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Bentriou Mahmoud
MarkovProcesses.jl
Commits
63f29525
Commit
63f29525
authored
Feb 12, 2021
by
Bentriou Mahmoud
Browse files
add of tolerance setting in abc
parent
2cc0a568
Changes
1
Hide whitespace changes
Inline
Side-by-side
algorithms/abc_smc.jl
View file @
63f29525
...
...
@@ -26,15 +26,17 @@ struct ResultAbc
l_ess
::
Vector
{
Float64
}
end
function
automaton_abc
(
pm
::
ParametricModel
;
nbr_particles
::
Int
=
100
,
alpha
::
Float64
=
0.75
,
kernel_type
=
"mvnormal"
,
function
automaton_abc
(
pm
::
ParametricModel
;
nbr_particles
::
Int
=
100
,
tolerance
::
Float64
=
0.0
,
alpha
::
Float64
=
0.75
,
kernel_type
=
"mvnormal"
,
NT
::
Float64
=
nbr_particles
/
2
,
duration_time
::
Float64
=
Inf
,
dir_results
::
Union
{
Nothing
,
String
}
=
nothing
,
bound_sim
::
Int
=
typemax
(
Int
),
sym_var_aut
::
VariableAutomaton
=
:
d
,
verbose
::
Int
=
0
)
@assert
typeof
(
pm
.
m
)
<:
SynchronizedModel
@assert
typeof
(
pm
.
m
)
<:
SynchronizedModel
"Automaton-ABC is defined for synchronized models only"
@assert
0
<
nbr_particles
@assert
0.0
<
alpha
<
1.0
@assert
kernel_type
in
[
"mvnormal"
,
"knn_mvnormal"
]
if
dir_results
!=
nothing
dir_results
=
basename
(
dir_results
)
!=
""
?
dir_results
*
"/"
:
dir_results
if
!
isdir
(
dir_results
)
mkdir
(
dir_results
)
end
file_cfg
=
open
(
dir_results
*
"config_abc.out"
,
"w"
)
write
(
file_cfg
,
"ParametricModel :
$(pm)
\n
"
)
write
(
file_cfg
,
"Number of particles :
$(nbr_particles)
\n
"
)
...
...
@@ -43,9 +45,9 @@ function automaton_abc(pm::ParametricModel; nbr_particles::Int = 100, alpha::Flo
close
(
file_cfg
)
end
if
nprocs
()
==
1
return
_abc_smc
(
pm
,
nbr_particles
,
alpha
,
kernel_type
,
NT
,
duration_time
,
bound_sim
,
dir_results
,
sym_var_aut
)
return
_abc_smc
(
pm
,
nbr_particles
,
tolerance
,
alpha
,
kernel_type
,
NT
,
duration_time
,
bound_sim
,
dir_results
,
sym_var_aut
)
end
return
_distributed_abc_smc
(
pm
,
nbr_particles
,
alpha
,
kernel_type
,
NT
,
duration_time
,
bound_sim
,
dir_results
,
sym_var_aut
)
return
_distributed_abc_smc
(
pm
,
nbr_particles
,
tolerance
,
alpha
,
kernel_type
,
NT
,
duration_time
,
bound_sim
,
dir_results
,
sym_var_aut
)
end
"""
...
...
@@ -66,7 +68,7 @@ If pm is defined on a ContinuousTimeModel, then `T1` should verify `T1 <: Trajec
"""
function
abc_smc
(
pm
::
ParametricModel
,
l_obs
::
AbstractVector
,
func_dist
::
Function
;
nbr_particles
::
Int
=
100
,
alpha
::
Float64
=
0.75
,
kernel_type
=
"mvnormal"
,
nbr_particles
::
Int
=
100
,
tolerance
::
Float64
=
0.0
,
alpha
::
Float64
=
0.75
,
kernel_type
=
"mvnormal"
,
NT
::
Float64
=
nbr_particles
/
2
,
duration_time
::
Float64
=
Inf
,
dir_results
::
Union
{
Nothing
,
String
}
=
nothing
,
bound_sim
::
Int
=
typemax
(
Int
),
sym_var_aut
::
VariableAutomaton
=
:
d
,
verbose
::
Int
=
0
)
@assert
0
<
nbr_particles
...
...
