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vncsmc.py
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vncsmc.py
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"""
An implementation of the Variational Combinatorial Sequential Monte Carlo for Bayesian Phylogenetic Inference.
Combinatorial Sequential Monte Carlo is used to form a variational objective
to simultaneously learn the parameters of the proposal and target distribution
and perform Bayesian phylogenetic inference.
"""
import logging
import os
os.environ['TF_CPP_MIN_LOG_LEVEL'] = '3' # FATAL
logging.getLogger('tensorflow').setLevel(logging.FATAL)
import numpy as np
import tensorflow.compat.v1 as tf
import tensorflow_probability as tfp
import matplotlib.pyplot as plt
import pdb
import random
from datetime import datetime
import pickle
from tqdm import tqdm
# @staticmethod
def ncr(n, r):
# Compute combinatorial term n choose r
numer = tf.reduce_prod(tf.range(n-r+1, n+1))
denom = tf.reduce_prod(tf.range(1, r+1))
return numer / denom
# @staticmethod
def _double_factorial_loop_body(n, result, two):
result = tf.where(tf.greater_equal(n, two), result + tf.math.log(n), result)
return n - two, result, two
# @staticmethod
def _double_factorial_loop_condition(n, result, two):
del result # Unused
return tf.cast(tf.math.count_nonzero(tf.greater_equal(n, two)), tf.bool)
# @staticmethod
def log_double_factorial(n):
"""Computes the double factorial of `n`.
Note:
In the following, A1 to An are optional batch dimensions.
Args:
n: A tensor of shape `[A1, ..., An]` containing positive integer values.
Returns:
A tensor of shape `[A1, ..., An]` containing the double factorial of `n`.
"""
n = tf.cast(tf.convert_to_tensor(value=n), tf.float64)
two = tf.ones_like(n) * 2
result = tf.math.log(tf.ones_like(n))
_, result, _ = tf.while_loop(
cond=_double_factorial_loop_condition,
body=_double_factorial_loop_body,
loop_vars=[n, result, two])
return result
# @staticmethod
def gather_across_2d(a, idx, a_shape_1=None, idx_shape_1=None, a_shape_0=None):
'''
Gathers as such:
if a is K-by-N, idx is K-by-M, then it returns a Tensor with structure like
[tf.gather(a[k], idx[k]) for k in range(K)].
But it broadcasts and doesn't actually use for-loop.
'''
if a_shape_1 is None:
a_shape_1 = a.shape[1]
if idx_shape_1 is None:
idx_shape_1 = idx.shape[1]
if a_shape_0 is None:
a_shape_0 = a.shape[0]
a_reshaped = tf.reshape(a, [a_shape_0 * a_shape_1, -1])
add_to_idx = a_shape_1 * tf.transpose(tf.tile(tf.expand_dims(tf.range(a_shape_0), axis=0), [idx_shape_1,1]))
a_gathered = tf.gather(a_reshaped, idx + add_to_idx)
a_gathered = tf.reshape(a_gathered, [a_shape_0, -1])
return a_gathered
# @staticmethod
def gather_across_core(a, idx, a_shape_1=None, idx_shape_1=None, A=4):
'''
Gathers from the core as such:
if a is K-by-N-by-S-by-A, idx is K-by-M, then it returns a Tensor with structure like
[tf.gather(a[k], idx[k]) for k in range(K)].
But it broadcasts and doesn't actually use for-loop.
'''
if a_shape_1 is None:
a_shape_1 = a.shape[1]
if idx_shape_1 is None:
idx_shape_1 = idx.shape[1]
K = a.shape[0]
a_reshaped = tf.reshape(a, [K * a_shape_1, -1, A])
add_to_idx = a_shape_1 * tf.transpose(tf.tile(tf.expand_dims(tf.range(K), axis=0), [idx_shape_1,1]))
a_gathered = tf.gather(a_reshaped, idx + add_to_idx)
a_gathered = tf.reshape(a_gathered, [K, idx_shape_1, -1, A])
return a_gathered
class VCSMC:
"""
VCSMC takes as input a dictionary (datadict) with two keys:
taxa: a list of n strings denoting taxa
genome_NxSxA: a 3 tensor of genomes for the n taxa one hot encoded
"""
def __init__(self, datadict, K, args=None):
self.args = args
self.taxa = datadict['taxa']
self.genome_NxSxA = datadict['genome']
self.K = K
self.M = args.M
self.N = len(self.genome_NxSxA)
self.S = len(self.genome_NxSxA[0])
self.A = len(self.genome_NxSxA[0, 0])
self.left_branches_param = tf.exp(tf.Variable(np.zeros(self.N-1)+self.args.branch_prior, dtype=tf.float64, name='left_branches_param'))
