def inc_gamma_loss(logr_logitp, x, c):
logr, logitp = logr_logitp
r = np.exp(logr)
p = ilogit(logitp)
f = r*np.log((1-p)) + x.sum()*np.log(p) - gammaln(r) + np.log(gammaincc(r+x, c/p)).sum() # gammaln(r + x) + gamma.logcdf(c/p, r+x)
print(r,p, x, c, f)
print(np.log(gammaincc(r+x, c/p)))
def test_hrt_discrete():
from discrete import fit_classifier, MultinomialModel
from utils import ilogit
# Generate the ground truth
N = 500
X = (np.random.random(size=(N, 4)) <= ilogit(
(np.random.normal(size=(N, 4)) + np.random.normal(size=(N, 1))) /
2.)).astype(int)
true_logits = (np.array([0.5, 1, 1.5])[np.newaxis, :] * X[:, 0:1] +
np.array([-2, 1, -0.5])[np.newaxis, :] * X[:, 1:2] +
X[:, 0:1] * X[:, 1:2] * np.array([-2, 1, 2])[np.newaxis, :])
truth = np.exp(true_logits) / np.exp(true_logits).sum(axis=1,
keepdims=True)
true_model = MultinomialModel(truth)
# Sample some observations
y = true_model.sample()
# Fit the model
print('Fitting predictor')
split = int(np.round(X.shape[0] * 0.8))
model = fit_classifier(X[:split], y[:split], nepochs=20)
# Use the negative log-likelihood as the test statistic
tstat = lambda X_test: -np.log(model.predict(X_test).pmf(y[split:])).mean()
p_values = np.zeros(4)
for j in range(X.shape[1]):
p_values[j] = hrt(j,
tstat,
X[:split],
X[split:],
nperms=1000,
nbootstraps=10)['p_value']
print('Feature {}: p={}'.format(j, p_values[j]))
def generate_synthetic_z(X,
nsignals=10,
signal_strength=1,
alt_strength=-2,
max_nonnull=0.4,
**kwargs):
# Generate responses under the constraint that not too many are nonnull
h = np.ones(X.shape[0])
while h.mean() > max_nonnull:
# Sample the true nonnull features
signal_indices = np.random.choice(X.shape[1],
replace=False,
size=nsignals)
# Random coefficients with an average signal strength
beta = np.random.normal(0,
signal_strength /
np.sqrt(nsignals + nsignals // 2),
size=nsignals + nsignals // 2)
np.set_printoptions(precision=2, suppress=True)
# Quadratic interaction function
logits = (X[:, signal_indices].dot(beta[:nsignals]) +
(X[:, signal_indices[:nsignals // 2]] *
X[:, signal_indices[nsignals // 2:nsignals // 2 * 2]]).dot(
beta[nsignals:]) - 1)
# Get whether this was a signal or not
r = np.random.random(size=logits.shape[0])
h = ilogit(logits) >= r
# If it was, get the z-score
z = np.random.normal(alt_strength * h, 1).clip(-10, 10)
return z, h, signal_indices, beta
def generate_synthetic_X(nsamples=1000, nfeatures=100, r=0.25, **kwargs):
Sigma = np.array([
np.exp(-np.abs(np.arange(nfeatures) - i)) * r for i in range(nfeatures)
])
logits = np.random.multivariate_normal(np.zeros(nfeatures),
Sigma,
size=nsamples)
X = (np.random.random(size=logits.shape) <= ilogit(logits)).astype(int)
return X
def log_likelihood_fn(proposal_beta, idx):
if np.any(proposal_beta[:-1] > proposal_beta[1:]):
return -np.inf
present = Present[idx]
y = Y[idx][present][:, np.newaxis]
tau = ilogit(proposal_beta)[present][:, np.newaxis]
grid = Lam_grid[idx]
weights = Lam_weights[idx]
c = C[idx]
return np.log((poisson.pmf(y, grid * tau + c) * weights).clip(
1e-10, np.inf).sum(axis=1)).sum()
def test_ess_Sigma():
import matplotlib.pyplot as plt
