def plotPosteriorCr(mdl, trc, rawdata, xlims, npoints=1000):
#Plot the posterior predictions from model given traces
#Extract traces - samples that were collected
trc_mu = pm.trace_to_dataframe(trc)[['Intercept', 'x']]
trc_sd = pm.trace_to_dataframe(trc)['sd']
#Recreate the likelihood
x = np.linspace(xlims[0], xlims[1], npoints).reshape((npoints,1))
X = x ** np.ones((npoints,2)) * np.arange(2)
like_mu = np.dot(X,trc_mu.T)
like_sd = np.tile(trc_sd.T,(npoints,1))
like = np.random.normal(like_mu, like_sd)
#Calculate credible regions and plot over the datapoints
dfp = pd.DataFrame(np.percentile(like, [2.5, 25, 50, 75, 97.5], axis=1).T
, columns=['025', '250', '500', '750', '975'])
dfp['x'] = x
pal = sns.color_palette('Purples')
f, ax1d = plt.subplots(1, 1, figsize=(7, 7))
ax1d.fill_between(dfp['x'], dfp['025'], dfp['975'], alpha=0.5
, color=pal[1], label='CR 95%')
ax1d.fill_between(dfp['x'], dfp['250'], dfp['750'], alpha=0.4
, color=pal[4], label='CR 50%')
ax1d.plot(dfp['x'], dfp['500'], alpha=0.5, color=pal[5], label='Median')
_ = plt.legend()
_ = ax1d.set_xlim(xlims)
_ = sns.regplot(x='x', y='y', data=rawdata, fit_reg=False
, scatter_kws={'alpha': 0.8, 's': 80, 'lw': 2, 'edgecolor': 'w'}, ax=ax1d)
def run_sampling(pm_model,
output_dir,
ncores=1,
nchains=2,
max_attempts=2,
filename="trace"):
# Log file output
logging.basicConfig(
filename=output_dir + "/sampling.log",
filemode="w",
format="%(name)s - %(levelname)s - %(message)s",
)
# Sample the model
divperc = 20
with pm_model:
# Run initial chain
try:
trace = pm.sample(
tune=1000,
draws=4000,
cores=ncores,
chains=nchains,
step=xo.get_dense_nuts_step(),
)
except pm.exceptions.SamplingError:
logging.error("Sampling failed, model misspecified")
return None
# Check for divergences, restart sampling if necessary
divergent = trace["diverging"]
divperc = divergent.nonzero()[0].size / len(trace) * 100
n_attempts = 1
while divperc > 15.0 and n_attempts <= max_attempts:
# Run sampling
trace = pm.sample(
tune=2000,
draws=n_attempts * 10000,
cores=ncores,
chains=nchains,
step=xo.get_dense_nuts_step(target_accept=0.9),
)
n_attempts += 1
if divperc > 15:
logging.warning(f"{divperc} of samples are diverging.")
df = pm.trace_to_dataframe(trace, include_transformed=True)
df.to_csv(output_dir + f"/{filename}.csv")
return None
else:
df = pm.trace_to_dataframe(trace, include_transformed=True)
df.to_csv(output_dir + f"/{filename}.csv")
return trace
def trace_to_dataframe(trace, model=None, log_post=False):
"""
Convert a PyMC3 trace to a Pandas DataFrame
Parameters
----------
trace : PyMC3 trace
Trace returned from pm.sample()
model : PyMC3 model, default None
Model returned from pm.Model()
log_post : bool, default False
If True, also compute the log posterior.
Returns
-------
output : Pandas DataFrame
DataFrame with samples and various sampling statistics.
"""
df = pm.trace_to_dataframe(trace, chains=[0])
for stat in trace.stat_names:
if stat in df.columns:
warnings.warn('`' + stat + '` is in the variable names.`' +
' Not adding this statistic.')
else:
df[stat] = trace.get_sampler_stats(stat, chains=[0])
if 'chain' in df.columns:
warnings.warn('`chain` is in the variable name.`' +
' Not adding this statistic.')
else:
df['chain'] = np.array([0] * len(df), dtype=int)
if trace.nchains > 1:
for chain in trace.chains[1:]:
df_app = pm.trace_to_dataframe(trace, chains=[chain])
for stat in trace.stat_names:
if stat not in df_app.columns:
df_app[stat] = trace.get_sampler_stats(stat,
chains=[chain])
if 'chain' not in df_app.columns:
df_app['chain'] = np.array([chain] * len(df_app))
df = df.append(df_app, ignore_index=True)
if log_post:
# Extract the model from context if necessary
model = pm.modelcontext(model)
df['log_likelihood'] = _log_like_trace(trace, model).sum(axis=1)
df['log_prior'] = _log_prior_trace(trace, model).sum(axis=1)
df['log_posterior'] = df['log_likelihood'] + df['log_prior']
return df
def test_regional_model(surveys_data):
# 15% regions more than 5% difference
# Mean diff by region is 3%
# Median diff is 2%
data = surveys_data
data['net'] = 0
data.ix[data.response >= 6, 'net'] = 1
data.ix[data.response < 5, 'net'] = -1
exp = data.groupby('Region').mean()
result = run_regional_model(data)
reg_list = result['heads'][0]['values']
exp_by_reg = exp.loc[reg_list].net
nets = compute_net(pm.trace_to_dataframe(result['trace']))
net_r = {reg_list[i]: nets[
str(i)] for i in range(len(reg_list))}
recs = list()
for reg, vals in net_r.items():
recs.append((reg, (vals < exp.loc[reg, 'net']).sum()/len(vals)))
ptile = pd.DataFrame.from_records(recs, columns=['region', 'ptile'])
assert np.sum((ptile.ptile < 0.95) & (ptile.ptile > 0.05))/len(ptile) > 0.9
def test_pymc3_gets_reasonable_results():
