compare against mdl-rs

Author: csinva

.gitignore

@@ -19,3 +19,4 @@ env
 clean.sh
 cancel_jobs.py
 .idea
+**tmp*

fmri/Linear_Regression_Synthetic.ipynb

@@ -5,6 +5,7 @@
 import matplotlib.pyplot as plt
 import numpy as np
 from scipy import ndimage as ndi
+import sys
 from skimage import data
 import pickle as pkl
 from skimage.util import img_as_float
@@ -14,7 +15,9 @@
 from scipy.io import loadmat
 from copy import deepcopy
 from skimage.filters import gabor_kernel
-from sklearn.linear_model import RidgeCV
+from sklearn.linear_model import RidgeCV, ARDRegression
+sys.path.append('../lib/pymdlrs')
+from src.ulnml.least_square_regression import RidgeULNML
 import seaborn as sns
 from scipy.io import loadmat
 import numpy.linalg as npl
@@ -69,9 +72,9 @@ def get_roi_and_idx(run):
 
     # fit linear models
     use_sigmas = False
-    use_small = True
+    use_small = False
     out_dir = '/scratch/users/vision/data/gallant/vim_2_crcns'
-    save_dir = oj(out_dir, 'dec2_small_1')
+    save_dir = oj(out_dir, 'dec13_baselines')
     suffix = '_feats' # _feats, '' for pixels
     norm = '_norm' # ''
     print('saving to', save_dir)
@@ -141,7 +144,20 @@ def get_roi_and_idx(run):
 
         # reg values to try
         reg_params = np.logspace(3, 6, 20).round().astype(int)
-
+        
+        # fit ard + mdl-rs
+        baselines = {}
+        for model_type, model_name in zip([ARDRegression, RidgeULNML], ['ard', 'mdl-rs']):
+            model = model_type()
+            model.fit(X_train, y_train)
+            preds_train = model.predict(X_train)
+            preds = model.predict(X_test)
+            baselines[f'{model_name}_mse_train'] = metrics.mean_squared_error(y_train, preds_train)
+            baselines[f'{model_name}_r2_train'] = metrics.r2_score(y_train, preds_train)
+            baselines[f'{model_name}_mse'] = metrics.mean_squared_error(y_test, preds)
+            baselines[f'{model_name}_r2'] = metrics.r2_score(y_test, preds)
+            baselines[f'{model_name}_corr'] = np.corrcoef(y_test, preds)[0, 1]
+            
         # fit ridge cv
         m = RidgeCV(alphas=reg_params, store_cv_values=True)
         m.fit(X_train, y_train)
@@ -153,6 +169,7 @@ def get_roi_and_idx(run):
         r2 = metrics.r2_score(y_test, preds)
         corr = np.corrcoef(y_test, preds)[0, 1]
         print('RidgeCV corr', corr)
+        
 
         # fit mdl comp
         mdl_comp_opt = 1e10
@@ -199,23 +216,28 @@ def get_roi_and_idx(run):
         results = {
             'roi': roi,
             'model': m,
-            'lambda_opt': lambda_opt,
-            'theta_opt': theta_opt,
-            'mdl_comp_opt': mdl_comp_opt,
-            'mse_test_mdl': mse_test_mdl,
-            'cv_values': m.cv_values_,
             'snr': snr,
             'lambda_best':  m.alpha_,
             'n_train': n_train,
             'n_test': num_test,
             'd': d,
             'y_norm': y_norm,
+            'idx': i,
+            
+            # mdl stuff
+            'lambda_opt': lambda_opt,
+            'theta_opt': theta_opt,
+            'mdl_comp_opt': mdl_comp_opt,
+            'mse_test_mdl': mse_test_mdl,
+            
+            # cv stuff
+            'cv_values': m.cv_values_,
             'mse_train': mse_train, 
             'r2_train': r2_train,
             'mse_test': mse,                
             'r2_test': r2,
             'corr_test': corr,
-            'idx': i,
             **r,
+            **baselines,
         }
         pkl.dump(results, open(oj(save_dir, f'ridge_{i}.pkl'), 'wb'))

fmri/analyze_fmri.ipynb

@@ -0,0 +1,108 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+env/
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+.hypothesis/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# pyenv
+.python-version
+
+# celery beat schedule file
+celerybeat-schedule
+
+# SageMath parsed files
+*.sage.py
+
+# dotenv
+.env
+
+# virtualenv
+.venv
+venv/
+ENV/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+
+/memory*
+/tmp*
+/asset
+*.pdf
+
+/.idea

fmri/run.py

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2017 koheimiya
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

lib/pymdlrs/.gitignore

@@ -0,0 +1,6 @@
+## Installation
+* Install Eigen
+* Install pybind11 via `pip install pybind11`
+* Specify the path to the Eigen's headers and compiler at the top of `setup.py`.
+* Execute `pip install .` in the target environment
+* Voila!