def test_consistent_model_sim():
m = data.ModelData()
# generate simulated data
n = 50
sigma_true = .025
a = pl.arange(0, 100, 1)
pi_age_true = .0001 * (a * (100. - a) + 100.)
m.input_data = data_simulation.simulated_age_intervals('p', n, a, pi_age_true, sigma_true)
last_index = m.input_data.index[-1]
m.input_data.ix[last_index, 'data_type'] = 'r' # make sure that there are multiple data types in the data set
# create model and priors
vars = ism.consistent(m, 'all', 'total', 'all', {})
# fit model
m = mc.MCMC(vars)
m.sample(1)
return vars
def test_consistent_model_forward():
m = data.ModelData()
vars = ism.consistent(m, 'all', 'total', 'all', {})
def set_mu_age(vars, x):
for n in vars['gamma']:
n.value = pl.log(x)
set_mu_age(vars['i'], .01)
set_mu_age(vars['r'], .0001)
set_mu_age(vars['f'], .0001)
print vars['p']['mu_age'].value[::10].round(3)
set_mu_age(vars['i'], .02)
set_mu_age(vars['r'], .0001)
set_mu_age(vars['f'], .0001)
print vars['p']['mu_age'].value[::10].round(3)
set_mu_age(vars['i'], 2.)
set_mu_age(vars['r'], 20.)
set_mu_age(vars['f'], .0001)
print vars['p']['mu_age'].value[::10].round(3)
def fit_posterior(dm,
region,
sex,
year,
fast_fit=False,
inconsistent_fit=False,
params_to_fit=['p', 'r', 'i'],
zero_re=True,
posteriors_only=False):
""" Fit posterior of specified region/sex/year for specified model
Parameters
----------
dm : DiseaseJson
region : str
From dismod3.settings.gbd_regions, but clean()-ed
sex : str, from dismod3.settings.gbd_sexes
year : str, from dismod3.settings.gbd_years
fast_fit : sample 101 draws from posterior, don't try for convergence (fast for testing)
inconsistent_fit : fit parameters separately
params_to_fit : list of params to fit, if not fitting all consistently
zero_re : bool, if true, enforce constraint that sibling area REs sum to zero
posteriors_only : bool, if tru use data from 1997-2007 for 2005 and from 2007 on for 2010
Example
-------
>>> import fit_posterior
>>> fit_posterior.fit_posterior(2552, 'asia_east', 'male', '2005')
"""
dir = dismod3.settings.JOB_WORKING_DIR % dm.id
## load the model from disk or from web
import simplejson as json
import data
reload(data)
try:
model = data.ModelData.load(dir)
print 'loaded data from new format from %s' % dir
except (IOError, AssertionError):
model = data.ModelData.from_gbd_jsons(json.loads(dm.to_json()))
#model.save(dir)
print 'loaded data from json, saved in new format for next time in %s' % dir
# TODO: check for missing covariates, and have them fixed, instead of filling them with zeros
## next block fills in missing covariates with zero
for col in model.input_data.columns:
if col.startswith('x_'):
model.input_data[col] = model.input_data[col].fillna(0.)
