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/* Copyright (c) 2008-2022 the MRtrix3 contributors.
*
* This Source Code Form is subject to the terms of the Mozilla Public
* License, v. 2.0. If a copy of the MPL was not distributed with this
* file, You can obtain one at http://mozilla.org/MPL/2.0/.
*
* Covered Software is provided under this License on an "as is"
* basis, without warranty of any kind, either expressed, implied, or
* statutory, including, without limitation, warranties that the
* Covered Software is free of defects, merchantable, fit for a
* particular purpose or non-infringing.
* See the Mozilla Public License v. 2.0 for more details.
*
* For more details, see http://www.mrtrix.org/.
*/
#include "math/stats/shuffle.h"
#include <algorithm>
#include <random>
#include "math/factorial.h"
#include "math/math.h"
namespace MR
{
namespace Math
{
namespace Stats
{
const char* error_types[] = { "ee", "ise", "both", nullptr };
App::OptionGroup shuffle_options (const bool include_nonstationarity, const default_type default_skew)
{
using namespace App;
OptionGroup result = OptionGroup ("Options relating to shuffling of data for nonparametric statistical inference")
+ Option ("notest", "don't perform statistical inference; only output population statistics (effect size, stdev etc)")
+ Option ("errors", "specify nature of errors for shuffling; options are: " + join(error_types, ",") + " (default: ee)")
+ Argument ("spec").type_choice (error_types)
+ Option ("exchange_within", "specify blocks of observations within each of which data may undergo restricted exchange")
+ Argument ("file").type_file_in()
+ Option ("exchange_whole", "specify blocks of observations that may be exchanged with one another "
"(for independent and symmetric errors, sign-flipping will occur block-wise)")
+ Argument ("file").type_file_in()
+ Option ("strong", "use strong familywise error control across multiple hypotheses")
+ Option ("nshuffles", "the number of shuffles (default: " + str(DEFAULT_NUMBER_SHUFFLES) + ")")
+ Argument ("number").type_integer (1)
+ Option ("permutations", "manually define the permutations (relabelling). The input should be a text file defining a m x n matrix, "
"where each relabelling is defined as a column vector of size m, and the number of columns, n, defines "
"the number of permutations. Can be generated with the palm_quickperms function in PALM (http://fsl.fmrib.ox.ac.uk/fsl/fslwiki/PALM). "
"Overrides the -nshuffles option.")
+ Argument ("file").type_file_in();
if (include_nonstationarity) {
result
+ Option ("nonstationarity", "perform non-stationarity correction")
+ Option ("skew_nonstationarity", "specify the skew parameter for empirical statistic calculation (default for this command is " + str(default_skew) + ")")
+ Argument ("value").type_float (0.0)
+ Option ("nshuffles_nonstationarity", "the number of shuffles to use when precomputing the empirical statistic image for non-stationarity correction (default: " + str(DEFAULT_NUMBER_SHUFFLES_NONSTATIONARITY) + ")")
+ Argument ("number").type_integer (1)
+ Option ("permutations_nonstationarity", "manually define the permutations (relabelling) for computing the emprical statistics for non-stationarity correction. "
"The input should be a text file defining a m x n matrix, where each relabelling is defined as a column vector of size m, "
"and the number of columns, n, defines the number of permutations. Can be generated with the palm_quickperms function in PALM "
"(http://fsl.fmrib.ox.ac.uk/fsl/fslwiki/PALM) "
"Overrides the -nshuffles_nonstationarity option.")
