edu.cmu.tetrad.algcomparison.simulation.LinearSineSimulation Maven / Gradle / Ivy
The newest version!
package edu.cmu.tetrad.algcomparison.simulation;
import edu.cmu.tetrad.algcomparison.graph.RandomGraph;
import edu.cmu.tetrad.annotation.Experimental;
import edu.cmu.tetrad.data.*;
import edu.cmu.tetrad.graph.*;
import edu.cmu.tetrad.util.Parameters;
import edu.cmu.tetrad.util.Params;
import edu.cmu.tetrad.util.RandomUtil;
import org.apache.commons.math3.util.FastMath;
import java.io.Serial;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
/**
* A simulation method based on the mixed variable polynomial assumption.
*
* @author Bryan Andrews
* @version $Id: $Id
*/
@Experimental
public class LinearSineSimulation implements Simulation {
@Serial
private static final long serialVersionUID = 23L;
/**
* The random graph.
*/
private final RandomGraph randomGraph;
/**
* The data sets.
*/
private List dataSets = new ArrayList<>();
/**
* The graphs.
*/
private List graphs = new ArrayList<>();
/**
* The data type.
*/
private DataType dataType;
/**
* The shuffled order.
*/
private List shuffledOrder;
/**
* The intercept low.
*/
private double interceptLow;
/**
* The intercept high.
*/
private double interceptHigh = 1;
/**
* The linear low.
*/
private double linearLow = 0.5;
/**
* The linear high.
*/
private double linearHigh = 1;
/**
* The var low.
*/
private double varLow = 0.5;
/**
* The var high.
*/
private double varHigh = 0.5;
/**
* The beta low.
*/
private double betaLow = 1;
/**
* The beta high.
*/
private double betaHigh = 3;
/**
* The gamma low.
*/
private double gammaLow = 0.5;
/**
* The gamma high.
*/
private double gammaHigh = 1.5;
/**
* Constructor for LinearSineSimulation.
*
* @param graph a {@link edu.cmu.tetrad.algcomparison.graph.RandomGraph} object
*/
public LinearSineSimulation(RandomGraph graph) {
this.randomGraph = graph;
}
private static Graph makeMixedGraph(Graph g, Map m) {
List nodes = g.getNodes();
for (int i = 0; i < nodes.size(); i++) {
Node n = nodes.get(i);
int nL = m.get(n.getName());
if (nL > 0) {
Node nNew = new DiscreteVariable(n.getName(), nL);
nodes.set(i, nNew);
} else {
Node nNew = new ContinuousVariable(n.getName());
nodes.set(i, nNew);
}
}
Graph outG = new EdgeListGraph(nodes);
for (Edge e : g.getEdges()) {
Node n1 = e.getNode1();
Node n2 = e.getNode2();
Edge eNew = new Edge(outG.getNode(n1.getName()), outG.getNode(n2.getName()), e.getEndpoint1(), e.getEndpoint2());
outG.addEdge(eNew);
}
return outG;
}
/**
* {@inheritDoc}
*/
@Override
public void createData(Parameters parameters, boolean newModel) {
if (parameters.getLong(Params.SEED) != -1L) {
RandomUtil.getInstance().setSeed(parameters.getLong(Params.SEED));
}
setInterceptLow(parameters.getDouble("interceptLow"));
setInterceptHigh(parameters.getDouble("interceptHigh"));
setLinearLow(parameters.getDouble("linearLow"));
setLinearHigh(parameters.getDouble("linearHigh"));
setVarLow(parameters.getDouble(Params.VAR_LOW));
setVarHigh(parameters.getDouble(Params.VAR_HIGH));
setBetaLow(parameters.getDouble("betaLow"));
setBetaHigh(parameters.getDouble("betaHigh"));
setGammaLow(parameters.getDouble("gammaLow"));
setGammaHigh(parameters.getDouble("gammaHigh"));
this.dataType = DataType.Continuous;
this.shuffledOrder = null;
Graph graph = this.randomGraph.createGraph(parameters);
this.dataSets = new ArrayList<>();
this.graphs = new ArrayList<>();
for (int i = 0; i < parameters.getInt(Params.NUM_RUNS); i++) {
if (parameters.getBoolean(Params.DIFFERENT_GRAPHS) && i > 0)
graph = this.randomGraph.createGraph(parameters);
this.graphs.add(graph);
DataSet dataSet = simulate(graph, parameters);
if (parameters.getDouble(Params.PROB_REMOVE_COLUMN) > 0) {
