Repository URL to install this package:
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Version:
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pomegranate
/
BayesianNetwork.pyx
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# BayesianNetwork.pyx
# Contact: Jacob Schreiber ( jmschreiber91@gmail.com )
from libc.stdlib cimport srand
import itertools as it
import time
import networkx as nx
import numpy
cimport numpy
import os
import random
from joblib import Parallel
from joblib import delayed
from libc.stdlib cimport calloc
from libc.stdlib cimport free
from libc.stdlib cimport malloc
from libc.string cimport memset
from .base cimport GraphModel
from .base cimport Model
from .base cimport State
from .distributions import Distribution
from .distributions.distributions cimport MultivariateDistribution
from .distributions.DiscreteDistribution cimport DiscreteDistribution
from .distributions.ConditionalProbabilityTable cimport ConditionalProbabilityTable
from .FactorGraph import FactorGraph
from .utils cimport _log
from .utils cimport _log2
from .utils cimport isnan
from .utils import PriorityQueue
from .utils import parallelize_function
from .utils import _check_nan
from .utils cimport choose_one
#from .utils import choose_one
from .utils import check_random_state
from .io import BaseGenerator
from .io import DataGenerator
#from libcpp.list cimport list as cpplist
from libc.math cimport exp as cexp
cimport cython
from collections import defaultdict
DEF INF = float("inf")
DEF NEGINF = float("-inf")
nan = numpy.nan
def _check_input(X, model):
"""Ensure that the keys in the sample are valid keys.
Go through each variable in the sample and make sure that the observed
symbol is a valid key according to the model. Raise an error if the
symbol is not a key valid key according to the model.
Parameters
----------
X : dict or array-like
The observed sample.
states : list
A list of states ordered by the columns in the sample.
Returns
-------
None
"""
indices = {state.name: state.distribution for state in model.states}
if isinstance(X, dict):
for name, value in X.items():
if isinstance(value, Distribution):
if set(value.keys()) != set(indices[name].keys()):
raise ValueError("State '{}' does not match with keys provided."
.format(name))
continue
if name not in indices:
raise ValueError("Model does not contain a state named '{}'"
.format(name))
if value not in indices[name].keys():
raise ValueError("State '{}' does not have key '{}'"
.format(name, value))
elif isinstance(X, (numpy.ndarray, list)) and isinstance(X[0], dict):
for x in X:
for name, value in x.items():
if isinstance(value, Distribution):
if set(value.keys()) != set(indices[name].keys()):
raise ValueError("State '{}' does not match with keys provided."
.format(name))
continue
if name not in indices:
raise ValueError("Model does not contain a state named '{}'"
.format(name))
if value not in indices[name].keys():
raise ValueError("State '{}' does not have key '{}'"
.format(name, value))
elif isinstance(X, (numpy.ndarray, list)) and isinstance(X[0], (numpy.ndarray, list)):
for x in X:
if len(x) != len(indices):
raise ValueError("Sample does not have the same number of dimensions" \
" as the model {} {}".format(x, len(indices)))
for i in range(len(x)):
if isinstance(x[i], Distribution):
if set(x[i].keys()) != set(model.states[i].distribution.keys()):
raise ValueError("State '{}' does not match with keys provided."
.format(model.states[i].name))
continue
if _check_nan(x[i]):
continue
if x[i] not in model.states[i].distribution.keys():
raise ValueError("State '{}' does not have key '{}'"
.format(model.states[i].name, x[i]))
X = numpy.array(X, ndmin=2, dtype=object)
else:
raise ValueError("X must be a 2D array of shape (n_samples, n_variables) or " \
"a list of lists or a list of dictionaries.")
return X
cdef class BayesianNetwork(GraphModel):
"""A Bayesian Network Model.
A Bayesian network is a directed graph where nodes represent variables, edges
represent conditional dependencies of the children on their parents, and the
lack of an edge represents a conditional independence.
Parameters
----------
name : str, optional
The name of the model. Default is None
Attributes
----------
states : list, shape (n_states,)
A list of all the state objects in the model
graph : networkx.DiGraph
The underlying graph object.
Example
-------
>>> from pomegranate import *
>>> d1 = DiscreteDistribution({'A': 0.2, 'B': 0.8})
>>> d2 = ConditionalProbabilityTable([['A', 'A', 0.1],
['A', 'B', 0.9],
['B', 'A', 0.4],
['B', 'B', 0.6]], [d1])
>>> s1 = Node( d1, name="s1" )
>>> s2 = Node( d2, name="s2" )
>>> model = BayesianNetwork()
>>> model.add_nodes(s1, s2)
>>> model.add_edge(s1, s2)
>>> model.bake()
>>> print(model.log_probability([['A', 'B']]))
-1.71479842809
>>> print(model.predict_proba({'s2' : 'A'}))
[{
"class" :"Distribution",
"dtype" :"str",
"name" :"DiscreteDistribution",
"parameters" :[
{
"A" :0.05882352941176483,
"B" :0.9411764705882352
}
],
"frozen" :false
}
'A']
>>> print(model.predict([[None, 'A']]))
[array(['B', 'A'], dtype=object)]
"""
cdef public list idxs
cdef public numpy.ndarray keymap
cdef int* parent_count
cdef int* parent_idxs
cdef numpy.ndarray distributions
cdef void** distributions_ptr
@property
def structure( self ):
structure = [() for i in range(self.d)]
indices = { distribution : i for i, distribution in enumerate(self.distributions) }
for i, state in enumerate(self.states):
d = state.distribution
if isinstance(d, MultivariateDistribution):
structure[i] = tuple(indices[parent] for parent in d.parents)
return tuple(structure)
def __dealloc__( self ):
free(self.parent_count)
free(self.parent_idxs)
def plot(self, filename=None):
"""Draw this model's graph using pygraphviz and matplotlib.
If no filename, it uses pygraphviz to write a temporary png file,
and matplotlib to `imshow()` it. If using jupyter or IPython, enable
`%matplotlib inline` and this will immediately display your graph.
Otherwise, per usual matplotlib convention, you have to issue a
`plt.show()` or `matplotlib.pyplot.show()` to open a window with the
image.
TODO: Use svg or pdf for original image. Jupyter and IPython can render SVG
directly, e.g. `from IPython.display import SVG` and `SVG(filename=...)`.
Parameters
----------
filename : str, optional
Filename for saving the .pdf graph. Default is None
Returns
-------
None
"""
try:
import tempfile
import pygraphviz
import matplotlib.pyplot as plt
import matplotlib.image
except ImportError:
pygraphviz = None
if pygraphviz is not None:
G = pygraphviz.AGraph(directed=True)
for state in self.states:
G.add_node(state.name, color='red')
for parent, child in self.edges:
G.add_edge(parent.name, child.name)
if filename is None:
with tempfile.NamedTemporaryFile() as tf:
G.draw(tf.name, format='png', prog='dot')
img = matplotlib.image.imread(tf.name)
plt.imshow(img)
plt.axis('off')
else:
G.draw(filename, format='pdf', prog='dot')
else:
raise ValueError("must have matplotlib and pygraphviz installed for visualization")
def bake(self):
"""Finalize the topology of the model.
Assign a numerical index to every state and create the underlying arrays
corresponding to the states and edges between the states. This method
must be called before any of the probability-calculating methods. This
includes converting conditional probability tables into joint probability
tables and creating a list of both marginal and table nodes.
Parameters
----------
None
Returns
-------
None
"""
self.d = len(self.states)
# Initialize the factor graph
self.graph = FactorGraph( self.name+'-fg' )
# Create two mappings, where edges which previously went to a
# conditional distribution now go to a factor, and those which left
# a conditional distribution now go to a marginal
f_mapping, m_mapping = {}, {}
d_mapping = {}
fa_mapping = {}
# Go through each state and add in the state if it is a marginal
# distribution, otherwise add in the appropriate marginal and
# conditional distribution as separate nodes.
for i, state in enumerate( self.states ):
# For every state (ones with conditional distributions or those
# encoding marginals) we need to create a marginal node in the
# underlying factor graph.
keys = state.distribution.keys()
d = DiscreteDistribution({ key: 1./len(keys) for key in keys })
m = State( d, state.name )
# Add the state to the factor graph
self.graph.add_node( m )
# Now we need to copy the distribution from the node into the
# factor node. This could be the conditional table, or the
# marginal.
f = State( state.distribution.copy(), state.name+'-joint' )
if isinstance( state.distribution, ConditionalProbabilityTable ):
fa_mapping[f.distribution] = m.distribution
self.graph.add_node( f )
self.graph.add_edge( m, f )
f_mapping[state] = f
m_mapping[state] = m
d_mapping[state.distribution] = d
for a, b in self.edges:
self.graph.add_edge(m_mapping[a], f_mapping[b])
# Now go back and redirect parent pointers to the appropriate
# objects.
for state in self.graph.states:
d = state.distribution
if isinstance( d, ConditionalProbabilityTable ):
dist = fa_mapping[d]
d.parents = [ d_mapping[parent] for parent in d.parents ]
d.parameters[1] = d.parents
state.distribution = d.joint()
state.distribution.parameters[1].append( dist )
# Finalize the factor graph structure
self.graph.bake()
indices = {state.distribution : i for i, state in enumerate(self.states)}
n, self.idxs = 0, []
self.keymap = numpy.array([state.distribution.keys() for state in self.states], dtype=object)
for i, state in enumerate(self.states):
d = state.distribution
if isinstance(d, MultivariateDistribution):
idxs = tuple(indices[parent] for parent in d.parents) + (i,)
self.idxs.append(idxs)
d.bake(tuple(it.product(*[self.keymap[idx] for idx in idxs])))
n += len(idxs)
else:
self.idxs.append(i)
d.bake(tuple(self.keymap[i]))
n += 1
self.keymap = numpy.array([{key: i for i, key in enumerate(keys)} for keys in self.keymap])
self.distributions = numpy.array([state.distribution for state in self.states])
self.distributions_ptr = <void**> self.distributions.data
self.parent_count = <int*> calloc(self.d+1, sizeof(int))
self.parent_idxs = <int*> calloc(n, sizeof(int))
j = 0
for i, state in enumerate(self.states):
distribution = state.distribution
if isinstance(distribution, ConditionalProbabilityTable):
for k, parent in enumerate(distribution.parents):
distribution.column_idxs[k] = indices[parent]
distribution.column_idxs[k+1] = i
distribution.n_columns = len(self.states)
if isinstance(distribution, MultivariateDistribution):
self.parent_count[i+1] = len(distribution.parents) + 1
for parent in distribution.parents:
self.parent_idxs[j] = indices[parent]
j += 1
self.parent_idxs[j] = i
j += 1
else:
self.parent_count[i+1] = 1
self.parent_idxs[j] = i
j += 1
if i > 0:
self.parent_count[i+1] += self.parent_count[i]
def log_probability(self, X, check_input=True, n_jobs=1):
"""Return the log probability of samples under the Bayesian network.
