diff options
author | Daniel Friesel <daniel.friesel@uos.de> | 2019-11-12 10:07:09 +0100 |
---|---|---|
committer | Daniel Friesel <daniel.friesel@uos.de> | 2019-11-12 10:07:09 +0100 |
commit | 8c8545553910a75a6c53900f7b729465a03f4846 (patch) | |
tree | 308059a09b9d1e3103962d30eee73037e7690f73 /lib | |
parent | 734e137c0800656dbd1f86489896abd9763c6767 (diff) |
ParamStats: compute statistics in parallel
Diffstat (limited to 'lib')
-rw-r--r-- | lib/parameters.py | 344 |
1 files changed, 183 insertions, 161 deletions
diff --git a/lib/parameters.py b/lib/parameters.py index bc26643..27b1a4e 100644 --- a/lib/parameters.py +++ b/lib/parameters.py @@ -2,6 +2,7 @@ import itertools import numpy as np from collections import OrderedDict from copy import deepcopy +from multiprocessing import Pool from utils import remove_index_from_tuple, is_numeric, is_power_of_two from utils import filter_aggregate_by_param, by_name_to_by_param @@ -28,6 +29,62 @@ def distinct_param_values(by_name, state_or_tran): distinct_values = list(map(lambda x: list(x.keys()), distinct_values)) return distinct_values +def _depends_on_param(corr_param, std_param, std_lut): + #if self.use_corrcoef: + if False: + return corr_param > 0.1 + elif std_param == 0: + # In general, std_param_lut < std_by_param. So, if std_by_param == 0, std_param_lut == 0 follows. + # This means that the variation of param does not affect the model quality -> no influence + return False + return std_lut / std_param < 0.5 + +def _reduce_param_matrix(matrix: np.ndarray, parameter_names: list) -> list: + """ + :param matrix: parameter dependence matrix, M[(...)] == 1 iff (model attribute) is influenced by (parameter) for other parameter value indxe == (...) + :param parameter_names: names of parameters in the order in which they appear in the matrix index. The first entry corresponds to the first axis, etc. + :returns: parameters which determine whether (parameter) has an effect on (model attribute). If a parameter is not part of this list, its value does not + affect (parameter)'s influence on (model attribute) -- it either always or never has an influence + """ + if np.all(matrix == True) or np.all(matrix == False): + return list() + + # Diese Abbruchbedingung scheint noch nicht so schlau zu sein... + # Mit wird zu viel rausgefiltert (z.B. auto_ack! -> max_retry_count in "bin/analyze-timing.py ../data/20190815_122531_nRF24_no-rx.json" nicht erkannt) + # Ohne wird zu wenig rausgefiltert (auch ganz viele Abhängigkeiten erkannt, bei denen eine Parameter-Abhängigketi immer unabhängig vom Wert der anderen Parameter besteht) + #if not is_power_of_two(np.count_nonzero(matrix)): + # # cannot be reliably reduced to a list of parameters + # return list() + + if np.count_nonzero(matrix) == 1: + influential_parameters = list() + for i, parameter_name in enumerate(parameter_names): + if matrix.shape[i] > 1: + influential_parameters.append(parameter_name) + return influential_parameters + + for axis in range(matrix.ndim): + candidate = _reduce_param_matrix(np.all(matrix, axis=axis), remove_index_from_tuple(parameter_names, axis)) + if len(candidate): + return candidate + + return list() + +def _codependent_parameters(param, lut_by_param_values, std_by_param_values): + """ + Return list of parameters which affect whether a parameter affects a model attribute or not. + """ + return list() + safe_div = np.vectorize(lambda x,y: 0. if x == 0 else 1 - x/y) + ratio_by_value = safe_div(lut_by_param_values, std_by_param_values) + err_mode = np.seterr('ignore') + dep_by_value = ratio_by_value > 0.5 + np.seterr(**err_mode) + + other_param_list = list(filter(lambda x: x != param, self._parameter_names)) + influencer_parameters = _reduce_param_matrix(dep_by_value, other_param_list) + return influencer_parameters + def _std_by_param(by_param, all_param_values, state_or_tran, attribute, param_index, verbose = False): u""" Calculate standard deviations for a static model where all parameters but `param_index` are constant. @@ -126,6 +183,118 @@ def _corr_by_param(by_name, state_or_trans, attribute, param_index): else: return 0. +def _compute_param_statistics(by_name, by_param, parameter_names, arg_count, state_or_trans, attribute, distinct_values, distinct_values_by_param_index, verbose = False): + """ + Compute standard deviation and correlation coefficient for various data partitions. + + It is strongly recommended to vary all parameter values evenly across partitions. + For instance, given two parameters, providing only the combinations + (1, 1), (5, 1), (7, 1,) (10, 1), (1, 2), (1, 6) will lead to bogus results. + It is better to provide (1, 1), (5, 1), (1, 2), (5, 2), ... (i.e. a cross product of all individual parameter values) + + :param by_name: ground truth partitioned by state/transition name. + by_name[state_or_trans][attribute] must be a list or 1-D numpy array. + by_name[state_or_trans]['param'] must be a list of parameter values + corresponding to the ground truth, e.g. [[1, 2, 3], ...] if the + first ground truth element has the (lexically) first parameter set to 1, + the second to 2 and the third to 3. + :param by_param: ground truth partitioned by state/transition name and parameters. + by_name[(state_or_trans, *)][attribute] must be a list or 1-D numpy array. + :param parameter_names: list of parameter names, must have the same order as the parameter + values in by_param (lexical sorting is recommended). + :param arg_count: dict providing the number of functions args ("local parameters") for each function. + :param state_or_trans: state or transition name, e.g. 'send' or 'TX' + :param attribute: model attribute, e.g. 'power' or 'duration' + :param verbose: print warning if some parameter partitions are too small for fitting + + :returns: a dict with the following content: + std_static -- static parameter-unaware model error: stddev of by_name[state_or_trans][attribute] + std_param_lut -- static parameter-aware model error: mean stddev of by_param[(state_or_trans, *)][attribute] + std_by_param -- static parameter-aware model error ignoring a single parameter. + dictionary with one key per parameter. The value is the mean stddev + of measurements where all other parameters are fixed and the parameter + in question is variable. E.g. std_by_param['X'] is the mean stddev of + by_param[(state_or_trans, (X=*, Y=..., Z=...))][attribute]. + std_by_arg -- same, but ignoring a single function argument + Only set if state_or_trans appears in arg_count, empty dict otherwise. + corr_by_param -- correlation coefficient + corr_by_arg -- same, but ignoring a single function argument + Only set if state_or_trans appears in arg_count, empty dict otherwise. + """ + ret = { + 'std_static' : np.std(by_name[state_or_trans][attribute]), + 'std_param_lut' : np.mean([np.std(by_param[x][attribute]) for x in by_param.keys() if x[0] == state_or_trans]), + 'std_by_param' : {}, + 'std_by_param_values' : {}, + 'lut_by_param_values' : {}, + 'std_by_arg' : [], + 'std_by_arg_values' : [], + 'lut_by_arg_values' : [], + 'corr_by_param' : {}, + 'corr_by_arg' : [], + 'depends_on_param' : {}, + 'depends_on_arg' : [], + 'param_data' : {}, + } + + np.seterr('raise') + + for param_idx, param in enumerate(parameter_names): + std_matrix, mean_std, lut_matrix = _std_by_param(by_param, distinct_values_by_param_index, state_or_trans, attribute, param_idx, verbose) + ret['std_by_param'][param] = mean_std + ret['std_by_param_values'][param] = std_matrix + ret['lut_by_param_values'][param] = lut_matrix + ret['corr_by_param'][param] = _corr_by_param(by_name, state_or_trans, attribute, param_idx) + + ret['depends_on_param'][param] = _depends_on_param(ret['corr_by_param'][param], ret['std_by_param'][param], ret['std_param_lut']) + + if ret['depends_on_param'][param]: + ret['param_data'][param] = { + 'codependent_parameters': _codependent_parameters(param, lut_matrix, std_matrix), + 'depends_for_codependent_value': dict() + } + + # calculate parameter dependence for individual values of codependent parameters + codependent_param_values = list() + for codependent_param in ret['param_data'][param]['codependent_parameters']: + codependent_param_values.append(distinct_values[codependent_param]) + for combi in itertools.product(*codependent_param_values): + by_name_part = deepcopy(by_name) + filter_list = list(zip(ret['param_data'][param]['codependent_parameters'], combi)) + filter_aggregate_by_param(by_name_part, parameter_names, filter_list) + by_param_part = by_name_to_by_param(by_name_part) + # there may be no data for this specific parameter value combination + if state_or_trans in by_name_part: + part_corr = _corr_by_param(by_name_part, state_or_trans, attribute, param_idx) + part_std_lut = np.mean([np.std(by_param_part[x][attribute]) for x in by_param_part.keys() if x[0] == state_or_trans]) + _, part_std_param, _ = _std_by_param(by_param_part, distinct_values_by_param_index, state_or_trans, attribute, param_idx, verbose) + ret['param_data'][param]['depends_for_codependent_value'][combi] = _depends_on_param(part_corr, part_std_param, part_std_lut) + + if state_or_trans in arg_count: + for arg_index in range(arg_count[state_or_trans]): + std_matrix, mean_std, lut_matrix = _std_by_param(by_param, distinct_values_by_param_index, state_or_trans, attribute, len(parameter_names) + arg_index, verbose) + ret['std_by_arg'].append(mean_std) + ret['std_by_arg_values'].append(std_matrix) + ret['lut_by_arg_values'].append(lut_matrix) + ret['corr_by_arg'].append(_corr_by_param(by_name, state_or_trans, attribute, len(parameter_names) + arg_index)) + + if False: + ret['depends_on_arg'].append(ret['corr_by_arg'][arg_index] > 0.1) + elif ret['std_by_arg'][arg_index] == 0: + # In general, std_param_lut < std_by_arg. So, if std_by_arg == 0, std_param_lut == 0 follows. + # This means that the variation of arg does not affect the model quality -> no influence + ret['depends_on_arg'].append(False) + else: + ret['depends_on_arg'].append(ret['std_param_lut'] / ret['std_by_arg'][arg_index] < 0.5) + + return ret + +def _compute_param_statistics_parallel(arg): + return { + 'key' : arg['key'], + 'result': _compute_param_statistics(*arg['args']) + } + def _all_params_are_numeric(data, param_idx): """Check if all `data['param'][*][param_idx]` elements are numeric, as reported by `utils.is_numeric`.""" param_values = list(map(lambda x: x[param_idx], data['param'])) @@ -236,6 +405,9 @@ class ParamStats: self.distinct_values_by_param_index = dict() self.use_corrcoef = use_corrcoef self._parameter_names = parameter_names + + stats_queue = list() + # Note: This is deliberately single-threaded. The overhead incurred # by multiprocessing is higher than the speed gained by parallel # computation of statistics measures. @@ -246,7 +418,17 @@ class ParamStats: for i, param in enumerate(parameter_names): self.distinct_values[state_or_tran][param] = self.distinct_values_by_param_index[state_or_tran][i] for attribute in by_name[state_or_tran]['attributes']: - self.stats[state_or_tran][attribute] = self.compute_param_statistics(by_name, by_param, parameter_names, arg_count, state_or_tran, attribute, verbose = verbose) + stats_queue.append({ + 'key': [state_or_tran, attribute], + 'args': [by_name, by_param, parameter_names, arg_count, state_or_tran, attribute, self.distinct_values[state_or_tran], self.distinct_values_by_param_index[state_or_tran], verbose], + }) + + with Pool() as pool: + stats_results = pool.map(_compute_param_statistics_parallel, stats_queue) + + for stats in stats_results: + state_or_tran, attribute = stats['key'] + self.stats[state_or_tran][attribute] = stats['result'] def can_be_fitted(self, state_or_tran = None) -> bool: """ @@ -266,112 +448,6 @@ class ParamStats: return True return False - def compute_param_statistics(self, by_name, by_param, parameter_names, arg_count, state_or_trans, attribute, verbose = False): - """ - Compute standard deviation and correlation coefficient for various data partitions. - - It is strongly recommended to vary all parameter values evenly across partitions. - For instance, given two parameters, providing only the combinations - (1, 1), (5, 1), (7, 1,) (10, 1), (1, 2), (1, 6) will lead to bogus results. - It is better to provide (1, 1), (5, 1), (1, 2), (5, 2), ... (i.e. a cross product of all individual parameter values) - - :param by_name: ground truth partitioned by state/transition name. - by_name[state_or_trans][attribute] must be a list or 1-D numpy array. - by_name[state_or_trans]['param'] must be a list of parameter values - corresponding to the ground truth, e.g. [[1, 2, 3], ...] if the - first ground truth element has the (lexically) first parameter set to 1, - the second to 2 and the third to 3. - :param by_param: ground truth partitioned by state/transition name and parameters. - by_name[(state_or_trans, *)][attribute] must be a list or 1-D numpy array. - :param parameter_names: list of parameter names, must have the same order as the parameter - values in by_param (lexical sorting is recommended). - :param arg_count: dict providing the number of functions args ("local parameters") for each function. - :param state_or_trans: state or transition name, e.g. 