# Savitzky-Golay Filter example

This example adds SciPy's implementation of a Savitzky-Golay signal processing filter to the Splunk Machine Learning Toolkit. This Savitzky-Golay Filter example covers the following tasks:

- Using the
`BaseAlgo`

class - Converting parameters
- Using the
`prepare_features`

utility - Using an arbitrary function to transform data

Since SciPy's `savgol_filter`

is only a function, work is performed using the `fit`

method which returns the transformed values. See the SciPy documentation for details on the filter.

## Steps

Follow these steps to add the Savitzky-Golay Filter algorithm.

- Register the algorithm in
`algos.conf`

using one of the following methods.

- Register the algorithm using the REST API:

$ curl -k -u admin:<admin pass> https://localhost:8089/servicesNS/nobody/Splunk_ML_Toolkit/configs/conf-algos -d name="SavgolFilter"

- Register the algorithm manually:

Modify or create the`algos.conf`

file located in`$SPLUNK_HOME/etc/apps/Splunk_ML_Toolkit/local/`

and add the following stanza to register your algorithm[SavgolFilter]

When you register the algorithm with this method, you will need to restart Splunk.

- Register the algorithm using the REST API:
- Create the python file in the
`algos`

folder. For this example, we create`$SPLUNK_HOME/etc/apps/Splunk_ML_Toolkit/bin/algos/SavgolFilter.py`

.

import numpy as np from scipy.signal import savgol_filter from base import BaseAlgo from util.param_util import convert_params from util import df_util

- Define the class.

class SavgolFilter(BaseAlgo): """Use SciPy's savgol_filter to run a filter over fields."""

- Define the
`__init__`

method.

Since there isn't an estimator class like other examples, attach the params to the object (`self`

) to use later.def __init__(self, options): # set parameters params = options.get('params', {}) out_params = convert_params( params, ints=['window_length', 'polyorder', 'deriv'] ) # set defaults for parameters if 'window_length' in out_params: self.window_length = out_params['window_length'] else: self.window_length = 5 if 'polyorder' in out_params: self.polyorder = out_params['polyorder'] else: self.polyorder = 2 if 'deriv' in out_params: self.deriv = out_params['deriv'] else: self.deriv = 0

- Define the
`fit`

method.

def fit(self, df, options): X = df.copy() X, nans, columns = df_util.prepare_features(X, self.feature_variables) # Define a wrapper function def f(x): return savgol_filter(x, self.window_length, self.polyorder, self.deriv) # Apply that function along each column of X y_hat = np.apply_along_axis(f, 0, X) names = ['SG_%s' % col for col in columns] output_df = df_util.create_output_dataframe(y_hat, nans, names) df = df_util.merge_predictions(df, output_df) return df

## Finished example

import numpy as np from scipy.signal import savgol_filter from base import BaseAlgo from util.param_util import convert_params from util import df_util class SavgolFilter(BaseAlgo): def __init__(self, options): # set parameters params = options.get('params', {}) out_params = convert_params( params, ints=['window_length', 'polyorder', 'deriv'] ) # set defaults for parameters if 'window_length' in out_params: self.window_length = out_params['window_length'] else: self.window_length = 5 if 'polyorder' in out_params: self.polyorder = out_params['polyorder'] else: self.polyorder = 2 if 'deriv' in out_params: self.deriv = out_params['deriv'] else: self.deriv = 0 def fit(self, df, options): X = df.copy() X, nans, columns = df_util.prepare_features(X, self.feature_variables) def f(x): return savgol_filter(x, self.window_length, self.polyorder, self.deriv) y_hat = np.apply_along_axis(f, 0, X) names = ['SG_%s' % col for col in columns] output_df = df_util.create_output_dataframe(y_hat, nans, names) df = df_util.merge_predictions(df, output_df) return df

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This documentation applies to the following versions of Splunk^{®} Machine Learning Toolkit:
4.4.0, 4.4.1

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