# Load data.
df0 = pd.read_csv("../data/gaia_mc5_velocities.csv")
m = df0.radial_velocity.values != 0
m &= np.isfinite(df0.basic_vx.values)
m &= np.isfinite(df0.basic_vy.values)
m &= np.isfinite(df0.basic_vz.values)
df1 = df0.iloc[m]
df = df1.iloc[0]
pos = [df["ra"], df["dec"], df["parallax"]]
pos_err = [df["ra_error"], df["dec_error"], df["parallax_error"]]
proper = [df["pmra"], df["pmdec"]]
proper_err = [df["pmra_error"], df["pmdec_error"]]
# Now move star so it's near the Galactic pole.
c = SkyCoord('12h51.4m', '+27.13', unit=(u.hourangle, u.deg),
frame='icrs')
pos[0] = c.ra.value
pos[1] = c.dec.value
mu, cov = av.get_prior()
trace = av.run_pymc3_model(pos, pos_err, proper, proper_err, mu, cov)
samples = pm.trace_to_dataframe(trace)
def test_deterministic_of_observed(self):
meas_in_1 = pm.theanof.floatX(2 + 4 * np.random.randn(100))
meas_in_2 = pm.theanof.floatX(5 + 4 * np.random.randn(100))
with pm.Model() as model:
mu_in_1 = pm.Normal("mu_in_1", 0, 1)
sigma_in_1 = pm.HalfNormal("sd_in_1", 1)
mu_in_2 = pm.Normal("mu_in_2", 0, 1)
sigma_in_2 = pm.HalfNormal("sd__in_2", 1)
in_1 = pm.Normal("in_1", mu_in_1, sigma_in_1, observed=meas_in_1)
in_2 = pm.Normal("in_2", mu_in_2, sigma_in_2, observed=meas_in_2)
out_diff = in_1 + in_2
pm.Deterministic("out", out_diff)
trace = pm.sample(100)
ppc_trace = pm.trace_to_dataframe(
trace, varnames=[n for n in trace.varnames if n != "out"]
).to_dict("records")
ppc = pm.sample_posterior_predictive(
model=model,
trace=ppc_trace,
samples=len(ppc_trace),
vars=(model.deterministics + model.basic_RVs),
)
rtol = 1e-5 if theano.config.floatX == "float64" else 1e-3
assert np.allclose(ppc["in_1"] + ppc["in_2"], ppc["out"], rtol=rtol)
def sample_from_posterior(approx, varnames, n_subs, responses, last):
#sample from posterior
nsample = 1000
trace = approx.sample(nsample, include_transformed = True)
sample = trace_to_dataframe(trace, include_transformed=True,
varnames=varnames)
#get posterior samples of the predicted response value in the postreversal phase
gs = np.zeros((10000, -last, n_subs, 2))
for i in range(10):
trace = approx.sample(nsample, include_transformed = False)
gs[i*1000:(i+1)*1000] = trace['G'][:,last:]
post_like = np.exp(gs-gs.max(axis=-1)[:,:,:,None])
post_like /= post_like.sum(axis = -1)[:,:,:,None]
#measured responses in the post-reversal phase
res = responses[None,:]
#compute observation likelihood for each posterior sample
post_ol = post_like[:,:,:,0]**(1-res)*post_like[:,:,:,1]**res
#get posterior predictive log model evidence
pplme = np.log(post_ol.prod(axis = 1).mean(axis = 0))
#get per subject mean probability of selecting stimuli 2
plike2 = post_like[:,:,:,1].mean(axis = 0)
return sample, pplme, plike2
def likelihood_datatrace_mp(sp, traces, index):
strace_mp = traces._straces[index]
strace_mp.chain = 0
trace_mp = pm.backends.base.MultiTrace([strace_mp])
datatraces = pm.trace_to_dataframe(trace_mp, hide_transformed_vars=False)
likelihood_datatrace(sp, datatraces, trace_mp)
return datatraces
def test_deterministic_of_observed(self):
meas_in_1 = pm.theanof.floatX(2 + 4 * np.random.randn(100))
meas_in_2 = pm.theanof.floatX(5 + 4 * np.random.randn(100))
with pm.Model() as model:
mu_in_1 = pm.Normal('mu_in_1', 0, 1)
sigma_in_1 = pm.HalfNormal('sd_in_1', 1)
mu_in_2 = pm.Normal('mu_in_2', 0, 1)
sigma_in_2 = pm.HalfNormal('sd__in_2', 1)
in_1 = pm.Normal('in_1', mu_in_1, sigma_in_1, observed=meas_in_1)
in_2 = pm.Normal('in_2', mu_in_2, sigma_in_2, observed=meas_in_2)
out_diff = in_1 + in_2
pm.Deterministic('out', out_diff)
trace = pm.sample(100)
ppc_trace = pm.trace_to_dataframe(
trace,
varnames=[n for n in trace.varnames
if n != 'out']
).to_dict('records')
ppc = pm.sample_posterior_predictive(model=model,
trace=ppc_trace,
samples=len(ppc_trace),
vars=(model.deterministics +
model.basic_RVs))
rtol = 1e-5 if theano.config.floatX == 'float64' else 1e-3
assert np.allclose(ppc['in_1'] + ppc['in_2'],
ppc['out'],
rtol=rtol)
def trace_to_samples(self, trace, data, names=None):
"""
Create a ``JokerSamples`` instance from a pymc3 trace object.