The log probability is just the sum of the log probabilities under each of
the components. The log probability of a sample under the graph A -> B is
just P(A)*P(B|A). This will return a vector of log probabilities, one for each
sample.
Parameters
----------
X : array-like, shape (n_samples, n_dim)
The sample is a vector of points where each dimension represents the
same variable as added to the graph originally. It doesn't matter what
the connections between these variables are, just that they are all
ordered the same.
check_input : bool, optional
Check to make sure that the observed symbol is a valid symbol for that
distribution to produce. Default is True.
n_jobs : int
The number of jobs to use to parallelize, either the number of threads
or the number of processes to use. -1 means use all available resources.
Default is 1.
Returns
-------
logp : numpy.ndarray or double
The log probability of the samples if many, or the single log probability.
"""
if self.d == 0:
raise ValueError("must bake model before computing probability")
n = len(X)
if n_jobs > 1 or isinstance(X, BaseGenerator):
batch_size = n // n_jobs + n % n_jobs
if not isinstance(X, BaseGenerator):
data_generator = DataGenerator(X, batch_size=batch_size)
else:
data_generator = X
fn = '.pomegranate.tmp'
with open(fn, 'w') as outfile:
outfile.write(self.to_json())
with Parallel(n_jobs=n_jobs, backend='multiprocessing') as parallel:
f = delayed(parallelize_function)
logp_array = parallel(
f(
batch[0],
BayesianNetwork,
'log_probability',
fn,
check_input=check_input,
n_jobs=1
)
for batch in data_generator.batches()
)
os.remove(fn)
return numpy.concatenate(logp_array)
elif check_input:
X = _check_input(X, self)
logp = numpy.zeros(n, dtype='float64')
for i in range(n):
for j, state in enumerate(self.states):
logp[i] += state.distribution.log_probability(X[i, self.idxs[j]])
return logp if n > 1 else logp[0]
cdef void _log_probability( self, double* symbol, double* log_probability, int n ) nogil:
cdef int i, j, l, li, k
cdef double logp
cdef double* sym = <double*> malloc(self.d*sizeof(double))
memset(log_probability, 0, n*sizeof(double))
for i in range(n):
for j in range(self.d):
memset(sym, 0, self.d*sizeof(double))
logp = 0.0
for l in range(self.parent_count[j], self.parent_count[j+1]):
li = self.parent_idxs[l]
k = l - self.parent_count[j]
sym[k] = symbol[i*self.d + li]
(<Model> self.distributions_ptr[j])._log_probability(sym, &logp, 1)
log_probability[i] += logp
free(sym)
def marginal(self):
"""Return the marginal probabilities of each variable in the graph.
This is equivalent to a pass of belief propagation on a graph where
no data has been given. This will calculate the probability of each
variable being in each possible emission when nothing is known.
Parameters
----------
None
Returns
-------
marginals : array-like, shape (n_nodes)
An array of univariate distribution objects showing the marginal
probabilities of that variable.
"""
if self.d == 0:
raise ValueError("must bake model before computing marginal")
return self.graph.marginal()
def predict(self, X, max_iterations=100, check_input=True, n_jobs=1):
"""Predict missing values of a data matrix using MLE.
Impute the missing values of a data matrix using the maximally likely
predictions according to the forward-backward algorithm. Run each
sample through the algorithm (predict_proba) and replace missing values
with the maximally likely predicted emission.
Parameters
----------
X : array-like, shape (n_samples, n_nodes)
Data matrix to impute. Missing values must be either None (if lists)
or np.nan (if numpy.ndarray). Will fill in these values with the
maximally likely ones.
max_iterations : int, optional
Number of iterations to run loopy belief propagation for. Default
is 100.
check_input : bool, optional
Check to make sure that the observed symbol is a valid symbol for that
distribution to produce. Default is True.
n_jobs : int
The number of jobs to use to parallelize, either the number of threads
or the number of processes to use. -1 means use all available resources.
Default is 1.
Returns
-------
y_hat : numpy.ndarray, shape (n_samples, n_nodes)
This is the data matrix with the missing values imputed.
"""
if self.d == 0:
raise ValueError("must bake model before using impute")
y_hat = self.predict_proba(X, max_iterations=max_iterations,
check_input=check_input, n_jobs=n_jobs)
for i in range(len(y_hat)):
for j in range(len(y_hat[i])):
if isinstance(y_hat[i][j], Distribution):
y_hat[i][j] = y_hat[i][j].mle()
return y_hat
def predict_proba(self, X, max_iterations=100, check_input=True, n_jobs=1):
"""Returns the probabilities of each variable in the graph given evidence.
This calculates the marginal probability distributions for each state given
the evidence provided through loopy belief propagation. Loopy belief
propagation is an approximate algorithm which is exact for certain graph
structures.
Parameters
----------
X : dict or array-like, shape <= n_nodes
The evidence supplied to the graph. This can either be a dictionary
with keys being state names and values being the observed values
(either the emissions or a distribution over the emissions) or an
array with the values being ordered according to the nodes incorporation
in the graph (the order fed into .add_states/add_nodes) and None for
variables which are unknown. It can also be vectorized, so a list of
dictionaries can be passed in where each dictionary is a single sample,
or a list of lists where each list is a single sample, both formatted
as mentioned before.
max_iterations : int, optional
The number of iterations with which to do loopy belief propagation.
Usually requires only 1. Default is 100.
check_input : bool, optional
Check to make sure that the observed symbol is a valid symbol for that
distribution to produce. Default is True.
n_jobs : int, optional
The number of threads to use when parallelizing the job. This
parameter is passed directly into joblib. Default is 1, indicating
no parallelism.
Returns
-------
y_hat : array-like, shape (n_samples, n_nodes)
An array of univariate distribution objects showing the probabilities
of each variable.
"""
if self.d == 0:
raise ValueError("must bake model before using forward-backward algorithm")
n = len(X)
if n_jobs > 1 or isinstance(X, BaseGenerator):
batch_size = n // n_jobs + n % n_jobs
if not isinstance(X, BaseGenerator):
data_generator = DataGenerator(X, batch_size=batch_size)
else:
data_generator = X
fn = '.pomegranate.tmp'
with open(fn, 'w') as outfile:
outfile.write(self.to_json())
with Parallel(n_jobs=n_jobs, backend='multiprocessing') as parallel:
f = delayed(parallelize_function)
logp_array = parallel(
f(
batch[0],
self.__class__,
'predict_proba',
fn,
max_iterations=max_iterations,
check_input=check_input,
n_jobs=1
)
for batch in data_generator.batches()
)
os.remove(fn)
return numpy.concatenate(logp_array)
elif check_input and not isinstance(X, dict):
X = _check_input(X, self)
if isinstance(X, dict):
return self.graph.predict_proba(X, max_iterations)
elif isinstance(X, (list, numpy.ndarray)) and not isinstance(X[0],
(list, numpy.ndarray, dict)):
data = {}
for state, val in zip(self.states, X):
if not _check_nan(val):
data[state.name] = val
return self.graph.predict_proba(data, max_iterations)
else:
y_hat = []
for x in X:
y_ = self.predict_proba(x, max_iterations=max_iterations,
check_input=False, n_jobs=1)
y_hat.append(y_)
return y_hat
def fit(self, X, weights=None, inertia=0.0, pseudocount=0.0, verbose=False,
n_jobs=1):
"""Fit the model to data using MLE estimates.
Fit the model to the data by updating each of the components of the model,
which are univariate or multivariate distributions. This uses a simple
MLE estimate to update the distributions according to their summarize or
fit methods.
This is a wrapper for the summarize and from_summaries methods.
Parameters
----------
X : array-like or generator, shape (n_samples, n_nodes)
The data to train on, where each row is a sample and each column
corresponds to the associated variable.
weights : array-like, shape (n_nodes), optional
The weight of each sample as a positive double. Default is None.
inertia : double, optional
The inertia for updating the distributions, passed along to the
distribution method. Default is 0.0.
pseudocount : double, optional
A pseudocount to add to the emission of each distribution. This
effectively smoothes the states to prevent 0. probability symbols
if they don't happen to occur in the data. Only effects hidden
Markov models defined over discrete distributions. Default is 0.
verbose : bool, optional
Whether or not to print out improvement information over
iterations. Only required if doing semisupervised learning.
Default is False.
n_jobs : int
The number of jobs to use to parallelize, either the number of threads
or the number of processes to use. -1 means use all available resources.
Default is 1.
Returns
-------
self : BayesianNetwork
The fit Bayesian network object with updated model parameters.
"""
training_start_time = time.time()
batch_size = len(X) // n_jobs + len(X) % n_jobs
if not isinstance(X, BaseGenerator):
data_generator = DataGenerator(numpy.asarray(X, dtype=object),
weights, batch_size=batch_size)
else:
data_generator = X
with Parallel(n_jobs=n_jobs, backend='threading') as parallel:
f = delayed(self.summarize)
parallel(f(*batch) for batch in data_generator.batches())
self.from_summaries(inertia, pseudocount)
self.bake()
if verbose:
total_time_spent = time.time() - training_start_time
print("Total Time (s): {:.4f}".format(total_time_spent))
return self
def sample(self, n=1, evidences=[{}], algorithm='rejection',random_state=None,**kwargs):
"""Sample the network, optionally given some evidences
Use rejection to condition on non marginal nodes
Parameters
----------
n : int, optional
The number of samples to generate. Defaults to 1.
evidences : list of dict, optional
Evidence to set constant while samples are generated.
algorithm: : str, one of 'gibbs', 'rejection' optional. default 'rejection'
Rejection sampling successively sample each node given its parents evidence. When evidences are given on
non-root nodes, only draws that are compatible with evidence nodes are not rejected. Rejection sampling is a good
option when evidences nodes are not far from the root nodes or when given evidence is likely. Rare evidences
lead to a high rate of rejected samples, thus to significant slow down of the sampling.
