def test_group_sparse_covariance():
# run in debug mode. Should not fail
# without debug mode: cost must decrease.
signals, _, _ = generate_group_sparse_gaussian_graphs(
density=0.1, n_subjects=5, n_features=10,
min_n_samples=100, max_n_samples=151,
random_state=np.random.RandomState(0))
alpha = 0.1
# These executions must hit the tolerance limit
emp_covs, omega = group_sparse_covariance(signals, alpha, max_iter=20,
tol=1e-2, debug=True, verbose=0)
emp_covs, omega2 = group_sparse_covariance(signals, alpha, max_iter=20,
tol=1e-2, debug=True, verbose=0)
np.testing.assert_almost_equal(omega, omega2, decimal=4)
class Probe(object):
def __init__(self):
self.objective = []
def __call__(self, emp_covs, n_samples, alpha, max_iter, tol, n, omega,
omega_diff):
if n >= 0:
_, objective = group_sparse_scores(omega, n_samples, emp_covs,
alpha)
self.objective.append(objective)
# Use a probe to test for number of iterations and decreasing objective.
probe = Probe()
emp_covs, omega = group_sparse_covariance(
signals, alpha, max_iter=4, tol=None, verbose=0, probe_function=probe)
objective = probe.objective
# check number of iterations
assert_equal(len(objective), 4)
# np.testing.assert_array_less is a strict comparison.
# Zeros can occur in np.diff(objective).
assert_true(np.all(np.diff(objective) <= 0))
assert_equal(omega.shape, (10, 10, 5))
# Test input argument checking
assert_raises(ValueError, group_sparse_covariance, signals, "")
assert_raises(ValueError, group_sparse_covariance, 1, alpha)
assert_raises(ValueError, group_sparse_covariance,
[np.ones((2, 2)), np.ones((2, 3))], alpha)
# Check consistency between classes
gsc1 = GroupSparseCovarianceCV(alphas=4, tol=1e-1, max_iter=20, verbose=0,
early_stopping=True)
gsc1.fit(signals)
gsc2 = GroupSparseCovariance(alpha=gsc1.alpha_, tol=1e-1, max_iter=20,
verbose=0)
gsc2.fit(signals)
np.testing.assert_almost_equal(gsc1.precisions_, gsc2.precisions_,
decimal=4)
def cv_object_study(early_stopping=True, output_dir="_early_stopping"):
"""Convenience function for running GroupSparseCovarianceCV. """
parameters = {'n_tasks': 10, 'tol': 1e-3, 'max_iter': 50, "n_jobs": 7,
"cv": 4}
parameters["tol_cv"] = parameters["tol"]
parameters["max_iter_cv"] = parameters["max_iter"]
synthetic = False
print("-- Getting signals")
if synthetic:
parameters["n_features"] = 50
parameters["density"] = 0.2
signals, _, _ = testing.generate_group_sparse_gaussian_graphs(
n_subjects=parameters["n_tasks"],
n_features=parameters["n_features"],
min_n_samples=100, max_n_samples=150,
density=parameters["density"])
else:
mem = joblib.Memory(".")
signals = []
for n in range(parameters["n_tasks"]):
signals.append(mem.cache(region_signals)(n))
print("-- Optimizing")
gsc = GroupSparseCovarianceCV(early_stopping=early_stopping,
cv=parameters["cv"],
n_jobs=parameters["n_jobs"],
tol=parameters["tol"],
tol_cv=parameters["tol_cv"],
max_iter=parameters["max_iter"],
max_iter_cv=parameters["max_iter_cv"],
verbose=1)
t0 = time.time()
gsc.fit(signals)
t1 = time.time()
print("\nTime spent in fit(): %.1f s" % (t1 - t0))
print("\n-- selected alpha: %.3e" % gsc.alpha_)
print("-- cv_alphas_:")
print(repr(np.asarray(gsc.cv_alphas_)))
print("-- cv_scores_:")
print(repr(np.asarray(gsc.cv_scores_)))
out_filename = os.path.join(output_dir, "cv_object_study.pickle")
pickle.dump([gsc.alpha_, gsc.cv_alphas_, gsc.cv_scores_, gsc.covariances_,
gsc.precisions_], open(out_filename, "wb"))
def compute_group_sparse_covariance(dataset, session='func1',
preprocessing_folder='pipeline_1',
