def runMetropolis(chainIndex):
import sys
import os
DIRNAME = os.path.dirname(__file__)
sys.path.append(os.path.join(DIRNAME, "..", "..", "..", "src"))
from LCA import PrepareRecurrentWeights, RunLCASimulation, GetValueInputZeroReference, \
getValueInput2Attributes2Choices
from LUT import prepareStdNormalLUT, SampleFromLUT
import numpy as np
import time
import pickle
from scipy.stats import skew, truncnorm, chisquare
# read observed data
data = np.genfromtxt("unequalAttentionSimulatedData.csv", delimiter=',')
allStakes = np.unique(data[:, -2:], axis=0)
np.random.seed()
LUTInterval = 0.0001
numAccumulators = 2
stdNormalLUT = prepareStdNormalLUT(LUTInterval)
sampleFromLUT = SampleFromLUT(stdNormalLUT)
sampleFromZeroMeanLUT = lambda stdDev: sampleFromLUT(
0, stdDev, numAccumulators)
# set-up the LCA
identityUtilityFunction = lambda x: x
getValueInput = GetValueInputZeroReference(identityUtilityFunction)
maxTimeSteps = 1000
deltaT = 0.02
prepareRecurrentWeights = PrepareRecurrentWeights(numAccumulators)
lca = RunLCASimulation(getValueInput, sampleFromZeroMeanLUT,
prepareRecurrentWeights, maxTimeSteps, deltaT)
def getStartingActivation(startingBias, threshold):
if startingBias < 0:
return [-1 * startingBias * threshold, 0]
else:
return [0, startingBias * threshold]
getChoiceAttributes = lambda gain, loss: np.array([[0, 0], [gain, loss]])
getAllThresholds = lambda threshold: [threshold] * numAccumulators
attributeProbabilities = [0.5, 0.5]
lcaWrapper = lambda gain, loss, decay, competition, noiseStdDev, nonDecisionTime, threshold, constantInput, startingBias: \
lca(attributeProbabilities, getChoiceAttributes(gain, loss), getStartingActivation(startingBias, threshold), decay, competition, constantInput,
noiseStdDev, nonDecisionTime, getAllThresholds(threshold))
def selectConditionTrials(data, gain, loss):
selectedData = data[data[:, 2] == gain][:]
selectedData = selectedData[selectedData[:, 3] == loss][:]
return selectedData
def computePData(data, gain, loss):
conditionTrialData = selectConditionTrials(data, gain, loss)
responses = conditionTrialData[:, 0]
return np.mean(responses)
def computeRTStatsData(data, gain, loss, choice):
conditionTrialData = selectConditionTrials(data, gain, loss)
dataForThisChoice = conditionTrialData[conditionTrialData[:,
0] == choice]
if np.shape(dataForThisChoice)[0] == 0:
return (0, 0, 0)
reactionTimes = dataForThisChoice[:, 1]
return (np.mean(reactionTimes), np.std(reactionTimes),
skew(reactionTimes))
def filterFunction(tup):
if tup[-1] != -1:
return True
else:
return False
# define the cost function
class CostFunction:
def __init__(self, numSimulationsPerCondition, allStakes):
self.numSimulationsPerCondition = numSimulationsPerCondition
self.allStakes = allStakes
def __call__(self, parameters):
allModelData = np.zeros(4)
for stakes in self.allStakes:
gainValue, lossValue = stakes
allSimulations = [
lcaWrapper(gainValue, lossValue, *parameters)
for _ in range(self.numSimulationsPerCondition)
]
allValidResponseSimulations = list(
filter(filterFunction, allSimulations))
numValidResponses = len(allValidResponseSimulations)
if numValidResponses < self.numSimulationsPerCondition / 3:
return (-1, parameters[3])
_, allModelRTs, allModelResponses = zip(
*allValidResponseSimulations)
modelStakes = np.hstack((np.full(
(numValidResponses, 1),
gainValue), np.full((numValidResponses, 1), lossValue)))
modelDataForStakes = np.hstack(
(np.array(allModelResponses).reshape(-1, 1),
np.array(allModelRTs).reshape(-1, 1), modelStakes))
