-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathconfounder_model.py
More file actions
1230 lines (903 loc) · 40.9 KB
/
confounder_model.py
File metadata and controls
1230 lines (903 loc) · 40.9 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.cm as cm
from matplotlib import gridspec
from mpl_toolkits.axes_grid1 import make_axes_locatable
import nifty6 as ift
from operator_utilities import normalize, rescalemax, \
CmfLinearInterpolator, Confounder_merge, CDF, GeomMaskOperator, \
myInterpolator
from plotting_utilities import myPlot
from model_utilities import guess_k_indx, get_corr_and_amp, SingleDomain
from causal_model import Causal_Model
class Confounder_model(Causal_Model):
def __init__(self, cm, \
merge = 0,
factor = 3, verbose=False):
# I will take this domain to be the
# domain from which Z-field domain would be
# created
super().__init__(cm.direction, [cm.X, cm.Y], cm.config, cm.version)
self._domain = ift.makeDomain(self.domain)
if not isinstance(self._domain, ift.DomainTuple):
raise ValueError("self.domain not an ift.Domain")
# FIXME: One has to define the confounder field 'Z'
# over a domain 3 times bigger than the 'domain', so that
# 'nonlinear_response' field could be able to ignore the
# periodic boundary conditions of the RGSpace
# NOTE: I make a generative model for X <- Z -> Y such that
# Z ~ InverseCDF(cdf, uniform) for lognormal field, X = f_X(z) + n_X,
# Y = f_Y(z) + n_Z
# Make UnstructuredDomains for X,Y
u_domain = ift.makeDomain(ift.UnstructuredDomain((self.X.size + self.Y.size)))
data_fld = np.stack((self.X,self.Y)).flatten()
self._data_fld = ift.makeField(u_domain, data_fld)
# Add the exponentiated field which is to be normalized
# and passed to cdf, and plays the role of the unknown
# pdf of the Z-field
if self.version in {'v1','v2', 'v4', 'v5'}:
self._rg_domain = ift.makeDomain(ift.RGSpace(self.X.shape)) # X-Y pairs, same shape
elif self.version == 'v3':
self._rg_domain = ift.makeDomain(ift.RGSpace((self.nbins,)))
else:
raise NotImplementedError
# I would need extended domain
if isinstance(self._domain[0], ift.RGSpace):
# Working with 1D case for the moment
adapted_size = factor*self.X.size
self._adapted_size_factor = factor
self._extended_domain = ift.makeDomain(ift.RGSpace((adapted_size,),\
distances=1./self.X.size))
# FIXME
# Possibly setting the distances here would mess up something
#distances=1./X.size))
else:
raise NotImplementedError
self._merge = merge
self._verbose = verbose
@property
def rg_domain(self):
return self._rg_domain
@property
def extended_domain(self):
return self._extended_domain
@property
def adapted_size_factor(self):
return self._adapted_size_factor
@property
def com(self):
return self._com
@property
def model(self):
return self.model_dict
@property
def domain(self):
return self._domain
@property
def data_fld(self):
return self._data_fld
@property
def merge(self):
return self._merge
@property
def verbose(self):
return self._verbose
def _get_Ham(self):
if self.merge:
icov_merge = Confounder_merge(\
self._sigma_inv_X.target, 'sig_X', \
self._sigma_inv_Y.target, 'sig_Y', \
self._data_fld.domain)
FA_icov_X = ift.FieldAdapter(self._sigma_inv_X.target, 'sig_X')
FA_icov_Y = ift.FieldAdapter(self._sigma_inv_Y.target, 'sig_Y')
input_op = FA_icov_X.adjoint @ self._sigma_inv_X + FA_icov_Y.adjoint @ self._sigma_inv_Y
icov = icov_merge(input_op)
f_op_merge = Confounder_merge(\
self._f_X_op.target, 'f_X', \
self._f_Y_op.target, 'f_Y', \
self._data_fld.domain)
FA_op_X = ift.FieldAdapter(self._f_X_op.target, 'f_X')
FA_op_Y = ift.FieldAdapter(self._f_Y_op.target, 'f_Y')