import seaborn as sns
from utils import monotone_rejection_sampler
N = 100
ndoses = 9
M = np.random.normal(0, 4, size=(N, ndoses))
M.sort(axis=1)
A, B, C = np.random.gamma(5, 10, size=N), np.random.gamma(
1000, 10, size=N), np.random.gamma(10, 10,
size=N) # b is a scale param
n_pos_ctrl = 40
bandwidth, kernel_scale, noise_var = 1., 2., 0.05
Sigma = np.array([
kernel_scale * (np.exp(-0.5 *
(i - np.arange(ndoses))**2 / bandwidth**2))
for i in np.arange(ndoses)
]) + noise_var * np.eye(ndoses) # squared exponential kernel
Beta = np.array([monotone_rejection_sampler(m, Sigma) for m in M])
Tau = ilogit(Beta)
Lam_y = np.array(
[np.random.gamma(a, b, size=ndoses) for a, b in zip(A, B)])
Lam_r = np.array(
[np.random.gamma(a, b, size=n_pos_ctrl) for a, b in zip(A, B)])
Y = np.random.poisson(Tau * Lam_y + C[:, np.newaxis])
R = np.random.poisson(Lam_r + C[:, np.newaxis])
# Add some missing dosages to predict
for i in range(M.shape[0]):
for j in range(M.shape[1]):
if np.random.random() < 0.1:
Y[i, j] = -1
colors = ['blue', 'orange', 'green']
[plt.plot(t, color=color) for t, color in zip(Tau, colors)]
[
plt.scatter(np.arange(ndoses)[y >= 0],
((y[y >= 0] - c) / (r.mean() - c)).clip(0, 1),
color=color) for y, c, r, color in zip(Y, C, R, colors)
]
plt.show()
plt.close()
Beta_samples, Sigma_samples, Loglikelihood_samples = posterior_ess_Sigma(
Y, M, A, B, C, Sigma=Sigma)
from utils import pretty_str
print('Truth:')
print(pretty_str(Sigma))
print('')
print('Bayes estimate:')
print(pretty_str(Sigma_samples.mean(axis=0)))
print('Last sample:')
print(pretty_str(Sigma_samples[-1]))
def log_likelihood(z, idx):
expanded = len(z.shape) == 1
if expanded:
z = z[None]
z = z[..., None] # room for lambda grid
lam = lam_grid[idx, None, None] # room for z grid and multiple doses
c = C[idx, None, None, None]
w = weights[idx, None, None]
y = Y[idx, None, :, None]
result = np.nansum(np.log(
(poisson.pmf(y,
ilogit(z) * lam + c) * w).clip(1e-10,
np.inf).sum(axis=-1)),
axis=-1)
if expanded:
return result[0]
return result
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}
ebo = create_predictive_model(model_save_path, **dargs)
# Load the binarized features and factorization
print('Loading binarized features')
df_binarized = pd.read_csv(args.genomic_features.replace(
'.csv', '_binarized.csv'),
header=0,
index_col=0)
W = np.load(
args.genomic_features.replace('.csv', '_binarized_row_loading.npy'))
V = np.load(
args.genomic_features.replace('.csv', '_binarized_col_loading.npy'))
# Get the features and probs
X = df_binarized.values.astype(bool)
X_probs = ilogit(W.dot(V.T))
# Filter down to the cell lines we have features for
indices = [
i for i in range(X.shape[0]) if df_binarized.index[i] in ebo.cell_lines
]
X = X[indices]
X_probs = X_probs[indices]
# Filter down further to the cell lines we have responses with this drug
indices = np.arange(ebo.Y.shape[0])[np.any(
ebo.obs_mask[:, args.drug].astype(bool), axis=1)]
X = X[indices]
X_probs = X_probs[indices]
# Load the posteriors for this drug
def test_posterior_ess():
import matplotlib.pyplot as plt
import seaborn as sns
