def main():
df = get_data_set('idao_dataset/train', save_to_csv=False)
create_folds(df, 5, config)
run_training(1, config, mode='clf')
run_training(1, config, mode='reg')
clf_preds, reg_preds = predict(config)
sub_df = pd.read_csv(sub_df_path)
sub_df['classification_predictions'] = clf_preds
sub_df['regression_predictions'] = reg_preds
sub_df['regression_predictions'] = sub_df['regression_predictions'].apply(
transform)
sub_df.to_csv('Final_Submission.csv', index=False)
def gtv_cvlam(X, y, q, num_folds=5, num_lams=20):
n = len(X)
folds = create_folds(n, num_folds)
scores = np.zeros(num_lams)
lams = None
for i, fold in enumerate(folds):
mask = np.ones(n, dtype=bool)
mask[fold] = False
x_train, y_train = X[mask], y[mask]
x_test, y_test = X[~mask], y[~mask]
data, weights, grid = bucket_vals(x_train, y_train, q)
results = solve_gfl(data,
None,
weights=weights,
full_path=True,
minlam=0.1,
maxlam=20.,
numlam=num_lams)
fold_score = np.array([
mse(y_test, predict(x_test, beta, grid))
for beta in results['beta']
])
scores += fold_score
if i == 0:
lams = results['lambda']
scores /= float(num_folds)
lam_best = lams[np.argmin(scores)]
data, weights, grid = bucket_vals(X, y, q)
beta = solve_gfl(data, None, weights=weights, lam=lam_best)
return beta.reshape(q), grid
def setup(self, model_path, cell_lines, drugs, drug_ids, features,
X, Y, A, B, C, raw_index,
lam_gridsize=100, nfolds=10, **kwargs):
'''Initializes the model and caches certain statistics.'''
self.model_path = model_path
self.cell_lines = cell_lines
self.drugs = drugs
self.drug_ids = drug_ids
self.features = features
self.X = X
self.A = A
self.B = B
self.C = C
self.Y = Y
self.raw_index = raw_index
assert A.shape == Y.shape[:-1]
assert B.shape == Y.shape[:-1]
assert C.shape == Y.shape[:-1]
self.Y_shape = Y.shape
self.nsamples = Y.shape[0]
self.ndrugs = Y.shape[1]
self.ndoses = Y.shape[2]
self.nfeatures = X.shape[1]
# Cache which doses are missing and put in dummy values
from scipy.stats import gamma
self.obs_mask = (~np.isnan(Y)).astype(int)
self.A = np.nan_to_num(self.A, nan=1)
self.B = np.nan_to_num(self.B, nan=1)
self.C = np.nan_to_num(self.C, nan=1)
self.Y = np.nan_to_num(self.Y, nan=0)*self.obs_mask + (1-self.obs_mask)*2
# We approximate the integral over lambda with a finite grid of lam_gridsize points
print('Caching lambda integral approximation')
self.lam_gridsize = lam_gridsize
self.lam_grid = np.transpose(np.linspace(gamma.ppf(1e-3, self.A, scale=self.B),
gamma.ppf(1-1e-3, self.A, scale=self.B),
self.lam_gridsize), [1,2,0])
self.lam_weights = gamma.pdf(self.lam_grid, self.A[...,None], scale=self.B[...,None])
self.lam_weights = (self.lam_weights / self.lam_weights.sum(axis=-1, keepdims=True)).clip(1e-6, 1-1e-6)
self.log_lam_weights = np.log(self.lam_weights)
# np.save(os.path.join(self.model_path, 'lam_grid.npy'), self.lam_grid)
# np.save(os.path.join(self.model_path, 'lam_weights.npy'), self.lam_weights)
# Split the data into K folds
self.nfolds = nfolds
self.folds = create_folds(self.nsamples, self.nfolds)
# The out-of-sample predictions
self.mu = np.full(self.Y.shape, np.nan)
names = [
'Sex', 'Length', 'Diameter', 'Height', 'Whole weight', 'Shucked weight',
'Viscera weight', 'Shell weight', 'Rings'
]
df = pd.read_table('experiments/uci/data/abalone.data.txt',
header=None,
sep=',',
names=names)
# Preprocess the features
onehot(df, ['Sex'])
standardize(df, [
'Length', 'Diameter', 'Height', 'Whole weight', 'Shucked weight',
'Viscera weight', 'Shell weight'
])
# Reorder columns to put the target column at the end
cols = df.columns.tolist()
cols = cols[:-4] + cols[-3:] + cols[-4:-3]
df = df[cols]
# # Convert from one significant decimal place to discrete integers
df['Rings'] = df['Rings'].apply(np.int32)
df['Rings'] -= df['Rings'].min()
print df.describe()
create_folds('experiments/uci/data/splits/abalone', df)
save_details('abalone', len(df), df.shape[1] - 1, df['Rings'].max() + 1)
def train(self,
model_fn=None,
lasso=0.,
l2=1e-4,
lr=3e-4,
num_epochs=250,
batch_size=None,
num_folds=3,
val_pct=0.1,
verbose=False,
folds=None,
weight_decay=0.01,
random_restarts=1,
save_dir='/tmp/',
momentum=0.9,
patience=3,
clip_gradients=None):
# Make sure we have a model of the prior
if model_fn is None:
model_fn = lambda nfeatures: DeepAdaptiveFDRModeler(nfeatures)
# Lasso penalty (if any)
lasso = autograd.Variable(torch.FloatTensor([lasso]),
requires_grad=False)
l2 = autograd.Variable(torch.FloatTensor([l2]), requires_grad=False)
if batch_size is None:
batch_size = int(
max(10, min(100, np.round(self.X.shape[0] / 100.))))