Gibbs sampling scheme is a Markov Chain Monte Carlo (MCMC) technique designed to speed up the sampling. It
builds conditional probability of state transition of each nodes given its neighbours in its markov blanket.
Works well with a lot of evidences in the network, even when they are far from the root nodes. Drawback :
convergence is only guaranteed when there is a non null probability path between states. If the posterior
consists of isolated islands of high probability, Gibbs sampling will stay stuck in one the island
and will never transition to the others. Successive samples will have high correlation.
min_prob : float <1 optional. If algorithm == "rejection"
stop iterations when Sum P(X|Evidence) < min_prob. generated samples for a given evidence will be
incomplete (<n)
initial_state : dict, optional
initial state used by the Gibbs sampler.
Default is to use the maximum joint-probability values, calculated with self.predict().
The default should be optimal.
scan_order: str, one 'topological','random' optional. If algorithm == "gibbs"
Scan order or the gibbs sampler. Indicate in which order nodes are sampled. Topological order is good for
chain like networks (lots of successive nodes). Random order yield better results with more connected
networks. Default : 'random'.
burnin : int, optional. If algorithm == "Gibbs"
Number of sample to discard at the begining of the sampling. Default is 0.
random_state : seed or seeded numpy instance (for gibbs, only seed)
Returns
-------
a nested list of sampled states of shape [n*len(evidences),len(nodes)]
Examples
--------
>>> network.sample(evidence = [{'HLML': '2'},{'HLML': '2','TYPL':'1'},{'NBPI': '02','TYPL':'1'}])
"""
if algorithm == "rejection":
return self._rejection(n=n,evidences=evidences,random_state=random_state,**kwargs)
if algorithm == "gibbs":
return self._gibbs( n=n, evidences=evidences,seed=random_state, **kwargs)
def _rejection(self, n=1, evidences=[{}],min_prob=0.01,random_state=None):
"""Sample the network, optionally given some evidences
Use rejection to condition on non marginal nodes
Parameters
----------
n : int, optional
The number of samples to generate. Defaults to 1.
evidences : list of dict, optional
Evidence to set constant while samples are generated.
min_prob : stop iterations when Sum P(X|Evidence) < min_prob. generated samples for a given evidence will be
incomplete (<n)
Returns
-------
a nested list of sampled states
"""
random_state = check_random_state(random_state)
self.bake()
samples = []
node_dict = {node.name:node.distribution for node in self.states}
G = nx.DiGraph()
for state in self.states:
G.add_node(state)
for parent, child in self.edges:
G.add_edge(parent, child)
iter_ = it.cycle(enumerate(nx.topological_sort(G)))
for evidence in evidences:
count = 0
#sample=[]
#samples.append(sample)
safeguard = 0
state_dict = evidence.copy()
args = {node_dict[k]:v for k,v in evidence.items()}
while count < n:
safeguard +=1
if safeguard > n/min_prob:
# raise if P(X|Evidence) < 1%
raise Exception('Maximum iteration limit. Make sure the state configuration hinted at by evidence is reasonably reachable for this network or lower min_prob')
# Rejection sampling
# If the predicted value is not the one given in evidence, we start over until we reach the expected number of samples by evidence
j, node = iter_.__next__()
name = node.name
if node.distribution.name == "DiscreteDistribution":
if name in evidence :
val = evidence[name]
else :
val = node.distribution.sample(random_state=random_state)
else :
val = node.distribution.sample(args,random_state=random_state)
# rejection sampling
if node.distribution.name != "DiscreteDistribution" and (name in evidence):
if evidence[name] != val:
# make sure we start with the first node in the topoplogical order
[iter_.__next__() for i in range(self.d - j - 1)]
args = {node_dict[k]:v for k,v in evidence.items()}
state_dict = evidence.copy()
continue
else:
state_dict[name] = val
args[node_dict[name]] = val
if (j + 1) == self.d:
samples.append(state_dict)
args = {node_dict[k]:v for k,v in evidence.items()}
state_dict = evidence.copy()
count += 1
# make sure we start with the first node in the topoplogical order
[iter_.__next__() for i in range(self.d - j - 1)]
keys = node_dict.keys()
return numpy.array([[r[k] for k in keys ] for i,r in enumerate(samples)])
def _gibbs(self, int n, list evidences=[], dict initial_state ={}, int burnin=10,seed=1, scan_order='random',
double pseudocount=0):
"""
Draw samples from the bayesian network given evidences.
Evidences can be given for any nodes (root or not).
This will return sample of size <n> for each of the given evidence in <evidences>
Node sampling order is shuffled each iteration
Parameters
----------
n : int
The number of sample to draw for each evidence each sample as a positive double. Default is None.
evidences : list [{<state_name>:<state_value>}]
The data to train on, where each row is a sample and each column
corresponds to the associated variable. Default [{}]
initial_state : dict, optional
Initial state used by the sampler.
Default is to use the maximum joint-probability values, calculated with self.predict().
The default should be optimal.
scan_order: str, optional ['topological','random',]
scan order or the gibbs sampler. Indicate in which order nodes are sampled. Default : 'topological'.
burnin : int, optional
Number of sample to discard at the begining of the sampling. Default is 0.
seed : seed to be applied to srand
pseudocount : double, optional
A pseudocount to add to the emission of each distribution. This
effectively smoothes the states to prevent 0. probability symbols
if they don't happen to occur in the data. Only effects hidden
Markov models defined over discrete distributions. Default is 0.
Returns
-------
array : samples (n*len(evidences),n_state)
sample drawn from the bayesian network
"""
if seed is None:
seed = round(time.time())
srand(seed)
cdef int n_step, n_state, i,j,k, step, n_cpd, n_mod, node_pos, idx, col_n, e
cdef double p, s
cdef str val
cdef dict col_dict, col_dict_inv, graph_dict
cdef list modalities, cardinalities, cols, col_idxs, probs, cpds_, node_idx, samples
n_step = burnin+n
n_state = len(self.states)
cdef numpy.ndarray[numpy.double_t, ndim=1,mode='c'] current_state = numpy.empty([n_state],dtype=numpy.float64)
cdef numpy.ndarray[numpy.double_t, ndim=2,mode='c'] all_states = numpy.empty([n*len(evidences),n_state],dtype=numpy.float64)
cdef numpy.ndarray[numpy.double_t,ndim=1,mode='c'] prob, prob_tmp, state_subset, proba
cdef double [:] current_state_view = current_state
cdef double [:,:] all_states_view = all_states
col_dict = {i:state.name for i,state in enumerate(self.states) }
col_dict_inv = {state.name:i for i,state in enumerate(self.states) }
graph_dict = {state.name:state for i,state in enumerate(self.graph.states) }
# building graph of the model
G = nx.DiGraph()
for state in self.states:
G.add_node(state.name)
for parent, child in self.edges:
G.add_edge(parent.name, child.name)
topo_order = [col_dict_inv[node_name] for node_name in nx.topological_sort(G)]
if initial_state == {} :
# initial_state = {state.name: state.distribution.keys()[0] for state in self.states}
# Optimal initial state
in_st_nan = numpy.empty( (1, len(self.states)) )
in_st_nan[:] = numpy. nan
in_st_pred = self.predict(in_st_nan)
initial_state = {state.name: in_st_pred[0][i] for i, state in enumerate(self.states)}
modalities = []
modalities_int = []
modalities_dict = []
cpds = defaultdict(list)
node_idx_dict = defaultdict(list)
col_idxs = []
columns_idxs_dict = defaultdict(list)
columns_idxs = []
state_names = {i:state.name for i,state in enumerate(self.states)}
for i,state in enumerate(self.states):
d = state.distribution
modalities_dict.append({mod :<double> c for c,mod in enumerate(d.keys())} )
if isinstance(state.distribution,MultivariateDistribution):
cols = [col_dict[idx] for idx in d.column_idxs ]
col_idxs.append(d.column_idxs)
for col in cols :
cpds[col].append(d)
node_idx_dict[col].append(numpy.where(d.column_idxs==col_dict_inv[col])[0][0])
columns_idxs_dict[col].append(d.column_idxs)
else :
cols = [state.name]
col_idxs.append([i])
for col in cols :
cpds[col].append(d)
node_idx_dict[col].append(0)
columns_idxs_dict[col].append([i])
cardinalities = [len(m.keys()) for m in modalities_dict]
prob = numpy.zeros(numpy.max(cardinalities))
prob_tmp = numpy.zeros(numpy.max(cardinalities))
state_subset = numpy.zeros(n_state)
cdef double [:] prob_view = prob
cdef double [:] prob_tmp_view = prob_tmp
cdef double [:] state_subset_view = state_subset
cpds_ = [cpds[state.name] for state in self.states ]
node_idx = [node_idx_dict[state.name] for state in self.states ]
columns_idxs = [columns_idxs_dict[state.name] for state in self.states ]
samples = []
state_order = list(range(n_state))
if scan_order == 'topological':
state_order = topo_order
scan_order_is_random = scan_order == 'random'
if scan_order_is_random:
random.seed(seed)
for e,evidence in enumerate(evidences) :
for i,state in enumerate(self.states):
if state.name in evidence:
mod_i = modalities_dict[i]
ev_for_name = evidence[state.name]
if isinstance(list(mod_i.keys())[0], str):
current_state[i] = mod_i[ev_for_name]
else:
current_state[i] = mod_i[int(ev_for_name)]
else :
current_state[i] = modalities_dict[i][initial_state[state.name]]
pass
for step in range(n_step):
if scan_order_is_random:
random.shuffle(state_order)
for i in state_order:
if col_dict[i] in evidence:
#all_states_view[e*(n_step)+step+1,i] =
mod_i = modalities_dict[i]
if isinstance(list(mod_i.keys())[0], str):
current_state_view[i] = <double> mod_i[evidence[col_dict[i]]]
else:
current_state_view[i] = <double> mod_i[int(evidence[col_dict[i]])]
continue
cardinality = cardinalities[i]
column_idxs = columns_idxs[i]
for k,cpd in enumerate(cpds_[i]) :
col_len = len(column_idxs[k])
node_pos = node_idx[i][k]
for col_n,idx in enumerate(column_idxs[k]):
state_subset_view[col_n] = current_state_view[idx]
if col_len !=1 :
self.cpd_prod(cpd, state_subset[:col_n+1], prob,prob_tmp,cardinality,node_pos)
else :
self.cpd_prod_marginal(cpd, state_subset[:col_n+1], prob,prob_tmp,cardinality,node_pos)
# normalizing log_prob to avoid probabilities smaller than double precision
prob[:] -= prob[:cardinality].max()
prob[:] = numpy.exp(prob[:])
prob[:] = prob[:]/prob[:cardinality].sum()
current_state_view[i] = <double> choose_one(prob_view[:cardinality], cardinality)
prob_view[:] = 0.