from utils import monotone_rejection_sampler
M = np.array([[-3, -2, -0.4, 0, 1, 1.1, 1.8, 3, 4],
[-7, -3, -0.1, 1.2, 1.5, 2.5, 3., 3.9, 4],
[-1, -0.5, 0, 1., 1.25, 2.5, 3.8, 3.9, 4]])
N = M.shape[0]
ndoses = M.shape[1]
A, B, C = np.random.gamma(5, 10, size=N), np.random.gamma(
1000, 10, size=N), np.random.gamma(10, 10,
size=N) # b is a scale param
n_pos_ctrl = 40
bandwidth, kernel_scale, noise_var = 1., 2., 0.05
Sigma = np.array([
kernel_scale * (np.exp(-0.5 *
(i - np.arange(ndoses))**2 / bandwidth**2))
for i in np.arange(ndoses)
]) + noise_var * np.eye(ndoses) # squared exponential kernel
Beta = np.array([monotone_rejection_sampler(m, Sigma) for m in M])
Tau = ilogit(Beta)
Lam_y = np.array(
[np.random.gamma(a, b, size=ndoses) for a, b in zip(A, B)])
Lam_r = np.array(
[np.random.gamma(a, b, size=n_pos_ctrl) for a, b in zip(A, B)])
Y = np.random.poisson(Tau * Lam_y + C[:, np.newaxis])
R = np.random.poisson(Lam_r + C[:, np.newaxis])
# Add some missing dosages to predict
for i in range(M.shape[0]):
for j in range(M.shape[1]):
if np.random.random() < 0.1:
Y[i, j] = -1
colors = ['blue', 'orange', 'green']
[plt.plot(t, color=color) for t, color in zip(Tau, colors)]
[
plt.scatter(np.arange(M.shape[1])[y >= 0],
((y[y >= 0] - c) / (r.mean() - c)).clip(0, 1),
color=color) for y, r, c, color in zip(Y, R, C, colors)
]
plt.show()
plt.close()
Beta_hat = posterior_ess(Y, M, Sigma, A, B, C)
Tau_hat = ilogit(Beta_hat)
Beta_hat2 = posterior_ess(Y, M, Sigma, A, B, C)
Tau_hat2 = ilogit(Beta_hat2)
Beta_hat3 = posterior_ess(Y, M, Sigma, A, B, C)
Tau_hat3 = ilogit(Beta_hat3)
with sns.axes_style('white', {'legend.frameon': True}):
plt.rc('font', weight='bold')
plt.rc('grid', lw=3)
plt.rc('lines', lw=2)
plt.rc('axes', lw=2)
colors = ['blue', 'orange', 'green']
fig, axarr = plt.subplots(1, 3, sharex=True, sharey=True)
for ax, y, t, t_hat, t_hat2, t_hat3, t_lower, t_upper, r, c, color in zip(
axarr, Y, Tau, Tau_hat.mean(axis=0), Tau_hat2.mean(axis=0),
Tau_hat3.mean(axis=0), np.percentile(Tau_hat, 5, axis=0),
np.percentile(Tau_hat, 95, axis=0), R, C, colors):
ax.scatter(np.arange(M.shape[1])[y >= 0],
((y[y >= 0] - c) / (r.mean() - c)).clip(0, 1),
color=color)
ax.plot(np.arange(M.shape[1]), t, color=color, lw=3, ls='--')
ax.plot(np.arange(M.shape[1]), t_hat, color=color, lw=3)
ax.plot(np.arange(M.shape[1]), t_hat2, color=color, lw=3)
ax.plot(np.arange(M.shape[1]), t_hat3, color=color, lw=3)
ax.fill_between(np.arange(M.shape[1]),
t_lower,
t_upper,
color=color,
alpha=0.5)
ax.set_xlabel('Dosage level', fontsize=18, weight='bold')
ax.set_ylabel('Survival percentage', fontsize=18, weight='bold')
plt.show()
def log_likelihood_fn(proposal_beta, dummy):
if np.any(proposal_beta[:-1] > proposal_beta[1:]):
return -np.inf
tau = ilogit(proposal_beta)[present][:, np.newaxis]
return np.log((poisson.pmf(y, grid * tau + c) * weights).clip(
1e-10, np.inf).sum(axis=1)).sum()
def run():
import matplotlib
matplotlib.use('Agg')
import matplotlib.pylab as plt
import os
import argparse
parser = argparse.ArgumentParser(
description=
'Estimate the dose-response covariance matrix on a per-drug basis.')
