#inference
source("https://raw.githubusercontent.com/aliaksah/EMJMCMC2016/master/R/the_mode_jumping_package4.r")
#***********************IMPORTANT******************************************************
# if a multithreaded backend openBLAS for matrix multiplications
# is installed on your machine, please force it to use 1 thread explicitly
library(RhpcBLASctl)
blas_set_num_threads(1)
omp_set_num_threads(1)
#***********************IMPORTANT******************************************************
data.example = read.csv("https://raw.githubusercontent.com/aliaksah/EMJMCMC2016/master/supplementaries/BGNLM/abalone%20age/abalone.data",header = F)
data.example$MS=as.integer(data.example$V1=="M")
data.example$FS=as.integer(data.example$V1=="F")
data.example$V1=data.example$V9
data.example$V9 = NULL
names(data.example) = c("Age","Length", "Diameter","Height","WholeWeight","ShuckedWeight","VisceraWeight","ShellWeight","Male","Femele")
set.seed(040590)
teid = read.csv("https://raw.githubusercontent.com/aliaksah/EMJMCMC2016/master/supplementaries/BGNLM/abalone%20age/teid.csv",sep = ";")[,2]
test = data.example[teid,]
data.example = data.example[-teid,]
sum(test$Age)
#specify the initial formula
formula1 = as.formula(paste(colnames(test)[1],"~ 1 +",paste0(colnames(test)[-1],collapse = "+")))
#a set of nonlinearities that will be used in the DBRM model
sini=function(x)sin(x/180*pi)
expi=function(x)exp(-abs(x))
logi =function(x)log(abs(x)+1)
troot=function(x)abs(x)^(1/3)
to25=function(x)abs(x)^(2.5)
to35=function(x)abs(x)^(3.5)
#relu=function(x)max(0,x)
#specify the estimator function returning p(Y|m)p(m), model selection criteria and the vector of the modes for the beta coefficients
estimate.gamma.cpen = function(formula, data,r = 1.0/3177.0,logn=log(3177.0),relat=c("to25","expi","logi","to35","troot","sigmoid"))
{
fparam=NULL
fmla.proc=as.character(formula)[2:3]
fobserved = fmla.proc[1]
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 = "+I",omit_empty = F)[[1]]
sj=(stri_count_fixed(str = fparam, pattern = "*"))
sj=sj+(stri_count_fixed(str = fparam, pattern = "+"))
for(rel in relat)
sj=sj+(stri_count_fixed(str = fparam, pattern = rel))
sj=sj+1
tryCatch(capture.output({
out = glm(formula = formula,data = data, family = gaussian)
mlik = (-(out$deviance -2*log(r)*sum(sj)))/2
waic = -(out$deviance + 2*out$rank)
dic = -(out$deviance + logn*out$rank)
summary.fixed =list(mean = coefficients(out))
}, error = function(err) {
print(err)
mlik = -10000
waic = -10000
dic = -10000
summary.fixed =list(mean = array(0,dim=length(fparam)))
}))
return(list(mlik = mlik,waic = waic , dic = dic,summary.fixed =summary.fixed))
}
#define the number or cpus
M = 32
#define the size of the simulated samples
NM= 1000
#define \k_{max} + 1 from the paper
compmax = 16
#define treshold for preinclusion of the tree into the analysis
th=(10)^(-5)
#define a final treshold on the posterior marginal probability for reporting a tree
thf=0.05
#specify tuning parameters of the algorithm for exploring DBRM of interest
#notice that allow_offsprings=3 corresponds to the GMJMCMC runs and
#
g = function(x) x
results=array(0,dim = c(2,100,5))
for(j in 1:100)
{
#specify the initial formula
set.seed(j)
