max_fit_option.py

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max_fit_option: Python Source Code

# ----------------------------------------------------------------------------
# imports
# ----------------------------------------------------------------------------
import math
import sys
import os
import copy
import time
import csv
import random
import shutil
import dismod_at
from math import exp
#
# import at_cascade with a preference current directory version
current_directory = os.getcwd()
if os.path.isfile( current_directory + '/at_cascade/__init__.py' ) :
    sys.path.insert(0, current_directory)
import at_cascade
# -----------------------------------------------------------------------------
# global variables
# -----------------------------------------------------------------------------
# BEGIN fit_goal_set
fit_goal_set = { 'n3', 'n4', 'n5', 'n6' }
# END fit_goal_set
#
# BEGIN random_seed
random_seed = 0
if random_seed == 0 :
    random_seed = int( time.time() )
random.seed(random_seed)
print('max_fit_option: random_seed = ', random_seed)
# END random_seed
#
# BEGIN max_fit_option
max_fit_option = 10
# END max_fit_option
#
# BEGIN perturb_optimization_scale
perturb_optimization_scale = 0.2
# END perturb_optimization_scale
#
# ----------------------------------------------------------------------------
# functions
# ----------------------------------------------------------------------------
# BEGIN rate_true
def rate_true(rate, a, t, n, c) :
    iota_true = {
        'n3' : 0.04,
        'n4' : 0.05,
        'n5' : 0.06,
        'n6' : 0.07,
    }
    iota_true['n1'] = (iota_true['n3'] + iota_true['n4']) / 2.0
    iota_true['n2'] = (iota_true['n5'] + iota_true['n6']) / 2.0
    iota_true['n0'] = (iota_true['n1'] + iota_true['n2']) / 2.0
    if rate == 'iota' :
        return iota_true[n]
    return 0.0
# END rate_true
# ----------------------------------------------------------------------------
def root_node_db(file_name) :
    #
    # BEGIN iota_mean
    iota_mean      = rate_true('iota', None, None, 'n0', None)
    # END iota_mean
    #
    # prior_table
    prior_table = list()
    prior_table.append(
        # BEGIN parent_value_prior
        {    'name':    'parent_value_prior',
            'density': 'gaussian',
            'lower':   iota_mean / 10.0,
            'upper':   iota_mean * 10.0,
            'mean':    iota_mean,
            'std':     iota_mean,
            'eta':     iota_mean * 1e-3
        }
        # END parent_value_prior
    )
    prior_table.append(
        # BEGIN child_value_prior
        {    'name':    'child_value_prior',
            'density': 'gaussian',
            'mean':    0.0,
            'std':     10.0,
        }
        # END child_value_prior
    )
    #
    # smooth_table
    smooth_table = list()
    #
    # parent_smooth
    fun = lambda a, t : ('parent_value_prior', None, None)
    smooth_table.append({
        'name':       'parent_smooth',
        'age_id':     [0],
        'time_id':    [0],
        'fun':        fun,
    })
    #
    # child_smooth
    fun = lambda a, t : ('child_value_prior', None, None)
    smooth_table.append({
        'name':       'child_smooth',
        'age_id':     [0],
        'time_id':    [0],
        'fun':        fun,
    })
    #
    # node_table
    node_table = [
        { 'name':'n0',        'parent':''   },
        { 'name':'n1',        'parent':'n0' },
        { 'name':'n2',        'parent':'n0' },
        { 'name':'n3',        'parent':'n1' },
        { 'name':'n4',        'parent':'n1' },
        { 'name':'n5',        'parent':'n2' },
        { 'name':'n6',        'parent':'n2' },
    ]
    #
    # rate_table
    rate_table = [ {
        'name':           'iota',
        'parent_smooth':  'parent_smooth',
        'child_smooth':   'child_smooth',
    } ]
    #
    # covariate_table
    covariate_table = list()
    #
    # mulcov_table
    mulcov_table = list()
    #
    # subgroup_table
    subgroup_table = [ {'subgroup': 'world', 'group':'world'} ]
    #
    # integrand_table
    integrand_table = [ {'name':'Sincidence'} ]
    #
    # avgint_table
    avgint_table = list()
    row = {
        'node':         'n0',
        'subgroup':     'world',
        'weight':       '',
        'age_lower':    50.0,
        'age_upper':    50.0,
        'time_lower':   2000.0,
        'time_upper':   2000.0,
        'integrand':    'Sincidence',
    }
    avgint_table.append( copy.copy(row) )
    #
    # data_table
    data_table  = list()
    leaf_set    = { 'n3', 'n4', 'n5', 'n6' }
    for j in range( max_fit_option ) :
        row = {
            'subgroup':     'world',
            'weight':       '',
