def test_discrete_4_2(self):
# 4x4 transition matrix
nstates = 2
P = np.array([[0.90, 0.10, 0.00, 0.00],
[0.10, 0.89, 0.01, 0.00],
[0.00, 0.01, 0.89, 0.10],
[0.00, 0.00, 0.10, 0.90]])
# generate realization
import msmtools.generation as msmgen
T = 10000
dtrajs = [msmgen.generate_traj(P, T)]
C = msmest.count_matrix(dtrajs, 1).toarray()
# estimate initial HMM with 2 states - should be identical to P
hmm = init_discrete_hmm(dtrajs, nstates)
# Test if model fit is close to reference. Note that we do not have an exact reference, so we cannot set the
# tolerance in a rigorous way to test statistical significance. These are just sanity checks.
Tij = hmm.transition_matrix
B = hmm.output_model.output_probabilities
# Test stochasticity
import msmtools.analysis as msmana
msmana.is_transition_matrix(Tij)
np.allclose(B.sum(axis=1), np.ones(B.shape[0]))
# if (B[0,0]<B[1,0]):
# B = B[np.array([1,0]),:]
Tij_ref = np.array([[0.99, 0.01],
[0.01, 0.99]])
Bref = np.array([[0.5, 0.5, 0.0, 0.0],
[0.0, 0.0, 0.5, 0.5]])
assert(np.max(Tij-Tij_ref) < 0.01)
assert(np.max(B-Bref) < 0.05 or np.max(B[[1, 0]]-Bref) < 0.05)
def test_1state_1obs(self):
dtraj = np.array([0, 0, 0, 0, 0])
C = msmest.count_matrix(dtraj, 1).toarray()
Aref = np.array([[1.0]])
Bref = np.array([[1.0]])
for rev in [True, False]: # reversibiliy doesn't matter in this example
hmm = init_discrete_hmm(dtraj, 1, reversible=rev)
assert(np.allclose(hmm.transition_matrix, Aref))
assert(np.allclose(hmm.output_model.output_probabilities, Bref))
def test_3state_prev(self):
import msmtools.analysis as msmana
dtraj = np.array([0, 1, 2, 0, 3, 4])
C = msmest.count_matrix(dtraj, 1).toarray()
for rev in [True, False]:
hmm = init_discrete_hmm(dtraj, 3, reversible=rev)
assert msmana.is_transition_matrix(hmm.transition_matrix)
if rev:
assert msmana.is_reversible(hmm.transition_matrix)
assert np.allclose(hmm.output_model.output_probabilities.sum(axis=1), 1)
def test_2state_2obs_deadend(self):
dtraj = np.array([0, 0, 0, 0, 1])
C = msmest.count_matrix(dtraj, 1).toarray()
Aref = np.array([[1.0]])
for rev in [True, False]: # reversibiliy doesn't matter in this example
hmm = init_discrete_hmm(dtraj, 1, reversible=rev)
assert(np.allclose(hmm.transition_matrix, Aref))
# output must be 1 x 2, and no zeros
B = hmm.output_model.output_probabilities
assert(np.array_equal(B.shape, np.array([1, 2])))
assert(np.all(B > 0.0))
def test_2state_2obs_unidirectional(self):
dtraj = np.array([0, 0, 0, 0, 1])
C = msmest.count_matrix(dtraj, 1).toarray()
Aref_naked = np.array([[0.75, 0.25],
[0 , 1 ]])
Bref_naked = np.array([[1., 0.],
[0., 1.]])