self.right_branches_param = tf.exp(tf.Variable(np.zeros(self.N-1)+self.args.branch_prior, dtype=tf.float64, name='right_branches_param'))
if not args.jcmodel:
self.y_q = tf.linalg.set_diag(tf.Variable(np.zeros((self.A, self.A)) + 1/self.A, dtype=tf.float64, name='Qmatrix'), [0]*self.A)
self.Qmatrix = self.get_Q()
self.y_station = tf.Variable(np.zeros(self.A) + 1 / self.A, dtype=tf.float64, name='Stationary_probs')
else:
self.Qmatrix = tf.linalg.set_diag(
tf.constant(np.zeros((self.A, self.A)) + 1/self.A, dtype=tf.float64, name='Qmatrix'),
[-(self.A-1)/self.A] * self.A
)
self.y_station = tf.constant(np.zeros(self.A) + 1 / self.A, dtype=tf.float64, name='Stationary_probs')
self.stationary_probs = self.get_stationary_probs()
def get_stationary_probs(self):
""" Compute stationary probabilities of the Q matrix """
denom = tf.reduce_sum(tf.exp(self.y_station))
return tf.expand_dims(tf.exp(self.y_station) / denom, axis=0)
def get_Q(self):
"""
Forms the transition matrix of the continuous time Markov Chain, constraints
are satisfied by defining off-diagonal terms using the softmax function
"""
denom = tf.reduce_sum(tf.linalg.set_diag(tf.exp(self.y_q), [0]*self.A), axis=1)
denom = tf.stack([denom]*self.A, axis=1)
q_entry = tf.multiply(tf.linalg.set_diag(tf.exp(self.y_q), [0]*self.A), 1/denom)
hyphens = tf.reduce_sum(q_entry, axis=1)
Q = tf.linalg.set_diag(q_entry, -hyphens)
return Q
def conditional_likelihood(self, l_data, r_data, l_branch, r_branch):
"""
Computes conditional complete likelihood at an ancestor node
by passing messages from left and right children
"""
#with tf.device('/gpu:0'):
left_Pmatrix = tf.linalg.expm(self.Qmatrix * l_branch)
right_Pmatrix = tf.linalg.expm(self.Qmatrix * r_branch)
left_prob = tf.matmul(l_data, left_Pmatrix)
right_prob = tf.matmul(r_data, right_Pmatrix)
likelihood = tf.multiply(left_prob, right_prob)
return likelihood
def broadcast_conditional_likelihood_M(self, l_data_SxA, r_data_SxA, l_branch_samples_M, r_branch_samples_M):
"""
Broadcast conditional complete likelihood computation at ancestor node
by passing messages from left and right children.
Messages passed and Pmatrices are now 3-tensors to broadcast across subparticle x alphabet x alphabet (MxAxA)
"""
left_message_MxAxA = tf.tensordot( l_branch_samples_M, self.Qmatrix, axes=0)
right_message_MxAxA = tf.tensordot( r_branch_samples_M, self.Qmatrix, axes=0)
left_Pmat_MxAxA = tf.linalg.expm(left_message_MxAxA)
right_Pmat_MxAxA = tf.linalg.expm(right_message_MxAxA)
left_prob_MxAxS = tf.matmul(left_Pmat_MxAxA, l_data_SxA, transpose_b=True) # Confirm dim(l_data): SxA
right_prob_MxAxS = tf.matmul(right_Pmat_MxAxA, r_data_SxA, transpose_b=True)
left_prob_AxSxM = tf.transpose(left_prob_MxAxS, perm=[1,2,0])
right_prob_AxSxM = tf.transpose(right_prob_MxAxS, perm=[1,2,0])
likelihood_AxSxM = left_prob_AxSxM * right_prob_AxSxM
return likelihood_AxSxM
def broadcast_conditional_likelihood_K(self, l_data_KxSxA, r_data_KxSxA, l_branch_samples_K, r_branch_samples_K):
left_message_KxAxA = tf.tensordot( l_branch_samples_K, self.Qmatrix, axes=0)
right_message_KxAxA = tf.tensordot( r_branch_samples_K, self.Qmatrix, axes=0)
left_Pmat_KxAxA = tf.linalg.expm(left_message_KxAxA)
right_Pmat_KxAxA = tf.linalg.expm(right_message_KxAxA)
left_prob_KxSxA = tf.matmul(l_data_KxSxA, left_Pmat_KxAxA)
right_prob_KxSxA = tf.matmul(r_data_KxSxA, right_Pmat_KxAxA)
likelihood_KxSxA = left_prob_KxSxA * right_prob_KxSxA
return likelihood_KxSxA
def compute_tree_posterior(self, data, leafnode_num):
"""
Forms a log probability measure by dotting the stationary probs with tree likelihood
And add that to log-prior of tree topology
NOTE: we add log-prior of branch-lengths in body_update_weights
"""
#with tf.device('/gpu:1'):
tree_likelihood = tf.matmul(self.stationary_probs, data, transpose_b=True)
data_loglik = tf.reduce_sum(tf.log(tree_likelihood))
tree_logprior = -log_double_factorial(2 * tf.maximum(leafnode_num, 2) - 3)
return data_loglik + tree_logprior
