[39fb2b]: / simulate_data.py

Download this file

544 lines (443 with data), 23.2 kB

  1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
# generate bootstrapped samples for simulated datatask
import os
from pathlib import Path
import argparse
import logging
import torch
import torch.nn as nn
from torch.nn.parameter import Parameter
import pyro
import pyro.distributions as dist
import pandas as pd
import numpy as np
import pickle
import shutil
import utils
import json
from tqdm import tqdm
parser = argparse.ArgumentParser()
parser.add_argument('--setting-dir', default='settings', help="Directory with different settings")
parser.add_argument('--setting', default='collider-prognosticfactor', help="Directory contain setting.json, experimental setting, data-generation, regression model etc")
parser.add_argument('--N', default = '3000', help = "number of units in simulation")
parser.add_argument('--Nvalid', default = '1000', help = "number of units in simulation for validation")
parser.add_argument('--splits', default = 'train.valid', help = "which splits to do, should be separated by .")
parser.add_argument('--counterfactuals', dest='counterfactuals', action='store_true', help="Also generate outcomes for counterfactuals")
parser.add_argument('--no-counterfactuals', dest='counterfactuals', action='store_false', help="Don't generate outcomes for counterfactuals")
parser.add_argument('--sample-imgs', dest='sample_imgs', action = "store_true", help="sample images along with covariate data")
parser.add_argument('--no-imgs', dest='sample_imgs', action="store_false", help="don't get images, matching with units")
parser.add_argument('--seed', default='1234567', help="seed for simluations")
parser.add_argument('--close-range', default=5, type=int, help="when sampling on continuous variables, pick an image from the closest x observations")
parser.add_argument('--replace', action='store_true', help="sample with replacement from images")
parser.add_argument('--debug', action='store_true')
parser.set_defaults(sample_imgs=True, debug=False, counterfactuals=True, replace=False)
class LinearRegressionModel(nn.Module):
def __init__(self, p, weights = None, bias = None):
super(LinearRegressionModel, self).__init__()
self.linear = nn.Linear(p, 1)
if weights is not None:
self.linear.weight = Parameter(torch.Tensor([weights]))
if bias is not None:
self.linear.bias = Parameter(torch.Tensor([bias]))
def forward(self, x):
return self.linear(x)
class LogisticRegressionModel(nn.Module):
def __init__(self, p, weights = None, bias = None):
super(LogisticRegressionModel, self).__init__()
self.linear = nn.Linear(p, 1)
if weights is not None:
self.linear.weight = Parameter(torch.Tensor([weights]))
if bias is not None:
self.linear.bias = Parameter(torch.Tensor([bias]))
def forward(self, x):
return torch.sigmoid(self.linear(x))
class ProductModel(nn.Module):
def __init__(self, p, weights = None, bias = None):
super(ProductModel, self).__init__()
# assert len(list(set([0,1]) - set(list(np.unique(weights, return_counts = False))))) == 0, "only weigths 0 and 1 are implemented for ProductModel"
if weights is not None:
self.weights = torch.Tensor([weights]).view(1,-1)
else:
self.weights = torch.Tensor([1])
def forward(self, x):
# apply weights (1, m)-tensor, broadcast to (n, m) and multiply elementwise
x = (x*self.weights).clone() # add copy to prevent changing in place
# select only those with nonzero weights
x = x[:,self.weights.squeeze().nonzero().squeeze()]
# multiply everything in column dimension
return x.prod(1)
distributiondict = {"Bernoulli": dist.Bernoulli,
"Normal": dist.Normal}
model_modules = {
"Linear": LinearRegressionModel,
"Logistic": LogisticRegressionModel,
"Product": ProductModel
}
# create helper for strechting a list to a given size, repeating elements when necessary
def repeat_list(x, N):
x_len = len(x)
n_repeats = int(np.ceil(N / x_len))
x = x * n_repeats
x = x[:N]
return x
def repeat_array(x, N):
"""
Extend the number of rows in an array by repeating elements, to a specified size
x: np.ndarray
N: int, out length
"""
assert isinstance(x, np.ndarray)
n_repeats = int(np.ceil(N / x.shape[0]))
# make sure only the first axis gets repeated
tile_reps = np.ones((x.ndim,), dtype=np.int32)
tile_reps[0] = n_repeats
x = np.tile(x, tile_reps)
return np.take(x, range(N), axis=0)
def grab_closest(x, d, close_range=int(0), replace=False):
"""
Given a numeric value x, grab an item from dict d that is closest to x.