if step >= burnin:
all_states_view[e*(n)+step-burnin,:] = current_state_view[:]
# convert back int to code
modalities_type = type(list(modalities_dict[0].keys())[0])
decoded_states = numpy.empty_like(all_states.astype(modalities_type))
for i,modality_dict in enumerate(modalities_dict):
to_values,from_values = list(zip(*modality_dict.items()))
sort_idx = numpy.argsort(from_values)
idx_ = numpy.searchsorted(from_values,all_states[:,i],sorter = sort_idx)
decoded_states[:,i]= numpy.array(to_values)[sort_idx][idx_]
return decoded_states
@cython.boundscheck(False)
@cython.wraparound(False)
@cython.nonecheck(False)
cdef void cpd_prod(self,ConditionalProbabilityTable cpd, numpy.ndarray[numpy.double_t, ndim=1,mode="c"] state_subset,
numpy.ndarray[numpy.double_t, ndim=1,mode='c'] prob, numpy.ndarray[numpy.double_t, ndim=1,mode='c'] prob_tmp,
int cardinality,int node_pos):
cdef int j
for j in range(cardinality):
state_subset[node_pos] = j
cpd._log_probability(&state_subset[0],&prob_tmp[0],1)
if prob_tmp[0] != -numpy.inf:
prob[j] += prob_tmp[0]
else :
# default probability of unobserved event
prob[j] += -20
@cython.boundscheck(False)
@cython.wraparound(False)
@cython.nonecheck(False)
cdef void cpd_prod_marginal(self,DiscreteDistribution d, numpy.ndarray[numpy.double_t, ndim=1,mode="c"] state_subset,
numpy.ndarray[numpy.double_t, ndim=1,mode='c'] prob, numpy.ndarray[numpy.double_t, ndim=1,mode='c'] prob_tmp,
int cardinality,int node_pos):
cdef int j
for j in range(cardinality):
state_subset[node_pos] = j
d._log_probability(&state_subset[0],&prob_tmp[0],1)
if prob_tmp[0] != -numpy.inf:
prob[j] += prob_tmp[0]
else :
# default probability of unobserved event
prob[j] += -20
#-----------------------------------------------------------------------------------------------
def summarize(self, X, weights=None):
"""Summarize a batch of data and store the sufficient statistics.
This will partition the dataset into columns which belong to their
appropriate distribution. If the distribution has parents, then multiple
columns are sent to the distribution. This relies mostly on the summarize
function of the underlying distribution.
Parameters
----------
X : array-like, shape (n_samples, n_nodes)
The data to train on, where each row is a sample and each column
corresponds to the associated variable.
weights : array-like, shape (n_nodes), optional
The weight of each sample as a positive double. Default is None.
Returns
-------
None
"""
cdef numpy.ndarray X_subset
cdef numpy.ndarray weights_ndarray
cdef double* X_subset_ptr
cdef double* weights_ptr
cdef int i, n, d
if self.d == 0:
raise ValueError("must bake model before summarizing data")
indices = {state.distribution: i for i, state in enumerate(self.states)}
n, d = len(X), len(X[0])
cdef double* X_int = <double*> malloc(n * d * sizeof(double))
for i in range(n):
for j in range(d):
if _check_nan(X[i][j]):
X_int[i * d + j] = nan
else:
X_int[i * d + j] = self.keymap[j][X[i][j]]
if weights is None:
weights_ndarray = numpy.ones(n, dtype='float64')
else:
weights_ndarray = numpy.asarray(weights, dtype='float64')
weights_ptr = <double*> weights_ndarray.data
# Go through each state and pass in the appropriate data for the
# update to the states
for i, state in enumerate(self.states):
if isinstance(state.distribution, ConditionalProbabilityTable):
with nogil:
(<Model> self.distributions_ptr[i])._summarize(X_int, weights_ptr, n, 0, 1)
else:
state.distribution.summarize([x[i] for x in X], weights)
free(X_int)
def from_summaries(self, inertia=0.0, pseudocount=0.0):
"""Use MLE on the stored sufficient statistics to train the model.
This uses MLE estimates on the stored sufficient statistics to train
the model.
Parameters
----------
inertia : double, optional
The inertia for updating the distributions, passed along to the
distribution method. Default is 0.0.
pseudocount : double, optional
A pseudocount to add to the emission of each distribution. This
effectively smoothes the states to prevent 0. probability symbols
if they don't happen to occur in the data. Default is 0.
Returns
-------
None
"""
for state in self.states:
state.distribution.from_summaries(inertia, pseudocount)
self.bake()
def to_dict(self):
states = [ state.copy() for state in self.states ]
return {
'class' : 'BayesianNetwork',
'name' : self.name,
'structure' : self.structure,
'states' : [ state.to_dict() for state in states ]
}
@classmethod
def from_dict(cls, d):
# Make a new generic Bayesian Network
model = cls(str(d['name']))
states = [State.from_dict(j) for j in d['states']]
structure = d['structure']
for state, parents in zip(states, structure):
if len(parents) > 0:
state.distribution.parents = [states[parent].distribution for parent in parents]
state.distribution.parameters[1] = state.distribution.parents
state.distribution.m = len(parents)
model.add_states(*states)
for i, parents in enumerate(structure):
for parent in parents:
model.add_edge(states[parent], states[i])
model.bake()
return model
@classmethod
def from_structure(cls, X, structure, weights=None, pseudocount=0.0,
name=None, state_names=None, keys=None):
"""Return a Bayesian network from a predefined structure.
Pass in the structure of the network as a tuple of tuples and get a fit
network in return. The tuple should contain n tuples, with one for each
node in the graph. Each inner tuple should be of the parents for that
node. For example, a three node graph where both node 0 and 1 have node
2 as a parent would be specified as ((2,), (2,), ()).
Parameters
----------
X : array-like, shape (n_samples, n_nodes)
The data to fit the structure too, where each row is a sample and each column
corresponds to the associated variable.
structure : tuple of tuples
The parents for each node in the graph. If a node has no parents,
then do not specify any parents.
weights : array-like, shape (n_nodes), optional
The weight of each sample as a positive double. Default is None.
pseudocount : double, optional
A pseudocount to add to the emission of each distribution. This
effectively smoothes the states to prevent 0. probability symbols
if they don't happen to occur in the data. Default is 0.
name : str, optional
The name of the model. Default is None.
state_names : array-like, shape (n_nodes), optional
A list of meaningful names to be applied to nodes
keys : list
A list of sets where each set is the keys present in that column.
If there are d columns in the data set then this list should have
d sets and each set should have at least two keys in it.
Returns
-------
model : BayesianNetwork
A Bayesian network with the specified structure.
"""
if isinstance(X, BaseGenerator):
batches = [batch for batch in X.batches()]
X = numpy.concatenate([batch[0] for batch in batches])
weights = numpy.concatenate([batch[1] for batch in batches])
else:
X = numpy.asarray(X)
if weights is None:
weights = numpy.ones(X.shape[0], dtype='float64')
else:
weights = numpy.asarray(weights, dtype='float64')
d = len(structure)
nodes = [None for i in range(d)]
for i, parents in enumerate(structure):
if len(parents) == 0:
keys_ = None if keys is None else keys[i]
nodes[i] = DiscreteDistribution.from_samples(X[:,i], weights=weights,
pseudocount=pseudocount, keys=keys_)
while True:
for i, parents in enumerate(structure):
if nodes[i] is None:
for parent in parents:
if nodes[parent] is None:
break
else:
keys_ = None if keys is None else [keys[j] for j in parents] + [keys[i]]
nodes[i] = ConditionalProbabilityTable.from_samples(X[:,parents+(i,)],
parents=[nodes[parent] for parent in parents],
weights=weights, pseudocount=pseudocount, keys=keys_)
break
else:
break
if state_names is not None:
states = [State(node, name=node_name) for node, node_name in zip(nodes,state_names)]
else:
states = [State(node, name=str(i)) for i, node in enumerate(nodes)]
model = cls(name=name)
model.add_nodes(*states)
for i, parents in enumerate(structure):
for parent in parents:
model.add_edge(states[parent], states[i])
model.bake()
return model
@classmethod
def from_samples(cls, X, weights=None, algorithm='greedy', max_parents=-1,
penalty=None, root=0, constraint_graph=None, include_edges=None,
exclude_edges=None, pseudocount=0.0, state_names=None, name=None,
reduce_dataset=True, keys=None, low_memory=None, n_jobs=1):
"""Learn the structure of the network from data.
There are currently two types of approaches implemented. The first,
the Chow-Liu algorithm, finds a tree-like structure from symmetric
mutual-information scores given a root node (the `root` parameter).
The second type searches through structures and returns the structure
that maximizes the following objective function:
P(D|M) + penalty * |M|
where P(D|M) is the probability of the data given the found model,
penalty is a user-specified parameters, and |M| is the number of
parameters in the model. When this penalty is log2(|D|) / 2
(the default) where |D| is the weight sum of the examples, this is
equivalent to the minimum description length (MDL).