            'age_lower':    50.0,
            'age_upper':    50.0,
            'time_lower':   2000.0,
            'time_upper':   2000.0,
            'integrand':    'Sincidence',
            'density':      'gaussian',
            'hold_out':     False,
        }
        for node in leaf_set :
                meas_value        = rate_true('iota', None, None, node, None)
                row['node']       = node
                row['meas_value'] = meas_value
                row['meas_std']   = meas_value / 10.0
                data_table.append( copy.copy(row) )
    #
    # age_grid
    age_grid = [ 0.0, 100.0 ]
    #
    # time_grid
    time_grid = [ 2000.0 ]
    #
    # weight table:
    weight_table = list()
    #
    # nslist_table
    nslist_table = dict()
    #
    # option_table
    option_table = [
        { 'name':'parent_node_name',      'value':'n0'},
        { 'name':'rate_case',             'value':'iota_pos_rho_zero'},
        { 'name': 'zero_sum_child_rate',  'value':'iota'},
        { 'name':'quasi_fixed',           'value':'false'},
        { 'name':'max_num_iter_fixed',    'value':'50'},
        { 'name':'tolerance_fixed',       'value':'1e-8'},
        { 'name':'random_seed',           'value':str(random_seed)},
    ]
    # ----------------------------------------------------------------------
    # create database
    dismod_at.create_database(
        file_name,
        age_grid,
        time_grid,
        integrand_table,
        node_table,
        subgroup_table,
        weight_table,
        covariate_table,
        avgint_table,
        data_table,
        prior_table,
        smooth_table,
        nslist_table,
        rate_table,
        mulcov_table,
        option_table
    )
# ----------------------------------------------------------------------------
# main
# ----------------------------------------------------------------------------
def main() :
    # -------------------------------------------------------------------------
    # result_dir
    result_dir = 'build/example'
    at_cascade.empty_directory(result_dir)
    #
    # Create root.db
    root_database       = f'{result_dir}/root.db'
    root_node_db(root_database)
    #
    # Create all_node.db
    all_node_database = f'{result_dir}/all_node.db'
    option_all        = {
        'result_dir'                   : result_dir,
        'root_node_name'               : 'n0',
        'root_database'           : root_database,
        'max_fit'                      : max_fit_option,
        'perturb_optimization_scale'   : perturb_optimization_scale,
    }
    at_cascade.create_all_node_db(
        all_node_database     = all_node_database,
        option_all            = option_all,
    )
    #
    # root_node_dir
    root_node_dir = f'{result_dir}/n0'
    os.mkdir(root_node_dir)
    #
    # avgint_table
    # This also erases the avgint table from root_database
    avgint_table = at_cascade.extract_avgint( root_database )
    #
    # cascade starting at root node
    at_cascade.cascade_root_node(
        all_node_database  = all_node_database ,
        fit_goal_set       = fit_goal_set      ,
    )
    #
    # check leaf node results
    leaf_dir_list = [ 'n0/n1/n3', 'n0/n1/n4', 'n0/n2/n5', 'n0/n2/n6' ]
    for leaf_dir in leaf_dir_list :
        leaf_database = f'{result_dir}/{leaf_dir}/dismod.db'
        at_cascade.check_cascade_node(
            rate_true          = rate_true,
            all_node_database  = all_node_database,
            fit_database       = leaf_database,
            avgint_table       = avgint_table,
            relative_tolerance = 1e-8,
        )
    #
    # check hold outs for all nodes
    for fit_dir in leaf_dir_list + [ 'n0', 'n0/n1', 'n0/n2' ] :
        #
        # data_subset
        fit_database = f'{result_dir}/{fit_dir}/dismod.db'
        connection   = dismod_at.create_connection(
                fit_database, new = False, readonly = True
        )
        data_subset  = dismod_at.get_table_dict(connection, 'data_subset')
        connection.close()
        if fit_dir == 'n0' :
            assert len(data_subset) == 4 * max_fit_option
        elif fit_dir in [ 'n0/n1', 'n0/n2' ] :
            assert len(data_subset) == 2 * max_fit_option
        else :
            assert fit_dir in leaf_dir_list
            assert len(data_subset) == max_fit_option
        #
        # count_hold_out
        count_hold_out = 0
        for row in data_subset :
            assert row['hold_out'] in [ 0, 1]
            count_hold_out += row['hold_out']
        #
        assert len(data_subset) - count_hold_out == max_fit_option
#
if __name__ == '__main__' :
    main()
    print('max_fit_option: OK')