# Experiment settings
parser.add_argument(
'name',
default='gdsc',
help='The project name. Will be prepended to plots and saved files.')
parser.add_argument(
'--drug',
type=int,
help=
'If specified, fits only on a specific drug. This is useful for parallel/distributed training.'
)
parser.add_argument('--drug_responses',
default='data/raw_step3.csv',
help='The dataset file with all of the experiments.')
parser.add_argument('--genomic_features',
default='data/gdsc_all_features.csv',
help='The file with the cell line features.')
parser.add_argument(
'--drug_details',
default='data/gdsc_drug_details.csv',
help=
'The data file with all of the drug information (names, targets, etc).'
)
parser.add_argument('--plot_path',
default='plots',
help='The path where plots will be saved.')
parser.add_argument('--save_path',
default='data',
help='The path where data and models will be saved.')
parser.add_argument('--seed',
type=int,
default=42,
help='The pseudo-random number generator seed.')
parser.add_argument(
'--torch_threads',
type=int,
default=1,
help='The number of threads that pytorch can use in a fold.')
parser.add_argument('--no_fix',
action='store_true',
default=False,
help='Do not correct the dosages.')
parser.add_argument('--verbose',
action='store_true',
help='If specified, prints progress to terminal.')
parser.add_argument('--nburn',
type=int,
default=500,
help='Number of MCMC burn-in steps.')
parser.add_argument('--nsamples',
type=int,
default=1500,
help='Number of MCMC steps to use.')
parser.add_argument('--nthin',
type=int,
default=1,
help='Number of MCMC steps between sample steps.')
parser.add_argument('--diagnostic',
action='store_true',
default=False,
help='Run a diagnostic setup to check convergence.')
parser.add_argument('--ntrace',
type=int,
default=5,
help='Run a diagnostic setup to check convergence.')
parser.add_argument('--ndiag',
type=int,
default=30,
help='Run a diagnostic setup to check convergence.')
# Get the arguments from the command line
args = parser.parse_args()
dargs = vars(args)
# Seed the random number generators so we get reproducible results
np.random.seed(args.seed)
print('Running posterior sampler with args:')
print(args)
print('Working on project: {}'.format(args.name))
# Create the model directory
model_save_path = os.path.join(args.save_path, args.name)
if not os.path.exists(model_save_path):
os.makedirs(model_save_path)
# Load the predictor
ebo = create_predictive_model(model_save_path, **dargs)
ebo.load()
# Generate MCMC diagnostics instead of saving results
if args.diagnostic:
diagnostics(args, dargs, ebo)
return
# Fit the posterior via MCMC
drug_idx = args.drug
indices, Beta, Sigma, loglike = beta_mcmc(ebo, drug_idx, **dargs)
# Calculate the posterior AUC scores
Tau = ilogit(Beta)
AUC = (Tau.sum(axis=2) -
0.5 * Tau[:, :, [0, -1]].sum(axis=2)) / (Tau.shape[2] - 1)
posteriors_path = os.path.join(model_save_path, 'posteriors')
if not os.path.exists(posteriors_path):
os.makedirs(posteriors_path)
np.save(os.path.join(posteriors_path, 'betas{}'.format(drug_idx)), Beta)
np.save(os.path.join(posteriors_path, 'sigmas{}'.format(drug_idx)), Sigma)
