def scoreregex(self, r, depth=0):
if depth < maxDepth:
logp_regex = self.logp_regex
else:
logp_regex = self.logp_regex_no_recursion
if r in self.character_classes:
return logp_regex[r]
else:
R = type(r)
p = logp_regex[R]
if R == pre.String:
return p + pre.Plus(pre.dot, p=0.3).match(r.arg)
elif R == pre.Concat:
n = len(r.values)
return p + geom(0.8, loc=1).logpmf(n) + sum(
[self.scoreregex(s, depth=depth + 1) for s in r.values])
elif R == pre.Alt:
n = len(r.values)
if all(x == r.ps[0] for x in r.ps):
param_score = math.log(1 / 2)
else:
param_score = math.log(1 / 2) - (len(r.ps) + 1) #~AIC
return p + geom(0.8, loc=1).logpmf(n) + param_score + sum(
[self.scoreregex(s, depth=depth + 1) for s in r.values])
elif R in [pre.KleeneStar, pre.Plus, pre.Maybe]:
return p + self.scoreregex(r.val, depth=depth + 1)
def scoreregex(self, r, trace, depth=0): if depth==0: logp_regex = self.logp_regex_no_concepts elif depth==maxDepth: logp_regex = self.logp_regex_no_recursion if trace.baseConcepts else self.logp_regex_no_concepts_no_recursion else: logp_regex = self.logp_regex if trace.baseConcepts else self.logp_regex_no_concepts if type(r) is RegexWrapper and r.concept in trace.baseConcepts: return logp_regex[CONCEPT]# + trace.logpConcept(r.concept) deal with this in trace._addConcept elif r in self.character_classes: return logp_regex[r] else: R = type(r) p = logp_regex[R] if R == pre.String: return p + pre.Plus(pre.dot, p=0.3).match(r.arg) elif R == pre.Concat: n = len(r.values) return p + geom(0.8, loc=1).logpmf(n) + sum([self.scoreregex(s, trace, depth=depth+1) for s in r.values]) elif R == pre.Alt: n = len(r.values) if all(x==r.ps[0] for x in r.ps): param_score = math.log(1/2) else: param_score = math.log(1/2) - (len(r.ps)+1) #~AIC return p + geom(0.8, loc=1).logpmf(n) + param_score + sum([self.scoreregex(s, trace, depth=depth+1) for s in r.values]) elif R in [pre.KleeneStar, pre.Plus, pre.Maybe]: return p + self.scoreregex(r.val, trace, depth=depth+1)
def generate(tau, theta):
f = [stats.geom(theta[0]), stats.geom(theta[1])]
while True:
if np.random.uniform(0, 1) < tau[0]:
dist = 0
else:
dist = 1
yield f[dist].rvs(1)[0]
def recalc_log_gt_posteriors(log_gt_priors, down, up, p_geom, read_counts_array, nalleles, allele_sizes, diploid=False, norm=False):
stutter_dist = geom(p_geom)
nsamples = read_counts_array.shape[0]
log_down, log_eq, log_up = map(numpy.log, [down, 1-down-up, up])
if diploid:
num_gts = nalleles**2
LLs = numpy.zeros((nsamples, num_gts)) + log_gt_priors
gtind = 0
for a1 in xrange(nalleles):
for a2 in xrange(nalleles):
if a1 != a2 and DEBUG_HAPLOID:
LLs[:,gtind] = numpy.log(0)
gtind += 1
continue
step_probs1 = numpy.hstack(([log_down + stutter_dist.logpmf(abs(allele_sizes[x]-allele_sizes[a1])) for x in range(0, a1)],
[log_eq],
[log_up + stutter_dist.logpmf(abs(allele_sizes[x]-allele_sizes[a1])) for x in range(a1+1, nalleles)]))
step_probs2 = numpy.hstack(([log_down + stutter_dist.logpmf(abs(allele_sizes[x]-allele_sizes[a2])) for x in range(0, a2)],
[log_eq],
[log_up + stutter_dist.logpmf(abs(allele_sizes[x]-allele_sizes[a2])) for x in range(a2+1, nalleles)]))
step_probs = numpy.logaddexp(step_probs1+log_one_half, step_probs2+log_one_half)
LLs[:,gtind] += numpy.sum(read_counts_array*step_probs, axis=1)
# if a1 == a2: LLs[:,gtind]+= numpy.log(2) # account for phase
gtind += 1
else:
LLs = numpy.zeros((nsamples, nalleles)) + log_gt_priors
for j in xrange(nalleles):
step_probs = numpy.hstack(([log_down + stutter_dist.logpmf(abs(allele_sizes[x]-allele_sizes[j])) for x in range(0, j)],
[log_eq],
[log_up + stutter_dist.logpmf(abs(allele_sizes[x]-allele_sizes[j])) for x in range(j+1, nalleles)]))
LLs [:,j] += numpy.sum(read_counts_array*step_probs, axis=1)
if norm: return numpy.sum(logsumexp(LLs, axis=1))
else:
log_samp_totals = logsumexp(LLs, axis=1)[numpy.newaxis].T
return LLs - log_samp_totals
def lag_distribution(durations, expo=0.4):
binned = np.bincount(durations.duration)
normalized_binned = binned.astype(float) / durations.duration.count()
geom_dist = stats.geom(expo)
expected_values = geom_dist.pmf(np.arange(len(normalized_binned)))
df = pd.DataFrame({"Duration frequency": normalized_binned, "Expected values": expected_values})
return df
def construct_matrix(self, down, up, p_geom, min_allele, max_allele):
self.log_down = numpy.log(down)
self.log_eq = numpy.log(1.0 - down - up)
self.log_up = numpy.log(up)
self.p_geom = p_geom
self.min_allele = min_allele
self.max_allele = max_allele
self.nalleles = self.max_allele - self.min_allele + 1
self.stutter_dist = geom(self.p_geom)
# Construct matrix where each row contains the stutter transition probabilites for a particular allele
for j in xrange(self.nalleles):
allele_probs = numpy.hstack(([
self.log_down + self.stutter_dist.logpmf(j - x)
for x in range(0, j)
], [self.log_eq], [
self.log_up + self.stutter_dist.logpmf(x - j)
for x in range(j + 1, self.nalleles)
]))
if j == 0:
step_probs = allele_probs
else:
step_probs = numpy.vstack((step_probs, allele_probs))
if self.nalleles == 1:
step_probs = numpy.expand_dims(step_probs, axis=0)
self.step_probs = step_probs
def plot_geometric_fit(data,
fit_results,
title=None,
x_label=None,
x_range=None,
y_range=None,
fig_size=(6, 5),
bin_width=1,
filename=None):
"""
:param data: (numpy.array) observations
:param fit_results: dictionary with keys "p" and "loc"
:param title: title of the figure
:param x_label: label to show on the x-axis of the histogram
:param x_range: (tuple) x range
:param y_range: (tuple) y range
(the histogram shows the probability density so the upper value of y_range should be 1).
