Problem in Implementing a Graphical Model Using Pyro - pgm

I am trying to implement this graphical model using Pyro:
My implementation is:
def model(data):
p = pyro.sample('p', dist.Beta(1, 1))
label_axis = pyro.plate("label_axis", data.shape[0], dim=-3)
f_axis = pyro.plate("f_axis", data.shape[1], dim=-2)
with label_axis:
l = pyro.sample('l', dist.Bernoulli(p))
with f_axis:
e = pyro.sample('e', dist.Beta(1, 10))
with label_axis, f_axis:
f = pyro.sample('f', dist.Bernoulli(1-e), obs=data)
f = l*f + (1-l)*(1-f)
return f
However, this doesn't seem to be right to me. The problem is "f". Since its distribution is different from Bernoulli. To sample from f, I used a sample from a Bernoulli distribution and then changed the sampled value if l=0. But I don't think that this would change the value that Pyro stores behind the scene for "f". This would be a problem when it's inferencing, right?
I wanted to use iterative plates instead of vectorized one, to be able to use control statements inside my plate. But apparently, this is not possible since I am reusing plates.
How can I correctly implement this PGM? Do I need to write a custom distribution? Or can I hack Pyro and change the stored value for "f" myself? Any type of help is appreciated! Cheers!

Here is the correct implementation:
import pyro
import pyro.distributions as dist
from pyro.infer import MCMC, NUTS
def model(data):
p = pyro.sample('p', dist.Beta(1, 1))
label_axis = pyro.plate("label_axis", data.shape[0], dim=-2)
f_axis = pyro.plate("f_axis", data.shape[1], dim=-1)
with label_axis:
l = pyro.sample('l', dist.Bernoulli(p))
with f_axis:
e = pyro.sample('e', dist.Beta(1, 10))
with label_axis, f_axis:
prob = l * (1 - e) + (1 - l) * e
return pyro.sample('f', dist.Bernoulli(prob), obs=data)
mcmc = MCMC(NUTS(model), 500, 500)
data = dist.Bernoulli(0.5).sample((20, 4))
mcmc.run(data)

Related

gtsummary::tbl_regression() - Obtain Random Effects from GLMM Zero-Inflated Model

When trying to create a table with the conditional random effects in r using the gtsummary function tbl_regression from a glmmTMB mixed effects negative-binomial zero-inflated model, I get duplicate random effects rows.
Example (using Mollie Brooks' Zero-Inflated GLMMs on Salamanders Dataset):
data(Salamanders)
head(Salamanders)
library(glmmTMB)
zinbm2 = glmmTMB(count~spp + mined +(1|site), zi=~spp + mined + (1|site), Salamanders, family=nbinom2)
zinbm2_table_cond <- tbl_regression(
zinbm2,
tidy_fun = function(...) broom.mixed::tidy(..., component = "cond"),
exponentiate = TRUE,
estimate_fun = purrr::partial(style_ratio, digits = 3),
pvalue_fun = purrr::partial(style_sigfig, digits = 3))
zinbm2_table_cond
Output:
Random Effects Output (cond)
When extracting the random effects from de zero-inflated part of the model I get the same problem.
Example:
zinbm2_table_zi <- tbl_regression(
zinbm2,
tidy_fun = function(...) broom.mixed::tidy(..., component = "zi"),
exponentiate = TRUE,
estimate_fun = purrr::partial(style_ratio, digits = 3),
pvalue_fun = purrr::partial(style_sigfig, digits = 3))
zinbm2_table_zi
Output:
Random Effects Output (zi)
The problem persists if I specify the effects argument in broom.mixed.
tidy_fun = function(...) broom.mixed::tidy(..., effects = "ran_pars", component = "cond"),
Looking at confidence intervals in both outputs it seems that somehow it is extracting random effects from both parts of the model and changing the estimate of the zero-inflated random effects (in 1st image; opposite in the 2nd image) to match the conditional part estimate while keeping the CI.
I am not knowledgeable enough to understand why this is happening. Since both rows have the same label I am having difficulty removing the wrong one.
Any tips on how to avoid this problem or a workaround to remove the undesired rows?
If you need more info, let me know.
Thank you in advance.
PS: Output images were changed to link due to insufficient reputation.

