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Fixed a sampling bug. Made sampling not reach the maximum recursion d…
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…epth. Updated notebooks
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tomsch420 committed Mar 22, 2024
1 parent a67aeb5 commit 449e5f1
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Showing 14 changed files with 65,024 additions and 66,359 deletions.
2,128 changes: 736 additions & 1,392 deletions examples/joint_probability_trees.ipynb

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40,252 changes: 20,096 additions & 20,156 deletions examples/nyga_distribution.ipynb

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72,628 changes: 36,087 additions & 36,541 deletions examples/probability_theory.ipynb

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176 changes: 29 additions & 147 deletions examples/template_modelling.ipynb

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16,044 changes: 8,022 additions & 8,022 deletions examples/truncated_gaussians.ipynb

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7 changes: 2 additions & 5 deletions src/probabilistic_model/bayesian_network/distributions.py
Original file line number Diff line number Diff line change
Expand Up @@ -94,12 +94,9 @@ def forward_pass(self, event: ComplexEvent):
# calculate the probability of said state
parent_state_probability = self.parent.forward_message.likelihood(parent_state)

event_for_parent = ComplexEvent([Event({self.parent.variable: parent_state})])
# construct the conditional distribution
# conditional, current_probability = (self.conditional_probability_distributions[parent_state]
# ._conditional(event))

conditional, current_probability = self.conditional_probability_distributions[parent_state].conditional(event_for_parent)
conditional, current_probability = (self.conditional_probability_distributions[parent_state]
._conditional(event))

# if the conditional is None, skip
if conditional is None:
Expand Down
8 changes: 4 additions & 4 deletions src/probabilistic_model/distributions/distributions.py
Original file line number Diff line number Diff line change
Expand Up @@ -453,8 +453,8 @@ def __init__(self, variable: Continuous, location: float, density_cap: float = f
self.density_cap = density_cap

@property
def domain(self) -> Event:
return Event({self.variable: portion.singleton(self.location)})
def domain(self) -> ComplexEvent:
return ComplexEvent([Event({self.variable: portion.singleton(self.location)})])

def _pdf(self, value: float) -> float:
if value == self.location:
Expand All @@ -474,8 +474,8 @@ def _probability(self, event: EncodedEvent) -> float:
else:
return 0

def _mode(self):
return ComplexEvent([self.domain.encode()]), self.density_cap
def _mode(self) -> Tuple[ComplexEvent, float]:
return self.domain.encode(), self.density_cap

def sample(self, amount: int) -> List[List[float]]:
return [[self.location] for _ in range(amount)]
Expand Down
34 changes: 22 additions & 12 deletions src/probabilistic_model/distributions/gaussian.py
Original file line number Diff line number Diff line change
Expand Up @@ -330,11 +330,13 @@ def robert_rejection_sample(self, amount: int) -> np.ndarray:

# enforce an upper bound if it is infinite
if standard_distribution.interval.upper >= float("inf"):
standard_distribution.interval = standard_distribution.interval.replace(upper=10)
standard_distribution.interval = (standard_distribution.interval.
replace(upper=standard_distribution.interval.lower + 10))

# enforce a lower bound if it is infinite
if standard_distribution.interval.lower <= -float("inf"):
standard_distribution.interval = standard_distribution.interval.replace(lower=-10)
standard_distribution.interval = (standard_distribution.interval.
replace(lower=standard_distribution.interval.upper - 10))

# sample from double truncated standard normal instead
samples = standard_distribution.robert_rejection_sample_from_standard_normal_with_double_truncation(amount)
Expand All @@ -348,13 +350,28 @@ def robert_rejection_sample(self, amount: int) -> np.ndarray:
def robert_rejection_sample_from_standard_normal_with_double_truncation(self, amount: int) -> np.ndarray:
"""
Use robert rejection sampling to sample from the truncated standard normal distribution.
Resamples as long as the amount of samples is not reached.
:param amount: The amount of samples to generate
:return: The samples
"""
assert self.scale == 1 and self.mean == 0
# sample from uniform distribution over this distribution's interval
accepted_samples = np.array([])
while len(accepted_samples) < amount:
accepted_samples = np.append(
accepted_samples,
self.robert_rejection_sample_from_standard_normal_with_double_truncation_helper(amount - len(accepted_samples)))
return accepted_samples

