Switch to side-by-side view

--- a
+++ b/experiments/simulations/two_dimensional_prediction.py
@@ -0,0 +1,290 @@
+import torch
+import numpy as np
+import matplotlib.pyplot as plt
+import pandas as pd
+from scipy.stats import pearsonr
+from sklearn.metrics import r2_score
+
+import seaborn as sns
+import sys
+
+from gpsa import VariationalGPSA
+
+sys.path.append("../../data")
+from simulated.generate_twod_data import (
+    generate_twod_data,
+)
+from gpsa.plotting import callback_twod
+
+from sklearn.gaussian_process import GaussianProcessRegressor
+from sklearn.gaussian_process.kernels import WhiteKernel, RBF
+
+import matplotlib
+
+LATEX_FONTSIZE = 30
+
+font = {"size": LATEX_FONTSIZE}
+matplotlib.rc("font", **font)
+matplotlib.rcParams["text.usetex"] = True
+
+
+device = "cuda" if torch.cuda.is_available() else "cpu"
+
+
+n_spatial_dims = 2
+n_views = 2
+n_outputs = 10
+m_G = 20
+m_X_per_view = 20
+
+N_EPOCHS = 1000
+PRINT_EVERY = 100
+N_LATENT_GPS = {"expression": 3}
+NOISE_VARIANCE = 0.1
+
+FRAC_TEST = 0.2
+
+N_REPEATS = 2
+
+errors_union, errors_separate, errors_gpsa = [], [], []
+
+for repeat_idx in range(N_REPEATS):
+
+    X, Y, n_samples_list, view_idx = generate_twod_data(
+        n_views,
+        n_outputs,
+        grid_size=20,
+        n_latent_gps=N_LATENT_GPS["expression"],
+        kernel_lengthscale=10.0,
+        kernel_variance=0.5,
+    )
+    X -= X.min(0)
+    X /= X.max(0)
+    X *= 10
+    n_samples_per_view = X.shape[0] // n_views
+
+    assert np.array_equal(Y[:n_samples_per_view], Y[n_samples_per_view:])
+
+    ## Drop part of the second view (this is the part we'll try to predict)
+    second_view_idx = view_idx[1]
+    n_drop = int(1.0 * n_samples_per_view * FRAC_TEST)
+    test_idx = np.random.choice(second_view_idx, size=n_drop, replace=False)
+    keep_idx = np.setdiff1d(second_view_idx, test_idx)
+
+    train_idx = np.concatenate([np.arange(n_samples_per_view), keep_idx])
+
+    X_train = X[train_idx]
+    Y_train = Y[train_idx]
+    n_samples_list_train = n_samples_list
+    n_samples_list_train[1] -= n_drop
+
+    n_samples_list_test = [[0], [n_drop]]
+
+    X_test = X[test_idx]
+    Y_test = Y[test_idx]
+
+    x_train = torch.from_numpy(X_train).float().clone()
+    y_train = torch.from_numpy(Y_train).float().clone()
+    x_test = torch.from_numpy(X_test).float().clone()
+    y_test = torch.from_numpy(Y_test).float().clone()
+
+    data_dict_train = {
+        "expression": {
+            "spatial_coords": x_train,
+            "outputs": y_train,
+            "n_samples_list": n_samples_list_train,
+        }
+    }
+
+    data_dict_test = {
+        "expression": {
+            "spatial_coords": x_test,
+            "outputs": y_test,
+            "n_samples_list": n_samples_list_test,
+        }
+    }
+
+    model = VariationalGPSA(
+        data_dict_train,
+        n_spatial_dims=n_spatial_dims,
+        m_X_per_view=m_X_per_view,
+        m_G=m_G,
+        data_init=True,
+        minmax_init=False,
+        grid_init=False,
+        n_latent_gps=N_LATENT_GPS,
+        mean_function="identity_fixed",
+        fixed_warp_kernel_variances=np.ones(n_views) * 0.25,
+        fixed_warp_kernel_lengthscales=np.ones(n_views) * 10,
+        # mean_function="identity_initialized",
+        # fixed_view_idx=0,
+    ).to(device)
+
+    view_idx_train, Ns_train, _, _ = model.create_view_idx_dict(data_dict_train)
+    view_idx_test, Ns_test, _, _ = model.create_view_idx_dict(data_dict_test)
+
+    ## Make predictions for naive alignment
+    gpr_union = GaussianProcessRegressor(kernel=RBF() + WhiteKernel())
+    gpr_union.fit(X=X_train, y=Y_train)
+    preds = gpr_union.predict(X_test)
+    error_union = np.mean(np.sum((preds - Y_test) ** 2, axis=1))
+    errors_union.append(error_union)
+    print("MSE, union: {}".format(round(error_union, 5)))
+    # r2_union = r2_score(Y_test, preds)
+    # print("R2, union: {}".format(round(r2_union, 5)))
+
+    ## Make predictons for each view separately
+    preds, truth = [], []
+
+    for vv in range(n_views):
+        gpr_separate = GaussianProcessRegressor(kernel=RBF() + WhiteKernel())
+        curr_trainX = X_train[view_idx_train["expression"][vv]]
+        curr_trainY = Y_train[view_idx_train["expression"][vv]]
+        curr_testX = X_test[view_idx_test["expression"][vv]]
+        curr_testY = Y_test[view_idx_test["expression"][vv]]
+        if len(curr_testX) == 0:
+            continue
+        gpr_separate.fit(X=curr_trainX, y=curr_trainY)
+        curr_preds = gpr_separate.predict(curr_testX)
+        preds.append(curr_preds)
+        truth.append(curr_testY)
+
+    preds = np.concatenate(preds, axis=0)
+    truth = np.concatenate(truth, axis=0)
+    error_separate = np.mean(np.sum((preds - truth) ** 2, axis=1))
+    errors_separate.append(error_separate)
+    print("MSE, separate: {}".format(round(error_separate, 5)))
+    # r2_sep = r2_score(truth, preds)
+    # print("R2, sep: {}".format(round(r2_sep, 5)))
+
+    optimizer = torch.optim.Adam(model.parameters(), lr=1e-1)
+
+    def train(model, loss_fn, optimizer):
+        model.train()
+
+        # Forward pass
+        G_means, G_samples, F_latent_samples, F_samples = model.forward(
+            X_spatial={"expression": x_train}, view_idx=view_idx_train, Ns=Ns_train
+        )
+
+        # Compute loss
+        loss = loss_fn(data_dict_train, F_samples)
+
+        # Compute gradients and take optimizer step
+        optimizer.zero_grad()
+        loss.backward()
+        optimizer.step()
+
+        return loss.item(), G_means
+
+    # Set up figure.
