def run_conditional_estimation_iter(model, result_row, i_iter, config, valid_generator, test_generator, n_bins=N_BINS):
logger = logging.getLogger()
logger.info('-'*45)
logger.info(f'iter : {i_iter}')
flush(logger)
iter_directory = os.path.join(model.results_path, f'iter_{i_iter}')
os.makedirs(iter_directory, exist_ok=True)
logger.info('Generate testing data')
test_generator.reset()
X_test, y_test, w_test = test_generator.generate(*config.TRUE, n_samples=config.N_TESTING_SAMPLES, no_grad=True)
# SUMMARIES
logger.info('Set up NLL computer')
compute_summaries = model.summary_computer(n_bins=n_bins)
compute_nll = NLLComputer(compute_summaries, valid_generator, X_test, w_test, config=config)
# MEASURE STAT/SYST VARIANCE
logger.info('MEASURE STAT/SYST VARIANCE')
conditional_results = make_conditional_estimation(compute_nll, config)
fname = os.path.join(iter_directory, "no_nuisance.csv")
conditional_estimate = pd.DataFrame(conditional_results)
conditional_estimate['i'] = i_iter
conditional_estimate.to_csv(fname)
return conditional_estimate
def run_estimation_iter(model, result_row, i_iter, config, valid_generator, test_generator, n_bins=N_BINS):
logger = logging.getLogger()
logger.info('-'*45)
logger.info(f'iter : {i_iter}')
flush(logger)
iter_directory = os.path.join(model.results_path, f'iter_{i_iter}')
os.makedirs(iter_directory, exist_ok=True)
result_row['i'] = i_iter
result_row['n_test_samples'] = config.N_TESTING_SAMPLES
suffix = f'-mu={config.TRUE.mu:1.2f}_r={config.TRUE.r}_lambda={config.TRUE.lam}'
logger.info('Generate testing data')
test_generator.reset()
X_test, y_test, w_test = test_generator.generate(*config.TRUE, n_samples=config.N_TESTING_SAMPLES, no_grad=True)
# PLOT SUMMARIES
evaluate_summary_computer(model, X_test, y_test, w_test, n_bins=n_bins, prefix='', suffix=suffix, directory=iter_directory)
logger.info('Set up NLL computer')
compute_summaries = model.summary_computer(n_bins=n_bins)
compute_nll = NLLComputer(compute_summaries, valid_generator, X_test, w_test, config=config)
# NLL PLOTS
plot_nll_around_min(compute_nll, config.TRUE, iter_directory, suffix)
# MINIMIZE NLL
logger.info('Prepare minuit minimizer')
minimizer = get_minimizer(compute_nll, config.CALIBRATED, config.CALIBRATED_ERROR)
result_row.update(evaluate_minuit(minimizer, config.TRUE, iter_directory, suffix=suffix))
return result_row.copy()
def main():
# BASIC SETUP
logger = set_logger()
args = GB_parse_args(main_description="Training launcher for Gradient boosting on S3D2 benchmark")
logger.info(args)
flush(logger)
# Config
config = Config()
config.TRUE = Parameter(r=0.1, lam=2.7, mu=0.1)
train_generator = Generator(SEED)
valid_generator = Generator(SEED+1)
test_generator = Generator(SEED+2)
X_test, y_test, w_test = test_generator.generate(*config.TRUE, n_samples=config.N_TESTING_SAMPLES)
# for nuisance in p(nuisance | data)
nuisance_param_sample = [param_generator().nuisance_parameters for _ in range(25)]
average_list = []
variance_list = []
all_results = []
for nuisance_params in nuisance_param_sample:
logger.info(f"nuisance_params = {nuisance_params}")
estimator_values = []
results = {name : value for name, value in zip(config.TRUE.nuisance_parameters_names, nuisance_params)}
for i_cv in range(N_ITER):
clf = build_model(args, i_cv)
parameters = Parameter(*nuisance_params, config.CALIBRATED.interest_parameters)
print(parameters)
n_samples = config.N_TRAINING_SAMPLES
X_train, y_train, w_train = train_generator.generate(*parameters, n_samples=n_samples)
logger.info(f"Training {clf.full_name}")
