examples/A novel algorithmic approach to Bayesian logic regression supplementaries/simulations/scenario4/qtlsim4G.r

In aliaksah/EMJMCMC2016: EMJMCMC

#read the appropriate version of the package
source("https://raw.githubusercontent.com/aliaksah/EMJMCMC2016/master/R/the_mode_jumping_package2.r")
#define some function for cleaning up after parallel computations
library(inline)
includes = '#include <sys/wait.h>'
code = 'int wstat; while (waitpid(-1, &wstat, WNOHANG) > 0) {};'
wait = cfunction(body=code, includes=includes, convention='.C')

#define the function estimating parameters of a given Gaussian logic regression with robust g prior
estimate.logic.lm.tCCH = function(formula = Y1~-1., data, n=1000, m=50, r = 1, p.a = 1, p.b = 2, p.r = 1.5, p.s = 0, p.v=-1, p.k = 1)
{
  fmla.proc=as.character(formula)[2:3]
  fobserved = fmla.proc[1]
  if(fmla.proc[2]=="-1")
    return(list(mlik =  -10000,waic =10000 , dic =  10000,summary.fixed =list(mean = 1)))
  out = lm(formula = formula,data = data)
  p = out$rank
  fmla.proc[2]=stri_replace_all(str = fmla.proc[2],fixed = " ",replacement = "")
  fmla.proc[2]=stri_replace_all(str = fmla.proc[2],fixed = "\n",replacement = "")
  fparam =stri_split_fixed(str = fmla.proc[2],pattern = "+",omit_empty = F)[[1]]
  sj=(stri_count_fixed(str = fparam, pattern = "&"))
  sj=sj+(stri_count_fixed(str = fparam, pattern = "|"))
  sj=sj+1
  Jprior = prod(factorial(sj)/((m^sj)*2^(2*sj-2)))
  p.v = (n+1)/(p+1)
  R.2 = summary(out)$r.squared
  
  mlik = (-0.5*p*log(p.v) -0.5*(n-1)*log(1-(1-1/p.v)*R.2) + log(beta((p.a+p)/2,p.b/2)) - log(beta(p.a/2,p.b/2)) + log(phi1(p.b/2,(n-1)/2,(p.a+p.b+p)/2,p.s/2/p.v,R.2/(p.v-(p.v-1)*R.2))) - hypergeometric1F1(p.b/2,(p.a+p.b)/2,p.s/2/p.v,log = T)+log(Jprior) + p*log(r)+n) 
  if(mlik==-Inf||is.na(mlik)||is.nan(mlik))
    mlik = -10000
  return(list(mlik = mlik,waic = AIC(out)-n , dic =  BIC(out)-n,summary.fixed =list(mean = coef(out))))
}

#define the function for perfroming parallel computations
parall.gmj = mclapply

#define the function simplifying logical expressions at the end of the search
simplifyposteriors=function(X,posteriors,th=0.0001,thf=0.5)
{
  posteriors=posteriors[-which(posteriors[,2]<th),]
  rhash=hash()
  for(i in 1:length(posteriors[,1]))
  {
    expr=posteriors[i,1]
    print(expr)
    res=model.matrix(data=X,object = as.formula(paste0("Y1~",expr)))
    res[,1]=res[,1]-res[,2]
    ress=c(stri_flatten(res[,1],collapse = ""),stri_flatten(res[,2],collapse = ""),posteriors[i,2],expr)
    if(!(ress[1] %in% values(rhash)||(ress[2] %in% values(rhash))))
      rhash[[ress[1]]]=ress
    else
    {
      if(ress[1] %in% keys(rhash))
      {
        rhash[[ress[1]]][3]= (as.numeric(rhash[[ress[1]]][3]) + as.numeric(ress[3]))
        if(stri_length(rhash[[ress[1]]][4])>stri_length(expr))
          rhash[[ress[1]]][4]=expr
      }
      else
      {
        rhash[[ress[2]]][3]= (as.numeric(rhash[[ress[2]]][3]) + as.numeric(ress[3]))
        if(stri_length(rhash[[ress[2]]][4])>stri_length(expr))
          rhash[[ress[2]]][4]=expr
      } 
    }
    
  }
  res=as.data.frame(t(values(rhash)[c(3,4),]))
  res$V1=as.numeric(as.character(res$V1))
  res=res[which(res$V1>thf),]
  res=res[order(res$V1, decreasing = T),]
  clear(rhash)
  rm(rhash)
  res[which(res[,1]>1),1]=1
  colnames(res)=c("posterior","tree")
  return(res)
}

#define number of simulations
MM = 100
#define number of threads to be used
M = 32
#define the size of the simulated samples
NM= 1000
#define \k_{max} + 1 from the paper
compmax = 16
#define treshold for preinclusion of the tree into the analysis
th=(10)^(-5)
#define a final treshold on the posterior marginal probability for reporting a tree  
thf=0.05

#define a function performing the map step for a given thread
runpar=function(vect)
{
  
  set.seed(as.integer(vect[22]))
  do.call(runemjmcmc, vect[1:21])
  vals=values(hashStat)
  fparam=mySearch$fparam
  cterm=max(vals[1,],na.rm = T)
  ppp=mySearch$post_proceed_results_hash(hashStat = hashStat)
  post.populi=sum(exp(values(hashStat)[1,][1:NM]-cterm),na.rm = T)
  clear(hashStat)
  rm(hashStat)
  rm(vals)
  return(list(post.populi = post.populi, p.post =  ppp$p.post, cterm = cterm, fparam = fparam))
}

