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var_elim_data.pyx
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from libcpp.vector cimport vector
from libcpp.algorithm cimport copy
from libcpp.memory cimport shared_ptr, weak_ptr, make_shared
from data_type cimport data as datat
from cython.operator cimport dereference as deref, preincrement as inc
cimport numpy as np
import numpy as np
from libcpp cimport bool
from cython.parallel import prange
from sklearn.model_selection import KFold
#import var_elim
cdef extern from "variable_elimination_data.h":
cdef cppclass Factor_data:
Factor_data() except +
Factor_data(vector[int] variables, vector[int] num_categories, unsigned data_size) except +
Factor_data(const Factor_data &fd) except +
void set_params_evidence(vector[double] parameters, vector[shared_ptr[vector[vector[int]]]] &indicators, vector[int] num_categories) nogil
vector[int] variables
double* prob # Array with the probabilities
unsigned num_conf;
unsigned data_size;
vector[double] mul_vectors(vector[vector[double]] vectors_in)
vector[double] sum_vectors(vector[vector[double]] vectors_in)
void mul_arrays(double* array_in, double* array1, double* array2, unsigned len)
vector[shared_ptr[vector[vector[int]]]] generate_indicators(int* data, int nrows, int ncols, vector[int] num_categories)
vector[shared_ptr[vector[vector[int]]]] generate_indicators(int* data, int nrows, int ncols, vector[int] num_categories, vector[int] variables)
void example_dlib()
cdef cppclass Factor_Node_data:
Factor_Node_data() except +
Factor_Node_data(vector[int] &variables, vector[int] &num_categories, int id) except +
Factor_Node_data(const Factor_Node_data& fnode) except +
Factor_Node_data(shared_ptr[Factor_data] factor, int id) except +
Factor_Node_data(int id) except +
shared_ptr[Factor_data] factor
shared_ptr[Factor_data] joint_factor
vector[weak_ptr[Factor_Node_data]] children
weak_ptr[Factor_Node_data] parent
int id
cdef cppclass Factor_Tree_data:
Factor_Tree_data() except +
# Factor_Tree_data(const Factor_Tree_data& ft) except + #Very weird import error
Factor_Tree_data(vector[int] parents_inner, vector[int] parents_leave, vector[vector[int]] vec_variables_leave, vector[int] num_categories) except +
void sum_compute_tree(vector[vector[double]] ¶meters, vector[shared_ptr[vector[vector[int]]]] &indicators);
void sum_compute_query(vector[bool] &variables, vector[vector[double]] ¶meters, vector[shared_ptr[vector[vector[int]]]] &indicators)
vector[double] se_data(vector[int] &cluster_int, vector[vector[double]] ¶meters, vector[shared_ptr[vector[vector[int]]]] &indicators)
vector[double] se_data_parallel(vector[int] &cluster_int, vector[vector[double]] ¶meters, vector[vector[shared_ptr[vector[vector[int]]]]] &indicators_vector)
vector[double] em(vector[shared_ptr[vector[vector[int]]]] &indicators, int num_it, double alpha)
vector[double] em_parallel(vector[vector[shared_ptr[vector[vector[int]]]]] &indicators_vector, int num_it, double alpha)
double learn_params_se(vector[double] &se, double alpha, unsigned xi)
void learn_params(const int* data, int nrows, int ncols, double alpha, unsigned xi)
void learn_params(const int* data, int nrows, int ncols, double alpha)
double log_likelihood(vector[shared_ptr[vector[vector[int]]]] &indicators)
double log_likelihood_parallel(vector[vector[shared_ptr[vector[vector[int]]]]] &indicators_vector)
vector[shared_ptr[Factor_Node_data]] inner_nodes, leave_nodes
shared_ptr[Factor_Node_data] root
vector[int] num_categories;
unsigned data_size;
vector[vector[double]] parameters
vector[vector[int]] variables
cdef class Indicators:
cdef vector[shared_ptr[vector[vector[int]]]] cvalues
def __cinit__(self, datat data, variables = None):
cdef vector[int] num_categories, variables_v
for cl in data.classes:
num_categories.push_back(len(cl))
if variables is not None:
for xi in variables:
variables_v.push_back(xi)
self.cvalues = generate_indicators(data.dat_c, data.nrows, data.ncols, num_categories, variables_v)
else:
self.cvalues = generate_indicators(data.dat_c, data.nrows, data.ncols, num_categories)
def print_indicators(self):
for col in range(self.cvalues.size()):
col_values = deref(self.cvalues[col])
for cat in range(col_values.size()):