+ Argument ("file").type_file_in();
}
return result;
}
Shuffler::Shuffler (const size_t num_rows, const bool is_nonstationarity, const std::string msg) :
rows (num_rows),
nshuffles (is_nonstationarity ? DEFAULT_NUMBER_SHUFFLES_NONSTATIONARITY : DEFAULT_NUMBER_SHUFFLES),
counter (0)
{
using namespace App;
auto opt = get_options ("errors");
error_t error_types = error_t::EE;
if (opt.size()) {
switch (int(opt[0][0])) {
case 0: error_types = error_t::EE; break;
case 1: error_types = error_t::ISE; break;
case 2: error_types = error_t::BOTH; break;
}
}
bool nshuffles_explicit = false;
opt = get_options (is_nonstationarity ? "nshuffles_nonstationarity" : "nshuffles");
if (opt.size()) {
nshuffles = opt[0][0];
nshuffles_explicit = true;
}
opt = get_options (is_nonstationarity ? "permutations_nonstationarity" : "permutations");
if (opt.size()) {
if (error_types == error_t::EE || error_types == error_t::BOTH) {
load_permutations (opt[0][0]);
if (permutations[0].size() != rows)
throw Exception ("Number of entries per shuffle in file \"" + std::string (opt[0][0]) + "\" does not match number of rows in design matrix (" + str(rows) + ")");
if (nshuffles_explicit && nshuffles != permutations.size())
throw Exception ("Number of shuffles explicitly requested (" + str(nshuffles) + ") does not match number of shuffles in file \"" + std::string (opt[0][0]) + "\" (" + str(permutations.size()) + ")");
nshuffles = permutations.size();
} else {
throw Exception ("Cannot manually provide permutations if errors are not exchangeable");
}
}
opt = get_options ("exchange_within");
index_array_type eb_within;
if (opt.size()) {
try {
eb_within = load_blocks (std::string (opt[0][0]), false);
} catch (Exception& e) {
throw Exception (e, "Unable to read file \"" + std::string(opt[0][0]) + "\" as within-block exchangeability");
}
}
opt = get_options ("exchange_whole");
index_array_type eb_whole;
if (opt.size()) {
if (eb_within.size())
throw Exception ("Cannot specify both \"within\" and \"whole\" exchangeability block data");
try {
eb_whole = load_blocks (std::string (opt[0][0]), true);
} catch (Exception& e) {
throw Exception (e, "Unable to read file \"" + std::string(opt[0][0]) + "\" as whole-block exchangeability");
}
}
initialise (error_types, nshuffles_explicit, is_nonstationarity, eb_within, eb_whole);
if (msg.size())
progress.reset (new ProgressBar (msg, nshuffles));
}
Shuffler::Shuffler (const size_t num_rows,
const size_t num_shuffles,
const error_t error_types,
const bool is_nonstationarity,
const std::string msg) :
Shuffler (num_rows, num_shuffles, error_types, is_nonstationarity, index_array_type(), index_array_type(), msg) { }
Shuffler::Shuffler (const size_t num_rows,
const size_t num_shuffles,
const error_t error_types,
const bool is_nonstationarity,
const index_array_type& eb_within,
const index_array_type& eb_whole,
const std::string msg) :
rows (num_rows),
nshuffles (num_shuffles)
{
initialise (error_types, true, is_nonstationarity, eb_within, eb_whole);
if (msg.size())
progress.reset (new ProgressBar (msg, nshuffles));
}
bool Shuffler::operator() (Shuffle& output)
{
output.index = counter;
if (counter >= nshuffles) {
if (progress)
progress.reset (nullptr);
output.data.resize (0, 0);
return false;
}
// TESTME Think I need to adjust the signflips application based on the permutations
if (permutations.size()) {
output.data = matrix_type::Zero (rows, rows);
for (size_t i = 0; i != rows; ++i)
output.data (i, permutations[counter][i]) = 1.0;
} else {
output.data = matrix_type::Identity (rows, rows);
}
if (signflips.size()) {
for (size_t r = 0; r != rows; ++r) {
if (signflips[counter][r]) {
