def test_latent_distance_network_sampler(N, N_samples=10000):
"""
Generate a bunch of latent distance networks, run the sampler
on them to see how well we mix over latent locations.
:param N: Number of neurons in the network
"""
true_model_type = 'latent_distance'
if true_model_type == 'erdos_renyi':
true_model = make_model('sparse_weighted_model', N)
elif true_model_type == 'latent_distance':
true_model = make_model('distance_weighted_model', N)
distmodel = make_model('distance_weighted_model', N)
D = distmodel['network']['graph']['N_dims']
trials = 1
for t in range(trials):
# Generate a true random network
popn_true, x_true, A_true = sample_network_from_prior(true_model)
dist_popn, x_inf, _ = sample_network_from_prior(distmodel)
# Seed the inference population with the true network
x_inf['net']['graph']['A'] = A_true
# Create a location sampler
print "Initializing latent location sampler"
loc_sampler = LatentLocationUpdate()
loc_sampler.preprocess(dist_popn)
# Run the sampler
N_samples = 1000
smpls = fit_latent_network_given_A(x_inf, loc_sampler, N_samples=N_samples)
if true_model_type == 'latent_distance':
# Evaluate the state
L_true = x_true['net']['graph']['L'].reshape((N,D))
L_smpls = [x['net']['graph']['L'].reshape((N,D)) for x in smpls]
# Visualize the results
plot_latent_distance_samples(L_true, L_smpls, A_true=A_true)
# Plot errors in relative distance over time
compute_diff_of_dists(L_true, L_smpls)
# Compute marginal likelihood of erdos renyi with the same sparsity
nnz_A = float(A_true.sum())
N_conns = A_true.size
# Ignore the diagonal
nnz_A -= N
N_conns -= N
# Now compute density
er_rho = nnz_A / N_conns
true_er_marg_lkhd = nnz_A * np.log(er_rho) + (N_conns-nnz_A)*np.log(1-er_rho)
print "True ER Marg Lkhd: ", true_er_marg_lkhd
# DEBUG: Make sure AIS gives the same answer as what we just computed
# er_model = make_model('sparse_weighted_model', N)
# er_model['network']['graph']['rho'] = er_rho
# er_popn, x_inf, _ = sample_network_from_prior(er_model)
# # Make a dummy update for the ER model
# er_sampler = MetropolisHastingsUpdate()
# er_x0 = er_popn.sample()
# er_x0['net']['graph']['A'] = A_true
# er_marg_lkhd = ais_latent_network_given_A(er_x0,
# er_popn.network.graph,
# er_sampler
# )
#
# print "AIS ER Marg Lkhd: ", er_marg_lkhd
# Approximate the marginal log likelihood of the distance mode
dist_x0 = dist_popn.sample()
dist_x0['net']['graph']['A'] = A_true
dist_marg_lkhd = ais_latent_network_given_A(dist_x0,
dist_popn.network.graph,
loc_sampler
)
print "Dist Marg Lkhd: ", dist_marg_lkhd
def fit_latent_network_to_mle():
""" Run a test with synthetic data and MCMC inference
"""
options, popn, data, popn_true, x_true = initialize_test_harness()
import pdb; pdb.set_trace()
# Load MLE parameters from command line
mle_x = None
if options.x0_file is not None:
with open(options.x0_file, 'r') as f:
print "Initializing with state from: %s" % options.x0_file
mle_x = cPickle.load(f)
mle_model = make_model('standard_glm', N=data['N'])
mle_popn = Population(mle_model)
mle_popn.set_data(data)
# Create a location sampler
print "Initializing latent location sampler"
loc_sampler = LatentLocationUpdate()
loc_sampler.preprocess(popn)
# Convert the mle results into a weighted adjacency matrix
x_aw = popn.sample(None)
x_aw = convert_model(mle_popn, mle_model, mle_x, popn, popn.model, x_aw)
# Get rid of unnecessary keys
del x_aw['glms']
# Fit the latent distance network to a thresholded adjacency matrix
ws = np.sort(np.abs(x_aw['net']['weights']['W']))
wperm = np.argsort(np.abs(x_aw['net']['weights']['W']))
nthrsh = 20
threshs = np.arange(ws.size, step=ws.size/nthrsh)
res = []
N = popn.N
for th in threshs:
print "Fitting network for threshold: %.3f" % th
A = np.zeros_like(ws, dtype=np.int8)
A[wperm[th:]] = 1
A = A.reshape((N,N))
# A = (np.abs(x_aw['net']['weights']['W']) >= th).astype(np.int8).reshape((N,N))
# Make sure the diag is still all 1s
A[np.diag_indices(N)] = 1
x = copy.deepcopy(x_aw)
x['net']['graph']['A'] = A
smpls = fit_latent_network_given_A(x, loc_sampler)
# Index the results by the overall sparsity of A
key = (np.sum(A)-N) / (np.float(np.size(A))-N)
res.append((key, smpls))
# Save results
results_file = os.path.join(options.resultsDir, 'fit_latent_network_results.pkl')
print "Saving results to %s" % results_file
with open(results_file, 'w') as f:
cPickle.dump(res, f)