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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 = [GridSearchCV(MultivariateNormalTransition(),
{"scaling": sp.logspace(-1, 1.5, 5)})]
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")
sort_indices = sp.argsort(posterior_x)
f_empirical = sp.interpolate.interp1d(sp.hstack((-200, posterior_x[sort_indices], 200)),
sp.hstack((0, sp.cumsum(posterior_weight[sort_indices]), 1)))
def test_all_in_one_model(db_path, sampler):
models = [AllInOneModel() for _ in range(2)]
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_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_beta_binomial_two_identical_models_adaptive(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 = AdaptivePopulationStrategy(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 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 = AdaptivePopulationStrategy(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)
mp = history.get_model_probabilities(history.max_t)
expected_p1, expected_p2 = theta1 / (theta1 + theta2), theta2 / (theta1 + theta2)
assert abs(mp.p[0] - expected_p1) + abs(mp.p[1] - expected_p2) < .1
def test_all_in_one_model(self):
models = [AllInOneModel() for _ in range(2)]
model_prior = RV("randint", 0, 2)
mp_pool = multiprocessing.Pool(4)
mp_sampler = MappingSampler(map=mp_pool.map)
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=mp_sampler)
options = {'db_path': self.db}
abc.set_data({"result": 2}, 0, {}, options)
minimum_epsilon = .2
history = abc.run(minimum_epsilon)
mp = history.get_model_probabilities(history.max_t)
# self.assertLess(abs(p1 - .5) + abs(p2 - .5), .08)
self.assertLess(abs(mp.p[0] - .5) + abs(mp.p[1] - .5), .08*5) # Dennis
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)
mp = history.get_model_probabilities(history.max_t)
expected_p1, expected_p2 = theta1 / (theta1 + theta2), theta2 / (theta1 + theta2)
assert abs(mp.p[0] - expected_p1) + abs(mp.p[1] - expected_p2) < .05
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
history = abc.run(minimum_epsilon)
mp = history.get_model_probabilities(history.max_t)
def B(a, b):
return gamma(a) * gamma(b) / gamma(a + b)
def model_2(pars):
rate = pars.rate
arr = sp.rand(4)
return arr
def distance(x, y):
return ((x - y)**2).sum()
mapper = parallel.SGE().map if parallel.sge_available() else map
abc = pyabc.ABCSMC([pyabc.SimpleModel(model_1),
pyabc.SimpleModel(model_2)],
model_prior,
pyabc.ModelPerturbationKernel(2, probability_to_stay=.8),
[rate_prior, rate_prior],
[pyabc.MultivariateNormalTransition(),
pyabc.MultivariateNormalTransition()],
distance,
pyabc.MedianEpsilon(),
population_strategy,
sampler=parallel.sampler.MappingSampler(map=mapper))
abc.stop_if_only_single_model_alive = False
options = {'db_path': "sqlite:///" + sm.output[0]}
abc.set_data(sp.rand(4), 0, {}, options)
history = abc.run(.01)
]
# Particles are perturbed in a Gaussian fashion
parameter_perturbation_kernels = [
lambda t, stat: Kernel(stat['cov']) for _ in range(2)
]
# Initialize distributed mapper:
my_distributed_mapper = MapWrapperDistribDemo(None, "Kilroy was here")
# We plug all the ABC setup together.
# We use "y" in the distance function as this
# was the result key defined for the model
nr_particles = 400
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), nr_particles,
max_nr_allowed_sample_attempts_per_particle=2000,
mapper=map, sampler=my_distributed_mapper)
# Finally we add meta data such as model
# names and define where to store the results
model_names = ["m1", "m2"]
options = {'db_path': "sqlite:////tmp/abc.db"}
# y_observed is the important piece here: our actual observation.
y_observed = 1
abc.set_data({"y": y_observed}, 0, {}, options, model_names)
# We run the ABC with 3 populations max