def test_sample(self):
# use the SABC scheme for T = 1
steps, epsilon, n_samples, n_samples_per_param = 1, 10, 10, 1
sampler = SABC([self.model], [self.dist_calc], self.backend, seed = 1)
journal = sampler.sample([self.observation], steps, epsilon, n_samples, n_samples_per_param)
mu_post_sample, sigma_post_sample, post_weights = np.array(journal.get_parameters()['mu']), np.array(journal.get_parameters()['sigma']), np.array(journal.get_weights())
# Compute posterior mean
mu_post_mean, sigma_post_mean = np.average(mu_post_sample, weights=post_weights, axis=0), np.average(sigma_post_sample, weights=post_weights, axis=0)
# test shape of sample
mu_sample_shape, sigma_sample_shape, weights_sample_shape = np.shape(mu_post_sample), np.shape(mu_post_sample), np.shape(post_weights)
self.assertEqual(mu_sample_shape, (10,1))
self.assertEqual(sigma_sample_shape, (10,1))
self.assertEqual(weights_sample_shape, (10,1))
# use the SABC scheme for T = 2
steps, epsilon, n_samples, n_samples_per_param = 2, 10, 10, 1
sampler = SABC([self.model], [self.dist_calc], self.backend, seed = 1)
journal = sampler.sample([self.observation], steps, epsilon, n_samples, n_samples_per_param)
mu_post_sample, sigma_post_sample, post_weights = np.array(journal.get_parameters()['mu']), np.array(journal.get_parameters()['sigma']), np.array(journal.get_weights())
# Compute posterior mean
mu_post_mean, sigma_post_mean = np.average(mu_post_sample, weights=post_weights, axis=0), np.average(sigma_post_sample, weights=post_weights, axis=0)
# test shape of sample
mu_sample_shape, sigma_sample_shape, weights_sample_shape = np.shape(mu_post_sample), np.shape(mu_post_sample), np.shape(post_weights)
self.assertEqual(mu_sample_shape, (10,1))
self.assertEqual(sigma_sample_shape, (10,1))
self.assertEqual(weights_sample_shape, (10,1))
self.assertLess(mu_post_mean - 0.55859197, 10e-2)
self.assertLess(sigma_post_mean - 7.03987723, 10e-2)
self.assertFalse(journal.number_of_simulations == 0)
def test_sample(self):
# use the SABC scheme for T = 1
steps, epsilon, n_samples, n_samples_per_param = 1, .1, 10, 1
sampler = SABC(self.model, self.dist_calc, self.kernel, self.backend, seed = 1)
journal = sampler.sample(self.observation, steps, epsilon, n_samples, n_samples_per_param)
samples = (journal.get_parameters(), journal.get_weights())
# Compute posterior mean
mu_post_sample, sigma_post_sample, post_weights = np.asarray(samples[0][:,0]), np.asarray(samples[0][:,1]), np.asarray(samples[1][:,0])
mu_post_mean, sigma_post_mean = np.average(mu_post_sample, weights = post_weights), np.average(sigma_post_sample, weights = post_weights)
# test shape of sample
mu_sample_shape, sigma_sample_shape, weights_sample_shape = np.shape(mu_post_sample), np.shape(mu_post_sample), np.shape(post_weights)
self.assertEqual(mu_sample_shape, (10,))
self.assertEqual(sigma_sample_shape, (10,))
self.assertEqual(weights_sample_shape, (10,))
# use the SABC scheme for T = 2
steps, epsilon, n_samples, n_samples_per_param = 2, .1, 10, 1
sampler = SABC(self.model, self.dist_calc, self.kernel, self.backend, seed = 1)
journal = sampler.sample(self.observation, steps, epsilon, n_samples, n_samples_per_param)
samples = (journal.get_parameters(), journal.get_weights())
# Compute posterior mean
mu_post_sample, sigma_post_sample, post_weights = np.asarray(samples[0][:,0]), np.asarray(samples[0][:,1]), np.asarray(samples[1][:,0])
mu_post_mean, sigma_post_mean = np.average(mu_post_sample, weights = post_weights), np.average(sigma_post_sample, weights = post_weights)
# test shape of sample
mu_sample_shape, sigma_sample_shape, weights_sample_shape = np.shape(mu_post_sample), np.shape(mu_post_sample), np.shape(post_weights)
self.assertEqual(mu_sample_shape, (10,))
self.assertEqual(sigma_sample_shape, (10,))
self.assertEqual(weights_sample_shape, (10,))
