assume a linear relationship between variables, and even more importantly, whereas with Pearson and Spearman a correlation value of zero does not prove independence between any two variables, a distance correlation of zero does mean that there is no dependence between those two variables.
For Python, I used the dcor and dcor.independence.distance_covariance_test from the dcor library (with many thanks to Carlos Ramos Carreño, author of the Python library, who was kind enough to point me to the table of energy-dcor equivalents). So, for example, for one variable pair, we can do this:
So, wanting to apply these tests in a pairwise fashion to all variables, I modified the dist_corr function and corrfunc function from the existing notebook
def dist_corr(X, Y, pval=True, nruns=2000):
""" Distance correlation with p-value from bootstrapping
"""
dc = dcor.distance_correlation(X, Y)
pv = dcor.independence.distance_covariance_test(X, Y, exponent=1.0, num_resamples=nruns)[0]
if pval:
return (dc, pv)
else:
return dc
def corrfunc(x, y, **kws):
d, p = dist_corr(x,y)
#print("{:.4f}".format(d), "{:.4f}".format(p))
if p > 0.1:
pclr = 'Darkgray'
else:
pclr= 'Darkblue'
ax = plt.gca()
ax.annotate("DC = {:.2f}".format(d), xy=(.1, 0.99), xycoords=ax.transAxes, color = pclr, fontsize = 14)
Figure 2. Revised Seaborn pairgrid matrix with distance correlation colored by p-value (gray if p > 0.10, blue if p <= 0.10)
Clustering using distance correlation
I really like the result in Figure 2. However, I want to have more control on how the pairwise plots are arranged; a bit like in Figure 1, but using my metric of choice, which would be again the distance correlation. To do that, I will first show how to create a square matrix of distance correlation values, then I will look at clustering of the variables; but rather than passing the raw data to the algorithm, I will pass the distance correlation matrix. Get ready for a ride!
For the first part, making the square matrix of distance correlation values, I adapted the code from this brilliant SO answer on Euclidean distance (I recommend you read the whole answer):
# Create the distance method using distance_correlation
distcorr = lambda column1, column2: dcor.distance_correlation(column1, column2)
# Apply the distance method pairwise to every column
rslt = data.apply(lambda col1: data.apply(lambda col2: distcorr(col1, col2)))
# check output
pd.options.display.float_format = '{:,.2f}'.format
rslt
Table I. Distance correlation matrix.
The matrix in Table I looks like what I wanted, but let’s calculate a couple of values directly, to be sure:
Now I am going to take a bit of a detour, and use that matrix, rather than the raw data, to cluster the variables, and then display the result with a heat-map and accompanying dendrograms. That can be done with Biokit’s heatmap:
Figure 3. Biokit heatmap with dendrograms, using correlation distance matrix
That’s very nice, but please notice how much ‘massaging’ it took: first, I had to flip the axis for the dendrogram for the rows (on the left) because it would be incorrectly reversed by default; and then, I had to shorten the name of Gross-pay transform so that its row label would not end up under the colorbar (also, the diagonal is flipped upside down, and I could not reverse it or else the colum labels would go under the top dendrogram). I suppose the latter too could be done on the Matplotlib side, but why bother when we can get it all done much more easily with Seaborn? Plus, you will see below that I actually have to… but I’m putting the cart before the horses…. here’s the Seaborn code:
and the result in Figure 4. We really get everything for free!
Figure 4. Seaborn clustermap, using correlation distance matrix
Before moving to the final fireworks, a bit of interpretation: again what comes up is that Production, Phi-h, Gross Pay, and Gross pay transform group together, as in Figure 1, but now the observation is based on a much more robust metric. Position is not as ‘close’, it is ends up in a different cluster, although its distance correlation from Production is 0.45, and the p-value is <0.10, hence it is still a relevant variable.
I think this is as far as I would go with interpretation. It does also show me that Gross pay, and Gross pay transform are very much related to one another, with high dependence, but it does still not tell me, in the context of variable selection for predicting Production, which one I should drop: I only know it should be Gross pay transform because I created it myself. For proper variable selection I will look at techniques like Least Absolute Shrinkage and Selection Operator (LASSO, which Thomas has showcased in his R notebook) and Recursive Feature Elimination (I’ll be testing Sebastan Raschka‘s Sequential Feature Selector from the mlxtend library).
Correlation matrix with distance correlation, p-value, and plots rearranged by clustering
I started this whole dash by saying I wanted to control how the pairwise plots were arranged in the scatter matrix, and that to do so required use of Seaborn. Indeed, it turns out the reordered row/column indices (in our case they are the same) can be easily accessed:
Figure 5. Revised Seaborn pairgrid matrix with distance correlation colored by p-value (gray if p > 0.10, blue if p <= 0.10), and plots rearranged by clustering results
I just added to the awesome Geoscience I/O library a notebook showing how to use Python to read in an XYZ grid file in legacy ZMAP+ format as numpy array, display it with matplotlib, write it to a plain ASCII XYZ grid text file. I will use the DEM data for Mount St. Helens BEFORE the 1980 eruption, taken from Evan Bianco’s excellent notebook, which I converted to ZMAP+ (that part I will demonstrate in a future post / notebook).
where the rows starting with a ! symbol are comments, and the rows in between the two @ symbols store the information about the grid. In particular, the first two entries in the third line of this column are nrows and ncols, the number of rows and columns, respectively.
