def setUp(self):
SP.random.seed(1)
self.n = 4
self.rank = 2
self.C = limix.CLowRankCF(self.n, self.rank)
self.name = 'CLowRankCF'
self.n_params = self.C.getNumberParams()
params = SP.exp(SP.randn(self.n_params))
self.C.setParams(params)
def __init__(self,
Y=None,
X0=None,
k=1,
standardize=False,
interaction=True):
"""
Y: data [NxG]
X0: known latent factors [Nxk0]
k: number of latent factors to infer
"""
assert Y != None, 'gpCLVM:: set Y!'
assert X0 != None, 'gpCLVM:: set X0!'
self.cache = {}
self.interaction = interaction
# read data
self._setY(Y, standardize=standardize)
self._setX0(X0)
self.k = k
# covariance for known latex factor
self.C0 = limix.CFixedCF(self.K0)
# covariance for unknow latent factor
self.C = limix.CProductCF()
self.Ca = limix.CLowRankCF(self.N, self.k)
self.C.addCovariance(self.Ca)
if self.interaction == True:
self.Cb1 = limix.CFixedCF(SP.ones((self.N, self.N)))
self.Cb1.setParamMask(SP.zeros(1))
self.Cb2 = limix.CFixedCF(self.K0)
self.Cb = limix.CSumCF()
self.Cb.addCovariance(self.Cb1)
self.Cb.addCovariance(self.Cb2)
self.C.addCovariance(self.Cb)
# total covariance
covar = limix.CSumCF()
covar.addCovariance(self.C0)
covar.addCovariance(self.C)
# likelihood
self.ll = limix.CLikNormalIso()
# init GP and hyper params
self.gp = limix.CGPbase(covar, self.ll)
self.gp.setY(self.Y)
def _buildTraitCovar(self,
trait_covar_type='lowrank_diag',
rank=1,
fixed_trait_covar=None,
jitter=1e-4):
"""
Internal functions that builds the trait covariance matrix using the LIMIX framework
Args:
trait_covar_type: type of covaraince to use. Default 'freeform'. possible values are
rank: rank of a possible lowrank component (default 1)
fixed_trait_covar: PxP matrix for the (predefined) trait-to-trait covariance matrix if fixed type is used
jitter: diagonal contribution added to trait-to-trait covariance matrices for regularization
Returns:
LIMIX::PCovarianceFunction for Trait covariance matrix
vector labelling Cholesky parameters for different initializations
"""
cov = limix.CSumCF()
if trait_covar_type == 'freeform':
cov.addCovariance(limix.CFreeFormCF(self.P))
L = sp.eye(self.P)
diag = sp.concatenate([L[i, :(i + 1)] for i in range(self.P)])
elif trait_covar_type == 'fixed':
assert fixed_trait_covar != None, 'VarianceDecomposition:: set fixed_trait_covar'
assert fixed_trait_covar.shape[
0] == self.N, 'VarianceDecomposition:: Incompatible shape for fixed_trait_covar'
assert fixed_trait_covar.shape[
1] == self.N, 'VarianceDecomposition:: Incompatible shape for fixed_trait_covar'
cov.addCovariance(limix.CFixedCF(fixed_trait_covar))
diag = sp.zeros(1)
elif trait_covar_type == 'diag':
cov.addCovariance(limix.CDiagonalCF(self.P))
diag = sp.ones(self.P)
elif trait_covar_type == 'lowrank':
cov.addCovariance(limix.CLowRankCF(self.P, rank))
diag = sp.zeros(self.P * rank)
elif trait_covar_type == 'lowrank_id':
cov.addCovariance(limix.CLowRankCF(self.P, rank))
cov.addCovariance(limix.CFixedCF(sp.eye(self.P)))
diag = sp.concatenate([sp.zeros(self.P * rank), sp.ones(1)])
elif trait_covar_type == 'lowrank_diag':
cov.addCovariance(limix.CLowRankCF(self.P, rank))
cov.addCovariance(limix.CDiagonalCF(self.P))
diag = sp.concatenate([sp.zeros(self.P * rank), sp.ones(self.P)])
elif trait_covar_type == 'block':
cov.addCovariance(limix.CFixedCF(sp.ones((self.P, self.P))))
diag = sp.zeros(1)
elif trait_covar_type == 'block_id':
cov.addCovariance(limix.CFixedCF(sp.ones((self.P, self.P))))
cov.addCovariance(limix.CFixedCF(sp.eye(self.P)))
diag = sp.concatenate([sp.zeros(1), sp.ones(1)])
elif trait_covar_type == 'block_diag':
cov.addCovariance(limix.CFixedCF(sp.ones((self.P, self.P))))
cov.addCovariance(limix.CDiagonalCF(self.P))
diag = sp.concatenate([sp.zeros(1), sp.ones(self.P)])
else:
assert True == False, 'VarianceDecomposition:: trait_covar_type not valid'
if jitter > 0:
_cov = limix.CFixedCF(sp.eye(self.P))
_cov.setParams(sp.array([sp.sqrt(jitter)]))
_cov.setParamMask(sp.zeros(1))
cov.addCovariance(_cov)
return cov, diag
def addMultiTraitTerm(self,
K=None,
covar_type='freeform',
is_noise=False,
normalize=True,
Ks=None,
offset=1e-4,
rank=1,
covar_K0=None):
"""
add multi trait random effects term.
