def load_disease_model(id):
""" return a DiseaseJson object
if the JOB_WORKING_DIR contains .json files, use them to construct
the disease model
if not, fetch specificed disease model data from
dismod server given in settings.py
"""
try:
dir = JOB_WORKING_DIR % id
fname = "%s/json/dm-%s.json" % (dir, id)
f = open(fname)
dm_json = f.read()
dm = DiseaseJson(dm_json) # TODO: handle error if json fails to load
f.close()
import glob
for fname in sorted(glob.glob("%s/json/dm-%d*.json" % (dir, id)), reverse=True):
try:
debug("merging %s" % fname)
f = open(fname)
dm.merge(DiseaseJson(f.read()))
f.close()
except ValueError:
debug("failed to merge in %s" % fname)
return dm
except IOError: # no local copy, so download from server
return fetch_disease_model(id)
def extract_units(self, d):
"""
d is a data hash which might include
the key 'units', which is a decription
of the units for this datum.
return the float that d['value'] should
be multiplied to make the units per 1.0
TODO: migrate to using 'radix', a number with no 'per '
business
This is hacky, so examples are best for now
Example
-------
>>> dm.extract_units({})
1.
>>> dm.extract_units({'units': 'per 10'})
.1
>>> dm.extract_units({'units': '10'})
.1
>>> dm.extract_units({'units': 'bananas'})
1.
"""
try:
unit_str = d.get('units', '1')
unit_str = unit_str.replace('per ', '')
unit_str = unit_str.replace(',', '')
units = 1. / float(unit_str)
return units
except ValueError:
debug('could not parse unit str: %s' % unit_str)
return 1.
def save(self, fname="", keys_to_save=None):
""" save results to json file
remove extraneous keys (and all data) if requested"""
if keys_to_save:
# remove all keys that have not been changed by running this model
# this prevents overwriting estimates that are being generated simulatneously
# by other nodes in a cluster
for k in self.params.keys():
if type(self.params[k]) == dict:
for j in self.params[k].keys():
if not j in keys_to_save:
self.params[k].pop(j)
# also remove data
self.data = []
# save results to json file
debug("saving results")
dir = JOB_WORKING_DIR % self.id
if fname == "":
fname = "dm-%s.json" % self.id
f = open("%s/json/%s" % (dir, fname), "w")
f.write(self.to_json())
f.close()
def mcmc_fit(stoch_names):
print '\nfitting', ' '.join(stoch_names)
mcmc = mc.MCMC([dm.vars[key] for key in stoch_names] + [dm.vars['observed_counts'], dm.vars['rate_potential'], dm.vars['priors']])
mcmc.use_step_method(mc.Metropolis, dm.vars['log_dispersion'],
proposal_sd=dm.vars['dispersion_step_sd'])
# TODO: make a wrapper function for handling this adaptive metropolis setup
stoch_list = [dm.vars['study_coeffs'], dm.vars['region_coeffs'], dm.vars['age_coeffs_mesh']]
d1 = len(dm.vars['study_coeffs'].value)
d2 = len(dm.vars['region_coeffs_step_cov'])
d3 = len(dm.vars['age_coeffs_mesh_step_cov'])
C = pl.eye(d1+d2+d3)
C[d1:(d1+d2), d1:(d1+d2)] = dm.vars['region_coeffs_step_cov']
C[(d1+d2):(d1+d2+d3), (d1+d2):(d1+d2+d3)] = dm.vars['age_coeffs_mesh_step_cov']
C *= .01
mcmc.use_step_method(mc.AdaptiveMetropolis, stoch_list, cov=C)
# more step methods
mcmc.use_step_method(mc.AdaptiveMetropolis, dm.vars['study_coeffs'])
mcmc.use_step_method(mc.AdaptiveMetropolis, dm.vars['region_coeffs'], cov=dm.vars['region_coeffs_step_cov'])
mcmc.use_step_method(mc.AdaptiveMetropolis, dm.vars['age_coeffs_mesh'], cov=dm.vars['age_coeffs_mesh_step_cov'])
try:
mcmc.sample(iter=10000, burn=5000, thin=5, verbose=verbose)
except KeyboardInterrupt:
debug('User halted optimization routine before optimal value found')
sys.stdout.flush()
# reset stoch values to sample mean
for key in stoch_names:
mean = dm.vars[key].stats()['mean']
if isinstance(dm.vars[key], mc.Stochastic):
dm.vars[key].value = mean
print key, mean.round(2)
def calc_effective_sample_size(self, data):
""" calculate effective sample size for data that doesn't have it"""
for d in data:
if d.has_key('effective_sample_size') and d['effective_sample_size']:
d['effective_sample_size'] = float(str(d['effective_sample_size']).replace(',', ''))
continue
Y_i = self.value_per_1(d)
# TODO: allow Y_i > 1, extract effective sample size appropriately in this case
if Y_i <= 0:
debug('WARNING: row %d <= 0' % d['_row'])
d['effective_sample_size'] = 1.
continue
if Y_i >= 1:
lb, ub = self.bounds_per_1(d)
d['effective_sample_size'] = Y_i / ((ub - lb + NEARLY_ZERO) / (2*1.96))**-2.
continue
se = self.se_per_1(d)
# TODO: if se is missing calc effective sample size from the bounds_per_1
if se == MISSING or se == 0. or Y_i == 0:
N_i = 1.
else:
N_i = Y_i * (1-Y_i) / se**2
d['effective_sample_size'] = N_i
def extract_units(self, d):
"""
d is a data hash which might include
the key 'units', which is a decription
of the units for this datum.
return the float that d['value'] should
be multiplied to make the units per 1.0
TODO: migrate to using 'radix', a number with no 'per '
business
This is hacky, so examples are best for now
Example
-------
>>> dm.extract_units({})
1.
>>> dm.extract_units({'units': 'per 10'})
.1
>>> dm.extract_units({'units': '10'})
.1
>>> dm.extract_units({'units': 'bananas'})
1.
"""
try:
unit_str = d.get("units", "1")
unit_str = unit_str.replace("per ", "")
unit_str = unit_str.replace(",", "")
units = 1.0 / float(unit_str)
return units
except ValueError:
debug("could not parse unit str: %s" % unit_str)
return 1.0
def save(self, fname='', keys_to_save=None):
""" save results to json file
remove extraneous keys (and all data) if requested"""
if keys_to_save:
# remove all keys that have not been changed by running this model
# this prevents overwriting estimates that are being generated simulatneously
# by other nodes in a cluster
for k in self.params.keys():
if type(self.params[k]) == dict:
for j in self.params[k].keys():
if not j in keys_to_save:
self.params[k].pop(j)
# also remove data
self.data = []
# save results to json file
debug('saving results')
dir = JOB_WORKING_DIR % self.id
if fname == '':
fname = 'dm-%s.json' % self.id
f = open('%s/json/%s' % (dir, fname), 'w')
f.write(self.to_json())
f.close()
def country_covariates(key, iso3, covariates_dict, derived_covariate):
""" form the covariates for a gbd key"""
if not (key, iso3) in covariate_hash:
t,r,y,s = dismod3.utils.type_region_year_sex_from_key(key)
d = {'gbd_region': r,
'year_start': y,
'year_end': y,
'sex': s}
for level in ['Study_level', 'Country_level']:
for k in covariates_dict[level]:
if k == 'none':
continue
if covariates_dict[level][k]['rate']['value']:
d[clean(k)] = covariates_dict[level][k]['value']['value']
if level == 'Country_level':
if k not in derived_covariate:
debug('WARNING: derived covariate %s not found' % key)
d[clean(k)] = 0.
