예제 #1
0
 def update_cctype(self, col, cctype, distargs=None):
     """Update the distribution type of self.dims[col] to cctype."""
     if distargs is None:
         distargs = {}
     distargs_dim = dict(distargs)
     inputs = []
     # XXX Horrid hack.
     if cctype_class(cctype).is_conditional():
         inputs = distargs_dim.get('inputs', [
             d for d in sorted(self.dims)
             if d != col and not self.dims[d].is_conditional()
         ])
         if len(self.dims) == 0 or len(inputs) == 0:
             raise ValueError('No inputs for conditional dimension.')
         distargs_dim['inputs'] = {
             'indexes': inputs,
             'stattypes': [self.dims[i].cctype for i in inputs],
             'statargs': [self.dims[i].get_distargs() for i in inputs]
         }
     D_old = self.dims[col]
     D_new = Dim(outputs=[col],
                 inputs=[self.outputs[0]] + inputs,
                 cctype=cctype,
                 distargs=distargs_dim,
                 rng=self.rng)
     self.unincorporate_dim(D_old)
     self.incorporate_dim(D_new)
예제 #2
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파일: linreg.py 프로젝트: wilsondy/cgpm
 def transition_hypers(self, N=None):
     if N is None:
         N = 1
     dim = Dim(
         self.outputs, [-10**8]+self.inputs,
         cctype=self.name(), hypers=self.get_hypers(),
         distargs=self.get_distargs(), rng=self.rng)
     dim.clusters[0] = self
     dim.transition_hyper_grids(X=self.data.x.values())
     for i in xrange(N):
         dim.transition_hypers()
예제 #3
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파일: test.py 프로젝트: wilsondy/cgpm
def gen_dims_from_structure(T, Zv, Zc, cctypes, distargs):
    n_cols = len(Zv)
    dims = []
    for col in xrange(n_cols):
        v = Zv[col]
        cctype = cctypes[col]
        dim_c = Dim(cctype, col, distargs=distargs[col])
        dim_c.transition_hyper_grids(T[col])
        dim_c.bulk_incorporate(T[col], Zc[v])
        dims.append(dim_c)
    return dims
예제 #4
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def test_transition_hypers():
    forest = Dim(outputs=RF_OUTPUTS,
                 inputs=[-1] + RF_INPUTS,
                 cctype='random_forest',
                 distargs=RF_DISTARGS,
                 rng=gu.gen_rng(0))
    forest.transition_hyper_grids(D[:, 0])

    # Create two clusters.
    Zr = np.zeros(len(D), dtype=int)
    Zr[len(D) / 2:] = 1
    for rowid, row in enumerate(D[:25]):
        observation = {0: row[0]}
        inputs = gu.merged({i: row[i] for i in forest.inputs}, {-1: Zr[rowid]})
        forest.incorporate(rowid, observation, inputs)
예제 #5
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    def __init__(self,
                 X,
                 outputs=None,
                 inputs=None,
                 alpha=None,
                 cctypes=None,
                 distargs=None,
                 hypers=None,
                 Zr=None,
                 rng=None):
        """View constructor provides a convenience method for bulk incorporate
        and unincorporate by specifying the data and optional row partition.

        Parameters
        ----------
        X : dict{int:list}
            Dataset, where the cell `X[outputs[i]][rowid]` contains the value
            for column outputs[i] and rowd index `rowid`. All rows are
            incorporated by default.
        outputs : list<int>
            List of output variables. The first item is mandatory, corresponding
            to the token of the exposed cluster. outputs[1:] are the observable
            output variables.
        inputs : list<int>
            Currently disabled.
        alpha : float, optional.
            Concentration parameter for row CRP.
        cctypes : list<str>, optional.
            A `len(outputs[1:])` list of cctypes, see `utils.config` for names.
        distargs : list<str>, optional.
            A `len(outputs[1:])` list of distargs.
        hypers : list<dict>, optional.
            A `len(outputs[1:])` list of hyperparameters.
        Zr : list<int>, optional.
            Row partition, where `Zr[rowid]` is the cluster identity of rowid.
        rng : np.random.RandomState, optional.
            Source of entropy.
        """
        # -- Seed --------------------------------------------------------------
        self.rng = gu.gen_rng() if rng is None else rng

        # -- Inputs ------------------------------------------------------------
        if inputs:
            raise ValueError('View does not accept inputs.')
        self.inputs = []