input_f_op = FA_op_X.adjoint @ self._f_X_op + FA_op_Y.adjoint @ self._f_Y_op
f_op = f_op_merge(input_f_op)
# Then I need to construct y-f(x) operator
# Note that the it is the same as having f(x) - y
add_data = ift.Adder(-self._data_fld)
residual = add_data(f_op)
# The likelihood would be the VariableCovGE since we're also inferring
# the noise_cov (here just single sigma) which has appropriate metric for
# this case
FA_res = ift.FieldAdapter(residual.target, 'residual')
FA_icov = ift.FieldAdapter(icov.target, 'icov')
residual_at_icov = FA_res.adjoint @ residual + FA_icov.adjoint @ icov
ln_likelihood = (ift.VariableCovarianceGaussianEnergy(\
self._data_fld.domain,
'residual',
'icov',
np.float64) @ residual_at_icov)
self._Ham = self._initialize_Hamiltonians([ln_likelihood])[0]
else:
ln_likelihood = []
for data_fld, f_op, icov in zip(\
[self.fld_X, self.fld_Y], \
[self._f_X_op, self._f_Y_op], \
[self._sigma_inv_X, self._sigma_inv_Y]):
add_data = ift.Adder(-data_fld)
residual = add_data(f_op)
# The likelihood would be the VariableCovGE since we're also inferring
# the noise_cov (here just single sigma) which has appropriate metric for
# this case
FA_res = ift.FieldAdapter(residual.target, 'residual')
FA_icov = ift.FieldAdapter(icov.target, 'icov')
residual_at_icov = FA_res.adjoint @ residual + FA_icov.adjoint @ icov
ln_likelihood.append((ift.VariableCovarianceGaussianEnergy(\
data_fld.domain,
'residual',
'icov',
np.float64) @ residual_at_icov))
self._Ham = self._initialize_Hamiltonians([ln_likelihood[0] + ln_likelihood[1]])[0]
# Setup the keys needed for final plotting
self.keys = ['f_X', 'f_Y', 'sigma_X', 'sigma_Y']
# Setup the Hamiltonian for the confounder model
if self.verbose:
from playground import playground_confounder
ops = {}
ops['f_X'], ops['f_Y'] = self._f_X_op, self._f_Y_op
ops['f_X_ps'], ops['f_Y_ps'] = self._f_X_ps, self._f_Y_ps
ops['fld_X'], ops['fld_Y'] = self.fld_X, self.fld_Y
ops['Ham'] = self._Ham
ops['sigma_inv_X'], ops['sigma_inv_Y'] = self._sigma_inv_X, self._sigma_inv_Y
ops['corr_fld_X'] = self._corr_field_f_X;
ops['corr_fld_Y'] = self._corr_field_f_Y;
ops['cdf'] = cdf
ops['op_icdf'] = self.op_icdf
ops['minimizer'] = self.minimizer
if verbose:
playground_confounder(ops, self._data_fld, self.keys)
exit()
class Confounder_model_v1(Confounder_model):
def __init__(self, cm):
super().__init__(cm)
rg_domain = self.rg_domain
extended_domain = self.extended_domain
model = self.model
config = self.config
direction = self.direction
self._amp_pdf_z, correlated_fld_pdf_z = \
get_corr_and_amp(model, 'correlated_field', 'Z',
extended_domain[0], "Z_exp_beta_")
# normalize the exp(f) field in order to have a pdf
mask = GeomMaskOperator(extended_domain, rg_domain)
normal = normalize(mask.target)
correlated_fld_pdf_z = \
normal(mask(correlated_fld_pdf_z.exp()))
self._correlated_fld_pdf_z = correlated_fld_pdf_z
cdf = CDF(rg_domain)
# Need to have cdf in range [0,1]
rescale = rescalemax(cdf.target)
cdf = rescale(cdf(self._correlated_fld_pdf_z))
unis = ift.UniformOperator(rg_domain).ducktape('u_xi')
# Move to UnstructuredDomain in order to be used
# for 'op_icdf' below as right 'point_dom'
GR = ift.GeometryRemover(unis.target)
unis = GR(unis)
self.op_cdf = ift.FieldAdapter(cdf.target, 'cdf_key').adjoint @ cdf
self.op_unis = ift.FieldAdapter(unis.target, 'u_key').adjoint @ unis
op_icdf = CmfLinearInterpolator(
cdf.target, 'cdf_key',
unis.target, 'u_key')
self.op_icdf = op_icdf(self.op_cdf + self.op_unis)
self._interpolator = myInterpolator(
extended_domain, 'f', self.op_icdf.target, 'z', \
pieces = self.adapted_size_factor, \
shift=True)