cat_values = col_values[cat]
print 'indicators variable ', col, ', category: ', cat
val_str = "["
for row in range(cat_values.size()):
val_str = val_str + str(cat_values[row])
if row < (cat_values.size()-1):
val_str = val_str + ", "
val_str = val_str + "]"
print val_str
print
# Selects the subset of indicators that corresponds to variables
def subset_indicators(self, list variables):
cdef Indicators ind2 = Indicators()
for i in variables:
ind2.cvalues.push_back(self.cvalues[i])
return ind2
cdef class Indicators_vector:
cdef vector[vector[shared_ptr[vector[vector[int]]]]] ind_vector
def __cinit__(self, object df, list classes, int num_folds, variables = None):
cdef Indicators ind
kf = KFold(n_splits=num_folds)
for _, fold_idx in kf.split(df):
df2 = df.iloc[fold_idx,:]
dt2 = datat(df2, classes = classes)
ind = Indicators(dt2, variables)
self.ind_vector.push_back(ind.cvalues)
# Selects the subset of indicators that corresponds to variables
def subset_indicators(self, list variables):
cdef Indicators ind2 = Indicators()
cdef Indicators_vector indv2 = Indicators_vector()
for j in self.ind_vector.size():
ind2.cvalues.clear()
for i in variables:
ind2.cvalues.push_back(self.ind_vector[j][i])
indv2.ind_vector.push_back(ind2.cvalues)
return indv2
cdef class PyFactor_data:
cdef Factor_data c_factor_data
def __cinit__(self,list variables, list num_categories, int ninst):
cdef vector[int] variables_c
cdef vector[int] num_categories_c
for v in variables:
variables_c.push_back(v)
for c in num_categories:
num_categories_c.push_back(c)
if ninst == 0:
self.c_factor_data = Factor_data()
else:
self.c_factor_data = Factor_data(variables_c, num_categories_c, ninst)
def set_params_evidence(self,list parameters, Indicators ind, list num_categories):
cdef vector[double] parameters_c
cdef vector[int] num_categories_c
cdef int c
for p in parameters:
parameters_c.push_back(p)
for c in num_categories:
num_categories_c.push_back(c)
self.c_factor_data.set_params_evidence(parameters_c, ind.cvalues, num_categories_c)
def test_params_evidence(self,list parameters, Indicators ind, int reps, list num_categories):
from time import time
cdef vector[double] parameters_c
cdef Factor_data fd = self.c_factor_data
cdef vector[shared_ptr[vector[vector[int]]]] cvalues = ind.cvalues
cdef vector[int] num_categories_c
cdef int i, c
for c in num_categories:
num_categories_c.push_back(c)
for p in parameters:
parameters_c.push_back(p)
ta = time()
# for i in prange(0,reps, nogil=True, num_threads=8):
for i in range(reps):
fd.set_params_evidence(parameters_c, cvalues, num_categories_c)
tb = time()
print "time: ", tb - ta
def print_factor(self, data_size, nconf):
cdef double* prob = self.c_factor_data.prob
for row in range(data_size):
print 'Probs for instance ', row
val_str = "["
for col in range(nconf):
val_str = val_str + str(prob[col* data_size+row])
if col < (nconf-1):
val_str = val_str + ", "
val_str = val_str + "]"
print val_str
print
cdef class PyFactorTree_data:
cdef Factor_Tree_data c_factor_tree_data
def __cinit__(self,list parents_inner, list parents_leave, list vec_variables_leave, list num_categories):
cdef vector[int] parents_inner_c
cdef vector[int] parents_leave_c
cdef vector[vector[int]] vec_variables_leave_c
cdef vector[int] num_categories_c
cdef int p, i, v, c
cdef list v_l
for p in parents_inner:
parents_inner_c.push_back(p)
for p in parents_leave:
parents_leave_c.push_back(p)
vec_variables_leave_c.resize(len(vec_variables_leave))
for i, v_l in enumerate(vec_variables_leave):
for v in v_l:
vec_variables_leave_c[i].push_back(v)
for c in num_categories:
num_categories_c.push_back(c)
self.c_factor_tree_data = Factor_Tree_data(parents_inner_c, parents_leave, vec_variables_leave_c, num_categories_c)
def sum_compute_tree(self, object pyft, Indicators ind):
from time import time
cdef vector[vector[double]] parameters
cdef vector[double] p_v
cdef int i,n
cdef object pyf
cdef list param
ta = time()
n = pyft.num_nodes()
for i in range(n):
pyf = pyft.get_factor(n + i)
param = pyf.get_prob()
p_v.clear()
for pi in param:
p_v.push_back(pi)
parameters.push_back(p_v)
tb = time()
self.c_factor_tree_data.sum_compute_tree(parameters, ind.cvalues)
tc = time()
print 'init: ', tb-ta,', sum_compute: ', tc-tb
