adaptation_specialization_material/code/ei_map.py

from socketserver import ThreadingUnixStreamServer
import pandas as pd
import numpy as np

import torch
from sklearn.model_selection import train_test_split, KFold

from scipy.special import softmax

import argparse
import pickle

from os.path import join as opj, basename

import seaborn as sns
from matplotlib import pyplot as plt
import matplotlib
matplotlib.use("pgf")
matplotlib.rcParams.update(
    {
        "pgf.texsystem": "xelatex",
        "font.family": "serif",
        "font.serif": "Times New Roman",
        "text.usetex": True,
        "pgf.rcfonts": False,
    }
)
plt.rcParams["text.latex.preamble"].join([
        r"\usepackage{amsmath}",              
        r"\setmainfont{amssymb}",
])

from multiprocessing import Pool
from functools import partial


class TrajectoryModel(torch.nn.Module):
    def __init__(self, N, R, C, nu):
        super().__init__()

        self.N = N
        self.R = R
        self.C = C
        self.nu = nu

        self.dtype = torch.float

        self.init_weights()

        torch.autograd.set_detect_anomaly(True)

        if torch.cuda.is_available():
            self.device = torch.device("cuda")
            self.to(self.device)
        else:
            print("GPU is not available, using CPU instead")

    def init_weights(self):
        self.beta = torch.nn.Parameter(
            torch.zeros((self.N, self.R, self.C))
        )
        self.mu = torch.nn.Parameter(torch.zeros((self.R, self.C-1)))
        self.gamma = torch.nn.Parameter(torch.zeros((self.R, self.C)))
        self.delta = torch.nn.Parameter(torch.zeros((self.R, self.C)))
        self.eps = torch.nn.Parameter(
            torch.zeros((self.N, self.R, self.C-1))
        )
        self.sigma = torch.nn.Parameter(torch.zeros((R,C-1)))
        self.mu_nu = torch.nn.Parameter(torch.zeros(1))

    def train(self, train, validation, epoch=50, autostop=False, printouts=1000):
        optimizer = torch.optim.Adam(self.parameters(), lr=0.01)
        # clipping_value = 1e6

        epochs = []
        train_loss = []
        validation_loss = []
        reference_loss = []

        for t in range(epoch):
            # print("mu:", self.mu)
            
            loss = self.loss(train)
            print(t, loss.item())

            optimizer.zero_grad()
            loss.backward()

            optimizer.step()

            if (t % 2) == 0:
                # beta = (torch.einsum("ld,lij->dij", self.M, self.lambd)).detach().numpy()
                y_pred_train = self.predict(train).detach().numpy()
                y_pred_validation = self.predict(validation).detach().numpy()

                epochs.append(t)
                train_loss.append((np.abs(train["y"]-y_pred_train).sum(axis=1)/2).mean())
                validation_loss.append((np.abs(validation["y"]-y_pred_validation).sum(axis=1)/2).mean())
                reference_loss.append((np.abs(validation["y"]-validation["x"]).sum(axis=1)/2).mean())

                if (t % printouts) == 0:
                    fig, ax = plt.subplots(figsize=[6.4*0.75, 4.8*0.75])
                    ax.plot(np.array(epochs), train_loss, label="$d_{\\mathrm{TV}}(\\vec{y}_a,\\vec{y}_a^{\\mathrm{pred}})$ -- training set")
                    ax.plot(np.array(epochs), validation_loss, label="$d_{\\mathrm{TV}}(\\vec{y}_a,\\vec{y}_a^{\\mathrm{pred}})$ -- test set")
                    ax.plot(np.array(epochs), reference_loss, label="$d_{\\mathrm{TV}}(\\vec{y}_a,\\vec{x}_a)$ -- test set")
                    ax.set_xlabel("Epochs")
                    ax.set_ylabel("Performance (total variation distance)")
                    ax.legend(loc='upper right', bbox_to_anchor=(1, 1.2))
                    ax.set_ylim(0.3,0.6)
                    fig.savefig(f"status_{basename(args.input)}.eps", bbox_inches="tight")

            if autostop and len(validation_loss)>2 and validation_loss[-1]>validation_loss[-2] and validation_loss[-2]>validation_loss[-3]:
                break

        return train_loss, validation_loss, reference_loss

    def predict(self, data, eps=None):
        N = data["N"]

        mu = torch.zeros((self.R, self.C))
        mu[:,:-1] = self.mu
        mu += self.nu*self.mu_nu

        s = torch.zeros((N, self.R, self.C))
        s = s+torch.einsum("ij,aj->aij", self.gamma, data["expertise"])
        s = s+torch.einsum("ij,aj->aij", self.delta, data["cov"])
        s = s+mu

        if eps is not None:
            eps_ = torch.zeros((N, self.R, self.C))
            eps_[:,:,:-1] = eps
            s += eps_

        b = torch.softmax(s, dim=2)
        p = torch.einsum("aij,ai->aj", b, data["x"])
        return p

    def loss(self, data):
        Y = data["Y"]
        
        loss = 0

        p = self.predict(data, self.eps)
        