elif not derived_covariate[k].has_key('%s+%s+%s'%(iso3,y,s)):
debug('WARNING: derived covariate %s not found for (%s, %s, %s)' % (k, iso3, y, s))
d[clean(k)] = 0.
else:
d[clean(k)] = derived_covariate[k].get('%s+%s+%s'%(iso3,y,s), 0.)
else:
d[clean(k)] = float(d[clean(k)] or 0.)
covariate_hash[(key, iso3)] = covariates(d, covariates_dict)
return covariate_hash[(key, iso3)]
def savefig(self, fname):
""" save figure in png subdir"""
debug('saving figure %s' % fname)
dir = JOB_WORKING_DIR % self.id
try:
pl.savefig('%s/image/%s' % (dir, fname))
except:
debug('saving figure failed')
def map_fit(stoch_names):
print '\nfitting', ' '.join(stoch_names)
map = mc.MAP([dm.vars[key] for key in stoch_names] + [dm.vars['observed_counts'], dm.vars['rate_potential'], dm.vars['priors']])
try:
map.fit(method='fmin_powell', verbose=verbose)
except KeyboardInterrupt:
debug('User halted optimization routine before optimal value found')
for key in stoch_names:
print key, dm.vars[key].value.round(2)
sys.stdout.flush()
def regional_average(derived_covariate, key, region, year, sex):
""" handle region = iso3 code or region = clean(gbd_region)"""
# TODO: make regional average weighted by population
if key not in derived_covariate:
debug('WARNING: derived covariate %s not found' % key)
return 0.
if region == 'world':
return 0.
cov_vals = [derived_covariate[key]['%s+%s+%s'%(iso3,year,sex)] for iso3 in countries_for[region]
if derived_covariate[key].has_key('%s+%s+%s'%(iso3,year,sex))]
return pl.mean(cov_vals)
def savefig(self, fname):
""" save figure in png subdir"""
debug("saving figure %s" % fname)
dir = JOB_WORKING_DIR % self.id
from pylab import savefig, close
try:
savefig("%s/image/%s" % (dir, fname))
except:
debug("saving figure failed: %s/image/%s" % (dir, fname))
f = open("%s/image/%s.txt" % (dir, fname), "w")
f.write("ok\n")
f.close()
close()
def merge_posteriors(self, region='*'):
""" merge model fit data into a DiseaseJson object
region : str
a regex string for which region posteriors to merge
"""
dir = JOB_WORKING_DIR % self.id
import glob
for fname in glob.glob('%s/json/*posterior*%s*.json' % (dir, region)):
try:
f = open(fname)
self.merge(DiseaseJson(f.read()))
f.close()
except (ValueError, IOError):
debug('failed to merge in %s' % fname)
def load_disease_model(id, verbose=False):
""" return a DiseaseJson object
if the JOB_WORKING_DIR contains .json files, use them to construct
the disease model
if not, fetch specificed disease model data from
dismod server given in settings.py
Parameters
----------
id : str
verbose : bool, optional
"""
try:
dir = JOB_WORKING_DIR % id
fname = '%s/json/dm-%s.json' % (dir, id)
f = open(fname)
dm_json = f.read()
dm = DiseaseJson(dm_json) # TODO: handle error if json fails to load
f.close()
import glob
for fname in sorted(glob.glob('%s/json/dm-%d*.json' % (dir, id)), reverse=True):
try:
if verbose:
debug('merging %s' % fname)
f = open(fname)
dm.merge(DiseaseJson(f.read()))
f.close()
except ValueError:
debug('failed to merge in %s' % fname)
return dm
except IOError: # no local copy, so download from server
create_disease_model_dir(id)
dm = fetch_disease_model(id)
# get the all-cause mortality data, and merge it into the model
mort = fetch_disease_model('all-cause_mortality')
dm.data += mort.data
dm.save()
return dm
def merge_posteriors(self, region="*"):
""" merge model fit data into a DiseaseJson object
region : str
a regex string for which region posteriors to merge
"""
dir = JOB_WORKING_DIR % self.id
# fname = '%s/json/dm-%d-posterior-%s-%s-%s.json' % (dir, id, r,s,y) # TODO: refactor naming into its own function
import glob
for fname in glob.glob("%s/json/*posterior*%s*.json" % (dir, region)):
try:
debug("merging %s" % fname)
f = open(fname)
self.merge(DiseaseJson(f.read()))
f.close()
except (ValueError, IOError):
debug("failed to merge in %s" % fname)
def values_from(dm, d, min_val=1.e-5, max_se=.1):
""" Extract the normalized values from a piece of data
Parameters
----------
dm : disease model
d : data dict
min_val : float, optional
the value to use instead of zero, since logit cannot model true zero
max_se : float, optional
the standard error to use for data with missing or zero standard error
"""
est_mesh = dm.get_estimate_age_mesh()
# get the index vector and weight vector for the age range
age_indices = indices_for_range(est_mesh, d['age_start'], d['age_end'])
age_weights = d.get('age_weights', np.ones(len(age_indices)))
# ensure all rate data is valid
d_val = dm.value_per_1(d)
if d_val < 0 or d_val > 1:
debug('WARNING: data %d not in range (0,1)' % d['id'])
raise ValueError
elif d_val == 0.:
d_val = min_val / 10. # TODO: determine if this is an acceptible way to deal with zero
elif d_val == 1.:
d_val = 1. - min_val / 10.
logit_val = mc.logit(d_val)
d_se = dm.se_per_1(d)
if d_se == MISSING:
d_se = max_se #TODO: determine if this is an acceptible way to deal with missing
elif d_se == 0.:
d_se = max_se
logit_se = (1/d_val + 1/(1-d_val)) * d_se
return age_indices, age_weights, logit_val, logit_se
def try_posting_disease_model(dm, ntries):
# error handling: in case post fails try again, but stop after 3 tries
from twill.errors import TwillAssertionError
import random
import time
url = ""
for ii in range(ntries):
try:
url = post_disease_model(dm)
break
except TwillAssertionError:
pass
if ii < ntries - 1:
debug("posting disease model failed, retrying in a bit")
time.sleep(random.random() * 30)
else:
debug("posting disease model failed %d times, giving up" % (ii + 1))
twc.get_browser()._browser._response.close() # end the connection, so that apache doesn't get upset
return ""
def try_posting_disease_model(dm, ntries):
""" error handling: in case post fails try again, but stop after
some specified number of tries"""
from twill.errors import TwillAssertionError
import random
import time
url = ''
for ii in range(ntries):
try:
url = post_disease_model(dm)
break
except TwillAssertionError:
pass
if ii < ntries-1:
debug('posting disease model failed, retrying in a bit')
time.sleep(random.random()*30)
else:
debug('posting disease model failed %d times, giving up' % (ii+1))
twc.get_browser()._browser._response.close() # end the connection, so that apache doesn't get upset
return ''
def values_from(dm, d):
""" Extract the normalized values from a piece of data
Parameters
----------
dm : disease model
d : data dict
"""
est_mesh = dm.get_estimate_age_mesh()
# get the index vector and weight vector for the age range
age_indices = dismod3.utils.indices_for_range(est_mesh, d['age_start'], d['age_end'])
age_weights = d.get('age_weights', pl.ones(len(age_indices))/len(age_indices))
# ensure all rate data is valid
Y_i = dm.value_per_1(d)
if Y_i < 0:
debug('WARNING: data %d < 0' % d['id'])
raise ValueError
N_i = max(1., d['effective_sample_size'])
return age_indices, age_weights, Y_i, N_i
def calc_effective_sample_size(self, data):
""" calculate effective sample size for data that doesn't have it"""
for d in data:
if d.has_key("effective_sample_size") and d["effective_sample_size"]:
d["effective_sample_size"] = float(str(d["effective_sample_size"]).replace(",", ""))
continue
Y_i = self.value_per_1(d)
# TODO: allow Y_i > 1, extract effective sample size appropriately in this case
if Y_i < 0 or Y_i > 1:
debug("WARNING: data %d not in range (0,1)" % d["id"])
d["effective_sample_size"] = 1.0
continue
se = self.se_per_1(d)
# TODO: if se is missing calc effective sample size from the bounds_per_1
if se == MISSING or se == 0.0 or Y_i == 0:
N_i = 1.0
else:
N_i = Y_i * (1 - Y_i) / se ** 2
d["effective_sample_size"] = N_i
def setup(dm, key, data_list=[], rate_stoch=None, emp_prior={}, lower_bound_data=[]):
""" Generate the PyMC variables for a negative-binomial model of
a single rate function
Parameters
----------
dm : dismod3.DiseaseModel
the object containing all the data, priors, and additional
information (like input and output age-mesh)
key : str
the name of the key for everything about this model (priors,
initial values, estimations)
data_list : list of data dicts
the observed data to use in the negative binomial liklihood function
rate_stoch : pymc.Stochastic, optional
a PyMC stochastic (or deterministic) object, with
len(rate_stoch.value) == len(dm.get_estimation_age_mesh()).
