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Model.hpp
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644 lines (558 loc) · 20.9 KB
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#ifndef MODEL_HPP
#define MODEL_HPP
#include <map>
#include "Experiment.hpp"
namespace PoissonFactorization {
const double local_phi_scaling_factor = 50;
const int EXPERIMENT_NUM_DIGITS = 4;
template <typename Type>
struct Model {
using features_t = typename Type::features_t;
using weights_t = typename Type::weights_t;
using experiment_t = Experiment<Type>;
// TODO consider const
/** number of genes */
size_t G;
/** number of factors */
size_t T;
/** number of experiments */
size_t E;
std::vector<experiment_t> experiments;
Parameters parameters;
/** hidden contributions to the count data due to the different factors */
Matrix contributions_gene_type;
Vector contributions_gene;
/** factor loading matrix */
features_t features;
struct CoordinateSystem {
// std::vector<Matrix> coords;
std::vector<size_t> members;
};
std::vector<CoordinateSystem> coordinate_systems;
std::map<std::pair<size_t, size_t>, Matrix> kernels;
template <typename Fnc1, typename Fnc2>
Vector get_low_high(size_t coord_sys_idx, Float init, Fnc1 fnc1,
Fnc2 fnc2) const;
Vector get_low(size_t coord_sys_idx) const;
Vector get_high(size_t coord_sys_idx) const;
void predict_field(std::ofstream &ofs, size_t coord_sys_idx) const;
typename weights_t::prior_type mix_prior;
Model(const std::vector<Counts> &data, size_t T,
const Parameters ¶meters, bool same_coord_sys);
void store(const std::string &prefix, bool reorder = true) const;
void restore(const std::string &prefix);
void perform_pairwise_dge(const std::string &prefix) const;
void perform_local_dge(const std::string &prefix) const;
/** sample each of the variables from their conditional posterior */
void gibbs_sample(bool report_likelihood);
void sample_contributions();
void sample_global_theta_priors();
void sample_fields();
double log_likelihood() const;
double log_likelihood_poisson_counts() const;
inline Float &phi(size_t g, size_t t) { return features.matrix(g, t); };
inline Float phi(size_t g, size_t t) const { return features.matrix(g, t); };
// computes a matrix M(g,t)
// with M(g,t) = sum_e local_baseline_phi(e,g) local_phi(e,g,t) sum_s theta(e,s,t) sigma(e,s)
Matrix explained_gene_type() const;
// computes a matrix M(g,t)
// with M(g,t) = phi(g,t) sum_e local_baseline_phi(e,g) local_phi(e,g,t) sum_s theta(e,s,t) sigma(e,s)
Matrix expected_gene_type() const;
void update_contributions();
void update_kernels();
void identity_kernels();
void add_experiment(const Counts &data, size_t coord_sys);
};
template <typename Type>
std::ostream &operator<<(std::ostream &os, const Model<Type> &pfa);
template <typename Type>
Model<Type>::Model(const std::vector<Counts> &c, size_t T_,
const Parameters ¶meters_, bool same_coord_sys)
: G(max_row_number(c)),
T(T_),
E(0),
experiments(),
parameters(parameters_),
contributions_gene_type(G, T, arma::fill::zeros),
contributions_gene(G, arma::fill::zeros),
features(G, T, parameters),
mix_prior(sum_rows(c), T, parameters) {
LOG(debug) << "Model G = " << G << " T = " << T << " E = " << E;
size_t coord_sys = 0;
for (auto &counts : c)
add_experiment(counts, same_coord_sys ? 0 : coord_sys++);
update_contributions();
// TODO move this code into the classes for prior and features
if (not parameters.targeted(Target::phi_prior_local))
features.prior.set_unit();
if (not parameters.targeted(Target::phi_local))
features.matrix.ones();
if (parameters.targeted(Target::field)) {
if (parameters.identity_kernels)
identity_kernels();
else
update_kernels();
}
}
template <typename Type>
void Model<Type>::identity_kernels() {
LOG(debug) << "Updating kernels: using identity kernels";
for (auto &coordinate_system : coordinate_systems)
for (auto e1 : coordinate_system.members)
for (auto e2 : coordinate_system.members) {
Matrix m(experiments[e1].S, experiments[e2].S, arma::fill::zeros);
if (e1 == e2)
m.eye();
kernels[{e1, e2}] = m;
}
}
template <typename Type>
void Model<Type>::update_kernels() {
LOG(debug) << "Updating kernels";
for (auto &coordinate_system : coordinate_systems)
for (auto e1 : coordinate_system.members) {
for (auto e2 : coordinate_system.members)
kernels[{e1, e2}]
= apply_kernel(compute_sq_distances(experiments[e1].coords,
experiments[e2].coords),
parameters.hyperparameters.sigma);
}
// row normalize
// TODO check should we do column normalization?