Parameters
----------
trace : `~pymc3.backends.base.MultiTrace`
"""
import pymc3 as pm
import exoplanet.units as xu
df = pm.trace_to_dataframe(trace)
data, *_ = validate_prepare_data(data, self.prior.poly_trend,
self.prior.n_offsets)
samples = JokerSamples(poly_trend=self.prior.poly_trend,
n_offsets=self.prior.n_offsets,
t0=data.t0)
if names is None:
names = self.prior.par_names
for name in names:
par = self.prior.pars[name]
unit = getattr(par, xu.UNIT_ATTR_NAME)
samples[name] = df[name].values * unit
return samples
def test_deterministic_of_observed_modified_interface(self):
meas_in_1 = pm.theanof.floatX(2 + 4 * np.random.randn(100))
meas_in_2 = pm.theanof.floatX(5 + 4 * np.random.randn(100))
with pm.Model() as model:
mu_in_1 = pm.Normal("mu_in_1", 0, 1)
sigma_in_1 = pm.HalfNormal("sd_in_1", 1)
mu_in_2 = pm.Normal("mu_in_2", 0, 1)
sigma_in_2 = pm.HalfNormal("sd__in_2", 1)
in_1 = pm.Normal("in_1", mu_in_1, sigma_in_1, observed=meas_in_1)
in_2 = pm.Normal("in_2", mu_in_2, sigma_in_2, observed=meas_in_2)
out_diff = in_1 + in_2
pm.Deterministic("out", out_diff)
trace = pm.sample(100)
ppc_trace = pm.trace_to_dataframe(
trace, varnames=[n for n in trace.varnames
if n != "out"]).to_dict("records")
ppc = pm.sample_posterior_predictive(
model=model,
trace=ppc_trace,
samples=len(ppc_trace),
var_names=[
x.name for x in (model.deterministics + model.basic_RVs)
],
)
rtol = 1e-5 if theano.config.floatX == "float64" else 1e-3
assert np.allclose(ppc["in_1"] + ppc["in_2"],
ppc["out"],
rtol=rtol)
def single_ucb_model_all(X,
fmax,
steepness_alpha=1.,
steepness_beta=1.,
x_midpoint_prec=4.,
yscale_alpha=1.,
yscale_beta=.5,
temperature_alpha=1.,
temperature_beta=1.,
samples=200):
df_list = []
actions = X[0].argmax(axis=1)
for i in range(X.shape[3]):
trace = single_ucb_model(X[:, :, :,
i], steepness_alpha, steepness_beta,
x_midpoint_prec, yscale_alpha, yscale_beta,
temperature_alpha, temperature_beta, samples)
df = pm.trace_to_dataframe(trace)
df['participant'] = i
df_list.append(df)
all_dfs = pd.concat(df_list)
all_dfs['actions'] = all_dfs['participant'].apply(lambda x: actions[:, x])
all_dfs['fmax'] = all_dfs['participant'].apply(lambda x: fmax[x])
return all_dfs
def plot_corner(self, *args, **kwargs):
if not self.hasmcmc:
raise Exception("Must first run mcmc by calling mcmc()\
or compute(mcmc=True) with mcmc=True")
samples = pm.trace_to_dataframe(self.trace,
varnames=[
"mix", "logdeltaQ", "logQ0",
"logperiod", "logamp", "logs2"
])
columns = self.build_mcmc_summary()
corn = corner.corner(samples, *args, **kwargs)
for i in range(len(columns)):
plt.annotate(columns[i],
xy=(0.38 + 0.08 * i, 0.7),
xycoords="figure fraction",
fontsize=12)
columns = self.build_det_summary()
for i in range(len(columns)):
plt.annotate(columns[i],
xy=(0.55 + 0.08 * i, 0.6),
xycoords="figure fraction",
fontsize=12)
plt.annotate("EPIC {0}".format(self.ident),
xy=(0.4, 0.95),
xycoords="figure fraction",
fontsize=30)
return corn
def parametric_Neiswanger(traces):
'''Approximate each subposterior aus Gaussian; then construct the combined posterior density (
also approximated as Gaussian).