This is used to link rate stochs into a larger model,
for example.
emp_prior : dict, optional
the empirical prior dictionary, retrieved from the disease model
if appropriate by::
>>> t, r, y, s = type_region_year_sex_from_key(key)
>>> emp_prior = dm.get_empirical_prior(t)
Results
-------
vars : dict
Return a dictionary of all the relevant PyMC objects for the
rate model. vars['rate_stoch'] is of particular
relevance; this is what is used to link the rate model
into more complicated models, like the generic disease model.
"""
vars = {}
est_mesh = dm.get_estimate_age_mesh()
param_mesh = dm.get_param_age_mesh()
if np.any(np.diff(est_mesh) != 1):
raise ValueError, 'ERROR: Gaps in estimation age mesh must all equal 1'
# calculate effective sample size for all data and lower bound data
dm.calc_effective_sample_size(data_list)
dm.calc_effective_sample_size(lower_bound_data)
# generate regional covariates
covariate_dict = dm.get_covariates()
X_region, X_study = regional_covariates(key, covariate_dict)
# use confidence prior from prior_str
mu_delta = 100.
sigma_delta = 1.
from dismod3.settings import PRIOR_SEP_STR
for line in dm.get_priors(key).split(PRIOR_SEP_STR):
prior = line.strip().split()
if len(prior) == 0:
continue
if prior[0] == 'heterogeneity':
mu_delta = float(prior[1])
sigma_delta = float(prior[2])
# use the empirical prior mean if it is available
if len(set(emp_prior.keys()) & set(['alpha', 'beta', 'gamma'])) == 3:
mu_alpha = np.array(emp_prior['alpha'])
sigma_alpha = np.maximum(.1, emp_prior['sigma_alpha'])
alpha = np.array(emp_prior['alpha'])
vars.update(region_coeffs=alpha)
beta = np.array(emp_prior['beta'])
sigma_beta = np.maximum(.1, emp_prior['sigma_beta'])
vars.update(study_coeffs=beta)
mu_gamma = np.array(emp_prior['gamma'])
sigma_gamma = np.maximum(.1, emp_prior['sigma_gamma'])
# leave mu_delta and sigma_delta as they were set in the expert prior
else:
import dismod3.regional_similarity_matrices as similarity_matrices
n = len(X_region)
mu_alpha = np.zeros(n)
sigma_alpha = .01
C_alpha = similarity_matrices.regions_nested_in_superregions(n, sigma_alpha)
#C_alpha = similarity_matrices.all_related_equally(n, sigma_alpha)
alpha = mc.MvNormalCov('region_coeffs_%s' % key, mu=mu_alpha,
C=C_alpha,
value=mu_alpha)
vars.update(region_coeffs=alpha)
mu_beta = np.zeros(len(X_study))
sigma_beta = .1
beta = mc.Normal('study_coeffs_%s' % key, mu=mu_beta, tau=sigma_beta**-2., value=mu_beta)
vars.update(study_coeffs=beta)
mu_gamma = -5.*np.ones(len(est_mesh))
sigma_gamma = 10.*np.ones(len(est_mesh))
if mu_delta != 0.:
log_delta = mc.Uninformative('log_dispersion_%s' % key, value=np.log(mu_delta-1))
delta = mc.Lambda('dispersion_%s' % key, lambda x=log_delta: 1. + np.exp(x))
@mc.potential(name='potential_dispersion_%s' % key)
def delta_pot(delta=delta, mu=mu_delta, tau=sigma_delta**-2):
return mc.normal_like(delta, mu, tau)
vars.update(dispersion=delta, log_dispersion=log_delta, dispersion_potential=delta_pot, dispersion_step_sd=.1*sigma_delta)
if len(sigma_gamma) == 1:
sigma_gamma = sigma_gamma[0]*np.ones(len(est_mesh))
# create varible for interpolated rate;
# also create variable for age-specific rate function, if it does not yet exist
if rate_stoch:
# if the rate_stoch already exists, for example prevalence in the generic model,
# we use it to back-calculate mu and eventually gamma
mu = rate_stoch
@mc.deterministic(name='age_coeffs_%s' % key)
def gamma(mu=mu, Xa=X_region, Xb=X_study, alpha=alpha, beta=beta):
return np.log(1.e-8 + mu) - np.dot(alpha, Xa) - np.dot(beta, Xb)
@mc.potential(name='age_coeffs_potential_%s' % key)
def gamma_potential(gamma=gamma, mu_gamma=mu_gamma, tau_gamma=1./sigma_gamma[param_mesh]**2, param_mesh=param_mesh):
return mc.normal_like(gamma[param_mesh], mu_gamma[param_mesh], tau_gamma)
vars.update(rate_stoch=mu, age_coeffs=gamma, age_coeffs_potential=gamma_potential)
else:
# if the rate_stoch does not yet exists, we make gamma a stoch, and use it to calculate mu
# for computational efficiency, gamma is a linearly interpolated version of gamma_mesh
initial_gamma = mu_gamma
# FOR TEST: use a linear age pattern for remission, since there is not sufficient data for more complicated fit
#if key.find('remission') == 0:
# param_mesh = [0., 100.]
#param_mesh = est_mesh # try full mesh; how much does this slow things down, really? answer: a lot
gamma_mesh = mc.Normal('age_coeffs_mesh_%s' % key, mu=mu_gamma[param_mesh], tau=sigma_gamma[param_mesh]**-2, value=initial_gamma[param_mesh])
@mc.deterministic(name='age_coeffs_%s' % key)
def gamma(gamma_mesh=gamma_mesh, param_mesh=param_mesh, est_mesh=est_mesh):
return interpolate(param_mesh, gamma_mesh, est_mesh)
@mc.deterministic(name=key)
def mu(Xa=X_region, Xb=X_study, alpha=alpha, beta=beta, gamma=gamma):
return predict_rate([Xa, Xb], alpha, beta, gamma, lambda f, age: f, est_mesh)
# Create a guess at the covariance matrix for MCMC proposals to update gamma_mesh
from pymc.gp.cov_funs import matern
a = np.atleast_2d(param_mesh).T
C = matern.euclidean(a, a, diff_degree = 2, amp = 1.**2, scale = 10.)