self.assertLess(mu_post_mean - 1.51315443746, 10e-2)
self.assertLess(sigma_post_mean - 6.85230360302, 10e-2)
def infer_parameters_sabc():
# define observation for true parameters mean=170, 65
rng = np.random.RandomState(seed=1)
y_obs = [np.array(rng.multivariate_normal([170, 65], np.eye(2), 1).reshape(2, ))]
# define prior
from abcpy.continuousmodels import Uniform
mu0 = Uniform([[150], [200]], name="mu0")
mu1 = Uniform([[25], [100]], name="mu1")
# define the model
height_weight_model = NestedBivariateGaussian([mu0, mu1])
# define statistics
from abcpy.statistics import Identity
statistics_calculator = Identity(degree=2, cross=False)
# define distance
from abcpy.distances import Euclidean
distance_calculator = Euclidean(statistics_calculator)
# define sampling scheme
from abcpy.inferences import SABC
sampler = SABC([height_weight_model], [distance_calculator], backend, seed=1)
steps, epsilon, n_samples, n_samples_per_param, beta, delta, v = 2, 40000, 10, 1, 2, 0.2, 0.3
ar_cutoff, resample, n_update, full_output = 0.1, None, None, 1
print('SABC Inferring')
journal = sampler.sample([y_obs], steps, epsilon, n_samples, n_samples_per_param, beta, delta, v, ar_cutoff,
resample, n_update, full_output)
return journal
def ABC_inference(algorithm, model, observation, distance_calculator, eps, n_samples, n_steps, backend, seed=None,
full_output=0, kernel=None, **kwargs):
start = time()
if algorithm == "PMCABC":
sampler = PMCABC([model], [distance_calculator], backend, seed=seed, kernel=kernel)
jrnl = sampler.sample([[observation]], n_steps, np.array([eps]), n_samples=n_samples, full_output=full_output,
**kwargs)
if algorithm == "APMCABC":
sampler = APMCABC([model], [distance_calculator], backend, seed=seed, kernel=kernel)
jrnl = sampler.sample([[observation]], n_steps, n_samples=n_samples, full_output=full_output, **kwargs)
elif algorithm == "SABC":
sampler = SABC([model], [distance_calculator], backend, seed=seed, kernel=kernel)
jrnl = sampler.sample([[observation]], n_steps, eps, n_samples=n_samples, full_output=full_output, **kwargs)
elif algorithm == "SMCABC":
sampler = SMCABC([model], [distance_calculator], backend, seed=seed, kernel=kernel)
jrnl = sampler.sample([[observation]], n_steps, n_samples=n_samples, full_output=full_output, **kwargs)
elif algorithm == "RejectionABC":
sampler = RejectionABC([model], [distance_calculator], backend, seed=seed)
jrnl = sampler.sample([[observation]], epsilon=eps, n_samples=n_samples, n_samples_per_param=1,
full_output=full_output, **kwargs)
elif algorithm == "ABCsubsim":
sampler = ABCsubsim([model], [distance_calculator], backend, seed=seed, kernel=kernel)
# chain_length=10, ap_change_cutoff=10
jrnl = sampler.sample([[observation]], steps=n_steps, n_samples=n_samples, n_samples_per_param=1,
full_output=full_output, **kwargs)
print("It took ", time() - start, " seconds.")
return jrnl
def infer_parameters(model_num, synthetic, T, n_sample, ar_cutoff):
y_obs = [0]
#prior = Uniform([[0, 0, 0, 0], [5, 5, 2.5, 2.5]])
prior1 = Uniform([[0], [5]])
prior2 = Uniform([[0], [5]])
prior3 = Uniform([[0], [2.5]])
prior4 = Uniform([[0], [2.5]])
model = Airport([prior1, prior2, prior3, prior4],
name="Airport",
model_num=model_num,
synthetic=synthetic)
from abcpy.statistics import Identity
statistics_calculator = Identity(degree=1, cross=False)
from abcpy.distances import Euclidean
distance_calculator = Euclidean(statistics_calculator)
# define sampling scheme
from abcpy.inferences import SABC
sampler = SABC([model], [distance_calculator], backend)
# define sampling scheme
#from abcpy.inferences import PMCABC
#sampler = PMCABC([model], [distance_calculator], backend, kernel, seed=1)
# sample from scheme
journal = sampler.sample([y_obs],
T,
1000,
n_sample,
1,
ar_cutoff=ar_cutoff)
return journal
import numpy as np