        # -- Dataset -----------------------------------------------------------
        self.X = X

        # -- Outputs -----------------------------------------------------------
        if len(outputs) < 1:
            raise ValueError('View needs at least one output.')
        if len(outputs) > 1:
            if not distargs:
                distargs = [None] * len(cctypes)
            if not hypers:
                hypers = [None] * len(cctypes)
            assert len(outputs[1:]) == len(cctypes)
            assert len(distargs) == len(cctypes)
            assert len(hypers) == len(cctypes)
        self.outputs = list(outputs)

        # -- Row CRP -----------------------------------------------------------
        self.crp = Dim(outputs=[self.outputs[0]],
                       inputs=[-1],
                       cctype='crp',
                       hypers=None if alpha is None else {'alpha': alpha},
                       rng=self.rng)
        n_rows = len(self.X[self.X.keys()[0]])
        self.crp.transition_hyper_grids([1] * n_rows)
        if Zr is None:
            for i in xrange(n_rows):
                s = self.crp.simulate(i, [self.outputs[0]], None, {-1: 0})
                self.crp.incorporate(i, s, {-1: 0})
        else:
            for i, z in enumerate(Zr):
                self.crp.incorporate(i, {self.outputs[0]: z}, {-1: 0})

        # -- Dimensions --------------------------------------------------------
        self.dims = dict()
        for i, c in enumerate(self.outputs[1:]):
            # Prepare inputs for dim, if necessary.
            dim_inputs = []
            if distargs[i] is not None and 'inputs' in distargs[i]:
                dim_inputs = distargs[i]['inputs']['indexes']
            dim_inputs = [self.outputs[0]] + dim_inputs
            # Construct the Dim.
            dim = Dim(outputs=[c],
                      inputs=dim_inputs,
                      cctype=cctypes[i],
                      hypers=hypers[i],
                      distargs=distargs[i],
                      rng=self.rng)
            dim.transition_hyper_grids(self.X[c])
            self.incorporate_dim(dim)

        # -- Validation --------------------------------------------------------
        self._check_partitions()
예제 #6
0
class View(CGpm):
    """CGpm represnting a multivariate Dirichlet process mixture of CGpms."""
    def __init__(self,
                 X,
                 outputs=None,
                 inputs=None,
                 alpha=None,
                 cctypes=None,
                 distargs=None,
                 hypers=None,
                 Zr=None,
                 rng=None):
        """View constructor provides a convenience method for bulk incorporate
        and unincorporate by specifying the data and optional row partition.

        Parameters
        ----------
        X : dict{int:list}
            Dataset, where the cell `X[outputs[i]][rowid]` contains the value
            for column outputs[i] and rowd index `rowid`. All rows are
            incorporated by default.
        outputs : list<int>
            List of output variables. The first item is mandatory, corresponding
            to the token of the exposed cluster. outputs[1:] are the observable
            output variables.
        inputs : list<int>
            Currently disabled.
        alpha : float, optional.
            Concentration parameter for row CRP.
        cctypes : list<str>, optional.
            A `len(outputs[1:])` list of cctypes, see `utils.config` for names.
        distargs : list<str>, optional.
            A `len(outputs[1:])` list of distargs.
        hypers : list<dict>, optional.
            A `len(outputs[1:])` list of hyperparameters.
        Zr : list<int>, optional.
            Row partition, where `Zr[rowid]` is the cluster identity of rowid.
        rng : np.random.RandomState, optional.
            Source of entropy.
        """
        # -- Seed --------------------------------------------------------------
        self.rng = gu.gen_rng() if rng is None else rng

        # -- Inputs ------------------------------------------------------------
        if inputs:
            raise ValueError('View does not accept inputs.')
        self.inputs = []

        # -- Dataset -----------------------------------------------------------
        self.X = X

        # -- Outputs -----------------------------------------------------------
        if len(outputs) < 1:
            raise ValueError('View needs at least one output.')
        if len(outputs) > 1:
            if not distargs:
                distargs = [None] * len(cctypes)
            if not hypers:
                hypers = [None] * len(cctypes)
            assert len(outputs[1:]) == len(cctypes)
            assert len(distargs) == len(cctypes)
            assert len(hypers) == len(cctypes)
        self.outputs = list(outputs)