def get_factor(self, int id):
cdef PyFactor_data factor
cdef Factor_Node_data node
if id == -1:
node= deref(self.c_factor_tree_data.root)
elif id < self.c_factor_tree_data.inner_nodes.size() and id >= 0:
node = deref(self.c_factor_tree_data.inner_nodes[id])
elif id < 2*self.c_factor_tree_data.inner_nodes.size() and id >= 0:
node = deref(self.c_factor_tree_data.leave_nodes[id-self.c_factor_tree_data.inner_nodes.size()])
else:
raise IndexError('id out of bounds')
factor = PyFactor_data([],[],0)
factor.c_factor_data = deref(node.factor)
# factor.c_factor_data = deref(node.factor)
return factor
def se_data(self, list cluster, Indicators ind):
cdef vector[int] cluster_v
cdef int c
cdef list
cdef vector[double] se
cdef vector[double].iterator it_prob
# cdef list l_prob = []
l_prob = []
for c in cluster:
cluster_v.push_back(c)
se = self.c_factor_tree_data.se_data(cluster_v,self.c_factor_tree_data.parameters, ind.cvalues)
it_prob = se.begin()
while it_prob != se.end():
l_prob.append(deref(it_prob))
inc(it_prob)
return l_prob
def se_data_parallel(self, list cluster, Indicators_vector ind):
cdef vector[int] cluster_v
cdef int c
cdef list
cdef vector[double] se
cdef vector[double].iterator it_prob
# cdef list l_prob = []
l_prob = []
for c in cluster:
cluster_v.push_back(c)
se = self.c_factor_tree_data.se_data_parallel(cluster_v,self.c_factor_tree_data.parameters, ind.ind_vector)
it_prob = se.begin()
while it_prob != se.end():
l_prob.append(deref(it_prob))
inc(it_prob)
return l_prob
# Compute num_it steps of EM
def em(self, Indicators ind, int num_it, double alpha):
cdef vector[double] ll_v
cdef list ll_l
cdef int i
ll_v = self.c_factor_tree_data.em(ind.cvalues, num_it, alpha)
ll_l = []
for i in range(ll_v.size()):
ll_l.append(ll_v[i])
return ll_v
def em_parallel(self, Indicators_vector ind, int num_it, double alpha):
cdef vector[double] ll_v
cdef list ll_l
cdef int i
ll_v = self.c_factor_tree_data.em_parallel(ind.ind_vector, num_it, alpha)
ll_l = []
for i in range(ll_v.size()):
ll_l.append(ll_v[i])
return ll_v
def get_parameters(self):
cdef vector[double] p_v
cdef int i,j, num_nds
cdef list param_list, param_xi
num_nds = self.c_factor_tree_data.parameters.size()
param_list = []
for i in range(num_nds):
p_v = self.c_factor_tree_data.parameters[i]
param_xi = []
for j in range(p_v.size()):
param_xi.append(p_v[j])
param_list.append(param_xi)
return param_list
def set_parameters(self, list nodes, list params):
cdef vector[vector[double]] param_all
cdef vector[double] param_vector
for node_i, pari in zip(nodes,params):
param_vector.clear()
for parij in pari:
param_vector.push_back(parij)
param_all.push_back(param_vector)
self.c_factor_tree_data.parameters = param_all
def learn_parameters(self, datat data, double alpha = 0.0):
self.c_factor_tree_data.learn_params(data.dat_c, data.nrows, data.ncols, alpha)
def learn_parameters_vars(self, datat data, list variables, double alpha = 0.0):
for xi in variables:
self.c_factor_tree_data.learn_params(data.dat_c, data.nrows, data.ncols, alpha, xi)
def log_likelihood(self, Indicators ind):
return self.c_factor_tree_data.log_likelihood(ind.cvalues)
def log_likelihood_parallel(self, Indicators_vector ind):
return self.c_factor_tree_data.log_likelihood_parallel(ind.ind_vector)
def copy_parameters(self, PyFactorTree_data ftd, list nodes):
cdef int xi
for xi in nodes:
self.c_factor_tree_data.parameters[xi] = ftd.c_factor_tree_data.parameters[xi]
def em_parameters(self, int xi, PyFactorTree_data ftd, Indicators ind, int alpha):
cdef vector[int] cluster_v
cdef vector[double] se
#Compute se
cluster_v = self.c_factor_tree_data.variables[xi]
#learn parameters from se
se = ftd.c_factor_tree_data.se_data(cluster_v, ftd.c_factor_tree_data.parameters, ind.cvalues)
return self.c_factor_tree_data.learn_params_se(se, alpha,xi)
def em_parameters_parallel(self, int xi, PyFactorTree_data ftd, Indicators_vector ind, int alpha):
cdef vector[int] cluster_v
cdef vector[double] se
#Compute se
cluster_v = self.c_factor_tree_data.variables[xi]
#learn parameters from se
se = ftd.c_factor_tree_data.se_data_parallel(cluster_v, ftd.c_factor_tree_data.parameters, ind.ind_vector)
return self.c_factor_tree_data.learn_params_se(se, alpha,xi)