for (auto &coordinate_system : coordinate_systems)
if (true)
for (auto e1 : coordinate_system.members) {
Vector z(experiments[e1].S, arma::fill::zeros);
for (auto e2 : coordinate_system.members)
z += rowSums<Vector>(kernels[{e1, e2}]);
for (auto e2 : coordinate_system.members)
kernels[{e1, e2}].each_col() /= z;
}
else
for (auto e2 : coordinate_system.members) {
Vector z(experiments[e2].S, arma::fill::zeros);
for (auto e1 : coordinate_system.members)
z += colSums<Vector>(kernels[{e1, e2}]);
for (auto e1 : coordinate_system.members)
kernels[{e1, e2}].each_row() /= z.t();
}
for (auto &kernel : kernels)
LOG(debug) << "Kernel " << kernel.first.first << " " << kernel.first.second
<< std::endl
<< kernel.second;
}
template <typename V>
std::vector<size_t> get_order(const V &v) {
size_t N = v.size();
std::vector<size_t> order(N);
std::iota(begin(order), end(order), 0);
std::sort(begin(order), end(order), [&v] (size_t a, size_t b) { return v[a] > v[b]; });
return order;
}
template <typename Type>
void Model<Type>::store(const std::string &prefix, bool reorder) const {
auto factor_names = form_factor_names(T);
auto &gene_names = experiments.begin()->data.row_names;
auto exp_gene_type = expected_gene_type();
std::vector<size_t> order;
if (reorder) {
auto cs = colSums<Vector>(exp_gene_type);
order = get_order(cs);
}
#pragma omp parallel sections if (DO_PARALLEL)
{
#pragma omp section
write_matrix(exp_gene_type, prefix + "expected-features" + FILENAME_ENDING,
parameters.compression_mode, gene_names, factor_names, order);
#pragma omp section
features.store(prefix, gene_names, factor_names, order);
#pragma omp section
write_matrix(contributions_gene_type,
prefix + "contributions_gene_type" + FILENAME_ENDING,
parameters.compression_mode, gene_names, factor_names, order);
#pragma omp section
write_vector(contributions_gene,
prefix + "contributions_gene" + FILENAME_ENDING,
parameters.compression_mode, gene_names);
}
for (size_t e = 0; e < E; ++e) {
std::string exp_prefix = prefix + "experiment"
+ to_string_embedded(e, EXPERIMENT_NUM_DIGITS)
+ "-";
experiments[e].store(exp_prefix, features, order);
}
}
template <typename Type>
void Model<Type>::restore(const std::string &prefix) {
contributions_gene_type = parse_file<Matrix>(prefix + "contributions_gene_type" + FILENAME_ENDING, read_matrix, "\t");
contributions_gene = parse_file<Vector>(prefix + "contributions_gene" + FILENAME_ENDING, read_vector<Vector>, "\t");
features.restore(prefix);
for (size_t e = 0; e < E; ++e) {
std::string exp_prefix = prefix + "experiment"
+ to_string_embedded(e, EXPERIMENT_NUM_DIGITS)
+ "-";
experiments[e].restore(exp_prefix);
}
}
template <typename Type>
void Model<Type>::perform_pairwise_dge(const std::string &prefix) const {
for (size_t e = 0; e < E; ++e) {
std::string exp_prefix
= prefix + "experiment" + to_string_embedded(e, EXPERIMENT_NUM_DIGITS) + "-";
experiments[e].perform_pairwise_dge(exp_prefix, features);
}
}
template <typename Type>
void Model<Type>::perform_local_dge(const std::string &prefix) const {
for (size_t e = 0; e < E; ++e) {
std::string exp_prefix
= prefix + "experiment" + to_string_embedded(e, EXPERIMENT_NUM_DIGITS) + "-";
experiments[e].perform_local_dge(exp_prefix, features);
}
}
template <typename Type>
void Model<Type>::gibbs_sample(bool report_likelihood) {
LOG(verbose) << "perform Gibbs step for " << parameters.targets;
if (parameters.targeted(Target::contributions))
sample_contributions();
if (report_likelihood) {
if (verbosity >= Verbosity::verbose)
LOG(info) << "Log-likelihood = " << log_likelihood();
else
LOG(info) << "Observed Log-likelihood = " << log_likelihood_poisson_counts();