# Initialize likelihoods for X and Y fields
# FIXME: Of course one would not initialize in this way all the fields which would be necessary
# for the full causal graph in the future, but for now it is convenient for me to do it this
# way. If there is a better way, please suggest it, probably one would make a list / dict and
# iterate through that.
if self.infer_noise == 0:
self._f_X_op, self._f_X_ps = \
self.nonlinresponse_model_setup(model, 'f_X',
extended_domain[0], None, self.fld_X, self.infer_noise,
name='f_X_')
self._f_Y_op, self._f_Y_ps = \
self.nonlinresponse_model_setup(model, 'f_Y',
extended_domain[0], None, self.fld_Y, self.infer_noise,
name='f_Y_')
elif self.infer_noise == 1:
self._f_X_op, self._f_X_ps, self._corr_field_f_X, \
self._sigma_inv_X \
= \
self.nonlinresponse_model_setup(model, 'f_X',
extended_domain[0], None, self.fld_X, self.infer_noise,
name='f_X_')
self._f_Y_op, self._f_Y_ps, self._corr_field_f_Y, \
self._sigma_inv_Y \
= \
self.nonlinresponse_model_setup(model, 'f_Y',
extended_domain[0], None, self.fld_Y, self.infer_noise,
name='f_Y_')
elif self.infer_noise == 2:
self._f_X_op, self._f_X_ps, self._corr_field_f_X, \
self._sigma_sqr_X \
= \
self.nonlinresponse_model_setup(model, 'f_X',
extended_domain[0], None, self.fld_X, self.infer_noise,
name='f_X_')
self._f_Y_op, self._f_Y_ps, self._corr_field_f_Y, \
self._sigma_sqr_Y \
= \
self.nonlinresponse_model_setup(mode, 'f_Y',
extended_domain[0], None, self.fld_Y, self.infer_noise,
name='f_Y_')
self._get_Ham()
def _k_indx(self, positions):
k_indx_X, k_indx_Y = \
guess_k_indx(self._sigma_inv_X, self._amp_f_x, positions,\
direction=self.direction, version=self.version), \
guess_k_indx(self._sigma_inv_Y, self._amp_f_y, positions, \
direction=self.direction, version=self.version)
return max(k_indx_X, k_indx_Y)
def plot_initial_setup(self, filename, **kwargs):
positions = []
for i in range(10):
# Initialize the mean
mean = {}
dom = self._Ham.domain
for key in dom.keys():
if not (key in self.op_icdf.domain.keys()) and key != 'u':
mean[key] = 0.1*ift.from_random(dom[key], 'normal')
else:
mean[key] = ift.from_random(dom[key], 'normal')
mean = ift.MultiField.from_dict(mean)
positions.append(mean)
self._initial_mean = mean
self._plot_setup(filename.format("prior_samples"), positions, **kwargs)
def _plot_setup(self, filename, positions, **kwargs):
nx = kwargs.pop('nx', 3)
ny = kwargs.pop('ny', 2)
xsize = kwargs.pop('xsize', 16)
ysize = kwargs.pop('ysize', 16)
f_X_list = []
f_Y_list = []
f_X_list_unsorted = []
f_Y_list_unsorted = []
pdf_Z_list = []
f_X_ps_list = []
f_Y_ps_list = []
z_coord_list = []
for pos in positions:
# Put the output fields in right order of indices
# w.r.t. to the z-field
z = self.op_icdf.force(pos).val
idx = z.argsort()
z_coord_list.append(z[idx])
f_X_op = self._f_X_op.force(pos)
f_X_list_unsorted.append(f_X_op)
f_X_op = ift.makeField(f_X_op.domain, f_X_op.val[idx])
f_X_list.append(f_X_op)
f_Y_op = self._f_Y_op.force(pos)
f_Y_list_unsorted.append(f_Y_op)
f_Y_op = ift.makeField(f_Y_op.domain, f_Y_op.val[idx])
f_Y_list.append(f_Y_op)
pdf_Z_list.append(self._correlated_fld_pdf_z.force(pos))
f_X_ps_list.append(self._f_Y_ps.force(pos))
