def testMI2(seed, k=3, c=0.1, ntests=10, p=float('inf')):
np.random.seed(seed)
samples = [100, 200, 400, 800, 1600, 3200]
knn = KnnEstimator(k=k)
trueMI = -1 / 2 * np.log(1 - c**2)
errors = np.zeros((2, len(samples)))
for jj in range(0, ntests):
ii = 0
for n in samples:
cov_m = [[1.0, c], [c, 1.0]]
data = np.random.multivariate_normal([0, 0], cov_m, n)
errors[0, ii] += (trueMI -
knn._mi1(data[:, [0]], data[:, [1]])) / ntests
errors[1, ii] += (trueMI -
knn._mi2(data[:, [0]], data[:, [1]])) / ntests
ii += 1
plt.figure()
plt.xlim(0.9, len(samples) + 0.1)
x = list(range(1, len(samples) + 1, 1))
for ii in range(0, 2):
lab = "MI_" + str(ii)
plt.plot(x, errors[ii, :], label=lab, marker='o')
plt.xticks(x, samples)
#plt.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.legend(loc='best')
plt.show()
return errors
def __init__(self,
X,
MBalgorithm="IAMB",
ci_estimator=None,
symmetryRule="AND",
MBresolve="colliders",
mode="UG"):
self.X = X
self.n, self.d = X.shape
self.aMat = np.zeros((self.d, self.d), dtype=np.int)
self.MBs = dict()
self.symmetryRule = symmetryRule
self.MBresolve = MBresolve
self.mode = mode
if ci_estimator is None:
self.estimator = KnnEstimator()
else:
self.estimator = ci_estimator
if MBalgorithm == "IAMB":
self.MBalgorithm = IAMB(self.X,
estimator=self.estimator,
mode=self.mode)
elif MBalgorithm == "GS":
self.MBalgorithm = GS(self.X, estimator=self.estimator)
elif MBalgorithm == "interIAMB":
self.MBalgorithm = interIAMB(self.X, estimator=self.estimator)
else:
print("Warning: MBalgorithm \'",
MBalgorithm,
"\' is not defined. Using the IAMB-algorithm instead.",
sep="")
self.MBalgorithm = IAMB(self.X, self.estimator)
def visualizeMeanderCI(samples,
k=5,
permutations=200,
seed=123,
sig=0.05,
k_perm=5,
corrCheck=False,
data=1):
knn = KnnEstimator(k=k,
permutations=permutations,
sig=sig,
corrCheck=corrCheck,
k_perm=None)
knn_local = KnnEstimator(k=k,
permutations=permutations,
sig=sig,
corrCheck=corrCheck,
k_perm=k_perm)
if data == 1:
X, Y, Z = createMeanderData(samples)
elif data == 2:
X, Y, Z = creteMeanderDataVstructure(samples)
indep, estMI, _, _, MIs = knn._permutationTest(X, Y, Z)
indep_l, estMI_l, _, _, MIs_l = knn_local._permutationTest(X, Y, Z)
plt.scatter(X, Y)
plt.figure(2)
sns.kdeplot(np.array(MIs), label="knn", shade=True)
ax = sns.kdeplot(np.array(MIs_l), label="knn_local", shade=True)
ax.axvline(x=estMI,
ymin=0,
ymax=1,
c="red",
label="estimated MI",
linestyle="--")
ax.legend()
print("knn naive permutation: ", indep, "\n", "knn local permutation: ",
indep_l)
return (indep, indep_l, estMI, estMI_l, ax, MIs, MIs_l)
def __init__(self, X, algorithm, estimator=None):
self.cache = dict()
self.nTests = 0
self.X = X
if estimator is None:
self.estimator = KnnEstimator()
else:
self.estimator = estimator
self.algorithm = algorithm
def testMeander(samples,
k=5,
permutations=200,
seed=123,
tests=100,
sig=0.05,
k_perm=None,
corrCheck=False):
np.random.seed(seed)
ff = FisherCI()
knn = KnnEstimator(k=k,
