Skip to content
Snippets Groups Projects
Commit 7ccf6160 authored by Bentriou Mahmoud's avatar Bentriou Mahmoud
Browse files

change doc of abc methods

parent 715f269f
No related branches found
No related tags found
No related merge requests found
......@@ -23,10 +23,10 @@ function getproperty(dataset::AbcModelChoiceDataset, sym::Symbol)
end
"""
`abc_model_choice_dataset(models, models_prior,
summary_stats_observations,
summary_stats_func::Function, distance_func::Function,
k::Int, N_ref::Int; dir_results::Union{Nothing,String} = nothing)`
abc_model_choice_dataset(models, models_prior,
summary_stats_observations,
summary_stats_func::Function, distance_func::Function,
k::Int, N_ref::Int; dir_results::Union{Nothing,String} = nothing)
Creates a reference table for ABC model choice.
......@@ -56,10 +56,10 @@ function abc_model_choice_dataset(models::Vector{<:Union{Model,ParametricModel}}
end
"""
`abc_model_choice_dataset(models, models_prior,
summary_stats_observations,
summary_stats_func::Function, distance_func::Function,
k::Int, N_ref::Int; dir_results::Union{Nothing,String} = nothing)`
abc_model_choice_dataset(models,
summary_stats_observations,
summary_stats_func::Function, distance_func::Function,
k::Int, N_ref::Int; dir_results::Union{Nothing,String} = nothing)
Creates a reference table for ABC model choice with discrete uniform prior distribution over the models.
"""
......@@ -161,10 +161,10 @@ function _distributed_abc_model_choice_dataset(models::Vector{<:Union{Model,Para
end
"""
`rf_abc_model_choice(models, summary_stats_observations,
summary_stats_func::Function, N_ref::Int;
k::Int = N_ref, distance_func::Function = (x,y) -> 1,
hyperparameters_range::Dict)`
rf_abc_model_choice(models, summary_stats_observations,
summary_stats_func::Function, N_ref::Int;
k::Int = N_ref, distance_func::Function = (x,y) -> 1,
hyperparameters_range::Dict)
Run the Random Forest Approximate Bayesian Computation model choice method.
......@@ -179,8 +179,8 @@ The optional arguments are:
* `k`: the k nearest samples from the observations to keep in the reference table (by default: k = N_ref)
* `distance_func`: the distance function, has to be defined if k < N_ref
* `hyperparameters_range`: a dict with the hyperparameters range values for the cross validation
fit of the Random Forest (by default: `Dict(:n_estimators => [200], :min_samples_leaf => [1], :min_samples_split => [2])`).
See scikit-learn documentation of RandomForestClassifier for the hyperparameters name.
fit of the Random Forest (by default: `Dict(:n_estimators => [200], :min_samples_leaf => [1], :min_samples_split => [2])`).
See scikit-learn documentation of RandomForestClassifier for the hyperparameters name.
The result is a `RandomForestABC` object with fields:
* `reference_table` an AbcModelChoiceDataset that corresponds to the reference table of the algorithm,
......@@ -205,11 +205,10 @@ function rf_abc_model_choice(models::Vector{<:Union{Model,ParametricModel}},
end
"""
`posterior_proba_model(rf_abc::RandomForestABC)`
posterior_proba_model(rf_abc::RandomForestABC)
Estimates the posterior probability of the model with the Random Forest ABC method.
Estimates the posterior probability of the model ``P(M = \\widehat{M}(s_{obs}) | s_{obs})`` with the Random Forest ABC method.
"""
# P(m = m^(ss_obs) | ss_obs) estimate
function posterior_proba_model(rf_abc::RandomForestABC)
oob_votes = rf_abc.clf.oob_decision_function_
y_pred_oob = argmax.([oob_votes[i,:] for i = 1:size(oob_votes)[1]])
......
......@@ -24,6 +24,12 @@ struct ResultAbc
weights::Vector{Float64}
l_ess::Vector{Float64}
end
"""
automaton_abc(pm::ParametricModel, l_obs, func_dist; nbr_particles, alpha, kernel_type, NT
duration_time, bound_sim, sym_var_aut, verbose)
Run the Automaton-ABC-SMC algorithm with the pm parametric model. `pm.m` has to be a `SynchronizedModel`.
"""
function automaton_abc(pm::ParametricModel;
nbr_particles::Int = 100, tolerance::Float64 = 0.0, alpha::Float64 = 0.75, kernel_type = "mvnormal",
......@@ -57,18 +63,19 @@ function automaton_abc(pm::ParametricModel;
end
"""
`abc_smc(pm::ParametricModel, l_obs, func_dist; nbr_particles, alpha, kernel_type, NT
duration_tiùe, bound_sim, sym_var_aut, verbose)`
abc_smc(pm::ParametricModel, l_obs, func_dist; nbr_particles, alpha, kernel_type, NT
duration_time, bound_sim, sym_var_aut, verbose)
Run the ABC-SMC algorithm with the pm parametric model.
`func_dist(l_sim, l_obs)` is the distance function between simulations and observation,
it corresponds to \$\rho(\eta(y_sim), \eta(y_exp))\$.
it corresponds to ``\\rho(\\eta(y_sim), \\eta(y_exp))\\``.
`l_obs::Vector{<:T2}` is a collection of observations.
`dist` must have a signature of the form `func_dist(l_sim::Vector{T1}, l_obs::Vector{T2})`.
If pm is defined on a ContinuousTimeModel, then `T1` should verify `T1 <: Trajectory`.
!!! Distance function and distributed ABC
If `pm` is defined on a `ContinuousTimeModel`, then `T1` should verify `T1 <: Trajectory`.
!!! Distance function and distributed ABC
If you use `abc_smc` with multiple workers, `dist` has to be defined
on every workers by using @everywhere.
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment