def setUp(self):
self.N = 15
self.D = 2
self.df = Inverse(c=0.5)
self.lm = GaussianLikelihoodModel(mu0=np.zeros(self.D),
sigma0=np.eye(self.D),
sigma=np.eye(self.D)).compile()
self.ddt = DirichletDiffusionTree(self.df, self.lm)
self.sampler = MetropolisHastingsSampler(self.ddt, np.zeros((self.N, self.D)))
self.sampler.initialize_assignments()
X = X[idx]
y = y[idx]
constraints = set()
for constraint in interactor.current_interactions:
a, b, c = constraint
if a not in idx_map or b not in idx_map or c not in idx_map:
continue
constraints.add(tuple(map(lambda x: idx_map[x], constraint)))
logging.info("Interactions: %s", constraints)
logging.info("Interactions: %u", len(constraints))
N, D = X.shape
df = Inverse(c=2)
cov = np.cov(X.T) / 4.0 + np.eye(D) * 0.001
lm = GaussianLikelihoodModel(sigma=cov, sigma0=np.eye(D) / 2.0, mu0=X.mean(axis=0)).compile()
model = DirichletDiffusionTree(df=df,
likelihood_model=lm,
constraints=constraints)
sampler = MetropolisHastingsSampler(model, X)
sampler.initialize_assignments()
def iterate(iters):
for i in tqdm(xrange(iters)):
sampler.sample()
data, _ = simulator.gen(n, p)
#data = np.random.uniform(0,1,(n, 2))
all_dat[i] = data
#data2, tree2 = simulator2.gen(n, p)
#all_dat2[i] = data2.ravel()
#true_lik2.append(tree2.calculate_marg_log_likelihood(c=10))
print("Finish Simulating Data")
######
#D = 2
#N = 100
#X = np.random.multivariate_normal(mean=np.zeros(D), cov=np.eye(D), size=N).astype(np.float32)
#print(X.shape)
df = Inverse()
lm = GaussianLikelihoodModel(sigma=np.eye(p), mu0=np.zeros(p), sigma0=np.eye(p))
print("Get initial likelihood")
#df2 = Inverse()
#lm2 = GaussianLikelihoodModel(sigma=np.eye(p), mu0=np.zeros(p), sigma0=np.eye(p))
#print("Get initial likelihood")
ddt = DirichletDiffusionTree(df=df, likelihood_model=lm)
#ddt2 = DirichletDiffusionTree(df=df2, likelihood_model=lm2)
print("Initialize Dirichlet Diffusion Tree")
tree_list = []
#tree_list2 = []
""""""
for i in range(n_samples):
import logging
logging.basicConfig(level=logging.INFO)
import numpy as np
from trees.util import plot_tree, plot_tree_2d
from trees.ddt import DirichletDiffusionTree, Inverse, GaussianLikelihoodModel
from trees.mcmc import MetropolisHastingsSampler
from tqdm import tqdm
if __name__ == "__main__":
D = 2
N = 100
X = np.random.multivariate_normal(mean=np.zeros(D), cov=np.eye(D),
size=N).astype(np.float32)
df = Inverse(c=1)
lm = GaussianLikelihoodModel(sigma=np.eye(D) / 4.0,
mu0=np.zeros(D),
sigma0=np.eye(D))
ddt = DirichletDiffusionTree(df=df, likelihood_model=lm)
mh = MetropolisHastingsSampler(ddt, X)
mh.initialize_assignments()
for _ in tqdm(range(1000)):
mh.sample()
plt.figure()
plt.plot(mh.likelihoods)
#plt.figure()
#plot_tree(mh.tree)
#plt.figure()
class TestDDT(unittest.TestCase):
def setUp(self):
self.N = 15
self.D = 2
self.df = Inverse(c=0.5)
self.lm = GaussianLikelihoodModel(mu0=np.zeros(self.D),
sigma0=np.eye(self.D),
sigma=np.eye(self.D)).compile()
self.ddt = DirichletDiffusionTree(self.df, self.lm)
self.sampler = MetropolisHastingsSampler(self.ddt, np.zeros((self.N, self.D)))
self.sampler.initialize_assignments()
def test_choice(self):
stay_prob = 1.0 / self.ddt.root.tree_size
self.assertEqual(self.ddt.uniform_index(stay_prob / 2, ignore_depth=0)[0], self.ddt.root)
left_size, right_size = self.ddt.root.left.tree_size, self.ddt.root.right.tree_size
remainder = 1 - stay_prob
left_prob, right_prob = left_size / float(left_size + right_size) * remainder, \
right_size / float(left_size + right_size) * remainder
self.assertEqual(stay_prob + left_prob + right_prob, 1)
p = 1.0 / left_size / 2
self.assertEqual(self.ddt.uniform_index(stay_prob + p * left_prob, ignore_depth=0)[0], self.ddt.root.left)
p = 1.0 / right_size / 2
self.assertEqual(self.ddt.uniform_index(stay_prob + left_prob + p * right_prob, ignore_depth=0)[0], self.ddt.root.right)
def test_get_node(self):
self.assertEqual(self.ddt[()], self.ddt.root)
def test_point_index(self):
def find_point(i):
for node in self.ddt.dfs():
if {i} == node.points():
return node
for i in xrange(self.N):
self.assertEqual(self.ddt.point_index(i), find_point(i))
def test_detach_node(self):
self.assertRaises(AssertionError, lambda: self.ddt.root.detach_node())
self.assertRaises(AssertionError, lambda: self.ddt.root.left.detach_node())
self.assertRaises(AssertionError, lambda: self.ddt.root.right.detach_node())
for i in xrange(self.N):
node = self.ddt.point_index(0)
if not node.parent is self.ddt.root:
break
old_parent = node.parent
sibling = node.parent.other_child(node)
old_grandparent = old_parent.parent
parent = node.detach_node()
self.assertEqual(old_parent, parent)
self.assertEqual(node.parent, parent)
self.assertEqual(node.parent, old_parent)
self.assertEqual(node.parent, old_parent)
self.assertEqual(node.parent.parent, None)
self.assertEqual(len(node.parent.children), 1)
self.assertTrue(sibling in old_grandparent.children)
def test_sample_assignment(self):
for _ in xrange(1000):
assignment, log_prob = self.ddt.sample_assignment()
self.assertAlmostEqual(log_prob, self.ddt.log_prob_assignment(assignment), places=5)
def test_gaussian(self):
mu = np.zeros(self.D)
x = np.ones(self.D)
for t in np.arange(0, 1, 0.01):
diff = 1 - t
self.assertAlmostEqual(self.lm.calculate_transition(x, mu, 1, t),
stats.multivariate_normal(mean=mu, cov=np.eye(self.D) * diff).logpdf(x))