Args:
traces: list of traces, each produced by a different machine for a different batch of the data.
Returns:
means_total, cov_total: Means and covariance matrix of the approximated combined posterior.
'''
means = []
covs = []
for trace in traces:
df = pm.trace_to_dataframe(trace)
means.append(np.mean(df, axis=0))
covs.append(np.cov(df, rowvar=0))
cov_total = np.linalg.inv(
np.sum(np.array([np.linalg.inv(cov) for cov in covs]), axis=0))
#return means, covs, cov_total
means_total = np.dot(
np.sum(np.array([
np.dot(np.linalg.inv(cov), np.array(mean))
for cov, mean in zip(covs, means)
]),
axis=0), cov_total)
return means_total, cov_total
def main(output_trace_path, X_path, main_cities, output_path):
# loading data
with open(output_trace_path, 'rb') as buff:
data = pickle.load(buff)
hierarchical_model, hierarchical_trace, scaler, degree_index, \
response_variable, predictor_variables = data['inference'], data['trace'], data['scaler'], \
data['city_index_df'], data['response_variable'],\
data['predictor_variables']
#list of cities
degree_index.set_index("CITY", inplace=True)
# get data of traces
data = pm.trace_to_dataframe(hierarchical_trace)
# DO CALCULATION FOR EVERY CLASS IN THE MODEL (CITIES)
for city in main_cities:
# get input data and scale if necessary
X = pd.read_csv(os.path.join(X_path, city + ".csv"))
prediction, response_variable_real = calc_prediction(
X, city, data, degree_index, predictor_variables,
response_variable, scaler)
# create groups
df = prediction.groupby("IPCC_SCENARIO")[[response_variable_real
]].sum()
# save results per city
df.to_csv(os.path.join(output_path, city + ".csv"),
index_label="IPCC_SCENARIO")
def recoverSubject(data, subject, estimates, n_repeats=1, n_tries=1, overwrite=False, progressbar=True):
"""
Perform parameter recovery for a single subject.
1) Predict using GLAM with given estimates
2) Fit GLAM
3) Save estimates
"""
print("Processing subject {}...".format(subject))
# Subset data
subject_data = data[data['subject'] == subject].copy()
n_items = subject_data['n_items'].values[0]
if n_items == 2:
subject_data = subject_data.drop(['item_value_2', 'gaze_2'], axis=1)
subject_data['subject'] = 0
if (overwrite) or (not os.path.isfile(os.path.join('results', 'parameter_recovery', 'recovered_estimates_{}_ins.csv'.format(subject)))):
parameters = ['v', 's', 'tau', 'gamma']
# Set up model, supply it with parameter estimates
generating = glam.GLAM(subject_data, drift='multiplicative')
generating.make_model('individual', gamma_bounds=(-10, 1), t0_val=0)
estimates_dict = {parameter: estimates.loc[parameter + '__0_0', 'MAP'] for parameter in parameters}
estimates_dict['t0'] = 0
estimates_dict['subject'] = 0
generating.estimates = pd.DataFrame(estimates_dict, index=np.zeros(1))
generating.predict(n_repeats=n_repeats)
generated = generating.prediction
recovering = glam.GLAM(generated)
recovering.make_model('individual', gamma_bounds=(-10, 1), t0_val=0)
recovering = fitModel(recovering, relevant_parameters=parameters, n_tries_max=n_tries, progressbar=progressbar)
summary = pm.summary(recovering.trace[0])
for parameter in parameters:
summary.loc[parameter + '__0_0', 'MAP'] = recovering.estimates[parameter].values[0]
summary.loc[parameter + '__0_0', 'generating'] = estimates_dict[parameter]
summary.to_csv(os.path.join('results', 'parameter_recovery', 'recovered_estimates_{}_multiplicative_ins.csv'.format(subject)))
pm.trace_to_dataframe(recovering.trace[0]).to_csv(os.path.join('results', 'traces', 'parameter_recovery', 'trace_{}_parameter_recovery_ins.csv'.format(subject)))
pm.traceplot(recovering.trace[0])
plt.savefig(os.path.join('results', 'traces', 'parameter_recovery', 'plots', 'traceplot_{}_parameter_recovery_ins.png'.format(subject)))
plt.close()
else:
print("Previous recovery results found (Subject {}). Skipping...".format(subject))
return
def main(trainkey,
predkey,
outputkey,
inference_method='',
ncores='',
nchains=1,
niters='1500',
redishost='10.42.72.93'):
panthera = redishost
conn = redis.StrictRedis(host=panthera, password='******')
#predkey = 'p-50x50-guerrero-4'
#trainkey = 't-luca-guerrero-4'
#outputkey = 'test-model'
PDF = preparePredictors(loadDataFrameFromRedis(predkey, conn))
TDF = loadDataFrameFromRedis(trainkey, conn)
formula = 'LUCA ~ Longitude + Latitude + Q("Dist.to.road_m") + Population_m + name'
TM, PM = splitByFormula(formula, TDF, PDF['clean'])
logger.info("Start modelling inference")
model = ModelSamplingEffort(TM, PM)
trace = SampleModel(model,
inference_method=inference_method,
ncores=ncores,
nchains=nchains,
niters=niters)
logger.info("Saving trace")
try:
pm.save_trace(
trace,
directory=
'/storage/users/escamill/presence-only-model/output/rawtrace',
overwrite=True)
except:
logger.error("not possible to save trace")
tracedf = pm.trace_to_dataframe(trace)
tracedf.to_csv(
'/storage/users/escamill/presence-only-model/output/trace%s.csv' %
outputkey,
encoding='utf8')
try:
pred_sample = SamplePredictions(model, TM, PM, trace)
except:
logger.error("something went wrong")
pred_sample.to_csv(
'/storage/users/escamill/presence-only-model/output/pred_cond-%s.csv' %
outputkey,
encoding='utf8')
# pred sample is a dictionary
pickle.dump(
'/storage/users/escamill/presence-only-model/output/pred%s.pickle' %
outputkey, pred_sample)
#conn.set(outputkey+'-df',pickle.dumps(tracedf))
#conn.set(outputkey+'-trace',pickle.dumps(pred_sample))
logger.info("Finished!")
