def eval_f(Y):
""" some reformulations to make eval_f_orig
compatible with algopy
missing: support for scipy.linalg.expm
i.e., this function can't be differentiated with algopy
"""
a, b, v = transform_params(Y)
Q = algopy.zeros((4, 4), dtype=Y)
Q[0, 0] = 0
Q[0, 1] = a
Q[0, 2] = b
Q[0, 3] = b
Q[1, 0] = a
Q[1, 1] = 0
Q[1, 2] = b
Q[1, 3] = b
Q[2, 0] = b
Q[2, 1] = b
Q[2, 2] = 0
Q[2, 3] = a
Q[3, 0] = b
Q[3, 1] = b
Q[3, 2] = a
Q[3, 3] = 0
Q = Q * v
Q -= algopy.diag(algopy.sum(Q, axis=1))
P = algopy.expm(Q)
S = algopy.log(algopy.dot(algopy.diag(v), P))
return -algopy.sum(S * g_data)
def create_transition_matrix_numeric(mu, d, v):
"""
Use numerical integration.
This is not so compatible with algopy because it goes through fortran.
Note that d = 2*h - 1 following Kimura 1957.
The rate mu is a catch-all scaling factor.
The finite distribution v is assumed to be a stochastic vector.
@param mu: scales the rate matrix
@param d: dominance (as opposed to recessiveness) of preferred states.
@param v: numpy array defining a distribution over states
@return: transition matrix
"""
# Construct the numpy matrix whose entries
# are differences of log equilibrium probabilities.
# Everything in this code block is pure numpy.
F = numpy.log(v)
e = numpy.ones_like(F)
S = numpy.outer(e, F) - numpy.outer(F, e)
# Create the rate matrix Q and return its matrix exponential.
# Things in this code block may use algopy if mu and d
# are bundled with truncated Taylor information.
D = d * numpy.sign(S)
pre_Q = numpy.vectorize(numeric_fixation)(0.5*S, D)
pre_Q = mu * pre_Q
Q = pre_Q - algopy.diag(algopy.sum(pre_Q, axis=1))
P = algopy.expm(Q)
return P
def eval_f_unconstrained_kb(
theta,
subs_counts, log_counts, v,
h,
ts, tv, syn, nonsyn, compo, asym_compo,
):
"""
No dominance/recessivity constraint.
@param theta: length seven unconstrained vector of free variables
"""
# unpack theta
log_mu = theta[0]
log_kappa = theta[1]
log_omega = theta[2]
d = theta[3]
log_kb = theta[4]
log_nt_weights = algopy.zeros(4, dtype=theta)
log_nt_weights[0] = theta[5]
log_nt_weights[1] = theta[6]
log_nt_weights[2] = theta[7]
log_nt_weights[3] = 0
#
# construct the transition matrix
Q = get_Q_unconstrained_kb(
ts, tv, syn, nonsyn, compo, asym_compo,
h,
log_counts,
log_mu, log_kappa, log_omega, d, log_kb, log_nt_weights)
P = algopy.expm(Q)
#
# return the neg log likelihood
neg_log_likelihood = -get_log_likelihood(P, v, subs_counts)
print neg_log_likelihood
return neg_log_likelihood
def eval_f(
theta,
subs_counts, log_counts, v,
h,
ts, tv, syn, nonsyn, compo, asym_compo,
):
"""
@param theta: length six unconstrained vector of free variables
"""
# unpack theta
log_mu = theta[0]
log_kappa = theta[1]
log_omega = theta[2]
log_nt_weights = algopy.zeros(4, dtype=theta)
log_nt_weights[0] = theta[3]
log_nt_weights[1] = theta[4]
log_nt_weights[2] = theta[5]
log_nt_weights[3] = 1.
# construct the transition matrix
Q = get_Q(
ts, tv, syn, nonsyn, compo, asym_compo,
h,
log_counts,
log_mu, log_kappa, log_omega, log_nt_weights)
P = algopy.expm(Q)
# return the neg log likelihood
return -get_log_likelihood(P, v, subs_counts)
def eval_f(
theta,
subs_counts, log_counts, v,
h,
ts, tv, syn, nonsyn, compo, asym_compo,
):
"""
The function formerly known as minimize-me.
