Import supplements and repo reorganization

1 files changed, 70 insertions, 0 deletions

diff --git a/hawkes_experiments/refine.py b/hawkes_experiments/refine.py
new file mode 100644
index 0000000..02bbe07
--- /dev/null
+++ b/hawkes_experiments/refine.py
@@ -0,0 +1,70 @@
+from cPickle import load
+from itertools import product
+from math import exp, log, sin
+import sys
+from multiprocessing import Pool
+
+
+def iter_events(events):
+    for n, s in events.iteritems():
+        for t in s:
+            yield (n, t)
+
+
+def inprod(a, b):
+    return tuple(float(x * y) for x, y in zip(a, b))
+
+
+def approx(x):
+    if x > 1e-10:
+        return 1 - exp(-x)
+    else:
+        return 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))
+                       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))
+                 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())
+    return -(r1 - r2 - r3)
+
+
+def get_values():
+    d = {}
+    for line in open(sys.argv[1]):
+        v = map(float, line.strip().split())
+        d[tuple(v[:3])] = v[3]
+    l = d.items()
+    l.sort(key=lambda x: x[1])
+    for line in open("refine.txt"):
+        v = map(float, line.strip().split())
+        d[tuple(v[:3])] = v[3]
+    for a, _ in l[:100]:
+        t = [1. / i for i in range(2, 4)] + [float(i) for i in range(1, 4)]
+        for b in product(t, repeat=3):
+            l, al, m = inprod(a, b)
+            if (l, al, m) in d:
+                continue
+            yield (l, al, m)
+
+
+def refine():
+    p = Pool(5)
+
+    def aux(x):
+        l, a, m = x
+        print l, a, m, ll(l, a, m)
+        sys.stdout.flush()
+
+    p.map(aux, get_values())
+
+
+if __name__ == "__main__":
+    nodes, edges, events, event_edges = load(open("data-all.pickle", "rb"))
+    refine()