def broadcast_compute_tree_posterior_M(self, likelihood_AxSxM, leafnode_num):
"""
Forms a log probability measure by dotting the stationary probs with tree likelihood
And add that to log-prior of tree topology
NOTE: we add log-prior of branch-lengths in body_update_weights
"""
#with tf.device('/gpu:1'):
tree_likelihood_SxM = tf.einsum('ia,asm->sm',self.stationary_probs, likelihood_AxSxM)
tree_likelihood_S = tf.reduce_mean(tree_likelihood_SxM, axis=1)
data_loglik = tf.reduce_sum(tf.log(tree_likelihood_S))
tree_logprior = -log_double_factorial(2 * tf.maximum(leafnode_num, 2) - 3)
return data_loglik + tree_logprior
def broadcast_compute_tree_posterior_K(self, data_KxSxA, leafnode_num_record, MK=False):
"""
Forms a log probability measure by dotting the stationary probs with tree likelihood
And add that to log-prior of tree topology
NOTE: we add log-prior of branch-lengths in body_update_weights
"""
#with tf.device('/gpu:1'):
if MK:
stationary_probs = tf.tile(tf.expand_dims(tf.transpose(self.stationary_probs), axis=0), [self.K*self.M, 1, 1])
leafnode_num_record = tf.tile(leafnode_num_record, [self.M, 1])
else:
stationary_probs = tf.tile(tf.expand_dims(tf.transpose(self.stationary_probs), axis=0), [self.K, 1, 1])
tree_lik = tf.squeeze(tf.matmul(data_KxSxA, stationary_probs))
tree_loglik = tf.reduce_sum(tf.log(tree_lik), axis=1)
tree_logprior = tf.reduce_mean(-log_double_factorial(2 * tf.maximum(leafnode_num_record, 2) - 3), axis=1)
return tree_loglik + tree_logprior
def compute_forest_posterior(self, data_KxXxSxA, leafnode_num_record, r):
"""
Forms a log probability measure by dotting the stationary probs with tree likelihood
And add that to log-prior of tree topology
NOTE: we add log-prior of branch-lengths in body_update_weights
"""
#with tf.device('/gpu:1'):
data_reshaped = tf.reshape(data_KxXxSxA, (self.K*(self.N-r-1), -1, self.A))
stationary_probs = tf.tile(tf.expand_dims(tf.transpose(self.stationary_probs), axis=0), [self.K*(self.N-r-1), 1, 1])
forest_lik = tf.matmul(data_reshaped, stationary_probs)
forest_lik = tf.reshape(forest_lik, (self.K, self.N-r-1, -1))
forest_loglik = tf.reduce_sum(tf.log(forest_lik), axis=(1,2))
forest_logprior = tf.reduce_sum(-log_double_factorial(2 * tf.maximum(leafnode_num_record, 2) - 3), axis=1)
return forest_loglik + forest_logprior
def overcounting_correct(self, leafnode_num_record):
"""
Computes overcounting correction term to the proposal distribution
"""
v_minus = tf.reduce_sum(leafnode_num_record - tf.cast(tf.equal(leafnode_num_record, 1), tf.int32), axis=1)
return v_minus
def get_log_likelihood(self, log_likelihood):
"""
Computes last rank-event's log_likelihood P(Y|t, theta) by removing prior from
the already computed log_likelihood, which includes prior
"""
l_exponent = tf.multiply(tf.transpose(self.left_branches), tf.expand_dims(self.left_branches_param, axis=0))
r_exponent = tf.multiply(tf.transpose(self.right_branches), tf.expand_dims(self.right_branches_param, axis=0))
l_multiplier = tf.expand_dims(tf.log(self.left_branches_param), axis=0)
r_multiplier = tf.expand_dims(tf.log(self.left_branches_param), axis=0)
left_branches_logprior = tf.reduce_sum(l_multiplier - l_exponent, axis=1)
right_branches_logprior = tf.reduce_sum(r_multiplier - r_exponent, axis=1)
log_likelihood_R = tf.gather(log_likelihood, self.N-2) + \
log_double_factorial(2 * self.N - 3) - \
left_branches_logprior - right_branches_logprior
return log_likelihood_R
def compute_log_ZSMC(self, log_weights):
"""
Forms the estimator log_ZSMC, a multi sample lower bound to the likelihood
Z_SMC is formed by averaging over weights and multiplying over coalescent events
"""
#with tf.device('/gpu:1'):
log_Z_SMC = tf.reduce_sum(tf.reduce_logsumexp(log_weights - tf.log(tf.cast(self.K, tf.float64)), axis=1))
return log_Z_SMC
def resample(self, core, leafnode_num_record, JC_K, log_weights):
"""
Resample partial states by drawing from a categorical distribution whose parameters are normalized importance weights
