import numpy as np
import pandas as pd
from pgmpy.sampling import BayesianModelInference
[docs]class BayesianModelProbability(BayesianModelInference):
"""
Class to calculate probability (pmf) values specific to Bayesian Models
"""
def __init__(self, model):
"""
Class to calculate probability (pmf) values specific to Bayesian Models
Parameters
----------
model: Bayesian Model
model on which inference queries will be computed
"""
super(BayesianModelProbability, self).__init__(model)
def _log_probability_node(self, data, ordering, node):
"""
Evaluate the log probability of each datapoint for a specific node.
Internal function used by log_probability().
Parameters
----------
data: array_like, shape (n_samples, n_features)
List of n_features-dimensional data points. Each row
corresponds to a single data point.
ordering: list
ordering of columns in data, used by the Bayesian model.
default is topological ordering used by model.
node: Bayesian Model Node
node from the Bayesian network.
Returns
-------
Log probability of node: np.array (n_samples,)
The array of log(density) evaluations. These are normalized to be
probability densities, so values will be low for high-dimensional
data.
"""
def vec_translate(a, my_dict):
return np.vectorize(my_dict.__getitem__)(a)
cpd = self.model.get_cpds(node)
# variable to probe: data[n], where n is the node number
current = cpd.variables[0]
current_idx = ordering.index(current)
current_val = data[:, current_idx]
current_no = vec_translate(current_val, cpd.name_to_no[current])
# conditional dependencies E of the probed variable
evidence = [var for var in cpd.variables[1:] if var not in self.model.latents]
evidence_idx = [ordering.index(ev) for ev in evidence]
evidence_val = data[:, evidence_idx]
evidence_no = np.empty_like(evidence_val, dtype=int)
for i, ev in enumerate(evidence):
evidence_no[:, i] = vec_translate(evidence_val[:, i], cpd.name_to_no[ev])
if evidence:
# there are conditional dependencies E for data[n] for this node
# Here we retrieve the array: p(x[n]|E). We do this for each x in data.
# We pick the specific node value from the arrays below.
unique, inverse = np.unique(evidence_no, axis=0, return_inverse=True)
unique = [tuple(u) for u in unique]
state_to_index, index_to_weight = self.pre_compute_reduce_maps(
variable=node, evidence=evidence, state_combinations=unique
)
weights = np.array(
[index_to_weight[state_to_index[tuple(u)]] for u in unique]
)[inverse]
else:
# there are NO conditional dependencies for this node
# retrieve array: p(x[n]). We do this for each x in data.
# We pick the specific node value from the arrays below.
weights = np.array([cpd.values] * len(data))
# pick the specific node value x[n] from the array p(x[n]|E) or p(x[n])
# We do this for each x in data.
probability_node = np.array([weights[i][cn] for i, cn in enumerate(current_no)])
return np.log(probability_node)
[docs] def log_probability(self, data, ordering=None):
"""
Evaluate the logarithmic probability of each point in a data set.
Parameters
----------
data: pandas dataframe OR array_like, shape (n_samples, n_features)
List of n_features-dimensional data points. Each row
corresponds to a single data point.
ordering: list
ordering of columns in data, used by the Bayesian model.
default is topological ordering used by model.
Returns
-------
Log probability of each datapoint: np.array (n_samples,)
The array of log(density) evaluations. These are normalized to be
probability densities, so values will be low for high-dimensional
data.
"""
if isinstance(data, pd.DataFrame):
# use numpy array from now on.
ordering = data.columns.to_list()
data = data.values
if ordering is None:
ordering = self.topological_order
data = data.loc[:, ordering].values
logp = np.array(
[self._log_probability_node(data, ordering, node) for node in ordering]
)
return np.sum(logp, axis=0)
[docs] def score(self, data, ordering=None):
"""
Compute the total log probability density under the model.
Parameters
----------
data: pandas dataframe OR array_like, shape (n_samples, n_features)
List of n_features-dimensional data points. Each row
corresponds to a single data point.
ordering: list
ordering of columns in data, used by the Bayesian model.
default is topological ordering used by model.
Returns
-------
Log-likelihood of data: float
This is normalized to be a probability density, so the value
will be low for high-dimensional data.
"""
return np.sum(self.log_probability(data, ordering))