# also fill all covariates missing in output template with zeros
model.output_template = model.output_template.fillna(0)
predict_area = dismod3.utils.clean(region)
predict_sex = dismod3.utils.clean(sex)
predict_year = int(year)
## load emp_priors dict from dm.params
param_type = dict(i='incidence',
p='prevalence',
r='remission',
f='excess-mortality',
rr='relative-risk',
pf='prevalence_x_excess-mortality',
m_with='mortality')
emp_priors = {}
for t in 'i r p f'.split():
# uncomment below to not use empirical prior for rate with zero data
# if pl.all(model.input_data['data_type'] != t):
# continue
#key = dismod3.utils.gbd_key_for(param_type[t], model.hierarchy.predecessors(predict_area)[0], year, sex)
key = dismod3.utils.gbd_key_for(param_type[t], predict_area, year, sex)
mu = dm.get_mcmc('emp_prior_mean', key)
#mu = dm.get_mcmc('emp_prior_median', key)
sigma = dm.get_mcmc('emp_prior_std', key)
if len(mu) == 101 and len(sigma) == 101:
emp_priors[t, 'mu'] = mu
# TODO: determine best way to propagate prior on function
emp_priors[t, 'sigma'] = sigma
# ALT 1: scale so that the joint probability is not a
# function of the length of the age function
# emp_priors[t, 'sigma'] = sigma * pl.sqrt(len(sigma))
## update model.parameters['random_effects'] if there is information in the disease model
expert_priors = model.parameters[t].get('random_effects', {})
model.parameters[t]['random_effects'] = dm.get_empirical_prior(
param_type[t]).get('new_alpha', {})
model.parameters[t]['random_effects'].update(expert_priors)
# shift random effects to make REs for observed children of predict area have mean zero
re_mean = pl.mean([model.parameters[t]['random_effects'][area]['mu'] \
for area in model.hierarchy.neighbors(predict_area) \
if area in model.parameters[t]['random_effects']])
for area in model.hierarchy.neighbors(predict_area):
if area in model.parameters[t]['random_effects']:
model.parameters[t]['random_effects'][area]['mu'] -= re_mean
## update model.parameters['fixed_effects'] if there is information in the disease model
expert_fe_priors = model.parameters[t].get('fixed_effects', {})
model.parameters[t]['fixed_effects'].update(
dm.get_empirical_prior(param_type[t]).get('new_beta', {}))
## create model and priors for region/sex/year
# select data that is about areas in this region, recent years, and sex of male or total only
assert predict_area in model.hierarchy, 'region %s not found in area hierarchy' % predict_area
subtree = nx.traversal.bfs_tree(model.hierarchy, predict_area)
def is_relevant(r):
if (r['area'] not in subtree) and r['area'] != 'all':
return False
if predict_year == 1990:
if r['year_start'] > 1997:
return False
elif predict_year == 2005:
if posteriors_only:
if r['year_end'] < 1997 or r['year_start'] > 2007:
return False
else:
if r['year_end'] < 1997:
return False
elif predict_year == 2010:
if posteriors_only:
if r['data_type'] == 'm_all':
# include m_all data from 2005, since 2010 is not loaded
if r['year_end'] < 1997:
return False
else:
if r['year_end'] < 2007:
return False
else:
if r['year_end'] < 1997:
return False
else:
assert 0, 'Predictions for year %d not yet implemented' % predict_year
if r['sex'] not in [predict_sex, 'total']:
return False
return True
old_relevant_rows = [i for i, r in model.input_data.T.iteritems() \
if (r['area'] in subtree or r['area'] == 'all')\
and ((predict_year >= 1997 and r['year_end'] >= 1997) or
(predict_year <= 1997 and r['year_start'] <= 1997)) \
and r['sex'] in [predict_sex, 'total']]
relevant_rows = model.input_data.index[model.input_data.apply(is_relevant,
axis=1)]
if predict_year == 1990:
assert pl.all(
relevant_rows == old_relevant_rows
), "relevant rows should be the same in new and old implementation for 1990"
if not posteriors_only:
assert pl.all(
relevant_rows == old_relevant_rows
), "relevant rows should be the same in new and old implementation when posteriors_only is False"
model.input_data = model.input_data.ix[relevant_rows]
# replace area 'all' with predict_area
model.input_data['area'][model.input_data['area'] == 'all'] = predict_area
if inconsistent_fit:
# generate fits for requested parameters inconsistently
for t in params_to_fit:
model.vars += ism.age_specific_rate(
model,
t,
reference_area=predict_area,
reference_sex=predict_sex,
reference_year=predict_year,
mu_age=None,
mu_age_parent=emp_priors.get((t, 'mu')),
sigma_age_parent=emp_priors.get((t, 'sigma')),