There are currently three ways that the learned structure can be
controlled. The first is to increase the penalty term to increase
sparsity. The second is to pass in a specified list of edges that
must exist (`include_edges`) or cannot exist (`exclude_edges`). Lastly,
a constraint graph can be specified where each node in the graph is a
set of variables being modeled and the edges in the graph indicate
which sets of variables can be parents to which other sets of
variables (and where a self-loop is the normal structure learning step).
Parameters
----------
X : array-like or generator, shape (n_samples, n_nodes)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : array-like, shape (n_samples), optional
The weight of each sample as a positive double. Default is None.
algorithm : str, one of 'chow-liu', 'greedy', 'exact', 'exact-dp' optional
The algorithm to use for learning the Bayesian network. Default is
'greedy' that greedily attempts to find the best structure, and
frequently can identify the optimal structure. 'exact' uses DP/A*
to find the optimal Bayesian network, and 'exact-dp' tries to find
the shortest path on the entire order lattice, which is more memory
and computationally expensive. 'exact' and 'exact-dp' should give
identical results, with 'exact-dp' remaining an option mostly for
debugging reasons. 'chow-liu' will return the optimal tree-like
structure for the Bayesian network, which is a very fast
approximation but not always the best network.
max_parents : int, optional
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
root : int, optional
For algorithms which require a single root ('chow-liu'), this is the
root for which all edges point away from. User may specify which
column to use as the root. Default is the first column.
constraint_graph : networkx.DiGraph or None, optional
A directed graph showing valid parent sets for each variable. Each
node is a set of variables, and edges represent which variables can
be valid parents of those variables. The naive structure learning
task is just all variables in a single node with a self edge,
meaning that you know nothing about
include_edges : list or None, optional
A list of (parent, child) tuples that are edges which must be
present in the found structure. Default is None.
exclude_edges : list or None, optional
A list of (parent, child) tuples that are edges which cannot be
present in the found structure. Default is None.
pseudocount : double, optional
A pseudocount to add to the emission of each distribution. This
effectively smoothes the states to prevent 0. probability symbols
if they don't happen to occur in the data. Default is 0.
state_names : array-like, shape (n_nodes), optional
A list of meaningful names to be applied to nodes
name : str, optional
The name of the model. Default is None.
reduce_dataset : bool, optional
Given the discrete nature of these datasets, frequently a user
will pass in a dataset that has many identical samples. It is time
consuming to go through these redundant samples and a far more
efficient use of time to simply calculate a new dataset comprised
of the subset of unique observed samples weighted by the number of
times they occur in the dataset. This typically will speed up all
algorithms, including when using a constraint graph. Default is
True.
keys : list, optional
A list of sets where each set is the keys present in that column.
If there are d columns in the data set then this list should have
d sets and each set should have at least two keys in it. Default
is None.
low_memory : bool or None, optional
Whether to use a low-memory version of the search algorithm. This
option only affects algorithm="greedy" and algorithm="exact".
Although the low-memory version of both the greedy and exact
algorithms will use less memory, it will also significantly slow
down the exact algorithm. However, setting this to True will also
significantly speed up the greedy algorithm. Setting this value to
None will enable it when algorithm="greedy" and disable it otherwise.
Default is None.
n_jobs : int, optional
The number of threads to use when learning the structure of the
network. If a constraint graph is provided, this will parallelize
the tasks as directed by the constraint graph. If one is not
provided it will parallelize the building of the parent graphs.
Both cases will provide large speed gains.
Returns
-------
model : BayesianNetwork
The learned BayesianNetwork.
"""
if algorithm == 'chow-liu' and include_edges is not None:
raise ValueError("Cannot use the Chow-Liu algorithm with inclusion constraints.")
if algorithm == 'chow-liu' and exclude_edges is not None:
raise ValueError("Cannot use the Chow-Liu algorithm with exclusion constraints.")
include_edges = include_edges or []
exclude_edges = exclude_edges or []
if constraint_graph is not None:
if len(include_edges) > 0:
raise ValueError("Cannot use both a constraint graph and " /
"forced edge inclusions.")
if low_memory is None:
low_memory = algorithm == 'greedy'
if isinstance(X, BaseGenerator):
batches = [batch for batch in X.batches()]
X = numpy.concatenate([batch[0] for batch in batches])
weights = numpy.concatenate([batch[1] for batch in batches])
else:
X = numpy.asarray(X)
if weights is None:
weights = numpy.ones(X.shape[0], dtype='float64')
else:
weights = numpy.asarray(weights, dtype='float64')
n, d = X.shape
keys = keys or [set([x for x in X[:,i] if not _check_nan(x)]) for i in range(d)]
keymap = numpy.array([{key: i for i, key in enumerate(keys[j])} for j in range(d)])
key_count = numpy.array([len(keymap[i]) for i in range(d)], dtype='int32')
if reduce_dataset:
X_count = {}
for x, weight in zip(X, weights):
# Convert NaN to None because two tuples containing
# (1.0, 2.0, 3.0, nan) are not considered equal, but two tuples
# containing (1.0, 2.0, 3.0, None) are considered equal
x = tuple(None if _check_nan(xn) else xn for xn in x)
if x in X_count:
X_count[x] += weight
else:
X_count[x] = weight
weights = numpy.array(list(X_count.values()), dtype='float64')
X = numpy.array(list(X_count.keys()), dtype=X.dtype)
n, d = X.shape
X_int = numpy.empty((n, d), dtype='float32')
for i in range(n):
for j in range(d):
if _check_nan(X[i, j]):
X_int[i, j] = nan
else:
X_int[i, j] = keymap[j][X[i, j]]
w_sum = weights.sum()
if max_parents == -1 or max_parents > _log2(2*w_sum / _log2(w_sum)):
max_parents = int(_log2(2*w_sum / _log2(w_sum)))
if penalty is None:
penalty = -1
if algorithm == 'chow-liu':
if numpy.any(numpy.isnan(X_int)):
raise ValueError("Chow-Liu tree learning does not current support missing values")
structure = discrete_chow_liu_tree(X_int, weights,
key_count, pseudocount=pseudocount, root=root)
elif algorithm == 'exact' and constraint_graph is not None:
structure = discrete_exact_with_constraints(X=X_int, weights=weights,
key_count=key_count, include_edges=include_edges,
exclude_edges=exclude_edges, pseudocount=pseudocount,
penalty=penalty, max_parents=max_parents,
constraint_graph=constraint_graph, low_memory=low_memory,
n_jobs=n_jobs)
elif algorithm == 'exact':
structure = discrete_exact_a_star(X=X_int, weights=weights,
key_count=key_count, include_edges=include_edges,
exclude_edges=exclude_edges, pseudocount=pseudocount,
penalty=penalty, max_parents=max_parents,
low_memory=low_memory, n_jobs=n_jobs)
elif algorithm == 'greedy':
structure = discrete_greedy(X=X_int, weights=weights,
key_count=key_count, include_edges=include_edges,
exclude_edges=exclude_edges, pseudocount=pseudocount,
penalty=penalty, max_parents=max_parents,
low_memory=low_memory, n_jobs=n_jobs)
elif algorithm == 'exact-dp':
structure = discrete_exact_dp(X=X_int, weights=weights,
key_count=key_count, include_edges=include_edges,
exclude_edges=exclude_edges, pseudocount=pseudocount,
penalty=penalty, max_parents=max_parents, n_jobs=n_jobs)
else:
raise ValueError("Invalid algorithm type passed in. Must be one of 'chow-liu', 'exact', 'exact-dp', 'greedy'")
return cls.from_structure(X, structure=structure, weights=weights,
pseudocount=pseudocount, name=name, state_names=state_names,
keys=keys)
cdef class ParentGraph(object):
"""
Generate a parent graph for a single variable over its parents.
This will generate the parent graph for a single parents given the data.
A parent graph is the dynamically generated best parent set and respective
score for each combination of parent variables. For example, if we are
generating a parent graph for x1 over x2, x3, and x4, we may calculate that
having x2 as a parent is better than x2,x3 and so store the value
of x2 in the node for x2,x3.
Parameters
----------
X : numpy.ndarray, shape=(n, d)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : numpy.ndarray, shape=(n,)
The weight of each sample as a positive double. Default is None.
key_count : numpy.ndarray, shape=(d,)
The number of unique keys in each column.
include_parents : tuple
A set of parents that this node must have.
exclude_parents : tuple
A set of parents that this node cannot have.
pseudocount : double
A pseudocount to add to each possibility.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
max_parents : int
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
low_memory : bool or None, optional
Whether to use a low-memory version of the search algorithm. This
option only affects algorithm="greedy" and algorithm="exact".
Although the low-memory version of both the greedy and exact
algorithms will use less memory, it will also significantly slow
down the exact algorithm. However, setting this to True will also
significantly speed up the greedy algorithm. Setting this value to
None will enable it when algorithm="greedy" and disable it otherwise.
Default is None.