allModelData = np.vstack((allModelData, modelDataForStakes))
allModelData = allModelData[1:, :]
actualDataMeanRT = np.mean(data[:, 1])
simDataMeanRT = np.mean(allModelData[:, 1])
delta = simDataMeanRT - actualDataMeanRT
if delta > parameters[3]:
delta = parameters[3]
allModelData[:, 1] = allModelData[:, 1] - delta
totalCost = 0
quantiles = np.array([0.1, 0.3, 0.5, 0.7,
0.9]) # quantiles of the chi^2 function
observedProportionsChoiceWise = np.array(
[0.1, 0.2, 0.2, 0.2, 0.2,
0.1]) # this is to cover some edge cases
for stakes in self.allStakes: # loop over all combinations of possible gain and loss
gain, loss = stakes
observedTrials = selectConditionTrials(data, gain, loss)
numObservedTrials = np.shape(observedTrials)[0]
modelTrials = selectConditionTrials(allModelData, gain, loss)
numModelTrials = np.shape(modelTrials)[0]
for choice in range(
2): # loop over choice = 0 (reject) and 1 (accept)
observedTrialsForChoice = observedTrials[
observedTrials[:, 0] == choice]
observedRTsForChoice = observedTrialsForChoice[:, 1]
numObservedRTsForChoice = np.size(observedRTsForChoice)
observedPOfThisChoice = numObservedRTsForChoice / numObservedTrials
if numObservedRTsForChoice < 5: # less than 5 trials --> can't compute quantile boundaries
continue # skip this combination of gain, loss, choice
quantilesBoundaries = np.quantile(observedRTsForChoice,
quantiles)
observedProportions = \
np.histogram(observedRTsForChoice, bins=np.concatenate(([0], quantilesBoundaries, [100])))[
0] / numObservedTrials # proportions of experimental RTs in all quantiles
if numObservedRTsForChoice == 5 or 0 in observedProportions: # some edge cases
observedProportions = observedProportionsChoiceWise * observedPOfThisChoice
observedFrequencies = numObservedTrials * observedProportions
modelTrialsForChoice = modelTrials[modelTrials[:, 0] ==
choice]
modelRTsForChoice = modelTrialsForChoice[:, 1]
numModelRTsForChoice = np.size(modelRTsForChoice)
modelProportions = \
np.histogram(modelRTsForChoice, bins=np.concatenate(([0], quantilesBoundaries, [100])))[
0] / numModelTrials
modelFrequencies = numObservedTrials * modelProportions
totalCost += chisquare(modelFrequencies,
observedFrequencies)[0]
return (totalCost, parameters[3] - delta)
costFunction = CostFunction(75, allStakes)
bounds = (
(0, 5), (0, 5), (0, 75), (0, 2), (0, 40), (0, 75), (-1, 0)
) # decay, competition, noiseStdDev, nonDecisionTime, threshold, constantInput, startingBias
rangeOfParams = np.diff((np.array(bounds))).flatten()
initialParameterVariance = rangeOfParams / (1.5 * numTotalChains)
parameterVarianceMultiplier = np.full(np.shape(initialParameterVariance),
0.99)
SAVE_DIRECTORY = 'savedModels/onlyStartingBias'.format(str(bounds))
if not os.path.exists(SAVE_DIRECTORY):
os.makedirs(SAVE_DIRECTORY)
SAVEFILE = os.path.join(SAVE_DIRECTORY,
'{}.pickle'.format(str(chainIndex)))
def pickleRecord(record):
saveFile = open(SAVEFILE, 'wb')
pickle.dump(record, saveFile)
saveFile.close()
def generateProposalParams(currentParams, variances):
np.random.seed()
newParams = []
for i in range(len(currentParams)):
myclip_a = bounds[i][0]
myclip_b = bounds[i][1]
my_mean = currentParams[i]
my_std = variances[i]
if my_std == 0:
newParam = my_mean
else:
a, b = (myclip_a - my_mean) / my_std, (myclip_b -
my_mean) / my_std
newParam = truncnorm.rvs(a, b, loc=my_mean, scale=my_std)
newParams.append(newParam)
return newParams
try:
saveFile = open(SAVEFILE, "rb")
record = pickle.load(saveFile)
bestParameters = record[-1, :-1]