print('Batch size: {}'.format(batch_size))
# Discrete approximation of a beta PDF support
tbeta_grid = autograd.Variable(torch.FloatTensor(self.beta_grid),
requires_grad=False)
sys.stdout.flush()
# Split the data into a bunch of cross-validation folds
if folds is None:
if verbose:
print('\tCreating {} folds'.format(num_folds))
sys.stdout.flush()
folds = create_folds(self.X, k=num_folds)
self.priors = np.zeros((self.nsamples, 2), dtype=float)
self.models = []
train_losses, val_losses = np.zeros(
(len(folds), random_restarts, num_epochs)), np.zeros(
(len(folds), random_restarts, num_epochs))
epochs_per_fold = np.zeros(len(folds))
for fold_idx, test_indices in enumerate(folds):
# Create train/validate splits
mask = np.ones(self.nsamples, dtype=bool)
mask[test_indices] = False
indices = np.arange(self.nsamples, dtype=int)[mask]
np.random.shuffle(indices)
train_cutoff = int(np.round(len(indices) * (1 - val_pct)))
train_indices = indices[:train_cutoff]
validate_indices = indices[train_cutoff:]
torch_test_indices = autograd.Variable(
torch.LongTensor(test_indices), requires_grad=False)
best_loss = None
# Try re-initializing a few times
for restart in range(random_restarts):
model = model_fn(self.nfeatures)
# Setup the optimizers
# optimizer = optim.SGD(model.parameters(), lr=lr, weight_decay=weight_decay, momentum=momentum)
# scheduler = optim.lr_scheduler.ReduceLROnPlateau(optimizer, mode='min', patience=patience)
optimizer = optim.RMSprop(model.parameters(),
lr=lr,
weight_decay=weight_decay)
# optimizer = optim.Adam(model.parameters(), lr=lr, weight_decay=weight_decay)
# Train the model
for epoch in range(num_epochs):
if verbose:
print('\t\tRestart {} Fold {} Epoch {}'.format(
restart + 1, fold_idx + 1, epoch + 1))
sys.stdout.flush()
train_loss = torch.Tensor([0])
for batch_idx, batch in enumerate(
batches(train_indices, batch_size, shuffle=False)):
if verbose and (batch_idx % 100 == 0):
print('\t\t\tBatch {}'.format(batch_idx))
tidx = autograd.Variable(torch.LongTensor(batch),
requires_grad=False)
# Set the model to training mode
model.train()
# Reset the gradient
model.zero_grad()
# Run the model and get the prior predictions
concentrations = model(self.tX[tidx])
# Calculate the loss as the negative log-likelihood of the data
# Use a beta prior for the treatment effect
prior_dist = torch.distributions.Beta(
concentrations[:, 0:1], concentrations[:, 1:2])
# Discretize the (0,1) interval to approximate the beta PDF
prior_probs = prior_dist.log_prob(tbeta_grid).exp()
prior_probs = prior_probs / prior_probs.sum(
dim=1, keepdim=True)
# Calculate the loss
posterior_probs = (((1 - tbeta_grid) * self.tP0[tidx] +
tbeta_grid * self.tP1[tidx]) *
prior_probs).sum(dim=1)
loss = -posterior_probs.log().mean()
# L1 penalty to shrink c and be more conservative
regularized_loss = loss + lasso * concentrations.mean(
) + l2 * (concentrations**2).mean()
# Update the model with gradient clipping for stability
regularized_loss.backward()
# Clip the gradients if need-be
if clip_gradients is not None:
torch.nn.utils.clip_grad_norm(
model.parameters(), clip_gradients)
