def __init__(self,
Y=None,
X0=None,
k=1,
standardize=False,
interaction=True):
"""
Y: data [NxG]
X0: known latent factors [Nxk0]
k: number of latent factors to infer
"""
assert Y != None, 'gpCLVM:: set Y!'
assert X0 != None, 'gpCLVM:: set X0!'
self.cache = {}
self.interaction = interaction
# read data
self._setY(Y, standardize=standardize)
self._setX0(X0)
self.k = k
# covariance for known latex factor
self.C0 = limix.CFixedCF(self.K0)
# covariance for unknow latent factor
self.C = limix.CProductCF()
self.Ca = limix.CLowRankCF(self.N, self.k)
self.C.addCovariance(self.Ca)
if self.interaction == True:
self.Cb1 = limix.CFixedCF(SP.ones((self.N, self.N)))
self.Cb1.setParamMask(SP.zeros(1))
self.Cb2 = limix.CFixedCF(self.K0)
self.Cb = limix.CSumCF()
self.Cb.addCovariance(self.Cb1)
self.Cb.addCovariance(self.Cb2)
self.C.addCovariance(self.Cb)
# total covariance
covar = limix.CSumCF()
covar.addCovariance(self.C0)
covar.addCovariance(self.C)
# likelihood
self.ll = limix.CLikNormalIso()
# init GP and hyper params
self.gp = limix.CGPbase(covar, self.ll)
self.gp.setY(self.Y)
def setUp(self):
SP.random.seed(1)
self.n = 4
self.rank = 1
d = SP.rand(self.n) + 1
C0 = dlimix_legacy.CSumCF()
C0.addCovariance(dlimix_legacy.CLowRankCF(self.n, self.rank))
C0.addCovariance(dlimix_legacy.CDiagonalCF(self.n))
self.C = dlimix_legacy.CFixedDiagonalCF(C0, d)
self.name = 'CFixedDiagonalCF'
self.n_params = self.C.getNumberParams()
params = SP.randn(self.n_params)
self.C.setParams(params)
"""
def setUp(self):
SP.random.seed(1)
self.n = 10
n_dim1 = 8
n_dim2 = 12
self.C = dlimix_legacy.CSumCF()
self.C.addCovariance(dlimix_legacy.CCovSqexpARD(n_dim1))
self.C.addCovariance(dlimix_legacy.CCovLinearARD(n_dim2))
self.n_dim = self.C.getNumberDimensions()
X = SP.rand(self.n, self.n_dim)
self.C.setX(X)
self.name = 'CSumCF'
self.n_params = self.C.getNumberParams()
params = SP.exp(SP.randn(self.n_params))
self.C.setParams(params)
def setUp(self):
SP.random.seed(1)
self.n = 10
n_dim2 = 12
K0 = SP.eye(self.n)
self.C = dlimix_legacy.CSumCF()
#sum of fixed CF and linearARD
covar1 = dlimix_legacy.CFixedCF(K0)
covar2 = dlimix_legacy.CCovLinearARD(n_dim2)
self.C.addCovariance(covar1)
self.C.addCovariance(covar2)
self.n_dim = self.C.getNumberDimensions()
self.X = SP.rand(self.n, self.n_dim)
self.C.setX(self.X)
self.name = 'CSumCF'
self.n_params = self.C.getNumberParams()
params = SP.exp(SP.randn(self.n_params))
self.C.setParams(params)
def setUp(self):
SP.random.seed(1)
#1. simulate
self.settings = {'K': 5, 'N': 100, 'D': 80}
self.simulation = self.simulate()
N = self.settings['N']
K = self.settings['K']
D = self.settings['D']
#2. setup GP
K0 = SP.dot(self.simulation['S'], self.simulation['S'].T)
K0[:] = 0
covar1 = dlimix_legacy.CFixedCF(K0)
covar2 = dlimix_legacy.CCovLinearISO(K)
covar = dlimix_legacy.CSumCF()
covar.addCovariance(covar1)
covar.addCovariance(covar2)
ll = dlimix_legacy.CLikNormalIso()
#create hyperparm
covar_params = SP.array([0.0, 1.0])
lik_params = SP.array([0.1])
hyperparams = dlimix_legacy.CGPHyperParams()
hyperparams['covar'] = covar_params
hyperparams['lik'] = lik_params
hyperparams['X'] = self.simulation['X0']
#cretae GP
