gJs, gKs, converged, meta = grid_search.grid_search(Js,
Ks,
X,
N_inits=N_inits,
mcfa_kwds=mcfa_kwds)
mml = meta["message_length"]
# Plot some contours.
plot_filled_contours_kwds = dict(converged=converged,
marker_function=np.nanargmin,
N=100,
cmap="Spectral_r")
fig_mml = mpl_utils.plot_filled_contours(gJs,
gKs,
mml,
colorbar_label=r"$\textrm{MML}$",
**plot_filled_contours_kwds)
savefig(fig_mml, f"size-{size}-gridsearch-mml")
raise a
sizes = (100, 1000, 10000) #, sum(possible_additions_mask))
saved_models = dict()
for size in sizes:
if size <= 1000:
Js = np.arange(J - delta_J, J + delta_J + 1)
Ks = np.arange(K - delta_K, K + delta_K + 1)
print(f"BIC is lowest at J = {jm_b} and K = {km_b}")
print(f"MML is lowest at J = {jm_m} and K = {km_m}")
print(f"True values are J = {J_true} and K = {K_true}")
kwds = dict(converged=converged,
marker_function=np.nanargmin,
N=1000,
cmap="Spectral_r",
truth=(J_true, K_true))
fig_ll = mpl_utils.plot_filled_contours(
J_grid,
K_grid,
-ll,
colorbar_label=
r"$-\log\mathcal{L}(\boldsymbol{\mathbf{Y}}|\boldsymbol{\mathbf{D}})$",
**kwds)
fig_ll.axes[0].set_yticks([1, 5, 10, 15, 20])
fig_bic = mpl_utils.plot_filled_contours(J_grid,
K_grid,
bic,
colorbar_label=r"$\textrm{BIC}$",
**kwds)
fig_bic.axes[0].set_yticks([1, 5, 10, 15, 20])
fig_mml = mpl_utils.plot_filled_contours(
J_grid,
K_grid,
message_length = meta["message_length"]
J_best_ll, K_best_ll = grid_search.best(Js, Ks, -ll)
J_best_bic, K_best_bic = grid_search.best(Js, Ks, bic)
J_best_mml, K_best_mml = grid_search.best(Js, Ks, message_length)
print(f"Best log likelihood at J = {J_best_ll} and K = {K_best_ll}")
print(f"Best BIC value found at J = {J_best_bic} and K = {K_best_bic}")
print(f"Best MML value found at J = {J_best_mml} and K = {K_best_mml}")
# Plot some contours.
plot_filled_contours_kwds = dict(converged=converged,
marker_function=np.nanargmin,
cmap="Spectral_r")
fig_ll = mpl_utils.plot_filled_contours(Jg, Kg, -ll,
colorbar_label=r"$-\log\mathcal{L}$",
**plot_filled_contours_kwds)
savefig(fig_ll, "gridsearch-ll")
fig_ll = mpl_utils.plot_filled_contours(Jg, Kg, message_length,
colorbar_label=r"$\textrm{MML}$",
**plot_filled_contours_kwds)
savefig(fig_ll, "gridsearch-mml")
fig_bic = mpl_utils.plot_filled_contours(Jg, Kg, bic,
colorbar_label=r"$\textrm{BIC}$",
**plot_filled_contours_kwds)
savefig(fig_bic, "gridsearch-bic")