Pytorch: NN function approximator, 2 in 1 out

[Please be aware of the Edit History below, as the major problem statement has changed.]
We are trying to implement a neural network in pytorch, that approximates a function f(x,y)=z. So there are two real numbers as input and one as ouput, we therefore want 2 nodes in the input layer and one in the output layer. We constructed a test set of 5050 samples and had pretty good results for that task in Keras with Tensorflow backend, with 3 hidden layers with a configuration of the nodes like: 2(in) - 4 - 16 - 4 - 1(out); and ReLU activation functions on all hidden layers, linear on in- and output.
Now in Pytorch we tried to implement a similar network but our loss function still literally explodes: It changes in the first few steps and converges then to some value around 10^7. In Keras we had an error around 10 percent. We already tried different network configurations without any improvement. Maybe someone could have a look on our code and suggest any change?
To explain: tr_data is a list, containing 5050 2*1 numpy arrays which are the inputs for the network. tr_labels is a list, containing 5050 numbers which are the outputs we want to learn. loadData() just load those two lists.
import torch.nn as nn
import torch.nn.functional as F
BATCH_SIZE = 5050
DIM_IN = 2
DIM_HIDDEN_1 = 4
DIM_HIDDEN_2 = 16
DIM_HIDDEN_3 = 4
DIM_OUT = 1
LEARN_RATE = 1e-4
EPOCH_NUM = 500
class Net(nn.Module):
def __init__(self):
#super(Net, self).__init__()
super().__init__()
self.hidden1 = nn.Linear(DIM_IN, DIM_HIDDEN_1)
self.hidden2 = nn.Linear(DIM_HIDDEN_1, DIM_HIDDEN_2)
self.hidden3 = nn.Linear(DIM_HIDDEN_2, DIM_HIDDEN_3)
self.out = nn.Linear(DIM_HIDDEN_3, DIM_OUT)
def forward(self, x):
x = F.relu(self.hidden1(x))
x = F.tanh(self.hidden2(x))
x = F.tanh(self.hidden3(x))
x = self.out(x)
return x
model = Net()
loss_fn = nn.MSELoss(size_average=False)
optimizer = torch.optim.Adam(model.parameters(), lr=LEARN_RATE)
tr_data,tr_labels = loadData()
tr_data_torch = torch.zeros(BATCH_SIZE, DIM_IN)
tr_labels_torch = torch.zeros(BATCH_SIZE, DIM_OUT)
for i in range(BATCH_SIZE):
tr_data_torch[i] = torch.from_numpy(tr_data[i])
tr_labels_torch[i] = tr_labels[i]
for t in range(EPOCH_NUM):
labels_pred = model(tr_data_torch)
loss = loss_fn(labels_pred, tr_labels_torch)
#print(t, loss.item())
optimizer.zero_grad()
loss.backward()
optimizer.step()
I have to say, those are our first steps in Pytorch, so please forgive me if there are some obvious, dumb mistakes. I appreciate any help or hint,
Thank you!
EDIT 1 ------------------------------------------------------------------
Following the comments and answers, we improved our code. The Loss function has now for the first time reasonable values, around 250. Our new class definition looks like:
class Net(nn.Module):
def __init__(self):
super(Net, self).__init__()
#super().__init__()
self.hidden1 = nn.Sequential(nn.Linear(DIM_IN, DIM_HIDDEN_1), nn.ReLU())
self.hidden2 = nn.Sequential(nn.Linear(DIM_HIDDEN_1, DIM_HIDDEN_2), nn.ReLU())
self.hidden3 = nn.Sequential(nn.Linear(DIM_HIDDEN_2, DIM_HIDDEN_3), nn.ReLU())
self.out = nn.Linear(DIM_HIDDEN_3, DIM_OUT)
def forward(self, x):
x = self.hidden1(x)
x = self.hidden2(x)
x = self.hidden3(x)
x = self.out(x)
return x
and the loss function:
loss_fn = nn.MSELoss(size_average=True, reduce=True)
As we stated before, we already had far more satisfying results in keras with tensorflow backend. The loss function was around 30, with a similar network configuration. I share the essential parts(!) of our keras code here:
model = Sequential()
model.add(Dense(4, activation="linear", input_shape=(2,)))
model.add(Dense(16, activation="relu"))
model.add(Dense(4, activation="relu"))
model.add(Dense(1, activation="linear" ))
model.summary()
model.compile ( loss="mean_squared_error", optimizer="adam", metrics=["mse"] )
history=model.fit ( np.array(tr_data), np.array(tr_labels), \
validation_data = ( np.array(val_data), np.array(val_labels) ),
batch_size=50, epochs=200, callbacks = [ cbk ] )
Thank your already for all the help! If anybody still has suggestions to improve the network, we would be happy about it. As somebody already asked for the data, we want to share a pickle file here:
https://mega.nz/#!RDYxSYLY!P4a9mEDtZ7A5Bl7ZRjRk8EzLXQt2gyURa3wN3NCWFPA
together with the code to access it:
import pickle
f=open("data.pcl","rb")
tr_data=pickle.load ( f )
tr_labels=pickle.load ( f )
val_data=pickle.load ( f )
val_labels=pickle.load ( f )
f.close()
It should be interesting for you to point out the differences between torch.nn and torch.nn.functional (see here). Essentially, it might be that your backpropagation graph might be executed not 100% correct due to a different specification.
As pointed out by previous commenters, I would suggest to define your layers including the activations. My personal favorite way is to use nn.Sequential(), which allows you to specify multiple opeations chained together, like so:
self.hidden1 = nn.Sequential(nn.Linear(DIM_IN, DIM_HIDDEN1), nn.ReLU())
and then simply calling self.hidden1 later (without wrapping it in F.relu()).
May I also ask why you do not call the commented super(Net, self).__init__() (which is the generally recommended way)?
Additionally, if that should not fix the problem, can you maybe just share the code for Keras in comparison?