Returns
-------
structure : tuple, shape=(d,)
The parents for each variable in this SCC
"""
cdef int i, n, d, max_parents
cdef double pseudocount
cdef dict values
cdef numpy.ndarray X
cdef numpy.ndarray weights
cdef numpy.ndarray key_count
cdef set include_parents
cdef set exclude_parents
cdef int* m
cdef int* parents
cdef double penalty
cdef bint low_memory
def __init__(self, X, weights, key_count, i, include_edges=[],
exclude_edges=[], pseudocount=0.0, penalty=-1, max_parents=-1,
low_memory=False):
self.X = X
self.weights = weights
self.key_count = key_count
self.i = i
self.pseudocount = pseudocount
self.max_parents = max_parents
self.values = {}
self.n = X.shape[0]
self.d = X.shape[1]
self.include_parents = set([parent for parent, child in include_edges
if child == i])
self.exclude_parents = set([parent for parent, child in exclude_edges
if child == i])
self.m = <int*> malloc((self.d+2)*sizeof(int))
self.parents = <int*> malloc(self.d*sizeof(int))
self.penalty = penalty
self.low_memory = low_memory
def __len__(self):
return len(self.values)
def __dealloc__(self):
free(self.m)
free(self.parents)
def calculate_value(self, value):
cdef int k, parent, l = len(value)
cdef float* X = <float*> self.X.data
cdef int* key_count = <int*> self.key_count.data
cdef int* m = self.m
cdef int* parents = self.parents
cdef double* weights = <double*> self.weights.data
cdef double score
m[0] = 1
for k, parent in enumerate(value):
m[k+1] = m[k] * key_count[parent]
parents[k] = parent
parents[l] = self.i
m[l+1] = m[l] * key_count[self.i]
m[l+2] = m[l] * (key_count[self.i] - 1)
with nogil:
score = discrete_score_node(X, weights, m, parents, self.n,
l+1, self.d, self.pseudocount, self.penalty)
return score
def __getitem__(self, value):
if value in self.values:
return self.values[value]
best_parents, best_score = (), NEGINF
max_parents= max(self.max_parents,len(self.include_parents))
if len(value) <= max_parents:
for parent in value:
if parent in self.exclude_parents:
break
else:
for parent in self.include_parents:
if parent not in value:
break
else:
best_parents, best_score = value, self.calculate_value(
value)
if self.low_memory:
if len(value) > 0:
max_parents = min(max_parents, len(value) - 1)
for parent_subset in it.combinations(value, max_parents):
parents, score = self[parent_subset]
if score > best_score:
best_score = score
best_parents = parents
else:
for i in range(len(value)):
parent_subset = value[:i] + value[i+1:]
parents, score = self[parent_subset]
if score > best_score:
best_score = score
best_parents = parents
self.values[value] = (best_parents, best_score)
return self.values[value]
def discrete_chow_liu_tree(numpy.ndarray X_ndarray, numpy.ndarray weights_ndarray,
numpy.ndarray key_count_ndarray, double pseudocount, int root):
cdef int i, j, k, l, lj, lk, Xj, Xk, xj, xk
cdef int n = X_ndarray.shape[0], d = X_ndarray.shape[1]
cdef int max_keys = key_count_ndarray.max()
cdef float* X = <float*> X_ndarray.data
cdef double* weights = <double*> weights_ndarray.data
cdef int* key_count = <int*> key_count_ndarray.data
cdef double* mutual_info = <double*> calloc(d * d, sizeof(double))
cdef double* marg_j = <double*> malloc(max_keys*sizeof(double))
cdef double* marg_k = <double*> malloc(max_keys*sizeof(double))
cdef double* joint_count = <double*> malloc(max_keys**2*sizeof(double))
for j in range(d):
for k in range(j):
if j == k:
continue
lj = key_count[j]
lk = key_count[k]
for i in range(max_keys):
marg_j[i] = pseudocount
marg_k[i] = pseudocount
for l in range(max_keys):
joint_count[i*max_keys + l] = pseudocount
for i in range(n):
Xj = <int> X[i*d + j]
Xk = <int> X[i*d + k]
joint_count[Xj * lk + Xk] += weights[i]
marg_j[Xj] += weights[i]
marg_k[Xk] += weights[i]
for xj in range(lj):
for xk in range(lk):
if joint_count[xj*lk+xk] > 0:
mutual_info[j*d + k] -= joint_count[xj*lk+xk] * _log(
joint_count[xj*lk+xk] / (marg_j[xj] * marg_k[xk]))
mutual_info[k*d + j] = mutual_info[j*d + k]
cdef int x, y, min_x, min_y
cdef double min_score, score
structure = [[] for i in range(d)]
visited = [root]
unvisited = list(range(d))
unvisited.remove(root)
for i in range(d-1):
min_score = float("inf")
min_x = -1
min_y = -1
for x in visited:
for y in unvisited:
score = mutual_info[x*d + y]
if score < min_score:
min_score = score
min_x = x
min_y = y
structure[min_y].append(min_x)
visited.append(min_y)
unvisited.remove(min_y)
free(mutual_info)
free(marg_j)
free(marg_k)
free(joint_count)
return tuple(tuple(x) for x in structure)
def discrete_exact_dp(X, weights, key_count, include_edges, exclude_edges,
pseudocount, penalty, max_parents, n_jobs):
"""
Find the optimal graph over a set of variables with no other knowledge.
This is the naive dynamic programming structure learning task where the
optimal graph is identified from a set of variables using an order graph
and parent graphs. This can be used either when no constraint graph is
provided or for a SCC which is made up of a node containing a self-loop.
This is a reference implementation that uses the naive shortest path
algorithm over the entire order graph. The 'exact' option uses the A* path
in order to avoid considering the full order graph.
Parameters
----------
X : numpy.ndarray, shape=(n, d)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : numpy.ndarray, shape=(n,)
The weight of each sample as a positive double. Default is None.
key_count : numpy.ndarray, shape=(d,)
The number of unique keys in each column.
include_edges : list or None
A set of (parent, child) tuples where each tuple is an edge that
must exist in the found structure.
exclude_edges : list or None
A set of (parent, child) tuples where each tuple is an edge that
cannot exist in the found structure.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
max_parents : int
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
n_jobs : int
The number of threads to use when learning the structure of the
network. This parallelizes the creation of the parent graphs.
Returns
-------
structure : tuple, shape=(d,)
The parents for each variable in this SCC
"""
cdef int i, n = X.shape[0], d = X.shape[1]
cdef list parent_graphs = []
parent_graphs = Parallel(n_jobs=n_jobs, backend='threading')(
delayed(generate_parent_graph)(X, weights, key_count, i, include_edges,
exclude_edges, pseudocount, penalty, max_parents) for i in range(d))
order_graph = nx.DiGraph()
for i in range(d+1):
for subset in it.combinations(range(d), i):
order_graph.add_node(subset)
for variable in subset:
parent = tuple(v for v in subset if v != variable)
structure, weight = parent_graphs[variable][parent]
weight = -weight if weight < 0 else 0
order_graph.add_edge(parent, subset, weight=weight,
structure=structure)
path = nx.shortest_path(order_graph, source=(), target=tuple(range(d)),
weight='weight')
score, structure = 0, list( None for i in range(d) )
for u, v in zip(path[:-1], path[1:]):
idx = list(set(v) - set(u))[0]
parents = order_graph.get_edge_data(u, v)['structure']
structure[idx] = parents
score -= order_graph.get_edge_data(u, v)['weight']
return tuple(structure)
def discrete_exact_a_star(X, weights, key_count, include_edges, exclude_edges,
pseudocount, penalty, max_parents, low_memory, n_jobs):
"""
Find the optimal graph over a set of variables with no other knowledge.
This is the naive dynamic programming structure learning task where the
optimal graph is identified from a set of variables using an order graph
and parent graphs. This can be used either when no constraint graph is
provided or for a SCC which is made up of a node containing a self-loop.
It uses DP/A* in order to find the optimal graph without considering all
possible topological sorts. A greedy version of the algorithm can be used
that massively reduces both the computational and memory cost while frequently
producing the optimal graph.
Parameters
----------
X : numpy.ndarray, shape=(n, d)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : numpy.ndarray, shape=(n,)
The weight of each sample as a positive double. Default is None.
key_count : numpy.ndarray, shape=(d,)
The number of unique keys in each column.
include_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that must exist in the found structure.
exclude_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that cannot exist in the found structure.
pseudocount : double
A pseudocount to add to each possibility.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
max_parents : int
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
low_memory : bool or None, optional
Whether to use a low-memory version of the search algorithm. This
option only affects algorithm="greedy" and algorithm="exact".
Although the low-memory version of both the greedy and exact
algorithms will use less memory, it will also significantly slow
down the exact algorithm. However, setting this to True will also
significantly speed up the greedy algorithm. Setting this value to
None will enable it when algorithm="greedy" and disable it otherwise.
Default is None.
n_jobs : int
The number of threads to use when learning the structure of the
network. This parallelizes the creation of the parent graphs.
Returns
-------
structure : tuple, shape=(d,)
The parents for each variable in this SCC
"""
cdef int i, n = X.shape[0], d = X.shape[1]
parent_graphs = [ParentGraph(X=X, weights=weights, key_count=key_count,
include_edges=include_edges, exclude_edges=exclude_edges, i=i,
pseudocount=pseudocount, penalty=penalty,
max_parents=max_parents, low_memory=low_memory) for i in range(d)]
other_variables = {}
for i in range(d):
other_variables[i] = tuple(j for j in range(d) if j != i)
o = PriorityQueue()
closed = set()
h = sum(parent_graphs[i][other_variables[i]][1] for i in range(d))
o.push(((), h, [() for i in range(d)]), 0)
while not o.empty():
weight, (variables, g, structure) = o.pop()
if variables in closed:
continue
else:
closed.add(variables)
if len(variables) == d:
return tuple(structure)
out_set = tuple(i for i in range(d) if i not in variables)
for i in out_set:
pg = parent_graphs[i]
parents, c = pg[variables]
e = g - c
f = weight - c + pg[other_variables[i]][1]
local_structure = structure[:]
local_structure[i] = parents
new_variables = tuple(sorted(variables + (i,)))
entry = (new_variables, e, local_structure)
prev_entry = o.get(new_variables)
if prev_entry is not None:
if prev_entry[0] > f:
o.delete(new_variables)
o.push(entry, f)
else:
o.push(entry, f)
def discrete_greedy(X, weights, key_count, include_edges, exclude_edges,
pseudocount, penalty, max_parents, low_memory, n_jobs):
"""Find the optimal graph over a set of variables with no other knowledge.
Parameters
----------
X : numpy.ndarray, shape=(n, d)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : numpy.ndarray, shape=(n,)
The weight of each sample as a positive double. Default is None.
key_count : numpy.ndarray, shape=(d,)
The number of unique keys in each column.
include_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that must exist in the found structure.
exclude_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that cannot exist in the found structure.
pseudocount : double
A pseudocount to add to each possibility.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
max_parents : int
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
low_memory : bool or None, optional
Whether to use a low-memory version of the search algorithm. This
option only affects algorithm="greedy" and algorithm="exact".
Although the low-memory version of both the greedy and exact
algorithms will use less memory, it will also significantly slow
down the exact algorithm. However, setting this to True will also
significantly speed up the greedy algorithm. Setting this value to
None will enable it when algorithm="greedy" and disable it otherwise.