For multidimensional x, assumes standard euclidian distance metric
x: vector
d: dict with {names: ["name1", "name2", ...], values: np.array([v1, v2, ...])}; values.shape[1] should be x.shape[0]
close_range: pick an item from the closest n values to x
replace: don't remove the picked item from d and return updated d
returns: (name_of_closest_elem, distance_to_x (vector when x is a vector), dict (possibly updated))
"""
names = d["name"]
values = d["value"]
assert type(values) is np.ndarray
if not isinstance(x, np.ndarray):
assert x.size==1
else:
assert x.shape[0] == values.shape[1]
dist = (values - x)
if dist.ndim == 1:
dist = dist.reshape(-1,1) # reshape to make this work for 1d x, so that dist.shape == (n,1) always
diff = np.linalg.norm(dist, ord=2, axis=1)
if close_range > 0:
closest_idx = np.random.choice(np.argsort(np.abs(diff))[:close_range])
else:
closest_idx = np.argmin(np.abs(diff))
if not replace:
# print(closest_idx)
keep_idx = np.array(list(set(np.arange(values.shape[0]).astype(np.int64)) - set([closest_idx])))
# print(keep_idx[:5])
# print(keep_idx.shape)
# print(values.shape)
assert keep_idx.shape[0] == values.shape[0] - 1
d = {"name": names[keep_idx],
"value": np.take(values, keep_idx, axis=0)}
return names[closest_idx], np.take(dist, closest_idx, axis=0), d
#%% import model specification
def prepare_model(model):
"""
Prepare a model as defined in a pandas dataframe for sampling
model: a pandas.DataFrame, see examples
"""
# TODO add checks on model csv file
# assert variable has variable_model iff variable_type == dependent
# assert ordering of structural assignments
assert isinstance(model, pd.DataFrame)
model.set_index("variable", drop = False, inplace = True)
param_cols = [x for x in model.columns if "param" in x]
model["param_tuple"] = model[param_cols].apply(lambda x: (*x.dropna(),), axis = 1)
var2label = dict(zip(model.variable.values, model.label.values))
label2var = dict(zip(model.label.values, model.variable.values))
return model, var2label, label2var
def prepare_image_sets(model, img_path = "data", split = "train", N = 1000):
"""
Prepare a dict of img names which are matched on variables present in
the generative model. Presently only works for binary variables
Generate vectors of length N-samples, of which items can be picked one
by one to reduce reduncancy
"""
gen_labels = model.label.tolist()
# create list of variable roots, since there are labels with different names, e.g.:
# malignancy_binary, malignancy_isborderline, malignancy_mean etc
gen_variable_roots = [x.split("_")[0] for x in gen_labels]
img_df = pd.read_csv(os.path.join(img_path, "labels.csv"))
img_df = img_df[img_df.split == split]
if split in img_df.name.values[0]: # some imgs can contain the split in the name: train/img_01.png
# img_df["name"] = img_df.name.apply(lambda x: x.split("/")[1])
img_df["name"] = img_df.name.apply(lambda x: os.path.basename(x))
# print(img_df["name"].values[:10])
# some generative variables should correspond to image features as recorded in data/labels.csv
# keep only the columns that appear in the generative model, and name
img_df = img_df[[x for x in img_df.columns if x.split("_")[0] in gen_variable_roots] + ["name"]]
# define image vars that are in gen model and image labels
img_vars = [x for x in img_df.columns if x in gen_labels]
img_gen_model = model[model.label.isin(img_vars)]
# distinguish continous generative variables
img_cont_vars = img_gen_model[img_gen_model.distribution=="Normal"].label.tolist()
img_disc_vars = [x for x in img_vars if x not in img_cont_vars]
# assert len(img_cont_vars) < 3, "Currently only implemented for max 2 continuous variables"
print("img_vars: {}".format(img_vars))
print("img_cont_vars: {}".format(img_cont_vars))
print("img_disc_vars: {}".format(img_disc_vars))
# for the discrete image variables, ensure that for every group, there
# are enough rows to accomodate the required simulation size
img_disc_dict = {}
if len(img_disc_vars) > 0:
# remove possible 'borderline' images for removing noise in labels
img_df = img_df[img_df[[x.split("_")[0] + "_isborderline" for x in img_disc_vars]].max(axis=1)==0]
df_grp = img_df.groupby(img_disc_vars, sort=False)
img_disc_dict = {}
img_cont_dict = {}
for name, group in df_grp:
print("{} original items for key {}".format(group.shape[0], name))
# names.append(name)
img_disc_dict[name] = repeat_list(group["name"].tolist(), 2*N)
