Module: STAN
- Defined in:
- lib/rbbt/stan.rb
Class Method Summary collapse
- .data_header(types) ⇒ Object
- .exec(data, model, input_directory, parameter_chains, sample_file, debug = FALSE, stan_options = {}) ⇒ Object
- .fit(data, model, options = {}) ⇒ Object
- .run(data, model, directory, options = {}) ⇒ Object
- .save_data(directory, data = {}) ⇒ Object
- .stream_chain(data, model, directory = nil, options = {}) ⇒ Object
Class Method Details
.data_header(types) ⇒ Object
54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 |
# File 'lib/rbbt/stan.rb', line 54 def self.data_header(types) types_str = "" types.each do |name,type| name = name.to_s case type when 'real' types_str << " " << "real " << name << ";\n" when 'integer' types_str << " " << "int " << name << ";\n" when 'array' types_str << " " << "int<lower=0> " << name << "_l" << ";\n" #types_str << " " << "real " << name << "[" << name << "_l]" << ";\n" types_str << " " << "vector" << "[" << name << "_l] "<< name << ";\n" when 'iarray' types_str << " " << "int<lower=0> " << name << "_l" << ";\n" #types_str << " " << "real " << name << "[" << name << "_l]" << ";\n" types_str << " " << "int " << name << "[" << name << "_l]" << ";\n" when 'matrix' types_str << " " << "int<lower=0> " << name << "_c" << ";\n" types_str << " " << "int<lower=0> " << name << "_r" << ";\n" #types_str << " " << "real " << name << "[" << name << "_r," << name << "_c]" << ";\n" types_str << " " << "matrix" << "[" << name << "_r," << name << "_c] " << name << ";\n" else raise "Unknown type for #{ name }: #{type}" end end <<-EOF data{ #{types_str} } EOF end |
.exec(data, model, input_directory, parameter_chains, sample_file, debug = FALSE, stan_options = {}) ⇒ Object
90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 |
# File 'lib/rbbt/stan.rb', line 90 def self.exec(data, model, input_directory, parameter_chains, sample_file, debug = FALSE, = {}) = Misc.add_defaults , :iter => 1000, :warmup => 500, :chains => 1, :seed => 2887, :refresh => 1200 data = {} if data.nil? types, load_str = save_data(input_directory, data) data_header = self.data_header(types) stan_model = data_header + "\n" + model stan_file = Rbbt.var.stan_models[Misc.digest(stan_model).to_s << ".stan"].find Open.write(stan_file, stan_model) Log.debug "STAN model:\n" + stan_model script = <<-EOF rbbt.require('rstan') rbbt.require('jsonlite') rstan_options(auto_write = TRUE) options(mc.cores = parallel::detectCores()) #{load_str} fit <- stan(file='#{stan_file}', data=input_data, sample_file='#{sample_file}', verbose=#{debug ? 'TRUE' : 'FALSE'}, #{R.hash2Rargs()}) params <- as.data.frame(fit) print(fit) #{parameter_chains.nil? ? "" : "rbbt.tsv.write('#{parameter_chains}', params)" } EOF R.run script, nil, :monitor => debug end |
.fit(data, model, options = {}) ⇒ Object
196 197 198 199 200 201 202 |
# File 'lib/rbbt/stan.rb', line 196 def self.fit(data, model, = {}) TmpFile.with_file do |directory| FileUtils.mkdir_p directory res = self.run(data, model, directory, ) TSV.open(res, :type => :list, :cast => :to_f) end end |
.run(data, model, directory, options = {}) ⇒ Object
180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 |
# File 'lib/rbbt/stan.rb', line 180 def self.run(data, model, directory, = {}) debug = Misc. , :debug input_directory = File.join(directory, 'inputs') parameter_chains = File.join(directory, 'chains') summary = File.join(directory, 'summary') sample_file = File.join(directory, 'sample') res = self.exec(data, model, input_directory, parameter_chains, sample_file, debug, ) Log.debug "Result from STAN:\n" << res.read Open.write(summary, res.read) Open.open(parameter_chains) end |
.save_data(directory, data = {}) ⇒ Object
6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 |
# File 'lib/rbbt/stan.rb', line 6 def self.save_data(directory, data = {}) directory = directory.find if Path === directory types = {} load_str = "input_data = list()\n" data.each do |name, value| file = File.join(directory, name.to_s) case value when Integer Open.write(file, value.to_json) types[name] = 'integer' load_str << "input_data[['" << name.to_s << "']] = " << "fromJSON(txt='#{file}')" << "\n" when Float Open.write(file, value.to_json) types[name] = 'real' load_str << "input_data[['" << name.to_s << "']] = " << "fromJSON(txt='#{file}')" << "\n" when Array Open.write(file, value.to_json) if value.select{|v| Float === v}.empty? types[name] = 'iarray' else types[name] = 'array' end load_str << "input_data[['" << name.to_s << "_l']] = " << value.length.to_s << "\n" load_str << "input_data[['" << name.to_s << "']] = " << "fromJSON(txt='#{file}')" << "\n" when TSV Open.write(file, value.to_s) types[name] = 'matrix' load_str << "input_data[['" << name.to_s << "_c']] = " << value.fields.length.to_s << "\n" load_str << "input_data[['" << name.to_s << "_r']] = " << value.size.to_s << "\n" load_str << "#{name}.tmp = " << "rbbt.impute(rbbt.tsv('#{file}'))" << "\n" load_str << "input_data[['" << name.to_s << "']] = " << "#{name}.tmp" << "\n" when Path value = TSV.open(value) Open.write(file, value.to_s) types[name] = 'matrix' load_str << "input_data[['" << name.to_s << "_c']] = " << value.fields.length.to_s << "\n" load_str << "input_data[['" << name.to_s << "_r']] = " << value.size.to_s << "\n" load_str << "#{name}.tmp = " << "rbbt.impute(rbbt.tsv('#{file}'))" << "\n" load_str << "input_data[['" << name.to_s << "']] = " << "#{name}.tmp" << "\n" else raise "Unknown type of data #{ name }: #{Misc.fingerprint value}" end end [types, load_str] end |
.stream_chain(data, model, directory = nil, options = {}) ⇒ Object
124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 |
# File 'lib/rbbt/stan.rb', line 124 def self.stream_chain(data, model, directory = nil, = {}) , directory = directory, nil if Hash === directory debug = Misc. , :debug if directory.nil? directory = TmpFile.tmp_file erase = true end FileUtils.mkdir_p directory unless File.exists? directory input_directory = File.join(directory, 'inputs') parameter_chains = File.join(directory, 'chains') unless erase summary = File.join(directory, 'summary') unless erase sample_file = File.join(directory, 'samples') File.mkfifo(sample_file) io = Misc.open_pipe do |sin| iteration = 1 sin << "#: :type=:list#:cast=:to_f" << "\n" begin reader = File.open(sample_file, 'r') while line = reader.gets if line =~ /^#/ new_line = line next elsif line =~ /^lp__/ parts = line.split(",") new_line = "#Iteration\t" << parts * "\t" else parts = line.split(",") new_line = iteration.to_s << "\t" << parts * "\t" iteration += 1 end sin << new_line end rescue Log.exception $! raise $! end end exec_thread = Thread.new do res = self.exec(data, model, input_directory, parameter_chains, sample_file, debug, ) Open.write(summary, res.read.to_s) unless summary.nil? Log.debug "Result from STAN:\n" << res.read end ConcurrentStream.setup io, :threads => [exec_thread] do Log.debug "Done chains for STAN" if erase FileUtils.rm_rf directory end end end |