@@ -74,6 +76,7 @@ function abc_smc(pm::ParametricModel, l_obs::AbstractVector, func_dist::Function
@assert
kernel_type
in
[
"mvnormal"
,
"knn_mvnormal"
]
if
dir_results
!=
nothing
dir_results
=
basename
(
dir_results
)
!=
""
?
dir_results
*
"/"
:
dir_results
if
!
isdir
(
dir_results
)
mkdir
(
dir_results
)
end
file_cfg
=
open
(
dir_results
*
"results_abc.out"
,
"w"
)
write
(
file_cfg
,
"Configuration of ABC algorithm
\n
"
)
write
(
file_cfg
,
"ParametricModel :
$(pm)
\n
"
)
...
...
@@ -83,23 +86,23 @@ function abc_smc(pm::ParametricModel, l_obs::AbstractVector, func_dist::Function
close
(
file_cfg
)
end
if
nprocs
()
==
1
return
_abc_smc
(
pm
,
nbr_particles
,
alpha
,
kernel_type
,
NT
,
duration_time
,
bound_sim
,
dir_results
,
sym_var_aut
;
l_obs
=
l_obs
,
func_dist
=
func_dist
)
return
_abc_smc
(
pm
,
nbr_particles
,
tolerance
,
alpha
,
kernel_type
,
NT
,
duration_time
,
bound_sim
,
dir_results
,
sym_var_aut
;
l_obs
=
l_obs
,
func_dist
=
func_dist
)
end
return
_distributed_abc_smc
(
pm
,
l_obs
,
dist
,
nbr_particles
,
alpha
,
kernel_type
,
NT
,
duration_time
,
bound_sim
,
dir_results
,
sym_var_aut
;
l_obs
=
l_obs
,
func_dist
=
func_dist
)
return
_distributed_abc_smc
(
pm
,
nbr_particles
,
tolerance
,
alpha
,
kernel_type
,
NT
,
duration_time
,
bound_sim
,
dir_results
,
sym_var_aut
;
l_obs
=
l_obs
,
func_dist
=
func_dist
)
end
# To code:
# Pkg related: draw!, prior_density!
function
_abc_smc
(
pm
::
ParametricModel
,
nbr_particles
::
Int
,
alpha
::
Float64
,
function
_abc_smc
(
pm
::
ParametricModel
,
nbr_particles
::
Int
,
tolerance
::
Float64
,
alpha
::
Float64
,
kernel_type
::
String
,
NT
::
Float64
,
duration_time
::
Float64
,
bound_sim
::
Int
,
dir_results
::
Union
{
Nothing
,
String
},
sym_var_aut
::
VariableAutomaton
;
l_obs
::
Union
{
Nothing
,
AbstractVector
}
=
nothing
,
func_dist
::
Union
{
Nothing
,
Function
}
=
nothing
)
@info
"ABC PMC with
$
(nworkers()) processus and
$
(Threads.nthreads()) threads"
begin_time
=
time
()
nbr_p
=
pm
.
df
last_epsilon
=
0.0
last_epsilon
=
tolerance
# Init. Iteration 1
t
=
1
epsilon
=
Inf
...
...
@@ -192,14 +195,14 @@ function _abc_smc(pm::ParametricModel, nbr_particles::Int, alpha::Float64,
return
r
end
function
_distributed_abc_smc
(
pm
::
ParametricModel
,
nbr_particles
::
Int
,
alpha
::
Float64
,
function
_distributed_abc_smc
(
pm
::
ParametricModel
,
nbr_particles
::
Int
,
tolerance
::
Float64
,
alpha
::
Float64
,
kernel_type
::
String
,
NT
::
Float64
,
duration_time
::
Float64
,
bound_sim
::
Int
,
dir_results
::
Union
{
Nothing
,
String
},
sym_var_aut
::
VariableAutomaton
;
l_obs
::
Union
{
Nothing
,
AbstractVector
}
=
nothing
,
func_dist
::
Union
{
Nothing
,
Function
}
=
nothing
)
@info
"Distributed ABC PMC with
$
(nworkers()) processus and
$
(Threads.nthreads()) threads"
begin_time
=
time
()
nbr_p
=
pm
.
df
last_epsilon
=
0.0
last_epsilon
=
tolerance
# Init. Iteration 1
t
=
1
epsilon
=
Inf
...
...
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