vars.update(age_coeffs_mesh=gamma_mesh, age_coeffs=gamma, rate_stoch=mu, age_coeffs_mesh_step_cov=.005*np.array(C))
# adjust value of gamma_mesh based on priors, if necessary
# TODO: implement more adjustments, currently only adjusted based on at_least priors
for line in dm.get_priors(key).split(PRIOR_SEP_STR):
prior = line.strip().split()
if len(prior) == 0:
continue
if prior[0] == 'at_least':
delta_gamma = np.log(np.maximum(mu.value, float(prior[1]))) - np.log(mu.value)
gamma_mesh.value = gamma_mesh.value + delta_gamma[param_mesh]
# create potentials for priors
generate_prior_potentials(vars, dm.get_priors(key), est_mesh)
# create effect coefficients to explain overdispersion
eta = mc.Laplace('eta_%s' % key, mu=0., tau=1., value=0.)
vars['eta'] = eta
# create observed stochastics for data
vars['data'] = []
if mu_delta != 0.:
value = []
N = []
Xa = []
Xb = []
ai = []
aw = []
# overdispersion-explaining covariates
Z = []
for d in data_list:
try:
age_indices, age_weights, Y_i, N_i = values_from(dm, d)
except ValueError:
debug('WARNING: could not calculate likelihood for data %d' % d['id'])
continue
value.append(Y_i*N_i)
N.append(N_i)
Xa.append(covariates(d, covariate_dict)[0])
Xb.append(covariates(d, covariate_dict)[1])
ai.append(age_indices)
aw.append(age_weights)
Z.append(float(d.get('bias', 0.)))
vars['data'].append(d)
N = np.array(N)
Z = np.array(Z)
vars['effective_sample_size'] = list(N)
if len(vars['data']) > 0:
@mc.deterministic(name='rate_%s' % key)
def rates(N=N,
Xa=Xa, Xb=Xb,
alpha=alpha, beta=beta, gamma=gamma,
bounds_func=vars['bounds_func'],
age_indices=ai,
age_weights=aw):
# calculate study-specific rate function
shifts = np.exp(np.dot(Xa, alpha) + np.dot(Xb, np.atleast_1d(beta)))
exp_gamma = np.exp(gamma)
mu_i = [np.dot(weights, bounds_func(s_i * exp_gamma[ages], ages)) for s_i, ages, weights in zip(shifts, age_indices, age_weights)] # TODO: try vectorizing this loop to increase speed
return mu_i
vars['expected_rates'] = rates
@mc.observed
@mc.stochastic(name='data_%s' % key)
def obs(value=value, N=N,
mu_i=rates,
delta=delta,
Z=Z, eta=0.):
logp = mc.negative_binomial_like(value, N*mu_i, delta + eta*Z)
return logp
vars['observed_counts'] = obs
@mc.deterministic(name='predicted_data_%s' % key)
def predictions(value=value, N=N,
mu_i=rates,
delta=delta,
Z=Z, eta=0.):
return mc.rnegative_binomial(N*mu_i, delta + eta*Z)/N
vars['predicted_rates'] = predictions
debug('likelihood of %s contains %d rates' % (key, len(vars['data'])))
# now do the same thing for the lower bound data
# TODO: refactor to remove duplicated code
vars['lower_bound_data'] = []
value = []
N = []
Xa = []
Xb = []
ai = []
aw = []
for d in lower_bound_data:
try:
age_indices, age_weights, Y_i, N_i = values_from(dm, d)
except ValueError:
debug('WARNING: could not calculate likelihood for data %d' % d['id'])
continue
value.append(Y_i*N_i)
N.append(N_i)
Xa.append(covariates(d, covariate_dict)[0])
Xb.append(covariates(d, covariate_dict)[1])
ai.append(age_indices)
aw.append(age_weights)
vars['lower_bound_data'].append(d)
N = np.array(N)
value = np.array(value)
if len(vars['lower_bound_data']) > 0:
@mc.observed
@mc.stochastic(name='lower_bound_data_%s' % key)
def obs_lb(value=value, N=N,
Xa=Xa, Xb=Xb,
alpha=alpha, beta=beta, gamma=gamma,
bounds_func=vars['bounds_func'],
delta=delta,
age_indices=ai,
age_weights=aw):
# calculate study-specific rate function
shifts = np.exp(np.dot(Xa, alpha) + np.dot(Xb, np.atleast_1d(beta)))
exp_gamma = np.exp(gamma)
mu_i = [np.dot(weights, bounds_func(s_i * exp_gamma[ages], ages)) for s_i, ages, weights in zip(shifts, age_indices, age_weights)] # TODO: try vectorizing this loop to increase speed
rate_param = mu_i*N
violated_bounds = np.nonzero(rate_param < value)
logp = mc.negative_binomial_like(value[violated_bounds], rate_param[violated_bounds], delta)
return logp
vars['observed_lower_bounds'] = obs_lb
debug('likelihood of %s contains %d lowerbounds' % (key, len(vars['lower_bound_data'])))
return vars
def fit_emp_prior(dm, param_type, iter=30000, thin=20, burn=10000, dbname='/dev/null'):
""" Generate an empirical prior distribution for a single disease parameter
Parameters
----------
dm : dismod3.DiseaseModel
The object containing all the data, (hyper)-priors, and additional
information (like input and output age-mesh).
