def loglik(w, D):
X1 = D[:, :nx]
U1 = D[:, nx:nx + nu]
R = D[:, nx + nu].flatten()
X2 = D[:, nx + nu + 1:nx + nu + 1 + nx]
U2 = D[:, nx + nu + 1 + nx:nx + nu + 1 + nx + nu]
done = D[:, nx + nu + 1 + nx + nu:nx + nu + 1 + nx + nu + 1].flatten()
w = fu.transform(w, [fu.sigmoid, fu.stable_exp, fu.sigmoid]).flatten()
J = reparam_jac(w)
q = SARSASoftmaxAgent(task=task(),
learning_rate=w[0],
inverse_softmax_temp=w[1],
discount_factor=1.,
trace_decay=w[2])
ntrials = X1.shape[0]
for t in range(ntrials):
if np.equal(done[t], 0):
q.reset_trace()
u2 = U2[t]
else:
u2 = np.zeros(nu)
q.log_prob(X1[t], U1[t])
q.learning(X1[t], U1[t], R[t], X2[t], u2)
L = q.logprob_
g = q.grad_[[0, 1, 3]]
H = np.hstack((q.hess_[:, :2], q.hess_[:, -1].reshape(-1, 1)))
H = np.vstack((H[:2, :], H[-1, :].reshape(1, -1)))
return -L, -J @ g, -J.T @ H @ J
def loglik(w, D):
X1, U1, R, X2 = D[:,:nx], D[:,nx:nx+nu], D[:,nx+nu], D[:,nx+nu+1:nx+nu+1+nx]
w = fu.transform(w, [fu.sigmoid, clipped_exp, fu.I]).flatten()
J = reparam_jac(w)
q = RWStickySoftmaxAgent(task=task(),
learning_rate=w[0],
inverse_softmax_temp=w[1],
perseveration=w[2])
ntrials = X1.shape[0]
for t in range(ntrials):
q.log_prob(X1[t], U1[t])
q.learning(X1[t], U1[t], R[t], X2[t], None)
L = q.logprob_
return -L, [email protected]_, [email protected]_@J
def test_transform():
x = np.array([0, 0, -10, 0, 55])
x_ = transform(x, [sigmoid, tanh, relu, stable_exp, I])
y = np.array([0.5, 0, 0, 1, 55])
assert np.all(np.equal(x_.flatten(), y))
maxstarts=4,
maxstarts_without_improvement=2,
init_sd=1,
njobs=-1,
jac=True,
hess=True,
method='trust-exact')
res_rwssm = mlepar(f=rwstickysoftmax_loglik,
data=data_rwsticky.tensor,
nparams=3,
minstarts=2,
maxstarts=4,
maxstarts_without_improvement=2,
init_sd=1,
njobs=-1,
jac=True,
hess=True,
method='trust-exact')
res.xmin
xhat = res.xmin[np.logical_not(np.any(np.isnan(res.xmin), axis=1)), :]
xhat = np.stack(
fu.transform(xhat[i], [fu.sigmoid, fu.stable_exp]).flatten()
for i in range(xhat.shape[0]))
xtrue = data.params[np.logical_not(np.any(np.isnan(res.xmin), axis=1)), 1:]
f = actual_estimate(xtrue[:, 0], xhat[:, 0])
f = actual_estimate(xtrue[xhat[:, 1] < 20, 1], xhat[xhat[:, 1] < 20, 1])