:param fig_size: int, specify the figure size
:param bin_width: bin width
:param filename: filename to save the figure as
"""
plot_fit_discrete(data=data,
dist=stat.geom(p=fit_results['p'],
loc=fit_results['loc']),
label='Geometric',
bin_width=bin_width,
title=title,
x_label=x_label,
x_range=x_range,
y_range=y_range,
fig_size=fig_size,
filename=filename)
def plot_means(d, params, fig, ax, repeat, size=200):
result = None
means = []
for i in range(repeat):
if d == 'Poisson':
result = stats.poisson(**params).rvs(size)
means.append(result.mean())
elif d == 'Binomial':
result = stats.binom(**params).rvs(size)
means.append(result.mean())
elif d == 'Exponential':
result = stats.expon(**params).rvs(size)
means.append(result.mean())
elif d == 'Geometric':
result = stats.geom(**params).rvs(size)
means.append(result.mean())
elif d == 'Uniform':
result = stats.uniform(**params).rvs(size)
means.append(result.mean())
ax = fig.add_subplot(ax[0], ax[1], ax[2])
ax.hist(means, bins=100)
ax.set_title(f"{d}-repeat:{repeat}-size:{size}")
def initGeometric(init_strat, bias):
if isinstance(init_strat, AugurDefault):
return 1
elif isinstance(init_strat, AugurRandom):
return sps.geom(bias).rvs()
else:
raise False
def probability_of_exiting(states, n_tests):
score = []
if states.finite_horizon:
game_horizon = states.time_horizon
elif states.infinite_horizon_discounted:
time_horizon_distribution = geom(p=1 / states.lifetime_mean)
for _ in range(n_tests):
if states.infinite_horizon_discounted:
game_horizon = time_horizon_distribution.rvs()
state = states.initial_state
t = 0
while True:
if state.losing():
score.append(False)
break
elif state.winning():
score.append(True)
break
elif t == game_horizon - 1:
score.append(False)
break
if states.finite_horizon:
action = state.player.action[t]
else:
action = state.player.action
state = choice(states.possible_next_states(state, action))
t += 1
return sum(score) / n_tests
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'polynomialfeatures__degree': [1, 2],
'pca__n_components':
list(range(1, X.shape[1])),
'randomforestclassifier__n_estimators':
geom(1. / 100)
})
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'kernelridge__alpha':
expon(0, 1),
'kernelridge__degree':
geom(.5, loc=1),
'kernelridge__kernel': ['linear', 'poly', 'rbf', 'laplacian']
})
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'svr__C':
expon(0, 1),
'svr__degree':
geom(.3),
'svr__kernel': ['linear', 'poly', 'rbf'],
})
def create_distribution(self):
"""Creates the CP distribution using the object properties.
NOTE: At this point, it just operates with the geometric distribution.
Once g and g_0 are allowed as input, this function handles the more
general case, too."""
return stats.geom(self.intensity)
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'polynomialfeatures__degree': [1, 2],
'pca__n_components':
list(range(1, X.shape[1])),
'adaboostregressor__n_estimators':
geom(1. / 2**5)
})
def __init__(self, p: float) -> None:
"""
Constructor for an object of type binomial.