a function for bigglm model selection like dredge working for glm

I was using glm with dredge in MuMIn package. But now since my data is large I am using bigglm from biglm package. Now how do I do model selection now since dredge does not work with bigglm? Is there another package I can use to achieve this?
On applying the dredge on bigglm I am receiving the following error:
Error in nobs.default(global.model) : no 'nobs' method is available
dredge relies on availability of logLik method for the the given model class. big[g]lm object does not provide such value, and there seems to be a long known bug in the AIC method for big[g]lm-class that makes it impossible to calculate LL from it (it uses deviance rather than LL to calculate AIC, so AIC-values are not comparable to other model types, see here: AIC different between biglm and lm).
You could try adding the missing methods (using deviance instead of LL, which may be slippery):
# incorrect if any prior weights are 0
nobs.biglm <- function (object, ...) object$n
logLik.bigglm <- function(object, ...) {
dev <- deviance(object, ...)
df <- object$n - object$df.resid
structure(dev, df = df, nobs = object$n)
}
coefTable.biglm <- function (model, data, ...) {
ct <- summary(model)$mat[, c(1L,4L,5L), drop = FALSE]
.makeCoefTable(ct[, 1L], se = ct[, 2L], df = model$df.resid, coefNames = rownames(ct))
}
environment(coefTable.biglm) <- asNamespace("MuMIn")
#from example(bigglm)
fm <- bigglm(log(Volume)~log(Girth)+log(Height),data=trees, chunksize=10, sandwich=TRUE)
dredge(fm, rank = AIC)

