`leaspy.algo.personalize.scipy_minimize`.ScipyMinimize

class ScipyMinimize(settings)

Bases: AbstractPersonalizeAlgo

Gradient descent based algorithm to compute individual parameters, i.e. personalize a model to a given set of subjects.

Parameters

settingsAlgorithmSettings: Settings of the algorithm. In particular the parameter custom_scipy_minimize_params may contain keyword arguments passed to scipy.optimize.minimize().

Attributes

scipy_minimize_paramsdict

Keyword arguments to be passed to scipy.optimize.minize(). A default setting depending on whether using jacobian or not is applied (cf. ScipyMinimize.DEFAULT_SCIPY_MINIMIZE_PARAMS_WITH_JACOBIAN

and ScipyMinimize.DEFAULT_SCIPY_MINIMIZE_PARAMS_WITHOUT_JACOBIAN).

You may customize it by setting the custom_scipy_minimize_params algorithm parameter.

format_convergence_issuesstr

Formatting of convergence issues. It should be a formattable string using any of those variables:

patient_id: str

optimization_result_pformat: str

(optimization_result_obj: dict-like)

cf. ScipyMinimize.DEFAULT_FORMAT_CONVERGENCE_ISSUES for the default format. You may customize it by setting the custom_format_convergence_issues algorithm parameter.

loggerNone or callable str -> None

The function used to display convergence issues returned by scipy.optimize.minize(). By default we print the convergences issues if and only if we do not use BFGS optimization method. You can customize it at initialization by defining a logger attribute to your AlgorithmSettings instance.

Methods

`is_jacobian_implemented`(model)	Check that the jacobian of model is implemented.
`load_parameters`(parameters)	Update the algorithm's parameters by the ones in the given dictionary.
`obj`(x, *args)	Objective loss function to minimize in order to get patient's individual parameters
`run`(model, *args[, return_noise])	Main method, run the algorithm.
`run_impl`(model, dataset)	Main personalize function, wraps the abstract `_get_individual_parameters()` method.
`set_output_manager`(output_settings)	Set a `FitOutputManager` object for the run of the algorithm

is_jacobian_implemented(model) → bool: Check that the jacobian of model is implemented.

load_parameters(parameters: dict)

Update the algorithm’s parameters by the ones in the given dictionary. The keys in the io which does not belong to the algorithm’s parameters keys are ignored.

Parameters

parametersdict: Contains the pairs (key, value) of the wanted parameters

Examples

>>> settings = leaspy.io.settings.algorithm_settings.AlgorithmSettings("mcmc_saem")
>>> my_algo = leaspy.algo.fit.tensor_mcmcsaem.TensorMCMCSAEM(settings)
>>> my_algo.algo_parameters
{'n_iter': 10000,
 'n_burn_in_iter': 9000,
 'eps': 0.001,
 'L': 10,
 'sampler_ind': 'Gibbs',
 'sampler_pop': 'Gibbs',
 'annealing': {'do_annealing': False,
  'initial_temperature': 10,
  'n_plateau': 10,
  'n_iter': 200}}
>>> parameters = {'n_iter': 5000, 'n_burn_in_iter': 4000}
>>> my_algo.load_parameters(parameters)
>>> my_algo.algo_parameters
{'n_iter': 5000,
 'n_burn_in_iter': 4000,
 'eps': 0.001,
 'L': 10,
 'sampler_ind': 'Gibbs',
 'sampler_pop': 'Gibbs',
 'annealing': {'do_annealing': False,
  'initial_temperature': 10,
  'n_plateau': 10,
  'n_iter': 200}}

property log_noise_fmt

Getter

Returns

formatstr: The format for the print of the loss

obj(x, *args)

Objective loss function to minimize in order to get patient’s individual parameters

Parameters

xarray-like [float]

Individual standardized parameters At initialization x = [xi_mean/xi_std, tau_mean/tau_std] (+ [0.] * n_sources if multivariate model)

*args

modelAbstractModel
Model used to compute the group average parameters.
timepointstorch.Tensor [1,n_tpts]
Contains the individual ages corresponding to the given values
valuestorch.Tensor [n_tpts, n_fts [, extra_dim_for_ordinal_model]]
Contains the individual true scores corresponding to the given times, with nans.
with_gradientbool
- If True: return (objective, gradient_objective)
- Else: simply return objective

Returns

objectivefloat

Value of the loss function (opposite of log-likelihood).

if with_gradient is True:

2-tuple (as expected by scipy.optimize.minimize() when jac=True)

objective : float
gradient : array-like[float] of length n_dims_params

Raises

LeaspyAlgoInputError: if noise model is not currently supported by algorithm. TODO: everything that is not generic here concerning noise structure should be handle by model/NoiseModel directly!!!!

run(model: AbstractModel, *args, return_noise: bool = False, **extra_kwargs) → Any

Main method, run the algorithm.

TODO fix proper abstract class method: input depends on algorithm… (esp. simulate != from others…)

Parameters

modelAbstractModel: The used model.
datasetDataset: Contains all the subjects’ observations with corresponding timepoints, in torch format to speed up computations.
return_noisebool (default False), keyword only: Should the algorithm return main output and optional noise output as a 2-tuple?

Returns

Depends on algorithm class: TODO change?

See also

AbstractFitAlgo
AbstractPersonalizeAlgo
SimulationAlgorithm

run_impl(model, dataset)

Main personalize function, wraps the abstract _get_individual_parameters() method.

Parameters

modelAbstractModel: A subclass object of leaspy AbstractModel.
datasetDataset: Dataset object build with leaspy class objects Data, algo & model

Returns

individual_parametersIndividualParameters

Contains individual parameters.

noise_stdfloat or torch.FloatTensor

The estimated noise (is a tensor if model.noise_model is 'gaussian_diagonal')

$= \frac{1}{n_{visits} \times n_{dim}} \sqrt{\sum_{i, j \in [1, n_{visits}] \times [1, n_{dim}]} \varepsilon_{i,j}}$

where $\varepsilon_{i,j} = \left( f(\theta, (z_{i,j}), (t_{i,j})) - (y_{i,j}) \right)^2$ , where $\theta$ are the model’s fixed effect, $(z_{i,j})$ the model’s random effects, $(t_{i,j})$ the time-points and $f$ the model’s estimator.

set_output_manager(output_settings)

Set a FitOutputManager object for the run of the algorithm

Parameters

output_settingsOutputsSettings: Contains the logs settings for the computation run (console print periodicity, plot periodicity …)

Examples

>>> from leaspy import AlgorithmSettings
>>> from leaspy.io.settings.outputs_settings import OutputsSettings
>>> from leaspy.algo.fit.tensor_mcmcsaem import TensorMCMCSAEM
>>> algo_settings = AlgorithmSettings("mcmc_saem")
>>> my_algo = TensorMCMCSAEM(algo_settings)
>>> settings = {'path': 'brouillons',
                'console_print_periodicity': 50,
                'plot_periodicity': 100,
                'save_periodicity': 50
                }
>>> my_algo.set_output_manager(OutputsSettings(settings))

leaspy.algo.personalize.scipy_minimize.ScipyMinimize

`leaspy.algo.personalize.scipy_minimize`.ScipyMinimize