# Apply the update
[p for p in model.parameters() if p.requires_grad]
optimizer.step()
# Track the loss
train_loss += loss.data
validate_loss = torch.Tensor([0])
for batch_idx, batch in enumerate(
batches(validate_indices, batch_size)):
if verbose and (batch_idx % 100 == 0):
print(
'\t\t\tValidation Batch {}'.format(batch_idx))
tidx = autograd.Variable(torch.LongTensor(batch),
requires_grad=False)
# Set the model to test mode
model.eval()
# Reset the gradient
model.zero_grad()
# Run the model and get the prior predictions
concentrations = model(self.tX[tidx])
# Calculate the loss as the negative log-likelihood of the data
# Use a beta prior for the treatment effect
prior_dist = torch.distributions.Beta(
concentrations[:, 0:1], concentrations[:, 1:2])
# Discretize the (0,1) interval to approximate the beta PDF
prior_probs = prior_dist.log_prob(tbeta_grid).exp()
prior_probs = (prior_probs / prior_probs.sum(
dim=1, keepdim=True)).clamp(1e-8, 1 - 1e-8)
# Calculate the loss
posterior_probs = (((1 - tbeta_grid) * self.tP0[tidx] +
tbeta_grid * self.tP1[tidx]) *
prior_probs).sum(dim=1).clamp(
1e-8, 1 - 1e-8)
loss = -posterior_probs.log().sum()
# Track the loss
validate_loss += loss.data
train_losses[fold_idx, restart,
epoch] = train_loss.numpy() / float(
len(train_indices))
val_losses[fold_idx, restart,
epoch] = validate_loss.numpy() / float(
len(validate_indices))
# # Adjust the learning rate down if the validation performance is bad
# scheduler.step(val_losses[fold_idx, epoch])
# Check if we are currently have the best held-out log-likelihood
if verbose:
print('Validation loss: {} Best: {}'.format(
val_losses[fold_idx, restart, epoch], best_loss))
if (restart == 0 and epoch == 0
) or val_losses[fold_idx, restart, epoch] <= best_loss:
if verbose:
print(
'\t\t\tSaving test set results. <----- New high water mark for fold {} on epoch {}'
.format(fold_idx + 1, epoch + 1))
# If so, use the current model on the test set
best_loss = val_losses[fold_idx, restart, epoch]
epochs_per_fold[fold_idx] = epoch + 1
self.priors[test_indices] = model(
self.tX[torch_test_indices]).data.numpy()
torch.save(model,
save_dir + '_fold{}.pt'.format(fold_idx))
if verbose:
means = self.priors[test_indices,
0] / self.priors[test_indices].sum(
axis=1)
print('Prior range: [{},{}]'.format(
means.min(), means.max()))
print('First 3:')
print(self.priors[test_indices][:3])
# Reload the best model
self.models.append(
torch.load(save_dir + '_fold{}.pt'.format(fold_idx)))
# Calculate the posterior probabilities
if verbose:
print('Calculating posteriors.')
sys.stdout.flush()
prior_grid = beta.pdf(self.beta_grid, self.priors[:, 0:1],
self.priors[:, 1:2])
prior_grid /= prior_grid.sum(axis=1, keepdims=True)
post0 = self.P0 * (1 - self.beta_grid)
post1 = self.P1 * self.beta_grid
self.posteriors = ((post1 / (post0 + post1)) * prior_grid).sum(axis=1)
self.posteriors = self.posteriors.clip(1e-8, 1 - 1e-8)
if verbose:
print('Calculating predictions at a {:.2f}% FDR threshold'.format(
self.fdr * 100))
sys.stdout.flush()
self.predictions = calc_fdr(self.posteriors, self.fdr)
if verbose:
print('Finished training.')