res1 = pinferunemjmcmc(n.cores = M, report.level = 0.2, num.mod.best = NM ,simplify = T,predict = T,test.data = as.data.frame(test),link.function = g,runemjmcmc.params = list(formula = formula1,data = data.example,estimator = estimate.gamma.cpen,estimator.args = list(data = data.example),recalc_margin = 249, save.beta = T,interact = T,outgraphs=F,relations=c("to25","expi","logi","to35","troot","sigmoid"),relations.prob =c(0.1,0.1,0.1,0.1,0.1,0.1),interact.param=list(allow_offsprings=3,mutation_rate = 250,last.mutation=10000, max.tree.size = 5, Nvars.max =15,p.allow.replace=0.9,p.allow.tree=0.01,p.nor=0.9,p.and = 0.9),n.models = 10000,unique =T,max.cpu = 4,max.cpu.glob = 4,create.table = F,create.hash = T,pseudo.paral = T,burn.in = 100,print.freq = 1000,advanced.param = list(
max.N.glob=as.integer(10),
min.N.glob=as.integer(5),
max.N=as.integer(3),
min.N=as.integer(1),
printable = F)))
print(res1$feat.stat)
results[1,j,1]= sqrt(mean((res1$threads.stats[[1]]$preds - test$Age)^2))
results[1,j,2]= sqrt(mean(abs(res1$threads.stats[[1]]$preds - test$Age)))
results[1,j,3] = cor(res1$threads.stats[[1]]$preds,test$Age)
results[2,j,1]= sqrt(mean((res1$predictions - test$Age)^2))
results[2,j,2]= sqrt(mean(abs(res1$predictions - test$Age)))
results[2,j,3] = cor(res1$predictions,test$Age)
write.csv(x =res1$feat.stat,row.names = F,file = paste0("posteriorshell_",j,".csv"))
print(paste0("end simulation ",j))
#print the run's metrics and clean the results
write.csv(file =paste0("resultsrun_",j,".csv"),x= results[,j,])
#rm(results)
print(sqrt(mean((res1$predictions - test$Age)^2)))
gc()
}
for(j in 1:100)
{
tmp = read.csv(paste0("resultsrun_",j,".csv"))
results[1,j,1]= tmp[1,2]
results[1,j,2]= tmp[1,3]
results[1,j,3] = tmp[1,4]
if(tmp[2,2] == 0)
print(j)
results[2,j,1]= tmp[2,2]
results[2,j,2]= tmp[2,3]
results[2,j,3] = tmp[2,4]
}
#make the joint summary of the runs, including min, max and medians of the performance metrics
summary.results=array(data = NA,dim = c(2,15))
for(i in 1:2){
for(j in 1:5)
{
summary.results[i,(j-1)*3+1]=min(results[i,,j])
summary.results[i,(j-1)*3+2]=median(results[i,,j])
summary.results[i,(j-1)*3+3]=max(results[i,,j])
}
}
summary.results=as.data.frame(summary.results)
#featgmj = hash()
simplifyposteriors<-function(X,post,th=0.0001,thf=0.1,y = "Age")
{
posteriors = (cbind(as.character(post[,1]),as.numeric(as.character(post[,2]))))
rhash<-hash()
for(i in 1:length(posteriors[,1]))
{
expr<-posteriors[i,1]
print(expr)
res<-model.matrix(data=X,object = as.formula(paste0(y,"~",expr)))
ress<-c(stri_flatten(round(sum(res[,2]),digits = 4),collapse = ""),stri_flatten(res[,2],collapse = ""),posteriors[i,2],expr)
if(!((ress[1] %in% keys(rhash))))
rhash[[ress[1]]]<-ress
else
{
if(ress[1] %in% keys(rhash))
{new
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
}
}
}
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")
row.names(res) = 1:length(res$posterior)
return(res)
}
featgmj = hash()
for(j in 1:100)
{
tmpf = read.csv(paste0("posteriorshell_",j,".csv"))
#tmp = simplifyposteriors(X = data.example,post =tmpf,y = "Age")
for(feat in as.character(tmpf$V1))
{
if(!has.key(hash = featgmj,key = feat ))
{
featgmj[[feat]] = as.numeric(1)
} else{
featgmj[[feat]] =as.numeric(featgmj[[feat]]) + 1
}
}
}
tmp = simplifyposteriors(X = data.example,post =as.data.frame(cbind(keys(featgmj),as.numeric(values(featgmj)))),y = "Age")
write.csv(x =tmp,row.names = T,file = "abalonefeat.csv")
#print(paste0("end simulation ",j))
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