for (size_t c = 0; c != rows; ++c) {
if (output.data (r, c))
output.data (r, c) *= -1.0;
}
}
}
}
++counter;
if (progress)
++(*progress);
return true;
}
void Shuffler::reset()
{
counter = 0;
progress.reset();
}
void Shuffler::initialise (const error_t error_types,
const bool nshuffles_explicit,
const bool is_nonstationarity,
const index_array_type& eb_within,
const index_array_type& eb_whole)
{
assert (!(eb_within.size() && eb_whole.size()));
if (eb_within.size()) {
assert (size_t(eb_within.size()) == rows);
assert (!eb_within.minCoeff());
}
if (eb_whole.size()) {
assert (size_t(eb_whole.size()) == rows);
assert (!eb_whole.minCoeff());
}
const bool ee = (error_types == error_t::EE || error_types == error_t::BOTH);
const bool ise = (error_types == error_t::ISE || error_types == error_t::BOTH);
size_t max_num_permutations;
if (eb_within.size()) {
vector<size_t> counts (eb_within.maxCoeff()+1, 0);
for (ssize_t i = 0; i != eb_within.size(); ++i)
counts[eb_within[i]]++;
max_num_permutations = 1;
for (const auto& b : counts) {
const size_t old_value = max_num_permutations;
const size_t max_permutations_within_block = factorial (b);
max_num_permutations *= factorial (b);
if (max_num_permutations / max_permutations_within_block != old_value) {
max_num_permutations = std::numeric_limits<size_t>::max();
break;
}
}
} else if (eb_whole.size()) {
max_num_permutations = factorial (eb_whole.maxCoeff()+1);
} else {
max_num_permutations = factorial (rows);
}
auto safe2pow = [] (const size_t i) { return (i >= 8*sizeof(size_t)) ? (std::numeric_limits<size_t>::max()) : ((size_t(1) << i)); };
const size_t max_num_signflips = eb_whole.size() ?
safe2pow (eb_whole.maxCoeff()+1) :
safe2pow (rows);
size_t max_shuffles;
if (ee) {
if (ise) {
max_shuffles = max_num_permutations * max_num_signflips;
if (max_shuffles / max_num_signflips != max_num_permutations)
max_shuffles = std::numeric_limits<size_t>::max();
} else {
max_shuffles = max_num_permutations;
}
} else {
max_shuffles = max_num_signflips;
}
if (max_shuffles < nshuffles) {
if (nshuffles_explicit) {
WARN ("User requested " + str(nshuffles) + " shuffles for " +
(is_nonstationarity ? "non-stationarity correction" : "null distribution generation") +
", but only " + str(max_shuffles) + " unique shuffles can be generated; "
"this will restrict the minimum achievable p-value to " + str(1.0/max_shuffles));
} else {
WARN ("Only " + str(max_shuffles) + " unique shuffles can be generated, which is less than the default number of " +
str(nshuffles) + " for " + (is_nonstationarity ? "non-stationarity correction" : "null distribution generation"));
}
nshuffles = max_shuffles;
}
// Need special handling of cases where both ee and ise are used
// - If forced to use all shuffles, need to:
// - Generate all permutations, but duplicate each according to the number of signflips
// - Generate all signflips, but duplicate each according to the number of permutations
// - Interleave one of the two of them, so that every combination of paired permutation-signflip is unique
// - If using a fixed number of shuffles:
// - If fixed number is less than the maximum number of permutations, generate that number randomly
// - If fixed number is equal to the maximum number of permutations, generate the full set
// - If fixed number is greater than the maximum number of permutations, generate that number randomly,
// while disabling detection of duplicates
// - Repeat the three steps above for signflips
if (ee && !permutations.size()) {
if (ise) {
if (nshuffles == max_shuffles) {
generate_all_permutations (rows, eb_within, eb_whole);
assert (permutations.size() == max_num_permutations);