sys.stdout.flush()
self.folds = folds
return {
'train_losses': train_losses,
'validation_losses': val_losses,
'priors': self.priors,
'posteriors': self.posteriors,
'predictions': self.predictions,
'models': self.models,
'folds': folds
}
'''Preprocessing code for the Energy Efficiency data: https://archive.ics.uci.edu/ml/datasets/Energy+efficiency'''
import numpy as np
import pandas as pd
from utils import standardize, unitize, create_folds, save_details
df = pd.read_table('experiments/uci/data/ENB2012_data.csv', header=0, sep=',')
# # Preprocess the features
standardize(df, ['X1', 'X2', 'X3', 'X4'])
unitize(df, ['X5', 'X6', 'X7', 'X8'])
# # Convert from one significant decimal place to discrete integers
df['Y1'] = (df['Y1'].round()).apply(np.int32)
df['Y1'] -= df['Y1'].min()
df['Y2'] = (df['Y2'].round()).apply(np.int32)
df['Y2'] -= df['Y2'].min()
print df.describe()
create_folds('experiments/uci/data/splits/energy_efficiency', df)
save_details('energy_efficiency', len(df), df.shape[1] - 2,
(df['Y1'].max() + 1, df['Y2'].max() + 1))
df = pd.read_table('experiments/uci/data/slump_test.data.txt',
header=0,
sep=',')
# Remove the ID column
del df['No']
# # Preprocess the features
# unitize(df, ['age'])
standardize(
df,
['Cement', 'Slag', 'Fly ash', 'Water', 'SP', 'Coarse Aggr.', 'Fine Aggr.'])
# Create discrete labels
df['SLUMP(cm)'] = (df['SLUMP(cm)'].round()).apply(np.int32)
df['SLUMP(cm)'] -= df['SLUMP(cm)'].min()
df['FLOW(cm)'] = (df['FLOW(cm)'].round()).apply(np.int32)
df['FLOW(cm)'] -= df['FLOW(cm)'].min()
df['Compressive Strength (28-day)(Mpa)'] = (
df['Compressive Strength (28-day)(Mpa)'].round()).apply(np.int32)
df['Compressive Strength (28-day)(Mpa)'] -= df[
'Compressive Strength (28-day)(Mpa)'].min()
print df.describe()
create_folds('experiments/uci/data/splits/concrete', df)
save_details('concrete', len(df), df.shape[1] - 3,
(df['SLUMP(cm)'].max() + 1, df['FLOW(cm)'].max() + 1,
df['Compressive Strength (28-day)(Mpa)'].max() + 1))
doNormalize = False
metadatafile = DATADIR + 'annotations/metadata.csv'
list_genres_of_interest_file = DATADIR + 'annotations/categories.lst'
severalGenresPerSong = True
song_data_dict = load_data_to_song_dict(metadatafile,
list_genres_of_interest_file,
DATADIR, severalGenresPerSong)
### plot arousal = f ( valence )
# songid = 732
# plot_valence_arousal(song_data_dict, songid)
num_folds = 10
folds = create_folds(song_data_dict, num_folds)
# print len(folds[0][0]), len(folds[0][1])
if doNormalize:
print '... normalizing folds ...'
normed_folds = standardize_folds(folds)
# print '... writing folds to MAT files ...'
# write_folds_to_mat_files(normed_folds, num_folds)
print '... writing folds to pickle files ...'
write_folds_to_pickle_files(normed_folds, num_folds, DATADIR,
doNormalize)
else:
print '... writing folds to pickle files ...'
DATADIR = '/baie/corpus/emoMusic/train/'
# DATADIR = './train/'
doNormalize = False
metadatafile = DATADIR + 'annotations/metadata.csv'
list_genres_of_interest_file = DATADIR + 'annotations/categories.lst'
severalGenresPerSong = True
song_data_dict = load_data_to_song_dict(metadatafile, list_genres_of_interest_file, DATADIR, severalGenresPerSong)
### plot arousal = f ( valence )
# songid = 732
# plot_valence_arousal(song_data_dict, songid)
num_folds = 10
folds = create_folds(song_data_dict, num_folds)
# print len(folds[0][0]), len(folds[0][1])
if doNormalize:
print '... normalizing folds ...'
normed_folds = standardize_folds(folds)
# print '... writing folds to MAT files ...'
# write_folds_to_mat_files(normed_folds, num_folds)
print '... writing folds to pickle files ...'
write_folds_to_pickle_files(normed_folds, num_folds, DATADIR, doNormalize)
else:
print '... writing folds to pickle files ...'