"""
super().__init__(a_dist=stats.geom(p))
self._lower = 1
self._p = p
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'polynomialfeatures__degree': [1, 2],
'pca__n_components':
_get_n_pca_components_distribution(X),
'adaboostregressor__n_estimators':
geom(1. / 2**5)
})
def recalc_stutter_params(log_gt_posteriors,
read_counts,
nalleles,
allele_sizes,
down,
up,
pgeom,
max_stutter,
diploid=False):
# Pre-calculate stutter probabilities for old model
stutter_dist = geom(pgeom)
stutter_probs = [stutter_dist.logpmf(i) for i in range(1, max_stutter + 1)]
# Set up counts
nsamples = log_gt_posteriors.shape[0]
log_counts = [[0], [0], [0]] # Pseudocounts
log_diffs = [0, numpy.log(2)] # Step sizes of 1 and 2, so that p_geom < 1
if diploid:
for i in xrange(nsamples):
gtind = 0
for a1 in xrange(nalleles):
for a2 in xrange(nalleles):
log_post = log_gt_posteriors[i][gtind]
# print i, down, up, pgeom, (allele_sizes[a1], allele_sizes[a2]), numpy.exp(log_post), dict([(allele_sizes[r], read_counts[i][r]) for r in read_counts[i]])
for read_index, count in read_counts[i].items():
log_count = numpy.log(count)
diff1 = allele_sizes[read_index] - allele_sizes[a1]
diff2 = allele_sizes[read_index] - allele_sizes[a2]
phase_posts = GetReadPhasePosts(allele_sizes[a1], allele_sizes[a2], \
allele_sizes[read_index], down, up, stutter_probs)
diffs = [diff1, diff2]
# print allele_sizes[read_index], allele_sizes[a1], allele_sizes[a2], diffs, numpy.exp(phase_posts), numpy.exp(log_post)
for j in range(len(diffs)):
if diffs[j] != 0:
log_diffs.append(log_count + log_post +
phase_posts[j] +
numpy.log(abs(diffs[j])))
log_counts[numpy.sign(diffs[j]) +
1].append(log_post + phase_posts[j] +
log_count)
gtind += 1
else:
for i in xrange(nsamples):
for j in xrange(nalleles):
log_post = log_gt_posteriors[i][j]
for read_index, count in read_counts[i].items():
log_count = numpy.log(count)
diff = allele_sizes[read_index] - allele_sizes[j]
if diff != 0:
log_diffs.append(log_count + log_post +
numpy.log(abs(diff)))
log_counts[numpy.sign(diff) + 1].append(log_post +
log_count)
log_tot_counts = map(logsumexp, log_counts)
p_hat = numpy.exp(
logsumexp([log_tot_counts[0], log_tot_counts[2]]) -
logsumexp(log_diffs))
log_freqs = log_tot_counts - logsumexp(log_tot_counts)
return numpy.exp(log_freqs[0]), numpy.exp(log_freqs[2]), p_hat
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'polynomialfeatures__degree': [1, 2],
'pca__n_components':
list(range(1, X.shape[1])),
'kneighborsregressor__n_neighbors':
geom(1 / (.05 * X.shape[0])),
'kneighborsregressor__weights': ['uniform', 'distance']
})
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'polynomialfeatures__degree': [1, 2],
'pca__n_components':
_get_n_pca_components_distribution(X),
'kneighborsclassifier__n_neighbors':
geom(1 / (.05 * X.shape[0])),
'kneighborsclassifier__weights': ['uniform', 'distance']
})
def lag_distribution(durations, expo=0.4):
binned = np.bincount(durations.duration)
normalized_binned = (binned.astype(float) / durations.duration.count())
geom_dist = stats.geom(expo)
expected_values = geom_dist.pmf(np.arange(len(normalized_binned)))
df = pd.DataFrame({
'Duration frequency': normalized_binned,
'Expected values': expected_values
})
return df
def test_rvs(self):
vals = stats.geom.rvs(0.75, size=(2, 50))
assert numpy.all(vals >= 0)
assert numpy.shape(vals) == (2, 50)
assert vals.dtype.char in typecodes["AllInteger"]
val = stats.geom.rvs(0.75)
assert isinstance(val, int)
val = stats.geom(0.75).rvs(3)
assert isinstance(val, numpy.ndarray)
assert val.dtype.char in typecodes["AllInteger"]
def test_entropy():
"""
Test entropy.
"""
geom_benchmark = stats.geom(0.7)
expect_entropy = geom_benchmark.entropy().astype(np.float32)
entropy = EntropyH()
output = entropy()
tol = 1e-6
assert (np.abs(output.asnumpy() - expect_entropy) < tol).all()
def test_rvs(self):
vals = stats.geom.rvs(0.75, size=(2, 50))
assert_(numpy.all(vals >= 0))
assert_(numpy.shape(vals) == (2, 50))
assert_(vals.dtype.char in typecodes['AllInteger'])
val = stats.geom.rvs(0.75)
assert_(isinstance(val, int))
val = stats.geom(0.75).rvs(3)
assert_(isinstance(val, numpy.ndarray))
assert_(val.dtype.char in typecodes['AllInteger'])
def get_iti_distribution(n_trials, p, rs):
"""Return a vector of ITIs (in TR units) for each trial."""
