def setUp(self):
SP.random.seed(1)
self.n_dimensions = 2
self.n_samples = 100
self.setXy()
#self.X = SP.rand(self.n_samples,self.n_dimensions)
covar = limix.CCovSqexpARD(self.n_dimensions)
ll = limix.CLikNormalIso()
covar_params = SP.array([1, 1, 1])
lik_params = SP.array([0.5])
hyperparams0 = limix.CGPHyperParams()
hyperparams0['covar'] = covar_params
hyperparams0['lik'] = lik_params
self.constrainU = limix.CGPHyperParams()
self.constrainL = limix.CGPHyperParams()
self.constrainU['covar'] = +10 * SP.ones_like(covar_params)
self.constrainL['covar'] = 0 * SP.ones_like(covar_params)
self.constrainU['lik'] = +5 * SP.ones_like(lik_params)
self.constrainL['lik'] = 0 * SP.ones_like(lik_params)
self.gp = limix.CGPbase(covar, ll)
self.gp.setX(self.X)
self.gp.setParams(hyperparams0)
#self.genY()
self.gp.setY(self.y)
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
covar = limix.CCovLinearISO(K)
ll = limix.CLikNormalIso()
#create hyperparm
covar_params = SP.array([1.0])
lik_params = SP.array([1.0])
hyperparams = limix.CGPHyperParams()
hyperparams['covar'] = covar_params
hyperparams['lik'] = lik_params
hyperparams['X'] = self.simulation['X0']
#cretae GP
self.gp = limix.CGPbase(covar, ll)
#set data
self.gp.setY(self.simulation['Y'])
self.gp.setX(self.simulation['X0'])
self.gp.setParams(hyperparams)
pass
def fit(self, Params0=None, grad_threshold=1e-2):
"""
fit a variance component model with the predefined design and the initialization and returns all the results
"""
# GPVD initialization
lik = limix.CLikNormalNULL()
# Initial Params
if Params0 == None:
n_params = self.C1.getNumberParams()
n_params += self.C2.getNumberParams()
Params0 = SP.rand(n_params)
# MultiGP Framework
covar = []
gp = []
mean = []
for i in range(self.N):
covar.append(limix.CLinCombCF())
covar[i].addCovariance(self.C1)
covar[i].addCovariance(self.C2)
coeff = SP.array([self.eigen[i], 1])
covar[i].setCoeff(coeff)
mean.append(limix.CLinearMean(self.Yt[:, i], SP.eye(self.P)))
gpVD = limix.CGPvarDecomp(covar[0], lik, mean[0], SP.ones(self.N),
self.P, self.Yt, Params0)
for i in range(self.N):
gp.append(limix.CGPbase(covar[i], lik, mean[i]))
gp[i].setY(self.Yt[:, i])
gpVD.addGP(gp[i])
# Optimization
gpVD.initGPs()
gpopt = limix.CGPopt(gpVD)
LML0 = -1.0 * gpVD.LML()
start_time = time.time()
conv = gpopt.opt()
time_train = time.time() - start_time
LML = -1.0 * gpVD.LML()
LMLgrad = SP.linalg.norm(gpVD.LMLgrad()['covar'])
Params = gpVD.getParams()['covar']
# Check whether limix::CVarianceDecomposition.train() has converged
if conv != True or LMLgrad > grad_threshold or Params.max() > 10:
print 'limix::CVarianceDecomposition::train has not converged'
res = None
else:
res = {
'Params0': Params0,
'Params': Params,
'LML': SP.array([LML]),
'LML0': SP.array([LML0]),
'LMLgrad': SP.array([LMLgrad]),
'time_train': SP.array([time_train]),
}
return res
pass
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)
#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 = limix.CFixedCF(K0)
covar2 = limix.CCovLinearISO(K)
covar = limix.CSumCF()
covar.addCovariance(covar1)
covar.addCovariance(covar2)
ll = limix.CLikNormalIso()
#create hyperparm
covar_params = SP.array([0.0, 1.0])
lik_params = SP.array([0.1])
hyperparams = limix.CGPHyperParams()
hyperparams['covar'] = covar_params
hyperparams['lik'] = lik_params
hyperparams['X'] = self.simulation['X0']
#cretae GP
self.gp = limix.CGPbase(covar, ll)
#set data
self.gp.setY(self.simulation['Y'])
self.gp.setX(self.simulation['X0'])
self.gp.setParams(hyperparams)
pass
#fix covariance, taking population structure GP['covar_G'] = limix.CFixedCF(Kpopf) #freeform covariance: requiring number of traits/group (T) GP['covar_E'] = limix.CCovFreeform(T) #overall covarianc: product GP['covar'] = limix.CProductCF() GP['covar'].addCovariance(GP['covar_G']) GP['covar'].addCovariance(GP['covar_E']) #liklihood: gaussian GP['ll'] = limix.CLikNormalIso() GP['data'] = limix.CData() GP['hyperparams'] = limix.CGPHyperParams() #Create GP instance GP['gp'] = limix.CGPbase(GP['data'], GP['covar'], GP['ll']) #set data GP['gp'].setY(Y) #input: effectively we require the group for each sample (CCovFreeform requires this) Xtrain = SP.zeros([Y.shape[0], 1]) Xtrain[N::1] = 1 GP['gp'].setX(Xtrain) gpopt = limix.CGPopt(GP['gp']) #constraints: make sure that noise level does not go completel crazy constrainU = limix.CGPHyperParams() constrainL = limix.CGPHyperParams() constrainU['lik'] = +5 * SP.ones([1]) constrainL['lik'] = -5 * SP.ones([1]) gpopt.setOptBoundLower(constrainL) gpopt.setOptBoundUpper(constrainU)