write_folds_to_pickle_files(folds, num_folds, DATADIR, doNormalize)
from utils import standardize, unitize, create_folds, save_details
names = [
'mpg', 'cylinders', 'displacement', 'horsepower', 'weight', 'acceleration',
'model year', 'origin', 'car name'
]
df = pd.read_table('experiments/uci/data/auto-mpg.data.txt',
header=None,
delim_whitespace=True,
names=names)
# Preprocess the features
unitize(df, ['cylinders', 'model year', 'origin'])
standardize(df, ['displacement', 'horsepower', 'weight', 'acceleration'])
del df['car name']
# Convert from one significant decimal place to discrete integers
df['mpg'] = (df['mpg'] * 10).apply(np.int32)
df['mpg'] -= df['mpg'].min()
# Reorder columns to put the target column at the end
cols = df.columns.tolist()
cols = cols[1:] + cols[0:1]
df = df[cols]
print df.describe()
create_folds('experiments/uci/data/splits/auto_mpg', df)
save_details('auto_mpg', len(df), df.shape[1] - 1, df['mpg'].max() + 1)
def train(self, model_fn,
bandwidth=2., kernel_scale=0.35, variance=0.02,
mvn_train_samples=5, mvn_validate_samples=105,
validation_samples=1000,
validation_burn=1000,
validation_mcmc_samples=1000,
validation_thin=1,
lr=3e-4, num_epochs=10, batch_size=100,
val_pct=0.1, nfolds=5, folds=None,
learning_rate_decay=0.9, weight_decay=0.,
clip=None, group_lasso_penalty=0.,
save_dir='tmp/',
checkpoint=False,
target_fold=None):
print('\tFitting model using {} folds and training for {} epochs each'.format(nfolds, num_epochs))
torch_Y = autograd.Variable(torch.FloatTensor(self.Y), requires_grad=False)
torch_lam_grid = autograd.Variable(torch.FloatTensor(self.lam_grid), requires_grad=False)
torch_lam_weights = autograd.Variable(torch.FloatTensor(self.lam_weights), requires_grad=False)
torch_c = autograd.Variable(torch.FloatTensor(self.c[:,np.newaxis,np.newaxis]), requires_grad=False)
torch_obs = autograd.Variable(torch.FloatTensor(self.obs_mask), requires_grad=False)
torch_dose_idxs = [autograd.Variable(torch.LongTensor(
np.arange(d+(d**2 - d)//2, (d+1)+((d+1)**2 - (d+1))//2)), requires_grad=False)
for d in range(self.ndoses)]
# Use a fixed kernel
Sigma = np.array([kernel_scale*(np.exp(-0.5*(i - np.arange(self.ndoses))**2 / bandwidth**2)) for i in np.arange(self.ndoses)]) + variance*np.eye(self.ndoses) # squared exponential kernel
L = np.linalg.cholesky(Sigma)[np.newaxis,np.newaxis,:,:]
# Use a fixed set of noise draws for validation
Z = np.random.normal(size=(self.Y_shape[0], mvn_validate_samples, self.ndoses, 1))
validate_noise = autograd.Variable(torch.FloatTensor(np.matmul(L, Z)[:,:,:,0]), requires_grad=False)
self.folds = folds if folds is not None else create_folds(self.Y_shape[0], nfolds)
nfolds = len(self.folds)
self.fold_validation_indices = []
self.prior_mu = np.full(self.Y_shape, np.nan, dtype=float)
self.prior_Sigma = np.zeros((nfolds, self.ndoses, self.ndoses))
self.train_losses, self.val_losses = np.zeros((nfolds,num_epochs)), np.zeros((nfolds,num_epochs))
self.epochs_per_fold = np.zeros(nfolds, dtype=int)
self.models = [None for _ in range(nfolds)]
for fold_idx, test_indices in enumerate(self.folds):
# Create train/validate splits
mask = np.ones(self.Y_shape[0], dtype=bool)
mask[test_indices] = False
indices = np.arange(self.Y_shape[0], dtype=int)[mask]
np.random.shuffle(indices)
train_cutoff = int(np.round(len(indices)*(1-val_pct)))
train_indices = indices[:train_cutoff]
validate_indices = indices[train_cutoff:]
torch_test_indices = autograd.Variable(torch.LongTensor(test_indices), requires_grad=False)
self.fold_validation_indices.append(validate_indices)
# If we are only training one specific fold, skip all the rest
if target_fold is not None and target_fold != fold_idx:
continue
if checkpoint:
self.load_checkpoint(save_dir, fold_idx)
