def run_synth_test():
""" Run a test with synthetic data and MCMC inference
"""
options, popn, data, popn_true, x_true = initialize_test_harness()
# Sample random initial state
x0 = popn.sample()
ll0 = popn.compute_log_p(x0)
print "LL0: %f" % ll0
# Perform inference
x_inf = coord_descent(popn, x0=x0, maxiter=1)
ll_inf = popn.compute_log_p(x_inf)
print "LL_inf: %f" % ll_inf
# Save results
results_file = os.path.join(options.resultsDir, 'results.pkl')
print "Saving results to %s" % results_file
with open(results_file, 'w') as f:
cPickle.dump(x_inf, f, protocol=-1)
# Plot results
plot_results(popn, x_inf, popn_true, x_true, resdir=options.resultsDir)
def run_synth_test():
""" Run a test with synthetic data and MCMC inference
"""
options, popn, data, popn_true, x_true = initialize_test_harness()
# Sample random initial state
x0 = popn.sample()
ll0 = popn.compute_log_p(x0)
print "LL0: %f" % ll0
# Perform inference
x_inf = coord_descent(popn, x0=x0, maxiter=1)
ll_inf = popn.compute_log_p(x_inf)
print "LL_inf: %f" % ll_inf
# Save results
results_file = os.path.join(options.resultsDir, 'results.pkl')
print "Saving results to %s" % results_file
with open(results_file, 'w') as f:
cPickle.dump(x_inf, f, protocol=-1)
# Plot results
plot_results(popn, x_inf, popn_true, x_true, resdir=options.resultsDir)
def run_synth_test():
""" Run a test with synthetic data and MAP inference with cross validation
"""
options, popn, data, popn_true, x_true = initialize_test_harness()
# Get the list of models for cross validation
base_model = make_model(options.model, N=data['N'], dt=0.001)
models = get_xv_models(base_model)
# TODO Segment data into training and cross validation sets
train_frac = 0.75
T_split = data['T'] * train_frac
train_data = segment_data(data, (0, T_split))
xv_data = segment_data(data, (T_split, data['T']))
# Preprocess the data sequences
train_data = popn.preprocess_data(train_data)
xv_data = popn.preprocess_data(xv_data)
# Sample random initial state
x0 = popn.sample()
# Track the best model and parameters
best_ind = -1
best_xv_ll = -np.Inf
best_x = x0
best_model = None
# Fit each model using the optimum of the previous models
train_lls = np.zeros(len(models))
xv_lls = np.zeros(len(models))
total_lls = np.zeros(len(models))
for (i, model) in enumerate(models):
print "Training model %d" % i
x0 = copy.deepcopy(best_x)
popn.set_hyperparameters(model)
popn.set_data(train_data)
ll0 = popn.compute_log_p(x0)
print "Training LL0: %f" % ll0
# Perform inference
x_inf = coord_descent(popn, x0=x0, maxiter=1)
ll_train = popn.compute_log_p(x_inf)
print "Training LP_inf: %f" % ll_train
train_lls[i] = ll_train
# Compute log lkhd on xv data
popn.set_data(xv_data)
ll_xv = popn.compute_ll(x_inf)
print "Cross Validation LL: %f" % ll_xv
xv_lls[i] = ll_xv
# Compute log lkhd on total dataset
popn.set_data(data)
ll_total = popn.compute_ll(x_inf)
print "Total LL: %f" % ll_total
total_lls[i] = ll_total
# Update best model
if ll_xv > best_xv_ll:
best_ind = i
best_xv_ll = ll_xv
best_x = copy.deepcopy(x_inf)
best_model = copy.deepcopy(model)
# Create a population with the best model
popn.set_hyperparameters(best_model)
popn.set_data(data)
# Fit the best model on the full training data
best_x = coord_descent(popn,
data,
x0=x0,
maxiter=1,
use_hessian=False,
use_rop=False)
# Print results summary
for i in np.arange(len(models)):
print "Model %d:\tTrain LL: %.1f\tXV LL: %.1f\tTotal LL: %.1f" % (
i, train_lls[i], xv_lls[i], total_lls[i])
print "Best model: %d" % best_ind
print "Best Total LL: %f" % popn.compute_ll(best_x)
print "True LL: %f" % popn_true.compute_ll(x_true)
# Save results
results_file = os.path.join(options.resultsDir, 'results.pkl')
print "Saving results to %s" % results_file
with open(results_file, 'w') as f:
cPickle.dump(best_x, f)
# Plot results
plot_results(popn, best_x, popn_true, x_true, resdir=options.resultsDir)
def run_synth_test():
""" Run a test with synthetic data and MAP inference with cross validation
"""
options, popn, data, popn_true, x_true = initialize_test_harness()
# Get the list of models for cross validation
base_model = make_model(options.model, N=data['N'], dt=0.001)
models = get_xv_models(base_model)
# TODO Segment data into training and cross validation sets
train_frac = 0.75
T_split = data['T'] * train_frac
train_data = segment_data(data, (0,T_split))
xv_data = segment_data(data, (T_split,data['T']))
# Preprocess the data sequences
train_data = popn.preprocess_data(train_data)
xv_data = popn.preprocess_data(xv_data)
# Sample random initial state
x0 = popn.sample()
# Track the best model and parameters
best_ind = -1
best_xv_ll = -np.Inf
best_x = x0
best_model = None
# Fit each model using the optimum of the previous models
train_lls = np.zeros(len(models))
xv_lls = np.zeros(len(models))
total_lls = np.zeros(len(models))
for (i,model) in enumerate(models):
print "Training model %d" % i
x0 = copy.deepcopy(best_x)
popn.set_hyperparameters(model)
popn.set_data(train_data)
ll0 = popn.compute_log_p(x0)
print "Training LL0: %f" % ll0
# Perform inference
x_inf = coord_descent(popn, x0=x0, maxiter=1)
ll_train = popn.compute_log_p(x_inf)
print "Training LP_inf: %f" % ll_train
train_lls[i] = ll_train
# Compute log lkhd on xv data
popn.set_data(xv_data)
ll_xv = popn.compute_ll(x_inf)
print "Cross Validation LL: %f" % ll_xv
xv_lls[i] = ll_xv
# Compute log lkhd on total dataset
popn.set_data(data)
ll_total = popn.compute_ll(x_inf)
print "Total LL: %f" % ll_total
total_lls[i] = ll_total
# Update best model
if ll_xv > best_xv_ll:
best_ind = i
best_xv_ll = ll_xv
best_x = copy.deepcopy(x_inf)
best_model = copy.deepcopy(model)
# Create a population with the best model
popn.set_hyperparameters(best_model)
popn.set_data(data)
# Fit the best model on the full training data
best_x = coord_descent(popn, data, x0=x0, maxiter=1,
use_hessian=False,
use_rop=False)
# Print results summary
for i in np.arange(len(models)):
print "Model %d:\tTrain LL: %.1f\tXV LL: %.1f\tTotal LL: %.1f" % (i, train_lls[i], xv_lls[i], total_lls[i])
print "Best model: %d" % best_ind
print "Best Total LL: %f" % popn.compute_ll(best_x)
print "True LL: %f" % popn_true.compute_ll(x_true)
# Save results
results_file = os.path.join(options.resultsDir, 'results.pkl')
print "Saving results to %s" % results_file
with open(results_file, 'w') as f:
cPickle.dump(best_x, f)
# Plot results
plot_results(popn, best_x, popn_true, x_true, resdir=options.resultsDir)