param_type : str, one of 'incidence', 'prevalence', 'remission', 'excess-mortality'
The disease parameter to work with
Notes
-----
The results of this fit are stored in the disease model's params
hash for use when fitting multiple paramter types together
Example
-------
$ python2.5 gbd_fit.py 231 -t incidence
"""
data = [d for d in dm.data if clean(d['data_type']).find(param_type) != -1 and d.get('ignore') != -1]
dm.calc_effective_sample_size(data)
lower_bound_data = []
if param_type == 'excess-mortality':
lower_bound_data = [d for d in dm.data if d['data_type'] == 'cause-specific mortality data']
dm.calc_effective_sample_size(lower_bound_data)
dm.clear_empirical_prior()
dm.fit_initial_estimate(param_type, data)
dm.vars = setup(dm, param_type, data, lower_bound_data=lower_bound_data)
# don't do anything if there is no data for this parameter type
if len(dm.vars['data']) == 0:
return
debug('i: %s' % ', '.join(['%.2f' % x for x in dm.vars['rate_stoch'].value[::10]]))
sys.stdout.flush()
# fit the model
#dm.na = mc.NormApprox(dm.vars)
#dm.na.fit(method='fmin_powell', verbose=1)
#dm.na.sample(1000, verbose=1)
log_dispersion = dm.vars.pop('log_dispersion') # remove the dispersion term while finding initial values for MCMC
dm.map = mc.MAP(dm.vars)
dm.vars.update(log_dispersion=log_dispersion)
try:
dm.map.fit(method='fmin_powell', iterlim=500, verbose=1)
except KeyboardInterrupt:
debug('User halted optimization routine before optimal value found')
sys.stdout.flush()
# make pymc warnings go to stdout
mc.warnings.warn = sys.stdout.write
dm.mcmc = mc.MCMC(dm.vars, db='pickle', dbname=dbname)
dm.mcmc.use_step_method(mc.Metropolis, dm.vars['log_dispersion'],
proposal_sd=dm.vars['dispersion_step_sd'])
dm.mcmc.use_step_method(mc.AdaptiveMetropolis, dm.vars['age_coeffs_mesh'],
cov=dm.vars['age_coeffs_mesh_step_cov'], verbose=0)
dm.mcmc.sample(iter=iter, burn=burn, thin=thin, verbose=1)
dm.mcmc.db.commit()
dm.vars['region_coeffs'].value = dm.vars['region_coeffs'].stats()['mean']
dm.vars['study_coeffs'].value = dm.vars['study_coeffs'].stats()['mean']
dm.vars['age_coeffs_mesh'].value = dm.vars['age_coeffs_mesh'].stats()['mean']
dm.vars['log_dispersion'].value = dm.vars['log_dispersion'].stats()['mean']
alpha = dm.vars['region_coeffs'].stats()['mean']
beta = dm.vars['study_coeffs'].stats()['mean']
gamma_mesh = dm.vars['age_coeffs_mesh'].stats()['mean']
debug('a: %s' % ', '.join(['%.2f' % x for x in alpha]))
debug('b: %s' % ', '.join(['%.2f' % x for x in beta]))
debug('g: %s' % ', '.join(['%.2f' % x for x in gamma_mesh]))
debug('d: %.2f' % dm.vars['dispersion'].stats()['mean'])
debug('m: %s' % ', '.join(['%.2f' % x for x in dm.vars['rate_stoch'].stats()['mean'][::10]]))
covariates_dict = dm.get_covariates()
X = covariates(data[0], covariates_dict)
debug('p: %s' % ', '.join(['%.2f' % x for x in predict_rate(X, alpha, beta, gamma_mesh, dm.vars['bounds_func'], dm.get_param_age_mesh())]))
# save the results in the param_hash
prior_vals = dict(
alpha=list(dm.vars['region_coeffs'].stats()['mean']),
beta=list(dm.vars['study_coeffs'].stats()['mean']),
gamma=list(dm.vars['age_coeffs'].stats()['mean']),
delta=float(dm.vars['dispersion'].stats()['mean']))
prior_vals.update(
sigma_alpha=list(dm.vars['region_coeffs'].stats()['standard deviation']),
sigma_beta=list(dm.vars['study_coeffs'].stats()['standard deviation']),
sigma_gamma=list(dm.vars['age_coeffs'].stats()['standard deviation']),
sigma_delta=float(dm.vars['dispersion'].stats()['standard deviation']))
# save the goodness-of-fit statistics for the empirical prior
prior_vals.update(
aic=dm.map.AIC,
bic=dm.map.BIC,
dic=dm.mcmc.dic()
)
dm.set_empirical_prior(param_type, prior_vals)
dispersion = prior_vals['delta']
median_sample_size = np.median([values_from(dm, d)[3] for d in dm.vars['data']] + [1000])
debug('median effective sample size: %.1f' % median_sample_size)
param_mesh = dm.get_param_age_mesh()
age_mesh = dm.get_estimate_age_mesh()
import random
trace = zip(dm.vars['region_coeffs'].trace(), dm.vars['study_coeffs'].trace(), dm.vars['age_coeffs'].trace())[::5]
for r in dismod3.gbd_regions:
print 'predicting rates for %s' % r
for y in dismod3.gbd_years:
for s in dismod3.gbd_sexes:
key = dismod3.gbd_key_for(param_type, r, y, s)
rate_trace = []
for a, b, g in trace:
rate_trace.append(predict_region_rate(key,
alpha=a,
beta=b,
gamma=g,
covariates_dict=covariates_dict,
bounds_func=dm.vars['bounds_func'],
ages=dm.get_estimate_age_mesh()))
mu = dismod3.utils.interpolate(param_mesh, np.mean(rate_trace, axis=0)[param_mesh], age_mesh)
dm.set_initial_value(key, mu)
dm.set_mcmc('emp_prior_mean', key, mu)
# similar to saving upper_ui and lower_ui in function store_mcmc_fit below
rate_trace = np.sort(rate_trace, axis=0)
dm.set_mcmc('emp_prior_upper_ui', key, dismod3.utils.interpolate(param_mesh, rate_trace[.975 * len(rate_trace), :][param_mesh], age_mesh))
dm.set_mcmc('emp_prior_lower_ui', key, dismod3.utils.interpolate(param_mesh, rate_trace[.025 * len(rate_trace), :][param_mesh], age_mesh))
def fit_emp_prior(dm, param_type, iter=100000, thin=50, burn=50000, dbname='/dev/null', map_only=False, store_results=True):
""" Generate an empirical prior distribution for a single disease parameter
Parameters
----------
dm : dismod3.DiseaseModel
The object containing all the data, (hyper)-priors, and additional
information (like input and output age-mesh).
param_type : str, one of 'incidence', 'prevalence', 'remission', 'excess-mortality'
The disease parameter to work with
Notes
-----
The results of this fit are stored in the disease model's params
hash for use when fitting multiple paramter types together
Example
-------
$ python2.5 gbd_fit.py 231 -t incidence
"""
data = [d for d in dm.data if \
d['data_type'] == '%s data' % param_type \
and d.get('ignore') != -1]
dm.clear_empirical_prior()
dm.calc_effective_sample_size(data)
dm.fit_initial_estimate(param_type, data)
dm.vars = setup(dm, param_type, data)
# don't do anything if there is no data for this parameter type
if not dm.vars['data']:
return
debug('i: %s' % ', '.join(['%.2f' % x for x in dm.vars['rate_stoch'].value[::10]]))
sys.stdout.flush()
# fit the model
def map_fit(stoch_names):
print '\nfitting', ' '.join(stoch_names)
map = mc.MAP([dm.vars[key] for key in stoch_names] + [dm.vars['observed_counts'], dm.vars['rate_potential'], dm.vars['priors']])
try:
map.fit(method='fmin_powell', verbose=verbose)
except KeyboardInterrupt:
debug('User halted optimization routine before optimal value found')
for key in stoch_names:
print key, dm.vars[key].value.round(2)
sys.stdout.flush()
def mcmc_fit(stoch_names):
print '\nfitting', ' '.join(stoch_names)
