def fit(self, bounds=None, start=None):
"""Fit incidence function parameters."""
start_vals = start['beta'].flatten()
bound_vals = bounds['beta'].flatten().reshape((4, 2))
start_transformed = fitting.logit_transform(start_vals, bound_vals)
init_state = np.sum(self.parent_fitter.parent_fitter.data['init_state'][0].reshape((3, 6)),
axis=0)
model_params = {
'birth_rate': self.parent_fitter.parent_fitter.sim_params['birth_rate'],
'death_rate': self.parent_fitter.parent_fitter.sim_params['death_rate'],
'removal_rate': self.parent_fitter.parent_fitter.sim_params['removal_rate'],
'recov_rate': self.parent_fitter.parent_fitter.sim_params['recov_rate'],
'state_init': init_state,
'times': self.parent_fitter.parent_fitter.data['dpc_times'],
'max_control_rate': 0,
'high_alloc_cost': 0,
'low_alloc_cost': 0
}
model = risk_model.RiskModel(model_params, self)
# Minimise SSE
param_fit_transformed = minimize(
self.sse, start_transformed, method="L-BFGS-B", options={'ftol': 1e-12},
args=(bound_vals, model))
param_fit = fitting.reverse_logit_transform(param_fit_transformed.x, bound_vals)
self.data['beta'] = np.array(param_fit).reshape((2, 2))
def fit(self, bounds=None, start=None):
"""Fit incidence function parameters."""
# Fit parameters associated with each risk group separately since log likelihood separates
for risk in Risk:
start_vals = start['beta'][risk]
bound_vals = bounds['beta'][risk]
param_dict_tmp = {
'beta': np.zeros((2, 2))
}
start_transformed = fitting.logit_transform(start_vals, bound_vals)
def neg_loglik(params, risk, bounds, param_dict):
"""Calculate negative log likelihood from transformed optimisation parameters."""
# First reverse logit transform parameters
_params_rev_trans = fitting.reverse_logit_transform(params, bounds)
param_dict['beta'][risk] = _params_rev_trans
val = self._calc_likelihood(param_dict, [risk])
return np.nan_to_num(-val)
# Minimise negative log likelihood
param_fit_transformed = minimize(
neg_loglik, start_transformed, method="L-BFGS-B", options={'ftol': 1e-12},
args=(risk, bound_vals, param_dict_tmp))
param_fit = fitting.reverse_logit_transform(param_fit_transformed.x, bound_vals)
if 'beta' not in self.data:
self.data['beta'] = np.zeros((2, 2))
self.data['beta'][risk] = param_fit
def sse(self, params, bounds, model):
"""Calculate sum squared errors from transformed optimisation parameters."""
# First reverse logit transform parameters
_params_rev_trans = fitting.reverse_logit_transform(params, bounds)
self.data['sigma'][[0, 1, 1, 2, 2],
[0, 0, 1, 1, 2]] = _params_rev_trans[0:5]
self.data['rho'][[0, 1, 1], [1, 0, 1]] = _params_rev_trans[5:]
# Run ODE model with parameters
ode_run = model.run_policy(space_model.no_control_policy)
dpc_data = self.parent_fitter.parent_fitter.data['dpc_inf']
dpc_times = self.parent_fitter.parent_fitter.data['dpc_times']
# Calculate SSE
sse = 0
for i in range(dpc_data.shape[3]):
for region in range(3):
sse += np.sum(
np.square(dpc_data[region, 0, :, i] - np.array(
[ode_run.state(t)[6 * region + 1]
for t in dpc_times])))
sse += np.sum(
np.square(dpc_data[region, 1, :, i] - np.array(
[ode_run.state(t)[6 * region + 4]
for t in dpc_times])))
return sse
def neg_loglik(params, risk, bounds, param_dict):
"""Calculate negative log likelihood from transformed optimisation parameters."""
# First reverse logit transform parameters
_params_rev_trans = fitting.reverse_logit_transform(params, bounds)
param_dict['beta'][risk] = _params_rev_trans
val = self._calc_likelihood(param_dict, [risk])
return np.nan_to_num(-val)
def neg_loglik(params, bounds, param_dict):
"""Calculate neg log likelihood from transformed optimisation parameters."""
# First reverse logit transform parameters
_params_rev_trans = fitting.reverse_logit_transform(params, bounds)
param_dict['sigma'][[0, 1, 1, 2, 2],
[0, 0, 1, 1, 2]] = _params_rev_trans[0:5]
param_dict['rho'][[0, 1, 1], [1, 0, 1]] = _params_rev_trans[5:]
val = self._calc_likelihood(param_dict)
return np.nan_to_num(-val)
def fit(self, bounds=None, start=None):
"""Fit incidence function parameters."""