JumpChain (JC_K) is a tensor formed from a numpy array of lists of strings, returns a resampled JumpChain tensor
"""
log_normalized_weights = log_weights - tf.reduce_logsumexp(log_weights)
indices = tf.squeeze(tf.random.categorical([log_normalized_weights], self.K))
resampled_core = tf.gather(core, indices)
resampled_record = tf.gather(leafnode_num_record, indices)
resampled_JC_K = tf.gather(JC_K, indices)
return resampled_core, resampled_record, resampled_JC_K, indices
def extend_partial_state(self, JCK, potentials, map_to_indices, l_br, r_br, r):
shape_1 = tf.cast(ncr(self.N-r, 2)*self.M, tf.int32)
indices = tf.cast(tf.random.categorical(potentials, 1), tf.int32)
indices_remainder = tf.floordiv(indices, self.M)
coalesced_indices = tf.cast(tf.gather_nd(map_to_indices, indices_remainder), tf.int32)
transformed_coalesced_indices = tf.cast(
self.N*10*tf.reduce_sum(tf.one_hot(coalesced_indices, self.N-r), axis=1), tf.int32)
all_indices = tf.tile(tf.expand_dims(tf.range(self.N-r), axis=0), [self.K,1])
remaining_indices, _ = tf.nn.top_k(all_indices - transformed_coalesced_indices, self.N - r - 2)
JC_keep = gather_across_2d(JCK, remaining_indices, self.N-r, self.N-r-2)
particles = gather_across_2d(JCK, coalesced_indices, self.N-r, 2)
particle1 = particles[:, 0]
particle2 = particles[:, 1]
# Form new state
particle_coalesced = particle1 + '+' + particle2
# Form new Jump Chain
JCK = tf.concat([JC_keep, tf.expand_dims(particle_coalesced, axis=1)], axis=1)
q_log_proposal = gather_across_2d(potentials, indices, shape_1, 1)
q_log_proposal = tf.reduce_mean(q_log_proposal, axis=1) # q should be Kx1, but is Kx?, and reduce_mean simply changes ? to 1
l_br = gather_across_2d(l_br, indices, shape_1, 1)
l_br = tf.squeeze(tf.reduce_mean(l_br, axis=1))
r_br = gather_across_2d(r_br, indices, shape_1, 1)
r_br = tf.squeeze(tf.reduce_mean(r_br, axis=1))
return coalesced_indices, remaining_indices, q_log_proposal, l_br, r_br, JCK
def body1_enumerate_over_topo(self, potentials, map_to_indices, core, leafnode_num_record, l_br, r_br, r, r1):
potentials, map_to_indices, core_, leafnode_num_record_, l_br, r_br, r_, r1, r2 = tf.while_loop(
self.cond2_enumerate_over_topo,
self.body2_enumerate_over_topo,
loop_vars = [potentials, map_to_indices, core, leafnode_num_record, l_br, r_br, r, r1, r1+1],
shape_invariants = [tf.TensorShape([None, self.M*self.K]), tf.TensorShape([None, 2]),
core.get_shape(), leafnode_num_record.get_shape(),
tf.TensorShape([None, self.M*self.K]), tf.TensorShape([None, self.M*self.K]),
tf.TensorShape([]), tf.TensorShape([]), tf.TensorShape([])])
r1 = r1 + 1
return potentials, map_to_indices, core, leafnode_num_record, l_br, r_br, r, r1
def cond1_enumerate_over_topo(self, potentials, map_to_indices, core, leafnode_num_record, l_br, r_br, r, r1):
return r1 < self.N - r - 1
def body2_enumerate_over_topo(self, potentials, map_to_indices, core, leafnode_num_record, l_br, r_br, r, r1, r2):
l_idx = tf.tile([[r1]], [self.K, 1])
r_idx = tf.tile([[r2]], [self.K, 1])
l_data_KxSxA = tf.squeeze(gather_across_core(core, l_idx, self.N-r, 1))
r_data_KxSxA = tf.squeeze(gather_across_core(core, r_idx, self.N-r, 1))
l_data_MKxSxA = tf.reshape(tf.tile([l_data_KxSxA], [self.M,1,1,1]), (self.K*self.M, -1, self.A))
r_data_MKxSxA = tf.reshape(tf.tile([r_data_KxSxA], [self.M,1,1,1]), (self.K*self.M, -1, self.A))
left_branches_param_r = tf.gather(self.left_branches_param, r)
right_branches_param_r = tf.gather(self.right_branches_param, r)
l_branch_dist = tfp.distributions.Exponential(rate=left_branches_param_r)
r_branch_dist = tfp.distributions.Exponential(rate=right_branches_param_r)
l_branch_samples_MK = l_branch_dist.sample(self.K * self.M)
r_branch_samples_MK = r_branch_dist.sample(self.K * self.M)
mtx_MKxSxA = self.broadcast_conditional_likelihood_K(
l_data_MKxSxA, r_data_MKxSxA, l_branch_samples_MK, r_branch_samples_MK)
# mtx_KxSxA = tf.reduce_mean(tf.reshape(mtx_MKxSxA, (self.M, self.K, -1, self.A)), axis=0)
l_leafnode_num = gather_across_2d(leafnode_num_record, l_idx, self.N-r, 1)