# TODO : is it OK to provide w_train to the classifier or useless ?
clf.fit(X_train, y_train, w_train)
compute_summaries = ClassifierSummaryComputer(clf, n_bins=10)
nll_computer = NLLComputer(compute_summaries, valid_generator, X_test, w_test, config=config)
compute_nll = lambda mu : nll_computer(*nuisance_params, mu)
minimizer = get_minimizer(compute_nll)
results.update(evaluate_minuit(minimizer, [config.TRUE.interest_parameters]))
all_results.append(results.copy())
# TODO : Add results to some csv
estimator_values.append(results['mu'])
average_list.append(np.mean(estimator_values))
variance_list.append(np.var(estimator_values))
logger.info(f"average_list {average_list}")
logger.info(f"variance_list {variance_list}")
v_stat = np.mean(variance_list)
v_syst = np.var(average_list)
v_total = v_stat + v_syst
logger.info(f"V_stat = {v_stat}")
logger.info(f"V_syst = {v_syst}")
logger.info(f"V_total = {v_total}")
def run_iter(compute_summaries, i_cv, i_iter, config, valid_generator, test_generator, directory):
logger = logging.getLogger()
result_row = dict(i_cv=i_cv, i=i_iter)
iter_directory = os.path.join(directory, f'iter_{i_iter}')
os.makedirs(iter_directory, exist_ok=True)
logger.info(f"True Parameters = {config.TRUE}")
suffix = f'-mu={config.TRUE.mu:1.2f}_r={config.TRUE.r}_lambda={config.TRUE.lam}'
X_test, y_test, w_test = test_generator.generate(*config.TRUE, n_samples=config.N_TESTING_SAMPLES)
debug_label(y_test)
compute_nll = NLLComputer(compute_summaries, valid_generator, X_test, w_test, config=config)
plot_nll_around_min(compute_nll, config.TRUE, iter_directory, suffix)
logger.info('Prepare minuit minimizer')
minimizer = get_minimizer(compute_nll, config.CALIBRATED, config.CALIBRATED_ERROR)
result_row.update(evaluate_minuit(minimizer, config.TRUE))
return result_row
def run_estimation_iter(model, result_row, i_iter, config, valid_generator, test_generator, calib_r, calib_lam, n_bins=10):
logger = logging.getLogger()
logger.info('-'*45)
logger.info(f'iter : {i_iter}')
flush(logger)
iter_directory = os.path.join(model.results_path, f'iter_{i_iter}')
os.makedirs(iter_directory, exist_ok=True)
result_row['i'] = i_iter
result_row['n_test_samples'] = config.N_TESTING_SAMPLES
suffix = f'-mu={config.TRUE.mu:1.2f}_r={config.TRUE.r}_lambda={config.TRUE.lam}'
logger.info('Generate testing data')
test_generator.reset()
X_test, y_test, w_test = test_generator.generate(*config.TRUE, n_samples=config.N_TESTING_SAMPLES)
# PLOT SUMMARIES
evaluate_summary_computer(model, X_test, y_test, w_test, n_bins=n_bins, prefix='', suffix=suffix, directory=iter_directory)
# CALIBRATION
config = calibrates(calib_r, calib_lam, config, X_test, w_test)
for name, value in config.FITTED.items():
result_row[name+"_fitted"] = value
for name, value in config.FITTED_ERROR.items():
result_row[name+"_fitted_error"] = value
logger.info('Set up NLL computer')
compute_summaries = ClassifierSummaryComputer(model, n_bins=n_bins)
compute_nll = NLLComputer(compute_summaries, valid_generator, X_test, w_test, config=config)
# NLL PLOTS
plot_nll_around_min(compute_nll, config.TRUE, iter_directory, suffix)
# MINIMIZE NLL
logger.info('Prepare minuit minimizer')
minimizer = get_minimizer(compute_nll, config.FITTED, config.FITTED_ERROR)
result_row.update(evaluate_minuit(minimizer, config.TRUE, iter_directory, suffix=suffix))
return result_row.copy()