img_cont_dict[name] = {
"name": np.array(repeat_list(group["name"].tolist(), 2*N)),
"value": np.array(repeat_array(group[img_cont_vars].values, 2*N))
}
# TODO remake pretty df with proper variable names
else:
img_cont_dict = {
"name": np.array(repeat_list(img_df["name"].tolist(), 2*N)),
"value":np.array(repeat_array(img_df[img_cont_vars].values, 2*N))
}
# print(img_cont_dict)
return img_df, img_cont_vars, img_disc_vars, img_disc_dict, img_cont_dict
def build_dataset(model, args, setting, N = 100):
model_vars = model.variable.tolist()
dep_vars = model[model.type == "dependent"].variable.tolist()
# create dicts for going from variable name to column index and back
if args.counterfactuals:
model_vars = model_vars + ["y0", "y1"]
dep_vars = dep_vars + ["y0", "y1"]
n_vars = len(model_vars)
var2idx = dict(zip(model_vars, range(n_vars)))
idx2var = dict(zip(range(n_vars), model_vars))
# TODO inject noise, base on how well the cnn-model can predict a feature
# which we are sampling on, to model the expected loss
# initialize tensor
X = torch.zeros([N, n_vars], requires_grad = False)
for var, row in model.iterrows():
column_idx = var2idx[var]
# for noise variables, sample from distribution
if row["type"] == "noise":
distribution = distributiondict[row["distribution"]]
params = row["param_tuple"]
fn = distribution(*params)
X[:, column_idx] = fn.sample(torch.Size([N])).requires_grad_(False)
# for dependent variables, sample according to distribution parameterized via noise variables
else:
betas = model["b_"+var].values
if args.counterfactuals:
betas = np.append(betas, [0.,0.])
bias = row["param_1"]
model_type = row["variable_model"]
variable_model = model_modules[model_type](len(betas), betas, bias)
distribution = row["distribution"]
MU = variable_model.forward(X.detach()).squeeze()
if distribution == "Normal":
X[:, column_idx] = MU
# NB possibility to use Bernoulli(logits = ...) here
elif distribution == "Bernoulli":
fn = distributiondict[distribution](MU)
X[:, column_idx] = fn.sample().squeeze().requires_grad_(False)
# df = pd.DataFrame(X.detach().numpy(), columns = model_vars)
# print(df)
# TODO update counterfactuals to include interactions
if args.counterfactuals:
# fill column with 0s and 1s
X_0 = X.scatter(1, var2idx["t"]*torch.ones((N, 1)).long(), 0.)
X_1 = X.scatter(1, var2idx["t"]*torch.ones((N, 1)).long(), 1.)
if "interaction" in model.label.tolist():
X_0[:,var2idx["zt"]] = X_0[:,var2idx["t"]] # all zeros
X_1[:,var2idx["zt"]] = X_1[:,var2idx["z"]] # all equal to z
# get outcome model
betas = np.append(model["b_y"].values, [0.,0.])
bias = model.loc["y", "param_1"]
model_type = model.loc["y", "variable_model"]
variable_model = model_modules[model_type](len(betas), betas, bias)
distribution = model.loc["y", "distribution"]
MU_0 = variable_model.forward(X_0).squeeze()
MU_1 = variable_model.forward(X_1).squeeze()
if distribution == "Normal":
X[:, var2idx["y0"]] = MU_0
X[:, var2idx["y1"]] = MU_1
# NB possibility to use Bernoulli(logits = ...) here
elif distribution == "Bernoulli":
fn_0 = distributiondict[distribution](MU_0)
fn_1 = distributiondict[distribution](MU_1)
X[:, var2idx["y0"]] = fn_0.sample().squeeze()
X[:, var2idx["y1"]] = fn_1.sample().squeeze()
for var in dep_vars:
print("mean (sd) {}: {:.3f} ({:.3f})".format(var, X[:, var2idx[var]].mean(), X[:, var2idx[var]].std()))
return X, var2idx, idx2var
if __name__ == '__main__':
# Load the parameters from json file
args = parser.parse_args()
# Load information from last setting if none provided:
if args.setting == "" and Path('last-defaults.json').exists():
print("using last default setting")
last_defaults = utils.Params("last-defaults.json")
args.setting = last_defaults.dict["setting"]
for param, value in last_defaults.dict.items():
print("{}: {}".format(param, value))
else:
with open("last-defaults.json", "r+") as jsonFile:
defaults = json.load(jsonFile)
tmp = defaults["setting"]
defaults["setting"] = args.setting
jsonFile.seek(0) # rewind
json.dump(defaults, jsonFile)
jsonFile.truncate()
setting_home = os.path.join(args.setting_dir, args.setting)
setting = utils.Params(os.path.join(setting_home, "setting.json"))
data_dir = os.path.join(setting_home, "data")
mode3d = setting.mode3d
GEN_MODEL = setting.gen_model
N_SAMPLES = {"train": int(args.N), "valid": int(args.Nvalid), "test": int(args.Nvalid)}
SPLITS = str(args.splits).split(".")