        # -- Row CRP -----------------------------------------------------------
        self.crp = Dim(outputs=[self.outputs[0]],
                       inputs=[-1],
                       cctype='crp',
                       hypers=None if alpha is None else {'alpha': alpha},
                       rng=self.rng)
        n_rows = len(self.X[self.X.keys()[0]])
        self.crp.transition_hyper_grids([1] * n_rows)
        if Zr is None:
            for i in xrange(n_rows):
                s = self.crp.simulate(i, [self.outputs[0]], None, {-1: 0})
                self.crp.incorporate(i, s, {-1: 0})
        else:
            for i, z in enumerate(Zr):
                self.crp.incorporate(i, {self.outputs[0]: z}, {-1: 0})

        # -- Dimensions --------------------------------------------------------
        self.dims = dict()
        for i, c in enumerate(self.outputs[1:]):
            # Prepare inputs for dim, if necessary.
            dim_inputs = []
            if distargs[i] is not None and 'inputs' in distargs[i]:
                dim_inputs = distargs[i]['inputs']['indexes']
            dim_inputs = [self.outputs[0]] + dim_inputs
            # Construct the Dim.
            dim = Dim(outputs=[c],
                      inputs=dim_inputs,
                      cctype=cctypes[i],
                      hypers=hypers[i],
                      distargs=distargs[i],
                      rng=self.rng)
            dim.transition_hyper_grids(self.X[c])
            self.incorporate_dim(dim)

        # -- Validation --------------------------------------------------------
        self._check_partitions()

    # --------------------------------------------------------------------------
    # Observe

    def incorporate_dim(self, dim, reassign=True):
        """Incorporate dim into View. If not reassign, partition should match."""
        dim.inputs[0] = self.outputs[0]
        if reassign:
            self._bulk_incorporate(dim)
        self.dims[dim.index] = dim
        self.outputs = self.outputs[:1] + self.dims.keys()
        return dim.logpdf_score()

    def unincorporate_dim(self, dim):
        """Remove dim from this View (does not modify)."""
        del self.dims[dim.index]
        self.outputs = self.outputs[:1] + self.dims.keys()
        return dim.logpdf_score()

    def incorporate(self, rowid, observation, inputs=None):
        """Incorporate an observation into the View.

        Parameters
        ----------
        rowid : int
            Fresh, non-negative rowid.
        observation : dict{output:val}
            Keys of the observation must exactly be the output (Github #89).
            Optionally, use {self.outputs[0]: k} to specify the latent cluster
            assignment of rowid. The cluster is an observation variable since
            View has a generative model for k, unlike Dim which requires k as
            inputs.
        """
        k = observation.get(self.outputs[0], 0)
        self.crp.incorporate(rowid, {self.outputs[0]: k}, {-1: 0})
        for d in self.dims:
            self.dims[d].incorporate(rowid,
                                     observation={d: observation[d]},
                                     inputs=self._get_input_values(
                                         rowid, self.dims[d], k))
        # If the user did not specify a cluster assignment, sample one.
        if self.outputs[0] not in observation:
            self.transition_rows(rows=[rowid])

    def unincorporate(self, rowid):
        # Unincorporate from dims.
        for dim in self.dims.itervalues():
            dim.unincorporate(rowid)
        # Account.
        k = self.Zr(rowid)
        self.crp.unincorporate(rowid)
        if k not in self.Nk():
            for dim in self.dims.itervalues():
                del dim.clusters[k]  # XXX Abstract me!

    # XXX Major hack to force values of NaN cells in incorporated rowids.
    def force_cell(self, rowid, observation):
        k = self.Zr(rowid)
        for d in observation:
            self.dims[d].unincorporate(rowid)
            inputs = self._get_input_values(rowid, self.dims[d], k)
            self.dims[d].incorporate(rowid, {d: observation[d]}, inputs)

    # --------------------------------------------------------------------------
    # Update schema.

    def update_cctype(self, col, cctype, distargs=None):
        """Update the distribution type of self.dims[col] to cctype."""
        if distargs is None:
            distargs = {}
        distargs_dim = dict(distargs)
        inputs = []
        # XXX Horrid hack.
        if cctype_class(cctype).is_conditional():
            inputs = distargs_dim.get('inputs', [
                d for d in sorted(self.dims)
                if d != col and not self.dims[d].is_conditional()
            ])
            if len(self.dims) == 0 or len(inputs) == 0:
                raise ValueError('No inputs for conditional dimension.')
            distargs_dim['inputs'] = {
                'indexes': inputs,
                'stattypes': [self.dims[i].cctype for i in inputs],
                'statargs': [self.dims[i].get_distargs() for i in inputs]
            }
        D_old = self.dims[col]
        D_new = Dim(outputs=[col],
                    inputs=[self.outputs[0]] + inputs,
                    cctype=cctype,
                    distargs=distargs_dim,
                    rng=self.rng)
        self.unincorporate_dim(D_old)
        self.incorporate_dim(D_new)