double aDouble = parameters.getDouble(Params.PROB_REMOVE_COLUMN);
dataSet = DataTransforms.removeRandomColumns(dataSet, aDouble);
}
dataSet.setName("" + (i + 1));
this.dataSets.add(dataSet);
}
}
/**
* {@inheritDoc}
*/
@Override
public Graph getTrueGraph(int index) {
return this.graphs.get(index);
}
/**
* {@inheritDoc}
*/
@Override
public DataModel getDataModel(int index) {
return this.dataSets.get(index);
}
/**
* {@inheritDoc}
*/
@Override
public String getDescription() {
return "Linear-sine simulation using " + this.randomGraph.getDescription();
}
/**
* {@inheritDoc}
*/
@Override
public String getShortName() {
return "Linear Sine Simulation";
}
/**
* {@inheritDoc}
*/
@Override
public List getParameters() {
List parameters = this.randomGraph.getParameters();
parameters.add(Params.NUM_RUNS);
parameters.add(Params.PROB_REMOVE_COLUMN);
parameters.add(Params.DIFFERENT_GRAPHS);
parameters.add(Params.SAMPLE_SIZE);
parameters.add("interceptLow");
parameters.add("interceptHigh");
parameters.add("linearLow");
parameters.add("linearHigh");
parameters.add(Params.VAR_LOW);
parameters.add(Params.VAR_HIGH);
parameters.add("betaLow");
parameters.add("betaHigh");
parameters.add("gammaLow");
parameters.add("gammaHigh");
parameters.add(Params.SEED);
return parameters;
}
@Override
public Class getRandomGraphClass() {
return randomGraph.getClass();
}
@Override
public Class getSimulationClass() {
return getClass();
}
/**
* {@inheritDoc}
*/
@Override
public int getNumDataModels() {
return this.dataSets.size();
}
/**
* {@inheritDoc}
*/
@Override
public DataType getDataType() {
return this.dataType;
}
private DataSet simulate(Graph G, Parameters parameters) {
HashMap nd = new HashMap<>();
List nodes = G.getNodes();
RandomUtil.shuffle(nodes);
if (this.shuffledOrder == null) {
List shuffledNodes = new ArrayList<>(nodes);
RandomUtil.shuffle(shuffledNodes);
this.shuffledOrder = shuffledNodes;
}
for (int i = 0; i < nodes.size(); i++) {
nd.put(this.shuffledOrder.get(i).getName(), 0);
}
G = LinearSineSimulation.makeMixedGraph(G, nd);
nodes = G.getNodes();
DataSet mixedData = new BoxDataSet(new MixedDataBox(nodes, parameters.getInt(Params.SAMPLE_SIZE)), nodes);
Paths paths = G.paths();
List initialOrder = G.getNodes();
List tierOrdering = paths.getValidOrder(initialOrder, true);
int[] tiers = new int[tierOrdering.size()];
for (int t = 0; t < tierOrdering.size(); t++) {
tiers[t] = nodes.indexOf(tierOrdering.get(t));
}
for (int mixedIndex : tiers) {
ContinuousVariable child = (ContinuousVariable) nodes.get(mixedIndex);
ArrayList continuousParents = new ArrayList<>();
for (Node node : G.getParents(child)) {
continuousParents.add((ContinuousVariable) node);
}
HashMap intercept = new HashMap<>();
HashMap linear = new HashMap<>();
HashMap beta = new HashMap<>();
HashMap gamma = new HashMap<>();
HashMap bounds = new HashMap<>();
for (int j = 1; j <= continuousParents.size(); j++) {
String key = continuousParents.get(j - 1).toString();
if (!bounds.containsKey(key)) {
double m0 = mixedData.getDouble(0, mixedData.getColumn(continuousParents.get(j - 1)));
double m1 = mixedData.getDouble(0, mixedData.getColumn(continuousParents.get(j - 1)));
for (int i = 1; i < parameters.getInt(Params.SAMPLE_SIZE); i++) {
m0 = FastMath.min(m0, mixedData.getDouble(i, mixedData.getColumn(continuousParents.get(j - 1))));
m1 = FastMath.max(m1, mixedData.getDouble(i, mixedData.getColumn(continuousParents.get(j - 1))));
}
double[] temp = new double[3];
temp[0] = m0;
temp[1] = (m1 - m0) / 2;
temp[2] = m1;
bounds.put(key, temp);
}
}
double mean = 0;
double var = 0;
for (int i = 0; i < parameters.getInt(Params.SAMPLE_SIZE); i++) {
double[] parents = new double[continuousParents.size()];
double value = 0;
final String key = "";
