a b/experiments/simulations/one_dimensional_prediction.py
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import torch
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import numpy as np
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import matplotlib.pyplot as plt
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import pandas as pd
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import seaborn as sns
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import sys
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sys.path.append("../..")
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from models.gpsa_vi_lmc import VariationalWarpGP
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from data.simulated.generate_oned_data import (
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    generate_oned_data_affine_warp,
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    generate_oned_data_gp_warp,
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)
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from plotting.callbacks import callback_oned
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from sklearn.gaussian_process import GaussianProcessRegressor
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from sklearn.gaussian_process.kernels import WhiteKernel, RBF
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import matplotlib
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LATEX_FONTSIZE = 30
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font = {"size": LATEX_FONTSIZE}
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matplotlib.rc("font", **font)
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matplotlib.rcParams["text.usetex"] = True
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device = "cuda" if torch.cuda.is_available() else "cpu"
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n_spatial_dims = 1
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n_views = 2
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n_outputs = 10
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n_samples_per_view = 100
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m_G = 20
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m_X_per_view = 20
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N_EPOCHS = 2000
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PRINT_EVERY = 100
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N_LATENT_GPS = {"expression": 3}
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NOISE_VARIANCE = 0.1
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N_REPEATS = 2
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errors_union, errors_separate, errors_gpsa = [], [], []
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for repeat_idx in range(N_REPEATS):
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    # X, Y, n_samples_list, view_idx = generate_oned_data_affine_warp(
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    #     n_views,
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    #     n_outputs,
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    #     n_samples_per_view,
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    #     noise_variance=NOISE_VARIANCE,
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    #     n_latent_gps=N_LATENT_GPS,
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    #     scale_factor=1.,
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    #     additive_factor=1.0,
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    # )
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    X, Y, n_samples_list, view_idx = generate_oned_data_gp_warp(
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        n_views,
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        n_outputs,
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        n_samples_per_view,
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        noise_variance=NOISE_VARIANCE,
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        n_latent_gps=N_LATENT_GPS["expression"],
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        kernel_variance=0.25,
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        kernel_lengthscale=5.0,
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    )
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    ## Drop part of the second view (this is the part we'll try to predict)
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    second_view_idx = view_idx[1]
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    n_drop = int(1.0 * n_samples_per_view // 2.0)
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    test_idx = np.random.choice(second_view_idx, size=n_drop, replace=False)
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    keep_idx = np.setdiff1d(second_view_idx, test_idx)
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    train_idx = np.concatenate([np.arange(n_samples_per_view), keep_idx])
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    X_train = X[train_idx]
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    Y_train = Y[train_idx]
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    n_samples_list_train = n_samples_list
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    n_samples_list_train[1] -= n_drop
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    n_samples_list_test = [[0], [n_drop]]
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    X_test = X[test_idx]
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    Y_test = Y[test_idx]
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    x_train = torch.from_numpy(X_train).float().clone()
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    y_train = torch.from_numpy(Y_train).float().clone()
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    x_test = torch.from_numpy(X_test).float().clone()
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    y_test = torch.from_numpy(Y_test).float().clone()
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    data_dict_train = {
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        "expression": {
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            "spatial_coords": x_train,
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            "outputs": y_train,
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            "n_samples_list": n_samples_list_train,
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        }
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    }
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    data_dict_test = {
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        "expression": {
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            "spatial_coords": x_test,
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            "outputs": y_test,
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            "n_samples_list": n_samples_list_test,
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        }
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    }
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    model = VariationalWarpGP(
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        data_dict_train,
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        n_spatial_dims=n_spatial_dims,
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        m_X_per_view=m_X_per_view,
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        m_G=m_G,
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        data_init=False,
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        minmax_init=False,
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        grid_init=True,
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        n_latent_gps=N_LATENT_GPS,
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        mean_function="identity_fixed",
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        # fixed_kernel_variances=np.ones(n_views) * 2,
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        # fixed_kernel_lengthscales=np.ones(n_views) * 2,
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        # mean_function="identity_initialized",
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        # fixed_view_idx=0,
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    ).to(device)
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    view_idx_train, Ns_train, _, _ = model.create_view_idx_dict(data_dict_train)
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    view_idx_test, Ns_test, _, _ = model.create_view_idx_dict(data_dict_test)
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    ## Make predictions for naive alignment
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    gpr_union = GaussianProcessRegressor(kernel=RBF() + WhiteKernel())
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    gpr_union.fit(X=X_train, y=Y_train)
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    preds = gpr_union.predict(X_test)
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    error_union = np.mean((preds - Y_test) ** 2)