f_Y_ps_list.append(self._f_X_ps.force(pos))
# Plot beta_X setup
plot = myPlot()
z_coord_mean = np.mean(np.asarray(z_coord_list),axis=0)
plot.my_add(\
f_Y_list + [self.fld_Y], \
xcoord= [x.val for x in f_X_list] + [self.fld_X.val], \
sorted= len(f_Y_list) * [True] + [False], \
scatter=len(f_Y_list) * [False] + [True], \
marker= len(f_Y_list) * [None] + ["x"], \
label= len(f_Y_list) * [""] + ["Data"], \
title="X - Y plane")
# FIXME - For some reason the z_coord_list[0] gives
# the same coordinates as the true ground truth data set
# in case I do the testing with synthetic data
plot.my_add(
f_X_list + [self.fld_X],
xcoord=z_coord_list + [z_coord_mean], \
scatter=len(f_X_list) * [False] + [True], \
marker=len(f_X_list) * [None] + ["x"],
label= len(f_X_list) * [""] + ["Data"], \
title="Z - X plane")
plot.my_add(\
f_Y_list + [self.fld_Y],
xcoord= z_coord_list + [z_coord_mean], \
scatter=len(f_Y_list) * [False] + [True], \
marker=len(f_Y_list) * [None] + ["x"], \
label= len(f_Y_list) * [""] + ["Data"], \
title="Z - Y plane")
plot.my_add(\
pdf_Z_list, \
xcoord=z_coord_list, \
scatter=len(pdf_Z_list) * [False],\
marker=len(pdf_Z_list) * [None], \
label= len(pdf_Z_list) * [""], \
title=r'$\rm{pdf}_z$')
plot.my_add(\
f_X_ps_list, title=r'ps $\rm{f_X}$')
plot.my_add(\
f_Y_ps_list, title=r'ps $\rm{f_Y}$')
plot.my_output(ny=ny, nx=nx, xsize=xsize, ysize=ysize,
name=filename)
def optimize_and_get_evidence(self, N_samples, N_steps, **kwargs):
return self._optimize_and_get_evidence(N_samples, N_steps, **kwargs)
class Confounder_model_v2(Confounder_model):
"""
Trying to model the P(X, Y | Z) = P(X|Z) P(Y|Z) through ICDF
transform, learning the P(X|Z) and P(Y|Z).
NOTE: Potential problem could be that this works only for special
types of mappings, i.e. bijective mappings
"""
def __init__(self, cm, **kwargs):
super().__init__(cm)
rg_domain = self.extended_domain
model = self.model
config = self.config
direction = self.direction
hat_u = ift.UniformOperator(rg_domain).ducktape('u_xi')
self._amp_f_x, self._corr_f_x = \
get_corr_and_amp(\
model, 'correlated_field', 'f_X', rg_domain[0], 'pdf_f_X_')
self._amp_f_y, self._corr_f_y = \
get_corr_and_amp(\
model, 'correlated_field', 'f_Y', rg_domain[0], 'pdf_f_Y_')
# FIXME: Maybe here for the pdf-fields one needs to take into account that they could
# don't have to fall down to zero at the edges of the X / Y domains
# Maybe another GeomMaskOp here would be useful
mask = GeomMaskOperator(rg_domain, self.rg_domain)
# self._corr_f_x = GMO(self._corr_f_x)
# self._corr_f_y = GMO(self._corr_f_y)
normal = normalize(mask.target)
self._pdf_f_x = normal(mask(self._corr_f_x.exp()))
normal = normalize(mask.target)
self._pdf_f_y = normal(mask(self._corr_f_y.exp()))
cdf = CDF(rg_domain)
rescale = rescalemax(cdf.target)
cdf_f_x, cdf_f_y = \
rescale(cdf(self._pdf_f_x)),\
rescale(cdf(self._pdf_f_y))
self._cdf_f_x, self._cdf_f_y = cdf_f_x, cdf_f_y
self.op_cdf_x, self.op_cdf_y = \
ift.FieldAdapter(cdf_f_x.target, 'cdf_f_x_key').adjoint @ cdf_f_x, \
ift.FieldAdapter(cdf_f_y.target, 'cdf_f_y_key').adjoint @ cdf_f_y
# Move to UnstructuredDomain in order to be used
# for 'op_icdf' below as right 'point_dom'
GR = ift.GeometryRemover(hat_u.target)