for (int j = 1; j <= continuousParents.size(); j++)
parents[j - 1] = mixedData.getDouble(i, mixedData.getColumn(continuousParents.get(j - 1)));
if (!intercept.containsKey(key)) {
double[] interceptCoefficients = new double[1];
interceptCoefficients[0] = randSign() * RandomUtil.getInstance().nextUniform(this.interceptLow, this.interceptHigh);
intercept.put(key, interceptCoefficients);
}
if (!linear.containsKey(key) && !continuousParents.isEmpty()) {
double[] linearCoefficients = new double[parents.length];
for (int j = 0; j < parents.length; j++)
linearCoefficients[j] = randSign() * RandomUtil.getInstance().nextUniform(this.linearLow, this.linearHigh);
linear.put(key, linearCoefficients);
}
if (!beta.containsKey(key) && !continuousParents.isEmpty()) {
double[] betaCoefficients = new double[parents.length];
for (int j = 0; j < parents.length; j++)
betaCoefficients[j] = randSign() * RandomUtil.getInstance().nextUniform(this.betaLow, this.betaHigh);
beta.put(key, betaCoefficients);
}
if (!gamma.containsKey(key) && !continuousParents.isEmpty()) {
double[] gammaCoefficients = new double[parents.length];
for (int j = 0; j < parents.length; j++) {
String key2 = continuousParents.get(j).toString();
gammaCoefficients[j] = (bounds.get(key2)[1] - bounds.get(key2)[0]) / (2 * FastMath.PI * RandomUtil.getInstance().nextUniform(this.gammaLow, this.gammaHigh));
}
gamma.put(key, gammaCoefficients);
}
value += intercept.get(key)[0];
if (!continuousParents.isEmpty()) {
for (int x = 0; x < parents.length; x++) {
value += linear.get(key)[x] * parents[x] + beta.get(key)[x] * FastMath.sin(parents[x] / (gamma.get(key)[x]));
}
}
mixedData.setDouble(i, mixedIndex, value);
mean += value;
var += FastMath.pow(value, 2);
}
if (continuousParents.size() == 0) {
var = 1;
} else {
mean /= mixedData.getNumRows();
var /= mixedData.getNumRows();
var -= FastMath.pow(mean, 2);
var = FastMath.sqrt(var);
}
double noiseVar = RandomUtil.getInstance().nextUniform(this.varLow, this.varHigh);
for (int i = 0; i < parameters.getInt(Params.SAMPLE_SIZE); i++) {
mixedData.setDouble(i, mixedIndex, mixedData.getDouble(i, mixedIndex) + var * RandomUtil.getInstance().nextNormal(0, noiseVar));
}
}
return mixedData;
}
/**
* Setter for the field interceptLow.
*
* @param interceptLow a double
*/
public void setInterceptLow(double interceptLow) {
this.interceptLow = interceptLow;
}
/**
* Setter for the field interceptHigh.
*
* @param interceptHigh a double
*/
public void setInterceptHigh(double interceptHigh) {
this.interceptHigh = interceptHigh;
}
/**
* Setter for the field linearLow.
*
* @param linearLow a double
*/
public void setLinearLow(double linearLow) {
this.linearLow = linearLow;
}
/**
* Setter for the field linearHigh.
*
* @param linearHigh a double
*/
public void setLinearHigh(double linearHigh) {
this.linearHigh = linearHigh;
}
/**
* Setter for the field varLow.
*
* @param varLow a double
*/
public void setVarLow(double varLow) {
this.varLow = varLow;
}
/**
* Setter for the field varHigh.
*
* @param varHigh a double
*/
public void setVarHigh(double varHigh) {
this.varHigh = varHigh;
}
/**
* Setter for the field betaLow.
*
* @param betaLow a double
*/
public void setBetaLow(double betaLow) {
this.betaLow = betaLow;
}
/**
* Setter for the field betaHigh.
*
* @param betaHigh a double
*/
public void setBetaHigh(double betaHigh) {
this.betaHigh = betaHigh;
}
/**
* Setter for the field gammaLow.
*
* @param gammaLow a double
*/
public void setGammaLow(double gammaLow) {
this.gammaLow = gammaLow;
}
/**
* Setter for the field gammaHigh.
*
* @param gammaHigh a double
*/
public void setGammaHigh(double gammaHigh) {
this.gammaHigh = gammaHigh;
}
private int randSign() {
return RandomUtil.getInstance().nextInt(2) * 2 - 1;
}
}