permutations=permutations,
sig=sig,
corrCheck=corrCheck,
k_perm=k_perm)
#knn = KnnEstimator(k = k, permutations = permutations, sig = sig)
#maxS = np.max(samples)
XIIYf = 0
XIIYZf = 0
XIIYknn = 0
XIIYZknn = 0
for ii in range(tests):
X, Y, Z = createMeanderData(samples)
#X= scale(X)
#Y = scale(Y)
#Z = scale(Z)
indepf, depf = ff.independent(X, Y)
indepk, depk = knn.independent(X, Y)
if (indepf == False):
XIIYf += 1
if (indepk == False):
XIIYknn += 1
indepf, depf = ff.independent(X, Y, Z)
indepk, depk = knn.independent(X, Y, Z)
if (indepf == True):
XIIYZf += 1
if (indepk == True):
XIIYZknn += 1
print("Sample size:", samples)
print(" Reject X || Y Accept X || Y | Z")
print("Fisher ", XIIYf / tests, " ", XIIYZf / tests)
print("kNN ", XIIYknn / tests, " ", XIIYZknn / tests)
def compErrors(data, samples, ks, trueMI, p):
nsamples = len(samples)
nks = len(ks)
res1 = np.zeros((nks, nsamples))
ni = 0
for n in samples:
ki = 0
for k in ks:
X = data[:n, :]
aa = KnnEstimator(k=k, p=p)
res1[ki, ni] = trueMI - aa._entropy(X)
ki += +1
ni += 1
return (res1)
def compErrors2(x, y, samples, ks, trueMI, p, z=None):
nsamples = len(samples)
nks = len(ks)
res1 = np.zeros((nks, nsamples))
ni = 0
for n in samples:
ki = 0
for k in ks:
aa = KnnEstimator(k=k, p=p)
if z is not None:
res1[ki, ni] = trueMI - aa._cmi1(x[:n, :], y[:n, :], z[:n, :])
else:
res1[ki, ni] = trueMI - aa._cmi1(x[:n, :], y[:n, :], z)
ki += +1
ni += 1
return res1
def __init__(self, X, estimator=None):
if estimator is None:
estimator = KnnEstimator()
MBAlgorithms.__init__(self, X, "Grow-Shrink", estimator)
def __init__(self, X, estimator=None, mode='DAG'):
if estimator is None:
estimator = KnnEstimator()
MBAlgorithms.__init__(self, X, "interIAMB", estimator)
self.mode = mode
def mvnormal_cmi_null(samples=100,
t=10000,
k=3,
sig=0.05,
permutations=200,
k_perm=None):
icmat = np.array([[1, 0, 0.2], [0, 1, 0.8], [0.2, 0.8, 1]])
c_mat = np.linalg.inv(icmat)
meann = c_mat.shape[0] * [0]
true_cmi_dep = mvnCMI(c_mat, [1], [2], [0])
true_cmi_indep = mvnCMI(c_mat, [0], [1], [2])
knn = KnnEstimator(k=k,
sig=sig,
permutations=permutations,
corrCheck=False,
k_perm=k_perm)
cmi_dep = []
cmi_indep = []
for ii in range(0, t):
X = np.random.multivariate_normal(meann, c_mat, samples)
c_mat_est = np.cov(X, rowvar=False)
cmi_dep.append(mvnCMI(c_mat_est, [0], [2], [1]))
cmi_indep.append(mvnCMI(c_mat_est, [0], [1], [2]))
sns.distplot(cmi_dep, hist=False, label="null_dep")
sns.distplot(cmi_indep, hist=False, label="null_indep")
indep_dep, estMI_dep, _, estPVal_dep, MIs_dep = knn._permutationTest(
X[:, [0]], X[:, [2]], X[:, [1]])
MIdep_2 = []
for mi in MIs_dep:
if mi < 0:
MIdep_2.append(0)
else:
MIdep_2.append(mi)
indep_indep, estMI_indep, _, estPVal_indep, MIs_indep = knn._permutationTest(
X[:, [0]], X[:, [1]], X[:, [2]])
MIindep_2 = []
for mi in MIs_indep:
if mi < 0:
MIindep_2.append(0)
else:
MIindep_2.append(mi)
#print("P-val from permutation test (dependent case): ",estPVal_dep)