        for a in range(p.shape[0]):
            multi = torch.distributions.multinomial.Multinomial(
                total_count=Y[a,:].sum().max().item(),
                probs=p[a,:]
            )
            loss -= multi.log_prob(Y[a,:]).sum()

        print("evidence loss: ", loss/data["N"])

        eps_prior = torch.distributions.normal.Normal(0, self.sigma.exp())
        sigma_prior = torch.distributions.exponential.Exponential(1)
        normal_prior = torch.distributions.normal.Normal(0, 1)

        priors_loss = 0
        priors_loss -= eps_prior.log_prob(self.eps).sum()
        priors_loss -= sigma_prior.log_prob(self.sigma.exp()).sum()
        priors_loss -= normal_prior.log_prob(self.mu).sum()
        priors_loss -= normal_prior.log_prob(self.delta).sum()
        priors_loss -= normal_prior.log_prob(self.gamma).sum()
        priors_loss -= normal_prior.log_prob(self.mu_nu).sum()
        
        print("priors loss:", priors_loss/data["N"])

        loss += priors_loss
        loss /= data["N"]

        return loss

parser = argparse.ArgumentParser()
parser.add_argument("--input")
parser.add_argument("--portfolios")
parser.add_argument("--resources", default=None)
parser.add_argument("--output")
parser.add_argument("--folds", default=0, type=int)

args = parser.parse_args()

n_topics = len(pd.read_csv(opj(args.input, "topics.csv")))

df = pd.read_csv(args.portfolios)
df = df[df[[f"start_{k+1}" for k in range(n_topics)]].sum(axis=1) >= 100]

resources = pd.read_parquet(
    opj(args.input, "pooled_resources.parquet") if args.resources is None else args.resources
)
df = df.merge(resources, left_on="bai", right_on="bai")

data = {
    "NR": np.stack(df[[f"start_{k+1}" for k in range(n_topics)]].values).astype(int),
    "NC": np.stack(df[[f"end_{k+1}" for k in range(n_topics)]].values).astype(int),
    "expertise": np.stack(df[[f"expertise_{k+1}" for k in range(n_topics)]].fillna(0).values),
}

data["cov"] = np.stack(df["pooled_resources"])

junk = np.sum(data["NR"] + data["NC"], axis=0) == 0

for col in ["NR", "NC", "cov", "expertise"]:
    data[col] = data[col][:, ~junk]

R = n_topics-junk.sum()
C = n_topics-junk.sum()

data["cov"] = np.nan_to_num(data["cov"])# / np.maximum(data["cov"].sum(axis=1)[:, np.newaxis], 1)
data["expertise"] = np.nan_to_num(data["expertise"])# / np.maximum(data["cov"].sum(axis=1)[:, np.newaxis], 1)


expertise = data["expertise"]
nu = np.array([
    [((expertise[:,i]>expertise[:,i].mean())&(expertise[:,j]>expertise[:,j].mean())).mean()/(expertise[:,i]>expertise[:,i].mean()).mean() for j in range(R)]
    for i in range(R)
])

data["Y"] = data["NC"]
data["x"] = data["NR"]/data["NR"].sum(axis=1)[:,np.newaxis]
data["y"] = data["NC"]/data["NC"].sum(axis=1)[:,np.newaxis]

N = data["x"].shape[0]

def split_train_validation(data, test_size):
    train_ind, test_ind = train_test_split(np.arange(N), test_size=test_size)

    train, validation = {}, {}
    for k in data:
        train[k] = torch.from_numpy(data[k][train_ind])
        validation[k] = torch.from_numpy(data[k][test_ind])

    return train, validation

def folds(data, folds):
    f = []
    kf = KFold(n_splits=folds, shuffle=True)

    for i, (train_ind, test_ind) in enumerate(kf.split(np.arange(N))):
        fold_train, fold_test = {}, {}
        for k in data:
            fold_train[k] = torch.from_numpy(data[k][train_ind])
            fold_test[k] = torch.from_numpy(data[k][test_ind])

        f.append((fold_train, fold_test))

    return f

def run_model(data):
    data[0]["N"] = data[0]["x"].shape[0]
    data[1]["N"] = data[1]["x"].shape[0]

    mdl = TrajectoryModel(data[0]["N"], R, C, torch.from_numpy(nu))
    train_loss, validation_loss, reference_loss = mdl.train(
        data[0], data[1],
        epoch=1500,
        autostop=True,
        printouts=50
    )
    scores = [
        train_loss[-1].detach().numpy(), validation_loss[-1].detach().numpy(), reference_loss[-1].detach().numpy()
    ]
    print(scores)
    return scores

if args.folds > 0:
    f = folds(data, args.folds)

    with Pool(processes=args.folds) as pool:
        scores = pool.map(run_model, f)

    scores = np.array(scores)

    np.save(opj(args.input, f"scores_{args.output}.npy"), scores)

else:
    train, validation = split_train_validation(data, test_size=0.2)
    train["N"] = train["x"].shape[0]
    validation["N"] = validation["x"].shape[0]

    mdl = TrajectoryModel(train["N"], R, C, torch.from_numpy(nu))
    mdl.train(train, validation, epoch=800)