SAMPLE_IMGS = args.sample_imgs
MANUAL_SEED = int(args.seed)
if mode3d:
IMG_DIR = "data" # source location of all images
else:
IMG_DIR = Path("data","slices")
# load and prepare generative model dataframe
# model_df = pd.read_csv(os.path.join(HOME_PATH, "experiments", "sims", GEN_MODEL + ".csv"))
model_df = pd.read_csv(os.path.join("experiments", "sims", GEN_MODEL + ".csv"))
model_df, var2label, label2var = prepare_model(model_df)
shutil.copy(os.path.join("experiments", "sims", GEN_MODEL + ".csv"),
os.path.join(setting_home, "generating_model.csv"))
dfs = {}
dfs_oracle = {}
# associate an image with each unit
for i, split in enumerate(SPLITS):
# remove earlier possible images
if os.path.isdir(os.path.join(data_dir, split)) and SAMPLE_IMGS:
shutil.rmtree(os.path.join(data_dir, split))
# simulate data
# logging.info("generating data for %s split" % (split))
print("generating data for %s split" % (split))
torch.manual_seed(MANUAL_SEED + i)
X, var2idx, idx2var = build_dataset(model_df, args, setting, N_SAMPLES[split])
df_oracle = pd.DataFrame(X.detach().numpy(), columns = list(var2idx.keys()))
# extract Y and treatment
y = X[:, var2idx["y"]]
y = y.detach().numpy()
t = X[:, var2idx["t"]]
t = t.detach().numpy()
if args.counterfactuals:
y0 = X[:, var2idx["y0"]]
y0 = y0.detach().numpy()
y1 = X[:, var2idx["y1"]]
y1 = y1.detach().numpy()
# export
if not os.path.isdir(os.path.join(data_dir, split)):
logging.info("making dirs")
os.makedirs(os.path.join(data_dir, split))
torch.save(X, os.path.join(data_dir, split, "X.pt"))
np.save(os.path.join(data_dir, split, "X.npy"), X.detach().numpy())
if SAMPLE_IMGS:
img_df, img_cont_vars, img_disc_vars, img_disc_dict, img_cont_dict = prepare_image_sets(model_df, IMG_DIR, split, N_SAMPLES[split])
# when no discrete generative image variables provided,
# no grouping is necessary
if len(img_disc_vars) == 0:
# extract columns from simulated data, corresponding to image vars
img_cont_var_col_ids = [var2idx[label2var[x]] for x in img_cont_vars]
x_cont = X[:, img_cont_var_col_ids]
x_cont = x_cont.detach().squeeze().numpy()
print(f"number of continuous variables: {len(img_cont_vars)}")
diffs = np.zeros_like(x_cont)
if diffs.ndim == 1:
diffs = diffs.reshape(-1,1)
x_cont = x_cont.reshape(-1,1)
# sample images for each simulated unit
img_names_out = []
for i in tqdm(range(x_cont.shape[0])):
img_name, diff, img_cont_dict = grab_closest(x_cont[i,:], img_cont_dict, args.close_range, args.replace)
diffs[i,:] = diff
# print("image name: {}, x_value: {:.3f}, difference: {:.3f}".format(img_name, x[i], diff))
img_name_out = os.path.join(str(i) + "_" + img_name)
if "imgs/" in img_name:
img_name_out = os.path.basename(img_name_out)
# print(img_name_out)
# print(img_name)
img_names_out.append(img_name_out)
shutil.copy(os.path.join(IMG_DIR, split, img_name),
os.path.join(data_dir, split, img_name_out))
else:
# sample based on discrete variables
print(f"number of continuous variables: {len(x_img_cont_vars)}")
n_img_disc_vars = len(img_disc_vars)
img_disc_var_col_ids = [var2idx[label2var[x]] for x in img_disc_vars]
