Secure your code as it's written. Use Snyk Code to scan source code in minutes - no build needed - and fix issues immediately.
def test_beta_binomial_two_identical_models(db_path, sampler):
binomial_n = 5
def model_fun(args):
return {"result": st.binom(binomial_n, args.theta).rvs()}
models = [model_fun for _ in range(2)]
models = list(map(SimpleModel, models))
model_prior = RV("randint", 0, 2)
population_size = ConstantPopulationStrategy(800, 3)
parameter_given_model_prior_distribution = [Distribution(theta=RV("beta", 1, 1))
for _ in range(2)]
parameter_perturbation_kernels = [MultivariateNormalTransition() for _ in range(2)]
abc = ABCSMC(models, model_prior, ModelPerturbationKernel(2, probability_to_stay=.8),
parameter_given_model_prior_distribution, parameter_perturbation_kernels,
MinMaxDistanceFunction(measures_to_use=["result"]), MedianEpsilon(.1),
population_size,
sampler=sampler)
options = {'db_path': db_path}
abc.set_data({"result": 2}, 0, {}, options)
minimum_epsilon = .2
history = abc.run( minimum_epsilon)
mp = history.get_model_probabilities(history.max_t)
assert abs(mp.p[0] - .5) + abs(mp.p[1] - .5) < .08
def test_continuous_non_gaussian(db_path, sampler):
def model(args):
return {"result": sp.rand() * args['u']}
models = [model]
models = list(map(SimpleModel, models))
model_prior = RV("randint", 0, 1)
population_size = ConstantPopulationStrategy(250, 2)
parameter_given_model_prior_distribution = [Distribution(u=RV("uniform", 0, 1))]
parameter_perturbation_kernels = [MultivariateNormalTransition()]
abc = ABCSMC(models, model_prior, ModelPerturbationKernel(1, probability_to_stay=1),
parameter_given_model_prior_distribution, parameter_perturbation_kernels,
PercentileDistanceFunction(measures_to_use=["result"]), MedianEpsilon(.2),
population_size,
sampler=sampler)
options = {'db_path': db_path}
d_observed = .5
abc.set_data({"result": d_observed}, 0, {}, options)
abc.do_not_stop_when_only_single_model_alive()
minimum_epsilon = -1
history = abc.run(minimum_epsilon)
posterior_x, posterior_weight = history.get_results_distribution(0, "u")
def test_cookie_jar(db_path, sampler):
def make_model(theta):
def model(args):
return {"result": 1 if random.random() > theta else 0}
return model
theta1 = .2
theta2 = .6
model1 = make_model(theta1)
model2 = make_model(theta2)
models = [model1, model2]
models = list(map(SimpleModel, models))
model_prior = RV("randint", 0, 2)
population_size = ConstantPopulationStrategy(1500, 1)
parameter_given_model_prior_distribution = [Distribution(), Distribution()]
parameter_perturbation_kernels = [MultivariateNormalTransition() for _ in range(2)]
abc = ABCSMC(models, model_prior, ModelPerturbationKernel(2, probability_to_stay=.8),
parameter_given_model_prior_distribution,
parameter_perturbation_kernels,
MinMaxDistanceFunction(measures_to_use=["result"]),
MedianEpsilon(.1),
population_size,
sampler=sampler)
options = {'db_path': db_path}
abc.set_data({"result": 0}, 0, {}, options)
minimum_epsilon = .2
history = abc.run(minimum_epsilon)
def test_empty_population(db_path, sampler):
def make_model(theta):
def model(args):
return {"result": 1 if random.random() > theta else 0}
return model
theta1 = .2
theta2 = .6
model1 = make_model(theta1)
model2 = make_model(theta2)
models = [model1, model2]
models = list(map(SimpleModel, models))
model_prior = RV("randint", 0, 2)
population_size = ConstantPopulationStrategy(1500, 3)
parameter_given_model_prior_distribution = [Distribution(), Distribution()]
parameter_perturbation_kernels = [MultivariateNormalTransition() for _ in range(2)]
abc = ABCSMC(models, model_prior, ModelPerturbationKernel(2, probability_to_stay=.8),
parameter_given_model_prior_distribution, parameter_perturbation_kernels,
MinMaxDistanceFunction(measures_to_use=["result"]), MedianEpsilon(0),
population_size,
sampler=sampler)
options = {'db_path': db_path}
abc.set_data({"result": 0}, 0, {}, options)
minimum_epsilon = -1
history = abc.run(minimum_epsilon)
def test_two_competing_gaussians_single_population(db_path, sampler):
sigma_x = .5
sigma_y = .5
y_observed = 1
def model(args):
return {"y": st.norm(args['x'], sigma_y).rvs()}
models = [model, model]
models = list(map(SimpleModel, models))
model_prior = RV("randint", 0, 2)
population_size = ConstantPopulationStrategy(500, 1)
mu_x_1, mu_x_2 = 0, 1
parameter_given_model_prior_distribution = [Distribution(x=RV("norm", mu_x_1, sigma_x)),
Distribution(x=RV("norm", mu_x_2, sigma_x))]
parameter_perturbation_kernels = [MultivariateNormalTransition() for _ in range(2)]
abc = ABCSMC(models, model_prior, ModelPerturbationKernel(2, probability_to_stay=.7),
parameter_given_model_prior_distribution, parameter_perturbation_kernels,
PercentileDistanceFunction(measures_to_use=["y"]), MedianEpsilon(.02),
population_size,
sampler=sampler)
options = {'db_path': db_path}
abc.set_data({"y": y_observed}, 0, {}, options)
minimum_epsilon = -1
nr_populations = 1
abc.do_not_stop_when_only_single_model_alive()
models = list(map(SimpleModel, models))
# The prior over the model classes is uniform
model_prior = RV("randint", 0, 2)