#p_null_dep = np.sum(np.array(cmi_dep) >= estMI_dep )/len(cmi_dep)
p_null_indep = np.sum(np.array(cmi_indep) >= estMI_indep) / len(cmi_indep)
#print("P-val from the null-distribution: ", p_null_dep)
#print("------------------")
print("P-val from permutation test (independent case): ", estPVal_indep)
print("P-val from the null-distribution: ", p_null_indep)
print(MIindep_2)
sns.distplot(MIdep_2, hist=False, label="permutation_dep")
sns.distplot(MIindep_2, hist=False, label="permutation_indep")
plt.legend()
return (cmi_dep, cmi_indep, true_cmi_dep)
def testCMI2(seed, k=3, tests=10):
np.random.seed(seed)
samples = [100, 25000]
ic = np.array([[1.0, -0.2, 0], [-0.2, 1.0, 0.6], [0, 0.6, 1.0]])
c = np.linalg.inv(ic)
c[0, 0] = 10 * c[0, 0]
n = np.max(samples)
nsamples = len(samples)
res1 = np.zeros((2, nsamples))
res2 = np.zeros((2, nsamples))
res3 = np.zeros((2, nsamples))
knn = KnnEstimator(k=k)
for tt in range(0, tests):
data = np.random.multivariate_normal([0, 0, 0], c, n)
jj = 0
for ss in samples:
x, y, z = 0, 2, 1
cmixy_zT = mvnCMI(c, [x], [y], [z])
res1[0, jj] += (cmixy_zT - knn._cmi1(
data[:ss, [x]], data[:ss, [y]], data[:ss, [z]])) / tests
res1[1, jj] += (cmixy_zT - knn._cmi2(
data[:ss, [x]], data[:ss, [y]], data[:ss, [z]])) / tests
x, y, z = 1, 2, 0
cmixy_zT = mvnCMI(c, [x], [y], [z])
res2[0, jj] += (cmixy_zT - knn._cmi1(
data[:ss, [x]], data[:ss, [y]], data[:ss, [z]])) / tests
res2[1, jj] += (cmixy_zT - knn._cmi2(
data[:ss, [x]], data[:ss, [y]], data[:ss, [z]])) / tests
x, y, z = 0, 1, 2
cmixy_zT = mvnCMI(c, [x], [y], [z])
res3[0, jj] += (cmixy_zT - knn._cmi1(
data[:ss, [x]], data[:ss, [y]], data[:ss, [z]])) / tests
res3[1, jj] += (cmixy_zT - knn._cmi2(
data[:ss, [x]], data[:ss, [y]], data[:ss, [z]])) / tests
jj += 1
plt.figure()
plt.xlim(0.9, len(samples) + 0.1)
x = list(range(1, len(samples) + 1, 1))
for ii in range(0, 2):
lab = "MI_" + str(ii)
plt.plot(x, res1[ii, :], label=lab, marker='o')
plt.xticks(x, samples)
#plt.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.legend(loc='best')
plt.show()
plt.figure()
plt.xlim(0.9, len(samples) + 0.1)
x = list(range(1, len(samples) + 1, 1))
for ii in range(0, 2):
lab = "MI_" + str(ii)
plt.plot(x, res2[ii, :], label=lab, marker='o')
plt.xticks(x, samples)
#plt.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.legend(loc='best')
plt.show()
plt.figure()
plt.xlim(0.9, len(samples) + 0.1)
x = list(range(1, len(samples) + 1, 1))
for ii in range(0, 2):
lab = "MI_" + str(ii)
plt.plot(x, res3[ii, :], label=lab, marker='o')
plt.xticks(x, samples)
#plt.legend(loc='center left', bbox_to_anchor=(1, 0.5))
plt.legend(loc='best')
plt.show()
def compareKnns(testName,
seed = 123432,
folderName = "knn_est_test",
ntests = 25,
ns = None,
SAVE = True):
if ns is None:
ns = [125,250,500,1000, 2000]
# different random number generators for data generation and for the knnMI method (permutation tests)
rrData = np.random.RandomState(seed)
rr1 = np.random.RandomState(seed + 1)