self.gp = dlimix_legacy.CGPbase(covar, ll)
#set data
self.gp.setY(self.simulation['Y'])
self.gp.setX(self.simulation['X0'])
self.gp.setParams(hyperparams)
pass
def train(self, rank=20, Kpop=True, LinearARD=False):
"""train panama module"""
if 0:
covar = limix_legacy.CCovLinearISO(rank)
ll = limix_legacy.CLikNormalIso()
X0 = sp.random.randn(self.N, rank)
X0 = PCA(self.Y, rank)[0]
X0 /= sp.sqrt(rank)
covar_params = sp.array([1.0])
lik_params = sp.array([1.0])
hyperparams = limix_legacy.CGPHyperParams()
hyperparams['covar'] = covar_params
hyperparams['lik'] = lik_params
hyperparams['X'] = X0
constrainU = limix_legacy.CGPHyperParams()
constrainL = limix_legacy.CGPHyperParams()
constrainU['covar'] = +5 * sp.ones_like(covar_params)
constrainL['covar'] = 0 * sp.ones_like(covar_params)
constrainU['lik'] = +5 * sp.ones_like(lik_params)
constrainL['lik'] = 0 * sp.ones_like(lik_params)
if 1:
covar = limix_legacy.CSumCF()
if LinearARD:
covar_1 = limix_legacy.CCovLinearARD(rank)
covar_params = []
for d in range(rank):
covar_params.append(1 / sp.sqrt(d + 2))
else:
covar_1 = limix_legacy.CCovLinearISO(rank)
covar_params = [1.0]
covar.addCovariance(covar_1)
for K in self.Ks:
covar.addCovariance(limix_legacy.CFixedCF(K))
covar_params.append(1.0)
ll = limix_legacy.CLikNormalIso()
X0 = PCA(self.Y, rank)[0]
X0 /= sp.sqrt(rank)
covar_params = sp.array(covar_params)
lik_params = sp.array([1.0])
hyperparams = limix_legacy.CGPHyperParams()
hyperparams['covar'] = covar_params
hyperparams['lik'] = lik_params
hyperparams['X'] = X0
constrainU = limix_legacy.CGPHyperParams()
constrainL = limix_legacy.CGPHyperParams()
constrainU['covar'] = +5 * sp.ones_like(covar_params)
constrainL['covar'] = -5 * sp.ones_like(covar_params)
constrainU['lik'] = +5 * sp.ones_like(lik_params)
gp = limix_legacy.CGPbase(covar, ll)
gp.setY(self.Y)
gp.setX(X0)
lml0 = gp.LML(hyperparams)
dlml0 = gp.LMLgrad(hyperparams)
gpopt = limix_legacy.CGPopt(gp)
gpopt.setOptBoundLower(constrainL)
gpopt.setOptBoundUpper(constrainU)
t1 = time.time()
gpopt.opt()
t2 = time.time()
#Kpanama
self.Xpanama = covar_1.getX()
if LinearARD:
self.Xpanama /= self.Xpanama.std(0)
self.Kpanama = covar_1.K()
# self.Kpanama/= self.Kpanama.diagonal().mean()
# Ktot
self.Ktot = covar_1.K()
for c_i in range(len(self.Ks)):
self.Ktot += covar.getCovariance(c_i + 1).K()
# self.Ktot/= self.Ktot.diagonal().mean()
#store variances
V = {}
if LinearARD:
V['LinearARD'] = covar_1.getParams()**2 * covar_1.getX().var(0)
else:
V['Kpanama'] = sp.array([covar_1.K().diagonal().mean()])
# if self.use_Kpop:
# V['Ks'] = sp.array([covar.getCovariance(c_i+1).K().diagonal().mean() for c_i in range(len(self.Ks))])
V['Ks'] = sp.array(
[covar.getCovariance(c_i + 1).K() for c_i in range(len(self.Ks))])
V['noise'] = gp.getParams()['lik']**2
self.varianceComps = V
# predictions
Ki = la.inv(ll.K() + covar.K())
self.Ypanama = sp.dot(covar_1.K(), sp.dot(Ki, self.Y))
self.LL = ll.K()
def _buildTraitCovar(self,
trait_covar_type='lowrank_diag',
rank=1,
fixed_trait_covar=None,
jitter=1e-4,
d=None):
"""
Internal functions that builds the trait covariance matrix using the LIMIX framework
Args:
trait_covar_type: type of covaraince to use. Default 'freeform'. possible values are