def robert_rejection_sample_from_standard_normal_with_double_truncation_helper(self, amount: int) -> np.ndarray:
"""
Use robert rejection sampling to sample from the truncated standard normal distribution.
:param amount: The maximum number of samples to generate. The actual number of samples can be lower due to
rejection sampling.
:return: The samples
"""
uniform_samples = np.random.uniform(self.interval.lower, self.interval.upper, amount)

# if the mean in the interval
Expand All @@ -371,18 +388,11 @@ def robert_rejection_sample_from_standard_normal_with_double_truncation(self, am
else:
raise ValueError("This should never happen")

# generate standard uniform samples
different_uniform_samples = np.random.uniform(0, 1, amount)
# generate standard uniform samples as acceptance probabilities
acceptance_probabilities = np.random.uniform(0, 1, amount)

# accept samples that are below the limiting function
accepted_samples = uniform_samples[different_uniform_samples <= limiting_function]

# if any got rejected
if len(accepted_samples) < amount:
# resample the rejected samples
accepted_samples = np.concatenate(
[accepted_samples, self.robert_rejection_sample(amount - len(accepted_samples))])

accepted_samples = uniform_samples[acceptance_probabilities <= limiting_function]
return accepted_samples

def sample(self, amount: int) -> List[List[float]]:
Expand Down
Original file line number Diff line number Diff line change
@@ -1,11 +1,9 @@
from __future__ import annotations

import itertools
import random
from typing import Tuple, Iterable, TYPE_CHECKING

import networkx as nx
import numpy as np
import portion
from random_events.events import EncodedEvent, VariableMap, Event, ComplexEvent
from random_events.variables import Variable, Symbolic, Continuous
Expand Down Expand Up @@ -195,7 +193,6 @@ def filter_variable_map_by_self(self, variable_map: VariableMap):
return variable_map.__class__(
{variable: value for variable, value in variable_map.items() if variable in variables})

# @cache_inference_result
def _conditional(self, event: ComplexEvent) -> Tuple[Optional[Self], float]:

# skip trivial case
Expand Down Expand Up @@ -882,6 +879,7 @@ def merge_modes_if_one_dimensional(self, modes: List[EncodedEvent]) -> List[Enco

@cache_inference_result
def _mode(self) -> Tuple[ComplexEvent, float]:

modes = []
likelihoods = []

Expand All @@ -893,7 +891,6 @@ def _mode(self) -> Tuple[ComplexEvent, float]:

# get the most likely result
maximum_likelihood = max(likelihoods)

mode_events = []

# gather all results that are maximum likely
Expand Down Expand Up @@ -979,6 +976,14 @@ def _probability(self, event: EncodedEvent) -> float:
def is_deterministic(self) -> bool:
return True

def is_decomposable(self):
for index, subcircuit in enumerate(self.subcircuits):
variables = subcircuit.variables
for subcircuit_ in self.subcircuits[index+1:]:
if len(set(subcircuit_.variables).intersection(set(variables))) > 0:
return False
return True

@cache_inference_result
def _mode(self) -> Tuple[ComplexEvent, float]:

Expand All @@ -987,8 +992,10 @@ def _mode(self) -> Tuple[ComplexEvent, float]:

# gather all modes from the children
for subcircuit in self.subcircuits[1:]:

subcircuit_mode, subcircuit_likelihood = subcircuit._mode()
mode = mode & subcircuit_mode

likelihood *= subcircuit_likelihood

return mode, likelihood
Expand Down Expand Up @@ -1097,27 +1104,6 @@ def __copy__(self):
result.probabilistic_circuit.add_edge(result, copied_subcircuit)
return result

def is_decomposable(self) -> bool:
"""
Check if only this product unit is decomposable.
A product mode is decomposable iff all children have disjoint scopes.
:return: if this product unit is decomposable
"""
# for every child pair
for subcircuits_a, subcircuits_b in itertools.combinations(self.subcircuits, 2):