def train(self,rank=20,Kpop=True,LinearARD=False):
"""train panama module"""
if 0:
covar = limix.CCovLinearISO(rank)
ll = limix.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.CGPHyperParams()
hyperparams['covar'] = covar_params
hyperparams['lik'] = lik_params
hyperparams['X'] = X0
constrainU = limix.CGPHyperParams()
constrainL = limix.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.CSumCF()
if LinearARD:
covar_1 = limix.CCovLinearARD(rank)
covar_params = []
for d in range(rank):
covar_params.append(1/sp.sqrt(d+2))
else:
covar_1 = limix.CCovLinearISO(rank)
covar_params = [1.0]
covar.addCovariance(covar_1)
if self.use_Kpop:
covar_2 = limix.CFixedCF(self.Kpop)
covar.addCovariance(covar_2)
covar_params.append(1.0)
ll = limix.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.CGPHyperParams()
hyperparams['covar'] = covar_params
hyperparams['lik'] = lik_params
hyperparams['X'] = X0
constrainU = limix.CGPHyperParams()
constrainL = limix.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.CGPbase(covar,ll)
gp.setY(self.Y)
gp.setX(X0)
lml0 = gp.LML(hyperparams)
dlml0 = gp.LMLgrad(hyperparams)
gpopt = limix.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()
if self.use_Kpop:
self.Ktot += covar_2.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['Kpop'] = sp.array([covar_2.K().diagonal().mean()])
V['noise'] = gp.getParams()['lik']**2
self.varianceComps = V
if 1:
data = limix.CLinearMean(y, cov)
data_params = SP.ones([cov.shape[1]])
else:
data = limix.CData()
data_params = None
#create hyperparm
hyperparams = limix.CGPHyperParams()
hyperparams['covar'] = covar_params
hyperparams['lik'] = lik_params
if data_params is not None:
hyperparams['dataTerm'] = data_params
#cretae GP
gp = limix.CGPbase(covar, ll, data)
#set data
gp.setY(y)
gp.setX(X)
gp.setParams(hyperparams)
lml = gp.LML()
dlml = gp.LMLgrad()
#build constraints
constrainU = limix.CGPHyperParams()
constrainL = limix.CGPHyperParams()
constrainU['covar'] = +10 * SP.ones_like(covar_params)
constrainL['covar'] = -10 * SP.ones_like(covar_params)
constrainU['lik'] = +5 * SP.ones_like(lik_params)
constrainL['lik'] = -5 * SP.ones_like(lik_params)
Y = Y[0:10]
X = X[0:10]
N = Y.shape[0]
Kg = SP.dot(X, X.T)
Kg = Kg / Kg.diagonal().mean()
K0 = SP.eye(Y.shape[0])
X0 = SP.randn(Y.shape[0], 3)
covar1 = limix.CCovLinearISO(3)
covar1.setParams(SP.array([1.0]))
covar1.setX(X0)
covar2 = limix.CFixedCF(K0)
covar2.setParams(SP.array([1.0]))
covar = limix.CSumCF()
covar.addCovariance(covar2)
covar.addCovariance(covar1)
ll = limix.CLikNormalIso()
gp = limix.CGPbase(covar, ll)
hyperparams = limix.CGPHyperParams()
hyperparams['covar'] = SP.array([1.0, 1.0])
hyperparams['lik'] = SP.array([0.1])
hyperparams['X'] = X0
gp.setY(Y)
gp.setX(X0)
gp.setParams(hyperparams)
paramsOpt['covarc2'], paramsOpt['covarr2']))
print paramsOpt['dataTerm']
print ""
print "GP BASE"
# NormalGP
Y1 = Y.T.reshape(N * P, 1)
# Covars
covar = limix.CSumCF()
covar.addCovariance(limix.CKroneckerCF(covarc1, covarr1))
covar.addCovariance(limix.CKroneckerCF(covarc2, covarr2))
# Mean
mean1 = limix.CLinearMean()
F = SP.concatenate((SP.kron(A1.T, F1), SP.kron(A2.T, F2)), 1)
mean1.setFixedEffects(F)
gp = limix.CGPbase(covar, limix.CLikNormalNULL(), mean1)
gp.setY(Y1)
# initialisation
Params = limix.CGPHyperParams()
Params['covar'] = SP.concatenate((params['covarc1'], params['covarr1'],
params['covarc2'], params['covarr2']))
Params['dataTerm'] = params['dataTerm']
gp.setParams(Params)
# optimisation
gpopt = limix.CGPopt(gp)
start_time = time.time()
gpopt.opt()
elapsed_time = time.time() - start_time
print "time elapsed(s): " + str(elapsed_time)
paramsOpt1 = gp.getParams()