    # --------------------------------------------------------------------------
    # Inference

    def transition(self, N):
        for _ in xrange(N):
            self.transition_rows()
            self.transition_crp_alpha()
            self.transition_dim_hypers()

    def transition_crp_alpha(self):
        self.crp.transition_hypers()
        self.crp.transition_hypers()

    def transition_dim_hypers(self, cols=None):
        if cols is None:
            cols = self.dims.keys()
        for c in cols:
            self.dims[c].transition_hypers()

    def transition_dim_grids(self, cols=None):
        if cols is None:
            cols = self.dims.keys()
        for c in cols:
            self.dims[c].transition_hyper_grids(self.X[c])

    def transition_rows(self, rows=None):
        if rows is None:
            rows = self.Zr().keys()
        rows = self.rng.permutation(rows)
        for rowid in rows:
            self._gibbs_transition_row(rowid)

    # --------------------------------------------------------------------------
    # logscore.

    def logpdf_likelihood(self):
        """Compute the logpdf of the observations only."""
        logp_dims = [dim.logpdf_score() for dim in self.dims.itervalues()]
        return sum(logp_dims)

    def logpdf_prior(self):
        logp_crp = self.crp.logpdf_score()
        return logp_crp

    def logpdf_score(self):
        """Compute the marginal logpdf CRP assignment and data."""
        lp_prior = self.logpdf_prior()
        lp_likelihood = self.logpdf_likelihood()
        return lp_prior + lp_likelihood

    # --------------------------------------------------------------------------
    # logpdf

    def logpdf(self, rowid, targets, constraints=None, inputs=None):
        # As discussed in https://github.com/probcomp/cgpm/issues/116 for an
        # observed rowid, we synthetize a new hypothetical row which is
        # identical (in terms of observed and latent values) to the observed
        # rowid. In this version of the implementation, the user may not
        # override any non-null values in the observed rowid
        # (_populate_constraints returns an error in this case). A user should
        # either (i) use another rowid, since overriding existing values in the
        # observed rowid no longer specifies that rowid, or (ii) use some
        # sequence of incorporate/unicorporate depending on their query.
        constraints = self._populate_constraints(rowid, targets, constraints)
        if not self.hypothetical(rowid):
            rowid = None
        # Prepare the importance network.
        network = self.build_network()
        if self.outputs[0] in constraints:
            # Condition on the cluster assignment.
            # p(xT|xC,z=k)                      computed directly by network.
            return network.logpdf(rowid, targets, constraints, inputs)
        elif self.outputs[0] in targets:
            # Query the cluster assignment.
            # p(z=k,xT|xC)
            # = p(z=k,xT,xC) / p(xC)            Bayes rule
            # = p(z=k)p(xT,xC|z=k) / p(xC)      chain rule on numerator
            # The terms are then:
            # p(z=k)                            lp_cluster
            # p(xT,xC|z=k)                      lp_numer
            # p(xC)                             lp_denom
            k = targets[self.outputs[0]]
            constraints_z = {self.outputs[0]: k}
            targets_nz = {
                c: targets[c]
                for c in targets if c != self.outputs[0]
            }
            targets_numer = merged(targets_nz, constraints)
            lp_cluster = network.logpdf(rowid, constraints_z, inputs)
            lp_numer = \
                network.logpdf(rowid, targets_numer, constraints_z, inputs) \
                if targets_numer else 0
            lp_denom = self.logpdf(rowid, constraints) if constraints else 0
            return (lp_cluster + lp_numer) - lp_denom
        else:
            # Marginalize over cluster assignment by enumeration.
            # Let K be a list of values for the support of z:
            # P(xT|xC)
            # = \sum_k p(xT|z=k,xC)p(z=k|xC)            marginalization
            # Now consider p(z=k|xC) \propto p(z=k,xC)  Bayes rule
            # p(z=K[i],xC)                              lp_constraints_unorm[i]
            # p(z=K[i]|xC)                              lp_constraints[i]
            # p(xT|z=K[i],xC)                           lp_targets[i]
            K = self.crp.clusters[0].gibbs_tables(-1)
            constraints = [
                merged(constraints, {self.outputs[0]: k}) for k in K
            ]
            lp_constraints_unorm = [
                network.logpdf(rowid, const, None, inputs)
                for const in constraints
            ]
            lp_constraints = gu.log_normalize(lp_constraints_unorm)
            lp_targets = [
                network.logpdf(rowid, targets, const, inputs)
                for const in constraints
            ]
            return gu.logsumexp(np.add(lp_constraints, lp_targets))