Default is None.
n_jobs : int
The number of threads to use when learning the structure of the
network. This parallelizes the creation of the parent graphs.
Returns
-------
structure : tuple, shape=(d,)
The parents for each variable in this SCC
"""
cdef int i, n = X.shape[0], d = X.shape[1]
cdef list parent_graphs = []
parent_graphs = [ParentGraph(X=X, weights=weights, key_count=key_count,
include_edges=include_edges, exclude_edges=exclude_edges, i=i,
pseudocount=pseudocount, penalty=penalty,
max_parents=max_parents, low_memory=low_memory) for i in range(d)]
structure, seen_variables, unseen_variables = [() for i in range(d)], (), set(range(d))
for i in range(d):
best_score = NEGINF
best_variable = -1
best_parents = None
for j in unseen_variables:
parents, score = parent_graphs[j][seen_variables]
if score > best_score or (score == NEGINF and best_score == NEGINF):
best_score = score
best_variable = j
best_parents = parents
structure[best_variable] = best_parents
seen_variables = tuple(sorted(seen_variables + (best_variable,)))
unseen_variables.remove(best_variable)
parent_graphs[best_variable] = None #free memory
return tuple(structure)
def discrete_exact_with_constraints(X, weights, key_count, include_edges,
exclude_edges, pseudocount, penalty, max_parents, constraint_graph,
low_memory, n_jobs):
"""This returns the optimal Bayesian network given a set of constraints.
This function controls the process of learning the Bayesian network by
taking in a constraint graph, identifying the strongly connected
components (SCCs) and solving each one using the appropriate algorithm.
This is mostly an internal function.
Parameters
----------
X : numpy.ndarray, shape=(n, d)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : numpy.ndarray, shape=(n,)
The weight of each sample as a positive double. Default is None.
key_count : numpy.ndarray, shape=(d,)
The number of unique keys in each column.
include_edges : list or None
A set of (parent, child) tuples where each tuple is an edge that
must exist in the found structure.
exclude_edges : list or None
A set of (parent, child) tuples where each tuple is an edge that
cannot exist in the found structure.
pseudocount : double
A pseudocount to add to each possibility.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
max_parents : int
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
constraint_graph : networkx.DiGraph
A directed graph showing valid parent sets for each variable. Each
node is a set of variables, and edges represent which variables can
be valid parents of those variables. The naive structure learning
task is just all variables in a single node with a self edge,
meaning that you know nothing about
low_memory : bool or None, optional
Whether to use a low-memory version of the search algorithm. This
option only affects algorithm="greedy" and algorithm="exact".
Although the low-memory version of both the greedy and exact
algorithms will use less memory, it will also significantly slow
down the exact algorithm. However, setting this to True will also
significantly speed up the greedy algorithm. Setting this value to
None will enable it when algorithm="greedy" and disable it otherwise.
Default is None.
n_jobs : int
The number of threads to use when learning the structure of the
network. This parallelized both the creation of the parent
graphs for each variable and the solving of the SCCs. -1 means
use all available resources. Default is 1, meaning no parallelism.
Returns
-------
structure : tuple, shape=(d,)
The parents for each variable in the network.
"""
parent_sets = {node : tuple() for node in constraint_graph.nodes()}
for parents, children in constraint_graph.edges():
parent_sets[children] += parents
tasks = []
for component in nx.strongly_connected_components(constraint_graph):
component = list(component)
if len(component) == 1:
children = component[0]
parents = tuple(sorted(parent_sets[children]))
if children == parents:
task = (0, parents, children)
tasks.append(task)
elif set(children).issubset(set(parents)):
task = (1, parents, children)
tasks.append(task)
else:
if len(parents) > 0:
for child in children:
task = (2, parents, child)
tasks.append(task)
else:
parents = [parent_sets[children] for children in component]
task = (3, parents, component)
tasks.append(task)
with Parallel(n_jobs=n_jobs, backend='threading') as parallel:
local_structures = parallel(delayed(discrete_exact_with_constraints_task)(
X, weights, key_count, include_edges, exclude_edges, pseudocount,
penalty, max_parents, task, low_memory, n_jobs) for task in tasks)
structure = [[] for i in range(X.shape[1])]
for local_structure in local_structures:
for i in range(X.shape[1]):
structure[i] += list(local_structure[i])
return tuple(tuple(node) for node in structure)
def discrete_exact_with_constraints_task(X, weights, key_count, include_edges,
exclude_edges, pseudocount, penalty, max_parents, task, low_memory, n_jobs):
"""This is a wrapper for the function to be parallelized by joblib.
This function takes in a single task as an id and a set of parents and
children and calls the appropriate function. This is mostly a wrapper for
joblib to parallelize.
Parameters
----------
X : numpy.ndarray, shape=(n, d)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : numpy.ndarray, shape=(n,)
The weight of each sample as a positive double. Default is None.
key_count : numpy.ndarray, shape=(d,)
The number of unique keys in each column.
include_edges : list or None
A set of (parent, child) tuples where each tuple is an edge that
must exist in the found structure.
exclude_edges : list or None
A set of (parent, child) tuples where each tuple is an edge that
cannot exist in the found structure.
pseudocount : double
A pseudocount to add to each possibility.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
max_parents : int
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
task : tuple
A 3-tuple containing the id, the set of parents and the set of children
to learn a component of the Bayesian network over. The cases represent
a SCC of the following:
0 - Self loop and no parents
1 - Self loop and parents
2 - Parents and no self loop
3 - Multiple nodes
low_memory : bool or None, optional
Whether to use a low-memory version of the search algorithm. This
option only affects algorithm="greedy" and algorithm="exact".
Although the low-memory version of both the greedy and exact
algorithms will use less memory, it will also significantly slow
down the exact algorithm. However, setting this to True will also
significantly speed up the greedy algorithm. Setting this value to
None will enable it when algorithm="greedy" and disable it otherwise.
Default is None.
n_jobs : int
The number of threads to use when learning the structure of the
network. This parallelizes the creation of the parent graphs
for each task or the finding of best parents in case 2.
Returns
-------
structure : tuple, shape=(d,)
The parents for each variable in this SCC
"""
d = X.shape[1]
structure = [() for i in range(d)]
case, parents, children = task
if case == 0:
parents = list(parents)
include_edges = [(parents.index(parent), parents.index(child)) for
parent, child in include_edges if parent in parents and
child in parents]
exclude_edges = [(parents.index(parent), parents.index(child)) for
parent, child in exclude_edges if parent in parents and
child in parents]
local_structure = discrete_exact_a_star(X[:,parents].copy(),
weights, key_count[list(parents)], include_edges=include_edges,
exclude_edges=exclude_edges, pseudocount=pseudocount,
penalty=penalty, max_parents=max_parents, low_memory=low_memory,
n_jobs=n_jobs)
for i, parent in enumerate(parents):
structure[parent] = tuple([parents[k] for k in local_structure[i]])
elif case == 1:
structure = discrete_exact_slap(X, weights, task,
key_count, include_edges=include_edges, exclude_edges=exclude_edges,
pseudocount=pseudocount, penalty=penalty, max_parents=max_parents,
n_jobs=n_jobs)
elif case == 2:
exclude_parents = set([parent for parent, child in exclude_edges if child == children])
parents = tuple(parent for parent in parents if parent not in exclude_parents)
logp, local_structure = discrete_find_best_parents(X, weights,
key_count, pseudocount, penalty, max_parents, parents, children)
structure[children] = local_structure
elif case == 3:
structure = discrete_exact_component(X, weights,
task, key_count, include_edges=include_edges,
exclude_edges=exclude_edges, pseudocount=pseudocount,
max_parents=max_parents, penalty=penalty, n_jobs=n_jobs)
return tuple(structure)
def discrete_exact_slap(X, weights, task, key_count, include_edges, exclude_edges,
pseudocount, penalty, max_parents, n_jobs):
"""
Find the optimal graph in a node with a Self Loop And Parents (SLAP).
Instead of just performing exact BNSL over the set of all parents and
removing the offending edges there are efficiencies that can be gained
by considering the structure. In particular, parents not coming from the
main node do not need to be considered in the order graph but simply
added to each entry after creation of the order graph. This is because
those variables occur earlier in the topological ordering but it doesn't
matter how they occur otherwise. Parent graphs must be defined over all
variables however.
Parameters
----------
X : numpy.ndarray, shape=(n, d)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : numpy.ndarray, shape=(n,)
The weight of each sample as a positive double. Default is None.
key_count : numpy.ndarray, shape=(d,)
The number of unique keys in each column.
include_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that must exist in the found structure.
exclude_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that cannot exist in the found structure.
pseudocount : double
A pseudocount to add to each possibility.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
max_parents : int
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
n_jobs : int
The number of threads to use when learning the structure of the
network. This parallelizes the creation of the parent graphs.
Returns
-------
structure : tuple, shape=(d,)
The parents for each variable in this SCC
"""
cdef tuple parents = task[1], children = task[2]
cdef tuple outside_parents = tuple(i for i in parents if i not in children)
cdef int i, n = X.shape[0], d = X.shape[1]
cdef list parent_graphs = [None for i in range(max(parents)+1)]
graphs = Parallel(n_jobs=n_jobs, backend='threading')(
delayed(generate_parent_graph)(X, weights, key_count, i, include_edges,
exclude_edges, pseudocount, penalty, max_parents) for i in children)
for i, child in enumerate(children):
parent_graphs[child] = graphs[i]
order_graph = nx.DiGraph()
for i in range(d+1):
for subset in it.combinations(children, i):
subset_and_outside = tuple(sorted(tuple(set(subset + outside_parents))))
order_graph.add_node(subset_and_outside)
for variable in subset:
parent = tuple(v for v in subset if v != variable)
parent += outside_parents
parent = tuple(sorted(tuple(set(parent))))
structure, weight = parent_graphs[variable][parent]
weight = -weight if weight < 0 else 0
order_graph.add_edge(parent, subset_and_outside, weight=weight,
structure=structure)
path = nx.shortest_path(order_graph, source=outside_parents, target=parents,
weight='weight')
score, structure = 0, list(() for i in range(d))
for u, v in zip(path[:-1], path[1:]):
idx = list(set(v) - set(u))[0]
parents = order_graph.get_edge_data(u, v)['structure']
structure[idx] = parents
score -= order_graph.get_edge_data(u, v)['weight']
return tuple(structure)
def discrete_exact_component(X, weights, task, key_count, include_edges,
exclude_edges, pseudocount, penalty, max_parents, n_jobs):
"""Find the optimal graph over a multi-node component of the constaint graph.
The general algorithm in this case is to begin with each variable and add
all possible single children for that entry recursively until completion.
This will result in a far sparser order graph than before. In addition, one
can eliminate entries from the parent graphs that contain invalid parents
as they are a fast of computational time.
Parameters
----------
X : numpy.ndarray, shape=(n, d)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : numpy.ndarray, shape=(n,)
The weight of each sample as a positive double. Default is None.
include_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that must exist in the found structure.
exclude_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that cannot exist in the found structure.
key_count : numpy.ndarray, shape=(d,)
The number of unique keys in each column.
pseudocount : double
A pseudocount to add to each possibility.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
max_parents : int
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
n_jobs : int
The number of threads to use when learning the structure of the
network. This parallelizes the creation of the parent graphs.
Returns
-------
structure : tuple, shape=(d,)
The parents for each variable in this SCC
"""
cdef int i, n = X.shape[0], d = X.shape[1]
variable_set = set()
for parents in task[1]:
variable_set = variable_set.union(parents)
for children in task[2]:
variable_set = variable_set.union(children)
parent_sets = {variable: () for variable in variable_set}
child_sets = {variable: () for variable in variable_set}
for parents, children in zip(task[1], task[2]):
for child in children:
parent_sets[child] += parents
for parent in parents:
child_sets[parent] += children
graphs = Parallel(n_jobs=n_jobs, backend='threading')(
delayed(generate_parent_graph)(X, weights, key_count, child,
include_edges, exclude_edges, pseudocount, penalty, max_parents,
parents) for child, parents in parent_sets.items())
parent_graphs = [None for i in range(d)]
for (child, _), graph in zip(parent_sets.items(), graphs):
parent_graphs[child] = graph
last_layer = []
last_layer_children = []
order_graph = nx.DiGraph()
order_graph.add_node(())
for variable in variable_set:
order_graph.add_node((variable,))
structure, weight = parent_graphs[variable][()]
weight = -weight if weight < 0 else 0
order_graph.add_edge((), (variable,), weight=weight, structure=structure)
last_layer.append((variable,))
last_layer_children.append(set(child_sets[variable]))
layer = []
layer_children = []
seen_entries = {(variable,): 1 for variable in variable_set}
for i in range(len(variable_set)-1):
for parent_entry, child_set in zip(last_layer, last_layer_children):
for child in child_set:
parent_set = parent_sets[child]
entry = tuple(sorted(parent_entry + (child,)))
filtered_entry = tuple(variable for variable in parent_entry if variable in parent_set)
structure, weight = parent_graphs[child][filtered_entry]
weight = -weight if weight < 0 else 0
order_graph.add_edge(parent_entry, entry, weight=round(weight, 4), structure=structure)
new_child_set = child_set - set([child])
for grandchild in child_sets[child]:
if grandchild not in entry:
new_child_set.add(grandchild)
if entry not in seen_entries:
seen_entries[entry] = 1
layer.append(entry)
layer_children.append(new_child_set)
last_layer = layer
last_layer_children = layer_children
layer = []
layer_children = []
path = nx.shortest_path(order_graph, source=(), target=tuple(sorted(variable_set)),
weight='weight')
score, structure = 0, list(() for i in range(d))
for u, v in zip(path[:-1], path[1:]):
idx = list(set(v) - set(u))[0]
parents = order_graph.get_edge_data(u, v)['structure']
structure[idx] = parents
score -= order_graph.get_edge_data(u, v)['weight']
return tuple(structure)
def generate_parent_graph(numpy.ndarray X_ndarray,
numpy.ndarray weights_ndarray, numpy.ndarray key_count_ndarray,
int i, list include_edges, list exclude_edges, double pseudocount,
double penalty, int max_parents, tuple parent_set=()):
"""
Generate a parent graph for a single variable over its parents.
This will generate the parent graph for a single parents given the data.
A parent graph is the dynamically generated best parent set and respective
score for each combination of parent variables. For example, if we are
generating a parent graph for x1 over x2, x3, and x4, we may calculate that
having x2 as a parent is better than x2,x3 and so store the value
of x2 in the node for x2,x3.
Parameters
----------
X : numpy.ndarray, shape=(n, d)
The data to fit the structure too, where each row is a sample and
each column corresponds to the associated variable.
weights : numpy.ndarray, shape=(n,)
The weight of each sample as a positive double. Default is None.
key_count : numpy.ndarray, shape=(d,)
The number of unique keys in each column.
i : int
The column index to build the parent graph for.
include_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that must exist in the found structure.
exclude_edges : list or None
A list of (parent, child) tuples where each tuple corresponds to an
edge that cannot exist in the found structure.
pseudocount : double
A pseudocount to add to each possibility.
penalty : float or None, optional
The weighting of the model complexity term in the objective function.
Increasing this value will encourage sparsity whereas setting the value
to 0 will result in an unregularized structure. Default is
log2(|D|) / 2 where |D| is the sum of the weights of the data.
max_parents : int
The maximum number of parents a node can have. If used, this means
using the k-learn procedure. Can drastically speed up algorithms.
If -1, no max on parents. Default is -1.
parent_set : tuple, default ()
The variables which are possible parents for this variable. If nothing
is passed in then it defaults to all other variables, as one would
expect in the naive case. This allows for cases where we want to build
a parent graph over only a subset of the variables.
Returns
-------
structure : tuple, shape=(d,)
The parents for each variable in this SCC
"""
cdef int j, k, variable, l
cdef int n = X_ndarray.shape[0], d = X_ndarray.shape[1]
cdef float* X = <float*> X_ndarray.data
cdef int* key_count = <int*> key_count_ndarray.data
cdef int* m = <int*> malloc((d+2)*sizeof(int))
cdef int* parents = <int*> malloc(d*sizeof(int))
cdef double* weights = <double*> weights_ndarray.data
cdef dict parent_graph = {}
cdef double best_score, score
include_parents = set([parent for parent, child in include_edges if child == i])
exclude_parents = set([parent for parent, child in exclude_edges if child == i])
if parent_set == ():
parent_set = tuple(set(range(d)) - set([i]))
cdef int n_parents = len(parent_set)
m[0] = 1
for j in range(n_parents+1):
for subset in it.combinations(parent_set, j):
subset_ = set(subset)
best_structure = ()
best_score = NEGINF
if j <= max(max_parents, len(include_parents)):
for parent in include_parents:
if parent not in subset_:
break
else:
for k, variable in enumerate(subset):
if variable in exclude_parents:
break
m[k+1] = m[k] * key_count_ndarray[variable]
parents[k] = variable
else:
best_structure = subset
parents[j] = i
m[j+1] = m[j] * key_count[i]
m[j+2] = m[j] * (key_count[i] - 1)
with nogil:
best_score = discrete_score_node(X, weights, m,
parents, n, j+1, d, pseudocount, penalty)
for k, variable in enumerate(subset):
parent_subset = tuple(l for l in subset if l != variable)
structure, score = parent_graph[parent_subset]
if score > best_score:
best_score = score
best_structure = structure
parent_graph[subset] = (best_structure, best_score)
free(m)
free(parents)
return parent_graph
cdef discrete_find_best_parents(numpy.ndarray X_ndarray,
numpy.ndarray weights_ndarray, numpy.ndarray key_count_ndarray,
double pseudocount, double penalty, int max_parents, tuple parent_set,
int i):
cdef int j, k
cdef int n = X_ndarray.shape[0], l = X_ndarray.shape[1]
cdef float* X = <float*> X_ndarray.data
cdef int* key_count = <int*> key_count_ndarray.data
cdef int* m = <int*> malloc((l+2)*sizeof(int))
cdef int* combs = <int*> malloc(l*sizeof(int))
cdef double* weights = <double*> weights_ndarray.data
cdef double best_score = NEGINF, score
cdef tuple best_parents, parents
m[0] = 1
for k in range(min(max_parents, len(parent_set))+1):
for parents in it.combinations(parent_set, k):
for j in range(k):
combs[j] = parents[j]
m[j+1] = m[j] * key_count[combs[j]]
combs[k] = i
m[k+1] = m[k] * key_count[i]
m[k+2] = m[k] * (key_count[i] - 1)
with nogil:
score = discrete_score_node(X, weights, m, combs, n, k+1, l,
pseudocount, penalty)
if score > best_score:
best_score = score
best_parents = parents
free(m)
free(combs)
return best_score, best_parents
cdef double discrete_score_node(float* X, double* weights, int* m, int* parents,
int n, int d, int l, double pseudocount, double penalty) nogil:
cdef int i, j, k, idx
cdef double w_sum = 0
cdef double logp = 0
cdef double count, marginal_count
cdef double* counts = <double*> calloc(m[d], sizeof(double))
cdef double* marginal_counts = <double*> calloc(m[d-1], sizeof(double))
cdef float* row
for i in range(n):
idx = 0
row = X+i*l
for j in range(d-1):
k = parents[j]
if isnan(row[k]):
break
idx += <int> row[k] * m[j]
else:
k = parents[d-1]
if isnan(row[k]):
continue
marginal_counts[idx] += weights[i]
idx += <int> row[k] * m[d-1]
counts[idx] += weights[i]
for i in range(m[d]):
w_sum += counts[i]
count = pseudocount + counts[i]
marginal_count = pseudocount * (m[d] / m[d-1]) + marginal_counts[i%m[d-1]]
if count > 0:
logp += count * _log2(count / marginal_count)
if w_sum > 1:
if penalty == -1:
logp -= _log2(w_sum) / 2 * m[d+1]
else:
logp -= penalty * m[d+1]
else:
logp = NEGINF
free(counts)
free(marginal_counts)
return logp