plot=True, save=True, save_file=True,
msdl=False):
"""Returns Group sparse covariance for all subjects
"""
ts = []
# load timeseries
if msdl:
for subject_id in dataset.subjects:
ts.append(load_dynacomp_msdl_timeseries(subject_id,\
session=session, preprocessing_folder=preprocessing_folder))
roi_names, roi_coords = load_msdl_names_and_coords()
else:
for subject_id in dataset.subjects:
ts.append(load_dynacomp_roi_timeseries(subject_id, session=session,\
preprocessing_folder=preprocessing_folder))
# load rois
roi_names, roi_coords = load_roi_names_and_coords(subject_id)
gsc = GroupSparseCovarianceCV(verbose=2)
gsc.fit(ts)
if plot:
for i in range(len(dataset.subjects)):
if not msdl:
# load rois
roi_names,\
roi_coords = load_roi_names_and_coords(dataset.subjects[i])
plot_connectivity_matrix(dataset.subjects[i], dataset.group[i],
gsc.covariances_[..., i],
roi_names, 'gsc_covariance', session,
preprocessing_folder, save, msdl)
plot_connectivity_matrix(dataset.subjects[i], dataset.group[i],
gsc.precisions_[..., i],
roi_names, 'gsc_precision', session,
preprocessing_folder, save, msdl)
sparsity = (gsc.precisions_[..., i] == 0)
plot_connectivity_matrix(dataset.subjects[i], dataset.group[i],
sparsity,
roi_names, 'gsc_sparsity', session,
preprocessing_folder, save, msdl)
plot_connectivity_glassbrain(dataset.subjects[i], dataset.group[i],
gsc.covariances_[..., i],
roi_coords, 'gsc_covariance', session,
preprocessing_folder, save, msdl)
for i in range(len(dataset.subjects)):
if not msdl:
# load rois
roi_names,\
roi_coords = load_roi_names_and_coords(dataset.subjects[i])
sparsity = (gsc.precisions_[..., i] == 0)
CONN_DIR = set_data_base_dir('Dynacomp/connectivity')
subject_id = dataset.subjects[i]
if not os.path.isdir(os.path.join(CONN_DIR, subject_id)):
os.mkdir(os.path.join(CONN_DIR, subject_id))
output_file = os.path.join(CONN_DIR, subject_id,
'gsc_' + session + '_' + preprocessing_folder)
if msdl:
output_file += '_msdl'
np.savez(output_file, covariance=gsc.covariances_[..., i],
precision=gsc.precisions_[..., i], sparsity=sparsity,
roi_names=roi_names, roi_coords=roi_coords)
return gsc, roi_names, roi_coords
density=0.1)
fig = plt.figure(figsize=(10, 7))
plt.subplots_adjust(hspace=0.4)
for n in range(n_displayed):
plt.subplot(n_displayed, 4, 4 * n + 1)
plot_matrix(precisions[n])
if n == 0:
plt.title("ground truth")
plt.ylabel("subject %d" % n)
# Run group-sparse covariance on all subjects
from nilearn.group_sparse_covariance import GroupSparseCovarianceCV
gsc = GroupSparseCovarianceCV(max_iter=50, verbose=1)
gsc.fit(subjects)
for n in range(n_displayed):
plt.subplot(n_displayed, 4, 4 * n + 2)
plot_matrix(gsc.precisions_[..., n])
if n == 0:
plt.title("group-sparse\n$\\alpha=%.2f$" % gsc.alpha_)
# Fit one graph lasso per subject
from sklearn.covariance import GraphLassoCV
gl = GraphLassoCV(verbose=1)
for n, subject in enumerate(subjects[:n_displayed]):
gl.fit(subject)
confound_filenames):
print("Processing file %s" % func_filename)
# Computing some confounds
hv_confounds = mem.cache(image.high_variance_confounds)(
func_filename)
region_ts = masker.transform(func_filename,
confounds=[hv_confounds, confound_filename])
subject_time_series.append(region_ts)
# Computing group-sparse precision matrices ###################################
print("-- Computing group-sparse precision matrices ...")
from nilearn.group_sparse_covariance import GroupSparseCovarianceCV
gsc = GroupSparseCovarianceCV(verbose=2)
gsc.fit(subject_time_series)
print("-- Computing graph-lasso precision matrices ...")