x = np.arange(*p.eff_geom_support)
iti_pmf = stats.geom(p.eff_geom_p, loc=p.eff_geom_loc).pmf(x)
iti_counts = np.round((iti_pmf / iti_pmf.sum()) * n_trials)
iti_counts[0] += (n_trials - iti_counts.sum())
iti_trs = [np.repeat(x_i, c) for x_i, c in zip(x, iti_counts)]
iti_trs = np.concatenate(iti_trs)
return iti_trs
def gencsr(shape=(NUMNODES, NUMNODES), density=0.05, fname="random_graphs/"):
print("generating density: ", density)
MAX_IN_SHARD = int(10**8.7) #cannot do 1e9
numpoints2gen = MAX_IN_SHARD
# DEBUG statements
# numpoints2gen = 15
# shape=(6,6)
# density=0.5
# numpoints2gen = int(shape[0]*(shape[0]-1)/2)
# END DEBUG
actualnumpoints = int(shape[0] * (shape[0] - 1) / 2)
d = geom(density)
points = d.rvs((numpoints2gen, )).astype(
np.int64) # TODO I would do uint64 but it is not supported on GPU
# note, this only generates values strictly above the diagonal
mvalue = shape[0] - 1
incrs = np.ones(mvalue) * mvalue - np.arange(mvalue)
row_dense_upper_starts = np.zeros(shape[0] + 1).astype(np.int64)
row_dense_upper_starts[1:-1] = incrs.cumsum()
row_dense_upper_starts[-1] = row_dense_upper_starts[
-2] #monkey patching because we need there to be a sentinal element
points[0] -= 1
points_dense_upper_idx = points.cumsum()
lastreal = np.searchsorted(points_dense_upper_idx,
row_dense_upper_starts[-3] + 1)
points_dense_upper_idx = points_dense_upper_idx[:lastreal]
print(lastreal / actualnumpoints)
row_csr_starts = np.searchsorted(points_dense_upper_idx,
row_dense_upper_starts).astype(np.int64)
point2row = (
np.searchsorted(row_dense_upper_starts, points_dense_upper_idx + 1) -
1).astype(np.int64)
col_csr = points_dense_upper_idx - row_dense_upper_starts[point2row]
col_csr += np.arange(shape[0]).astype(np.int64)[point2row] + 1
with open(fname + str(shape[0]) + '_' + str(density) + "csr_cols.bin",
"wb") as f:
f.write(col_csr.tobytes())
with open(fname + str(shape[0]) + '_' + str(density) + "csr_rows.bin",
"wb") as f:
f.write(row_csr_starts.tobytes())
checkcsr(col_csr, row_csr_starts, shape)
# print("lengh of row_csr_starts",row_csr_starts.shape)
# print(row_csr_starts)
# pdb.set_trace()
return (row_csr_starts, col_csr)
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'polynomialfeatures__degree': [1, 2],
'pca__n_components':
_get_n_pca_components_distribution(X),
'svc__C':
expon(0, 1),
'svc__degree':
geom(.3),
'svc__kernel': ['linear', 'poly', 'rbf'],
})
def other_Q2(S0, p, mu0, sigma0, mu1, sigma1, rho, r, b, gamma, delta, n0, N0):
burn_in = n0
num_sample = N0
z = sct.norm.ppf(1 - delta / 2) # 1 - delta/2 quantile of N(0, 1)
r_star = 1 - pow(2, -1.5) # optimal success rate for the geometric of N
confidence_interval = float('inf')
running_mean = 0
running_2moment = 0
num_estimator = 0 #count of number of estimators generated
CIs = np.zeros((1, num_sample))
estimation = np.zeros((1, num_sample))
while (num_estimator < num_sample or confidence_interval >= delta):
N = np.random.geometric(p=r_star)
samples = sampler(riskless, risky, N, S0, n0, p, mu0, sigma0, mu1,
sigma1, rho, r, b)
samples_odd = samples[0::2]
samples_even = samples[1::2]
samples_n_0 = samples[0:pow(2, n0)]
theta_N = np.mean(samples)
theta_N_odd = np.mean(samples_odd)
theta_N_even = np.mean(samples_even)
theta_n_0 = np.mean(samples_n_0)
X_star = (theta_N - (theta_N_odd + theta_N_even) /
2) / sct.geom(r_star).pmf(N + 1) + theta_n_0
running_mean = (running_mean * num_estimator +
X_star) / (num_estimator + 1)
running_2moment = (running_2moment * num_estimator +
pow(X_star, 2)) / (num_estimator + 1)
sample_std = math.sqrt(running_2moment - pow(running_mean, 2))
num_estimator = num_estimator + 1
confidence_interval = z * sample_std / (math.sqrt(num_estimator))
estimation[:, num_estimator - 1] = running_mean
CIs[:, num_estimator - 1] = confidence_interval
lower = estimation - CIs
upper = estimation + CIs
print('Generate', num_estimator, 'samples \n')
n_range = np.arange(burn_in - 1, num_sample)
plt.plot(n_range, estimation[0, n_range], label='estimation')
plt.plot(n_range, lower[0, n_range], label='lower CI')
plt.plot(n_range, upper[0, n_range], label='upper CI')
plt.legend(loc='upper right')
plt.show()
return running_mean, confidence_interval
def Geometric(p, tag=None):
"""
A Geometric random variate
Parameters
----------
p : scalar
The probability of success
"""
assert 0<p<1, 'Geometric probability "p" must be between zero and one, non-inclusive'
return uv(ss.geom(p), tag=tag)
def Geometric(p, tag=None):
"""
A Geometric random variate
Parameters
----------
p : scalar
The probability of success
"""
assert 0 < p < 1, 'Geometric probability "p" must be between zero and one, non-inclusive'
return uv(ss.geom(p), tag=tag)
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'polynomialfeatures__degree': [1, 2],
'pca__n_components':
list(range(1, X.shape[1])),
'svr__C':
expon(0, 1),
'svr__degree':
geom(.3),
'svr__kernel': ['linear', 'poly', 'rbf'],
})
def get_param_distributions(self, X, y):
return super().get_param_distributions({
'polynomialfeatures__degree': [1, 2],
'pca__n_components':
list(range(1, X.shape[1])),
'kernelridge__alpha':
expon(0, 1),
'kernelridge__degree':
geom(.5, loc=1),
'kernelridge__kernel': ['linear', 'poly', 'rbf', 'laplacian']
})
def test_log_likelihood():
"""
Test log_pmf.