vector<PermuteLabels> duplicated_permutations;
duplicated_permutations.reserve (max_shuffles);
for (const auto& p : permutations) {
for (size_t i = 0; i != max_num_signflips; ++i)
duplicated_permutations.push_back (p);
}
std::swap (permutations, duplicated_permutations);
assert (permutations.size() == max_shuffles);
} else if (nshuffles == max_num_permutations) {
generate_all_permutations (rows, eb_within, eb_whole);
assert (permutations.size() == max_num_permutations);
} else {
// - Only include the default shuffling if this is the actual permutation testing;
// if we're doing nonstationarity correction, don't include the default
// - Permit duplicates (specifically of permutations only) if an adequate number cannot be generated
generate_random_permutations (nshuffles, rows, eb_within, eb_whole, !is_nonstationarity, nshuffles > max_num_permutations);
}
} else if (nshuffles < max_shuffles) {
generate_random_permutations (nshuffles, rows, eb_within, eb_whole, !is_nonstationarity, false);
} else {
generate_all_permutations (rows, eb_within, eb_whole);
assert (permutations.size() == max_shuffles);
}
}
if (ise) {
if (ee) {
if (nshuffles == max_shuffles) {
generate_all_signflips (rows, eb_whole);
assert (signflips.size() == max_num_signflips);
vector<BitSet> duplicated_signflips;
duplicated_signflips.reserve (max_shuffles);
for (size_t i = 0; i != max_num_permutations; ++i)
duplicated_signflips.insert (duplicated_signflips.end(), signflips.begin(), signflips.end());
std::swap (signflips, duplicated_signflips);
assert (signflips.size() == max_shuffles);
} else if (nshuffles == max_num_signflips) {
generate_all_signflips (rows, eb_whole);
assert (signflips.size() == max_num_signflips);
} else {
generate_random_signflips (nshuffles, rows, eb_whole, !is_nonstationarity, nshuffles > max_num_signflips);
}
} else if (nshuffles < max_shuffles) {
generate_random_signflips (nshuffles, rows, eb_whole, !is_nonstationarity, false);
} else {
generate_all_signflips (rows, eb_whole);
assert (signflips.size() == max_shuffles);
}
}
nshuffles = std::min (nshuffles, max_shuffles);
}
index_array_type Shuffler::load_blocks (const std::string& filename, const bool equal_sizes)
{
index_array_type data = load_vector<size_t> (filename).array();
if (size_t(data.size()) != rows)
throw Exception ("Number of entries in file \"" + filename + "\" (" + str(data.size()) + ") does not match number of inputs (" + str(rows) + ")");
const size_t min_coeff = data.minCoeff();
size_t max_coeff = data.maxCoeff();
if (min_coeff > 1)
throw Exception ("Minimum index in file \"" + filename + "\" must be either 0 or 1");
if (min_coeff) {
data.array() -= 1;
max_coeff--;
}
vector<size_t> counts (max_coeff+1, 0);
for (size_t i = 0; i != size_t(data.size()); ++i)
counts[data[i]]++;
for (size_t i = 0; i <= max_coeff; ++i) {
if (counts[i] < 2)
throw Exception ("Sequential indices in file \"" + filename + "\" must contain at least two entries each");
}
if (equal_sizes) {
for (size_t i = 1; i <= max_coeff; ++i) {
if (counts[i] != counts[0])
throw Exception ("Indices in file \"" + filename + "\" do not contain the same number of elements each");
}
}
return data;
}
bool Shuffler::is_duplicate (const PermuteLabels& v1, const PermuteLabels& v2) const
{
assert (v1.size() == v2.size());
for (size_t i = 0; i < v1.size(); i++) {
if (v1[i] != v2[i])
return false;
}
return true;
}
bool Shuffler::is_duplicate (const PermuteLabels& perm) const
{
for (const auto& p : permutations) {
if (is_duplicate (perm, p))
return true;
}
return false;
}
void Shuffler::generate_random_permutations (const size_t num_perms,
const size_t num_rows,
const index_array_type& eb_within,