}
// TODO add CLI switch
auto order = random_order(4);
for (auto &o : order)
switch (o) {
case 0:
if (parameters.targeted(Target::theta_prior)
and not parameters.theta_local_priors)
sample_global_theta_priors();
break;
case 1:
if (parameters.targeted(Target::phi_prior))
features.prior.sample(*this);
break;
case 2:
if (parameters.targeted(Target::phi))
features.sample(*this);
break;
case 3:
if (parameters.targeted(Target::field))
sample_fields();
for (auto &experiment : experiments)
experiment.gibbs_sample(features.matrix);
break;
default:
break;
}
}
template <typename Type>
void Model<Type>::sample_contributions() {
for (auto &experiment: experiments)
experiment.sample_contributions(features.matrix);
update_contributions();
}
template <Partial::Kind feat_kind>
void do_sample_fields(
Model<ModelType<feat_kind, Partial::Kind::HierGamma>> &model) {
LOG(verbose) << "Sampling fields";
std::vector<Matrix> observed;
std::vector<Matrix> explained;
for (auto &experiment : model.experiments) {
observed.push_back(Matrix(experiment.S, experiment.T, arma::fill::zeros));
explained.push_back(Matrix(experiment.S, experiment.T, arma::fill::zeros));
}
for (auto &coordinate_system : model.coordinate_systems)
for (auto e2 : coordinate_system.members) {
const auto intensities
= model.experiments[e2].marginalize_genes(model.features.matrix);
#pragma omp parallel for if (DO_PARALLEL)
for (size_t t = 0; t < model.T; ++t)
for (auto e1 : coordinate_system.members) {
const auto &kernel = model.kernels.find({e2, e1})->second;
for (size_t s2 = 0; s2 < model.experiments[e2].S; ++s2) {
for (size_t s1 = 0; s1 < model.experiments[e1].S; ++s1) {
const Float w = kernel(s2, s1);
observed[e1](s1, t)
+= w
* (model.experiments[e2].weights.prior.r(t)
+ model.experiments[e2].contributions_spot_type(s2, t));
explained[e1](s1, t)
+= w * (model.experiments[e2].weights.prior.p(t)
+ intensities[t] * model.experiments[e2].spot[s2]
* (e1 == e2 and s1 == s2
? 1
: model.experiments[e2].field(s2, t)));
}
}
}
}
for (size_t e = 0; e < model.E; ++e) {
LOG(verbose) << "Sampling field for experiment " << e;
Partial::perform_sampling(observed[e], explained[e],
model.experiments[e].field,
model.parameters.over_relax);
}
}
template <Partial::Kind feat_kind>
void do_sample_fields(
Model<ModelType<feat_kind, Partial::Kind::Dirichlet>> &model
__attribute__((unused))) {}
template <typename Type>
void Model<Type>::sample_fields() {
do_sample_fields(*this);
}
template <typename Type>
void Model<Type>::sample_global_theta_priors() {
// TODO refactor
if (std::is_same<typename Type::weights_t::prior_type,
PRIOR::THETA::Dirichlet>::value)
return;
Matrix observed(0, T);
for (auto &experiment : experiments)
observed = arma::join_vert(observed, experiment.contributions_spot_type);
Matrix explained(0, T);
for (auto &experiment : experiments)
explained = arma::join_vert(
explained, experiment.explained_spot_type(features.matrix));
assert(observed.n_rows == explained.n_rows);
if (parameters.normalize_spot_stats) {
observed.each_col() /= rowSums<Vector>(observed);
explained.each_col() /= rowSums<Vector>(explained);
}
mix_prior.sample(observed, explained);
for (auto &experiment : experiments)
experiment.weights.prior = mix_prior;
}
template <typename Type>
double Model<Type>::log_likelihood_poisson_counts() const {
double l = 0;
for (auto &experiment : experiments)
l += experiment.log_likelihood_poisson_counts();
return l;
}
template <typename Type>
double Model<Type>::log_likelihood() const {
double l = features.log_likelihood();
LOG(verbose) << "Global feature log likelihood: " << l;
for (auto &experiment : experiments)
l += experiment.log_likelihood();