"""
geom_benchmark = stats.geom(0.7)
expect_logpmf = geom_benchmark.logpmf([1, 2, 3, 4, 5]).astype(np.float32)
logprob = LogProb()
x_ = Tensor(np.array([0, 1, 2, 3, 4]).astype(np.int32),
dtype=dtype.float32)
output = logprob(x_)
tol = 1e-6
assert (np.abs(output.asnumpy() - expect_logpmf) < tol).all()
def test_NBinom_to_Geometric(self):
exp_list, obs_list = [], []
X = NegativeBinomial(r=1, p=0.8)
sims = X.sim(Nsim)
simulated = sims.tabulate()
for k in range(10):
expected = Nsim * stats.geom(p=0.8).pmf(k)
if expected > 5:
exp_list.append(expected)
obs_list.append(simulated[k])
pval = stats.chisquare(obs_list, exp_list).pvalue
self.assertTrue(pval > 0.01)
def UpdateK(k_old,z_old,T,lambda_old,rou,u,phi,alpha,iterNum,eta): k_new = [] z_new = [] for t in range(T-1): dK = stats.binom(1,0.5) temp = dK.rvs(1) d_k = 0 if temp[0] ==0: d_k = 1 else: d_k = -1 epsilon_K = stats.geom(1.0/(1+z_old[t])) epsilon = epsilon_K.rvs(1) k_new_temp = k_old[t]+d_k*epsilon[0] # step 3 if k_new_temp < 0: k_new.append(k_old[t]) z_new.append(z_old[t]) else: p_k = (lambda_old/((1-rou)*u))**k_old[t]*(phi[t]*lambda_old*rou/((1-rou)*u))**k_old[t]*\ phi[t+1]/(math.factorial(k_old[t])*spec.gamma(lambda_old+k_old[t])) p_k_new = (lambda_old/((1-rou)*u))**k_new_temp*(phi[t]*lambda_old*rou/((1-rou)*u))**k_new_temp*\ phi[t+1]/(math.factorial(k_new_temp)*spec.gamma(lambda_old+k_new_temp)) ap = min(1,p_k_new/p_k) y_AP = stats.binom(1,ap) temp = y_AP.rvs(1) if temp[0] ==0: k_new.append(k_new_temp) else: k_new.append(k_old[t]) temp_z = z_old[t]+ iterNum**(-1.0*eta)*(ap-alpha) z_new.append(temp_z) # step 4 print "k z new:\n" print k_new print z_new print "\n" return k_new, z_new
def UpdateK_sigma(k_sigma_old,z_sigma_old,lambda_sigma,rou_sigma,u_sigma,sigma_2,iterNum,eta,alpha,T): k_sigma_new = [] z_sigma_new = [] for t in range(T-1): dK = stats.binom(1,0.5) temp = dK.rvs(1) d_k = 0 if temp[0] ==0: d_k = 1 else: d_k =-1 epsilon_K = stats.geom(1.0/(1+z_sigma_old[t])) epsilon = epsilon_K.rvs(1) k_sigma_new_temp = k_sigma_old[t]+d_k*epsilon[0] # step 3 if k_sigma_new_temp < 0: k_sigma_new.append(k_sigma_old[t]) z_sigma_new.append(z_sigma_old[t]) else: # step 2 p_k_sigma = (lambda_sigma/((1-rou_sigma)*u_sigma))**k_sigma_old[t]*\ (sigma_2[t]*lambda_sigma*rou_sigma/((1-rou_sigma)*u_sigma))**k_sigma_old[t]\ *(sigma_2[t+1])**k_sigma_old[t]/(math.factorial(k_sigma_old[t])*spec.gamma(lambda_sigma+k_sigma_old[t])) p_k_sigma_new = (lambda_sigma/((1-rou_sigma)*u_sigma))**k_sigma_new_temp*\ (sigma_2[t]*lambda_sigma*rou_sigma/((1-rou_sigma)*u_sigma))**k_sigma_new_temp\ *(sigma_2[t+1])**k_sigma_new_temp/(math.factorial(k_sigma_new_temp)*spec.gamma(lambda_sigma+k_sigma_new_temp)) ap = min(1,p_k_sigma_new/p_k_sigma) y_AP = stats.binom(1,ap) temp = y_AP.rvs(1) if temp[0] ==0: k_sigma_new.append(k_sigma_new_temp) else: k_sigma_new.append(k_sigma_old[t]) # step 4 temp_z = z_sigma_old[t]+ iterNum**(-1.0*eta)*(ap-alpha) z_sigma_new.append(temp_z) return k_sigma_new,z_sigma_new
def test_pageout_maintains_size(self):
self.uut = MMCPolicyOne(
cache_size_limit=10, full_cache_size_limit=20,
trace_size_limit=15)
g = stats.geom(0.05)
# Fill up the cache.
for page in range(100):
self.uut.request(page)