minimumCost = record[-1, -1]
# print("Best parameters: ", bestParameters, " Best cost: ", minimumCost)
numIterationsPrevious = np.shape(record)[0]
# ("NumIterations: ", numIterationsPrevious)
parameterVarianceMultiplier = parameterVarianceMultiplier**(
numIterationsPrevious // 100)
# print("Num Iterations: ", numIterationsPrevious, " Multiplier: ", parameterVarianceMultiplier)
parameterVariance = np.multiply(initialParameterVariance,
parameterVarianceMultiplier)
except:
numIterationsPrevious = 0
counter = 0
while True:
print(counter)
counter += 1
# initialParameterValues = generateProposalParams(meanStartingPointForSearch, initialParameterVariance)
low, high = list(zip(*bounds))
initialParameterValues = np.random.RandomState().uniform(low, high)
# print(initialParameterValues)
initialCost, adjustedContTime = costFunction(
initialParameterValues)
if initialCost != -1:
initialParameterValues[3] = adjustedContTime
break
print("Chain: ", chainIndex, "Initial value identified: ",
initialParameterValues, " Cost: ", initialCost)
bestParameters = initialParameterValues
parameterVariance = np.asarray(initialParameterVariance)
minimumCost = initialCost
record = np.hstack((bestParameters, minimumCost))
pickleRecord(record)
minimizationIteration = numIterationsPrevious
pickleFlag = False
while True:
minimizationIteration += 1
startTime = time.time()
# decrease the value of variance
if minimizationIteration % 100 == 0 and minimizationIteration != 0:
parameterVariance = parameterVarianceMultiplier * parameterVariance
# propose new parameters
newParameters = generateProposalParams(bestParameters,
parameterVariance)
# compute cost
cost, adjustedNonDecisionTime = costFunction(newParameters)
if cost != -1:
# update parameters
if cost < minimumCost:
pickleFlag = True
# print("updating parameters and cost")
bestParameters = newParameters
bestParameters[3] = adjustedNonDecisionTime
minimumCost = cost
else:
pickleFlag = False
# record best parameters
iterationRecord = np.hstack((bestParameters, minimumCost))
record = np.vstack((record, iterationRecord))
if pickleFlag:
pickleRecord(record)
# time for iteration
endTime = time.time()
iterationTime = endTime - startTime
# print("Iteration: {} Time: {}".format(minimizationIteration, iterationTime))
# print("Proposed Value of params: ", newParameters)
# print("Best Value of params: ", bestParameters)
# print("Cost: ", cost)
# print("Best cost: ", minimumCost)
# print("-------------------------------")
print('Chain: {}, iteration: {}, Best cost: {}'.format(
chainIndex, minimizationIteration, minimumCost))
allModelRTs = np.array(allModelRTs)
modelStakes = np.hstack(
(np.full((numValidResponses, 1),
gainValue), np.full((numValidResponses, 1), lossValue)))
modelDataForStakes = np.hstack(
(np.array(allModelResponses).reshape(-1, 1),
np.array(allModelRTs).reshape(-1, 1), modelStakes))
allModelData = np.vstack((allModelData, modelDataForStakes))
allModelData = allModelData[1:, :]
return allModelData
LUTInterval = 0.0001
numAccumulators = 2
stdNormalLUT = prepareStdNormalLUT(LUTInterval)
sampleFromLUT = SampleFromLUT(stdNormalLUT)
sampleFromZeroMeanLUT = lambda stdDev: sampleFromLUT(0, stdDev, numAccumulators
)
# set-up the LCA
identityUtilityFunction = lambda x: x
getValueInput = GetValueInputZeroReference(identityUtilityFunction)
maxTimeSteps = 1000
deltaT = 0.02
prepareRecurrentWeights = PrepareRecurrentWeights(numAccumulators)
lca = RunLCASimulation(getValueInput, sampleFromZeroMeanLUT,
prepareRecurrentWeights, maxTimeSteps, deltaT)