# form the intersection of the scopes
scope_intersection = set(subcircuits_a.variables) & set(subcircuits_b.variables)

# if this not empty, the product unit is not decomposable
if len(scope_intersection) > 0:
return False

# if every pairwise intersection is empty, the product unit is decomposable
return True

@cache_inference_result
def simplify(self) -> Self:

Expand Down Expand Up @@ -1234,7 +1220,6 @@ def marginal(self, variables: Iterable[Variable]) -> Optional[Self]:
root.reset_result_of_current_query()
return result.probabilistic_circuit

# @graph_inference_caching_wrapper
def sample(self, amount: int) -> Iterable:
return self.root.sample(amount)

Expand Down
Empty file.
22 changes: 1 addition & 21 deletions test/test_bayesian_network/test_bayesian_network.py
Original file line number Diff line number Diff line change
Expand Up @@ -77,16 +77,6 @@ def test_likelihood(self):
likelihood = self.model.likelihood(event)
self.assertEqual(likelihood, 0.3 * 0.3)

def test_probability(self):
event = Event({self.x: [1], self.y: [0, 1]})
probability = self.model.probability(event)
self.assertEqual(probability, self.bf_distribution.probability(event))

def test_probability_empty_x(self):
event = Event({self.y: [1]})
probability = self.model.probability(event)
self.assertEqual(probability, self.bf_distribution.probability(event))

def test_as_probabilistic_circuit(self):
circuit = self.model.as_probabilistic_circuit()
for event in itertools.product(self.x.domain, self.y.domain):
Expand Down Expand Up @@ -141,11 +131,6 @@ def test_likelihood(self):
for event in itertools.product(*[variable.domain for variable in self.model.variables]):
self.assertEqual(self.model.likelihood(event), self.bf_distribution.likelihood(event))

def test_probability(self):
event = Event({self.x: [1], self.y: [0, 1], self.z: [0]})
probability = self.model.probability(event)
self.assertEqual(probability, self.bf_distribution.probability(event))

def test_as_probabilistic_circuit(self):
circuit = self.model.as_probabilistic_circuit().simplify()
self.assertLess(len(circuit.weighted_edges), math.prod([len(v.domain) for v in circuit.variables]))
Expand Down Expand Up @@ -193,16 +178,11 @@ def test_likelihood(self):
likelihood = self.bayesian_network.likelihood(event)
self.assertEqual(likelihood, 0.3 * 0.5 * 1 / 3)

def test_probability(self):
event = Event({self.x: [0, 1], self.y: portion.closed(1.5, 2)})
probability = self.bayesian_network.probability(event)
self.assertEqual(probability, 0.3 * 0.25)

def test_as_probabilistic_circuit(self):
circuit = self.bayesian_network.as_probabilistic_circuit().simplify()
self.assertEqual(circuit.probability(Event()), 1.)
event = Event({self.x: [0, 1], self.y: portion.closed(1.5, 2)})
self.assertAlmostEqual(self.bayesian_network.probability(event), circuit.probability(event))
self.assertAlmostEqual(0.075, circuit.probability(event))


class BayesianNetworkWrongOrderTestCase(unittest.TestCase):
Expand Down
7 changes: 1 addition & 6 deletions test/test_bayesian_network/test_distributions.py
Original file line number Diff line number Diff line change
Expand Up @@ -141,18 +141,13 @@ def test_forward_pass(self):
self.assertEqual(self.p_x.forward_probability, 1)
self.assertEqual(self.p_yzx.forward_probability, 1)

def test_probability(self):
event = Event({self.x: 0, self.y: portion.closed(0, 0.5)})
probability = self.bayesian_network.probability(event)
self.assertEqual(probability, 0.7 * 0.5)

def test_joint_distribution_with_parent(self):
event = self.bayesian_network.preprocess_event(Event())
self.bayesian_network.forward_pass(event)

