sigma = 0.01
    real_params = [0.07, 0.6, 0.05, 0.3, 0.017, 0.3]
    sol = pr_ode_model.solve(real_params)
    np.random.seed(121)
    Y = sol + np.random.randn(len(times), 5) * sigma

    ### Run inference ###
    param_names = [
        r"$p_1$", r"$p_2$", r"$p_3$", r"$p_4$", r"$p_5$", r"$p_6$", r"$\sigma$"
    ]
    real_params.append(0.01)
    if not (args.adjoint):
        print('Using VJP by Forward Sensitivity')

        method = 'NUTS'
        NUTS_samples = run_inference(Y, ProteinGenModel, pr_ode_model, method, \
            iterations = args.num_samples, warmup_steps = args.warmup_steps)
        mc_params = np.concatenate(
            (NUTS_samples['ode_params'], NUTS_samples['scale'][:, None]),
            axis=1)

        method = 'VI'
        lr = 0.5
        vb_samples = run_inference(Y, ProteinGenModel, pr_ode_model, method, \
            iterations = args.iterations, num_samples = args.num_qsamples, \
            lr = lr, num_particles = 1, return_sites = ("ode_params","scale","_RETURN"))
        vb_params = \
        np.concatenate((vb_samples['ode_params'].detach().numpy().reshape((args.num_qsamples,6)), \
            vb_samples['scale'].detach().numpy().reshape((args.num_qsamples,1))),axis=1)

        plot_marginals(vb_params,
                       mc_params,
Exemple #2
0
    times = np.array([0, 5])

    Y = np.array([[100, 100], [343, 213], [ 28, 354], [ 41, 137], [255, 101], \
        [ 71, 416], [ 29, 136], [186,  76], [141, 449], [ 27, 189]])

    ### Run inference ###
    param_names = [r"$c_1$", r"$c_2 \times 100$", r"$c_3$"]
    real_params = np.array([0.53, 0.25, 0.3])

    print('Using VJP by Forward Sensitivity')
    lna_ode_model = ForwardSensManualJacobians(rhs_f, jac_x_f, jac_p_f, 6, 3, \
        times, 1e-5, 1e-6, [100, 100, 0, 0 ,0 ,0])
    method = 'VI'
    lr = 0.5
    vb_samples = run_inference(Y, LNAGenModel, lna_ode_model, method, iterations=args.iterations, \
        lr = lr, num_particles = 1, num_samples = args.num_qsamples, \
            return_sites = ("ode_params1","ode_params2","ode_params3"))
    vb_params_for = np.concatenate(
        (vb_samples['ode_params1'][:, None].detach().numpy(),
         vb_samples['ode_params2'][:, None].detach().numpy(),
         vb_samples['ode_params3'][:, None].detach().numpy()),
        axis=1)

    print('Using VJP by Adjoint Sensitivity')
    lna_ode_model = AdjointSensManualJacobians(rhs_f, jac_x_f, jac_p_f, 6, 3, \
    times, 1e-5, 1e-6, [100, 100, 0, 0 ,0 ,0])

    vb_samples = run_inference(Y, LNAGenModel, lna_ode_model, method, iterations=args.iterations, \
        lr = lr, num_particles = 1, num_samples = args.num_qsamples, \
            return_sites = ("ode_params1","ode_params2","ode_params3"))
    vb_params_adj = np.concatenate(
Exemple #3
0
        print('Using VJP by Forward Sensitivity')
        sir_ode_model = ForwardSensManualJacobians(rhs_f, jac_x_f, jac_p_f, 3, 5, \
                                                   times, 1e-5, 1e-6, [0.9, 0.1, 0.0])
        sir_ode_model.set_unknown_y0()
        # method = 'NUTS'
        # NUTS_samples = run_inference(Y, SIRGenModel, sir_ode_model, method, \
        #     iterations = args.num_samples, warmup_steps = args.warmup_steps)
        # mc_params=np.concatenate((NUTS_samples['ode_params1'][:,None],
        #                     NUTS_samples['ode_params2'][:,None],
        #                     NUTS_samples['ode_params3'][:,None]
        #                     ),axis=1)

        method = 'VI'
        lr = 0.5
        vb_samples = run_inference(Y, SIRGenModel, sir_ode_model, method, \
                                   iterations=args.iterations, num_samples=args.num_qsamples, \
                                   lr=lr, num_particles=1, return_sites=("ode_params1", "ode_params2", "ode_params3"))
        vb_params = np.concatenate(
            (vb_samples['ode_params1'][:, None].detach().numpy(),
             vb_samples['ode_params2'][:, None].detach().numpy(),
             vb_samples['ode_params3'][:, None].detach().numpy()),
            axis=1)

        # plot_marginals(vb_params, mc_params, param_names, rows=2)
        plot_marginals(vb_params, vb_params, param_names, rows=2)
    else:
        print('Using VJP by Adjoint Sensitivity')
        sir_ode_model = AdjointSensManualJacobians(rhs_f, jac_x_f, jac_p_f, 3, 5, \
                                                   times, 1e-5, 1e-6, [0.9, 0.1, 0.0])
        sir_ode_model.set_unknown_y0()
        # method = 'NUTS'
Exemple #4
0
        # method = 'NUTS'
        # NUTS_samples = run_inference(Y, SIRGenModel, sir_ode_model, method, \
        #     iterations = args.num_samples, warmup_steps = args.warmup_steps)
        # mc_params=np.concatenate((NUTS_samples['ode_params1'][:,None],
        #                     NUTS_samples['ode_params2'][:,None],
        #                     NUTS_samples['ode_params3'][:,None]
        #                     ),axis=1)

        method = 'VI'
        lr = 0.5
        num_particles = 1
        vb_samples = run_inference(Y,
                                   PlantModel,
                                   plant_ode_model,
                                   method,
                                   iterations=args.iterations,
                                   num_samples=args.num_qsamples,
                                   lr=lr,
                                   num_particles=num_particles,
                                   return_sites=("ode_params1", "ode_params2"))
        vb_params = np.concatenate(
            (vb_samples['ode_params1'][:, None].detach().numpy(),
             vb_samples['ode_params2'][:, None].detach().numpy()),
            axis=1)

        # plot_marginals(vb_params, mc_params, param_names, rows=2)
        plot_marginals(vb_params, vb_params, param_names, rows=2)
    else:
        print('Using VJP by Adjoint Sensitivity')
        plant_ode_model = AdjointSensManualJacobians(rhs_f, jac_x_f, jac_p_f,
                                                     2, 2, times, 1e-5, 1e-6,