perm = [1, 0] # permutation
for rev in [True, False]: # reversibiliy doesn't matter in this example
hmm = init_discrete_hmm(dtraj, 2, reversible=rev, method='spectral', regularize=False)
assert np.allclose(hmm.transition_matrix, Aref_naked) \
or np.allclose(hmm.transition_matrix, Aref_naked[np.ix_(perm, perm)]) # test permutation
assert np.allclose(hmm.output_model.output_probabilities, Bref_naked) \
or np.allclose(hmm.output_model.output_probabilities, Bref_naked[perm]) # test permutation
def test_state_splitting(self):
dtraj = np.array([0, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 2, 2,
0, 2, 2, 2, 2, 2, 2, 1, 1, 1, 1, 1, 1, 0, 1, 2, 2, 2, 2, 2, 2])
C = msmest.count_matrix(dtraj, 1).toarray()
hmm0 = init_discrete_hmm(dtraj, 3, separate=[0])
piref = np.array([0.35801876, 0.55535398, 0.08662726])
Aref = np.array([[0.76462978, 0.10261978, 0.13275044],
[0.06615566, 0.89464821, 0.03919614],
[0.54863966, 0.25128039, 0.20007995]])
Bref = np.array([[0, 1, 0],
[0, 0, 1],
[1, 0, 0]])
assert np.allclose(hmm0.initial_distribution, piref, atol=1e-5)
assert np.allclose(hmm0.transition_matrix, Aref, atol=1e-5)
assert np.max(np.abs(hmm0.output_model.output_probabilities - Bref)) < 0.01
def test_discrete_2_2(self):
# 2x2 transition matrix
P = np.array([[0.99, 0.01], [0.01, 0.99]])
# generate realization
import msmtools.generation as msmgen
T = 10000
dtrajs = [msmgen.generate_traj(P, T)]
C = msmest.count_matrix(dtrajs, 1).toarray()
# estimate initial HMM with 2 states - should be identical to P
hmm = init_discrete_hmm(dtrajs, 2)
# test
A = hmm.transition_matrix
B = hmm.output_model.output_probabilities
# Test stochasticity
import msmtools.analysis as msmana
msmana.is_transition_matrix(A)
np.allclose(B.sum(axis=1), np.ones(B.shape[0]))
# A should be close to P
if B[0, 0] < B[1, 0]:
B = B[np.array([1, 0]), :]
assert(np.max(A-P) < 0.01)
assert(np.max(B-np.eye(2)) < 0.01)
def test_discrete_6_3(self):
# 4x4 transition matrix
nstates = 3
P = np.array([[0.90, 0.10, 0.00, 0.00, 0.00, 0.00],
[0.20, 0.79, 0.01, 0.00, 0.00, 0.00],
[0.00, 0.01, 0.84, 0.15, 0.00, 0.00],
[0.00, 0.00, 0.05, 0.94, 0.01, 0.00],
[0.00, 0.00, 0.00, 0.02, 0.78, 0.20],
[0.00, 0.00, 0.00, 0.00, 0.10, 0.90]])
# generate realization
import msmtools.generation as msmgen
T = 10000
dtrajs = [msmgen.generate_traj(P, T)]
C = msmest.count_matrix(dtrajs, 1).toarray()
# estimate initial HMM with 2 states - should be identical to P
hmm = init_discrete_hmm(dtrajs, nstates)
# Test stochasticity and reversibility
Tij = hmm.transition_matrix
B = hmm.output_model.output_probabilities
import msmtools.analysis as msmana
msmana.is_transition_matrix(Tij)
msmana.is_reversible(Tij)
np.allclose(B.sum(axis=1), np.ones(B.shape[0]))
def _estimate(self, dtrajs):
import bhmm
# ensure right format
dtrajs = _types.ensure_dtraj_list(dtrajs)
# CHECK LAG
trajlengths = [_np.size(dtraj) for dtraj in dtrajs]
if self.lag >= _np.max(trajlengths):
raise ValueError('Illegal lag time ' + str(self.lag) + ' exceeds longest trajectory length')
if self.lag > _np.mean(trajlengths):
self.logger.warning('Lag time ' + str(self.lag) + ' is on the order of mean trajectory length '
+ str(_np.mean(trajlengths)) + '. It is recommended to fit four lag times in each '
+ 'trajectory. HMM might be inaccurate.')