hat_u = GR(hat_u)
self.op_unis = ift.FieldAdapter(hat_u.target, 'u_key').adjoint @ hat_u
op_icdf_f_x, op_icdf_f_y = \
CmfLinearInterpolator(
cdf_f_x.target, 'cdf_f_x_key',
hat_u.target, 'u_key'), \
CmfLinearInterpolator(
cdf_f_y.target, 'cdf_f_y_key',
hat_u.target, 'u_key')
self._f_X_op, self._f_Y_op = \
op_icdf_f_x(self.op_cdf_x + self.op_unis),\
op_icdf_f_y(self.op_cdf_y + self.op_unis)
if self.version=='v2':
# Prior for noise -- Assuming same noise_variance for all data points,
# i.e. learning only one parameter
alpha = config['real_model'][direction]['noise_scale']['alpha']
q = config['real_model'][direction]['noise_scale']['q']
# Make noise-covariances
scalar_domain = ift.DomainTuple.scalar_domain()
# FIXME: Note that here I assume the same prior setup (alpha, q values)
# for both noise variables, but this could be of course adjusted for different
# priors as well
# Maybe inverse gamma is not a good prior for noise in this situation
# since I would like to enforce small noise allowance, because the validity
# of the model is at question above a certain threshold
sigma_inv_X, sigma_inv_Y = \
((ift.InverseGammaOperator(scalar_domain, alpha, q))**(-1)).ducktape('sigma_X'),\
((ift.InverseGammaOperator(scalar_domain, alpha, q))**(-1)).ducktape('sigma_Y')
# Now to make one single sigma on the whole y_domain
# NOTE: Same domains for fld_X and fld_Y
CO = ift.ContractionOperator(self.fld_X.domain, spaces=None)
self._sigma_inv_X, self._sigma_inv_Y = \
CO.adjoint @ sigma_inv_X, \
CO.adjoint @ sigma_inv_Y
# Now here I make an educated guess for how many eigenvalues I would need to calculate
# in the BCI_ver4.py : get_evidence(). The number should be roughly equal to the indx of
# the k-mode where the prior powerspec and noise powerspec intersect
self._get_Ham()
def _k_indx(self, positions):
k_indx_X, k_indx_Y = \
guess_k_indx(self._sigma_inv_X, self._amp_f_x, positions, \
direction=self.direction, version=self.version), \
guess_k_indx(self._sigma_inv_Y, self._amp_f_y, positions, \
direction=self.direction, version=self.version)
return max(k_indx_X, k_indx_Y)
def plot_initial_setup(self, filename, **kwargs):
positions = []
for i in range(10):
# Initialize the mean
mean = 0.1*ift.from_random(self._Ham.domain, 'normal')
positions.append(mean)
self._initial_mean = mean
self._plot_setup(filename.format("prior_samples"), positions, **kwargs)
def _plot_setup(self, filename, positions, **kwargs):
nx = kwargs.pop('nx', 3)
ny = kwargs.pop('ny', 3)
xsize = kwargs.pop('xsize', 25)
ysize = kwargs.pop('ysize', 25)
f_X_list = []
f_Y_list = []
pdf_f_X_list = []
pdf_f_Y_list = []
full_pdf_f_X_list = []
full_pdf_f_Y_list = []
sigma_inv_X_list = []
sigma_inv_Y_list = []
f_X_ps_list = []
f_Y_ps_list = []
ymax_X = 0; ymax_Y = 0
for pos in positions:
# Put the output fields in right order of indices
# w.r.t. to the z-field
f_X_list.append(self._f_X_op.force(pos))
f_Y_list.append(self._f_Y_op.force(pos))
pdf_f_X_list.append(self._pdf_f_x.force(pos))
pdf_f_Y_list.append(self._pdf_f_y.force(pos))
val_X = (self._corr_f_x.exp()).force(pos)
val_Y = (self._corr_f_y.exp()).force(pos)
max_X = max(val_X.val)
max_Y = max(val_Y.val)
if ymax_X < max_X:
ymax_X = max_X + 0.1*max_X