r_leafnode_num = gather_across_2d(leafnode_num_record, r_idx, self.N-r, 1)
leafnode_num = l_leafnode_num + r_leafnode_num
joint_prob = self.broadcast_compute_tree_posterior_K(mtx_MKxSxA, leafnode_num, True)
joint_prob -= self.broadcast_compute_tree_posterior_K(l_data_MKxSxA, l_leafnode_num, True)
joint_prob -= self.broadcast_compute_tree_posterior_K(r_data_MKxSxA, r_leafnode_num, True)
potentials = tf.concat([potentials, [joint_prob]], axis=0)
map_to_indices = tf.concat([map_to_indices, [[r1, r2]]], axis=0)
l_br = tf.concat([l_br, [l_branch_samples_MK]], axis=0)
r_br = tf.concat([r_br, [r_branch_samples_MK]], axis=0)
r2 = r2 + 1
return potentials, map_to_indices, core, leafnode_num_record, l_br, r_br, r, r1, r2
def cond2_enumerate_over_topo(self, potentials_k, map_to_indices, core, leafnode_num_record, l_br, r_br, r, r1, r2):
return r2 < self.N - r
def compute_potentials(self, r, core, leafnode_num_record):
"""
Build a KxM array of probabilities called potentials, which will eventually become Categorical dist params
- For each k:
- For each topology m (M in total):
- gather from core using lookahead_indices[m,:]
- build a temporary new core
- compute log-likelihood of this new 'forest' <- actually do a shortcut by computing only the new elements
- save it into potentials
"""
num_topo = tf.cast(ncr(self.N-r, 2), tf.int32)
potentials = tf.constant(0, shape=(1, self.M*self.K), dtype=tf.float64)
map_to_indices = tf.constant(0, shape=(1,2), dtype=tf.float64)
l_br = tf.constant(0, shape=(1, self.M*self.K), dtype=tf.float64)
r_br = tf.constant(0, shape=(1, self.M*self.K), dtype=tf.float64)
potentials, map_to_indices, core_, leafnode_num_record_, l_br, r_br, r_, r__ = tf.while_loop(
self.cond1_enumerate_over_topo,
self.body1_enumerate_over_topo,
loop_vars = [potentials, map_to_indices, core, leafnode_num_record, l_br, r_br, r, 0],
shape_invariants = [tf.TensorShape([None, self.M*self.K]), tf.TensorShape([None, 2]),
core.get_shape(), leafnode_num_record.get_shape(),
tf.TensorShape([None, self.M*self.K]), tf.TensorShape([None, self.M*self.K]),
tf.TensorShape([]), tf.TensorShape([])]
)
potentials = tf.gather(potentials, tf.range(1, num_topo+1))
potentials = tf.reshape(potentials, (num_topo*self.M, self.K))
potentials = tf.transpose(potentials)
potentials = potentials - tf.expand_dims(tf.reduce_logsumexp(potentials, axis=1), axis=1)
map_to_indices = tf.gather(map_to_indices, tf.range(1, num_topo+1))
l_br = tf.gather(l_br, tf.range(1, num_topo+1))
l_br = tf.reshape(l_br, (num_topo*self.M, self.K))
l_br = tf.transpose(l_br)
r_br = tf.gather(r_br, tf.range(1, num_topo+1))
r_br = tf.reshape(r_br, (num_topo*self.M, self.K))
r_br = tf.transpose(r_br)
return potentials, map_to_indices, l_br, r_br
def cond_true_resample(self, log_likelihood_tilde, core, leafnode_num_record,
log_weights, log_likelihood, jump_chains, jump_chain_tensor, r):
core, leafnode_num_record, jump_chain_tensor, indices = self.resample(
core, leafnode_num_record, jump_chain_tensor, tf.gather(log_weights, r))
log_likelihood_tilde = tf.gather_nd(
tf.gather(tf.transpose(log_likelihood), indices),[[k, r] for k in range(self.K)])
jump_chains = tf.concat([jump_chains, jump_chain_tensor], axis=1)
return log_likelihood_tilde, core, leafnode_num_record, jump_chains, jump_chain_tensor
def cond_false_resample(self, log_likelihood_tilde, core, leafnode_num_record,
log_weights, log_likelihood, jump_chains, jump_chain_tensor, r):
jump_chains = tf.concat([jump_chains, jump_chain_tensor], axis=1)
return log_likelihood_tilde, core, leafnode_num_record, jump_chains, jump_chain_tensor
def body_rank_update(self, log_weights, log_likelihood, log_likelihood_tilde, jump_chains, jump_chain_tensor,
core, leafnode_num_record, left_branches, right_branches, v_minus, potentials, r):
"""
Define tensors for log_weights, log_likelihood, jump_chain_tensor and core (state data for distribution over characters for ancestral taxa)
by iterating over rank events.