from abcpy.continuousmodels import Uniform
from Model import AshDispersal
u0 = Uniform([[100], [300]], name='u0')
l0 = Uniform([[30], [100]], name='l0')
AD = AshDispersal([u0, l0], name='AD')
from abcpy.backends import BackendDummy as Backend
backend = Backend(process_per_model=2)
from abcpy.perturbationkernel import DefaultKernel
kernel = DefaultKernel([u0, l0])
from Distance import DepositionDistance
distance_calculator = DepositionDistance()
print(distance_calculator.distance("test.h5", "test.h5"))
from abcpy.inferences import SABC
sampler = SABC([AD], [distance_calculator], backend, kernel, seed=1)
#steps, epsilon, n_samples, n_samples_per_param, beta, delta, v, ar_cutoff, resample, n_update, adaptcov, full_output = 3, [50], 50, 1, 2, 0.2, 0.3, 0.1, None, None, 1, 1
steps, epsilon, n_samples, n_samples_per_param, beta, delta, v, ar_cutoff, resample, n_update, adaptcov, full_output = 3, [
1
], 1, 1, 2, 0.2, 0.3, 0.1, None, None, 1, 1
print('SABC Inferring')
journal_sabc = sampler.sample("test.h5", steps, epsilon, n_samples,
n_samples_per_param, beta, delta, v, ar_cutoff,
resample, n_update, adaptcov, full_output)
print('SABC done')
# # Define kernel and join the defined kernels
from abcpy.perturbationkernel import DefaultKernel
kernel = DefaultKernel([pAd, pAg, pT, pF, aT, v_z_AP, v_z_NAP])
# Define Distance functions
from abcpy.distances import Euclidean
from statistic import Multiply
L = np.load('Data/L_all_3_cross.npz')['L']
stat_mult = Multiply(L=L, degree=3, cross=True)
dist_calc_mult = Euclidean(stat_mult)
# SABC - Multiply##
from abcpy.inferences import SABC
print('Inference using Classifier Loss')
sampler = SABC([PD], [dist_calc_mult], backend, kernel, seed=1)
steps, epsilon, n_samples, n_samples_per_param, ar_cutoff, full_output, journal_file = 20, 10e20, 511, 1, 0.001, 1, None
print('SABC Inferring')
fakedata = PD.forward_simulate([noAP, noNAP, SR_x, 89.0, 76.0, 2.49, 7e-3, 7.7, 6e-3, 8e-4], k=1)
print(fakedata)
journal_sabc = sampler.sample(observations=[fakedata], steps=steps, epsilon=epsilon, n_samples=n_samples,
n_samples_per_param=n_samples_per_param, beta=2, delta=0.2, v=0.3,
ar_cutoff=0.001, resample=None, n_update=None, full_output=1,
journal_file=journal_file)
print(journal_sabc.posterior_mean())
journal_sabc.save('Data/Journals/sabc_obs_fake_'+str(ind)+'_multiply.jrnl')
if compute_MLE:
# print(distance_calculator.distance(resultfakeobs1, resultfakeobs2))
#
# Define kernel
from abcpy.perturbationkernel import DefaultKernel
kernel = DefaultKernel([
B_0, activation_energy, energy_tissue, energy_food, energy_synthesis,
half_saturation_coeff, max_ingestion_rate, mass_birth, mass_cocoon,
mass_maximum, mass_sexual_maturity, growth_constant, max_reproduction_rate,
speed
])
## SABC ##
from abcpy.inferences import SABC
sampler = SABC([EarthWorm], [distance_calculator], backend, kernel, seed=1)
steps, epsilon, n_samples, n_samples_per_param, ar_cutoff, full_output, journal_file = 10, 10000, 500, 1, 0.001, 1, None
print('SABC Inferring')
# We use resultfakeobs1 as our observed dataset
journal_sabc = sampler.sample([resultfakeobs1],
steps=steps,
epsilon=epsilon,
n_samples=n_samples,
n_samples_per_param=n_samples_per_param,
ar_cutoff=ar_cutoff,
full_output=full_output,
journal_file=journal_file)
print(journal_sabc.posterior_mean())
journal_sabc.save('sabc_earthworm_fakeobs1.jrnl')
# Define Distance functions
from abcpy.distances import Euclidean
dist_calc_seminn = Euclidean(learned_seminn_stat_loaded)
dist_calc_triplet = Euclidean(learned_triplet_stat_loaded)
from statistic import Multiply
L = np.load('Data/L_all_3_cross.npz')['L']
stat_mult = Multiply(L=L, degree=3, cross=True)
dist_calc_mult = Euclidean(stat_mult)
print(dist_calc_mult.distance(obsdata, obsdata))
# print('Inference starting')
# # ## SABC - SemiNN##
from abcpy.inferences import SABC