mcmc = mc.MCMC([dm.vars[key] for key in stoch_names] + [dm.vars['observed_counts'], dm.vars['rate_potential'], dm.vars['priors']])
mcmc.use_step_method(mc.Metropolis, dm.vars['log_dispersion'],
proposal_sd=dm.vars['dispersion_step_sd'])
# TODO: make a wrapper function for handling this adaptive metropolis setup
stoch_list = [dm.vars['study_coeffs'], dm.vars['region_coeffs'], dm.vars['age_coeffs_mesh']]
d1 = len(dm.vars['study_coeffs'].value)
d2 = len(dm.vars['region_coeffs_step_cov'])
d3 = len(dm.vars['age_coeffs_mesh_step_cov'])
C = pl.eye(d1+d2+d3)
C[d1:(d1+d2), d1:(d1+d2)] = dm.vars['region_coeffs_step_cov']
C[(d1+d2):(d1+d2+d3), (d1+d2):(d1+d2+d3)] = dm.vars['age_coeffs_mesh_step_cov']
C *= .01
mcmc.use_step_method(mc.AdaptiveMetropolis, stoch_list, cov=C)
# more step methods
mcmc.use_step_method(mc.AdaptiveMetropolis, dm.vars['study_coeffs'])
mcmc.use_step_method(mc.AdaptiveMetropolis, dm.vars['region_coeffs'], cov=dm.vars['region_coeffs_step_cov'])
mcmc.use_step_method(mc.AdaptiveMetropolis, dm.vars['age_coeffs_mesh'], cov=dm.vars['age_coeffs_mesh_step_cov'])
try:
mcmc.sample(iter=10000, burn=5000, thin=5, verbose=verbose)
except KeyboardInterrupt:
debug('User halted optimization routine before optimal value found')
sys.stdout.flush()
# reset stoch values to sample mean
for key in stoch_names:
mean = dm.vars[key].stats()['mean']
if isinstance(dm.vars[key], mc.Stochastic):
dm.vars[key].value = mean
print key, mean.round(2)
verbose = 1
stoch_names = 'region_coeffs age_coeffs_mesh study_coeffs'.split()
## start by optimizing parameters separately
for key in stoch_names:
map_fit([key])
## then fit them all together
map_fit(stoch_names)
# now find the over-dispersion parameter that matches these values
map_fit(['log_dispersion'])
if map_only:
return
# make pymc warnings go to stdout
mc.warnings.warn = sys.stdout.write
mcmc_fit(['log_dispersion', 'dispersion', 'study_coeffs', 'region_coeffs',
'age_coeffs_mesh', 'age_coeffs',
'predicted_rates', 'expected_rates', 'rate_stoch'])
alpha = dm.vars['region_coeffs'].stats()['mean']
beta = dm.vars['study_coeffs'].stats()['mean']
gamma_mesh = dm.vars['age_coeffs_mesh'].stats()['mean']
debug('a: %s' % ', '.join(['%.2f' % x for x in alpha]))
debug('b: %s' % ', '.join(['%.2f' % x for x in pl.atleast_1d(beta)]))
debug('g: %s' % ', '.join(['%.2f' % x for x in gamma_mesh]))
debug('d: %.2f' % dm.vars['dispersion'].stats()['mean'])
covariates_dict = dm.get_covariates()
derived_covariate = dm.get_derived_covariate_values()
X = covariates(data[0], covariates_dict)
debug('p: %s' % ', '.join(['%.2f' % x for x in predict_rate(X, alpha, beta, gamma_mesh, dm.vars['bounds_func'], dm.get_param_age_mesh())]))
if not store_results:
return
# save the results in the param_hash
prior_vals = dict(
alpha=list(dm.vars['region_coeffs'].stats()['mean']),
beta=list(pl.atleast_1d(dm.vars['study_coeffs'].stats()['mean'])),
gamma=list(dm.vars['age_coeffs'].stats()['mean']),
delta=float(dm.vars['dispersion'].stats()['mean']))
prior_vals.update(
sigma_alpha=list(dm.vars['region_coeffs'].stats()['standard deviation']),
sigma_beta=list(pl.atleast_1d(dm.vars['study_coeffs'].stats()['standard deviation'])),
sigma_gamma=list(dm.vars['age_coeffs'].stats()['standard deviation']),
sigma_delta=float(dm.vars['dispersion'].stats()['standard deviation']))
dm.set_empirical_prior(param_type, prior_vals)
dispersion = prior_vals['delta']
median_sample_size = pl.median([values_from(dm, d)[3] for d in dm.vars['data']] + [1000])
debug('median effective sample size: %.1f' % median_sample_size)
param_mesh = dm.get_param_age_mesh()
age_mesh = dm.get_estimate_age_mesh()
trace = zip(dm.vars['region_coeffs'].trace(), dm.vars['study_coeffs'].trace(), dm.vars['age_coeffs'].trace())[::5]
for r in dismod3.gbd_regions:
debug('predicting rates for %s' % r)
for y in dismod3.gbd_years:
for s in dismod3.gbd_sexes:
key = dismod3.utils.gbd_key_for(param_type, r, y, s)
rate_trace = []
for a, b, g in trace:
rate_trace.append(predict_region_rate(key,
alpha=a,
beta=b,
gamma=g,
covariates_dict=covariates_dict,
derived_covariate=derived_covariate,
bounds_func=dm.vars['bounds_func'],
ages=dm.get_estimate_age_mesh()))
mu = dismod3.utils.interpolate(param_mesh, pl.mean(rate_trace, axis=0)[param_mesh], age_mesh)
dm.set_initial_value(key, mu)
dm.set_mcmc('emp_prior_mean', key, mu)
# similar to saving upper_ui and lower_ui in function store_mcmc_fit below
rate_trace = pl.sort(rate_trace, axis=0)
dm.set_mcmc('emp_prior_upper_ui', key, dismod3.utils.interpolate(param_mesh, rate_trace[.975 * len(rate_trace), :][param_mesh], age_mesh))
dm.set_mcmc('emp_prior_lower_ui', key, dismod3.utils.interpolate(param_mesh, rate_trace[.025 * len(rate_trace), :][param_mesh], age_mesh))
def setup(dm, key, data_list=[], rate_stoch=None, emp_prior={}, lower_bound_data=[]):
""" Generate the PyMC variables for a negative-binomial model of
a single rate function
Parameters
----------
dm : dismod3.DiseaseModel
the object containing all the data, priors, and additional
information (like input and output age-mesh)
key : str
the name of the key for everything about this model (priors,
initial values, estimations)
data_list : list of data dicts
the observed data to use in the negative binomial liklihood function
rate_stoch : pymc.Stochastic, optional
a PyMC stochastic (or deterministic) object, with
len(rate_stoch.value) == len(dm.get_estimation_age_mesh()).
This is used to link rate stochs into a larger model,
for example.
emp_prior : dict, optional
the empirical prior dictionary, retrieved from the disease model
if appropriate by::
>>> t, r, y, s = dismod3.utils.type_region_year_sex_from_key(key)
>>> emp_prior = dm.get_empirical_prior(t)
Results
-------
vars : dict
Return a dictionary of all the relevant PyMC objects for the
rate model. vars['rate_stoch'] is of particular
relevance; this is what is used to link the rate model
into more complicated models, like the generic disease model.
"""
vars = {}
est_mesh = dm.get_estimate_age_mesh()
param_mesh = dm.get_param_age_mesh()
if pl.any(pl.diff(est_mesh) != 1):
raise ValueError, 'ERROR: Gaps in estimation age mesh must all equal 1'
# calculate effective sample size for all data and lower bound data
dm.calc_effective_sample_size(data_list)
dm.calc_effective_sample_size(lower_bound_data)
# generate regional covariates
covariate_dict = dm.get_covariates()
derived_covariate = dm.get_derived_covariate_values()
X_region, X_study = regional_covariates(key, covariate_dict, derived_covariate)
# use confidence prior from prior_str (only for posterior estimate, this is overridden below for empirical prior estimate)
mu_delta = 1000.
sigma_delta = 10.
mu_log_delta = 3.
