import time import main as mn import numpy as np import logging import scipy.special as ssp from itertools import product logging.basicConfig(format='%(asctime)s - %(levelname)s - %(message)s', level=logging.INFO) def g(m): assert (m > 0).all() return np.log(1 - np.exp(-m)) def h(m): return -m def ll(x, s, theta): """ x : infected s : susceptible """ res = 0 for t in range(1, x.shape[0]): w = np.dot(x[t-1], theta) res += g(w)[x[t]].sum() + h(w)[~x[t] & s[t]].sum() return res def sample(params): mu, v = params size = mu.shape return np.clip(np.random.beta(mu, v, size=size), 1e-3, 1e5) def ll_full(params, x, s, nsamples=50): return np.mean([ll(x, s, sample(params)) for _ in xrange(nsamples)]) def kl(params1, params0): mu0, sig0 = params0 mu1, sig1 = params1 return (ssp.betaln(mu0, sig0) - ssp.betaln(mu1, sig1) + (mu0 - mu1) * ssp.psi(mu0) + (sig0 - sig1) * ssp.psi(sig0) + (mu1 - mu0 + sig1 - sig0) * ssp.psi(mu0 + sig0)).sum() def aux(var, res, i, j, f, eps): var[i,j] += eps res[i,j] += f(var) var[i,j] -= 2 * eps res[i,j] -= f(var) res[i,j] /= 2 * eps var[i, j] += eps def grad_ll_full(params, x, s, nsamples=50, eps=1e-5): mu, v = params n, m = mu.shape mugrad = np.empty((n,m)) vgrad = np.empty((n,m)) for (i, j) in product(xrange(n), xrange(m)): aux(mu, mugrad, i, j, lambda t: ll_full((t, v), x, s, nsamples), eps) aux(v, vgrad, i, j, lambda t: ll_full((mu, t), x, s, nsamples), eps) return mugrad, vgrad def grad_kl(params1, params0, eps=1e-5): mu0, sig0 = params0 mu1, sig1 = params1 n, m = mu0.shape mugrad = np.empty((n,m)) vgrad = np.empty((n,m)) for (i, j) in product(xrange(n), xrange(m)): aux(mu1, mugrad, i, j, lambda t: kl((t, sig1), params0), eps) aux(sig1, vgrad, i, j, lambda t: kl((mu1, t), params0), eps) return mugrad, vgrad def sgd(mu1, sig1, mu0, sig0, cascades, n_e=100, lr=lambda t: 1e-1, n_print=10): g_mu1, g_sig1 = grad_kl((mu1, sig1), (mu0, sig0)) for t in xrange(n_e): lrt = lr(t) # learning rate mu1 = np.clip(mu1 + lrt * g_mu1, 1e-3, 1e5) sig1 = np.clip(sig1 + lrt * g_sig1, 1e-3, 1e5) for step, (x, s) in enumerate(zip(*cascades)): g_mu1, g_sig1 = grad_ll_full((mu1, sig1), x, s) mu1 = np.clip(mu1 + lrt * g_mu1, 1e-3, 1e5) sig1 = np.clip(sig1 + lrt * g_sig1, 1e-3, 1e5) res = np.sum(ll_full((mu1, sig1), x, s) for x, s in zip(*cascades))\ + kl((mu1, sig1), (mu0, sig0)) #if step % n_print == 0: logging.info("Epoch:{}\tStep:{}\tLB:{}\t".format(t, step, res)) print mu1 print sig1 if __name__ == '__main__': graph = np.array([[0, 0, 1], [0, 0, 0.5], [0, 0, 0]]) #graph = np.random.binomial(2, p=.2, size=(4, 4)) p = 0.5 graph = np.log(1. / (1 - p * graph)) print(graph) cascades = mn.build_cascade_list(mn.simulate_cascades(100, graph)) mu0, sig0 = (1. + .2 * np.random.normal(size=graph.shape), 1 + .2 * np.random.normal(size=graph.shape)) mu1, sig1 = (1. + .2 * np.random.normal(size=graph.shape), 1 + .2 * np.random.normal(size=graph.shape)) sgd(mu1, sig1, mu0, sig0, cascades, n_e=30, n_print=1)