"""
# Resample
log_likelihood_tilde, core, leafnode_num_record, jump_chains, jump_chain_tensor = tf.cond(
r > 0,
lambda: self.cond_true_resample(log_likelihood_tilde, core, leafnode_num_record,
log_weights, log_likelihood, jump_chains, jump_chain_tensor, r),
lambda: self.cond_false_resample(log_likelihood_tilde, core, leafnode_num_record,
log_weights, log_likelihood, jump_chains, jump_chain_tensor, r))
# Twist the proposal
potentials, map_to_indices, l_br, r_br = self.compute_potentials(r, core, leafnode_num_record)
# Extend partial states
coalesced_indices, remaining_indices, q_log_proposal, l_br, r_br, jump_chain_tensor = \
self.extend_partial_state(jump_chain_tensor, potentials, map_to_indices, l_br, r_br, r)
# Branch lengths
left_branches = tf.concat([left_branches, [l_br]], axis=0)
right_branches = tf.concat([right_branches, [r_br]], axis=0)
# Update partial set data
remaining_core = gather_across_core(core, remaining_indices, self.N-r, self.N-r-2, self.A) # Kx(N-r-2)xSxA
l_coalesced_indices = tf.reshape(tf.gather(tf.transpose(coalesced_indices), 0), (self.K, 1))
r_coalesced_indices = tf.reshape(tf.gather(tf.transpose(coalesced_indices), 1), (self.K, 1))
l_data_KxSxA = tf.squeeze(gather_across_core(core, l_coalesced_indices, self.N-r, 1, self.A))
r_data_KxSxA = tf.squeeze(gather_across_core(core, r_coalesced_indices, self.N-r, 1, self.A))
new_mtx_KxSxA = self.broadcast_conditional_likelihood_K(l_data_KxSxA, r_data_KxSxA, l_br, r_br)
new_mtx_Kx1xSxA = tf.expand_dims(new_mtx_KxSxA, axis=1)
core = tf.concat([remaining_core, new_mtx_Kx1xSxA], axis=1) # Kx(N-r-1)xSxA
reamining_leafnode_num_record = gather_across_2d(leafnode_num_record, remaining_indices, self.N-r, self.N-r-2)
new_leafnode_num = tf.expand_dims(tf.reduce_sum(gather_across_2d(
leafnode_num_record, coalesced_indices, self.N-r, 2), axis=1), axis=1)
leafnode_num_record = tf.concat([reamining_leafnode_num_record, new_leafnode_num], axis=1)
# Comptue weights
log_likelihood_r = self.compute_forest_posterior(core, leafnode_num_record, r)
left_branches_param_r = tf.gather(self.left_branches_param, r)
right_branches_param_r = tf.gather(self.right_branches_param, r)
left_branches_select = tf.gather(left_branches, tf.range(1, r+2)) # (r+1)xK
right_branches_select = tf.gather(right_branches, tf.range(1, r+2)) # (r+1)xK
left_branches_logprior = tf.reduce_sum(
-left_branches_param_r * left_branches_select + tf.log(left_branches_param_r), axis=0)
right_branches_logprior = tf.reduce_sum(
-right_branches_param_r * right_branches_select + tf.log(right_branches_param_r), axis=0)
log_likelihood_r = log_likelihood_r + left_branches_logprior + right_branches_logprior
v_minus = self.overcounting_correct(leafnode_num_record)
l_branch = tf.gather(left_branches, r+1)
r_branch = tf.gather(right_branches, r+1)
log_weights_r = log_likelihood_r - log_likelihood_tilde - \
(tf.log(left_branches_param_r) - left_branches_param_r * l_branch + tf.log(right_branches_param_r) - \
right_branches_param_r * r_branch) + tf.log(tf.cast(v_minus, tf.float64)) - q_log_proposal
log_weights = tf.concat([log_weights, [log_weights_r]], axis=0)
log_likelihood = tf.concat([log_likelihood, [log_likelihood_r]], axis=0) # pi(t) = pi(Y|t, b, theta) * pi(t, b|theta) / pi(Y)
r = r + 1
return log_weights, log_likelihood, log_likelihood_tilde, jump_chains, jump_chain_tensor, \
core, leafnode_num_record, left_branches, right_branches, v_minus, potentials, r
def cond_rank_update(self, log_weights, log_likelihood, log_likelihood_tilde, jump_chains, jump_chain_tensor,
core, leafnode_num_record, left_branches, right_branches, v_minus, potentials, r):
return r < self.N - 1
def sample_phylogenies(self):
"""
Main sampling routine that performs combinatorial SMC by calling the rank update subroutine
"""
N = self.N
A = self.A
K = self.K
self.core = tf.placeholder(dtype=tf.float64, shape=(K, N, None, A))
leafnode_num_record = tf.constant(1, shape=(K, N), dtype=tf.int32) # Keeps track of self.core