print('Inference using Semi NN')
sampler = SABC([PD], [dist_calc_seminn], backend, kernel, seed=1)
steps, epsilon, n_samples, n_samples_per_param, ar_cutoff, full_output, journal_file = 25, 10e20, 511, 1, 0.001, 1, None
print('SABC Inferring')
journal_sabc = sampler.sample(observations=[obsdata], steps=steps, epsilon=epsilon, n_samples=n_samples,
n_samples_per_param=n_samples_per_param, beta=2, delta=0.2, v=0.3,
ar_cutoff=0.001, resample=None, n_update=None, full_output=1,
journal_file=journal_file)
print(journal_sabc.posterior_mean())
if fake:
journal_sabc.save('Data/Journals/sabc_obs_fake_seminn.jrnl')
else:
journal_sabc.save('Data/Journals/sabc_obs_' + str(whichobs) + '_seminn.jrnl')
## SABC - Triplet##
print('Inference using Triplet Loss')
sampler = SABC([PD], [dist_calc_triplet], backend, kernel, seed=1)
steps, epsilon, n_samples, n_samples_per_param, ar_cutoff, full_output, journal_file = 10, 10e20, 511, 1, 0.001, 1, None
#Define model
lb, ub = [50, 5, 0.1, 0.5e-3, 0], [150, 20, 1.5, 3e-3, 10]
prior = Uniform(lb=[50, 5, 0.1, 0.5e-3, 0], ub=[150, 20, 1.5, 3e-3, 10])
pAd, pAg, pT, pF, aT = 110, 14.6, 0.6, 1.7e-3, 6
model = Deposition(prior, pAd, pAg, pT, pF, aT, seed=1)
# Observed data
a = np.array([[0, 0, 0, 172200, 4808], [20, 1689, 26.8, 155100, 1683],
[60, 2004, 29.9, 149400, 0], [120, 1968, 31.3, 140700, 0],
[300, 1946, 36.6, 125800, 0]])
np.save('depo_experimental.npy', a)
BE = np.zeros(shape=(10, 5))
index = 5
y_obs = np.load('depo_experimental.npy')[index]
# Define summary stat and distance
stat_calc = DepositionStatistics(degree=1, cross=0)
dist_calc = DepositionDistance(stat_calc)
mean = np.array([-13.0, .0, 7.0])
cov = np.eye(3)
kernel = MultiNormal(mean, cov, seed=1)
steps, epsilon, n_samples, n_samples_per_param = 2, 40, 1, 1
sampler = SABC(model, dist_calc, kernel, backend, seed=1)
journal_sabc = sampler.sample([y_obs], steps, epsilon, n_samples,
n_samples_per_param)
journal_sabc.save('experimental_5.jrnl')
samples = (journal_sabc.get_parameters(), journal_sabc.get_weights())
def ABC_inference(algorithm,
model,
observation,
distance_calculator,
eps,
n_samples,
n_steps,
backend,
seed=None,
full_output=0,
**kwargs):
"""NB: eps represents initial value of epsilon for PMCABC and SABC; represents the single eps value for RejectionABC
and represents the final value for SMCABC."""
start = time()
if algorithm == "PMCABC":
sampler = PMCABC([model], [distance_calculator], backend, seed=seed)
jrnl = sampler.sample([[observation]],
n_steps,
np.array([eps]),
n_samples=n_samples,
full_output=full_output,
**kwargs)
if algorithm == "APMCABC":
sampler = APMCABC([model], [distance_calculator], backend, seed=seed)
jrnl = sampler.sample([[observation]],
n_steps,
n_samples=n_samples,
full_output=full_output,
**kwargs)
elif algorithm == "SABC":
sampler = SABC([model], [distance_calculator], backend, seed=seed)
jrnl = sampler.sample([[observation]],
n_steps,
eps,
n_samples=n_samples,
full_output=full_output,
**kwargs)
elif algorithm == "RejectionABC":
sampler = RejectionABC([model], [distance_calculator],
backend,
seed=seed)
jrnl = sampler.sample([[observation]],
eps,
n_samples=n_samples,
full_output=full_output,
**kwargs)
elif algorithm == "SMCABC":
# for this usually a larger number of steps is required. alpha can be left to 0.95, covFactor=2 and
# resample=None. epsilon_final is instead important to fix!
sampler = SMCABC([model], [distance_calculator], backend, seed=seed)
# sample(observations, steps, n_samples=10000, n_samples_per_param=1, epsilon_final=0.1, alpha=0.95,
# covFactor=2, resample=None, full_output=0, which_mcmc_kernel=0, journal_file=None)
jrnl = sampler.sample([[observation]],
n_steps,
n_samples=n_samples,
full_output=full_output,
epsilon_final=eps,
**kwargs)
print("It took ", time() - start, " seconds.")
return jrnl