# global rng is also used..
np.random.seed(seed)
cores = mp.cpu_count()
k_values = [0.01,0.1,0.2,3,5]
local_perm = [True,False]
graph_rules = ["AND","OR"]
methods = list(product(k_values,local_perm))
method_names = [__method2str(method) for method in product(k_values,local_perm,graph_rules)]
# initilize dictionaries for results
res = {"HD" : [], "UG" : []} # measured quantities are keys
Nres = {n : copy.deepcopy(res) for n in ns}
allRes = {method : copy.deepcopy(Nres) for method in method_names}
# used parameters
parameters = {"seed": seed,
"ntests": 0,
"ns": ns,
"testName" : testName,
"methods" : method_names,
"trueUGs" : []}
# create folder where to save the resuls
if folderName is None:
directory = "tests"
else:
directory = "tests/" + folderName
if not os.path.exists(directory):
os.makedirs(directory)
test_str = __test2str(testName)
filename = directory + "/" + test_str + ".p"
# create object for generating data and run the tests
dd = DataGenerator(testName,rng = rrData)
for tt in range(0,ntests):
print("test ",tt + 1,"/", ntests, sep="")
Xall,G = dd.createData(np.max(ns))
for n in ns:
X = Xall[:n,:]
X = scale(X) # zero mean, sd one for all the features
print("............sample size: ",n)
for method in methods:
kk,local = method
if kk < 1:
k = max(3,int(np.ceil(kk*n)))
else:
k = kk
if local:
k_perm = 5
else:
k_perm = None
knnest = KnnEstimator(k = k,k_perm = k_perm, rng = rr1, parallel = cores)
knn_sl = StructLearn(X, ci_estimator= knnest)
knn_sl.findMoralGraph()
for graph_rule in graph_rules:
est_ug = knn_sl.getMoralGraph(graph_rule)
method_name = __method2str( (method[0],method[1],graph_rule) )
# compute Hamming distance
hd = HD(G,est_ug)
# save stuff
print(method_name,hd)
allRes[method_name][n]["HD"].append(hd)
allRes[method_name][n]["UG"].append(est_ug)
# save the true UG (this is differs between the tests only in random graph cases)
parameters["trueUGs"].append(G)
# save results after every 5 tests
if (tt + 1) % 5 == 0 and SAVE:
parameters["ntests"] = tt + 1
res = (allRes,parameters)
saveResults(res,filename)
# final results
parameters["ntests"] = tt + 1
res = (allRes,parameters)
if SAVE:
saveResults(res,filename)
return res
def doTests(testName,
folderName = None,
seed = 123456,
ntests = 25,
ns = None,
k = 3,
k_perm = None,
methods = None,
lambdaRatio = 0.01,
useTransformation = False,
SAVE = True):
if methods is None:
methods = ["knnMI_AND",
"knnMI_OR",
"fisherZ_AND",
"fisherZ_OR",
"mb_RIC",
"glasso_RIC",
"mb_STARS",
"glasso_STARS",
"mb_auto"]
if ns is None:
ns = [125,250,500,1000,2000]
# different random number generators for data generation and for the knnMI method (permutation tests)
rrData = np.random.RandomState(seed)
rr1 = np.random.RandomState(seed + 1)
# global rng is also used..
np.random.seed(seed)
cores = mp.cpu_count()
# conditional independence tests
knnEst1 = KnnEstimator(k = k,rng = rr1, parallel= cores,k_perm = k_perm)
fEst = FisherCI()
if "KCIT_OR" in methods or "KCIT_AND" in methods:
k_cit = KCIT(seed = seed + 2)
if "RCIT_OR" in methods or "RCIT_AND" in methods:
r_cit = RCIT(seed = seed + 3)
# initilize dictionaries for results
res = {"HD" : [], "UG" : [], "sparsity" : []} # measured quantities are keys
Nres = {n : copy.deepcopy(res) for n in ns}
allRes = {method : copy.deepcopy(Nres) for method in methods}
# used parameters
parameters = {"seed": seed,
"ntests": 0,
"ns": ns,
"testName" : testName,
"methods" : methods,
"k" : k,
"lambdaRatio" : lambdaRatio,
"trueUGs" : []}
# create folder where to save the resuls
if folderName is None:
directory = "tests"
else:
directory = "tests/" + folderName
if not os.path.exists(directory):
os.makedirs(directory)
test_str = __test2str(testName)
filename = directory + "/" + test_str + ".p"
# create object for generating data and run the tests
dd = DataGenerator(testName,rng = rrData)
nonPara = True # use non-paranormal transformation for glasso and mb
#DEBUG
errorCount = 0
for tt in range(0,ntests):
print("test ",tt + 1,"/", ntests, sep="")
Xall,G = dd.createData(np.max(ns))
for n in ns:
X = Xall[:n,:]
X = scale(X) # zero mean, sd one for all the features
if useTransformation:
X = transform(X) # non-paranormal transformation for every method
print("Transformation used.")