from sklearn import covariance
gl = covariance.GraphLassoCV(verbose=2)
gl.fit(np.concatenate(subject_time_series))
# Displaying results ##########################################################
atlas_imgs = image.iter_img(msdl_atlas_dataset.maps)
atlas_region_coords = [plotting.find_xyz_cut_coords(img) for img in atlas_imgs]
title = "GraphLasso"
plotting.plot_connectome(-gl.precision_, atlas_region_coords,
edge_threshold='90%',
title="Sparse inverse covariance (GraphLasso)")
plotting.plot_connectome(gl.covariance_,
max_n_samples=50,
density=0.1)
fig = plt.figure(figsize=(10, 7))
plt.subplots_adjust(hspace=0.4)
for n in range(n_displayed):
plt.subplot(n_displayed, 4, 4 * n + 1)
plot_matrix(precisions[n])
if n == 0:
plt.title("ground truth")
plt.ylabel("subject %d" % n)
# Run group-sparse covariance on all subjects
from nilearn.group_sparse_covariance import GroupSparseCovarianceCV
gsc = GroupSparseCovarianceCV(max_iter=50, verbose=1)
gsc.fit(subjects)
for n in range(n_displayed):
plt.subplot(n_displayed, 4, 4 * n + 2)
plot_matrix(gsc.precisions_[..., n])
if n == 0:
plt.title("group-sparse\n$\\alpha=%.2f$" % gsc.alpha_)
# Fit one graph lasso per subject
from sklearn.covariance import GraphLassoCV
gl = GraphLassoCV(verbose=True)
for n, subject in enumerate(subjects[:n_displayed]):
gl.fit(subject)
plt.subplot(n_displayed, 4, 4 * n + 3)
for func_filename, confound_filename in zip(func_filenames,
confound_filenames):
print("Processing file %s" % func_filename)
# Computing some confounds
hv_confounds = mem.cache(image.high_variance_confounds)(func_filename)
region_ts = masker.transform(func_filename,
confounds=[hv_confounds, confound_filename])
subject_time_series.append(region_ts)
# Computing group-sparse precision matrices ###################################
print("-- Computing group-sparse precision matrices ...")
from nilearn.group_sparse_covariance import GroupSparseCovarianceCV
gsc = GroupSparseCovarianceCV(verbose=2)
gsc.fit(subject_time_series)
print("-- Computing graph-lasso precision matrices ...")
from sklearn import covariance
gl = covariance.GraphLassoCV(verbose=2)
gl.fit(np.concatenate(subject_time_series))
# Displaying results ##########################################################
atlas_imgs = image.iter_img(msdl_atlas_dataset.maps)
atlas_region_coords = [plotting.find_xyz_cut_coords(img) for img in atlas_imgs]
title = "GraphLasso"
plotting.plot_connectome(-gl.precision_,
atlas_region_coords,
edge_threshold='90%',
title="Sparse inverse covariance (GraphLasso)")
def compute_group_sparse_covariance(dataset,
session='func1',
preprocessing_folder='pipeline_1',
plot=True,
save=True,
save_file=True,
msdl=False):
"""Returns Group sparse covariance for all subjects
"""
ts = []
# load timeseries
if msdl:
for subject_id in dataset.subjects:
ts.append(load_dynacomp_msdl_timeseries(subject_id,\
session=session, preprocessing_folder=preprocessing_folder))
roi_names, roi_coords = load_msdl_names_and_coords()
else:
for subject_id in dataset.subjects:
ts.append(load_dynacomp_roi_timeseries(subject_id, session=session,\
preprocessing_folder=preprocessing_folder))
# load rois
roi_names, roi_coords = load_roi_names_and_coords(subject_id)
gsc = GroupSparseCovarianceCV(verbose=2)
gsc.fit(ts)
if plot:
for i in range(len(dataset.subjects)):
if not msdl:
# load rois
roi_names,\
roi_coords = load_roi_names_and_coords(dataset.subjects[i])
plot_connectivity_matrix(dataset.subjects[i], dataset.group[i],
gsc.covariances_[..., i], roi_names,
'gsc_covariance', session,
preprocessing_folder, save, msdl)
plot_connectivity_matrix(dataset.subjects[i], dataset.group[i],
gsc.precisions_[..., i], roi_names,
'gsc_precision', session,
preprocessing_folder, save, msdl)
sparsity = (gsc.precisions_[..., i] == 0)
plot_connectivity_matrix(dataset.subjects[i], dataset.group[i],
sparsity, roi_names, 'gsc_sparsity',
session, preprocessing_folder, save, msdl)
plot_connectivity_glassbrain(dataset.subjects[i], dataset.group[i],
gsc.covariances_[..., i], roi_coords,
'gsc_covariance', session,
preprocessing_folder, save, msdl)
for i in range(len(dataset.subjects)):
if not msdl:
# load rois
roi_names,\
roi_coords = load_roi_names_and_coords(dataset.subjects[i])
sparsity = (gsc.precisions_[..., i] == 0)
CONN_DIR = set_data_base_dir('Dynacomp/connectivity')
subject_id = dataset.subjects[i]
if not os.path.isdir(os.path.join(CONN_DIR, subject_id)):
os.mkdir(os.path.join(CONN_DIR, subject_id))
output_file = os.path.join(
CONN_DIR, subject_id,
'gsc_' + session + '_' + preprocessing_folder)
if msdl:
output_file += '_msdl'
np.savez(output_file,
covariance=gsc.covariances_[..., i],
precision=gsc.precisions_[..., i],
sparsity=sparsity,
roi_names=roi_names,
roi_coords=roi_coords)
return gsc, roi_names, roi_coords