rank: rank of a possible lowrank component (default 1)
fixed_trait_covar: PxP matrix for the (predefined) trait-to-trait covariance matrix if fixed type is used
jitter: diagonal contribution added to trait-to-trait covariance matrices for regularization
Returns:
LIMIX::PCovarianceFunction for Trait covariance matrix
vector labelling Cholesky parameters for different initializations
"""
cov = dlimix_legacy.CSumCF()
if trait_covar_type == 'freeform':
cov.addCovariance(dlimix_legacy.CFreeFormCF(self.P))
L = sp.eye(self.P)
diag = sp.concatenate([L[i, :(i + 1)] for i in range(self.P)])
elif trait_covar_type == 'fixed':
assert fixed_trait_covar is not None, 'VarianceDecomposition:: set fixed_trait_covar'
assert fixed_trait_covar.shape[
0] == self.N, 'VarianceDecomposition:: Incompatible shape for fixed_trait_covar'
assert fixed_trait_covar.shape[
1] == self.N, 'VarianceDecomposition:: Incompatible shape for fixed_trait_covar'
cov.addCovariance(dlimix_legacy.CFixedCF(fixed_trait_covar))
diag = sp.zeros(1)
elif trait_covar_type == 'diag':
cov.addCovariance(dlimix_legacy.CDiagonalCF(self.P))
diag = sp.ones(self.P)
elif trait_covar_type == 'lowrank':
cov.addCovariance(dlimix_legacy.CLowRankCF(self.P, rank))
diag = sp.zeros(self.P * rank)
elif trait_covar_type == 'lowrank_id':
cov.addCovariance(dlimix_legacy.CLowRankCF(self.P, rank))
cov.addCovariance(dlimix_legacy.CFixedCF(sp.eye(self.P)))
diag = sp.concatenate([sp.zeros(self.P * rank), sp.ones(1)])
elif trait_covar_type == 'lowrank_diag':
cov.addCovariance(dlimix_legacy.CLowRankCF(self.P, rank))
cov.addCovariance(dlimix_legacy.CDiagonalCF(self.P))
diag = sp.concatenate([sp.zeros(self.P * rank), sp.ones(self.P)])
elif trait_covar_type == 'lowrank_diag1':
assert d.shape[0] == self.P, 'dimension mismatch for d'
cov1 = dlimix_legacy.CSumCF()
cov1.addCovariance(dlimix_legacy.CLowRankCF(self.P, rank))
cov1.addCovariance(dlimix_legacy.CDiagonalCF(self.P))
cov.addCovariance(dlimix_legacy.CFixedDiagonalCF(cov1, d))
diag = sp.concatenate([sp.zeros(self.P * rank), sp.ones(self.P)])
elif trait_covar_type == 'freeform1':
assert d.shape[0] == self.P, 'dimension mismatch for d'
cov.addCovariance(
dlimix_legacy.CFixedDiagonalCF(
dlimix_legacy.CFreeFormCF(self.P), d))
L = sp.eye(self.P)
diag = sp.concatenate([L[i, :(i + 1)] for i in range(self.P)])
elif trait_covar_type == 'block':
cov.addCovariance(dlimix_legacy.CFixedCF(sp.ones(
(self.P, self.P))))
diag = sp.zeros(1)
elif trait_covar_type == 'block_id':
cov.addCovariance(dlimix_legacy.CFixedCF(sp.ones(
(self.P, self.P))))
cov.addCovariance(dlimix_legacy.CFixedCF(sp.eye(self.P)))
diag = sp.concatenate([sp.zeros(1), sp.ones(1)])
elif trait_covar_type == 'block_diag':
cov.addCovariance(dlimix_legacy.CFixedCF(sp.ones(
(self.P, self.P))))
cov.addCovariance(dlimix_legacy.CDiagonalCF(self.P))
diag = sp.concatenate([sp.zeros(1), sp.ones(self.P)])
else:
assert True == False, 'VarianceDecomposition:: trait_covar_type not valid'
if jitter > 0:
_cov = dlimix_legacy.CFixedCF(sp.eye(self.P))
_cov.setParams(sp.array([sp.sqrt(jitter)]))
_cov.setParamMask(sp.zeros(1))
cov.addCovariance(_cov)
return cov, diag
