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authorThibaut Horel <thibaut.horel@gmail.com>2015-09-14 23:08:02 -0400
committerThibaut Horel <thibaut.horel@gmail.com>2015-09-14 23:08:02 -0400
commitab0b1f3cefedb35327a19ec1b6afd560bfdf802d (patch)
treeb777f3e2c0ac0e712d8c5faab5107b1d236e2c3a /experiments/ml.pyx
parent960676226862d2d68c7a9c04c56d4f8157803025 (diff)
downloadcriminal_cascades-ab0b1f3cefedb35327a19ec1b6afd560bfdf802d.tar.gz
Import supplements and repo reorganization
Diffstat (limited to 'experiments/ml.pyx')
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diff --git a/experiments/ml.pyx b/experiments/ml.pyx
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-# cython: boundscheck=False, cdivision=True
-import numpy as np
-cimport numpy as np
-from libc.math cimport log, exp
-
-DTYPE = np.float64
-ctypedef np.float_t DTYPE_t
-
-cdef DTYPE_t weight_success(int dist, int dt, DTYPE_t alpha, DTYPE_t delta, DTYPE_t lmbda,
- DTYPE_t t_scale, DTYPE_t w1, DTYPE_t w2, DTYPE_t w3):
- """weight for successful infection, exponential time model"""
- cdef DTYPE_t structural, temporal, result
- # structural = delta ** (dist**1)
- structural = delta * lmbda**(dist-1)
- temporal = log(exp(alpha/t_scale)-1.) - alpha*dt/t_scale
- # temporal = 1. / (1. + (dt - 1.)/alpha)**0.01 - 1. / (1. + dt/alpha)**0.01
- result = log(structural) + temporal
- return result
-
-cdef DTYPE_t weight_failure(int dist, int dt, DTYPE_t alpha, DTYPE_t delta, DTYPE_t lmbda,
- DTYPE_t t_scale, DTYPE_t w1, DTYPE_t w2, DTYPE_t w3):
- """weight for failed infection, exponential time model"""
- cdef DTYPE_t structural, temporal, result
- # structural = delta ** (dist**1)
- structural = delta * lmbda**(dist-1)
- temporal = exp(-alpha * dt/t_scale)
- # temporal = 1. - 1. / (1. + dt/alpha)**0.01
- result = log(1. - structural + structural * temporal)
- return result
-
-def ml(dict root_victims, dict victims, dict non_victims,
- DTYPE_t alpha, DTYPE_t delta, DTYPE_t lmbda):
- cdef:
- int n_roots, n_victims, roots, i, dist, dt, t, l, n_days
- DTYPE_t beta, ll, beta_add, max_beta, max_beta_add
- list parents, failures, successes
- n_roots, n_victims = len(root_victims), len(victims)
- n_nodes = 148152
- n_days = 3012
- t_scale = 1.
- cdef:
- np.ndarray[DTYPE_t] probs = np.zeros(n_victims, dtype=DTYPE)
- np.ndarray[DTYPE_t] probs_fail = np.zeros(n_victims, dtype=DTYPE)
- np.ndarray[DTYPE_t] parent_dists = np.zeros(n_victims, dtype=DTYPE)
- np.ndarray[DTYPE_t] parent_dts = np.zeros(n_victims, dtype=DTYPE)
- np.ndarray[DTYPE_t] probs_nv = np.zeros(len(non_victims), dtype=DTYPE)
-
- # loop through victims
- for i, parents in enumerate(victims.itervalues()):
- # for each victim node i, compute the probability that all its parents
- # fail to infect it, also computes the probability that its most
- # likely parent infects it
- failures = [weight_failure(dist, dt, alpha, delta, lmbda, t_scale, w1, w2, w3)
- for (prnt, dist, dt, w1, w2, w3) in parents]
- probs_fail[i] = sum(failures)
- successes = [weight_success(dist, dt, alpha, delta, lmbda, t_scale, w1, w2, w3)
- for (prnt, dist, dt, w1, w2, w3) in parents]
- dists = [dist for (prnt, dist, dt, w1, w2, w3) in parents]
- dts = [dt for (prnt, dist, dt, w1, w2, w3) in parents]
- # find parent that maximizes log(p) - log(\tilde{p})
- probs[i] = float("-inf")
- for l, s in enumerate(successes):
- prob = s - failures[l]
- if prob > probs[i]:
- probs[i] = prob
- parent_dists[i] = dists[l]
- parent_dts[i] = dts[l]
- # probs_fail[i] = failures[l]
-
- # loop through non-victims
- for i, parents in enumerate(non_victims.itervalues()):
- # for each non victim node, compute the probability that all its
- # parents fail to infect it
- failures = [weight_failure(dist, dt, alpha, delta, lmbda, t_scale, w1, w2, w3)
- for (prnt, dist, dt, w1, w2, w3) in parents]
- probs_nv[i] = sum(failures)
-
- # calculate log likelihood
- ll = probs_fail.sum() # add probability that all edges to all victims fail
- ll += probs_nv.sum() # add probability that all edges to non_victims fail
-
- max_beta_add = float('-inf')
- # iterate over all victim nodes to find the optimal threshold
- for beta in np.arange(0.01, 1., 0.01):
- thresh = log(beta/(n_days*(1.-beta)))
- seeds = probs<thresh
- non_seeds = probs>=thresh
- roots = n_roots + sum(seeds)
-
- beta_add = 0.
- # add probability for realized edges and subtract probability these edges fail
- beta_add += (probs[non_seeds]).sum()
- # add probability for the seeds and non-seeds
- beta_add += roots * log(beta/n_days) + (n_nodes-roots) * log(1. - beta)
-
- if beta_add > max_beta_add:
- max_beta = beta
- max_roots = roots
- max_beta_add = beta_add
- pdists = (parent_dists[non_seeds]).mean()
- pdts = (parent_dts[non_seeds]).mean()
- # print 'beta:', max_beta, 'add:', max_beta_add, 'roots:', max_roots
-
- ll += max_beta_add
- roots = max_roots
- beta = max_beta
- print 'dist:', pdists
- print 'dt:', pdts
- return (beta, roots, ll)