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Merge pull request #534 from lnccbrown/bambi-fix-shape-issues
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Bambi fix shape issues
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digicosmos86 authored Aug 5, 2024
2 parents 6ad7dc5 + 78897b3 commit 93d1f6d
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Showing 13 changed files with 2,353 additions and 1,812 deletions.
680 changes: 394 additions & 286 deletions docs/tutorials/lapse_prob_and_dist.ipynb

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2,447 changes: 1,375 additions & 1,072 deletions docs/tutorials/likelihoods.ipynb

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517 changes: 275 additions & 242 deletions docs/tutorials/plotting.ipynb

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333 changes: 174 additions & 159 deletions docs/tutorials/pymc.ipynb

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2 changes: 2 additions & 0 deletions src/hssm/defaults.py
Original file line number Diff line number Diff line change
Expand Up @@ -342,6 +342,8 @@ class DefaultConfig(TypedDict):
"t_Intercept": 0.025,
"a": 1.5,
"a_Intercept": 1.5,
"v_Intercept": 0.0,
"v": 0.0,
"p_outlier": 0.001,
},
}
Expand Down
7 changes: 2 additions & 5 deletions src/hssm/distribution_utils/onnx/onnx.py
Original file line number Diff line number Diff line change
Expand Up @@ -57,7 +57,6 @@ def make_jax_logp_funcs_from_onnx(
)

scalars_only = all(not is_reg for is_reg in params_is_reg)
print("scalars only: ", scalars_only)

def logp(*inputs) -> jnp.ndarray:
"""Compute the log-likelihood.
Expand All @@ -77,14 +76,13 @@ def logp(*inputs) -> jnp.ndarray:
The element-wise log-likelihoods.
"""
# Makes a matrix to feed to the LAN model
print("scalars only: ", scalars_only)
print("params only: ", params_only)
# print("scalars only: ", scalars_only)
# print("params only: ", params_only)
if params_only:
input_vector = jnp.array(inputs)
else:
data = inputs[0]
dist_params = inputs[1:]
print([inp.shape for inp in dist_params])
param_vector = jnp.array([inp.squeeze() for inp in dist_params])
if param_vector.shape[-1] == 1:
param_vector = param_vector.squeeze(axis=-1)
Expand All @@ -93,7 +91,6 @@ def logp(*inputs) -> jnp.ndarray:
return interpret_onnx(loaded_model.graph, input_vector)[0].squeeze()

if params_only and scalars_only:
print("passing scalars only case")
logp_vec = lambda *inputs: logp(*inputs).reshape((1,))
return jit(logp_vec), jit(grad(logp)), logp_vec

Expand Down
50 changes: 40 additions & 10 deletions src/hssm/hssm.py
Original file line number Diff line number Diff line change
Expand Up @@ -238,7 +238,7 @@ def __init__(
) = None,
loglik_kind: LoglikKind | None = None,
p_outlier: float | dict | bmb.Prior | None = 0.05,
lapse: dict | bmb.Prior | None = bmb.Prior("Uniform", lower=0.0, upper=10.0),
lapse: dict | bmb.Prior | None = bmb.Prior("Uniform", lower=0.0, upper=20.0),
hierarchical: bool = False,
link_settings: Literal["log_logit"] | None = None,
prior_settings: Literal["safe"] | None = "safe",
Expand Down Expand Up @@ -975,9 +975,17 @@ def plot_trace(
Whether to call plt.tight_layout() after plotting. Defaults to True.
"""
data = data or self.traces
assert isinstance(
data, az.InferenceData
), "data must be an InferenceData object."

if not include_deterministic:
var_names = self._get_deterministic_var_names(data)
var_names = list(
set([var.name for var in self.pymc_model.free_RVs]).intersection(
set(list(data["posterior"].data_vars.keys()))
)
)
# var_names = self._get_deterministic_var_names(data)
if var_names:
if "var_names" in kwargs:
if isinstance(kwargs["var_names"], str):
Expand All @@ -992,11 +1000,11 @@ def plot_trace(
kwargs["var_names"] = var_names
else:
raise ValueError(
"`var_names` must be a string, a list of strings, or None."
"`var_names` must be a string, a list of strings"
", or None."
)
else:
kwargs["var_names"] = var_names

az.plot_trace(data, **kwargs)

if tight_layout:
Expand Down Expand Up @@ -1034,12 +1042,19 @@ def summary(
A pandas DataFrame or xarray Dataset containing the summary statistics.
"""
data = data or self.traces
assert isinstance(
data, az.InferenceData
), "data must be an InferenceData object."

