import torch
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
import seaborn as sns
import sys
sys.path.append("../..")
from models.gpsa_vi_lmc import VariationalWarpGP
from data.simulated.generate_oned_data import (
generate_oned_data_affine_warp,
generate_oned_data_gp_warp,
)
from plotting.callbacks import callback_oned
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 = 1
n_views = 2
n_outputs = 10
n_samples_per_view = 100
m_G = 20
m_X_per_view = 20
N_EPOCHS = 2000
PRINT_EVERY = 100
N_LATENT_GPS = {"expression": 3}
NOISE_VARIANCE = 0.1
N_REPEATS = 2
errors_union, errors_separate, errors_gpsa = [], [], []
for repeat_idx in range(N_REPEATS):
# X, Y, n_samples_list, view_idx = generate_oned_data_affine_warp(
# n_views,
# n_outputs,
# n_samples_per_view,
# noise_variance=NOISE_VARIANCE,
# n_latent_gps=N_LATENT_GPS,
# scale_factor=1.,
# additive_factor=1.0,
# )
X, Y, n_samples_list, view_idx = generate_oned_data_gp_warp(
n_views,
n_outputs,
n_samples_per_view,
noise_variance=NOISE_VARIANCE,
n_latent_gps=N_LATENT_GPS["expression"],
kernel_variance=0.25,
kernel_lengthscale=5.0,
)
## 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 // 2.0)
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 = VariationalWarpGP(
data_dict_train,
n_spatial_dims=n_spatial_dims,
m_X_per_view=m_X_per_view,
m_G=m_G,
data_init=False,
minmax_init=False,
grid_init=True,
n_latent_gps=N_LATENT_GPS,
mean_function="identity_fixed",
# fixed_kernel_variances=np.ones(n_views) * 2,
# fixed_kernel_lengthscales=np.ones(n_views) * 2,
# 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((preds - Y_test) ** 2)
errors_union.append(error_union)
print("MSE, union: {}".format(round(error_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((preds - truth) ** 2)
errors_separate.append(error_separate)
print("MSE, separate: {}".format(round(error_separate, 5)))
# preds = gpr_union.predict(X_test)
optimizer = torch.optim.Adam(model.parameters(), lr=1e-2)
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)
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_oned(
model,
X_train,
Y_train,
data_expression_ax=ax_dict["data"],
latent_expression_ax=ax_dict["latent"],
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,
)
error_gpsa = np.mean((Y_test - curr_preds.detach().numpy()) ** 2)
print("MSE, GPSA: {}".format(round(error_gpsa, 5)))
errors_gpsa.append(error_gpsa)
plt.close()
results_df = pd.DataFrame(
{"Union": errors_union, "Separate": errors_separate, "GPSA": errors_gpsa}
)
results_df_melted = pd.melt(results_df)
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/one_d_prediction_comparison.png")
plt.show()
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()