sigma_log_delta = .25
from dismod3.settings import PRIOR_SEP_STR
for line in dm.get_priors(key).split(PRIOR_SEP_STR):
prior = line.strip().split()
if len(prior) == 0:
continue
if prior[0] == 'heterogeneity':
# originally designed for this:
mu_delta = float(prior[1])
sigma_delta = float(prior[2])
# HACK: override design to set sigma_log_delta,
# .25 = very, .025 = moderately, .0025 = slightly
if float(prior[2]) > 0:
sigma_log_delta = .025 / float(prior[2])
# use the empirical prior mean if it is available
if len(set(emp_prior.keys()) & set(['alpha', 'beta', 'gamma'])) == 3:
mu_alpha = pl.array(emp_prior['alpha'])
sigma_alpha = pl.array(emp_prior['sigma_alpha'])
alpha = pl.array(emp_prior['alpha']) # TODO: make this stochastic
vars.update(region_coeffs=alpha)
beta = pl.array(emp_prior['beta']) # TODO: make this stochastic
sigma_beta = pl.array(emp_prior['sigma_beta'])
vars.update(study_coeffs=beta)
mu_gamma = pl.array(emp_prior['gamma'])
sigma_gamma = pl.array(emp_prior['sigma_gamma'])
# Do not inform dispersion parameter from empirical prior stage
# if 'delta' in emp_prior:
# mu_delta = emp_prior['delta']
# if 'sigma_delta' in emp_prior:
# sigma_delta = emp_prior['sigma_delta']
else:
import dismod3.regional_similarity_matrices as similarity_matrices
n = len(X_region)
mu_alpha = pl.zeros(n)
sigma_alpha = .025 # TODO: make this a hyperparameter, with a traditional prior, like inverse gamma
C_alpha = similarity_matrices.regions_nested_in_superregions(n, sigma_alpha)
# use alternative region effect covariance structure if requested
region_prior_key = 'region_effects'
if region_prior_key in dm.params:
if dm.params[region_prior_key] == 'uninformative':
C_alpha = similarity_matrices.uninformative(n, sigma_alpha)
region_prior_key = 'region_effect_%s'%key.split(dismod3.settings.KEY_DELIM_CHAR)[0]
if region_prior_key in dm.params:
if dm.params[region_prior_key] == 'uninformative':
C_alpha = similarity_matrices.regions_nested_in_superregions(n, dm.params[region_prior_key]['std'])
# add informative prior for sex effect if requested
sex_prior_key = 'sex_effect_%s'%key.split(dismod3.settings.KEY_DELIM_CHAR)[0]
if sex_prior_key in dm.params:
print 'adjusting prior on sex effect coefficient for %s' % key
mu_alpha[n-1] = pl.log(dm.params[sex_prior_key]['mean'])
sigma_sex = (pl.log(dm.params[sex_prior_key]['upper_ci']) - pl.log(dm.params[sex_prior_key]['lower_ci'])) / (2*1.96)
C_alpha[n-1, n-1]= sigma_sex**2.
# add informative prior for time effect if requested
time_prior_key = 'time_effect_%s'%key.split(dismod3.settings.KEY_DELIM_CHAR)[0] # HACK: sometimes key is just parameter type, sometimes it is type+region+year+sex
if time_prior_key in dm.params:
print 'adjusting prior on time effect coefficient for %s' % key
mu_alpha[n-2] = pl.log(dm.params[time_prior_key]['mean'])
sigma_time = (pl.log(dm.params[time_prior_key]['upper_ci']) - pl.log(dm.params[time_prior_key]['lower_ci'])) / (2*1.96)
C_alpha[n-2, n-2]= sigma_time**2.
#C_alpha = similarity_matrices.all_related_equally(n, sigma_alpha)
alpha = mc.MvNormalCov('region_coeffs_%s' % key, mu=mu_alpha,
C=C_alpha,
value=mu_alpha)
vars.update(region_coeffs=alpha, region_coeffs_step_cov=.005*C_alpha)
mu_beta = pl.zeros(len(X_study))
sigma_beta = .1
# add informative prior for beta effect if requested
prior_key = 'beta_effect_%s'%key.split(dismod3.settings.KEY_DELIM_CHAR)[0] # HACK: sometimes key is just parameter type, sometimes it is type+region+year+sex
if prior_key in dm.params:
print 'adjusting prior on beta effect coefficients for %s' % key
mu_beta = pl.array(dm.params[prior_key]['mean'])
sigma_beta = pl.array(dm.params[prior_key]['std'])
beta = mc.Normal('study_coeffs_%s' % key, mu=mu_beta, tau=sigma_beta**-2., value=mu_beta)
vars.update(study_coeffs=beta)
mu_gamma = 0.*pl.ones(len(est_mesh))
sigma_gamma = 2.*pl.ones(len(est_mesh))
# add informative prior for gamma effect if requested
prior_key = 'gamma_effect_%s'%key.split(dismod3.settings.KEY_DELIM_CHAR)[0] # HACK: sometimes key is just parameter type, sometimes it is type+region+year+sex
if prior_key in dm.params:
print 'adjusting prior on gamma effect coefficients for %s' % key
mu_gamma = pl.array(dm.params[prior_key]['mean'])
sigma_gamma = pl.array(dm.params[prior_key]['std'])
# always use dispersed prior on delta for empirical prior phase
mu_log_delta = 3.
sigma_log_delta = .25
# add informative prior for delta effect if requested
prior_key = 'delta_effect_%s'%key.split(dismod3.settings.KEY_DELIM_CHAR)[0] # HACK: sometimes key is just parameter type, sometimes it is type+region+year+sex
if prior_key in dm.params:
print 'adjusting prior on delta effect coefficients for %s' % key
mu_log_delta = dm.params[prior_key]['mean']
sigma_log_delta = dm.params[prior_key]['std']
mu_zeta = 0.
sigma_zeta = .25
# add informative prior for zeta effect if requested
prior_key = 'zeta_effect_%s'%key.split(dismod3.settings.KEY_DELIM_CHAR)[0] # HACK: sometimes key is just parameter type, sometimes it is type+region+year+sex
if prior_key in dm.params:
print 'adjusting prior on zeta effect coefficients for %s' % key
mu_zeta = dm.params[prior_key]['mean']
sigma_zeta = dm.params[prior_key]['std']
if mu_delta != 0.:
if sigma_delta != 0.:
log_delta = mc.Normal('log_dispersion_%s' % key, mu=mu_log_delta, tau=sigma_log_delta**-2, value=3.)
zeta = mc.Normal('zeta_%s'%key, mu=mu_zeta, tau=sigma_zeta**-2, value=mu_zeta)
delta = mc.Lambda('dispersion_%s' % key, lambda x=log_delta: 50. + 10.**x)
vars.update(dispersion=delta, log_dispersion=log_delta, zeta=zeta, dispersion_step_sd=.1*log_delta.parents['tau']**-.5)
else:
delta = mc.Lambda('dispersion_%s' % key, lambda x=mu_delta: mu_delta)
vars.update(dispersion=delta)
else:
delta = mc.Lambda('dispersion_%s' % key, lambda mu=mu_delta: 0)
vars.update(dispersion=delta)
if len(sigma_gamma) == 1:
sigma_gamma = sigma_gamma[0]*pl.ones(len(est_mesh))
# create varible for interpolated rate;
# also create variable for age-specific rate function, if it does not yet exist
if rate_stoch:
# if the rate_stoch already exists, for example prevalence in the generic model,
# we use it to back-calculate mu and eventually gamma
mu = rate_stoch
@mc.deterministic(name='age_coeffs_%s' % key)
def gamma(mu=mu, Xa=X_region, Xb=X_study, alpha=alpha, beta=beta):
return pl.log(pl.maximum(dismod3.settings.NEARLY_ZERO, mu)) - pl.dot(alpha, Xa) - pl.dot(beta, Xb)
@mc.potential(name='age_coeffs_potential_%s' % key)
def gamma_potential(gamma=gamma, mu_gamma=mu_gamma, tau_gamma=1./sigma_gamma[param_mesh]**2, param_mesh=param_mesh):
return mc.normal_like(gamma[param_mesh], mu_gamma[param_mesh], tau_gamma)
vars.update(rate_stoch=mu, age_coeffs=gamma, age_coeffs_potential=gamma_potential)
else:
# if the rate_stoch does not yet exists, we make gamma a stoch, and use it to calculate mu
# for computational efficiency, gamma is a linearly interpolated version of gamma_mesh
initial_gamma = pl.log(dismod3.settings.NEARLY_ZERO + dm.get_initial_value(key))
gamma_mesh = mc.Normal('age_coeffs_mesh_%s' % key, mu=mu_gamma[param_mesh], tau=sigma_gamma[param_mesh]**-2, value=initial_gamma[param_mesh])
@mc.deterministic(name='age_coeffs_%s' % key)
def gamma(gamma_mesh=gamma_mesh, param_mesh=param_mesh, est_mesh=est_mesh):
return dismod3.utils.interpolate(param_mesh, gamma_mesh, est_mesh)
@mc.deterministic(name=key)
def mu(Xa=X_region, Xb=X_study, alpha=alpha, beta=beta, gamma=gamma):
return predict_rate([Xa, Xb], alpha, beta, gamma, lambda f, age: f, est_mesh)
# Create a guess at the covariance matrix for MCMC proposals to update gamma_mesh
from pymc.gp.cov_funs import matern
a = pl.atleast_2d(param_mesh).T
C = matern.euclidean(a, a, diff_degree = 2, amp = 1.**2, scale = 10.)