# EVALUATE STRIDE
if self.stride == 'effective':
# by default use lag as stride (=lag sampling), because we currently have no better theory for deciding
# how many uncorrelated counts we can make
self.stride = self.lag
# get a quick estimate from the spectral radius of the nonreversible
from pyemma.msm import estimate_markov_model
msm_nr = estimate_markov_model(dtrajs, lag=self.lag, reversible=False, sparse=False,
connectivity='largest', dt_traj=self.timestep_traj)
# if we have more than nstates timescales in our MSM, we use the next (neglected) timescale as an
# estimate of the decorrelation time
if msm_nr.nstates > self.nstates:
corrtime = max(1, msm_nr.timescales()[self.nstates-1])
# use the smaller of these two pessimistic estimates
self.stride = int(min(self.lag, 2*corrtime))
# LAG AND STRIDE DATA
dtrajs_lagged_strided = bhmm.lag_observations(dtrajs, self.lag, stride=self.stride)
# OBSERVATION SET
if self.observe_nonempty:
observe_subset = 'nonempty'
else:
observe_subset = None
# INIT HMM
from bhmm import init_discrete_hmm
from pyemma.msm.estimators import MaximumLikelihoodMSM
if self.msm_init=='largest-strong':
hmm_init = init_discrete_hmm(dtrajs_lagged_strided, self.nstates, lag=1,
reversible=self.reversible, stationary=True, regularize=True,
method='lcs-spectral', separate=self.separate)
elif self.msm_init=='all':
hmm_init = init_discrete_hmm(dtrajs_lagged_strided, self.nstates, lag=1,
reversible=self.reversible, stationary=True, regularize=True,
method='spectral', separate=self.separate)
elif issubclass(self.msm_init.__class__, MaximumLikelihoodMSM): # initial MSM given.
from bhmm.init.discrete import init_discrete_hmm_spectral
p0, P0, pobs0 = init_discrete_hmm_spectral(self.msm_init.count_matrix_full, self.nstates,
reversible=self.reversible, stationary=True,
active_set=self.msm_init.active_set,
P=self.msm_init.transition_matrix, separate=self.separate)
hmm_init = bhmm.discrete_hmm(p0, P0, pobs0)
observe_subset = self.msm_init.active_set # override observe_subset.
else:
raise ValueError('Unknown MSM initialization option: ' + str(self.msm_init))
# ---------------------------------------------------------------------------------------
# Estimate discrete HMM
# ---------------------------------------------------------------------------------------
# run EM
from bhmm.estimators.maximum_likelihood import MaximumLikelihoodEstimator as _MaximumLikelihoodEstimator
hmm_est = _MaximumLikelihoodEstimator(dtrajs_lagged_strided, self.nstates, initial_model=hmm_init,
output='discrete', reversible=self.reversible, stationary=self.stationary,
accuracy=self.accuracy, maxit=self.maxit)
# run
hmm_est.fit()
# package in discrete HMM
self.hmm = bhmm.DiscreteHMM(hmm_est.hmm)
# get model parameters
self.initial_distribution = self.hmm.initial_distribution
transition_matrix = self.hmm.transition_matrix
observation_probabilities = self.hmm.output_probabilities
# get estimation parameters
self.likelihoods = hmm_est.likelihoods # Likelihood history
self.likelihood = self.likelihoods[-1]
self.hidden_state_probabilities = hmm_est.hidden_state_probabilities # gamma variables
self.hidden_state_trajectories = hmm_est.hmm.hidden_state_trajectories # Viterbi path
self.count_matrix = hmm_est.count_matrix # hidden count matrix
self.initial_count = hmm_est.initial_count # hidden init count
self._active_set = _np.arange(self.nstates)
# TODO: it can happen that we loose states due to striding. Should we lift the output probabilities afterwards?
# parametrize self
self._dtrajs_full = dtrajs
self._dtrajs_lagged = dtrajs_lagged_strided
self._nstates_obs_full = msmest.number_of_states(dtrajs)
self._nstates_obs = msmest.number_of_states(dtrajs_lagged_strided)
self._observable_set = _np.arange(self._nstates_obs)
self._dtrajs_obs = dtrajs
self.set_model_params(P=transition_matrix, pobs=observation_probabilities,
reversible=self.reversible, dt_model=self.timestep_traj.get_scaled(self.lag))
# TODO: perhaps remove connectivity and just rely on .submodel()?
# deal with connectivity
states_subset = None
if self.connectivity == 'largest':
states_subset = 'largest-strong'
elif self.connectivity == 'populous':
states_subset = 'populous-strong'
# return submodel (will return self if all None)
return self.submodel(states=states_subset, obs=observe_subset, mincount_connectivity=self.mincount_connectivity)
def test_state_splitting_fail(self):
dtraj = np.array([0, 0, 1, 1])
with self.assertRaises(ValueError):
init_discrete_hmm(dtraj, 2, separate=[0, 2])
def test_3state_fail(self):
dtraj = np.array([0, 1, 0, 0, 1, 1])
C = msmest.count_matrix(dtraj, 1).toarray()
# this example doesn't admit more than 2 metastable states. Raise.
with self.assertRaises(NotImplementedError):
init_discrete_hmm(dtraj, 3, reversible=False)