#perform MM runs of GMJMCMC on M threads each
for(j in 1:MM)
{
  
  #prepare the data for simulation j
  set.seed(j)
  X1= as.data.frame(array(data = rbinom(n = 50*1000,size = 1,prob = runif(n = 50*1000,0,1)),dim = c(1000,50)))
  Y1=rnorm(n = 1000,mean = 1+0.7*(X1$V1*X1$V4) + 0.8896846*(X1$V8*X1$V11)+1.434573*(X1$V5*X1$V9),sd = 1)
  X1$Y1=Y1
  
  #specify the initial formula
  formula1 = as.formula(paste(colnames(X1)[51],"~ 1 +",paste0(colnames(X1)[-c(51)],collapse = "+")))
  data.example = as.data.frame(X1)
  
  #specify tuning parameters of the algorithm for exploring the space of Bayesian logic regressions of interest
  #notice that allow_offsprings=1 corresponds to the GMJMCMC algorithm for Bayesian logic regression
  vect=list(formula = formula1,data = X1,estimator = estimate.logic.lm.tCCH,estimator.args =  list(data = data.example,n = 1000, m = 50),recalc_margin = 250, save.beta = F,interact = T,relations = c("","lgx2","cos","sigmoid","tanh","atan","erf"),relations.prob =c(0.4,0.0,0.0,0.0,0.0,0.0,0.0),interact.param=list(allow_offsprings=1,mutation_rate = 300,last.mutation = 5000, max.tree.size = 4, Nvars.max = (compmax-1),p.allow.replace=0.9,p.allow.tree=0.2,p.nor=0,p.and = 0.9),n.models = 10000,unique = T,max.cpu = 4,max.cpu.glob = 4,create.table = F,create.hash = T,pseudo.paral = T,burn.in = 50,outgraphs=F,print.freq = 1000,advanced.param = list(
    max.N.glob=as.integer(10),
    min.N.glob=as.integer(5),
    max.N=as.integer(3),
    min.N=as.integer(1),
    printable = F))
  
  params = list(vect)[rep(1,M)]
  #specify additional information to be used on different threads (e.g. seeds)
  for(i in 1:M)
  {
    params[[i]]$cpu=i
    params[[i]]$simul="scenario_1_"
    params[[i]]$simid=j
  }
  #perform garbage collection
  gc()
  
  #explore Byesian logic regression on M threads in parallel using the GMJMCMC algorithm
  print(paste0("begin simulation ",j))
  results=parall.gmj(X = params,FUN = runpar,mc.preschedule = F, mc.cores = M)
  #clean up
  gc()
  wait()
  
  #prepare the data structures for final analysis of the runs
  resa=array(data = 0,dim = c(compmax,M*3))
  post.popul = array(0,M)
  max.popul = array(0,M)
  nulls=NULL
  not.null=1
  #check which threads had non-zero exit status
  for(k in 1:M)
  {
    if(length(results[[k]])==1||length(results[[k]]$cterm)==0)
    {
      nulls=c(nulls,k)
      next
    }
    else
    {
      not.null = k
    }
    
  }
  
  #for all of the successful runs collect the results into the corresponding data structures
  for(k in 1:M)
  {
    if(k %in% nulls)
    {
      results[[k]]=results[[not.null]]
    }
    max.popul[k]=results[[k]]$cterm
    post.popul[k]=results[[k]]$post.populi
    resa[,k*3-2]=c(results[[k]]$fparam,"Post.Gen.Max")
    resa[,k*3-1]=c(results[[k]]$p.post,results[[k]]$cterm)
    resa[,k*3]=rep(post.popul[k],length(results[[k]]$p.post)+1)
    
  }
  
  
  #delete the unused further variables and perfrom garbage collection
  rm(results)
  gc()
  #renormalize estimates of the marginal inclusion probabilities
  #based on all of the runs
  ml.max=max(max.popul)
  post.popul=post.popul*exp(-ml.max+max.popul)
  p.gen.post=post.popul/sum(post.popul)
  hfinal=hash()
  for(ii in 1:M)
  {
    resa[,ii*3]=p.gen.post[ii]*as.numeric(resa[,ii*3-1])
    resa[length(resa[,ii*3]),ii*3]=p.gen.post[ii]
    if(p.gen.post[ii]>0)
    {
      for(jj in 1:(length(resa[,ii*3])-1))
      {
        if(resa[jj,ii*3]>0)
        {
          if(as.integer(has.key(hash = hfinal,key =resa[jj,ii*3-2]))==0)
            hfinal[[resa[jj,ii*3-2]]]=as.numeric(resa[jj,ii*3])
          else
            hfinal[[resa[jj,ii*3-2]]]=hfinal[[resa[jj,ii*3-2]]]+as.numeric(resa[jj,ii*3])
        }
        
      }
    }
  }
  
  posteriors=values(hfinal)
  #delete the unused further variables
  clear(hfinal)
  rm(hfinal)
  rm(resa)
  rm(post.popul)
  rm(max.popul)
  #simplify the found trees and their posteriors
  posteriors=as.data.frame(posteriors)
  posteriors=data.frame(X=row.names(posteriors),x=posteriors$posteriors)
  posteriors$X=as.character(posteriors$X)
  tryCatch({
    res1=simplifyposteriors(X = X1,posteriors = posteriors, th,thf)
    write.csv(x =res1,row.names = F,file = paste0("post1etaG_",j,".csv"))},error = function(err){
      print("error")
      write.csv(x =posteriors,row.names = F,file = paste0("posteriors1etaG_",j,".csv"))},finally = {
        print(paste0("end simulation ",j))
      })
  #delete the unused further variables and perfrom garbage collection
  rm(X1)
  rm(data.example)
  rm(vect)
  rm(params)
  gc()
  print(paste0("end simulation ",j))
  
}