@param theta: length six unconstrained vector of free variables
"""
# unpack theta
log_mu = theta[0]
log_kappa = theta[1]
log_omega = theta[2]
log_nt_weights = algopy.zeros(4, dtype=theta)
log_nt_weights[0] = theta[3]
log_nt_weights[1] = theta[4]
log_nt_weights[2] = theta[5]
log_nt_weights[3] = 0
#
# construct the transition matrix
Q = get_Q(
ts, tv, syn, nonsyn, compo, asym_compo,
h,
log_counts,
log_mu, log_kappa, log_omega, log_nt_weights)
P = algopy.expm(Q)
#
# return the neg log likelihood
return -get_log_likelihood(P, v, subs_counts)
def create_transition_matrix_numeric(mu, d, v):
"""
Use numerical integration.
This is not so compatible with algopy because it goes through fortran.
Note that d = 2*h - 1 following Kimura 1957.
The rate mu is a catch-all scaling factor.
The finite distribution v is assumed to be a stochastic vector.
@param mu: scales the rate matrix
@param d: dominance (as opposed to recessiveness) of preferred states.
@param v: numpy array defining a distribution over states
@return: transition matrix
"""
# Construct the numpy matrix whose entries
# are differences of log equilibrium probabilities.
# Everything in this code block is pure numpy.
F = numpy.log(v)
e = numpy.ones_like(F)
S = numpy.outer(e, F) - numpy.outer(F, e)
# Create the rate matrix Q and return its matrix exponential.
# Things in this code block may use algopy if mu and d
# are bundled with truncated Taylor information.
D = d * numpy.sign(S)
pre_Q = numpy.vectorize(numeric_fixation)(0.5 * S, D)
pre_Q = mu * pre_Q
Q = pre_Q - algopy.diag(algopy.sum(pre_Q, axis=1))
P = algopy.expm(Q)
return P
def get_log_likelihood(pre_Q_prefix, pre_Q_suffix, v, subs_counts):
"""
The stationary distribution of P is empirically derived.
It is proportional to the codon counts by construction.
@param pre_Q_prefix: component of hadamard decomposition of pre_Q
@param pre_Q_suffix: component of hadamard decomposition of pre_Q
@param v: stationary distribution proportional to observed codon counts
@param subs_counts: observed substitution counts
"""
Q = get_Q(pre_Q_prefix, pre_Q_suffix)
#
P = algopy.expm(Q)
#
# This untested eigh approach is way too slow because of the algopy eigh.
"""
Da = numpy.diag(numpy.sqrt(v))
Db = numpy.diag(numpy.reciprocal(numpy.sqrt(v)))
Q_symmetrized = algopy.dot(Da, algopy.dot(Q, Db))
w, V = algopy.eigh(Q_symmetrized)
W_exp = algopy.diag(algopy.exp(w))
P_symmetrized = algopy.dot(V, algopy.dot(W_exp, V.T))
P = algopy.dot(Db, algopy.dot(P_symmetrized, Da))
"""
#
log_score_matrix = algopy.log(algopy.dot(algopy.diag(v), P))
log_likelihood = algopy.sum(log_score_matrix * subs_counts)
return log_likelihood
def eval_f_unconstrained_kb(
theta,
subs_counts, log_counts, v,
h,
gtr, syn, nonsyn, compo, asym_compo,
):
# unpack theta
log_mu = theta[0]
log_g = algopy.zeros(6, dtype=theta)
log_g[0] = theta[1]
log_g[1] = theta[2]
log_g[2] = theta[3]
log_g[3] = theta[4]
log_g[4] = theta[5]
log_g[5] = 0
log_omega = theta[6]
d = theta[7]
log_kb = theta[8]
log_nt_weights = algopy.zeros(4, dtype=theta)
log_nt_weights[0] = theta[9]
log_nt_weights[1] = theta[10]
log_nt_weights[2] = theta[11]
log_nt_weights[3] = 0
#
# construct the transition matrix
Q = get_Q_unconstrained_kb(
gtr, syn, nonsyn, compo, asym_compo,
h,
log_counts,
log_mu, log_g, log_omega, d, log_kb, log_nt_weights)
P = algopy.expm(Q)
#
# return the neg log likelihood
return -get_log_likelihood(P, v, subs_counts)
def eval_f(
theta,
#subs_counts,
patterns, pattern_weights,