vars.update(age_coeffs_mesh=gamma_mesh, age_coeffs=gamma, rate_stoch=mu, age_coeffs_mesh_step_cov=.005*pl.array(C))
# adjust value of gamma_mesh based on priors, if necessary
# TODO: implement more adjustments, currently only adjusted based on at_least priors
for line in dm.get_priors(key).split(PRIOR_SEP_STR):
prior = line.strip().split()
if len(prior) == 0:
continue
if prior[0] == 'at_least':
delta_gamma = pl.log(pl.maximum(mu.value, float(prior[1]))) - pl.log(mu.value)
gamma_mesh.value = gamma_mesh.value + delta_gamma[param_mesh]
# create potentials for priors
dismod3.utils.generate_prior_potentials(vars, dm.get_priors(key), est_mesh)
# create observed stochastics for data
vars['data'] = []
if mu_delta != 0.:
value = []
N = []
Xa = []
Xb = []
ai = []
aw = []
Xz = []
for d in data_list:
try:
age_indices, age_weights, Y_i, N_i = values_from(dm, d)
except ValueError:
debug('WARNING: could not calculate likelihood for data %d' % d['id'])
continue
value.append(Y_i*N_i)
N.append(N_i)
Xa.append(covariates(d, covariate_dict)[0])
Xb.append(covariates(d, covariate_dict)[1])
Xz.append(float(d.get('bias') or 0.))
ai.append(age_indices)
aw.append(age_weights)
vars['data'].append(d)
N = pl.array(N)
Xa = pl.array(Xa)
Xb = pl.array(Xb)
Xz = pl.array(Xz)
value = pl.array(value)
vars['effective_sample_size'] = list(N)
if len(vars['data']) > 0:
# TODO: consider using only a subset of the rates at each step of the fit to speed computation; say 100 of them
k = 50000
if len(vars['data']) < k:
data_sample = range(len(vars['data']))
else:
import random
@mc.deterministic(name='data_sample_%s' % key)
def data_sample(n=len(vars['data']), k=k):
return random.sample(range(n), k)
@mc.deterministic(name='rate_%s' % key)
def rates(S=data_sample,
Xa=Xa, Xb=Xb,
alpha=alpha, beta=beta, gamma=gamma,
bounds_func=vars['bounds_func'],
age_indices=ai,
age_weights=aw):
# calculate study-specific rate function
shifts = pl.exp(pl.dot(Xa[S], alpha) + pl.dot(Xb[S], pl.atleast_1d(beta)))
exp_gamma = pl.exp(gamma)
mu = pl.zeros_like(shifts)
for i,s in enumerate(S):
mu[i] = pl.dot(age_weights[s], bounds_func(shifts[i] * exp_gamma[age_indices[s]], age_indices[s]))
# TODO: evaluate speed increase and accuracy decrease of the following:
#midpoint = age_indices[s][len(age_indices[s])/2]
#mu[i] = bounds_func(shifts[i] * exp_gamma[midpoint], midpoint)
# TODO: evaluate speed increase and accuracy decrease of the following: (to see speed increase, need to code this up using difference of running sums
#mu[i] = pl.dot(pl.ones_like(age_weights[s]) / float(len(age_weights[s])),
# bounds_func(shifts[i] * exp_gamma[age_indices[s]], age_indices[s]))
return mu
vars['expected_rates'] = rates
@mc.observed
@mc.stochastic(name='data_%s' % key)
def obs(value=value,
S=data_sample,
N=N,
mu_i=rates,
Xz=Xz,
zeta=zeta,
delta=delta):
#zeta_i = .001
#residual = pl.log(value[S] + zeta_i) - pl.log(mu_i*N[S] + zeta_i)
#return mc.normal_like(residual, 0, 100. + delta)
logp = mc.negative_binomial_like(value[S], N[S]*mu_i, delta*pl.exp(Xz*zeta))
return logp
vars['observed_counts'] = obs
@mc.deterministic(name='predicted_data_%s' % key)
def predictions(value=value,
N=N,
S=data_sample,
mu=rates,
delta=delta):
r_S = mc.rnegative_binomial(N[S]*mu, delta)/N[S]
r = pl.zeros(len(vars['data']))
r[S] = r_S
return r
vars['predicted_rates'] = predictions
debug('likelihood of %s contains %d rates' % (key, len(vars['data'])))
# now do the same thing for the lower bound data
# TODO: refactor to remove duplicated code
vars['lower_bound_data'] = []
value = []
N = []
Xa = []
Xb = []
ai = []
aw = []
for d in lower_bound_data:
try:
age_indices, age_weights, Y_i, N_i = values_from(dm, d)
except ValueError:
debug('WARNING: could not calculate likelihood for data %d' % d['id'])
continue
value.append(Y_i*N_i)
N.append(N_i)
Xa.append(covariates(d, covariate_dict)[0])
Xb.append(covariates(d, covariate_dict)[1])
ai.append(age_indices)
aw.append(age_weights)
vars['lower_bound_data'].append(d)
N = pl.array(N)
value = pl.array(value)
if len(vars['lower_bound_data']) > 0:
@mc.observed
@mc.stochastic(name='lower_bound_data_%s' % key)
def obs_lb(value=value, N=N,
Xa=Xa, Xb=Xb,
alpha=alpha, beta=beta, gamma=gamma,
bounds_func=vars['bounds_func'],
delta=delta,
age_indices=ai,
age_weights=aw):
# calculate study-specific rate function
shifts = pl.exp(pl.dot(Xa, alpha) + pl.dot(Xb, pl.atleast_1d(beta)))
exp_gamma = pl.exp(gamma)
mu_i = [pl.dot(weights, bounds_func(s_i * exp_gamma[ages], ages)) for s_i, ages, weights in zip(shifts, age_indices, age_weights)] # TODO: try vectorizing this loop to increase speed
rate_param = mu_i*N
violated_bounds = pl.nonzero(rate_param < value)
logp = mc.negative_binomial_like(value[violated_bounds], rate_param[violated_bounds], delta)
return logp
vars['observed_lower_bounds'] = obs_lb
debug('likelihood of %s contains %d lowerbounds' % (key, len(vars['lower_bound_data'])))
return vars