left_branches = tf.constant(0, shape=(1, K), dtype=tf.float64)
right_branches = tf.constant(0, shape=(1, K), dtype=tf.float64)
log_weights = tf.constant(0, shape=(1, K), dtype=tf.float64)
log_likelihood = tf.constant(0, shape=(1, K), dtype=tf.float64)
log_likelihood_tilde = tf.constant(np.zeros(K) + np.log(1/K), dtype=tf.float64)
self.jump_chains = tf.constant('', shape=(K, 1))
self.jump_chain_tensor = tf.constant([self.taxa] * K, name='JumpChainK')
v_minus = tf.constant(1, shape=(K, ), dtype=tf.int32) # to be used in overcounting_correct
potentials = tf.constant(0, shape=(self.K, 1), dtype=tf.float64)
# --- MAIN LOOP ----+
log_weights, log_likelihood, log_likelihood_tilde, self.jump_chains, self.jump_chain_tensor, \
core_final, record_final, left_branches, right_branches, v_minus, potentials, r = tf.while_loop(
self.cond_rank_update,
self.body_rank_update,
loop_vars=[log_weights, log_likelihood, log_likelihood_tilde, self.jump_chains, self.jump_chain_tensor,
self.core, leafnode_num_record, left_branches, right_branches, v_minus, potentials, tf.constant(0)],
shape_invariants=[tf.TensorShape([None, K]), tf.TensorShape([None, K]), log_likelihood_tilde.get_shape(),
tf.TensorShape([K, None]), tf.TensorShape([K, None]), tf.TensorShape([K, None, None, A]),
tf.TensorShape([K, None]), tf.TensorShape([None, K]), tf.TensorShape([None, K]),
v_minus.get_shape(), tf.TensorShape([K, None]), tf.TensorShape([])])
# ------------------+
self.log_weights = tf.gather(log_weights, list(range(1, N))) # remove the trivial index 0
self.log_likelihood = tf.gather(log_likelihood, list(range(1, N))) # remove the trivial index 0
self.left_branches = tf.gather(left_branches, list(range(1, N))) # remove the trivial index 0
self.right_branches = tf.gather(right_branches, list(range(1, N))) # remove the trivial index 0
self.elbo = self.compute_log_ZSMC(log_weights)
self.log_likelihood_R = self.get_log_likelihood(self.log_likelihood)
self.cost = - self.elbo
self.log_likelihood_tilde = log_likelihood_tilde
self.v_minus = v_minus
self.potentials = potentials
return self.elbo
def batch_slices(self, data, batch_size):
sites = data.shape[2]
sites_list = list(range(sites))
num_batches = sites // batch_size
slices = []
for i in range(num_batches):
sampled_indices = random.sample(sites_list, batch_size)
slices.append(sampled_indices)
sites_list = list(set(sites_list) - set(sampled_indices))
if len(sites_list) != 0:
slices.append(sites_list)
return slices
def train(self, epochs=100, batch_size=128, learning_rate=0.001, memory_optimization='on'):
"""
Run the train op in a TensorFlow session and evaluate variables
"""
K = self.K
self.lr = learning_rate
config = tf.ConfigProto()
if memory_optimization == 'off':
from tensorflow.core.protobuf import rewriter_config_pb2
off = rewriter_config_pb2.RewriterConfig.OFF
config.graph_options.rewrite_options.memory_optimization = off
data = np.array([self.genome_NxSxA] * K, dtype=np.double) # KxNxSxA
slices = self.batch_slices(data, batch_size)
print('================= Dataset shape: KxNxSxA =================')
print(data.shape)
print('==========================================================')
self.sample_phylogenies()
print('===================\nFinished constructing computational graph!', '\n===================')
if self.args.optimizer == 'Adam':
self.optimizer = tf.train.AdamOptimizer(learning_rate=self.lr).minimize(self.cost)
else:
self.optimizer = tf.train.GradientDescentOptimizer(learning_rate=self.lr).minimize(self.cost)
sess = tf.Session(config=config)
init = tf.global_variables_initializer()
sess.run(init)
initial_list = sess.run([-self.cost, self.jump_chains], feed_dict={self.core: data})
print('===================\nInitial evaluation of ELBO:', round(initial_list[0], 3))
print('Initial jump chain:')
print(initial_list[1][0])
print('===================')
print(tf.get_collection(tf.GraphKeys.TRAINABLE_VARIABLES, scope=tf.get_variable_scope().name))
# Create local directory and save experiment results
tm = str(datetime.now())