log_counts, v,
h,
ts, tv, syn, nonsyn, compo, asym_compo,
):
"""
@param theta: length six unconstrained vector of free variables
"""
# unpack theta
log_mu = theta[0]
log_kappa = theta[1]
log_omega = theta[2]
log_nt_weights = algopy.zeros(4, dtype=theta)
log_nt_weights[0] = theta[3]
log_nt_weights[1] = theta[4]
log_nt_weights[2] = theta[5]
log_nt_weights[3] = 0
# construct the transition matrix
Q = get_Q(
ts, tv, syn, nonsyn, compo, asym_compo,
h,
log_counts,
log_mu, log_kappa, log_omega, log_nt_weights)
P = algopy.expm(Q)
# return the neg log likelihood
"""
log_likelihood = get_log_likelihood(P, v, subs_counts)
#A = subs_counts
#B = algopy.log(P.T * v)
#log_likelihoods = slow_part(A, B)
#return algopy.sum(log_likelihoods)
"""
npatterns = patterns.shape[0]
nstates = patterns.shape[1]
ov = (0, 1)
v_to_children = {1 : [0]}
de_to_P = {(1, 0) : P}
root_prior = v
log_likelihood = alignll.fast_fels(
ov, v_to_children, de_to_P, root_prior,
patterns, pattern_weights,
)
neg_ll = -log_likelihood
print neg_ll
return neg_ll
def get_conditional_log_likelihood(pre_Q_prefix, pre_Q_suffix, subs_counts):
"""
@param pre_Q_prefix: component of hadamard decomposition of pre_Q
@param pre_Q_suffix: component of hadamard decomposition of pre_Q
@param subs_counts: observed substitution counts
"""
# NOTE: this is not the usual log likelihood,
# because it is conditional on the initial sequence,
# and it is not assumed to be at stationarity with respect to the
# pair of diverged sequences.
# It is kind of a hack.
Q = get_Q(pre_Q_prefix, pre_Q_suffix)
P = algopy.expm(Q)
log_likelihood = algopy.sum(algopy.log(P) * subs_counts)
return log_likelihood
def get_conditional_log_likelihood(pre_Q_prefix, pre_Q_suffix, subs_counts):
"""
@param pre_Q_prefix: component of hadamard decomposition of pre_Q
@param pre_Q_suffix: component of hadamard decomposition of pre_Q
@param subs_counts: observed substitution counts
"""
# NOTE: this is not the usual log likelihood,
# because it is conditional on the initial sequence,
# and it is not assumed to be at stationarity with respect to the
# pair of diverged sequences.
# It is kind of a hack.
Q = get_Q(pre_Q_prefix, pre_Q_suffix)
P = algopy.expm(Q)
log_likelihood = algopy.sum(algopy.log(P) * subs_counts)
return log_likelihood
def get_neg_ll(cls,
patterns, pattern_weights,
stationary_distn,
ts, tv, syn, nonsyn,
theta,
):
"""
This model has only a single omega parameter.
@param theta: vector of free variables with sensitivities
"""
# unpack theta
log_mus = theta[0:3]
log_kappa = theta[3]
log_omega = theta[4]
# construct the transition matrices
transition_matrices = []
for i in range(3):
mu = algopy.exp(log_mus[i])
kappa = algopy.exp(log_kappa)
omega = algopy.exp(log_omega)
pre_Q = codon1994.get_pre_Q(
ts, tv, syn, nonsyn,
stationary_distn,
kappa, omega)
Q = markovutil.pre_Q_to_Q(pre_Q, stationary_distn, mu)
P = algopy.expm(Q)
transition_matrices.append(P)
# return the neg log likelihood
ov = range(4)
v_to_children = {3 : [0, 1, 2]}
de_to_P = {
(3, 0) : transition_matrices[0],
(3, 1) : transition_matrices[1],
(3, 2) : transition_matrices[2],
}
root_prior = stationary_distn
log_likelihood = alignll.fast_fels(
#log_likelihood = alignll.fels(
ov, v_to_children, de_to_P, root_prior,
patterns, pattern_weights,
)
neg_ll = -log_likelihood
print neg_ll
return neg_ll
def get_branch_ll(subs_counts, pre_Q, distn, branch_length):
"""
This log likelihood calculation function is compatible with algopy.