Trying to balance my dataset through sample_weight in scikit-learn

I'm using RandomForest for classification, and I got an unbalanced dataset, as: 5830-no, 1006-yes. I try to balance my dataset with class_weight and sample_weight, but I can`t.
My code is:
X_train,X_test,y_train,y_test = train_test_split(arrX,y,test_size=0.25)
cw='auto'
clf=RandomForestClassifier(class_weight=cw)
param_grid = { 'n_estimators': [10,50,100,200,300],'max_features': ['auto', 'sqrt', 'log2']}
sw = np.array([1 if i == 0 else 8 for i in y_train])
CV_clf = GridSearchCV(estimator=clf, param_grid=param_grid, cv= 10,fit_params={'sample_weight': sw})
But I don't get any improvement on my ratios TPR, FPR, ROC when using class_weight and sample_weight.
Why? Am I doing anything wrong?
Nevertheless, if I use the function called balanced_subsample, my ratios obtain a great improvement:
def balanced_subsample(x,y,subsample_size):
class_xs = []
min_elems = None
for yi in np.unique(y):
elems = x[(y == yi)]
class_xs.append((yi, elems))
if min_elems == None or elems.shape[0] < min_elems:
min_elems = elems.shape[0]
use_elems = min_elems
if subsample_size < 1:
use_elems = int(min_elems*subsample_size)
xs = []
ys = []
for ci,this_xs in class_xs:
if len(this_xs) > use_elems:
np.random.shuffle(this_xs)
x_ = this_xs[:use_elems]
y_ = np.empty(use_elems)
y_.fill(ci)
xs.append(x_)
ys.append(y_)
xs = np.concatenate(xs)
ys = np.concatenate(ys)
return xs,ys
My new code is:
X_train_subsampled,y_train_subsampled=balanced_subsample(arrX,y,0.5)
X_train,X_test,y_train,y_test = train_test_split(X_train_subsampled,y_train_subsampled,test_size=0.25)
cw='auto'
clf=RandomForestClassifier(class_weight=cw)
param_grid = { 'n_estimators': [10,50,100,200,300],'max_features': ['auto', 'sqrt', 'log2']}
sw = np.array([1 if i == 0 else 8 for i in y_train])
CV_clf = GridSearchCV(estimator=clf, param_grid=param_grid, cv= 10,fit_params={'sample_weight': sw})
This is not a full answer yet, but hopefully it'll help get there.
First some general remarks:
To debug this kind of issue it is often useful to have a deterministic behavior. You can pass the random_state attribute to RandomForestClassifier and various scikit-learn objects that have inherent randomness to get the same result on every run. You'll also need:
import numpy as np
np.random.seed()
import random
random.seed()
for your balanced_subsample function to behave the same way on every run.
Don't grid search on n_estimators: more trees is always better in a random forest.
Note that sample_weight and class_weight have a similar objective: actual sample weights will be sample_weight * weights inferred from class_weight.
Could you try:
Using subsample=1 in your balanced_subsample function. Unless there's a particular reason not to do so we're better off comparing the results on similar number of samples.
Using your subsampling strategy with class_weight and sample_weight both set to None.
EDIT: Reading your comment again I realize your results are not so surprising!
You get a better (higher) TPR but a worse (higher) FPR.
It just means your classifier tries hard to get the samples from class 1 right, and thus makes more false positives (while also getting more of those right of course!).
You will see this trend continue if you keep increasing the class/sample weights in the same direction.
There is a imbalanced-learn API that helps with oversampling/undersampling data that might be useful in this situation. You can pass your training set into one of the methods and it will output the oversampled data for you. See simple example below
from imblearn.over_sampling import RandomOverSampler
ros = RandomOverSampler(random_state=1)
x_oversampled, y_oversampled = ros.fit_sample(orig_x_data, orig_y_data)
Here it the link to the API: http://contrib.scikit-learn.org/imbalanced-learn/api.html
Hope this helps!

