[5c09f6]: / data / simulated / generate_oned_data.py

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import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
import seaborn as sns
import sys
from gpsa.util import rbf_kernel_numpy as rbf_covariance
from scipy.stats import multivariate_normal as mvnpy
def generate_oned_data_affine_warp(
n_views,
n_outputs,
n_samples_per_view,
noise_variance=0.0,
n_latent_gps=None,
scale_factor=1.1,
additive_factor=0.3,
):
kernel = rbf_covariance
kernel_params_true = np.array([np.log(1.0), np.log(1.0)])
n_latent_gps = 2
n_spatial_dims = 1
X_orig_single = np.random.uniform(-10, 10, size=(n_samples_per_view, 1))
# X_orig_single = np.linspace(-10, 10, n_samples_per_view)[:, :-1]
X_orig = np.concatenate([X_orig_single.copy(), X_orig_single.copy()], axis=0)
n_samples_list = [n_samples_per_view] * n_views
cumulative_sums = np.cumsum(n_samples_list)
cumulative_sums = np.insert(cumulative_sums, 0, 0)
view_idx = np.array(
[
np.arange(cumulative_sums[ii], cumulative_sums[ii + 1])
for ii in range(n_views)
]
)
n = np.sum(n_samples_list)
nY = n_outputs if n_latent_gps is None else n_latent_gps
Y_orig = np.vstack(
[
mvnpy.rvs(
mean=np.zeros(X_orig_single.shape[0]),
cov=kernel(X_orig_single, X_orig_single, kernel_params_true),
)
for _ in range(nY)
]
).T
if n_latent_gps is not None:
W_mat = np.random.normal(size=(n_latent_gps, n_outputs))
# W_mat = np.expand_dims(np.array([1, -1]), 0)
Y_orig = Y_orig @ W_mat
Y = np.concatenate([Y_orig, Y_orig], axis=0)
Y += np.random.normal(scale=np.sqrt(noise_variance), size=(Y.shape))
X = X_orig.copy()
X[n_samples_per_view:] = X[n_samples_per_view:] * scale_factor + additive_factor
return X, Y, n_samples_list, view_idx
def generate_oned_data_gp_warp(
n_views,
n_outputs,
n_samples_per_view,
noise_variance=0.0,
n_latent_gps=None,
kernel_variance=1.0,
kernel_lengthscale=1.0,
mean_slope=1.,
mean_intercept=0.,
):
kernel = rbf_covariance
kernel_params_true = np.array([np.log(1.0), np.log(1.0)])
n_spatial_dims = 1
# X_orig_single = np.random.uniform(-10, 10, size=(n_samples_per_view, 1))
X_orig_single = np.linspace(-10, 10, n_samples_per_view).reshape(-1, 1)
X_orig = np.concatenate([X_orig_single.copy()] * n_views, axis=0)
n_samples_list = [n_samples_per_view] * n_views
cumulative_sums = np.cumsum(n_samples_list)
cumulative_sums = np.insert(cumulative_sums, 0, 0)
view_idx = np.array(
[
np.arange(cumulative_sums[ii], cumulative_sums[ii + 1])
for ii in range(n_views)
]
)
n = np.sum(n_samples_list)
nY = n_outputs if n_latent_gps is None else n_latent_gps
Y_orig = np.vstack(
[
mvnpy.rvs(
mean=np.zeros(X_orig_single.shape[0]),
cov=kernel(X_orig_single, X_orig_single, kernel_params_true),
)
for _ in range(nY)
]
).T
if n_latent_gps is not None:
if n_outputs == 2:
W_mat = np.expand_dims(np.array([1, -1]), 0)
else:
W_mat = np.random.normal(size=(n_latent_gps, n_outputs))
Y_orig = Y_orig @ W_mat
Y = np.concatenate([Y_orig] * n_views, axis=0)
Y += np.random.normal(scale=np.sqrt(noise_variance), size=(Y.shape))
X = X_orig.copy()
# X_view1 = X[:n_samples_per_view]
# X_view2 = X[n_samples_per_view : n_samples_per_view * 2]
# Draw warped coordinates from a GP
warp_kernel_params_true = np.array([np.log(kernel_variance), np.log(kernel_lengthscale)])
for vv in range(n_views):
X_curr_view_warped = mvnpy.rvs(
mean=X_orig_single.squeeze() * mean_slope + mean_intercept,
cov=kernel(X_orig_single, X_orig_single, warp_kernel_params_true),
)
X_curr_view_warped = np.expand_dims(X_curr_view_warped, 1)
# import ipdb; ipdb.set_trace()
X[n_samples_per_view * vv : n_samples_per_view * (vv + 1)] = X_curr_view_warped
# X += np.random.normal(scale=np.sqrt(0.1), size=(X.shape))
# X_view1_warped = mvnpy.rvs(
# mean=X_view2.squeeze() * mean_slope + mean_intercept,
# cov=kernel(X_view1, X_view1, warp_kernel_params_true),
# )
# X_view1_warped = np.expand_dims(X_view1_warped, 1)
# X[n_samples_per_view : n_samples_per_view * 2] = X_view1_warped
# X_view2_warped = mvnpy.rvs(
# mean=X_view2.squeeze() * mean_slope + mean_intercept,
# cov=kernel(X_view2, X_view2, warp_kernel_params_true),
# )
# X_view2_warped = np.expand_dims(X_view2_warped, 1)
# X[n_samples_per_view : n_samples_per_view * 2] = X_view2_warped
return X, Y, n_samples_list, view_idx
if __name__ == "__main__":
n_views = 2
n_samples_per_view = 100
X, Y, n_samples_list, view_idx = generate_oned_data_gp_warp(
n_views=n_views, n_outputs=1, n_samples_per_view=n_samples_per_view
)
for vv in range(n_views):
curr_start_idx = vv * n_samples_per_view
curr_end_idx = vv * n_samples_per_view + n_samples_per_view
plt.scatter(X[curr_start_idx:curr_end_idx], Y[curr_start_idx:curr_end_idx])
plt.show()
import ipdb
ipdb.set_trace()