/
diagnostics.py
164 lines (125 loc) · 5.81 KB
/
diagnostics.py
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import collections
import functools
import itertools
import math
import sys
import numpy
from matplotlib import pyplot
import generate_g
import mcmc
import state_probabilities
def build_chains(specification, G, O):
probs = {}
return [[chain(G, [O], sig_prob=probs, sampler=functools.partial(sampler, **kwargs))
if sampler is not None else chain(G, [O], sig_prob=probs)
for _ in range(num_chains)]
for num_chains, chain, sampler, kwargs in specification]
def setup(nodes, chain_specification, burn_in=1000, calculate_actual_distribution=False):
G, sigma = generate_g.generate_graph_and_settings(nodes)
if G.min() < 0:
print("Erroneous graph!")
return
O, path = generate_g.simulate_train(G, sigma, 10)
chains = [[itertools.islice(chain, burn_in, None)
for chain in chains]
for chains in build_chains(chain_specification, G, O)]
if calculate_actual_distribution:
sigma_dist = calculate_sigma(G, O)
return chains, sigma_dist
else:
return chains
def calculate_sigma(G, O):
probabilities = collections.defaultdict(int)
normalizer = -math.inf
print("Calculating sigma...")
for sigma in itertools.product((1, 2), repeat=G.shape[0]):
sigma_arr = numpy.array(sigma)
_, O_prob = state_probabilities.state_probabilities(G, sigma_arr, O)
probabilities[sigma] = O_prob
normalizer = numpy.logaddexp(normalizer, O_prob)
for sigma, prob in probabilities.items():
probabilities[sigma] = math.exp(prob - normalizer)
print("Calculated sigma.")
return probabilities
def convergence(chain_specification, data_file, nodes=8, window=200):
chain_collection = setup(nodes, chain_specification, burn_in=0)
all_Rs = []
for chains in chain_collection:
samples = [[] for chain in chains]
delta_Rs = []
try:
for i in range(2000):
for chain, sample in zip(chains, samples):
sample.append(next(chain))
if i < 10 or i % 10 != 0:
continue
R_values = []
for n in range(nodes):
w_averages = []
for sample in samples:
w_averages.append(sum(x[n] for x in sample) / len(sample))
b_average = sum(w_averages) / len(w_averages)
B = sum((yc - b_average)**2 for yc in w_averages) * len(samples[0]) / (len(w_averages) - 1)
W = sum(sum((ysc[n] - yc)**2 for ysc in sample) / (len(sample) - 1)
for yc, sample in zip(w_averages, samples)) / len(w_averages)
V = (len(samples[0]) - 1)/len(samples[0]) * W + 1/len(samples[0]) * B
R_values.append(math.sqrt(V / W) if V > 0 and V != W else 1)
delta_R = max(abs(r - 1) for r in R_values)
print(i, delta_R)
delta_Rs.append(delta_R)
except KeyboardInterrupt:
print("Samples:", i)
pyplot.plot(numpy.arange(11, len(delta_Rs)*10 + 11, 10), delta_Rs)
all_Rs.append(delta_Rs)
pyplot.show()
with open(data_file, 'w') as f:
for i, values in enumerate(zip(*all_Rs), 1):
f.write("{}\t{}\n".format(i*10 + 1, "\t".join(map(str, values))))
def jensen_shannon(P, Q, num_P, num_Q):
entropy = lambda p: - p * math.log2(p) if p > 0 else 0
jsd = 0
for sample in P.keys() | Q.keys():
p = P[sample] / num_P
q = Q[sample] / num_Q
jsd += entropy((p + q) / 2) - (entropy(p) + entropy(q))/2
return jsd
def samples_required(chain_specification, data_file, nodes=12, num_samples=50000):
chains, sigma_dist = setup(nodes, chain_specification, burn_in=1000,
calculate_actual_distribution=True)
all_jsds = []
for test_chains, (num_chains, chain_type, _, kwargs) in zip(chains, chain_specification):
jsds = []
samples = collections.defaultdict(int)
combined_test_chain = itertools.chain.from_iterable(zip(*test_chains))
for i, sample in itertools.islice(enumerate(combined_test_chain, 1), 10000):
samples[tuple(sample)] += 1
jsd = jensen_shannon(samples, sigma_dist, i, 1)
print(i, jsd)
jsds.append(jsd)
pyplot.plot(numpy.arange(1, len(jsds) + 1), jsds,
label="{} ({} chains{})".format(
chain_type.__name__, num_chains,
"; {} switches resampled".format(kwargs['switches_to_sample'])
if kwargs is not None and "switches_to_sample" in kwargs else ""))
all_jsds.append(jsds)
pyplot.legend()
pyplot.show()
with open(data_file, 'w') as f:
for i, values in enumerate(zip(*all_jsds), 1):
f.write("{}\t{}\n".format(i, "\t".join(map(str, values))))
if __name__ == '__main__':
nodes = 8
chains = [
(1, mcmc.mcmc_chain, mcmc.sample_sigma_uniformly, {}),
(1, mcmc.mcmc_chain, mcmc.sample_sigma_uniformly, {"switches_to_sample": 1}),
(1, mcmc.mcmc_chain, mcmc.sample_sigma_uniformly, {"switches_to_sample": nodes//4}),
(1, mcmc.mcmc_chain, mcmc.sample_sigma_uniformly, {"switches_to_sample": nodes//2}),
(1, mcmc.mcmc_chain_2, None, None),
(4, mcmc.mcmc_chain, mcmc.sample_sigma_uniformly, {}),
(4, mcmc.mcmc_chain, mcmc.sample_sigma_uniformly, {"switches_to_sample": 1}),
(4, mcmc.mcmc_chain, mcmc.sample_sigma_uniformly, {"switches_to_sample": nodes//4}),
(4, mcmc.mcmc_chain, mcmc.sample_sigma_uniformly, {"switches_to_sample": nodes//2}),
(4, mcmc.mcmc_chain_2, None, None)
]
#convergence(chains, "burn_in_16.dat", nodes=nodes)
samples_required(chains, "convergence_8.dat", nodes=nodes)