Consolidating a data table in Scala

I am working on a small data analysis tool, and practicing/learning Scala in the process. However I got stuck at a small problem.
Assume data of type:
X Gr1 x_11 ... x_1n
X Gr2 x_21 ... x_2n
..
X GrK x_k1 ... x_kn
Y Gr1 y_11 ... y_1n
Y Gr3 y_31 ... y_3n
..
Y Gr(K-1) ...
Here I have entries (X,Y...) that may or may not exist in up to K groups, with a series of values for each group. What I want to do is pretty simple (in theory), I would like to consolidate the rows that belong to the same "entity" in different groups. so instead of multiple lines that start with X, I want to have one row with all values from x_11 to x_kn in columns.
What makes things complicated however is that not all entities exist in all groups. So wherever there's "missing data" I would like to pad with for instance zeroes, or some string that denotes a missing value. So if I have (X,Y,Z) in up to 3 groups, the type I table I want to have is as follows:
X x_11 x_12 x_21 x_22 x_31 x_32
Y y_11 y_12 N/A N/A y_31 y_32
Z N/A N/A z_21 z_22 N/A N/A
I have been stuck trying to figure this out, is there a smart way to use List functions to solve this?
I wrote this simple loop:
for {
(id, hitlist) <- hits.groupBy(_.acc)
h <- hitlist
} println(id + "\t" + h.sampleId + "\t" + h.ratios.mkString("\t"))
to able to generate the tables that look like the example above. Note that, my original data is of a different format and layout,but that has little to do with the problem at hand, thus I have skipped all steps regarding parsing. I should be able to use groupBy in a better way that actually solves this for me, but I can't seem to get there.
Then I modified my loop mapping the hits to ratios and appending them to one another:
for ((id, hitlist) <- hits.groupBy(_.acc)){
val l = hitlist.map(_.ratios).foldRight(List[Double]()){
(l1: List[Double], l2: List[Double]) => l1 ::: l2
}
println(id + "\t" + l.mkString("\t"))
//println(id + "\t" + h.sampleId + "\t" + h.ratios.mkString("\t"))
}
That gets me one step closer but still no cigar! Instead of a fully padded "matrix" I get a jagged table. Taking the example above:
X x_11 x_12 x_21 x_22 x_31 x_32
Y y_11 y_12 y_31 y_32
Z z_21 z_22
Any ideas as to how I can pad the table so that values from respective groups are aligned with one another? I should be able to use _.sampleId, which holds the "group membersip" for each "hit", but I am not sure how exactly. ´hits´ is a List of type Hit which is practically a wrapper for each row, giving convenience methods for getting individual values, so essentially a tuple which have "named indices" (such as .acc, .sampleId..)
(I would like to solve this problem without hardcoding the number of groups, as it might change from case to case)
Thanks!
This is a bit of a contrived example, but I think you can see where this is going:
case class Hit(acc:String, subAcc:String, value:Int)
val hits = List(Hit("X", "x_11", 1), Hit("X", "x_21", 2), Hit("X", "x_31", 3))
val kMax = 4
val nMax = 2
for {
(id, hitlist) <- hits.groupBy(_.acc)
k <- 1 to kMax
n <- 1 to nMax
} yield {
val subId = "x_%s%s".format(k, n)
val row = hitlist.find(h => h.subAcc == subId).getOrElse(Hit(id, subId, 0))
println(row)
}
//Prints
Hit(X,x_11,1)
Hit(X,x_12,0)
Hit(X,x_21,2)
Hit(X,x_22,0)
Hit(X,x_31,3)
Hit(X,x_32,0)
Hit(X,x_41,0)
Hit(X,x_42,0)
If you provide more information on your hits lists then we could probably come with something a little more accurate.
I have managed to solve this problem with the following code, I am putting it here as an answer in case someone else runs into a similar problem and requires some help. The use of find() from Noah's answer was definitely very useful, so do give him a +1 in case this code snippet helps you out.
val samples = hits.groupBy(_.sampleId).keys.toList.sorted
for ((id, hitlist) <- hits.groupBy(_.acc)) {
val ratios =
for (sample <- samples)
yield hitlist.find(h => h.sampleId == sample).map(_.ratios)
.getOrElse(List(Double.NaN, Double.NaN, Double.NaN, Double.NaN, Double.NaN, Double.NaN))
println(id + "\t" + ratios.flatten.mkString("\t"))
}
I figure it's not a very elegant or efficient solution, as I have two calls to groupBy and I would be interested to see better solutions to this problem.