@param subs_counts: substitution counts
@param pre_Q: rates with arbitrary scaling and arbitrary diagonals
@param distn: initial distribution
@param branch_length: expected number of changes
@return: log likelihood
"""
Q = pre_Q_to_Q(pre_Q, distn, branch_length)
P = algopy.expm(Q)
# Scale the rows of the transition matrix by the initial distribution.
# This scaled matrix will be symmetric if the process is reversible.
P_scaled = (P.T * distn).T
# Use the transition matrix and the substitution counts
# to compute the log likelihood.
return algopy.sum(algopy.log(P_scaled) * subs_counts)
def neg_log_likelihood(
ov, v_to_children, root_prior,
patterns, pat_mults,
des,
log_blens,
):
blens = algopy.exp(log_blens)
Q = get_jc_rate_matrix()
de_to_P = dict((de, algopy.expm(b*Q)) for de, b in zip(des, blens))
log_likelihood = alignll.fels(
ov, v_to_children, de_to_P, root_prior,
patterns, pat_mults,
)
neg_ll = -log_likelihood
#print 'branch lengths:'
#print blens
#print 'neg log likelihood:'
#print neg_ll
#print
return neg_ll
def get_branch_mix(probs, pre_Qs, eq_distns, branch_length):
"""
This log likelihood calculation function is compatible with algopy.
Note that the word 'mix' in the function name
does not refer to a mix of branch lengths,
but rather to a mixture of unscaled parameterized rate matrices.
@param probs: discrete distribution of mixture probabilities
@param pre_Qs: rates with arbitrary scaling and arbitrary diagonals
@param eq_distns: equilibrium distributions
@param branch_length: expected number of changes
@return: transition matrices
"""
# Subtract diagonals to give the unscaled rate matrices.
# Also compute the expected rates of the unscaled rate matrices.
# Use an unnecessarily explicit-looking calculation,
# because the entries inside the probs list
# and the entries inside the observed expected rates list
# each have taylor information,
# but the lists themselves are not taylor-aware.
# The code could be re-orgainized later so that we are using
# more explicitly taylor-aware lists.
unscaled_Qs = []
r = 0
for p, pre_Q, eq_distn in zip(probs, pre_Qs, eq_distns):
unscaled_Q = pre_Q - algopy.diag(algopy.sum(pre_Q, axis=1))
unscaled_Qs.append(unscaled_Q)
observed_r = -algopy.dot(algopy.diag(unscaled_Q), eq_distn)
r = r + p * observed_r
# Compute the correctly scaled rate matrices
# so that the expected rate of the mixture is equal
# to the branch length that has been passed as an argument
# to this function.
Qs = []
for unscaled_Q in unscaled_Qs:
Q = (branch_length / r) * unscaled_Q
Qs.append(Q)
# Return the appropriately time-scaled transition matrices.
return [algopy.expm(Q) for Q in Qs]
def eval_f(
theta,
subs_counts, log_counts, v,
h,
ts, tv, syn, nonsyn, compo, asym_compo,
):
"""
The function formerly known as minimize-me.
@param theta: length six unconstrained vector of free variables
"""
#
# construct the rate matrix and the transition matrix
Q = get_Q_slsqp(
ts, tv, syn, nonsyn, compo, asym_compo,
h,
log_counts, v,
theta)
P = algopy.expm(Q)
#
# return the neg log likelihood
neg_log_likelihood = -get_log_likelihood(P, v, subs_counts)
return neg_log_likelihood
def create_transition_matrix_explicit(Y, v):
"""
Use hypergeometric functions.
Note that d = 2*h - 1 following Kimura 1957.
The rate mu is a catch-all scaling factor.
The finite distribution v is assumed to be a stochastic vector.
@param Y: vector of parameters to optimize
@param v: numpy array defining a distribution over states
@return: transition matrix
"""
n = len(v)
mu, d = transform_params(Y)
# Construct the numpy matrix whose entries
# are differences of log equilibrium probabilities.
# Everything in this code block is pure numpy.
F = numpy.log(v)
e = numpy.ones_like(F)
S = numpy.outer(e, F) - numpy.outer(F, e)