def cornerplot(lc, trace, catalog, **kwargs):
truths = pm.summary(trace)['mean']
samples = pm.trace_to_dataframe(trace)
cornerplot = corner.corner(samples, truths=truths, **kwargs)
pl.annotate("{0} {1}".format(catalog, lc.id),
xy=(0.4, 0.95),
xycoords="figure fraction",
fontsize=30)
return cornerplot
def write_summary_line(self):
if not self.hasmcmc:
raise Exception("Must first run mcmc by calling mcmc()\
or compute(mcmc=True) with mcmc=True")
samples = pm.trace_to_dataframe(self.trace,
varnames=[
"mix", "logdeltaQ", "logQ0",
"logperiod", "logamp", "logs2"
])
def coin_flip_route():
draws = max(1, min(10000, int(request.args.get('draws', 500))))
alpha = max(0.01, float(request.args.get('alpha', 1)))
beta = max(0.01, float(request.args.get('beta', 1)))
tails = max(0, float(request.args.get('tails', 100)))
heads = max(0, float(request.args.get('heads', 100)))
with flip_coins(alpha, beta, tails, heads):
trace = pm.sample(draws)
return jsonify(pm.trace_to_dataframe(trace).to_dict(orient='records'))
def gevtr(calibration_data):
#Preparing input data
serie_lista = list(calibration_data)
# ano_lista=calibration_data.index.year.tolist()
ano_lista = calibration_data.index.tolist()
ano_resetado = pd.Series(list(range(len(calibration_data))))
#First regression
slope, intercept, r_value, pvalue_regress, std_err = ss.linregress(
ano_resetado, calibration_data.values)
numerator = ano_resetado.map(lambda x: x * slope)
#Second regression and calculation of detrended series
dists = []
for i in range(len(serie_lista)):
dists.append(
abs(serie_lista[i] - (slope * ano_resetado[i] + intercept)))
slope2, intercept2, r_value2, pvalue_regress2, std_err2 = ss.linregress(
ano_resetado, dists)
data_reset_index = pd.Series(calibration_data.values)
denominator = ano_resetado.map(lambda x: x * slope2 + intercept2)
detrended_series = (data_reset_index - numerator) / denominator
locm = detrended_series.mean()
locs = detrended_series.std() / (np.sqrt(len(calibration_data)))
scalem = detrended_series.std()
scales = detrended_series.std() / (np.sqrt(2 *
(len(calibration_data) - 1)))
with pm.Model() as model:
# Priors for unknown model parameters
c = pm.Beta(
'c', alpha=6, beta=9
) #c=x-0,5: transformation in gev_logp is required due to Beta domain is between 0 and 1
loc = pm.Normal('loc', mu=locm, sd=locs)
scale = pm.Normal('scale', mu=scalem, sd=scales)
# Likelihood (sampling distribution) of observations | Since GEV is not implemented in pymc a custom log likelihood function was created
def gev_logp(value):
scaled = (value - loc) / scale
logp = -(tt.log(scale) + (((c - 0.5) + 1) / (c - 0.5) * tt.log1p(
(c - 0.5) * scaled) + (1 + (c - 0.5) * scaled)**(-1 /
(c - 0.5))))
bound1 = loc - scale / (c - 0.5)
bounds = tt.switch((c - 0.5) > 0, value > bound1, value < bound1)
return bound(logp, bounds, c != 0)
gev = pm.DensityDist('gev', gev_logp, observed=detrended_series)
trace = pm.sample(5000, chains=3, cores=1, progressbar=True)
pm.traceplot(trace)
# geweke_plot=pm.geweke(trace, 0.05, 0.5, 20)
# gelman_and_rubin=pm.diagnostics.gelman_rubin(trace)
posterior = pm.trace_to_dataframe(trace)
summary = pm.summary(trace)
return posterior, summary
def trace_to_dataframe(trace,
model=None,
varnames=None,
include_transformed=False,
log_post=False):
"""
Convert a PyMC3 trace to a Pandas DataFrame
To add: Compute logp for each point using model.logp().