const index_array_type& eb_whole,
const bool include_default,
const bool permit_duplicates)
{
permutations.clear();
permutations.reserve (num_perms);
PermuteLabels default_labelling (num_rows);
for (size_t i = 0; i < num_rows; ++i)
default_labelling[i] = i;
size_t p = 0;
if (include_default) {
permutations.push_back (default_labelling);
++p;
}
// Unrestricted exchangeability
if (!eb_within.size() && !eb_whole.size()) {
for (; p != num_perms; ++p) {
PermuteLabels permuted_labelling (default_labelling);
do {
std::random_shuffle (permuted_labelling.begin(), permuted_labelling.end());
} while (!permit_duplicates && is_duplicate (permuted_labelling));
permutations.push_back (permuted_labelling);
}
return;
}
vector<vector<size_t>> blocks;
// Within-block exchangeability
if (eb_within.size()) {
blocks = indices2blocks (eb_within);
PermuteLabels permuted_labelling (default_labelling);
for (; p != num_perms; ++p) {
do {
permuted_labelling = default_labelling;
// Random permutation within each block independently
for (size_t ib = 0; ib != blocks.size(); ++ib) {
vector<size_t> permuted_block (blocks[ib]);
std::random_shuffle (permuted_block.begin(), permuted_block.end());
for (size_t i = 0; i != permuted_block.size(); ++i)
permuted_labelling[blocks[ib][i]] = permuted_block[i];
}
} while (!permit_duplicates && is_duplicate (permuted_labelling));
permutations.push_back (permuted_labelling);
}
return;
}
// Whole-block exchangeability
blocks = indices2blocks (eb_whole);
const size_t num_blocks = blocks.size();
assert (!(num_rows % num_blocks));
const size_t block_size = num_rows / num_blocks;
PermuteLabels default_blocks (num_blocks);
for (size_t i = 0; i != num_blocks; ++i)
default_blocks[i] = i;
PermuteLabels permuted_labelling (default_labelling);
for (; p != num_perms; ++p) {
do {
// Randomly order a list corresponding to the block indices, and then
// generate the full permutation label listing accordingly
PermuteLabels permuted_blocks (default_blocks);
std::random_shuffle (permuted_blocks.begin(), permuted_blocks.end());
for (size_t ib = 0; ib != num_blocks; ++ib) {
for (size_t i = 0; i != block_size; ++i)
permuted_labelling[blocks[ib][i]] = blocks[permuted_blocks[ib]][i];
}
} while (!permit_duplicates && is_duplicate (permuted_labelling));
permutations.push_back (permuted_labelling);
}
}
void Shuffler::generate_all_permutations (const size_t num_rows,
const index_array_type& eb_within,
const index_array_type& eb_whole)
{
permutations.clear();
// Unrestricted exchangeability
if (!eb_within.size() && !eb_whole.size()) {
permutations.reserve (factorial (num_rows));
PermuteLabels temp (num_rows);
for (size_t i = 0; i < num_rows; ++i)
temp[i] = i;
permutations.push_back (temp);
while (std::next_permutation (temp.begin(), temp.end()))
permutations.push_back (temp);
return;
}
vector<vector<size_t>> original;
// Within-block exchangeability
if (eb_within.size()) {
original = indices2blocks (eb_within);
auto write = [&] (const vector<vector<size_t>>& data)
{
PermuteLabels temp (num_rows);
for (size_t block = 0; block != data.size(); ++block) {
for (size_t i = 0; i != data[block].size(); ++i)
temp[original[block][i]] = data[block][i];
}
permutations.push_back (std::move (temp));
};
vector<vector<size_t>> blocks (original);
write (blocks);
do {
size_t ib = 0;
// Go to the next valid permutation within the first block;
// if there are no more permutations left, the data within that block becomes
// re-sorted (i.e. the first within-block permutation), and we get the
// next permutation of the next block; if there's also no more permutations
// within that block, go to the next block, and so on.