joint_distribution = self.p_yzx.joint_distribution_with_parent()
event = Event({self.x: 0, self.y: portion.closed(0, 0.5)})
self.assertEqual(joint_distribution.probability(event), self.bayesian_network.probability(event))
self.assertEqual(joint_distribution.probability(event),0.35)


if __name__ == '__main__':
Expand Down
5 changes: 5 additions & 0 deletions test/test_distributions/test_gaussian.py
Original file line number Diff line number Diff line change
Expand Up @@ -326,6 +326,11 @@ def test_with_zero_in_bound(self):
expectation = model.expectation(model.variables)[model.variable]
self.assertAlmostEqual(mean, expectation, delta=0.1)

def test_with_far_right_interval(self):
model = TruncatedGaussianDistribution(self.x, portion.closed(11, float("inf")), 0, 1)
samples = model.sample(1000)
self.assertEqual(len(samples), 1000)


if __name__ == '__main__':
unittest.main()
35 changes: 8 additions & 27 deletions test/test_jpt/test_jpt.py
Original file line number Diff line number Diff line change
Expand Up @@ -121,21 +121,6 @@ def setUp(self):
self.real, self.integer, self.symbol = infer_variables_from_dataframe(self.data, scale_continuous_types=False)
self.model = JPT([self.real, self.integer, self.symbol])

@unittest.skip("Scaled variables are kinda buggy.")
def test_preprocess_data(self):
preprocessed_data = self.model.preprocess_data(self.data)
mean = preprocessed_data[:, 1].mean()
std = preprocessed_data[:, 1].std(ddof=1)
self.assertEqual(self.real.mean, mean)
self.assertEqual(self.real.std, std)

# assert that this does not throw exceptions
for variable, column in zip(self.model.variables, preprocessed_data.T):
if isinstance(variable, random_events.variables.Discrete):
variable.decode_many(column.astype(int))
else:
variable.decode_many(column)

def test_construct_impurity(self):
impurity = self.model.construct_impurity()
self.assertIsInstance(impurity, Impurity)
Expand Down Expand Up @@ -291,7 +276,7 @@ def setUpClass(cls):

variables = infer_variables_from_dataframe(cls.data, scale_continuous_types=False)

cls.model = JPT(variables, min_samples_leaf=0.1)
cls.model = JPT(variables, min_samples_leaf=0.4)
cls.model.fit(cls.data)

def test_serialization(self):
Expand Down Expand Up @@ -344,6 +329,10 @@ def test_marginal_conditional_chain(self):
x, y = self.model.variables[:2]
conditional, probability = model.conditional(Event({x: portion.closed(0, 10)}))

def test_mode(self):
mode, likelihood = self.model.mode()
self.assertGreater(len(mode.events), 0)


class MNISTTestCase(unittest.TestCase):
model: JPT
Expand Down Expand Up @@ -525,21 +514,13 @@ class MaxProblemTestCase(unittest.TestCase):
model: ProbabilisticCircuit
relative_x: Continuous
relative_y: Continuous
event: ComplexEvent

@classmethod
def setUpClass(cls):
with open(os.path.join(os.path.expanduser("~"), "Documents", "move_and_pick_up.pm"), "r") as file:
with open(os.path.join(os.path.expanduser("~"), "Documents", "boob_cancer_jpt.json"), "r") as file:
loaded_json = json.load(file)
cls.model = ProbabilisticCircuit.from_json(loaded_json)

with open(os.path.join(os.path.expanduser("~"), "Documents", "complex.event"), "r") as file:
loaded_json = json.load(file)
cls.event = ComplexEvent.from_json(loaded_json)
cls.relative_x = [var for var in cls.model.variables if var.name == "relative_x"][0]
cls.relative_y = [var for var in cls.model.variables if var.name == "relative_y"][0]

def test_inference(self):
p_xy = self.model.marginal([self.relative_x, self.relative_y])
conditional, probability = self.model.conditional(self.event)
print(conditional)
mode, _ = self.model.mode()
print(mode.events)

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