if not include_deterministic:
var_names = self._get_deterministic_var_names(data)
var_names = list(
set([var.name for var in self.pymc_model.free_RVs]).intersection(
set(list(data["posterior"].data_vars.keys()))
)
)
# var_names = self._get_deterministic_var_names(data)
if var_names:
kwargs["var_names"] = list(set(var_names + kwargs.get("var_names", [])))

return az.summary(data, **kwargs)

def initial_point(self, transformed: bool = False) -> dict[str, np.ndarray]:
Expand Down Expand Up @@ -1548,12 +1563,21 @@ def _get_deterministic_var_names(self, idata) -> list[str]:
var_names = [
f"~{param_name}"
for param_name, param in self.params.items()
if param.is_regression
if (param.is_regression)
]

if f"{self._parent}_mean" in idata["posterior"].data_vars:
var_names.append(f"~{self._parent}_mean")

# Parent parameters (always regression implicitly)
# which don't have a formula attached
# should be dropped from var_names, since the actual
# parent name shows up as a regression.
if f"{self._parent}" in idata["posterior"].data_vars:
if self.params[self._parent].formula is None:
# Drop from var_names
var_names = [var for var in var_names if var != f"~{self._parent}"]

return var_names

def _drop_parent_str_from_idata(
Expand Down Expand Up @@ -1716,6 +1740,7 @@ def _postprocess_initvals_deterministic(

# If the user actively supplies a link function, the user
# should also have supplied an initial value insofar it matters.

if self.params[self._get_prefix(name_tmp)].is_regression:
param_link_setting = self.link_settings
else:
Expand Down Expand Up @@ -1855,20 +1880,25 @@ def _jitter_initvals(
self.__jitter_initvals_all(jitter_epsilon)

def __jitter_initvals_vector_only(self, jitter_epsilon: float) -> None:
initial_point_dict = self.pymc_model.initial_point()
# Note: Calling our initial point function here
# --> operate on untransformed variables
initial_point_dict = self.initial_point()
# initial_point_dict = self.pymc_model.initial_point()
for name_, starting_value in initial_point_dict.items():
name_tmp = name_.replace("_log__", "").replace("_interval__", "")
if starting_value.ndim != 0 and starting_value.shape[0] != 1:
starting_value_tmp = starting_value + np.random.uniform(
-jitter_epsilon, jitter_epsilon, starting_value.shape
).astype(np.float32)

self.pymc_model.set_initval(
self.pymc_model.named_vars[name_tmp], starting_value_tmp
)

def __jitter_initvals_all(self, jitter_epsilon: float) -> None:
initial_point_dict = self.pymc_model.initial_point()
# Note: Calling our initial point function here
# --> operate on untransformed variables
initial_point_dict = self.initial_point()
# initial_point_dict = self.pymc_model.initial_point()
for name_, starting_value in initial_point_dict.items():
name_tmp = name_.replace("_log__", "").replace("_interval__", "")
starting_value_tmp = starting_value + np.random.uniform(
Expand Down
57 changes: 37 additions & 20 deletions src/hssm/param.py
Original file line number Diff line number Diff line change
Expand Up @@ -62,6 +62,8 @@ def __init__(
link: str | bmb.Link | None = None,
bounds: tuple[float, float] | None = None,
):
if name is None:
raise ValueError("A name must be specified.")
self.name = name
self.prior = prior
self.formula = formula
Expand All @@ -88,10 +90,12 @@ def update(self, **kwargs):
"""Update the initial information stored in the class."""
if self._is_converted:
raise ValueError("Cannot update the object. It has already been processed.")
for attr, value in kwargs.items():
if not hasattr(attr):
raise ValueError(f"{attr} does not exist.")
setattr(self, attr, value)

extra_attrs = kwargs.keys() - self.__dict__.keys()
if extra_attrs:
raise ValueError(f"Invalid attributes: {', '.join(extra_attrs)}.")

self.__dict__.update(kwargs)

def override_default_link(self):
"""Override the default link function.
Expand All @@ -105,11 +109,8 @@ def override_default_link(self):

if self.bounds is None:
raise ValueError(
(
"Cannot override the default link function. Bounds are not"
+ " specified for parameter %s."
)
% self.name,
"Cannot override the default link function. "
f"Bounds are not specified for parameter {self.name}."
)

lower, upper = self.bounds
Expand Down Expand Up @@ -214,7 +215,6 @@ def override_default_priors_ddm(self, data: pd.DataFrame, eval_env: dict[str, An
The environment used to evaluate the formula.
"""
self._ensure_not_converted(context="prior")
assert self.name is not None