# Request some cache hits and some cache misses.
for page in range(5) + range(100, 105):
self.uut.request(page)
self.assertEqual(len(self.uut.cache_list), 10)
self.assertEqual(len(self.uut.full_cache), 20)
self.assertEqual(len(self.uut.trace), 15)
def test_normalizations(self):
emissions = np.ones((3, 7))
tmat = np.eye(3)
durations = [geom(0.3)] * 3
support_cutoff = 2
hsmm = HSMMModel(
MultinomialEmissions(emissions),
durations, tmat, support_cutoff=support_cutoff
)
expected_durations = np.empty((3, 2))
expected_durations[:, 0] = 0.58823529
expected_durations[:, 1] = 0.41176471
np.testing.assert_array_almost_equal(
hsmm._durations, expected_durations
)
def __init__(self, obs_pts=None, cmplx=None,
gamma=.9, lmbda=.2, use_gp=True,
obs_sigma=OBS_SIGMA, propose_sigma=.0005, birth_sigma=.1,
d=2, obs=None, N=None, P=None, n_clusters_init=5):
"""
gamma: geometric variable for prior on number of simplices
sigma_sq: variance of
d: dimension of embedding space
"""
assert not (obs_pts is None and cmplx is None)
self.gamma = gamma
self.N_prior = geom(gamma)
self.d = d
self.lmbda = lmbda
self.len_prior = expon(self.lmbda)
self.propose_mvn = mvn(np.zeros(self.d), propose_sigma*np.eye(self.d))
self.obs_sigma=obs_sigma
self.obs_dist = norm(loc=0, scale=obs_sigma)
self.birth_proposal = norm(loc=0, scale=birth_sigma)
self.use_gp = use_gp
self.cmplx = cmplx
if self.cmplx is None:
# obs_pts is not None
self.cmplx = SimplicialComplex()
## this is a 1d complex
self.cmplx.initialize(obs_pts, 1, n_clusters=n_clusters_init)
self.N = self.cmplx.simplex_count()
if obs_pts is None:
# self.sample_obs(self.N * 10)
self.sample_obs(self.N * 100)
else:
self.observations = []
for pt in obs_pts:
self.observations.append(Obs(pt, self.cmplx))
def recalc_stutter_params(log_gt_posteriors, read_counts, nalleles, allele_sizes, down, up, pgeom, max_stutter, diploid=False):
# Pre-calculate stutter probabilities for old model
stutter_dist = geom(pgeom)
stutter_probs = [stutter_dist.logpmf(i) for i in range(1, max_stutter+1)]
# Set up counts
nsamples = log_gt_posteriors.shape[0]
log_counts = [[0], [0], [0]] # Pseudocounts
log_diffs = [0, numpy.log(2)] # Step sizes of 1 and 2, so that p_geom < 1
if diploid:
for i in xrange(nsamples):
gtind = 0
for a1 in xrange(nalleles):
for a2 in xrange(nalleles):
log_post = log_gt_posteriors[i][gtind]
# print i, down, up, pgeom, (allele_sizes[a1], allele_sizes[a2]), numpy.exp(log_post), dict([(allele_sizes[r], read_counts[i][r]) for r in read_counts[i]])
for read_index, count in read_counts[i].items():
log_count = numpy.log(count)
diff1 = allele_sizes[read_index]-allele_sizes[a1]
diff2 = allele_sizes[read_index]-allele_sizes[a2]
phase_posts = GetReadPhasePosts(allele_sizes[a1], allele_sizes[a2], \
allele_sizes[read_index], down, up, stutter_probs)
diffs = [diff1, diff2]
# print allele_sizes[read_index], allele_sizes[a1], allele_sizes[a2], diffs, numpy.exp(phase_posts), numpy.exp(log_post)
for j in range(len(diffs)):
if diffs[j] != 0:
log_diffs.append(log_count+log_post+phase_posts[j]+numpy.log(abs(diffs[j])))
log_counts[numpy.sign(diffs[j])+1].append(log_post+phase_posts[j]+log_count)
gtind += 1
else:
for i in xrange(nsamples):
for j in xrange(nalleles):
log_post = log_gt_posteriors[i][j]
for read_index,count in read_counts[i].items():
log_count = numpy.log(count)
diff = allele_sizes[read_index] - allele_sizes[j]
if diff != 0:
log_diffs.append(log_count + log_post + numpy.log(abs(diff)))
log_counts[numpy.sign(diff)+1].append(log_post + log_count)
log_tot_counts = map(logsumexp, log_counts)
p_hat = numpy.exp(logsumexp([log_tot_counts[0], log_tot_counts[2]]) - logsumexp(log_diffs))
log_freqs = log_tot_counts - logsumexp(log_tot_counts)
return numpy.exp(log_freqs[0]), numpy.exp(log_freqs[2]), p_hat
def recDistribution():
data = loadFeatures()
recs = array(data['recs'], float)
mu = numpy.average(recs)
print mu
dist = poisson(mu)
dist2 = geom((1.0/mu))
dist3 = pareto(recs)
x = numpy.arange(1, numpy.amax(recs))
h = plt.hist(recs, bins=range(40), normed=True)
plt.plot(dist3[0], dist3[1], color='yellow', label='Pareto', linewidth=3)
plt.plot(x, dist.pmf(x), color='black', label='Poisson', linewidth=3)
plt.plot(x, dist2.pmf(x), color='red', label='Geometric', linewidth=3)
plt.legend()
plt.xlabel('Recommendation Count')
plt.ylabel('Actual Value (% of Data) / Probability')
plt.legend()
plt.suptitle('Fitting Rec. Count')
plt.xlim(0,40)
plt.show()
def __call__(self, options, pars):
"""Simulate process model to get predicted
choice and sample size distributions"""
start = time()
N = pars.get('N', 500000)
max_T = pars.get('max_T', 500)
minsamplesize = pars.get('minsamplesize', 1) - 1
p_stop_geom = pars.get('p_stop_geom', 0)
fixed_dist = geom(p_stop_geom, loc=(minsamplesize - 1))