# However, our models' priors are not the same. Their mean differs.
mu_x_1, mu_x_2 = 0, 1
parameter_given_model_prior_distribution = [Distribution(x=RV("norm", mu_x_1, sigma)),
Distribution(x=RV("norm", mu_x_2, sigma))]
# Particles are perturbed in a Gaussian fashion
parameter_perturbation_kernels = [MultivariateNormalTransition() for _ in range(2)]
# We plug all the ABC setup together
nr_populations = 3
population_size = ConstantPopulationStrategy(400, 3)
abc = ABCSMC(models, model_prior, ModelPerturbationKernel(2, probability_to_stay=.7),
parameter_given_model_prior_distribution, parameter_perturbation_kernels,
PercentileDistanceFunction(measures_to_use=["y"]), MedianEpsilon(.2),
population_size,
sampler=sampler)
# Finally we add meta data such as model names and define where to store the results
options = {'db_path': db_path}
# y_observed is the important piece here: our actual observation.
y_observed = 1
abc.set_data({"y": y_observed}, 0, {}, options)
# We run the ABC with 3 populations max
minimum_epsilon = .05
history = abc.run(minimum_epsilon)
def test_beta_binomial_different_priors_initial_epsilon_from_sample(db_path, sampler):
binomial_n = 5
def model(args):
return {"result": st.binom(binomial_n, args.theta).rvs()}
models = [model for _ in range(2)]
models = list(map(SimpleModel, models))
model_prior = RV("randint", 0, 2)
population_size = ConstantPopulationStrategy(800, 5)
a1, b1 = 1, 1
a2, b2 = 10, 1
parameter_given_model_prior_distribution = [Distribution(theta=RV("beta", a1, b1)),
Distribution(theta=RV("beta", a2, b2))]
parameter_perturbation_kernels = [MultivariateNormalTransition() for _ in range(2)]
abc = ABCSMC(models, model_prior, ModelPerturbationKernel(2, probability_to_stay=.8),
parameter_given_model_prior_distribution, parameter_perturbation_kernels,
MinMaxDistanceFunction(measures_to_use=["result"]),
MedianEpsilon(median_multiplier=.9), population_size,
sampler=sampler)
options = {'db_path': db_path}
n1 = 2
abc.set_data({"result": n1}, 0, {}, options)
minimum_epsilon = -1
def test_beta_binomial_different_priors(db_path, sampler):
binomial_n = 5
def model(args):
return {"result": st.binom(binomial_n, args['theta']).rvs()}
models = [model for _ in range(2)]
models = list(map(SimpleModel, models))
model_prior = RV("randint", 0, 2)
population_size = ConstantPopulationStrategy(800, 3)
a1, b1 = 1, 1
a2, b2 = 10, 1
parameter_given_model_prior_distribution = [Distribution(theta=RV("beta", a1, b1)),
Distribution(theta=RV("beta", a2, b2))]
parameter_perturbation_kernels = [MultivariateNormalTransition() for _ in range(2)]
abc = ABCSMC(models, model_prior, ModelPerturbationKernel(2, probability_to_stay=.8),
parameter_given_model_prior_distribution, parameter_perturbation_kernels,
MinMaxDistanceFunction(measures_to_use=["result"]), MedianEpsilon(.1),
population_size,
sampler=sampler)
options = {'db_path': db_path}
n1 = 2
abc.set_data({"result": n1}, 0, {}, options)
minimum_epsilon = .2
def test_gaussian_multiple_populations(db_path, sampler):
sigma_x = 1
sigma_y = .5
y_observed = 2
def model(args):
return {"y": st.norm(args['x'], sigma_y).rvs()}
models = [model]
models = list(map(SimpleModel, models))
model_prior = RV("randint", 0, 1)
nr_populations = 4
population_size = ConstantPopulationStrategy(600, nr_populations)
parameter_given_model_prior_distribution = [Distribution(x=RV("norm", 0, sigma_x))]
parameter_perturbation_kernels = [MultivariateNormalTransition()]
abc = ABCSMC(models, model_prior, ModelPerturbationKernel(1, probability_to_stay=1),
parameter_given_model_prior_distribution, parameter_perturbation_kernels,
PercentileDistanceFunction(measures_to_use=["y"]), MedianEpsilon(.2),
population_size,
sampler=sampler)
options = {'db_path': db_path}
abc.set_data({"y": y_observed}, 0, {}, options)
minimum_epsilon = -1
abc.do_not_stop_when_only_single_model_alive()
history = abc.run(minimum_epsilon)
posterior_x, posterior_weight = history.get_results_distribution(0, "x")
# We define two models, but they are identical so far
models = [model, model]
# However, our models' priors are not the same. Their mean differs.
mu_x_1, mu_x_2 = 0, 1
parameter_priors = [
Distribution(x=RV("norm", mu_x_1, sigma)),
Distribution(x=RV("norm", mu_x_2, sigma))
]
# We plug all the ABC setup together with 2 populations maximum
population_strategy = ConstantPopulationStrategy(100, 2)
abc = ABCSMC(models, parameter_priors,
PercentileDistanceFunction(measures_to_use=["y"]),
population_strategy)
# Finally we add meta data such as model names
# and define where to store the results
db_path = ("sqlite:///" +
os.path.join(tempfile.gettempdir(), "test.db"))
# y_observed is the important piece here: our actual observation.
y_observed = 1
abc.set_data({"y": y_observed}, db_path)
# We run the ABC
minimum_epsilon = .05
history = abc.run(minimum_epsilon)