The inter-trait covariance is parametrized by covar_type, where parameters are optimized.
Args:
K: Individual-individual (Intra-Trait) Covariance Matrix [N, N]
(K is normalised in the C++ code such that K.trace()=N)
covar_type: type of covaraince to use. Default 'freeform'. possible values are
'freeform': free form optimization,
'fixed': use a fixed matrix specified in covar_K0,
'diag': optimize a diagonal matrix,
'lowrank': optimize a low rank matrix. The rank of the lowrank part is specified in the variable rank,
'lowrank_id': optimize a low rank matrix plus the weight of a constant diagonal matrix. The rank of the lowrank part is specified in the variable rank,
'lowrank_diag': optimize a low rank matrix plus a free diagonal matrix. The rank of the lowrank part is specified in the variable rank,
'block': optimize the weight of a constant P x P block matrix of ones,
'block_id': optimize the weight of a constant P x P block matrix of ones plus the weight of a constant diagonal matrix,
'block_diag': optimize the weight of a constant P x P block matrix of ones plus a free diagonal matrix,
is_noise: Boolean indicator specifying if the matrix is homoscedastic noise (weighted identity covariance) (default False)
normalize: Boolean indicator specifying if K is normalized such that K.trace()=N.
Ks: NxNtest cross covariance for predictions
offset: diagonal contribution added to trait-to-trait covariance matrices for regularization
rank: rank of a possible lowrank component (default 1)
covar_K0: PxP matrix for the (predefined) trait-to-trait covariance matrix if fixed type is used
"""
assert self.P > 1, 'CVarianceDecomposition:: Incompatible number of traits'
assert K != None or is_noise, 'CVarianceDecomposition:: Specify covariance structure'
assert offset >= 0, 'CVarianceDecomposition:: offset must be >=0'
#TODO: check that covar_K0 is correct if fixed typeCF is used..
if is_noise:
assert self.noisPos == None, 'CVarianceDecomposition:: noise term already exists'
K = SP.eye(self.N)
self.noisPos = self.n_terms
else:
assert K.shape[
0] == self.N, 'CVarianceDecomposition:: Incompatible shape'
assert K.shape[
1] == self.N, 'CVarianceDecomposition:: Incompatible shape'
if Ks != None:
assert Ks.shape[
0] == self.N, 'CVarianceDecomposition:: Incompatible shape'
if normalize:
Norm = 1 / K.diagonal().mean()
K *= Norm
if Ks != None: Ks *= Norm
cov = limix.CSumCF()
if covar_type == 'freeform':
cov.addCovariance(limix.CFreeFormCF(self.P))
L = SP.eye(self.P)
diag = SP.concatenate([L[i, :(i + 1)] for i in range(self.P)])
elif covar_type == 'fixed':
cov.addCovariance(limix.CFixedCF(covar_K0))
diag = SP.zeros(1)
elif covar_type == 'diag':
cov.addCovariance(limix.CDiagonalCF(self.P))
diag = SP.ones(self.P)
elif covar_type == 'lowrank':
cov.addCovariance(limix.CLowRankCF(self.P, rank))
diag = SP.zeros(self.P * rank)
elif covar_type == 'lowrank_id':
cov.addCovariance(limix.CLowRankCF(self.P, rank))
cov.addCovariance(limix.CFixedCF(SP.eye(self.P)))
diag = SP.concatenate([SP.zeros(self.P * rank), SP.ones(1)])
elif covar_type == 'lowrank_diag':
cov.addCovariance(limix.CLowRankCF(self.P, rank))
cov.addCovariance(limix.CDiagonalCF(self.P))
diag = SP.concatenate([SP.zeros(self.P * rank), SP.ones(self.P)])
elif covar_type == 'block':
cov.addCovariance(limix.CFixedCF(SP.ones((self.P, self.P))))
diag = SP.zeros(1)
elif covar_type == 'block_id':
cov.addCovariance(limix.CFixedCF(SP.ones((self.P, self.P))))
cov.addCovariance(limix.CFixedCF(SP.eye(self.P)))
diag = SP.concatenate([SP.zeros(1), SP.ones(1)])
elif covar_type == 'block_diag':
cov.addCovariance(limix.CFixedCF(SP.ones((self.P, self.P))))
cov.addCovariance(limix.CDiagonalCF(self.P))
diag = SP.concatenate([SP.zeros(1), SP.ones(self.P)])
else:
assert True == False, 'CVarianceDecomposition:: covar_type not valid'
if offset > 0:
_cov = limix.CFixedCF(SP.eye(self.P))
_cov.setParams(SP.array([SP.sqrt(offset)]))
_cov.setParamMask(SP.zeros(1))
cov.addCovariance(_cov)
self.offset.append(offset)
self.covar_type.append(covar_type)
self.diag.append(diag)
self.vd.addTerm(cov, K)
if Ks != None: self.setKstar(self.n_terms, Ks)
self.n_terms += 1
self.gp = None
self.init = False
self.fast = False
self.optimum = None
self.cache['Sigma'] = None
self.cache['Hessian'] = None
self.cache['Lparams'] = None
self.cache['paramsST'] = None