"""
df = pm.trace_to_dataframe(trace, chains=[0])
for stat in trace.stat_names:
if stat in df.columns:
warnings.warn('`' + stat + '` is in the variable names.`' +
' Not adding this statistic.')
else:
df[stat] = trace.get_sampler_stats(stat, chains=[0])
if 'chain' in df.columns:
warnings.warn('`chain` is in the variable name.`' +
' Not adding this statistic.')
else:
df['chain'] = np.array([0] * len(df), dtype=int)
if len(trace.chains) == 1:
return df
for chain in trace.chains[1:]:
df_app = pm.trace_to_dataframe(trace, chains=[chain])
for stat in trace.stat_names:
if stat not in df_app.columns:
df_app[stat] = trace.get_sampler_stats(stat, chains=[chain])
if 'chain' not in df_app.columns:
df_app['chain'] = np.array([chain] * len(df_app))
df = df.append(df_app, ignore_index=True)
if log_post:
# Extract the model from context if necessary
model = pm.modelcontext(model)
logp = pymc3.stats._log_post_trace(trace, model).sum(axis=1)
df['log_posterior'] = logp
return df
def corner(trace, **kwargs):
"""
Make a corner plot from a trace
Parameters
----------
trace : `~pymc3.backends.base.MultiTrace`
Trace from SMC/NUTS
"""
return dfm_corner(pm.trace_to_dataframe(trace), **kwargs)
def excel_posterior(trace, filename):
#Need to read the data again to set activity number and names
prj = project_reader(filename)
WP_NAMES = np.array(prj[1][:, 0])
WP_NUMBER = prj[1][:, 0].shape[0]
PV_names = list()
PVpartial_names = list()
EV_names = list()
COMP_names = list()
SPI_names = list()
CPI_names = list()
Index_names = ["SPI_PROJECT", "CPI_PROJECT", "ETC", "EAC", "TEAC"]
RISK_names = list()
projectDefinition = prj[1]
for x in range(WP_NUMBER):
for y in range(2):
if (projectDefinition[x][y + 1] != 0):
rname = projectDefinition[x][0] + "_Risk_%d" % (y + 1)
RISK_names.append(rname)
for x in range(WP_NUMBER):
PV_names.append("PV_%s" % WP_NAMES[x])
PVpartial_names.append("Partial_PV_%s" % WP_NAMES[x])
EV_names.append("EV_%s" % WP_NAMES[x])
COMP_names.append("COMPLETION_%s" % WP_NAMES[x])
SPI_names.append("SPI_%s" % WP_NAMES[x])
CPI_names.append("CPI_%s" % WP_NAMES[x])
all_names = RISK_names + PV_names + PVpartial_names + EV_names + COMP_names + SPI_names + CPI_names + Index_names
outputName = filename + "Output.xlsx"
traceName = filename + "Trace.xlsx"
pm.summary(trace,
varnames=all_names,
stat_funcs=[trace_mean, trace_sd,
trace_quantiles]).to_excel(outputName,
sheet_name="Summary")
pm.plot_posterior(trace, varnames=all_names)
pm.trace_to_dataframe(trace).to_excel(traceName, sheet_name="Trace")
def coef(m):
"""
Return posterior mean of parameters necessary to compute mu, i.e. the predicted mean
:param m: fitted Model instance
:return: pandas series, index = parameter names, values = parameter values
"""
tdf = pm.trace_to_dataframe(m.trace)
# filter for 'a', i.e. intercept, or for 'b.*', i.e. coefficients
# together, specify formula for mean
return tdf.filter(regex=r'^a$|^b.*', axis=1).mean()
def toy_model(v_samp,
z_samp,
logp_prior,
size=500,
samples=50,
steps=1000,
tune=1000,
a_true=1.2,
b_true=-0.5,
width_true=0.05,
extratext='_true'):
''' The pymc3 linear model z(v) = a*v+b with natural width in log space log_width. The prior contribution to likelihood is an argument to the function.'''
with pm.Model() as model:
a = pm.Normal("a", mu=0, sigma=10, testval=a_true)
b = pm.Normal("b", mu=0, sigma=10, testval=b_true)
log_width = pm.Normal("log_width",
mu=np.log(width_true),
sigma=2.0,
testval=np.log(width_true))
mu = a * v_samp + b
# The line has some width: we're calling it a Gaussian in n
logp_hyper = -0.5 * (z_samp - mu)**2 * pm.math.exp(
-2 * log_width) - log_width
# Here we account for the intermediate prior
logp = logp_hyper - logp_prior
# Compute the marginalized likelihood
max_logp = tt.max(logp, axis=1)
# max_logp = np.zeros(len(logM_samp))
marg_logp = max_logp + pm.math.log(
pm.math.sum(pm.math.exp(logp - max_logp[:, None]), axis=1))
pm.Potential('marg_logp', marg_logp)
trace = pm.sample(draws=steps,
tune=tune,
target_accept=0.9,
init='adapt_full',
return_inferencedata=False)
# az.plot_trace(trace)
print(az.summary(trace, round_to=2))
print(a_true, b_true, np.log(width_true))
corner.corner(pm.trace_to_dataframe(trace),
truths=[a_true] + [b_true] +
[np.log(width_true)]) # Corner plot!