return l;
}
// computes a matrix M(g,t)
// with M(g,t) = sum_e local_baseline_phi(e,g) local_phi(e,g,t) sum_s theta(e,s,t) sigma(e,s)
template <typename Type>
Matrix Model<Type>::explained_gene_type() const {
Matrix explained(G, T, arma::fill::zeros);
for (auto &experiment : experiments) {
Vector theta_t = experiment.marginalize_spots();
for (size_t t = 0; t < T; ++t)
#pragma omp parallel for if (DO_PARALLEL)
for (size_t g = 0; g < G; ++g)
explained(g, t)
+= experiment.baseline_phi(g) * experiment.phi(g, t) * theta_t(t);
}
return explained;
}
// computes a matrix M(g,t)
// with M(g,t) = phi(g,t) sum_e local_baseline_phi(e,g) local_phi(e,g,t) sum_s
// theta(e,s,t) sigma(e,s)
template <typename Type>
Matrix Model<Type>::expected_gene_type() const {
Matrix m(G, T, arma::fill::zeros);
for (auto &experiment : experiments)
m += experiment.expected_gene_type(features.matrix);
return m;
}
template <typename V>
bool generate_next(V &v, const V &low, const V &high, double step) {
auto l_iter = low.begin();
auto h_iter = high.begin();
for (auto &x : v) {
if ((x += step) > *h_iter)
x = *l_iter;
else
return true;
l_iter++;
h_iter++;
}
return false;
}
template <typename Type>
template <typename Fnc1, typename Fnc2>
Vector Model<Type>::get_low_high(size_t coord_sys_idx, Float init, Fnc1 fnc1,
Fnc2 fnc2) const {
if (coordinate_systems.size() <= coord_sys_idx
or coordinate_systems[coord_sys_idx].members.empty())
return {0};
size_t D = 0;
for (auto &exp_idx : coordinate_systems[coord_sys_idx].members)
D = std::max<size_t>(D, experiments[exp_idx].coords.n_cols);
Vector v(D, arma::fill::ones);
v *= init;
for (size_t d = 0; d < D; ++d)
for (auto &exp_idx : coordinate_systems[coord_sys_idx].members)
v[d] = fnc1(v[d], fnc2(experiments[exp_idx].coords.col(d)));
return v;
}
template <typename Type>
Vector Model<Type>::get_low(size_t coord_sys_idx) const {
return get_low_high(coord_sys_idx, std::numeric_limits<Float>::infinity(),
[](double a, double b) { return std::min(a, b); },
[](const Vector &x) { return arma::min(x); });
}
template <typename Type>
Vector Model<Type>::get_high(size_t coord_sys_idx) const {
return get_low_high(coord_sys_idx, -std::numeric_limits<Float>::infinity(),
[](double a, double b) { return std::max(a, b); },
[](const Vector &x) { return arma::max(x); });
}
template <typename Type>
void Model<Type>::predict_field(std::ofstream &ofs,
size_t coord_sys_idx) const {
const double sigma = parameters.hyperparameters.sigma;
// Matrix feature_marginal(E, T, arma::fill::zeros); TODO
double N = 8e8;
Vector low = get_low(coord_sys_idx);
Vector high = get_high(coord_sys_idx);
double alpha = 0.05;
low = low - (high - low) * alpha;
high = high + (high - low) * alpha;
// one over N of the total volume
double step = arma::prod((high - low) % (high - low)) / N;
// n-th root of step
step = exp(log(step) / low.n_elem);
Vector coord = low;
do {
bool first = true;
for (auto &c : coord) {
if (first)
first = false;
else
ofs << ",";
ofs << c;
}
Vector observed(T, arma::fill::ones);
Vector explained(T, arma::fill::ones);
for (auto exp_idx : coordinate_systems[coord_sys_idx].members) {
for (size_t s = 0; s < experiments[exp_idx].S; ++s) {
const Vector diff = coord - experiments[exp_idx].coords.row(s).t();
const double d = arma::accu(diff % diff);
const double w
= 1 / sqrt(2 * M_PI) / sigma * exp(-d / 2 / sigma / sigma);
for (size_t t = 0; t < T; ++t) {
observed[t] += w * experiments[exp_idx].contributions_spot_type(s, t);
explained[t] += w * 1 // TODO feature_marginal(exp_idx, t)
// * experiments[exp_idx].theta(s, t)
// / experiments[exp_idx].field(s, t)
* experiments[exp_idx].spot(s);
}
}
}