while (!std::next_permutation (blocks[ib].begin(), blocks[ib].end())) {
if (++ib == blocks.size())
return;
}
write (blocks);
} while (true);
}
// Whole-block exchangeability
original = indices2blocks (eb_whole);
const size_t num_blocks = original.size();
PermuteLabels indices (num_blocks);
for (size_t i = 0; i != num_blocks; ++i)
indices[i] = i;
auto write = [&] (const PermuteLabels& data)
{
PermuteLabels temp (num_rows);
for (size_t ib = 0; ib != original.size(); ++ib) {
for (size_t i = 0; i != original[ib].size(); ++i)
temp[original[ib][i]] = original[data[ib]][i];
}
permutations.push_back (std::move (temp));
};
// All possible permutations of blocks;
// preserving data within each block is handled within write()
write (indices);
while (std::next_permutation (indices.begin(), indices.end()))
write (indices);
}
void Shuffler::load_permutations (const std::string& filename)
{
vector<vector<size_t> > temp = load_matrix_2D_vector<size_t> (filename);
if (!temp.size())
throw Exception ("no data found in permutations file: " + str(filename));
const size_t min_value = *std::min_element (std::begin (temp[0]), std::end (temp[0]));
if (min_value > 1)
throw Exception ("indices for relabelling in permutations file must start from either 0 or 1");
// TODO Support transposed permutations
permutations.assign (temp[0].size(), PermuteLabels (temp.size()));
for (size_t i = 0; i != temp[0].size(); i++) {
for (size_t j = 0; j != temp.size(); j++)
permutations[i][j] = temp[j][i] - min_value;
}
}
bool Shuffler::is_duplicate (const BitSet& sign) const
{
for (const auto& s : signflips) {
if (sign == s)
return true;
}
return false;
}
void Shuffler::generate_random_signflips (const size_t num_signflips,
const size_t num_rows,
const index_array_type& block_indices,
const bool include_default,
const bool permit_duplicates)
{
signflips.clear();
signflips.reserve (num_signflips);
size_t s = 0;
if (include_default) {
BitSet default_labelling (num_rows, false);
signflips.push_back (default_labelling);
++s;
}
std::random_device rd;
std::mt19937 generator (rd());
std::uniform_int_distribution<> distribution (0, 1);
BitSet rows_to_flip (num_rows);
// Whole-block sign-flipping
if (block_indices.size()) {
const auto blocks = indices2blocks (block_indices);
for (; s != num_signflips; ++s) {
do {
for (size_t ib = 0; ib != blocks.size(); ++ib) {
const bool value = distribution (generator);
for (const auto i : blocks[ib])
rows_to_flip[i] = value;
}
} while (!permit_duplicates && is_duplicate (rows_to_flip));
signflips.push_back (rows_to_flip);
}
return;
}
// Unrestricted sign-flipping
for (; s != num_signflips; ++s) {
do {
// TODO Should be a faster mechanism for generating / storing random bits
for (size_t ir = 0; ir != num_rows; ++ir)
rows_to_flip[ir] = distribution (generator);
} while (!permit_duplicates && is_duplicate (rows_to_flip));
signflips.push_back (rows_to_flip);
}
}
void Shuffler::generate_all_signflips (const size_t num_rows,
const index_array_type& block_indices)
{
signflips.clear();
// Whole-block sign-flipping
if (block_indices.size()) {
const auto blocks = indices2blocks (block_indices);
auto write = [&] (const BitSet& data)
{
BitSet temp (num_rows);
for (size_t ib = 0; ib != blocks.size(); ++ib) {
if (data[ib]) {
for (const auto i : blocks[ib])
temp[i] = true;
}
}
signflips.push_back (std::move (temp));
};
BitSet temp (blocks.size());
write (temp);
do {
ssize_t ib = 0;
while (temp[ib]) {
if (size_t(++ib) == blocks.size())
return;
}
temp[ib] = true;
for (--ib; ib >= 0; --ib)
temp[ib] = false;
write (temp);
} while (true);
}
// Unrestricted sign-flipping
signflips.reserve (size_t(1) << num_rows);
BitSet temp (num_rows, false);
signflips.push_back (temp);
while (!temp.full()) {
size_t last_zero_index;
for (last_zero_index = num_rows - 1; temp[last_zero_index]; --last_zero_index);
temp[last_zero_index] = true;
for (size_t indices_zeroed = last_zero_index + 1; indices_zeroed != num_rows; ++indices_zeroed)
temp[indices_zeroed] = false;
signflips.push_back (temp);
}
}
vector<vector<size_t>> Shuffler::indices2blocks (const index_array_type& indices) const
{
const size_t num_blocks = indices.maxCoeff()+1;
vector<vector<size_t>> result;
result.resize (num_blocks);
for (ssize_t i = 0; i != indices.size(); ++i)
result[indices[i]].push_back (i);
return result;
}
}
}
}
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