np.save(os.path.join(posteriors_path, 'taus{}'.format(drug_idx)), Tau)
np.save(os.path.join(posteriors_path, 'aucs{}'.format(drug_idx)), AUC)
### Plot examples
import matplotlib.pyplot as plt
import seaborn as sns
# Get the offsets and grids
lam_grid = ebo.lam_grid[indices, drug_idx]
weights = gamma.pdf(lam_grid,
ebo.A[indices, drug_idx, None],
scale=ebo.B[indices, drug_idx,
None]) #.clip(1e-10, np.inf)
weights /= weights.sum(axis=-1, keepdims=True)
Y = ebo.Y[indices, drug_idx]
C = ebo.C[indices, drug_idx]
# Get the empirical Bayes predicted mean and back out the logits
# tau_hat = ebo.mu[indices, drug_idx].clip(1e-4, 1-1e-4)
tau_hat = ebo.predict_mu(ebo.X[indices])[:, drug_idx].clip(1e-4, 1 - 1e-4)
Mu = np.log(tau_hat / (1 - tau_hat))
Tau_unclipped = ((Y - C[..., None]) /
lam_grid[..., lam_grid.shape[-1] // 2, None])
# for idx in range(30):
# plt.scatter(np.arange(Y.shape[1])[::-1], Tau_unclipped[idx], color='gray', label='Observed')
# plt.plot(np.arange(Y.shape[1])[::-1], ilogit(Mu[idx]), color='orange', label='Prior')
# plt.plot(np.arange(Y.shape[1])[::-1], ilogit(Beta[:,idx].mean(axis=0)), color='blue', label='Posterior')
# plt.fill_between(np.arange(Y.shape[1])[::-1],
# ilogit(np.percentile(Beta[:,idx], 5, axis=0)),
# ilogit(np.percentile(Beta[:,idx], 95, axis=0)),
# alpha=0.3, color='blue')
# plt.legend(loc='lower left')
# plt.savefig('plots/posteriors-drug{}-sample{}.pdf'.format(drug_idx, idx), bbox_inches='tight')
# plt.close()
# Fix bugs -- done and saved
# df_sanger['DRUG_NAME'] = df_sanger['DRUG_NAME'].str.strip()
# df_sanger[df_sanger['DRUG_NAME'] == 'BX-795'] = 'BX-796'
# df_sanger[df_sanger['DRUG_NAME'] == 'SB505124'] = 'SB-505124'
# df_sanger[df_sanger['DRUG_NAME'] == 'Lestaurtinib'] = 'Lestauritinib'
# Get all the Sanger-processed AUC scores in a way we can handle it
sanger_auc_path = os.path.join(args.save_path, 'sanger_auc.npy')
if not os.path.exists(sanger_auc_path):
import pandas as pd
from collections import defaultdict
df_sanger = pd.read_csv(os.path.join(args.save_path, 'gdsc_auc.csv'),
header=0,
index_col=0)
cell_map, drug_map = defaultdict(lambda: -1), defaultdict(lambda: -1)
for idx, c in enumerate(ebo.cell_lines):
cell_map[c] = idx
for idx, d in enumerate(ebo.drugs):
drug_map[d] = idx
AUC_sanger = np.full(ebo.Y.shape[:2], np.nan)
for idx, row in df_sanger.iterrows():
cidx, didx = cell_map[row['CELL_LINE_NAME']], drug_map[
row['DRUG_NAME']]
if cidx == -1 or didx == -1:
continue
AUC_sanger[cidx, didx] = row['AUC']
np.save(sanger_auc_path, AUC_sanger)
else:
AUC_sanger = np.load(sanger_auc_path)
import seaborn as sns
with sns.axes_style('white', {'legend.frameon': True}):
plt.rc('font', weight='bold')
plt.rc('grid', lw=3)
plt.rc('lines', lw=3)
matplotlib.rcParams['pdf.fonttype'] = 42
matplotlib.rcParams['ps.fonttype'] = 42
overlap = ~np.isnan(AUC_sanger[indices, drug_idx])
x = AUC_sanger[indices[overlap], drug_idx]
y = AUC[:, overlap].mean(axis=0)
plt.scatter(x, y, s=4)
plt.plot([min(x.min(), y.min()), 1], [min(x.min(), y.min()), 1],
color='red',
lw=2)
plt.xlabel('Original AUC', fontsize=18)
plt.ylabel('Bayesian AUC', fontsize=18)