plt.savefig("PriorToy/Corner_N1000_vfcomplex_prior_samp_mixed%s.png" %
(extratext),
bbox_inches='tight',
dpi=150)
return
def run_model(steps=10000):
model = pymc.Model()
with model:
α = 1 / count_data.mean()
λ1 = pymc.Exponential("λ1", α)
λ2 = pymc.Exponential("λ2", α)
τ = pymc.DiscreteUniform("τ", lower=0.0, upper=len(count_data))
process_mean = mean(τ, λ1, λ2)
observation = pymc.Poisson("observation", process_mean, observed=count_data)
start = {"λ1": 10.0, "λ2": 30.0}
step1 = pymc.Slice([λ1, λ2])
step2 = pymc.Metropolis([τ])
trace = pymc.sample(steps, tune=500, start=start, step=[step1, step2], cores=2)
return pymc.trace_to_dataframe(trace)
def gev0_shift_2(dataset):
locm = dataset.mean()
locs = dataset.std() / (np.sqrt(len(dataset)))
scalem = dataset.std()
scales = dataset.std() / (np.sqrt(2 * (len(dataset) - 1)))
with pm.Model() as model:
# Priors for unknown model parameters
c1 = pm.Beta(
'c1', alpha=6, beta=9
) # c=x-0,5: transformation in gev_logp is required due to Beta domain between 0 and 1
loc1 = pm.Normal('loc1', mu=locm, sd=locs)
scale1 = pm.Normal('scale1', mu=scalem, sd=scales)
c2 = pm.Beta('c2', alpha=6, beta=9)
loc2 = pm.Normal('loc2', mu=locm, sd=locs)
scale2 = pm.Normal('scale2', mu=scalem, sd=scales)
c3 = pm.Beta('c3', alpha=6, beta=9)
loc3 = pm.Normal('loc3', mu=locm, sd=locs)
scale3 = pm.Normal('scale3', mu=scalem, sd=scales)
def gev_logp(value):
scaled = (value - loc_) / scale_
logp = -(tt.log(scale_) +
(((c_ - 0.5) + 1) / (c_ - 0.5) * tt.log1p(
(c_ - 0.5) * scaled) +
(1 + (c_ - 0.5) * scaled)**(-1 / (c_ - 0.5))))
bound1 = loc_ - scale_ / (c_ - 0.5)
bounds = tt.switch((c_ - 0.5) > 0, value > bound1, value < bound1)
return bound(logp, bounds, c_ != 0)
tau1 = pm.DiscreteUniform("tau1", lower=0, upper=n_count_data - 2)
tau2 = pm.DiscreteUniform("tau2",
lower=tau1 + 1,
upper=n_count_data - 1)
idx = np.arange(n_count_data)
c_ = pm.math.switch(tau2 >= idx, pm.math.switch(tau1 >= idx, c1, c2),
c3)
loc_ = pm.math.switch(tau2 >= idx,
pm.math.switch(tau1 >= idx, loc1, loc2), loc3)
scale_ = pm.math.switch(tau2 >= idx,
pm.math.switch(tau1 >= idx, scale1, scale2),
scale3)
gev = pm.DensityDist('gev', gev_logp, observed=dataset)
trace = pm.sample(2000, chains=1, progressbar=True)
posterior = pm.trace_to_dataframe(trace)
summary = pm.summary(trace)
# geweke_plot = pm.geweke(trace, 0.05, 0.5, 20)
return summary, posterior
def plot_model_diagnostics(model, save_dir, file_id, export=True):
"""generate and export a range of diagnostic plots for a given model"""
# ensure folder exists
if export is True:
if not os.path.exists(save_dir):
os.makedirs(save_dir)
model_name = model.__class__.__name__
trace_df = pm.trace_to_dataframe(model.trace, varnames=model.df_params)
sns.pairplot(trace_df)
if export is True:
plt.savefig(save_dir + f'{model_name}_{file_id}_pairplot.pdf',
format='pdf',
bbox_inches='tight')
plt.cla()
pm.traceplot(model.trace, varnames=model.df_params)
if export is True:
plt.savefig(save_dir + f'{model_name}_{file_id}_traceplot.pdf',
format='pdf',
bbox_inches='tight')
plt.cla()
pm.autocorrplot(model.trace, varnames=model.df_params)
if export is True:
plt.savefig(save_dir + f'{model_name}_{file_id}_autocorrplot.pdf',
format='pdf',
bbox_inches='tight')
plt.cla()
pm.forestplot(model.trace, varnames=model.df_params)
if export is True:
plt.savefig(save_dir + f'{model_name}_{file_id}_forestplot.pdf',
format='pdf',
bbox_inches='tight')
plt.cla()
# close all figs, otherwise we can run out of memory
plt.close("all")
def visualizing_fitting_process(days, trace, visual='yes'):
varnames = ["period", "t0", "r", "b"]
if visual == 'yes':
pm.traceplot(trace, varnames=varnames)
labels = [
"period [days]", "transit time [days]", "radius ratio",
"impact parameter"