outcomes = pars['obs']['outcomes']
samplesize = outcomes.shape[0]
fixed_p_stop = fixed_dist.pmf(samplesize - 1)
p_stop_choose_A = fixed_p_stop * 0.5
p_stop_choose_B = fixed_p_stop * 0.5
return {'p_stop_choose_A': p_stop_choose_A,
'p_stop_choose_B': p_stop_choose_B}
def construct_matrix(self, down, up, p_geom, min_allele, max_allele):
self.log_down = numpy.log(down)
self.log_eq = numpy.log(1.0-down-up)
self.log_up = numpy.log(up)
self.p_geom = p_geom
self.min_allele = min_allele
self.max_allele = max_allele
self.nalleles = self.max_allele - self.min_allele + 1
self.stutter_dist = geom(self.p_geom)
# Construct matrix where each row contains the stutter transition probabilites for a particular allele
for j in xrange(self.nalleles):
allele_probs = numpy.hstack(([self.log_down + self.stutter_dist.logpmf(j-x) for x in range(0, j)],
[self.log_eq],
[self.log_up + self.stutter_dist.logpmf(x-j) for x in range(j+1, self.nalleles)]))
if j == 0:
step_probs = allele_probs
else:
step_probs = numpy.vstack((step_probs, allele_probs))
if self.nalleles == 1:
step_probs = numpy.expand_dims(step_probs,axis=0)
self.step_probs = step_probs
# -*- coding: utf-8 -*-
# By Vamei
from scipy.stats import geom
rv = geom(0.45)
x = np.arange(-1, 15, 1)
y = rv.pmf(x)
plt.bar(x-0.2, y, width=0.4)
plt.ylim([0, 0.5])
plt.title("geometric distribution")
plt.xlabel("RV")
plt.ylabel("P(X=x)")
plt.show()
from termcolor import colored,cprint import matplotlib.pyplot as plt import numpy as np from scipy.stats import geom # Here set up the parameters for the geometric distribution. p = 0.5 dist = geom(p) # Set up the sample range. x = np.linspace(0, 5, 10) # Retrieving geom's PMF and CDF pmf = dist.pmf(x) cdf = dist.cdf(x) # Here we draw out 500 rand print( colored( x,'green'),colored(dist,'red'), colored(pmf,'blue'),colored(cdf,'red'))
def func(self, x):
p = self.p
return geom(p).pmf(x)
def sample(self, N=None):
p = self.p
return geom(p).rvs(size=N, random_state=self.random)
def __call__(self, options, pars, trackobs=True):
"""Simulate process model to get predicted
choice and sample size distributions"""
start = time()
N = pars.get('N', 500)
max_T = pars.get('max_T', 100)
minsamplesize = pars.get('minsamplesize', 1) - 1
p_sample_H = pars.get('p_sample_H', .5)
p_sample_L = 1 - p_sample_H
if self.stopdist == 'fixed-T':
stop_T = pars.get('stop_T', 2)
fixed_dist = randint(stop_T, stop_T+1)
elif self.stopdist == 'geometric':
p_stop = pars.get('p_stop', 0)
fixed_dist = geom(p_stop, loc=(minsamplesize - 1))
if 'obs' in pars:
# assume a single sequence of known observations
sampled_option = pars['obs']['sampled_option']
outcomes = pars['obs']['outcomes']
max_T = outcomes.shape[0]
fixed_p_stop = fixed_dist.pmf(max_T - 1)
opt_exp = []
for i, opt in enumerate(options):
opt_exp_i = []
for j, x in enumerate(opt):
ind = np.where((sampled_option==i) & (outcomes==x[0]))[0]
n = float(len(np.where(sampled_option==i)[0]))
if n > 0:
opt_exp_i.append([x[0], len(ind)/n])
else:
opt_exp_i.append([x[0], 0])
opt_exp_i = np.array(opt_exp_i)
# assume single observation of zero
if opt_exp_i[:,1].sum()==0:
zero = np.where(opt_exp_i[:,0]==0)[0][0]
opt_exp_i[zero,1] = 1
opt_exp.append(opt_exp_i)
opt_exp = np.array(opt_exp)
# compute value and attentional weights for
# each outcome
weights = np.array([cpt.pweight_prelec(option, pars) for i, option in enumerate(opt_exp)])
values = np.array([cpt.value_fnc(option[:,0], pars) for option in opt_exp])
# choice function
s = pars.get('s', 1.) # softmax temp
vL, vH = [np.dot(w, v) for (w, v) in zip(weights, values)]
cp = np.exp(vH * s) / (np.exp(vH * s) + np.exp(vL * s))
p_stop_choose_A = fixed_p_stop * (1 - cp)
p_stop_choose_B = fixed_p_stop * cp
return {'p_stop_choose_A': p_stop_choose_A,
'p_stop_choose_B': p_stop_choose_B,
'cp_B': cp}
else:
values = np.array([cpt.value_fnc(option[:,0], pars) for option in options])
# apply a fixed sample size
samplesize = fixed_dist.rvs(size=N)
max_T = samplesize.max()
sampled_option = np.zeros((N, max_T), int)
sampled_option = np.random.choice([0,1],
p=[p_sample_L, p_sample_H],
size=(N, max_T))
# assume 2nd sample is from other option
sampled_option[:,1] = np.abs(1 - sampled_option[:,0])
sampled_A = sampled_option==0
sampled_B = sampled_option==1
# observation matrix
observed = np.zeros((N, max_T))
observed_A = np.random.choice(range(options[0].shape[0]),
size=sampled_A.sum(),
p=options[0][:,1])
observed_B = np.random.choice(range(options[1].shape[0]),
size=sampled_B.sum(),
p=options[1][:,1])
observed[sampled_A] = observed_A
observed[sampled_B] = observed_B
# outcomes experienced
obj_outcomes = options[:,:,0]
outcomes = np.zeros((N, max_T))
outcomes[sampled_A] = obj_outcomes[0][observed_A]
outcomes[sampled_B] = obj_outcomes[1][observed_B]