if ymax_Y < max_Y:
ymax_Y = max_Y + 0.1*max_Y
full_pdf_f_X_list.append(val_X)
full_pdf_f_Y_list.append(val_Y)
sigma_inv_X_list.append((self._sigma_inv_X**(-1)).sqrt().force(pos))
sigma_inv_Y_list.append((self._sigma_inv_Y**(-1)).sqrt().force(pos))
f_X_ps_list.append(self._amp_f_x.force(pos))
f_Y_ps_list.append(self._amp_f_y.force(pos))
plot = myPlot()
# Plot beta_X setup
plot.my_add(\
f_Y_list + [self.fld_Y], \
xcoord= [x.val for x in f_X_list] + [self.fld_X.val], \
#sorted = len(f_Y_list) * [True] + [True], \
scatter=len(f_Y_list) * [True] + [True], \
marker= len(f_Y_list) * [None] + ["x"], \
label= len(f_Y_list) * [""] + ["Data"], \
title="X - Y plane")
# FIXME - For some reason the z_coord_list[0] gives
# the same coordinates as the true ground truth data set
# in case I do the testing with synthetic data
plot.my_add(
pdf_f_X_list,
title=r"$\rm{pdf(f_X)}$")
plot.my_add(\
pdf_f_Y_list,\
title=r"$\rm{pdf(f_Y)}$")
plot.my_add(
full_pdf_f_X_list,
xmin=-0.5,xmax=1.5,ymin=0.,ymax=ymax_X,\
title=r"$\rm{pdf(f_X)}$ full")
plot.my_add(\
full_pdf_f_Y_list,\
xmin=-0.5,xmax=1.5,ymin=0.,ymax=ymax_Y,\
title=r"$\rm{pdf(f_Y)}$ full")
xcoord = np.linspace(0, 1, sigma_inv_X_list[0].domain.size)
plot.my_add(
sigma_inv_X_list,
xcoord = len(sigma_inv_X_list) * [xcoord],\
scatter = len(sigma_inv_X_list) * [False],\
title=r"$\sigma_{\rm{pdf(f_X)}}$")
plot.my_add(\
sigma_inv_Y_list,\
xcoord = len(sigma_inv_Y_list) * [xcoord],\
scatter = len(sigma_inv_Y_list) * [False],\
title=r"$\sigma_{\rm{pdf(f_Y)}}$")
plot.my_add(\
f_X_ps_list, title=r'ps $\rm{f_X}$')
plot.my_add(\
f_Y_ps_list, title=r'ps $\rm{f_Y}$')
plot.my_output(ny=ny, nx=nx, xsize=xsize, ysize=ysize,
name=filename)
def optimize_and_get_evidence(self, N_samples, N_steps, **kwargs):
return self._optimize_and_get_evidence(N_samples, N_steps, **kwargs)
class Confounder_model_v3(Confounder_model_v2):
"""
Trying to model the P(X,Y | Z) through a poisson likelihood, assuming
the noise variance in X and Y direction is smaller than the size of
the bins
"""
def __init__(self,cm,**kwargs):
super().__init__(cm)
input_op = self._f_X_op.ducktape_left('f_X_op') + self._f_Y_op.ducktape_left('f_Y_op')
MLE = ift.MultiLinearEinsum(input_op.target, 'i,j->ij')
self._pdf_x_y = MLE(input_op)
self._data, edges_X, edges_Y = np.histogram2d(self.X, self.Y, bins=[self.nbins, self.nbins])
centers_X = (edges_X[1:] + edges_X[:-1])*0.5
centers_Y = (edges_Y[1:] + edges_Y[:-1])*0.5
data_fld = ift.makeField(self._pdf_x_y.target, self._data.astype(np.int64))
self._ln_likelihood = ift.PoissonianEnergy(data_fld) @ self._pdf_x_y
self._k_indx = self._data.size
self._Ham = self._initialize_Hamiltonians([self._ln_likelihood])[0]
def plot_initial_setup(self, filename, **kwargs):
positions = []
for i in range(10):
# Initialize the mean
mean = 0.1*ift.from_random(self._Ham.domain, 'normal')
positions.append(mean)
self._initial_mean = mean
self._plot_setup(filename.format("prior_samples"), positions, **kwargs)
def _plot_setup(self, filename, positions, **kwargs):
nx = kwargs.pop('nx', 4)
ny = kwargs.pop('ny', 2)
xsize = kwargs.pop('xsize', 25)
ysize = kwargs.pop('ysize', 25)
pdf_X_Z_list = []
pdf_Y_Z_list = []
full_pdf_X_Z_list = []