    # --------------------------------------------------------------------------
    # simulate

    def simulate(self, rowid, targets, constraints=None, inputs=None, N=None):
        # Refer to comment in logpdf.
        constraints = self._populate_constraints(rowid, targets, constraints)
        if not self.hypothetical(rowid):
            rowid = None
        network = self.build_network()
        # Condition on the cluster assignment.
        if self.outputs[0] in constraints:
            return network.simulate(rowid, targets, constraints, inputs, N)
        # Determine how many samples to return.
        unwrap_result = N is None
        if unwrap_result:
            N = 1
        # Expose cluster assignments to the samples?
        exposed = self.outputs[0] in targets
        if exposed:
            targets = [q for q in targets if q != self.outputs[0]]
        # Weight clusters by probability of constraints in each cluster.
        K = self.crp.clusters[0].gibbs_tables(-1)
        constr2 = [merged(constraints, {self.outputs[0]: k}) for k in K]
        lp_constraints_unorm = [network.logpdf(rowid, ev) for ev in constr2]
        # Find number of samples in each cluster.
        Ks = gu.log_pflip(lp_constraints_unorm, array=K, size=N, rng=self.rng)
        counts = {k: n for k, n in enumerate(np.bincount(Ks)) if n > 0}
        # Add the cluster assignment to the constraints and sample the rest.
        constr3 = {
            k: merged(constraints, {self.outputs[0]: k})
            for k in counts
        }
        samples = [
            network.simulate(rowid, targets, constr3[k], inputs, counts[k])
            for k in counts
        ]
        # If cluster assignments are exposed, append them to the samples.
        if exposed:
            samples = [[merged(l, {self.outputs[0]: k}) for l in s]
                       for s, k in zip(samples, counts)]
        # Return 1 sample if N is None, otherwise a list.
        result = list(itertools.chain.from_iterable(samples))
        return result[0] if unwrap_result else result

    # --------------------------------------------------------------------------
    # Internal simulate/logpdf helpers

    def relevance_probability(self, rowid_target, rowid_query, col):
        """Compute probability of rows in same cluster."""
        if col not in self.outputs:
            raise ValueError('Unknown column: %s' % (col, ))
        from relevance import relevance_probability
        return relevance_probability(self, rowid_target, rowid_query)

    # --------------------------------------------------------------------------
    # Internal simulate/logpdf helpers

    def build_network(self):
        return ImportanceNetwork(cgpms=[self.crp.clusters[0]] +
                                 self.dims.values(),
                                 accuracy=1,
                                 rng=self.rng)

    # --------------------------------------------------------------------------
    # Internal row transition.

    def _gibbs_transition_row(self, rowid):
        # Probability of row crp assignment to each cluster.
        K = self.crp.clusters[0].gibbs_tables(rowid)
        logp_crp = self.crp.clusters[0].gibbs_logps(rowid)
        # Probability of row data in each cluster.
        logp_data = self._logpdf_row_gibbs(rowid, K)
        assert len(logp_data) == len(logp_crp)
        # Sample new cluster.
        p_cluster = np.add(logp_data, logp_crp)
        z_b = gu.log_pflip(p_cluster, array=K, rng=self.rng)
        # Migrate the row.
        if self.Zr(rowid) != z_b:
            self._migrate_row(rowid, z_b)
        self._check_partitions()

    def _logpdf_row_gibbs(self, rowid, K):
        return [
            sum([
                self._logpdf_cell_gibbs(rowid, dim, k)
                for dim in self.dims.itervalues()
            ]) for k in K
        ]

    def _logpdf_cell_gibbs(self, rowid, dim, k):
        targets = {dim.index: self.X[dim.index][rowid]}
        inputs = self._get_input_values(rowid, dim, k)
        # If rowid in cluster k then unincorporate then compute predictive.
        if self.Zr(rowid) == k:
            dim.unincorporate(rowid)
            logp = dim.logpdf(rowid, targets, None, inputs)
            dim.incorporate(rowid, targets, inputs)
        else:
            logp = dim.logpdf(rowid, targets, None, inputs)
        return logp

    def _migrate_row(self, rowid, k):
        self.unincorporate(rowid)
        observation = merged({d: self.X[d][rowid]
                              for d in self.dims}, {self.outputs[0]: k})
        self.incorporate(rowid, observation)