double z = 0;
for (size_t t = 0; t < T; ++t)
z += observed[t] / explained[t];
for (size_t t = 0; t < T; ++t) {
double predicted = observed[t] / explained[t] / z;
ofs << "," << predicted;
}
ofs << std::endl;
} while (generate_next(coord, low, high, step));
}
template <typename Type>
void Model<Type>::update_contributions() {
contributions_gene_type.zeros();
contributions_gene.zeros();
for (auto &experiment : experiments)
#pragma omp parallel for if (DO_PARALLEL)
for (size_t g = 0; g < G; ++g) {
contributions_gene(g) += experiment.contributions_gene(g);
for (size_t t = 0; t < T; ++t)
contributions_gene_type(g, t)
+= experiment.contributions_gene_type(g, t);
}
}
template <typename Type>
void Model<Type>::add_experiment(const Counts &counts, size_t coord_sys) {
Parameters experiment_parameters = parameters;
experiment_parameters.hyperparameters.phi_p_1 *= local_phi_scaling_factor;
experiment_parameters.hyperparameters.phi_r_1 *= local_phi_scaling_factor;
experiment_parameters.hyperparameters.phi_p_2 *= local_phi_scaling_factor;
experiment_parameters.hyperparameters.phi_r_2 *= local_phi_scaling_factor;
experiments.push_back({counts, T, experiment_parameters});
E++;
// TODO check redundancy with Experiment constructor
experiments.rbegin()->features.matrix.ones();
experiments.rbegin()->features.prior.set_unit(local_phi_scaling_factor);
while(coordinate_systems.size() <= coord_sys)
coordinate_systems.push_back({});
coordinate_systems[coord_sys].members.push_back(E-1);
}
template <typename Type>
std::ostream &operator<<(std::ostream &os, const Model<Type> &model) {
os << "Poisson Factorization "
<< "G = " << model.G << " "
<< "T = " << model.T << " "
<< "E = " << model.E << std::endl;
if (verbosity >= Verbosity::debug) {
print_matrix_head(os, model.features.matrix, "Φ");
os << model.features.prior;
}
for (auto &experiment : model.experiments)
os << experiment;
return os;
}
template <typename Type>
Model<Type> operator*(const Model<Type> &a, const Model<Type> &b) {
Model<Type> model = a;
model.contributions_gene_type %= b.contributions_gene_type;
model.contributions_gene %= b.contributions_gene;
model.features.matrix %= b.features.matrix;
for (size_t e = 0; e < model.E; ++e)
model.experiments[e] = model.experiments[e] * b.experiments[e];
return model;
}
template <typename Type>
Model<Type> operator+(const Model<Type> &a, const Model<Type> &b) {
Model<Type> model = a;
model.contributions_gene_type += b.contributions_gene_type;
model.contributions_gene += b.contributions_gene;
model.features.matrix += b.features.matrix;
for (size_t e = 0; e < model.E; ++e)
model.experiments[e] = model.experiments[e] + b.experiments[e];
return model;
}
template <typename Type>
Model<Type> operator-(const Model<Type> &a, const Model<Type> &b) {
Model<Type> model = a;
model.contributions_gene_type -= b.contributions_gene_type;
model.contributions_gene -= b.contributions_gene;
model.features.matrix -= b.features.matrix;
for (size_t e = 0; e < model.E; ++e)
model.experiments[e] = model.experiments[e] - b.experiments[e];
return model;
}
template <typename Type>
Model<Type> operator*(const Model<Type> &a, double x) {
Model<Type> model = a;
model.contributions_gene_type *= x;
model.contributions_gene *= x;
model.features.matrix *= x;
for (auto &experiment : model.experiments)
experiment = experiment * x;
return model;
}
template <typename Type>
Model<Type> operator/(const Model<Type> &a, double x) {
Model<Type> model = a;
model.contributions_gene_type /= x;
model.contributions_gene /= x;
model.features.matrix /= x;
for (auto &experiment : model.experiments)
experiment = experiment / x;
return model;
}
}
#endif