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#!python
#cython: boundscheck=False
#cython: cdivision=True
# ConditionalProbabilityTable.pyx
# Contact: Jacob Schreiber <jmschreiber91@gmail.com>
from libc.stdlib cimport calloc
from libc.stdlib cimport free
from libc.stdlib cimport malloc
from libc.string cimport memset
from libc.math cimport exp as cexp
from ..utils cimport _log
from ..utils cimport isnan
#from ..utils cimport choose_one
from ..utils import _check_nan
from ..utils import check_random_state
import itertools as it
import numpy
from .JointProbabilityTable import JointProbabilityTable
cdef class ConditionalProbabilityTable(MultivariateDistribution):
"""
A conditional probability table, which is dependent on values from at
least one previous distribution but up to as many as you want to
encode for.
"""
def __init__(self, table, parents=None, frozen=False):
"""
Take in the distribution represented as a list of lists, where each
inner list represents a row.
"""
self.name = "ConditionalProbabilityTable"
self.m = len(parents) if parents is not None else len(table[0])-2
self.n = len(table)
self.k = len(set(row[-2] for row in table))
self.idxs = <int*> malloc((self.m+1)*sizeof(int))
self.marginal_idxs = <int*> malloc(self.m*sizeof(int))
self.values = <double*> malloc(self.n*sizeof(double))
self.counts = <double*> calloc(self.n, sizeof(double))
self.marginal_counts = <double*> calloc(self.n / self.k, sizeof(double))
self.column_idxs = numpy.arange(self.m+1, dtype='int32')
self.column_idxs_ptr = <int*> self.column_idxs.data
self.n_columns = self.m + 1
self.dtypes = []
for column in table[0]:
dtype = str(type(column)).split()[-1].strip('>').strip("'")
self.dtypes.append(dtype)
self.idxs[0] = 1
self.idxs[1] = self.k
for i in range(self.m-1):
k = len(numpy.unique([row[self.m-i-1] for row in table]))
self.idxs[i+2] = self.idxs[i+1] * k
self.marginal_idxs[0] = 1
for i in range(self.m-1):
k = len(numpy.unique([row[self.m-i-1] for row in table]))
self.marginal_idxs[i+1] = self.marginal_idxs[i] * k
self.keymap = {}
for i, row in enumerate(table):
self.keymap[tuple(row[:-1])] = i
self.values[i] = _log(row[-1])
self.marginal_keymap = {}
for i, row in enumerate(table[::self.k]):
self.marginal_keymap[tuple(row[:-2])] = i
self.parents = parents
self.parameters = [table, self.parents]
def __dealloc__(self):
free(self.idxs)
free(self.values)
free(self.counts)
free(self.marginal_idxs)
free(self.marginal_counts)
def __reduce__(self):
"""Serialize the distribution for pickle."""
return self.__class__, (self.parameters[0], self.parents, self.frozen)
def __str__(self):
return "\n".join(
"\t".join(map(str, key + (cexp(self.values[idx]),)))
for key, idx in self.keymap.items())
def __len__(self):
return self.k
def keys(self):
"""
Return the keys of the probability distribution which has parents,
the child variable.
"""
return tuple(set(row[-1] for row in self.keymap.keys()))
def bake(self, keys):
"""Order the inputs according to some external global ordering."""
keymap, values = [], []
for i, key in enumerate(keys):
keymap.append((key, i))
idx = self.keymap[key]
values.append(self.values[idx])
self.marginal_keymap = {}
for i, row in enumerate(keys[::self.k]):
self.marginal_keymap[tuple(row[:-1])] = i
for i in range(len(keys)):
self.values[i] = values[i]
self.keymap = dict(keymap)
def sample(self, parent_values=None, n=None, random_state=None):
"""Return a random sample from the conditional probability table."""
random_state = check_random_state(random_state)
if parent_values is None:
parent_values = {}
for parent in self.parents:
if parent not in parent_values:
parent_values[parent] = parent.sample(
random_state=random_state)
sample_cands = []
sample_vals = []
for key, ind in self.keymap.items():
for j, parent in enumerate(self.parents):
if parent_values[parent] != key[j]:
break
else:
sample_cands.append(key[-1])
sample_vals.append(cexp(self.values[ind]))
sample_vals /= numpy.sum(sample_vals)
if n is None:
sample_ind = numpy.where(random_state.multinomial(1, sample_vals))[0][0]
return sample_cands[sample_ind]
# Random choice if much faster larger value of n
#elif n == 1:
# return sample_cands[choose_one(sample_vals,len(sample_cands)-1)]
elif n > 5:
return random_state.choice(a=sample_cands,p=sample_vals,size=n)
else:
states = random_state.randint(1000000, size=n)
return [self.sample(parent_values, n=None, random_state=state)
for state in states]
def log_probability(self, X):
"""
Return the log probability of a value, which is a tuple in proper
ordering, like the training data.
"""
X = numpy.array(X, ndmin=2, dtype=object)
log_probabilities = numpy.zeros(X.shape[0])
for i, x in enumerate(X):
x = tuple(x)
for x_ in x:
if _check_nan(x_):
break
else:
idx = self.keymap[x]
log_probabilities[i] = self.values[idx]
if X.shape[0] == 1:
return log_probabilities[0]
return log_probabilities
cdef void _log_probability(self, double* X, double* log_probability, int n) nogil:
cdef int i, j, idx
for i in range(n):
idx = 0
for j in range(self.m+1):
if isnan(X[self.m-j]):
log_probability[i] = 0.
break
idx += self.idxs[j] * <int> X[self.m-j]
else:
log_probability[i] = self.values[idx]
def joint(self, neighbor_values=None):
"""
This will turn a conditional probability table into a joint
probability table. If the data is already a joint, it will likely
mess up the data. It does so by scaling the parameters the probabilities
by the parent distributions.