    # --------------------------------------------------------------------------
    # Internal crp utils.

    def alpha(self):
        return self.crp.hypers['alpha']

    def Nk(self, k=None):
        Nk = self.crp.clusters[0].counts
        return Nk[k] if k is not None else Nk

    def Zr(self, rowid=None):
        Zr = self.crp.clusters[0].data
        return Zr[rowid] if rowid is not None else Zr

    # --------------------------------------------------------------------------
    # Internal query utils.

    def n_rows(self):
        return len(self.Zr())

    def hypothetical(self, rowid):
        return not (0 <= rowid < len(self.Zr()))

    def _populate_constraints(self, rowid, targets, constraints):
        """Loads constraints from the dataset."""
        if constraints is None:
            constraints = {}
        self._validate_cgpm_query(rowid, targets, constraints)
        # If the rowid is hypothetical, just return.
        if self.hypothetical(rowid):
            return constraints
        # Retrieve all values for this rowid not in targets or constraints.
        data = {
            c: self.X[c][rowid]
            for c in self.outputs[1:]
            if \
                c not in targets \
                and c not in constraints \
                and not isnan(self.X[c][rowid])
        }
        # Add the cluster assignment.
        data[self.outputs[0]] = self.Zr(rowid)

        return merged(constraints, data)

    def _get_input_values(self, rowid, dim, k):
        """Prepare the inputs for a Dim logpdf or simulate query."""
        inputs = {i: self.X[i][rowid] for i in dim.inputs[1:]}
        cluster = {self.outputs[0]: k}
        return merged(inputs, cluster)

    def _bulk_incorporate(self, dim):
        # XXX Major hack! We should really be creating new Dim objects.
        dim.clusters = {}  # Mapping of cluster k to the object.
        dim.Zr = {}  # Mapping of non-nan rowids to cluster k.
        dim.Zi = {}  # Mapping of nan rowids to cluster k.
        dim.aux_model = dim.create_aux_model()
        for rowid, k in self.Zr().iteritems():
            observation = {dim.index: self.X[dim.index][rowid]}
            inputs = self._get_input_values(rowid, dim, k)
            dim.incorporate(rowid, observation, inputs)
        assert merged(dim.Zr, dim.Zi) == self.Zr()
        dim.transition_params()

    def _validate_cgpm_query(self, rowid, targets, constraints):
        # Is the query simulate or logpdf?
        simulate = isinstance(targets, (list, tuple))
        # Disallow duplicated target cols.
        if simulate and len(set(targets)) != len(targets):
            raise ValueError('Columns in targets must be unique.')
        # Disallow overlap between targets and constraints.
        if len(set.intersection(set(targets), set(constraints))) > 0:
            raise ValueError('Targets and constraints must be disjoint.')
        # No further check.
        if self.hypothetical(rowid):
            return
        # Cannot constrain the cluster of observed rowid; unincorporate first.
        if self.outputs[0] in targets or self.outputs[0] in constraints:
            raise ValueError('Cannot constrain cluster of an observed rowid.')
        # Disallow constraints constraining/disagreeing with observed cells.
        def good_constraints(rowid, e):
            return \
                e not in self.outputs\
                or np.isnan(self.X[e][rowid]) \
                or np.allclose(self.X[e][rowid], constraints[e])

        if any(not good_constraints(rowid, e) for e in constraints):
            raise ValueError('Cannot use observed cell in constraints.')
        # The next check is enforced at the level of State not View.
        # Disallow query constraining observed cells (XXX logpdf, not simulate)
        # if not simulate and any(not np.isnan(self.X[q][rowid]) for q in query):
        #     raise ValueError('Cannot constrain observed cell in query.')