# Create the rate matrix Q and return its matrix exponential.
# Things in this code block may use algopy if mu and d
# are bundled with truncated Taylor information.
D = d * numpy.sign(S)
#FIXME: I would like to further vectorize this block,
# and also it may currently give subtly wrong results
# because denom_piecewise may not vectorize correctly.
pre_Q = algopy.zeros((n, n), dtype=Y)
for i in range(n):
for j in range(n):
pre_Q[i, j] = 1. / denom_piecewise(0.5 * S[i, j], D[i, j])
pre_Q = mu * pre_Q
Q = pre_Q - algopy.diag(algopy.sum(pre_Q, axis=1))
P = algopy.expm(Q)
return P
def eval_f_unconstrained_kb(
theta,
subs_counts,
log_counts,
v,
h,
gtr,
syn,
nonsyn,
compo,
asym_compo,
):
# unpack theta
log_mu = theta[0]
log_g = algopy.zeros(6, dtype=theta)
log_g[0] = theta[1]
log_g[1] = theta[2]
log_g[2] = theta[3]
log_g[3] = theta[4]
log_g[4] = theta[5]
log_g[5] = 0
log_omega = theta[6]
d = theta[7]
log_kb = theta[8]
log_nt_weights = algopy.zeros(4, dtype=theta)
log_nt_weights[0] = theta[9]
log_nt_weights[1] = theta[10]
log_nt_weights[2] = theta[11]
log_nt_weights[3] = 0
#
# construct the transition matrix
Q = get_Q_unconstrained_kb(gtr, syn, nonsyn, compo, asym_compo, h,
log_counts, log_mu, log_g, log_omega, d, log_kb,
log_nt_weights)
P = algopy.expm(Q)
#
# return the neg log likelihood
return -get_log_likelihood(P, v, subs_counts)
def create_transition_matrix_explicit(Y, v):
"""
Use hypergeometric functions.
Note that d = 2*h - 1 following Kimura 1957.
The rate mu is a catch-all scaling factor.
The finite distribution v is assumed to be a stochastic vector.
@param Y: vector of parameters to optimize
@param v: numpy array defining a distribution over states
@return: transition matrix
"""
n = len(v)
mu, d = transform_params(Y)
# Construct the numpy matrix whose entries
# are differences of log equilibrium probabilities.
# Everything in this code block is pure numpy.
F = numpy.log(v)
e = numpy.ones_like(F)
S = numpy.outer(e, F) - numpy.outer(F, e)
# Create the rate matrix Q and return its matrix exponential.
# Things in this code block may use algopy if mu and d
# are bundled with truncated Taylor information.
D = d * numpy.sign(S)
#FIXME: I would like to further vectorize this block,
# and also it may currently give subtly wrong results
# because denom_piecewise may not vectorize correctly.
pre_Q = algopy.zeros((n,n), dtype=Y)
for i in range(n):
for j in range(n):
pre_Q[i, j] = 1. / denom_piecewise(0.5*S[i, j], D[i, j])
pre_Q = mu * pre_Q
Q = pre_Q - algopy.diag(algopy.sum(pre_Q, axis=1))
P = algopy.expm(Q)
return P
def eval_f(Y):
""" some reformulations to make eval_f_orig
compatible with algopy
missing: support for scipy.linalg.expm
i.e., this function can't be differentiated with algopy
"""
a, b, v = transform_params(Y)
Q = algopy.zeros((4,4), dtype=Y)
Q[0,0] = 0; Q[0,1] = a; Q[0,2] = b; Q[0,3] = b;
Q[1,0] = a; Q[1,1] = 0; Q[1,2] = b; Q[1,3] = b;
Q[2,0] = b; Q[2,1] = b; Q[2,2] = 0; Q[2,3] = a;
Q[3,0] = b; Q[3,1] = b; Q[3,2] = a; Q[3,3] = 0;
Q = Q * v
Q -= algopy.diag(algopy.sum(Q, axis=1))
P = algopy.expm(Q)
S = algopy.log(algopy.dot(algopy.diag(v), P))
return -algopy.sum(S * g_data)
def eval_f(
theta,
subs_counts, log_counts, v,
h,
gtr, syn, nonsyn, compo, asym_compo,
):
"""
The function formerly known as minimize-me.
@param theta: length six unconstrained vector of free variables
"""
# unpack theta
log_mu = theta[0]
log_g = algopy.zeros(6, dtype=theta)
log_g[0] = theta[1]
log_g[1] = theta[2]
log_g[2] = theta[3]
log_g[3] = theta[4]
log_g[4] = theta[5]
log_g[5] = 0
log_omega = theta[6]
log_nt_weights = algopy.zeros(4, dtype=theta)
log_nt_weights[0] = theta[7]
log_nt_weights[1] = theta[8]
log_nt_weights[2] = theta[9]
log_nt_weights[3] = 0
#
# construct the transition matrix
Q = get_Q(
gtr, syn, nonsyn, compo, asym_compo,
h,
log_counts,
log_mu, log_g, log_omega, log_nt_weights)
P = algopy.expm(Q)
#
# return the neg log likelihood
return -get_log_likelihood(P, v, subs_counts)