# get relative frequencies
wopt = deepcopy(options)
wopt[:,:,0] = values
choice = []
for it in range(N):
sampled_option_i = sampled_option[it,:(samplesize[it]+1)]
outcomes_i = outcomes[it,:(samplesize[it]+1)]
opt_exp = []
for i, opt in enumerate(options):
opt_exp_i = []
for j, x in enumerate(opt):
ind = np.where((sampled_option_i==i) & (outcomes_i==x[0]))[0]
n = float(len(np.where(sampled_option_i==i)[0]))
opt_exp_i.append([x[0], len(ind)/n])
opt_exp.append(opt_exp_i)
opt_exp = np.array(opt_exp)
weights = np.array([cpt.pweight_prelec(option, pars) for i, option in enumerate(opt_exp)])
wopt[:,:,1] = weights
pH = cpt.choice_prob(wopt, pars)
if np.random.random() < pH:
choice.append(1)
else:
choice.append(0)
choice = np.array(choice)
p_resp = choice.mean()
ss_A = samplesize[choice==0]
ss_B = samplesize[choice==1]
p_stop_A = np.bincount(ss_A, minlength=max_T)
p_stop_A = p_stop_A/float(p_stop_A.sum())
p_stop_B = np.bincount(ss_B, minlength=max_T)
p_stop_B = p_stop_B/float(p_stop_B.sum())
p_stop_cond = np.transpose([p_stop_A, p_stop_B])
# only include data up to choice
sampled_option = [sampled_option[i][:(samplesize[i]+1)] for i in range(samplesize.shape[0])]
outcomes = [outcomes[i][:(samplesize[i]+1)] for i in range(samplesize.shape[0])]
outcome_ind = [observed[i][:(samplesize[i]+1)] for i in range(samplesize.shape[0])]
return {'choice': choice,
'samplesize': samplesize,
'p_resp': np.array([1-p_resp, p_resp]),
'p_stop_cond': p_stop_cond,
'sampled_option': sampled_option,
'outcomes': outcomes,
'outcome_ind': outcome_ind
}
def create_random_data(filename, seconds, sample_rate, baseline=0.0, noise=None, event_rate=0, event_durations=None,
event_depths=None, overwrite=False):
"""
Creates random sample data. Leaves the first 200 data points free of events.
:param str filename: Filename for the data. If the file already exists and overwrite=False, an IOError is raised.
:param float seconds: Number of seconds of data.
:param float sample_rate: The sampling rate of the data, in Hz.
:param float baseline: The baseline of the data, in uA.
:param scipy.stats.distributions.rv_frozen noise: A frozen :mod:`scipy.stats` probability distribution\
for the noise. An example normal distribution with mean 2 uA and std dev 3 uA is
::
from scipy.stats import norm
noise = norm(loc=2, scale=3)
Default is no noise.
:param float event_rate: Rate of events in Hz.
:param scipy.stats.distributions.rv_frozen event_durations: A frozen :mod:`scipy.stats` probability distribution\
for the event duration (in seconds).
:param scipy.stats.distributions.rv_frozen event_depths: A frozen :mod:`scipy.stats` probability distribution\
for the event depth, in uA.
:param bool overwrite: Whether overwriting an existing file at filename is allowed. If false, and filename exists.\
an IOError will be raised.
:raises: :py:exc:`IOError` - If the filename already exists and overwrite=False.
>>> from pypore.sampledata.creator import create_random_data
>>> from scipy import stats
>>> seconds = 1. # 1 second of data.
>>> sample_rate = 1.e6 # 1 MHz sample rate.
>>> event_rate = 100. # 100 events/sec, on average.
>>> baseline = 10. # 10 uA baseline.
>>> noise = stats.norm(scale=.5) # Normal distributed noise with mean of 0 std dev of 0.5 uA.
>>> event_depths = stats.norm(loc=2., scale=1.) # Normal distributed events with mean of 2 and std dev of 1 uA.
>>> event_durations = stats.norm(loc=100.e-6, scale=10.e-6) # Normal distributed event durations with mean of 100 us and std dev 10 us.
>>> n_events = create_random_data('random_trace.h5', seconds, sample_rate, baseline, noise, event_rate, event_durations, event_depths)
"""
if not overwrite and os.path.exists(filename):
raise IOError(
"File already exists. Use a different filename, or call with overwrite=True to over-write existing file.")
n_points = int(seconds * sample_rate)
f = open_file(filename, mode='w', n_points=n_points, sample_rate=sample_rate)
data = np.zeros(n_points) + baseline
if noise is not None:
data += noise.rvs(size=n_points)
event_count = 0
if event_rate > 0:
i = 200
mean_length = event_durations.mean() * sample_rate
expected_events = seconds * event_rate
# Available space that is not events or the beginning of the data.
free_space = n_points - expected_events * mean_length - i
event_probability = expected_events/free_space
# Use geometric distribution to find the next starting spot of an event.
rv = geom(event_probability)
while i < n_points:
# get next event start distance
i += rv.rvs()
event_count += 1
event_length = event_durations.rvs() * sample_rate
event_depth_i = event_depths.rvs()
if i + event_length > n_points:
event_length = n_points - i
data[i:i+event_length] += event_depth_i
i += event_length
f.root.data[:] = data[:]
f.close()
return event_count