x_disc = X[:, img_disc_var_col_ids].reshape(-1, n_img_disc_vars)
x_disc = x_disc.detach().numpy().astype(int)
if len(img_cont_vars) > 0:
img_cont_var_col_ids = [var2idx[label2var[x]] for x in img_cont_vars]
x_cont = X[:, img_cont_var_col_ids]
x_cont = x_cont.detach().squeeze().numpy()
diffs = np.zeros_like(x_cont)
if diffs.ndim == 1:
diffs = diffs.reshape(-1,1)
x_cont = x_cont.reshape(-1,1)
img_names_out = []
for i in tqdm(range(N_SAMPLES[split])):
key = tuple(x_disc[i, :])
if n_img_disc_vars == 1:
key = key[0]
if len(img_cont_vars) == 0:
img_names = img_disc_dict[key]
# pick first in list, then split this one off
img_name = img_names[0]
img_dict[key] = img_names[1:]
else:
# grab the continuous variable dict corresponding to discrete setting
cont_var_dict = img_cont_dict[key]
img_name, diff, cont_var_dict = grab_closest(x_cont[i,:], cont_var_dict, args.close_range, args.replace)
diffs[i,:] = diff
img_cont_dict[key] = cont_var_dict
img_name_out = os.path.join(str(i) + "_" + img_name)
img_names_out.append(img_name_out)
shutil.copy(os.path.join(IMG_DIR, split, img_name),
os.path.join(data_dir, split, img_name_out))
df_oracle["name"] = img_names_out
if len(img_cont_vars) > 0:
for i, cont_var in enumerate(img_cont_vars):
df_oracle["diff_"+label2var[cont_var]] = diffs[:,i]
df_oracle[label2var[cont_var]+"_actual"] = df_oracle[label2var[cont_var]].values + diffs[:,i]
dict_out = {
'name': img_names_out,
't': t,
'y': y}
if args.counterfactuals:
dict_out["y0"] = y0
dict_out["y1"] = y1
if "x" in var2idx.keys():
dict_out["x"] = X[:, var2idx["x"]].detach().numpy()
if "z" in var2idx.keys():
dict_out["z"] = X[:, var2idx["z"]].detach().numpy()
print("unique number of images sampled for split {}: {}".format(split, len(set([x.split("_")[-1] for x in img_names_out]))))
print("sampling difference sd: {:.3f}".format(diffs.std()))
df_out = pd.DataFrame(dict_out)
dfs[split] = df_out
df_out.to_csv(os.path.join(data_dir, split, "labels.csv"), index = False)
df_oracle.to_csv(os.path.join(data_dir, split, "oracle.csv"), index = False)
# add oracle data frame to dict
dfs_oracle[split] = df_oracle
# save data frame with all splits, and vardicts
with open(os.path.join(data_dir, "vardicts.pt"), 'wb') as f:
pickle.dump((var2idx, idx2var, var2label, label2var), f)
oracle = pd.concat(dfs_oracle, axis = 0)
oracle.reset_index(inplace=True)
oracle.rename(index = str, columns = {"level_0": "split"}, inplace=True)
if SAMPLE_IMGS:
oracle["name"] = oracle[["split", "name"]].apply(lambda x: os.path.join(x[0], x[1]), axis = 1)
oracle.to_csv(os.path.join(data_dir, "oracle.csv"), index = False)
if SAMPLE_IMGS:
df = pd.concat(dfs, axis = 0)
df = df.reset_index()
df["split"] = df.level_0
df["name"] = df[["split", "name"]].apply(lambda x: os.path.join(x[0], x[1]), axis = 1)
df = df.drop(["level_0", "level_1"], axis=1)
df.to_csv(os.path.join(data_dir, "labels.csv"), index = False)
if args.debug:
x_train = torch.load(os.path.join(data_dir, "train", "X.pt"))
x_train = x_train.detach().numpy()
np.savetxt("scratch/X.csv", x_train, delimiter=',')
logging.info("- done.")
#%%