+    fig = plt.figure(figsize=(18, 7), facecolor="white", constrained_layout=True)
+    data_expression_ax = fig.add_subplot(131, frameon=False)
+    latent_expression_ax = fig.add_subplot(132, frameon=False)
+    prediction_ax = fig.add_subplot(133, frameon=False)
+    # ax_dict = fig.subplot_mosaic(
+    #     [
+    #         ["data", "preds"],
+    #         ["latent", "preds"],
+    #     ],
+    # )
+    plt.show(block=False)
+
+    for t in range(N_EPOCHS):
+        loss, G_means = train(model, model.loss_fn, optimizer)
+
+        if t % PRINT_EVERY == 0:
+            print("Iter: {0:<10} LL {1:1.3e}".format(t, -loss))
+
+            G_means_test, _, _, F_samples_test, = model.forward(
+                X_spatial={"expression": x_test},
+                view_idx=view_idx_test,
+                Ns=Ns_test,
+                prediction_mode=True,
+                S=10,
+            )
+
+            curr_preds = torch.mean(F_samples_test["expression"], dim=0)
+
+            callback_twod(
+                model,
+                X_train,
+                Y_train,
+                data_expression_ax=data_expression_ax,
+                latent_expression_ax=latent_expression_ax,
+                # prediction_ax=ax_dict["preds"],
+                X_aligned=G_means,
+                # X_test=X_test,
+                # Y_test_true=Y_test,
+                # Y_pred=curr_preds,
+                # X_test_aligned=G_means_test,
+            )
+            plt.draw()
+            plt.pause(1 / 60.0)
+
+            error_gpsa = np.mean(
+                np.sum((Y_test - curr_preds.detach().numpy()) ** 2, axis=1)
+            )
+            print("MSE, GPSA: {}".format(round(error_gpsa, 5)))
+            # r2_gpsa = r2_score(Y_test, curr_preds.detach().numpy())
+            # print("R2, GPSA: {}".format(round(r2_gpsa, 5)))
+
+            # import ipdb; ipdb.set_trace()
+            curr_aligned_coords = G_means["expression"].detach().numpy()
+            curr_aligned_coords_test = G_means_test["expression"].detach().numpy()
+            # import ipdb; ipdb.set_trace()
+
+            try:
+                gpr_gpsa = GaussianProcessRegressor(kernel=RBF() + WhiteKernel())
+                gpr_gpsa.fit(X=curr_aligned_coords, y=Y_train)
+                preds = gpr_gpsa.predict(curr_aligned_coords_test)
+                error_gpsa = np.mean(np.sum((preds - Y_test) ** 2, axis=1))
+                print("MSE, GPSA GPR: {}".format(round(error_gpsa, 5)))
+            except:
+                continue
+
+    errors_gpsa.append(error_gpsa)
+
+    plt.close()
+
+    results_df = pd.DataFrame(
+        {
+            "Union": errors_union[: repeat_idx + 1],
+            "Separate": errors_separate[: repeat_idx + 1],
+            "GPSA": errors_gpsa[: repeat_idx + 1],
+        }
+    )
+    results_df_melted = pd.melt(results_df)
+    results_df_melted.to_csv("./out/twod_prediction_comparison.csv")
+
+    plt.figure(figsize=(7, 5))
+    sns.boxplot(data=results_df_melted, x="variable", y="value", color="gray")
+    plt.xlabel("")
+    plt.ylabel("MSE")
+    plt.tight_layout()
+    plt.savefig("../../plots/two_d_prediction_comparison_simulated.png")
+    # plt.show()
+    plt.close()
+
+import ipdb
+
+ipdb.set_trace()
+
+# import matplotlib
+
+# font = {"size": LATEX_FONTSIZE}
+# matplotlib.rc("font", **font)
+# matplotlib.rcParams["text.usetex"] = True
+
+# fig = plt.figure(figsize=(10, 10))
+# data_expression_ax = fig.add_subplot(211, frameon=False)
+# latent_expression_ax = fig.add_subplot(212, frameon=False)
+# callback_oned(model, X, Y, data_expression_ax, latent_expression_ax)
+
+# plt.tight_layout()
+# plt.savefig("../../plots/one_d_simulation.png")
+# plt.show()
+
+# import ipdb
+
+# ipdb.set_trace()