nonPara = False # no need to perform the transformation twice when glasso/mb is called
print("............sample size: ",n)
# kernel methods
if "KCIT_OR" in methods or "KCIT_AND" in methods:
kcitSl = StructLearn(X,ci_estimator = k_cit)
kcitSl.findMoralGraph()
if "RCIT_OR" in methods or "RCIT_AND" in methods:
rcitSl = StructLearn(X,ci_estimator = r_cit)
rcitSl.findMoralGraph()
# find Markov blankets for knnMI method
if "knnMI_AND" in methods or "knnMI_OR" in methods:
if k < 1:
knnEst1.k = max(3,int(np.ceil(k*n)))
knnSl = StructLearn(X, ci_estimator= knnEst1)
knnSl.findMoralGraph()
# same for fisherZ based method
if "fisherZ_AND" in methods or "fisherZ" in methods:
fishSl = StructLearn(X, ci_estimator= fEst)
fishSl.findMoralGraph()
for method in methods:
sp = np.nan # record sparsities of estimated graphs for glasso/mb, for other methods use just nan (graphs are saved so sparsity is easy to compute)
# DEBUG
seeeds = np.random.RandomState
if method == "knnMI_AND":
estUG = knnSl.getMoralGraph("AND")
elif method == "knnMI_OR":
estUG = knnSl.getMoralGraph("OR")
elif method == "fisherZ_AND":
estUG = fishSl.getMoralGraph("AND")
elif method == "fisherZ_OR":
estUG = fishSl.getMoralGraph("OR")
elif method == "glasso_RIC":
estUG, sp = hugeLearnGraph(X,method = "glasso", modelSelectCrit= "ric", nonPara=nonPara, lambdaRatio= lambdaRatio)
elif method == "glasso_BIC":
estUG, sp = hugeLearnGraph(X,method = "glasso", modelSelectCrit= "ebic", nonPara=nonPara, ebicTuning= 0.0,lambdaRatio= lambdaRatio)
elif method == "glasso_EBIC":
estUG, sp = hugeLearnGraph(X,method = "glasso", modelSelectCrit= "ebic", nonPara=nonPara, ebicTuning= 0.5,lambdaRatio= lambdaRatio)
elif method == "mb_RIC":
estUG,sp = hugeLearnGraph(X,method = "mb", modelSelectCrit= "ric", nonPara=nonPara,lambdaRatio= lambdaRatio)
elif method == "mb_auto":
estUG,sp = hugeLearnGraph(X,method = "mb", modelSelectCrit= "mbDefault", nonPara=nonPara)
elif method == "mb_STARS":
estUG,sp = hugeLearnGraph(X,method = "mb", modelSelectCrit= "stars", nonPara=nonPara,lambdaRatio= lambdaRatio)
elif method == "glasso_STARS":
estUG,sp = hugeLearnGraph(X,method = "glasso", modelSelectCrit= "stars", nonPara=nonPara,lambdaRatio= lambdaRatio)
elif method == "KCIT_AND":
estUG = kcitSl.getMoralGraph("AND")
elif method == "KCIT_OR":
estUG = kcitSl.getMoralGraph("OR")
elif method == "RCIT_AND":
estUG = rcitSl.getMoralGraph("AND")
elif method == "RCIT_OR":
estUG = rcitSl.getMoralGraph("OR")
else:
print("unspecified method!!")
hd = np.nan
# DEBUG
if (estUG == estUG.T).all() == False:
errors = {"testName" : testName, "data": X, "method" : method, "currentSeed" : seeeds, "estUG": estUG, "trueUG": G, "testNumber" : tt +1 }
errorCount += 1
path = directory + "/errors_" + test_str + "_" + str(errorCount) + ".p"
saveResults(errors,path)
## force symmetry on UG
estUG = 1*(estUG + estUG.T == 2)
# compute Hamming distance
hd = HD(G,estUG)
# save stuff
print(method,hd)
allRes[method][n]["HD"].append(hd)
allRes[method][n]["UG"].append(estUG)
allRes[method][n]["sparsity"].append(sp)
# save the true UG (this is differs between the tests only in random graph cases)
parameters["trueUGs"].append(G)
# save results after every 5 tests
if (tt + 1) % 5 == 0 and SAVE:
parameters["ntests"] = tt + 1
res = (allRes,parameters)
saveResults(res,filename)
# final results
parameters["ntests"] = tt + 1
res = (allRes,parameters)
if SAVE:
saveResults(res,filename)
return res