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    errors_union.append(error_union)
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    print("MSE, union: {}".format(round(error_union, 5)))
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    ## Make predictons for each view separately
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    preds, truth = [], []
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    for vv in range(n_views):
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        gpr_separate = GaussianProcessRegressor(kernel=RBF() + WhiteKernel())
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        curr_trainX = X_train[view_idx_train["expression"][vv]]
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        curr_trainY = Y_train[view_idx_train["expression"][vv]]
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        curr_testX = X_test[view_idx_test["expression"][vv]]
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        curr_testY = Y_test[view_idx_test["expression"][vv]]
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        if len(curr_testX) == 0:
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            continue
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        gpr_separate.fit(X=curr_trainX, y=curr_trainY)
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        curr_preds = gpr_separate.predict(curr_testX)
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        preds.append(curr_preds)
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        truth.append(curr_testY)
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    preds = np.concatenate(preds, axis=0)
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    truth = np.concatenate(truth, axis=0)
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    error_separate = np.mean((preds - truth) ** 2)
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    errors_separate.append(error_separate)
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    print("MSE, separate: {}".format(round(error_separate, 5)))
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    # preds = gpr_union.predict(X_test)
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    optimizer = torch.optim.Adam(model.parameters(), lr=1e-2)
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    def train(model, loss_fn, optimizer):
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        model.train()
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        # Forward pass
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        G_means, G_samples, F_latent_samples, F_samples = model.forward(
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            X_spatial={"expression": x_train}, view_idx=view_idx_train, Ns=Ns_train
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        )
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        # Compute loss
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        loss = loss_fn(data_dict_train, F_samples)
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        # Compute gradients and take optimizer step
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        optimizer.zero_grad()
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        loss.backward()
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        optimizer.step()
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        return loss.item(), G_means
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    # Set up figure.
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    fig = plt.figure(figsize=(18, 7), facecolor="white", constrained_layout=True)
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    ax_dict = fig.subplot_mosaic(
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        [
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            ["data", "preds"],
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            ["latent", "preds"],
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        ],
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    )
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    plt.show(block=False)
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    for t in range(N_EPOCHS):
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        loss, G_means = train(model, model.loss_fn, optimizer)
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        if t % PRINT_EVERY == 0:
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            print("Iter: {0:<10} LL {1:1.3e}".format(t, -loss))
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            G_means_test, _, F_samples_test, _, = model.forward(
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                X_spatial={"expression": x_test},
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                view_idx=view_idx_test,
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                Ns=Ns_test,
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                prediction_mode=True,
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                S=10,
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            )
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            curr_preds = torch.mean(F_samples_test["expression"], dim=0)
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            callback_oned(
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                model,
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                X_train,
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                Y_train,
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                data_expression_ax=ax_dict["data"],
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                latent_expression_ax=ax_dict["latent"],
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                prediction_ax=ax_dict["preds"],
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                X_aligned=G_means,
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                X_test=X_test,
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                Y_test_true=Y_test,
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                Y_pred=curr_preds,
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                X_test_aligned=G_means_test,
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            )
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            error_gpsa = np.mean((Y_test - curr_preds.detach().numpy()) ** 2)
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            print("MSE, GPSA: {}".format(round(error_gpsa, 5)))
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    errors_gpsa.append(error_gpsa)
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    plt.close()
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results_df = pd.DataFrame(
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    {"Union": errors_union, "Separate": errors_separate, "GPSA": errors_gpsa}
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)
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results_df_melted = pd.melt(results_df)
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plt.figure(figsize=(7, 5))
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sns.boxplot(data=results_df_melted, x="variable", y="value", color="gray")
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plt.xlabel("")
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plt.ylabel("MSE")
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plt.tight_layout()
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plt.savefig("../../plots/one_d_prediction_comparison.png")
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plt.show()
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import ipdb
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ipdb.set_trace()
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# import matplotlib
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# font = {"size": LATEX_FONTSIZE}
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# matplotlib.rc("font", **font)
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# matplotlib.rcParams["text.usetex"] = True
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# fig = plt.figure(figsize=(10, 10))
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# data_expression_ax = fig.add_subplot(211, frameon=False)
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# latent_expression_ax = fig.add_subplot(212, frameon=False)
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# callback_oned(model, X, Y, data_expression_ax, latent_expression_ax)
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# plt.tight_layout()
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# plt.savefig("../../plots/one_d_simulation.png")
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# plt.show()
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# import ipdb
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# ipdb.set_trace()