full_pdf_Y_Z_list = []
pdf_X_Z_ps_list = []
pdf_Y_Z_ps_list = []
cdf_f_X_list = []
cdf_f_Y_list = []
ymax_X = 0; ymax_Y = 0
sc_pdf_X_Y_Z = ift.StatCalculator()
rg = ift.makeDomain(ift.RGSpace(self._pdf_x_y.target.shape))
GR = ift.GeometryRemover(rg)
DC = SingleDomain(self._pdf_x_y.target, GR.target)
rg1 = ift.makeDomain(ift.RGSpace(self._f_X_op.target.shape))
GR1 = ift.GeometryRemover(rg1)
for pos in positions:
val_pdf_x_y_z = (GR.adjoint @ (DC @ self._pdf_x_y)).force(pos)
sc_pdf_X_Y_Z.add(val_pdf_x_y_z)
pdf_X_Z_list.append((GR1.adjoint @ self._f_X_op).force(pos))
pdf_Y_Z_list.append((GR1.adjoint @ self._f_Y_op).force(pos))
val_X = (self._corr_f_x.exp()).force(pos)
val_Y = (self._corr_f_y.exp()).force(pos)
max_X = max(val_X.val)
max_Y = max(val_Y.val)
if ymax_X < max_X:
ymax_X = max_X + 0.1*max_X
if ymax_Y < max_Y:
ymax_Y = max_Y + 0.1*max_Y
full_pdf_X_Z_list.append(val_X)
full_pdf_Y_Z_list.append(val_Y)
pdf_X_Z_ps_list.append(self._amp_f_x.force(pos))
pdf_Y_Z_ps_list.append(self._amp_f_y.force(pos))
cdf_f_X_list.append(self._cdf_f_x.force(pos))
cdf_f_Y_list.append(self._cdf_f_y.force(pos))
plot = myPlot()
plot.my_add(
pdf_X_Z_list,
title=r"$\rm{pdf(f_X)}$")
plot.my_add(\
pdf_Y_Z_list,\
title=r"$\rm{pdf(f_Y)}$")
plot.my_add(
full_pdf_X_Z_list,
xmin=-0.5,xmax=1.5,ymin=0.,ymax=ymax_X,\
title=r"$\rm{pdf(f_X)}$ full")
plot.my_add(\
full_pdf_Y_Z_list,\
xmin=-0.5,xmax=1.5,ymin=0.,ymax=ymax_Y,\
title=r"$\rm{pdf(f_Y)}$ full")
plot.my_add(\
cdf_f_X_list,\
title=r"$\rm{cdf(f_Y)}$ full")
plot.my_add(
cdf_f_Y_list,
title=r"$\rm{cdf(f_X)}$ full")
plot.my_add(\
pdf_X_Z_ps_list, title=r'ps $\rm{f_X}$')
plot.my_add(\
pdf_Y_Z_ps_list, title=r'ps $\rm{f_Y}$')
plot.my_output(ny=ny, nx=nx, xsize=xsize, ysize=ysize,
name=filename)
# Plot the joint pdf
fig = plt.figure(figsize= (15,10))
gs = gridspec.GridSpec(1, 2)
ax = fig.add_subplot(gs[0])
nx, ny = sc_pdf_X_Y_Z.mean.domain[0].shape
dx, dy = sc_pdf_X_Y_Z.mean.domain[0].distances
x = np.arange(nx, dtype=np.float64)*dx
y = np.arange(ny, dtype=np.float64)*dy
norm = cm.colors.Normalize(\
vmax=abs(sc_pdf_X_Y_Z.mean.val).max(), \
vmin=-abs(sc_pdf_X_Y_Z.mean.val).max())
cmap = cm.RdBu_r
cntr0=ax.contourf(x,y, sc_pdf_X_Y_Z.mean.val,\
extent=(0, nx*dx, 0, ny*dy),\
cmap=cm.get_cmap(cmap,3),
norm=norm)
ax.scatter(self.X, self.Y, c='k', alpha=.3, zorder=1)
ax.set_aspect(1.0/ax.get_data_ratio())
ax_1 = fig.add_subplot(gs[1], sharey=ax)
cntr1=ax_1.contourf(x,y, sc_pdf_X_Y_Z.var.val, \
extent=(0, nx*dx, 0, ny*dy),\
cmap=cm.get_cmap(cmap,3), \
norm=norm)
ax_1.scatter(self.X, self.Y, c='k', alpha=.3, zorder=1)
ax_1.set_aspect(1.0/ax_1.get_data_ratio())
divider = make_axes_locatable(ax)
cax_0 = divider.append_axes("right", size="5%", pad=0.05)
divider = make_axes_locatable(ax_1)
cax_1 = divider.append_axes("right", size="5%", pad=0.05)
fig.colorbar(cntr0, cax=cax_0, ax=ax)
fig.colorbar(cntr1, cax=cax_1, ax=ax_1)
fig.tight_layout()
plt.savefig(filename[:-4] + '_pdf_x_y.pdf')
plt.clf()
plt.cla()
plt.close()
def optimize_and_get_evidence(self, N_samples, N_steps, **kwargs):
return self._optimize_and_get_evidence(N_samples, N_steps, **kwargs)
class Confounder_model_v4(Confounder_model):
"""