]
samples = pm.trace_to_dataframe(trace, varnames=varnames)
if visual == 'yes':
corner.corner(samples[["period", "t0", "r__0", "b__0"]], labels=labels)
# Compute the posterior parameters
median_radius_ratio = np.median(trace["r"])
median_impact_parameter = np.median(trace["b"])
median_period = np.median(trace["period"])
median_t0 = np.median(trace["t0"])
median_x_fold = (days - median_t0 +
0.5 * median_period) % median_period - 0.5 * median_period
median_inds = np.argsort(median_x_fold)
return median_x_fold, median_t0, median_period, median_radius_ratio, median_impact_parameter
def divergence_plot(nm, ylim=None):
if nm.hbr.configs['n_chains'] > 1 and nm.hbr.model_type != 'nn':
a = pm.summary(nm.hbr.trace).round(2)
plt.figure()
plt.hist(a['r_hat'], 10)
plt.title('Gelman-Rubin diagnostic for divergence')
divergent = nm.hbr.trace['diverging']
tracedf = pm.trace_to_dataframe(nm.hbr.trace)
_, ax = plt.subplots(2, 1, figsize=(15, 4), sharex=True, sharey=True)
ax[0].plot(tracedf.values[divergent == 0].T, color='k', alpha=.05)
ax[0].set_title('No Divergences', fontsize=10)
ax[1].plot(tracedf.values[divergent == 1].T, color='C2', lw=.5, alpha=.5)
ax[1].set_title('Divergences', fontsize=10)
plt.ylim(ylim)
plt.xticks(range(tracedf.shape[1]), list(tracedf.columns))
plt.xticks(rotation=90, fontsize=7)
plt.tight_layout()
plt.show()
trace = sampler.sample(draws=2000, trace=trace, chains=chains, cores=1,
progressbar=False)
tottime += time.time() - strt
samples = np.array(trace.get_values("P", combine=False))
samples = np.moveaxis(samples, 0, 1)
flag, n_eff = check_convergence(samples)
if flag:
break
time_pymc = tottime
time_ind_pymc = tottime / n_eff
n_eff_pymc = n_eff
# Save the trace file
df = pm.trace_to_dataframe(trace)
df.to_hdf(os.path.join(dirname, "pymc-trace.h5"), "trace")
# Make the plots
for n, letter in enumerate(string.ascii_lowercase[1:N_pl+1]):
fig = plt.figure()
# Get the posterior median orbital parameters
p = np.median(trace["P"][:, n])
t0 = np.median(trace["t0"][:, n])
# Plot the folded data
x_fold = (x - t0 + 0.5*p) % p - 0.5*p
plt.errorbar(x_fold, y, yerr=yerr, fmt=".k")
plt.annotate("period = {0:.4f} +/- {1:.4f} d"
# Metropolis sampling works best!
tr = pm.sample(tune = 10000, draws = 50000, cores = 4, start = pm.find_MAP(), step = pm.Metropolis())
# Print the Gelman-Rubin rhat convergence statistics to a file
f = open("palatability_regression_convergence.txt", "w")
print(str(pm.gelman_rubin(tr)), file = f)
f.close()
# Save the trace to the output folder as a numpy array, for later reference
# Save every 10th sample from the trace, to avoid any autocorrelation issues
np.save("palatability_regression_trace.npy", tr[::10]["coeff_pal"])
# Convert the trace to a dataframe, and save that too
# Save every 10th sample from the trace, to avoid any autocorrelation issues
tr_df = pm.trace_to_dataframe(tr[::10])
tr_df.to_csv("palatability_regression_trace.csv")
# Plot the results of the palatability regression analysis
# First just plot the mean regression coefficients for every laser condition, across time
fig = plt.figure()
mean_coeff = np.mean(tr[::10]["coeff_pal"], axis = 0)
hpd_coeff = pm.hpd(tr[::10]["coeff_pal"], alpha = 0.05)
for condition in range(unique_lasers[0].shape[0]):
plt.plot(x[analyze_indices], mean_coeff[:, condition], linewidth = 3.0, label = "Dur:{}ms, Lag:{}ms".format(unique_lasers[0][condition][0], unique_lasers[0][condition][1]))
plt.legend()
plt.xlabel("Time post taste delivery (ms)")
plt.ylabel("Mean posterior regression coefficient")
fig.savefig("palatability_regression_coefficients_mean.png", bbox_inches = "tight")
plt.close("all")
# Now plot the mean and SD of the regression coefficients for every laser condition, across time