if self.models[fold_idx] is None:
self.models[fold_idx] = model_fn()
model = self.models[fold_idx]
# Setup the optimizers
# optimizer = optim.SGD(model.parameters(), lr=lr, weight_decay=weight_decay, momentum=0.9)
optimizer = optim.RMSprop(model.parameters(), lr=lr, weight_decay=weight_decay)
scheduler = optim.lr_scheduler.ReduceLROnPlateau(optimizer, mode='min', patience=3)
for epoch in range(self.epochs_per_fold[fold_idx], num_epochs):
print('\t\tFold {} Epoch {}'.format(fold_idx+1,epoch+1))
train_loss = torch.Tensor([0])
for batch_idx, batch in enumerate(batches(train_indices, batch_size)):
if batch_idx % 100 == 0:
print('\t\t\tBatch {}'.format(batch_idx))
sys.stdout.flush()
tidx = autograd.Variable(torch.LongTensor(batch), requires_grad=False)
Z = np.random.normal(size=(len(batch), mvn_train_samples, self.ndoses, 1))
noise = autograd.Variable(torch.FloatTensor(np.matmul(L, Z)[:,:,:,0]), requires_grad=False)
# Set the model to training mode
model.train()
# Reset the gradient
model.zero_grad()
# Run the model and get the prior predictions
mu = model(batch, tidx)
#### Calculate the loss as the negative log-likelihood of the data ####
# Get the MVN draw as mu + L.T.dot(Z)
beta = mu.view(-1,1,self.ndoses) + noise
# Logistic transform on the log-odds prior sample
tau = 1 / (1. + (-beta).exp())
# Poisson noise model for observations
rates = tau[:,:,:,None] * torch_lam_grid[tidx,None,:,:] + torch_c[tidx,None,:,:]
likelihoods = torch.distributions.Poisson(rates)
# Get log probabilities of the data and filter out the missing observations
loss = -(logsumexp(likelihoods.log_prob(torch_Y[tidx][:,None,:,None]) + torch_lam_weights[tidx][:,None,:,:], dim=-1).mean(dim=1) * torch_obs[tidx]).mean()
if group_lasso_penalty > 0:
loss += group_lasso_penalty * torch.norm(model.cell_line_features.weight, 2, 0).mean()
# Update the model
loss.backward()
if clip is not None:
torch.nn.utils.clip_grad_norm_(model.parameters(), clip)
for p in model.parameters():
p.data.add_(-lr, p.grad.data)
else:
optimizer.step()
train_loss += loss.data
validate_loss = torch.Tensor([0])
for batch_idx, batch in enumerate(batches(validate_indices, batch_size, shuffle=False)):
if batch_idx % 100 == 0:
print('\t\t\tValidation Batch {}'.format(batch_idx))
sys.stdout.flush()
tidx = autograd.Variable(torch.LongTensor(batch), requires_grad=False)
noise = validate_noise[tidx]
# Set the model to training mode
model.eval()
# Reset the gradient
model.zero_grad()
# Run the model and get the prior predictions
mu = model(batch, tidx)
#### Calculate the loss as the negative log-likelihood of the data ####
# Get the MVN draw as mu + L.T.dot(Z)
beta = mu.view(-1,1,self.ndoses) + noise
# Logistic transform on the log-odds prior sample
tau = 1 / (1. + (-beta).exp())
# Poisson noise model for observations
rates = tau[:,:,:,None] * torch_lam_grid[tidx,None,:,:] + torch_c[tidx,None,:,:]
likelihoods = torch.distributions.Poisson(rates)
# Get log probabilities of the data and filter out the missing observations
loss = -(logsumexp(likelihoods.log_prob(torch_Y[tidx][:,None,:,None]) + torch_lam_weights[tidx][:,None,:,:], dim=-1).mean(dim=1) * torch_obs[tidx]).sum()
validate_loss += loss.data
self.train_losses[fold_idx, epoch] = train_loss.numpy() / float(len(train_indices))
self.val_losses[fold_idx, epoch] = validate_loss.numpy() / float(len(validate_indices))
# Adjust the learning rate down if the validation performance is bad
scheduler.step(self.val_losses[fold_idx, epoch])
# Check if we currently have the best held-out log-likelihood
if epoch == 0 or np.argmin(self.val_losses[fold_idx, :epoch+1]) == epoch:
print('\t\t\tNew best score: {}'.format(self.val_losses[fold_idx,epoch]))
print('\t\t\tSaving test set results.')