The header section is followed by a data section of ncols blocks each containing nrows elements arranged in rows of 5 (given by the last number of the first row with the @ symbol.
OK, let’s get to it.
I break the task of reading in two parts: the first part is to gather from the header the information I will be using. I want from the section between the two @s:
the second entry in its second line – the null value
the first two entries in its third line – the number of rows and columns, as mentioned
the last four entries in its third line – the xmin, xmax, ymin, ymax, respectively
I am making the assumption that the number of commented rows may not be the same in all ZMAP+ files, hence I abandoned my first approach which was based on using getline with specific line numbers. Instead, I used:
an if statement to check for the line beginning with @ (usually followed by a grid name) but not @\n; then grab the next two lines
another if statement to check whether a line starts with !
a counter is increased by one for each line meeting either of the above conditions. This is used later on to skip all lines that do not have data
filename = '../data/Helens_before_XYZ_ZMAP_PLUS.dat'
count = 0
hdr=[]
with open(filename) as h:
for line in h:
if line.startswith('!'):
count += 1
if line.startswith('@') and not line.startswith('@\n'):
count += 1
hdr.append(next(h)); count += 1
hdr.append(next(h)); count += 1
count += 1
Next I use the line hdr = [x.strip('\n') for x in ','.join(hdr).split(',')] to remove the newline, and the next if / else statement to deal with the null values, if present:
if hdr[1] ==' ': null=np.nan
else: null = float(hdr[1])
Finally, I get the remainder of the information with:
xmin, xmax, ymin, ymax = [ float(x) for x in hdr[7:11]]
grid_rows, grid_cols = [int(y) for y in hdr[5:7]]
That’s it! I think there is room to come back and write something more efficient later on, but for now I am satisfied this is robust enough to handle headers.
The rest, reading in the data, is downhill, with a first loop to skip the 9 header lines, and a second one to read all elements in a single array:
with open(filename) as f:
[next(f) for _ in range(count)]
for line in f:
grid = (np.asarray([word for line in f for word in line.split()]).astype(float)).reshape(grid_cols, grid_rows).T
grid[grid==null]=np.nan
In this post I want to highlight on one aspect in particular: doing data exploration visually, but also quantitatively with inferential statistic tests.
Like all data scientists (professional, or in the making, and I ‘park’ myself for now in the latter bin), a scatter matrix is often the first thing I produce, after data cleanup, to look for obvious pairwise relationships and trends between variables. And I really love the flexibility, and looks of seaborn‘s pairgrid.
The scatter matrix in Figure 1 includes bivariate scatter-plots in the upper triangle, contours in the lower triangle, shape of the bivariate distributions on the diagonal.
It looks terrific. But, as I said, I’d like to show how to add to the individual scatterplots some useful annotation. These are the ones I typically focus on:
I also need a function to calculate the critical r, that is, the value of correlation coefficient above which one can rule out chance as an explanation for a relationship:
where a is equal to alpha/2, alpha being the level of significance,or the chance of being wrong that one accepts to live with, and nwells-2 is equivalent to the degrees of freedom.
Finally, I need a utility function (adapted from this Stack Overflow answer) to calculate on the fly and annotate the individual scatterplots with the CC, CI, and P.
Between 2 and 3 years ago I started turning my long time passion for image processing, and particularly morphological image processing, to the task of fault segmentation.
At the time I shared my preliminary code, of which I was very happy, in a Jupyter notebook, which you can run interactively at this GitHub repository.
Two areas need improvement to get that initial workflow closer to a production one. The first one is on the image processing and morphology side; I am thinking of including: a better way to clean-up very short faults; pruning to eliminate spurious segments in the skeletonization result; the von Mises distribution instead of standard distribution to filter low dip angles. I know how to improve all those aspects, and have some code snippets sitting around in various locations on my Mac, but I am not quite ready to push for it.
The second area, on the seismic side, is ability to work with 3D data. This has been a sore spot for some time.
Enter segyio, a fast, open-source library, developed precisely to work with SEGY files. To be fair, segyio has been around for some time, as I very well know from being a member of the Software Underground community (swung), but it was only a month or so ago that I started tinkering with it.
This post is mostly to share back with the community what I’ve learned in my very first playground session (with some very helpful tips from Jørgen Kvalsvik, a fellow member of swung, and one of the creators of segyio), which allowed me to create a 3D fault segmentation volume (and have lots of fun in the process) from a similarity (or discontinuity) volume.
The workflow, which you can run interactively at this segyio-notebooks GitHub repository (look for the 01 – Basic tutorial) is summarized pictorially in Figure 1, and comprises the steps below:
use segy-io to import two seismic volumes in SEGY file format from the F3 dataset, offshore Netherlands, licensed CC-BY-SA: a similarity volume, and an amplitude volume (with dip steered median filter smoothing applied)
manipulate the similarity to create a discontinuity/fault volume
create a fault mask and display a couple of amplitude time slices with superimposed faults
write the fault volume to SEGY file using segy-io, re-using the headers from the input file
Figure 1. Naive 3D seismic fault segmentation workflow in Python.
DISCLAIMER: The steps outlined in the tutorial are not intended as a production-quality fault segmentation workflow. They work reasonably well on the small, clean similarity volume, artfully selected for the occasion, but it is just a simple example.