'send' or 'TX' - :param attribute: model attribute, e.g. 'power' or 'duration' - :param verbose: print warning if some parameter partitions are too small for fitting - - :returns: a dict with the following content: - std_static -- static parameter-unaware model error: stddev of by_name[state_or_trans][attribute] - std_param_lut -- static parameter-aware model error: mean stddev of by_param[(state_or_trans, *)][attribute] - std_by_param -- static parameter-aware model error ignoring a single parameter. - dictionary with one key per parameter. The value is the mean stddev - of measurements where all other parameters are fixed and the parameter - in question is variable. E.g. std_by_param['X'] is the mean stddev of - by_param[(state_or_trans, (X=*, Y=..., Z=...))][attribute]. - std_by_arg -- same, but ignoring a single function argument - Only set if state_or_trans appears in arg_count, empty dict otherwise. - corr_by_param -- correlation coefficient - corr_by_arg -- same, but ignoring a single function argument - Only set if state_or_trans appears in arg_count, empty dict otherwise. - """ - ret = { - 'std_static' : np.std(by_name[state_or_trans][attribute]), - 'std_param_lut' : np.mean([np.std(by_param[x][attribute]) for x in by_param.keys() if x[0] == state_or_trans]), - 'std_by_param' : {}, - 'std_by_param_values' : {}, - 'lut_by_param_values' : {}, - 'std_by_arg' : [], - 'std_by_arg_values' : [], - 'lut_by_arg_values' : [], - 'corr_by_param' : {}, - 'corr_by_arg' : [], - 'depends_on_param' : {}, - 'depends_on_arg' : [], - 'param_data' : {}, - } - - np.seterr('raise') - - for param_idx, param in enumerate(parameter_names): - std_matrix, mean_std, lut_matrix = _std_by_param(by_param, self.distinct_values_by_param_index[state_or_trans], state_or_trans, attribute, param_idx, verbose) - ret['std_by_param'][param] = mean_std - ret['std_by_param_values'][param] = std_matrix - ret['lut_by_param_values'][param] = lut_matrix - ret['corr_by_param'][param] = _corr_by_param(by_name, state_or_trans, attribute, param_idx) - - ret['depends_on_param'][param] = self._depends_on_param(ret['corr_by_param'][param], ret['std_by_param'][param], ret['std_param_lut']) - - if ret['depends_on_param'][param]: - ret['param_data'][param] = { - 'codependent_parameters': self._codependent_parameters(param, lut_matrix, std_matrix), - 'depends_for_codependent_value': dict() - } - - # calculate parameter dependence for individual values of codependent parameters - codependent_param_values = list() - for codependent_param in ret['param_data'][param]['codependent_parameters']: - codependent_param_values.append(self.distinct_values[state_or_trans][codependent_param]) - for combi in itertools.product(*codependent_param_values): - by_name_part = deepcopy(by_name) - filter_list = list(zip(ret['param_data'][param]['codependent_parameters'], combi)) - filter_aggregate_by_param(by_name_part, parameter_names, filter_list) - by_param_part = by_name_to_by_param(by_name_part) - # there may be no data for this specific parameter value combination - if state_or_trans in by_name_part: - part_corr = _corr_by_param(by_name_part, state_or_trans, attribute, param_idx) - part_std_lut = np.mean([np.std(by_param_part[x][attribute]) for x in by_param_part.keys() if x[0] == state_or_trans]) - _, part_std_param, _ = _std_by_param(by_param_part, self.distinct_values_by_param_index[state_or_trans], state_or_trans, attribute, param_idx, verbose) - ret['param_data'][param]['depends_for_codependent_value'][combi] = self._depends_on_param(part_corr, part_std_param, part_std_lut) - - if state_or_trans in arg_count: - for arg_index in range(arg_count[state_or_trans]): - std_matrix, mean_std, lut_matrix = _std_by_param(by_param, self.distinct_values_by_param_index[state_or_trans], state_or_trans, attribute, len(parameter_names) + arg_index, verbose) - ret['std_by_arg'].append(mean_std) - ret['std_by_arg_values'].append(std_matrix) - ret['lut_by_arg_values'].append(lut_matrix) - ret['corr_by_arg'].append(_corr_by_param(by_name, state_or_trans, attribute, len(parameter_names) + arg_index)) - - if self.use_corrcoef: - ret['depends_on_arg'].append(ret['corr_by_arg'][arg_index] > 0.1) - elif ret['std_by_arg'][arg_index] == 0: - # In general, std_param_lut < std_by_arg. So, if std_by_arg == 0, std_param_lut == 0 follows. - # This means that the variation of arg does not affect the model quality -> no influence - ret['depends_on_arg'].append(False) - else: - ret['depends_on_arg'].append(ret['std_param_lut'] / ret['std_by_arg'][arg_index] < 0.5) - - return ret - def static_submodel_params(self, state_or_tran, attribute): """ Return the union of all parameter values which decide whether another parameter influences the model or not. @@ -474,15 +550,6 @@ class ParamStats: yield dict(zip(codependent_parameters, param_values)) - def _depends_on_param(self, corr_param, std_param, std_lut): - if self.use_corrcoef: - return corr_param > 0.1 - elif std_param == 0: - # In general, std_param_lut < std_by_param. So, if std_by_param == 0, std_param_lut == 0 follows. - # This means that the variation of param does not affect the model quality -> no influence - return False - return std_lut / std_param < 0.5 - def _generic_param_independence_ratio(self, state_or_trans, attribute): """ Return the heuristic ratio of parameter independence for state_or_trans and attribute. @@ -507,51 +574,6 @@ class ParamStats: """ return 1 - self._generic_param_independence_ratio(state_or_trans, attribute) - def _reduce_param_matrix(self, matrix: np.ndarray, parameter_names: list) -> list: - """ - :param matrix: parameter dependence matrix, M[(...)] == 1 iff (model attribute) is influenced by (parameter) for other parameter value indxe == (...) - :param parameter_names: names of parameters in the order in which they appear in the matrix index. The first entry corresponds to the first axis, etc. - :returns: parameters which determine whether (parameter) has an effect on (model attribute). If a parameter is not part of this list, its value does not - affect (parameter)'s influence on (model attribute) -- it either always or never has an influence - """ - if np.all(matrix == True) or np.all(matrix == False): - return list() - - # Diese Abbruchbedingung scheint noch nicht so schlau zu sein... - # Mit wird zu viel rausgefiltert (z.B. auto_ack! -> max_retry_count in "bin/analyze-timing.py ../data/20190815_122531_nRF24_no-rx.json" nicht erkannt) - # Ohne wird zu wenig rausgefiltert (auch ganz viele Abhängigkeiten erkannt, bei denen eine Parameter-Abhängigketi immer unabhängig vom Wert der anderen Parameter besteht) - #if not is_power_of_two(np.count_nonzero(matrix)): - # # cannot be reliably reduced to a list of parameters - # return list() - - if np.count_nonzero(matrix) == 1: - influential_parameters = list() - for i, parameter_name in enumerate(parameter_names): - if matrix.shape[i] > 1: - influential_parameters.append(parameter_name) - return influential_parameters - - for axis in range(matrix.ndim): - candidate = self._reduce_param_matrix(np.all(matrix, axis=axis), remove_index_from_tuple(parameter_names, axis)) - if len(candidate): - return candidate - - return list() - - def _codependent_parameters(self, param, lut_by_param_values, std_by_param_values): - """ - Return list of parameters which affect whether a parameter affects a model attribute or not. - """ - safe_div = np.vectorize(lambda x,y: 0. if x == 0 else 1 - x/y) - ratio_by_value = safe_div(lut_by_param_values, std_by_param_values) - err_mode = np.seterr('ignore') - dep_by_value = ratio_by_value > 0.5 - np.seterr(**err_mode) - - other_param_list = list(filter(lambda x: x != param, self._parameter_names)) - influencer_parameters = self._reduce_param_matrix(dep_by_value, other_param_list) - return influencer_parameters - def _param_independence_ratio(self, state_or_trans: str, attribute: str, param: str) -> float: """ Return the heuristic ratio of parameter independence for state_or_trans, attribute, and param. |