# If so, use the current model on the test set
mu = model(test_indices, torch_test_indices)
self.prior_mu[test_indices] = mu.data.numpy()
self.save_fold(save_dir, fold_idx)
cur_mu = self.prior_mu[test_indices]
print('First 10 data points: {}'.format(test_indices[:10]))
print('First 10 prior means:')
print(pretty_str(ilogit(cur_mu[:10])))
print('Prior mean ranges:')
for dose in range(self.ndoses):
print('{}: {} [{}, {}]'.format(dose,
ilogit(cur_mu[:,dose].mean()),
np.percentile(ilogit(cur_mu[:,dose]), 5),
np.percentile(ilogit(cur_mu[:,dose]), 95)))
print('Best model score: {} (epoch {})'.format(np.min(self.val_losses[fold_idx,:epoch+1]), np.argmin(self.val_losses[fold_idx, :epoch+1])+1))
print('Current score: {}'.format(self.val_losses[fold_idx, epoch]))
print('')
self.epochs_per_fold[fold_idx] += 1
# Update the save point if needed
if checkpoint:
self.save_checkpoint(save_dir, fold_idx, model)
sys.stdout.flush()
# Reload the best model
tmp = model.cell_features
self.load_fold(save_dir, fold_idx)
self.models[fold_idx].cell_features = tmp
print('Finished fold {}. Estimating covariance matrix using elliptical slice sampler with max {} samples.'.format(fold_idx+1, validation_samples))
validate_subset = np.random.choice(validate_indices, validation_samples, replace=False) if len(validate_indices) > validation_samples else validate_indices
tidx = autograd.Variable(torch.LongTensor(validate_subset), requires_grad=False)
# Set the model to training mode
self.models[fold_idx].eval()
# Reset the gradient
self.models[fold_idx].zero_grad()
# Run the model and get the prior predictions
mu_validate = self.models[fold_idx](validate_subset, tidx).data.numpy()
# Run the slice sampler to get the covariance and data log-likelihoods
Y_validate = self.Y[validate_subset].astype(int)
Y_validate[self.obs_mask[validate_subset] == 0] = -1
(Beta_samples,
Sigma_samples,
Loglikelihood_samples) = posterior_ess_Sigma(Y_validate,
mu_validate,
self.a[validate_subset],
self.b[validate_subset],
self.c[validate_subset],
Sigma=Sigma,
nburn=validation_burn,
nsamples=validation_mcmc_samples,
nthin=validation_thin,
print_freq=1)
# Save the result
self.prior_Sigma[fold_idx] = Sigma_samples.mean(axis=0)
print('Last sample:')
print(pretty_str(Sigma_samples[-1]))
print('Mean:')
print(pretty_str(self.prior_Sigma[fold_idx]))
if checkpoint:
self.clean_checkpoint(save_dir, fold_idx)
print('Finished training.')
return {'train_losses': self.train_losses,
'validation_losses': self.val_losses,
'mu': self.prior_mu,
'Sigma': self.prior_Sigma,
'models': self.models}
from drug_features_prior import DrugResponsePrior as DrugFeaturePrior
print('Loading drug features')
Z = load_dataset(args.drug_features, index_col=0).T
model_fn = lambda: DrugFeaturePrior(df,
genomic_features=X,
drug_features=Z,
cell_embedding_size=args.cell_embedding_size,
drug_embedding_size=args.drug_embedding_size)
print('Building optimizer')
ebo = EmpiricalBayesOptimizer(Y, a, b, c, lam_path=args.lam_path)
if args.cell_line_folds:
print('Creating cell line folds using only those with features')
cell_lines_with_features = list(set(X.columns) & set(df['CELL_LINE_NAME'].unique()))
cell_line_folds = create_folds(len(cell_lines_with_features), args.nfolds)
cell_line_to_fold = {}
for fold_idx, fold_cell_lines in enumerate(cell_line_folds):
for c in fold_cell_lines:
cell_line_to_fold[cell_lines_with_features[c]] = fold_idx
folds = [[] for _ in range(args.nfolds)]
for idx, c in enumerate(df['CELL_LINE_NAME']):
if c in cell_line_to_fold:
folds[cell_line_to_fold[c]].append(idx)
for fold_idx, fold in enumerate(folds):
print('Fold {}: {}'.format(fold_idx, len(fold)))
else:
folds = None
print('Training model')
results = ebo.train(model_fn, num_epochs=args.nepochs,
# Create a one-hot encoding subject ID
onehot(df, [