# If no regression, or the parameter is the parent and does not have a
# formula attached (in which case it still gets a trial wise deterministic)
Expand Down Expand Up @@ -325,14 +325,23 @@ def convert(self):
if any(not np.isscalar(bound) for bound in self.bounds):
raise ValueError(f"The bounds of {self.name} should both be scalar.")
lower, upper = self.bounds
assert lower < upper, (
f"The lower bound of {self.name} should be less than "
+ "its upper bound."
)
if not lower < upper:
raise ValueError(
f"{self.name}: lower bound must be less than upper bound."
)

if isinstance(self.prior, int):
self.prior = float(self.prior)

# If the parameter is a parent, it will be a regression, but
# it may not have a formula attached to it.
# A pure intercept regression should be handled as if it
# is just the respective original parameter
# (boundaries inclusive), so we can simply
# undo the link setting.
if self.is_regression and self.formula is None:
self.link = None

if self.formula is not None:
# The regression case
if isinstance(self.prior, (float, bmb.Prior)):
Expand Down Expand Up @@ -370,6 +379,8 @@ def convert(self):
)
self._is_truncated = True

print("processing", self.name)
print("link", self.link)
if self.link is not None:
raise ValueError("`link` should be None if no regression is specified.")

Expand Down Expand Up @@ -458,7 +469,6 @@ def parse_bambi(
link = {self.name: self.link}
return formula, prior, link

assert self.name is not None
if self.prior is not None:
prior = {self.name: self.prior}
if self.link is not None:
Expand All @@ -476,7 +486,6 @@ def __repr__(self) -> str:
regression or not.
"""
output = []
assert self.name is not None
output.append(self.name + ":")

# Simplest case: float
Expand All @@ -487,13 +496,20 @@ def __repr__(self) -> str:

# Regression case:
# Output formula, priors, and link functions
if self.is_regression:
assert self.formula is not None
if self.is_regression and not (self.is_parent and self.formula is None):
if self.formula is None:
raise ValueError(
"Formula must be specified for regression,"
"only exception is the parent parameter for which formula"
"can be left undefined."
)

output.append(f" Formula: {self.formula}")
output.append(" Priors:")

if self.prior is not None:
assert isinstance(self.prior, dict)
if not isinstance(self.prior, dict):
raise TypeError("The prior for a regression must be a dict.")

for param, prior in self.prior.items():
output.append(f" {param} ~ {prior}")
Expand All @@ -511,7 +527,8 @@ def __repr__(self) -> str:
# None regression case:
# Output prior and bounds
else:
assert isinstance(self.prior, bmb.Prior)
if not isinstance(self.prior, bmb.Prior):
raise TypeError("The prior must be an instance of bmb.Prior.")
output.append(f" Prior: {self.prior}")

output.append(f" Explicit bounds: {self.bounds}")
Expand Down
4 changes: 3 additions & 1 deletion src/hssm/utils.py
Original file line number Diff line number Diff line change
Expand Up @@ -115,7 +115,9 @@ def _get_alias_dict(
alias_dict: dict[str, Any] = {response_c: response_str}

if len(model.distributional_components) == 1:
if not parent.is_regression:
if not parent.is_regression or (
parent.is_regression and parent.formula is None
):
alias_dict[parent_name] = f"{parent_name}_mean"
alias_dict["Intercept"] = parent_name
else:
Expand Down
2 changes: 1 addition & 1 deletion tests/test_distribution_utils.py
Original file line number Diff line number Diff line change
Expand Up @@ -224,7 +224,7 @@ def logp_ddm_extra_fields(data, v, a, z, t, x, y):
ddm_model_p_logp_lapse = pt.log(
0.95 * pt.exp(ddm_model_p_logp_without_lapse)
+ 0.05
* pt.exp(pm.logp(pm.Uniform.dist(lower=0.0, upper=10.0), data_ddm["rt"].values))
* pt.exp(pm.logp(pm.Uniform.dist(lower=0.0, upper=20.0), data_ddm["rt"].values))
)
np.testing.assert_almost_equal(
pm.logp(
Expand Down
4 changes: 3 additions & 1 deletion tests/test_graphing.py
Original file line number Diff line number Diff line change
Expand Up @@ -6,4 +6,6 @@ def test_simple_graphing(data_ddm):
graph = model.graph()

assert graph is not None
assert all(f"{model._parent}_mean" not in node for node in graph.body)
# TODO: Test below is not crucial but should be reinstantiated
# later when this gets addressed
# assert all(f"{model._parent}_mean" not in node for node in graph.body)
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