plt.savefig('plots/auc-compare{}.pdf'.format(drug_idx),
bbox_inches='tight')
plt.close()
def diagnostics(args, dargs, ebo):
import matplotlib
matplotlib.use('Agg')
import matplotlib.pylab as plt
# Get the index of the target drug
drug_idx = args.drug
# Save all samples including burn-in and thinning
nsampels, nthin, nburn = args.nsamples, args.nthin, args.nburn
args.nsamples = args.nsamples * args.nthin + args.nburn
args.nburn = 0
args.nthin = 1
# Filter down the drugs to a few randomly chosen subsets
indices = np.random.choice(np.arange(ebo.Y.shape[0])[np.any(
ebo.obs_mask[:, drug_idx].astype(bool), axis=1)],
size=args.ndiag,
replace=False)
mask = np.zeros(ebo.obs_mask.shape)
mask[indices, drug_idx] = ebo.obs_mask[indices, drug_idx]
ebo.obs_mask = mask
# Fit the posterior via MCMC
indices, Beta, Sigma, loglike = beta_mcmc(ebo, drug_idx, **dargs)
# Get all the different survival rates
Tau = ilogit(Beta)
# Simple trace plot
import seaborn as sns
with sns.axes_style('white', {'legend.frameon': True}):
plt.rc('font', weight='bold')
plt.rc('grid', lw=3)
plt.rc('lines', lw=1)
matplotlib.rcParams['pdf.fonttype'] = 42
matplotlib.rcParams['ps.fonttype'] = 42
plt.plot(Tau[:, :args.ntrace, 0].reshape((Tau.shape[0], -1)))
plt.xlabel('MCMC iteration', fontsize=18)
plt.ylabel('Dose-response values ($\\tau$)', fontsize=18)
plt.savefig(f'{args.plot_path}/trace-{args.drug}.pdf',
bbox_inches='tight')
plt.close()
# Filter Tau using the burn-in and thinning settings
Tau = Tau[nburn:]
Tau = Tau[::nthin]
# Coverage stats
credible_intervals = np.array([.50, .75, .85, .90, .95, .99])
# Get the offsets and grids
Y = ebo.Y[indices, drug_idx]
C = ebo.C[indices, drug_idx]
lams = gamma.rvs(ebo.A[indices, drug_idx],
scale=ebo.B[indices, drug_idx],
size=(100, Tau.shape[0]) + ebo.A[indices, drug_idx].shape)
print(Y.shape, C.shape, lams.shape, Tau.shape)
# Calculate the upper and lower credible interval bands via MC
Y_samples = poisson.rvs(C[None, None, :, None] + lams[..., None] *
Tau[None]).reshape((-1, ) + Tau.shape[-2:])
Y_upper = np.zeros((len(credible_intervals), ) + Y.shape)
Y_lower = np.zeros((len(credible_intervals), ) + Y.shape)
print('Y samples', Y_samples.shape, 'Y_upper', Y_upper.shape)
for ci_idx, interval in enumerate(credible_intervals):
Y_upper[ci_idx] = np.percentile(Y_samples,
100 - (1 - interval) / 2 * 100,
axis=0)
Y_lower[ci_idx] = np.percentile(Y_samples, (1 - interval) / 2 * 100,
axis=0)
# Check for coverage rates
coverage = np.array([
np.nanmean((Y_lower[i] <= Y) & (Y_upper[i] >= Y))
for i in range(len(credible_intervals))
])
print(coverage)
import seaborn as sns
with sns.axes_style('white', {'legend.frameon': True}):
plt.rc('font', weight='bold')
plt.rc('grid', lw=3)
plt.rc('lines', lw=3)
matplotlib.rcParams['pdf.fonttype'] = 42
matplotlib.rcParams['ps.fonttype'] = 42
plt.plot(credible_intervals * 100, coverage * 100, color='blue')
plt.plot(credible_intervals * 100,
credible_intervals * 100,
color='black')
plt.xlabel('Posterior credible interval', fontsize=18)
plt.ylabel('Coverage', fontsize=18)
plt.savefig(f'{args.plot_path}/coverage-{args.drug}.pdf',
bbox_inches='tight')
plt.close()