'school', 'sex', 'address', 'famsize', 'Pstatus', 'Mjob', 'Fjob', 'reason',
'guardian'
])
unitize(df, [
'age', 'Medu', 'Fedu', 'traveltime', 'studytime', 'failures_mat',
'failures_por', 'famrel', 'freetime', 'goout', 'Dalc', 'Walc', 'health'
])
standardize(df, ['absences_mat', 'absences_por'])
# Make binary yes/no into binary 1/0
df.replace('yes', 1, inplace=True)
df.replace('no', 0, inplace=True)
# Create the target columns
df['G3_mat'] = df['G3']
df['G3_por'] = df_por['G3']
del df['G3']
del df['G2']
del df['G1']
with pd.option_context('display.max_columns', 1000):
print df.describe()
create_folds('experiments/uci/data/splits/student_performance', df)
save_details('student_performance', len(df), df.shape[1] - 2,
(df['G3_mat'].max() + 1, df['G3_por'].max() + 1))
'''Preprocessing code for the Housing data: https://archive.ics.uci.edu/ml/datasets/Housing'''
import numpy as np
import pandas as pd
from utils import standardize, unitize, create_folds, save_details
names = [
'CRIM', 'ZN', 'INDUS', 'CHAS', 'NOX', 'RM', 'AGE', 'DIS', 'RAD', 'TAX',
'PTRATIO', 'B', 'LSTAT', 'MEDV'
]
df = pd.read_table('experiments/uci/data/housing.data.txt',
header=None,
delim_whitespace=True,
names=names)
# Preprocess the features
standardize(df, [
'CRIM', 'INDUS', 'NOX', 'RM', 'AGE', 'DIS', 'TAX', 'PTRATIO', 'B', 'LSTAT'
])
unitize(df, ['ZN', 'RAD'])
# Convert from one significant decimal place to discrete integers
df['MEDV'] = (df['MEDV'] * 10).apply(np.int32)
df['MEDV'] -= df['MEDV'].min()
print df.describe()
create_folds('experiments/uci/data/splits/housing', df)
save_details('housing', len(df), df.shape[1] - 1, df['MEDV'].max() + 1)
'''Preprocessing code for the Parkinsons Telemonitoring data: https://archive.ics.uci.edu/ml/datasets/Parkinsons+Telemonitoring'''
import numpy as np
import pandas as pd
from utils import standardize, unitize, onehot, create_folds, save_details
df = pd.read_table('experiments/uci/data/parkinsons_updrs.data.txt', header=0, sep=',')
# Create a one-hot encoding subject ID
onehot(df, ['subject#'])
# Move the target columns to the end
cols = df.columns.tolist()
cols = cols[:3] + cols[5:] + cols[3:5]
df = df[cols]
# Preprocess the features
unitize(df, ['age'])
standardize(df, cols[2:-2])
# Create discrete labels
df['motor_UPDRS'] = (df['motor_UPDRS'].round()).apply(np.int32)
df['motor_UPDRS'] -= df['motor_UPDRS'].min()
df['total_UPDRS'] = (df['total_UPDRS'].round()).apply(np.int32)
df['total_UPDRS'] -= df['total_UPDRS'].min()
print df.describe()
create_folds('experiments/uci/data/splits/parkinsons', df)
save_details('parkinsons', len(df), df.shape[1]-2, (df['motor_UPDRS'].max()+1, df['total_UPDRS'].max()+1))
# Get command line argument for data location
argument_list = sys.argv[1:]
path = str(argument_list[0])
filename = os.path.basename(path)
filedir = path.replace(filename, '')
data = parse_c45(filename, filedir)
# Define epsilon value and type of noise
epsilon = float(argument_list[1])
noise_type = argument_list[2]
# Convert c45 data to DataFrame and create folds
unprocessed_df = data_to_dataframe(data)
attr_dict = create_attr_dict(data.schema)
df_whole, _ = process_data(unprocessed_df, attr_dict)
folds = create_folds(df_whole)
# Create a DataFrame to store important metrics
metrics_df = pd.DataFrame(columns=['fold', 'accuracy', 'precision', 'recall'])
metrics = []
# Perform 5-fold cross-validation
for i in range(len(folds)):
print('Predicting Fold : ', i + 1)
train, test = train_test_split(folds, i)
plr = PrivLinReg(train, epsilon=epsilon, noise_type=noise_type)
trained_model = plr.train_model(epochs=500, learning_rate=0.001)
acc, precision, recall, auc = metrics_for_fold(test, model=trained_model)
metrics.append([acc, precision, recall, auc])
metrics_df = pd.DataFrame(np.array(metrics),