rate_type=(t == 'rr') and 'log_normal' or 'neg_binom',
zero_re=zero_re)
if fast_fit:
dismod3.fit.fit_asr(model,
t,
iter=101,
burn=0,
thin=1,
tune_interval=100)
else:
dismod3.fit.fit_asr(model,
t,
iter=iter,
burn=burn,
thin=thin,
tune_interval=100)
else:
model.vars += ism.consistent(model,
reference_area=predict_area,
reference_sex=predict_sex,
reference_year=predict_year,
priors=emp_priors,
zero_re=zero_re)
## fit model to data
if fast_fit:
dm.map, dm.mcmc = dismod3.fit.fit_consistent(model, 105, 0, 1, 100)
else:
dm.map, dm.mcmc = dismod3.fit.fit_consistent(model,
iter=iter,
burn=burn,
thin=thin,
tune_interval=100,
verbose=True)
# generate estimates
posteriors = {}
for t in 'i r f p rr pf m_with X'.split():
if t in model.vars:
if t in model.parameters and 'level_bounds' in model.parameters[t]:
lower = model.parameters[t]['level_bounds']['lower']
upper = model.parameters[t]['level_bounds']['upper']
else:
lower = 0
upper = pl.inf
posteriors[t] = covariate_model.predict_for(
model,
model.parameters.get(t, {}),
predict_area,
predict_sex,
predict_year,
predict_area,
predict_sex,
predict_year,
True, # population weighted averages
model.vars[t],
lower,
upper)
try:
graphics.plot_fit(model, vars, emp_priors, {})
pl.savefig(dir + '/image/posterior-%s+%s+%s.png' %
(predict_area, predict_sex, predict_year))
except Exception, e:
print 'Error generating output graphics'
print e
def fit_posterior(dm, region, sex, year, fast_fit=False,
inconsistent_fit=False, params_to_fit=['p', 'r', 'i'], zero_re=True,
posteriors_only=False):
""" Fit posterior of specified region/sex/year for specified model
Parameters
----------
dm : DiseaseJson
region : str
From dismod3.settings.gbd_regions, but clean()-ed
sex : str, from dismod3.settings.gbd_sexes
year : str, from dismod3.settings.gbd_years
fast_fit : sample 101 draws from posterior, don't try for convergence (fast for testing)
inconsistent_fit : fit parameters separately
params_to_fit : list of params to fit, if not fitting all consistently
zero_re : bool, if true, enforce constraint that sibling area REs sum to zero
posteriors_only : bool, if tru use data from 1997-2007 for 2005 and from 2007 on for 2010
Example
-------
>>> import fit_posterior
>>> fit_posterior.fit_posterior(2552, 'asia_east', 'male', '2005')
"""
dir = dismod3.settings.JOB_WORKING_DIR % dm.id
## load the model from disk or from web
import simplejson as json
import data
reload(data)
try:
model = data.ModelData.load(dir)
print 'loaded data from new format from %s' % dir
except (IOError, AssertionError):
model = data.ModelData.from_gbd_jsons(json.loads(dm.to_json()))
#model.save(dir)
print 'loaded data from json, saved in new format for next time in %s' % dir
# TODO: check for missing covariates, and have them fixed, instead of filling them with zeros
## next block fills in missing covariates with zero
for col in model.input_data.columns:
if col.startswith('x_'):
model.input_data[col] = model.input_data[col].fillna(0.)
# also fill all covariates missing in output template with zeros
model.output_template = model.output_template.fillna(0)
predict_area = dismod3.utils.clean(region)
predict_sex = dismod3.utils.clean(sex)
predict_year = int(year)
## load emp_priors dict from dm.params
param_type = dict(i='incidence', p='prevalence', r='remission', f='excess-mortality', rr='relative-risk', pf='prevalence_x_excess-mortality', m_with='mortality')
emp_priors = {}
for t in 'i r p f'.split():
# uncomment below to not use empirical prior for rate with zero data
# if pl.all(model.input_data['data_type'] != t):
# continue
#key = dismod3.utils.gbd_key_for(param_type[t], model.hierarchy.predecessors(predict_area)[0], year, sex)
key = dismod3.utils.gbd_key_for(param_type[t], predict_area, year, sex)
mu = dm.get_mcmc('emp_prior_mean', key)
#mu = dm.get_mcmc('emp_prior_median', key)
sigma = dm.get_mcmc('emp_prior_std', key)
if len(mu) == 101 and len(sigma) == 101:
emp_priors[t, 'mu'] = mu
# TODO: determine best way to propagate prior on function
emp_priors[t, 'sigma'] = sigma
# ALT 1: scale so that the joint probability is not a
# function of the length of the age function
# emp_priors[t, 'sigma'] = sigma * pl.sqrt(len(sigma))
## update model.parameters['random_effects'] if there is information in the disease model
expert_priors = model.parameters[t].get('random_effects', {})
