import logging
logging.basicConfig(level=logging.DEBUG)
from sklearn.metrics import accuracy_score
from sklearn.svm import SVC
from wtk.utilities import get_ucr_dataset, krein_svm_grid_search
from wtk import transform_to_dist_matrix, get_kernel_matrix
X_train, y_train, X_test, y_test = get_ucr_dataset('../data/UCR/raw_data/', 'ItalyPowerDemand')
D_train, D_test = transform_to_dist_matrix(X_train, X_test, 10)
svm_clf = krein_svm_grid_search(D_train, D_test, y_train, y_test)
INFO:root:Starting analysis INFO:root:Accuracy = 95.34
Best C: 1.0 Best gamma: 0.1
K_train = get_kernel_matrix(D_train, psd=True, gamma=0.2)
K_test = get_kernel_matrix(D_test, psd=False, gamma=0.2)
clf = SVC(C=5, kernel='precomputed')
clf.fit(K_train, y_train)
y_pred = clf.predict(K_test)
accuracy_score(y_test, y_pred)
0.9640427599611273