Squared model

1 files changed, 16 insertions, 18 deletions

diff --git a/hawkes_experiments/main.py b/hawkes_experiments/main.py
index 8f30dcf..9ed4205 100644
--- a/hawkes_experiments/main.py
+++ b/hawkes_experiments/main.py
@@ -43,19 +43,18 @@ def approx(x):
 
 def ll(lamb, alpha, mu):
     r1 = sum(log(lamb * (1 + 0.43 * sin(0.0172 * t1 + 4.36))
-                 + sum(alpha / d * mu * exp(-mu * (t1 - t2))
+                 + sum(alpha / d ** 2* mu * exp(-mu * (t1 - t2))
                        for (n2, t2, d) in s))
              for ((n1, t1), s) in event_edges.iteritems())
-    r2 = sum(sum(alpha / d * approx(mu * (nodes[n2][0] - t1))
+    r2 = sum(sum(alpha / d ** 2 * approx(mu * (nodes[n2][0] - t1))
                  for n2, d in edges[n1].iteritems()
                  if nodes[n2][0] > t1)
              for (n1, t1) in iter_events(events))
     r3 = lamb * sum(node[1] for node in nodes.itervalues())
-    print r1, r2, r3
     return -(r1 - r2 - r3)
 
 
-def sa(x, y, z, sigma=0.5, niter=1000, fc=None):
+def sa(x, y, z, sigma=0.5, niter=70, fc=None):
     T = 0.1
     e = 1.1
     if fc:
@@ -82,7 +81,7 @@ def sa(x, y, z, sigma=0.5, niter=1000, fc=None):
     return y, z, fo
 
 
-def optimize_with_sa(x, y, z, niter=10):
+def optimize_with_sa(x, y, z, niter=4):
 
     def f(x):
         return ll(x, y, z)
@@ -108,8 +107,8 @@ def optimize_with_gss(x, y, z, niter=5):
         return ll(x, y, z)
 
     for _ in xrange(niter):
-        y, fc = gss(g, 0, 1e50, tol=1e-10)
-        z, fc = gss(h, 0, 1e50, tol=1e-10)
+        y, fc = gss(g, 0, 1, tol=1e-10)
+        z, fc = gss(h, 0, 1, tol=1e-10)
         x, fc = gss(f, 0, 1e-3, tol=1e-10)
         print x, y, z, fc
         sys.stdout.flush()
@@ -121,7 +120,7 @@ def coarse_search():
         v = map(float, line.strip().split())
         d[tuple(v[:3])] = v[3]
     p = Pool(5)
-    lamb = [20. ** i for i in range(-10, 0)]
+    lamb = [5e-6, 1e-5, 1.5e-5, 2e-5, 2.5e-5]
     alpha = [20. ** i for i in range(-15, 15)]
     mu = [20. ** i for i in range(-15, 15)]
 
@@ -136,16 +135,15 @@ def coarse_search():
 
 
 if __name__ == "__main__":
-    nodes, edges, events, event_edges = load(open("data-dist1.pickle", "rb"))
-    x = 1.25e-5
-    y = 1.2e16
-    z = 1.5e-20
-    sa(x, y, z)
-
-    # with open(sys.argv[1]) as fh:
-    #     l = [map(float, line.strip().split()[:3]) for line in fh]
-    # for e in l:
-    #     optimize_with_gss(*e)
+    nodes, edges, events, event_edges = load(open("data-all.pickle", "rb"))
+    x = 1.875e-5
+    y = 6.1e14
+    z = 3e-20
+    # optimize_with_sa(1.25e-05, 2.048e+13, 9.1552734375e-20)
+    with open(sys.argv[1]) as fh:
+        l = [map(float, line.strip().split()[:3]) for line in fh]
+    for e in l:
+        optimize_with_gss(*e)
 
     # print ll(x, y, z)
     # coarse_search()