    # --------------------------------------------------------------------------
    # Data structure invariants.

    def _check_partitions(self):
        if not cu.check_env_debug():
            return
        # For debugging only.
        assert self.alpha() > 0.
        # Check that the number of dims actually assigned to the view
        # matches the count in Nv.
        Zr = self.Zr()
        Nk = self.Nk()
        rowids = range(self.n_rows())
        assert set(Zr.keys()) == set(rowids)
        assert set(Zr.values()) == set(Nk)
        for i, dim in self.dims.iteritems():
            # Assert first output is first input of the Dim.
            assert self.outputs[0] == dim.inputs[0]
            # Assert length of dataset is the same as rowids.
            assert len(self.X[i]) == len(rowids)
            # Ensure number of clusters in each dim in views[v]
            # is the same and as described in the view (K, Nk).
            assignments = merged(dim.Zr, dim.Zi)
            assert assignments == Zr
            assert set(assignments.values()) == set(Nk.keys())
            all_ks = dim.clusters.keys() + dim.Zi.values()
            assert set(all_ks) == set(Nk.keys())
            for k in dim.clusters:
                # Law of conservation of rowids.
                rowids_k = [r for r in rowids if Zr[r] == k]
                cols = [dim.index]
                if dim.is_conditional():
                    cols.extend(dim.inputs[1:])
                data = [[self.X[c][r] for c in cols] for r in rowids_k]
                rowids_nan = np.any(np.isnan(data), axis=1) if data else []
                assert (dim.clusters[k].N + np.sum(rowids_nan) == Nk[k])

    # --------------------------------------------------------------------------
    # Metadata

    def to_metadata(self):
        metadata = dict()

        # Dataset.
        metadata['X'] = self.X
        metadata['outputs'] = self.outputs

        # View partition data.
        rowids = sorted(self.Zr().keys())
        metadata['Zr'] = [self.Zr(i) for i in rowids]
        metadata['alpha'] = self.alpha()

        # Column data.
        metadata['cctypes'] = []
        metadata['hypers'] = []
        metadata['distargs'] = []
        metadata['suffstats'] = []
        for c in self.outputs[1:]:
            metadata['cctypes'].append(self.dims[c].cctype)
            metadata['hypers'].append(self.dims[c].hypers)
            metadata['distargs'].append(self.dims[c].distargs)
            metadata['suffstats'].append(self.dims[c].get_suffstats().items())

        # Factory data.
        metadata['factory'] = ('cgpm.mixtures.view', 'View')

        return metadata

    @classmethod
    def from_metadata(cls, metadata, rng=None):
        if rng is None:
            rng = gu.gen_rng(0)
        return cls(metadata.get('X'),
                   outputs=metadata.get('outputs', None),
                   inputs=metadata.get('inputs', None),
                   alpha=metadata.get('alpha', None),
                   cctypes=metadata.get('cctypes', None),
                   distargs=metadata.get('distargs', None),
                   hypers=metadata.get('hypers', None),
                   Zr=metadata.get('Zr', None),
                   rng=rng)
예제 #7
0
def test_simulate(seed):
    rng = gu.gen_rng(bytearray(seed))

    iris = load_iris()
    indices = rng.uniform(0, 1, size=len(iris.data)) <= .75

    Y_train = iris.data[indices]
    X_train = iris.target[indices]

    Y_test = iris.data[~indices]
    X_test = iris.target[~indices]

    forest = Dim(outputs=[5],
                 inputs=[-1] + range(4),
                 cctype='random_forest',
                 distargs={
                     'inputs': {
                         'stattypes': ['normal'] * 4
                     },
                     'k': len(iris.target_names)
                 },
                 rng=rng)

    forest.transition_hyper_grids(X_test)

    # Incorporate data into 1 cluster.
    for rowid, (x, y) in enumerate(zip(X_train, Y_train)):
        observation = {5: x}
        inputs = gu.merged({-1: 0}, {i: t for (i, t) in zip(range(4), y)})
        forest.incorporate(rowid, observation, inputs)

    # Transitions.
    for _i in xrange(2):
        forest.transition_hypers()
        forest.transition_params()

    correct, total = 0, 0.
    for rowid, (x, y) in enumerate(zip(X_test, Y_test)):
        inputs = gu.merged({-1: 0}, {i: t for (i, t) in zip(range(4), y)})
        samples = forest.simulate(None, [5], None, inputs, 10)
        prediction = np.argmax(np.bincount([s[5] for s in samples]))
        correct += (prediction == x)
        total += 1.

    # Classification should be better than random.
    assert correct / total > 1. / forest.distargs['k']