"""
neighbor_values = neighbor_values or self.parents+[None]
if isinstance(neighbor_values, dict):
neighbor_values = [neighbor_values.get(p, None) for p in self.parents + [self]]
table, total = [], 0
for key, idx in self.keymap.items():
scaled_val = self.values[idx]
for j, k in enumerate(key):
if neighbor_values[j] is not None:
scaled_val += neighbor_values[j].log_probability(k)
scaled_val = cexp(scaled_val)
total += scaled_val
table.append(key + (scaled_val,))
table = [row[:-1] + (row[-1] / total if total > 0 else 1. / self.n,) for row in table]
return JointProbabilityTable(table, self.parents)
def marginal(self, neighbor_values=None):
"""
Calculate the marginal of the CPT. This involves normalizing to turn it
into a joint probability table, and then summing over the desired
value.
"""
# Convert from a dictionary to a list if necessary
if isinstance(neighbor_values, dict):
neighbor_values = [neighbor_values.get(d, None) for d in self.parents]
# Get the index we're marginalizing over
i = -1 if neighbor_values == None else neighbor_values.index(None)
return self.joint(neighbor_values).marginal(i)
def fit(self, items, weights=None, inertia=0.0, pseudocount=0.0):
"""Update the parameters of the table based on the data."""
self.summarize(items, weights)
self.from_summaries(inertia, pseudocount)
def summarize(self, items, weights=None):
"""Summarize the data into sufficient statistics to store."""
if len(items) == 0 or self.frozen == True:
return
if weights is None:
weights = numpy.ones(len(items), dtype='float64')
elif numpy.sum(weights) == 0:
return
else:
weights = numpy.asarray(weights, dtype='float64')
self.__summarize(items, weights)
cdef void __summarize(self, items, double [:] weights):
cdef int i, n = len(items)
cdef tuple item
for i in range(n):
item = tuple(items[i])
for symbol in item:
if _check_nan(symbol):
break
else:
key = self.keymap[item]
self.counts[key] += weights[i]
key = self.marginal_keymap[item[:-1]]
self.marginal_counts[key] += weights[i]
cdef double _summarize(self, double* items, double* weights, int n,
int column_idx, int d) nogil:
cdef int i, j, idx, k
cdef double* counts = <double*> calloc(self.n, sizeof(double))
cdef double* marginal_counts = <double*> calloc(self.n / self.k, sizeof(double))
for i in range(n):
idx = 0
for j in range(self.m+1):
k = i*self.n_columns + self.column_idxs_ptr[self.m-j]
if isnan(items[k]):
break
idx += self.idxs[j] * <int> items[k]
else:
counts[idx] += weights[i]
idx = 0
for j in range(self.m):
k = i*self.n_columns + self.column_idxs_ptr[self.m-1-j]
idx += self.marginal_idxs[j] * <int> items[k]
marginal_counts[idx] += weights[i]
with gil:
for i in range(self.n / self.k):
self.marginal_counts[i] += marginal_counts[i]
for i in range(self.n):
self.counts[i] += counts[i]
free(counts)
free(marginal_counts)
def from_summaries(self, double inertia=0.0, double pseudocount=0.0):
"""Update the parameters of the distribution using sufficient statistics."""
cdef int i, k, idx
w_sum = sum(self.counts[i] for i in range(self.n))
if w_sum < 1e-7:
return
with nogil:
for i in range(self.n):
k = i / self.k
if self.marginal_counts[k] > 0:
probability = ((self.counts[i] + pseudocount) /
(self.marginal_counts[k] + pseudocount * self.k))
self.values[i] = _log(cexp(self.values[i])*inertia +
probability*(1-inertia))
else:
self.values[i] = -_log(self.k)
for i in range(self.n):
idx = self.keymap[tuple(self.parameters[0][i][:-1])]
self.parameters[0][i][-1] = cexp(self.values[idx])
self.clear_summaries()
def clear_summaries(self):
"""Clear the summary statistics stored in the object."""
with nogil:
memset(self.counts, 0, self.n*sizeof(double))
memset(self.marginal_counts, 0, self.n*sizeof(double)/self.k)
def to_dict(self):
table = [list(key + tuple([cexp(self.values[i])])) for key, i in self.keymap.items()]
table = [[str(item) for item in row] for row in table]
return {
'class' : 'Distribution',
'name' : 'ConditionalProbabilityTable',
'table' : table,
'dtypes' : self.dtypes,
'parents' : [dist.to_dict() for dist in self.parents]
}
@classmethod
def from_samples(cls, X, parents=None, weights=None, pseudocount=0.0, keys=None):
"""Learn the table from data."""
X = numpy.asarray(X)
n, d = X.shape
keys = keys or [numpy.unique(X[:,i]) for i in range(d)]
for i in range(d):
keys_ = []
for key in keys[i]:
if _check_nan(key):
continue
keys_.append(key)
keys[i] = keys_
table = []
for key in it.product(*keys):
table.append(list(key) + [1./len(keys[-1]),])
d = ConditionalProbabilityTable(table, parents)
d.fit(X, weights, pseudocount=pseudocount)
return d
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