Getting to a basis of uniformly distributed Z -> U, and
modeling with Gaussian likelihood (assuming Gaussian noise)
the (X,Y) distribution through mapping:
X := f_x(U) + N_x , Y := f_z(U) + N_y
"""
def __init__(self,cm,**kwargs):
super().__init__(cm)
rg_domain = self.rg_domain
extended_domain = self.extended_domain
dom_d = self.fld_X.domain # Both fld_X and fld_Y have same domain
model = self.model
config = self.config
direction = self.direction
hat_u = ift.UniformOperator(rg_domain).ducktape('u_xi')
self.point_estimates = ['u_xi']
GR = ift.GeometryRemover(hat_u.target)
hat_u = GR(hat_u)
self._U = hat_u
self._amp_f_x, self._corr_f_x = \
get_corr_and_amp(\
model, 'correlated_field', 'f_X', extended_domain[0], 'f_X_')
self._amp_f_y, self._corr_f_y = \
get_corr_and_amp(\
model, 'correlated_field', 'f_Y', extended_domain[0], 'f_Y_')
_interpolator = myInterpolator(\
extended_domain, 'f', hat_u.target, 'U_z', \
pieces = self.adapted_size_factor, \
shift=True)
_in = self._corr_f_x.ducktape_left('f') + self._U.ducktape_left('U_z')
self._f_X_op = _interpolator(_in)
_in = self._corr_f_y.ducktape_left('f') + self._U.ducktape_left('U_z')
self._f_Y_op = _interpolator(_in)
sd = ift.DomainTuple.scalar_domain()
alpha, q = model['noise_scale']['alpha'], model['noise_scale']['q']
sigma_inv_X, sigma_inv_Y = \
((ift.InverseGammaOperator(sd, alpha, q))**(-1)).ducktape('sigma_X'), \
((ift.InverseGammaOperator(sd, alpha, q))**(-1)).ducktape('sigma_X')
CO = ift.ContractionOperator(self.fld_X.domain, spaces=None)
self._sigma_inv_X = CO.adjoint @ sigma_inv_X
self._sigma_inv_Y = CO.adjoint @ sigma_inv_Y
self._get_Ham()
def _k_indx(self, positions):
k_indx_X, k_indx_Y = \
guess_k_indx(self._sigma_inv_X, self._amp_f_x, positions, \
direction=self.direction, version=self.version), \
guess_k_indx(self._sigma_inv_Y, self._amp_f_y, positions, \
direction=self.direction, version=self.version)
self._k_indx = max(k_indx_X, k_indx_Y)
# if self._k_indx < self.fld_X.size:
# self._k_indx = self.fld_X.size
if self._k_indx > self._Ham.domain.size:
self._k_indx = self._Ham.domain.size-1
raise Warning(\
"k_indx larger than the Hamiltonian domain!"
"Set the value to Ham.domain.size - 1")
return max(k_indx_X, k_indx_Y)
def plot_initial_setup(self, filename, **kwargs):
positions = []
for i in range(10):
# Initialize the mean
mean = ift.from_random(self._Ham.domain, 'normal')
positions.append(mean)
self._initial_mean = mean
self._plot_setup(filename.format("prior_samples"), positions, **kwargs)
def _plot_setup(self, filename, positions, **kwargs):
nx = kwargs.pop('nx', 3)
ny = kwargs.pop('ny', 3)
xsize = kwargs.pop('xsize', 16)
ysize = kwargs.pop('ysize', 16)
f_X_list = []
f_X_list_unsorted = []
f_Y_list = []
f_Y_list_unsorted = []
U_list = []
full_X = []
full_Y = []
sigma_inv_X_list = []
sigma_inv_Y_list = []
f_X_ps_list = []
f_Y_ps_list = []
for pos in positions:
# Put the output fields in right order of indices
# w.r.t. to the z-field
u = self._U.force(pos).val
idx = u.argsort()
U_list.append(u[idx])
f_X_op = (self._f_X_op).force(pos)
f_X_list_unsorted.append(f_X_op)
f_X_list.append(\
ift.makeField(f_X_op.domain,f_X_op.val[idx]))
f_Y_op = (self._f_Y_op).force(pos)
f_Y_list_unsorted.append(f_Y_op)