Scikit-learn : error in fitting model - Input cont

Question

I'm using Python scikit-learn for simple linear regression on data obtained from csv.

reader = pandas.io.parsers.read_csv("data/all-stocks-cleaned.csv")
stock = np.array(reader)

openingPrice = stock[:, 1]
closingPrice = stock[:, 5]

print((np.min(openingPrice)))
print((np.min(closingPrice)))
print((np.max(openingPrice)))
print((np.max(closingPrice)))

peningPriceTrain, openingPriceTest, closingPriceTrain, closingPriceTest = \
    train_test_split(openingPrice, closingPrice, test_size=0.25, random_state=42)


openingPriceTrain = np.reshape(openingPriceTrain,(openingPriceTrain.size,1))

openingPriceTrain = openingPriceTrain.astype(np.float64, copy=False)
# openingPriceTrain = np.arange(openingPriceTrain, dtype=np.float64)

closingPriceTrain = np.reshape(closingPriceTrain,(closingPriceTrain.size,1))
closingPriceTrain = closingPriceTrain.astype(np.float64, copy=False)

openingPriceTest = np.reshape(openingPriceTest,(openingPriceTest.size,1))
closingPriceTest = np.reshape(closingPriceTest,(closingPriceTest.size,1))

regression = linear_model.LinearRegression()

regression.fit(openingPriceTrain, closingPriceTrain)

predicted = regression.predict(openingPriceTest)

The min and max values are showed as 0.0 0.6 41998.0 2593.9

Yet I'm getting this error ValueError: Input contains NaN, infinity or a value too large for dtype('float64').

How should I remove this error? Because from the above result it is true that it doesn't contain infinites or Nan values.

What's the solution for this?

Edit: all-stocks-cleaned.csv is avaliabale at http://www.sharecsv.com/s/cb31790afc9b9e33c5919cdc562630f3/all-stocks-cleaned.csv

Answer 1

The problem with your regression is that somehow NaN's have sneaked into your data. This could be easily checked with the following code snippet:

import pandas as pd
import numpy as np
from  sklearn import linear_model
from sklearn.cross_validation import train_test_split

reader = pd.io.parsers.read_csv("./data/all-stocks-cleaned.csv")
stock = np.array(reader)

openingPrice = stock[:, 1]
closingPrice = stock[:, 5]

openingPriceTrain, openingPriceTest, closingPriceTrain, closingPriceTest = \
    train_test_split(openingPrice, closingPrice, test_size=0.25, random_state=42)

openingPriceTrain = openingPriceTrain.reshape(openingPriceTrain.size,1)
openingPriceTrain = openingPriceTrain.astype(np.float64, copy=False)

closingPriceTrain = closingPriceTrain.reshape(closingPriceTrain.size,1)
closingPriceTrain = closingPriceTrain.astype(np.float64, copy=False)

openingPriceTest = openingPriceTest.reshape(openingPriceTest.size,1)
openingPriceTest = openingPriceTest.astype(np.float64, copy=False)

np.isnan(openingPriceTrain).any(), np.isnan(closingPriceTrain).any(), np.isnan(openingPriceTest).any()

(True, True, True)

If you try imputing missing values like below:

openingPriceTrain[np.isnan(openingPriceTrain)] = np.median(openingPriceTrain[~np.isnan(openingPriceTrain)])
closingPriceTrain[np.isnan(closingPriceTrain)] = np.median(closingPriceTrain[~np.isnan(closingPriceTrain)])
openingPriceTest[np.isnan(openingPriceTest)] = np.median(openingPriceTest[~np.isnan(openingPriceTest)])

your regression will run smoothly without a problem:

regression = linear_model.LinearRegression()

regression.fit(openingPriceTrain, closingPriceTrain)

predicted = regression.predict(openingPriceTest)

predicted[:5]

array([[ 13598.74748173],
       [ 53281.04442146],
       [ 18305.4272186 ],
       [ 50753.50958453],
       [ 14937.65782778]])

In short: you have missing values in your data, as the error message said.

EDIT::

perhaps an easier and more straightforward approach would be to check if you have any missing data right after you read the data with pandas:

data = pd.read_csv('./data/all-stocks-cleaned.csv')
data.isnull().any()
Date                    False
Open                     True
High                     True
Low                      True
Last                     True
Close                    True
Total Trade Quantity     True
Turnover (Lacs)          True

and then impute the data with any of the two lines below:

data = data.fillna(lambda x: x.median())

or

data = data.fillna(method='ffill')