nparams = 8
start_vals = np.zeros(nparams)
bound_vals = np.zeros((nparams, 2))
start_vals[0:5] = start['sigma'].flatten()[[0, 3, 4, 7, 8]]
bound_vals[0:5, :] = bounds['sigma'].reshape(9, 2)[[0, 3, 4, 7, 8]]
start_vals[5:] = [
start['rho'][0, 1], start['rho'][1, 0], start['rho'][1, 1]
]
bound_vals[5:, :] = bounds['rho'].reshape(4, 2)[[1, 2, 3]]
param_dict_tmp = {'sigma': np.zeros((3, 3)), 'rho': np.zeros((2, 2))}
param_dict_tmp['rho'][0, 0] = 1
param_dict_tmp['sigma'][0, 2] = 0
param_dict_tmp['sigma'][2, 0] = 0
param_dict_tmp['sigma'][0, 1] = 0
param_dict_tmp['sigma'][1, 0] = 0
start_transformed = fitting.logit_transform(start_vals, bound_vals)
def neg_loglik(params, bounds, param_dict):
"""Calculate neg log likelihood from transformed optimisation parameters."""
# First reverse logit transform parameters
_params_rev_trans = fitting.reverse_logit_transform(params, bounds)
param_dict['sigma'][[0, 1, 1, 2, 2],
[0, 0, 1, 1, 2]] = _params_rev_trans[0:5]
param_dict['rho'][[0, 1, 1], [1, 0, 1]] = _params_rev_trans[5:]
val = self._calc_likelihood(param_dict)
return np.nan_to_num(-val)
param_fit_transformed = minimize(neg_loglik,
start_transformed,
method="L-BFGS-B",
options={'ftol': 1e-12},
args=(bound_vals, param_dict_tmp))
param_fit = fitting.reverse_logit_transform(param_fit_transformed.x,
bound_vals)
if 'sigma' not in self.data:
self.data['sigma'] = np.zeros((3, 3))
if 'rho' not in self.data:
self.data['rho'] = np.ones((2, 2))
self.data['sigma'][[0, 1, 1, 2, 2], [0, 0, 1, 1, 2]] = param_fit[0:5]
self.data['rho'][[0, 1, 1], [1, 0, 1]] = param_fit[5:]
def sse(self, params, bounds, model):
"""Calculate sum squared errors from transformed optimisation parameters."""
# First reverse logit transform parameters
_params_rev_trans = fitting.reverse_logit_transform(params, bounds)
self.data['beta'] = np.array(_params_rev_trans).reshape((2, 2))
# Run ODE model with parameters
ode_run = model.run_policy(risk_model.no_control_policy)
dpc_data = self.parent_fitter.parent_fitter.data['dpc_inf']
dpc_times = self.parent_fitter.parent_fitter.data['dpc_times']
# Calculate SSE
sse = 0
for i in range(dpc_data.shape[3]):
sse += np.sum(np.square(np.sum(
dpc_data[:, 0, :, i], axis=0) - np.array([ode_run.state(t)[1] for t in dpc_times])))
sse += np.sum(np.square(np.sum(
dpc_data[:, 1, :, i], axis=0) - np.array([ode_run.state(t)[4] for t in dpc_times])))
return sse
def fit(self, bounds=None, start=None):
"""Fit incidence function parameters."""
nparams = 8
start_vals = np.zeros(nparams)
bound_vals = np.zeros((nparams, 2))
start_vals[0:5] = start['sigma'].flatten()[[0, 3, 4, 7, 8]]
bound_vals[0:5, :] = bounds['sigma'].reshape(9, 2)[[0, 3, 4, 7, 8]]
start_vals[5:] = [
start['rho'][0, 1], start['rho'][1, 0], start['rho'][1, 1]
]
bound_vals[5:, :] = bounds['rho'].reshape(4, 2)[[1, 2, 3]]
self.data['sigma'] = np.zeros((3, 3), dtype=float)
self.data['rho'] = np.ones((2, 2), dtype=float)
start_transformed = fitting.logit_transform(start_vals, bound_vals)
init_state = self.parent_fitter.parent_fitter.data['init_state'][0]
model_params = {
'birth_rate':
self.parent_fitter.parent_fitter.sim_params['birth_rate'],
'death_rate':
self.parent_fitter.parent_fitter.sim_params['death_rate'],
'removal_rate':
self.parent_fitter.parent_fitter.sim_params['removal_rate'],
'recov_rate':
self.parent_fitter.parent_fitter.sim_params['recov_rate'],
'state_init':
init_state,
'times':
self.parent_fitter.parent_fitter.data['dpc_times'],
'max_control_rate':
0,
'high_alloc_cost':
0,
'low_alloc_cost':
0
}
model = space_model.SpaceModel(model_params, self)
param_fit_transformed = minimize(self.sse,
start_transformed,
method="L-BFGS-B",
options={'ftol': 1e-12},
args=(bound_vals, model))
param_fit = fitting.reverse_logit_transform(param_fit_transformed.x,
bound_vals)
if 'sigma' not in self.data:
self.data['sigma'] = np.zeros((3, 3), dtype=float)
if 'rho' not in self.data:
self.data['rho'] = np.ones((2, 2), dtype=float)
self.data['sigma'][[0, 1, 1, 2, 2], [0, 0, 1, 1, 2]] = param_fit[0:5]
self.data['rho'][[0, 1, 1], [1, 0, 1]] = param_fit[5:]