def run_expt(num_graph, num_data_per_graph, n, d, s0, graph_type, sem_type, w_ranges, noise_scale, expt_name): os.mkdir(expt_name) os.chmod(expt_name, 0o777) perf = defaultdict(list) for ii in tqdm(range(num_graph)): B_true = utils.simulate_dag(d, s0, graph_type) W_true = utils.simulate_parameter(B_true, w_ranges=w_ranges) W_true_fn = os.path.join(expt_name, f'graph{ii:05}_W_true.csv') np.savetxt(W_true_fn, W_true, delimiter=',') for jj in range(num_data_per_graph): X = utils.simulate_linear_sem(W_true, n, sem_type, noise_scale=noise_scale) X_fn = os.path.join(expt_name, f'graph{ii:05}_data{jj:05}_X.csv') np.savetxt(X_fn, X, delimiter=',') # notears W_notears = notears.notears_linear_l1(X, lambda1=0, loss_type='l2') assert utils.is_dag(W_notears) W_notears_fn = os.path.join( expt_name, f'graph{ii:05}_data{jj:05}_W_notears.csv') np.savetxt(W_notears_fn, W_notears, delimiter=',') # eval B_notears = (W_notears != 0) acc = utils.count_accuracy(B_true, B_notears) for metric in acc: perf[metric].append(acc[metric]) # print stats print(expt_name) for metric in perf: print(metric, f'{np.mean(perf[metric]):.4f}', '+/-', f'{np.std(perf[metric]):.4f}')
def main(): torch.set_default_dtype(torch.double) np.set_printoptions(precision=3) import notears.utils as ut ut.set_random_seed(123) n, d, s0, graph_type, sem_type = 200, 5, 9, 'ER', 'mim' B_true = ut.simulate_dag(d, s0, graph_type) np.savetxt('W_true.csv', B_true, delimiter=',') X = ut.simulate_nonlinear_sem(B_true, n, sem_type) np.savetxt('X.csv', X, delimiter=',') model = NotearsMLP(dims=[d, 10, 1], bias=True) W_est = notears_nonlinear(model, X, lambda1=0.01, lambda2=0.01) assert ut.is_dag(W_est) np.savetxt('W_est.csv', W_est, delimiter=',') acc = ut.count_accuracy(B_true, W_est != 0) print(acc)
def main(): torch.set_default_dtype(torch.double) np.set_printoptions(precision=3) import notears.utils as ut ut.set_random_seed(123) n, d, s0, graph_type, sem_type = 200, 5, 9, 'ER', 'mim' ensemble_size = 7 B_true = ut.simulate_dag(d, s0, graph_type) np.savetxt('W_true.csv', B_true, delimiter=',') X = ut.simulate_nonlinear_sem(B_true, n, sem_type) np.savetxt('X.csv', X, delimiter=',') X = np.expand_dims(X, 1) X = np.tile(X, [1, ensemble_size, 1]) model = EnsembleNotearsMLP(dims=[d, 10, 1], ensemble_size=ensemble_size, bias=True) W_est = ensemble_notears_mlp(model, X, lambda1=0.01, lambda2=0.01)
if h_new > 0.25 * h: rho *= 10 else: break w_est, h = w_new, h_new alpha += rho * h if h <= h_tol or rho >= rho_max: break W_est = _adj(w_est) W_est[np.abs(W_est) < w_threshold] = 0 return W_est if __name__ == '__main__': from notears import utils utils.set_random_seed(1) n, d, s0, graph_type, sem_type = 100, 20, 20, 'ER', 'gauss' B_true = utils.simulate_dag(d, s0, graph_type) W_true = utils.simulate_parameter(B_true) np.savetxt('W_true.csv', W_true, delimiter=',') X = utils.simulate_linear_sem(W_true, n, sem_type) np.savetxt('X.csv', X, delimiter=',') W_est = notears_linear(X, lambda1=0.1, loss_type='l2') assert utils.is_dag(W_est) np.savetxt('W_est.csv', W_est, delimiter=',') acc = utils.count_accuracy(B_true, W_est != 0) print(acc)