model.parameters[t]['random_effects'] = dm.get_empirical_prior(param_type[t]).get('new_alpha', {})
model.parameters[t]['random_effects'].update(expert_priors)
# shift random effects to make REs for observed children of predict area have mean zero
re_mean = pl.mean([model.parameters[t]['random_effects'][area]['mu'] \
for area in model.hierarchy.neighbors(predict_area) \
if area in model.parameters[t]['random_effects']])
for area in model.hierarchy.neighbors(predict_area):
if area in model.parameters[t]['random_effects']:
model.parameters[t]['random_effects'][area]['mu'] -= re_mean
## update model.parameters['fixed_effects'] if there is information in the disease model
expert_fe_priors = model.parameters[t].get('fixed_effects', {})
model.parameters[t]['fixed_effects'].update(dm.get_empirical_prior(param_type[t]).get('new_beta', {}))
## create model and priors for region/sex/year
# select data that is about areas in this region, recent years, and sex of male or total only
assert predict_area in model.hierarchy, 'region %s not found in area hierarchy' % predict_area
subtree = nx.traversal.bfs_tree(model.hierarchy, predict_area)
def is_relevant(r):
if (r['area'] not in subtree) and r['area'] != 'all':
return False
if predict_year == 1990:
if r['year_start'] > 1997:
return False
elif predict_year == 2005:
if posteriors_only:
if r['year_end'] < 1997 or r['year_start'] > 2007:
return False
else:
if r['year_end'] < 1997:
return False
elif predict_year == 2010:
if posteriors_only:
if r['data_type'] == 'm_all':
# include m_all data from 2005, since 2010 is not loaded
if r['year_end'] < 1997:
return False
else:
if r['year_end'] < 2007:
return False
else:
if r['year_end'] < 1997:
return False
else:
assert 0, 'Predictions for year %d not yet implemented' % predict_year
if r['sex'] not in [predict_sex, 'total']:
return False
return True
old_relevant_rows = [i for i, r in model.input_data.T.iteritems() \
if (r['area'] in subtree or r['area'] == 'all')\
and ((predict_year >= 1997 and r['year_end'] >= 1997) or
(predict_year <= 1997 and r['year_start'] <= 1997)) \
and r['sex'] in [predict_sex, 'total']]
relevant_rows = model.input_data.index[model.input_data.apply(is_relevant, axis=1)]
if predict_year == 1990:
assert pl.all(relevant_rows == old_relevant_rows), "relevant rows should be the same in new and old implementation for 1990"
if not posteriors_only:
assert pl.all(relevant_rows == old_relevant_rows), "relevant rows should be the same in new and old implementation when posteriors_only is False"
model.input_data = model.input_data.ix[relevant_rows]
# replace area 'all' with predict_area
model.input_data['area'][model.input_data['area'] == 'all'] = predict_area
if inconsistent_fit:
# generate fits for requested parameters inconsistently
for t in params_to_fit:
model.vars += ism.age_specific_rate(model, t,
reference_area=predict_area, reference_sex=predict_sex, reference_year=predict_year,
mu_age=None,
mu_age_parent=emp_priors.get((t, 'mu')),
sigma_age_parent=emp_priors.get((t, 'sigma')),
rate_type=(t == 'rr') and 'log_normal' or 'neg_binom',
zero_re=zero_re)
if fast_fit:
dismod3.fit.fit_asr(model, t, iter=101, burn=0, thin=1, tune_interval=100)
else:
dismod3.fit.fit_asr(model, t, iter=iter, burn=burn, thin=thin, tune_interval=100)
else:
model.vars += ism.consistent(model,
reference_area=predict_area, reference_sex=predict_sex, reference_year=predict_year,
priors=emp_priors, zero_re=zero_re)
## fit model to data
if fast_fit:
dm.map, dm.mcmc = dismod3.fit.fit_consistent(model, 105, 0, 1, 100)
else:
dm.map, dm.mcmc = dismod3.fit.fit_consistent(model, iter=iter, burn=burn, thin=thin, tune_interval=100, verbose=True)
# generate estimates
posteriors = {}
for t in 'i r f p rr pf m_with X'.split():
if t in model.vars:
if t in model.parameters and 'level_bounds' in model.parameters[t]:
lower=model.parameters[t]['level_bounds']['lower']
upper=model.parameters[t]['level_bounds']['upper']
else:
lower=0
upper=pl.inf
posteriors[t] = covariate_model.predict_for(model,
model.parameters.get(t, {}),
predict_area, predict_sex, predict_year,
predict_area, predict_sex, predict_year,
True, # population weighted averages
model.vars[t], lower, upper)
try:
graphics.plot_fit(model, vars, emp_priors, {})
pl.savefig(dir + '/image/posterior-%s+%s+%s.png'%(predict_area, predict_sex, predict_year))
except Exception, e:
print 'Error generating output graphics'
print e