local_rlt_root = './results/' + str(self.args.dataset) + '/' + str(self.args.nested) + \
'/' + str(self.args.n_particles) + '/'
save_dir = local_rlt_root + (tm[:10]+'-'+tm[11:13]+tm[14:16]+tm[17:19]) + '/'
if not os.path.exists(save_dir): os.makedirs(save_dir)
rp = open(save_dir + "run_parameters.txt", "w")
rp.write('Initial evaluation of ELBO : ' + str(initial_list[0]))
rp.write('\n')
for k,v in vars(self.args).items():
rp.write(str(k) + ' : ' + str(v))
rp.write('\n')
rp.write(str(self.optimizer))
rp.close()
print('Training begins --')
elbos = []
Qmatrices = []
left_branches = []
right_branches = []
jump_chain_evolution = []
log_weights = []
ll = []
ll_tilde = []
ll_R = []
#pdb.set_trace()
for i in tqdm(range(epochs)):
bt = datetime.now()
for j in tqdm(range(len(slices)-1)):
data_batch = np.take(data, slices[j], axis=2)
_, cost = sess.run([self.optimizer, self.cost], feed_dict={self.core: data_batch})
print('\n Minibatch', j)
#print(sess.run([self.cost, self.potentials], feed_dict={self.core: data_batch}))
output = sess.run([self.cost,
self.stationary_probs,
self.Qmatrix,
self.left_branches,
self.right_branches,
self.log_weights,
self.log_likelihood,
self.log_likelihood_tilde,
self.log_likelihood_R,
self.v_minus,
self.left_branches_param,
self.right_branches_param,
self.potentials,
self.jump_chains],
feed_dict={self.core: data})
cost = output[0]
stats = output[1]
Qs = output[2]
lb = output[3]
rb = output[4]
log_Ws = output[5]
log_liks = output[6]
log_lik_tilde = output[7]
log_lik_R = output[8]
overcount = output[9]
lb_param = output[10]
rb_param = output[11]
potentials = output[12]
jc = output[13]
print('Epoch', i+1)
print('ELBO\n', round(-cost, 3))
print('Stationary probabilities\n', stats)
print('Q-matrix\n', Qs)
# print('Left branches\n', lb)
# print('Right branches\n', rb)
# print('Log Weights\n', np.round(log_Ws,3))
# print('Log likelihood\n', np.round(log_liks,3))
# print('Log likelihood tilde\n', np.round(log_lik_tilde,3))
print('Potentials:\n', potentials[:5])
print('LB param:\n', lb_param)
print('RB param:\n', rb_param)
print('Log likelihood at R\n', np.round(log_lik_R,3))
# print('Overcounting\n', overcount)
print('Jump chains of one particle')
for i in range(len(jc)):
print(jc[i])
break
elbos.append(-cost)
Qmatrices.append(Qs)
left_branches.append(lb)
right_branches.append(rb)
ll.append(log_liks)
ll_tilde.append(log_lik_tilde)
ll_R.append(log_lik_R)
log_weights.append(log_Ws)
jump_chain_evolution.append(jc)
at = datetime.now()
print('Time spent\n', at-bt, '\n-----------------------------------------')
print("Done training.")
plt.imshow(sess.run(self.Qmatrix))
plt.title("Trained Q matrix")
plt.savefig(save_dir + "Qmatrix.png")
plt.figure(figsize=(10,10))
plt.plot(elbos)
plt.ylabel("log $Z_{SMC}$")
plt.xlabel("Epochs")
plt.title("Elbo convergence across epochs")
plt.savefig(save_dir + "ELBO.png")
#plt.show()
plt.figure(figsize=(10, 10))
myll = np.asarray(ll_R)
plt.plot(myll[:,:],c='black',alpha=0.2)
plt.plot(np.average(myll[:,:],axis=1),c='yellow')
plt.ylabel("log likelihood")
plt.xlabel("Epochs")
plt.title("Log likelihood convergence across epochs")
plt.savefig(save_dir + "ll.png")
#plt.show()
# Save best log-likelihood value and jump chain
best_log_lik = np.asarray(ll_R)[np.argmax(elbos)]#.shape
print("Best log likelihood values:\n", best_log_lik)
best_jump_chain = jump_chain_evolution[np.argmax(elbos)]
resultDict = {'cost': np.asarray(elbos),
'nParticles': self.K,
'nTaxa': self.N,
'lr': self.lr,
'log_weights': np.asarray(log_weights),
'Qmatrices': np.asarray(Qmatrices),
'left_branches': left_branches,
'right_branches': right_branches,
'log_lik': np.asarray(ll),
'll_tilde': np.asarray(ll_tilde),
'log_lik_R': np.asarray(ll_R),
'jump_chain_evolution': jump_chain_evolution,
'best_epoch' : np.argmax(elbos),
'best_log_lik': best_log_lik,
'best_jump_chain': best_jump_chain}
with open(save_dir + 'results.p', 'wb') as f:
#pdb.set_trace()
pickle.dump(resultDict, f)
print("Finished...")
sess.close()