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Use full mass matrix for globals in SIR example #2428

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Apr 21, 2020
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Use full mass matrix for globals in SIR example #2428

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3703038
Use full mass matrix for globals in SIR example
fritzo Apr 21, 2020
3c5911c
Fix tests
fritzo Apr 21, 2020
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16 changes: 11 additions & 5 deletions examples/sir_hmc.py
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Original file line number Diff line number Diff line change
Expand Up @@ -96,6 +96,7 @@ def discrete_model(data, population):
# parameter values and poutine.trace to record sample observations.

def generate_data(args):
logging.info("Generating data...")
params = {"R0": torch.tensor(args.basic_reproduction_number),
"tau": torch.tensor(args.recovery_time),
"rho": torch.tensor(args.response_rate)}
Expand All @@ -110,11 +111,14 @@ def generate_data(args):
data = torch.stack([site["value"]
for site in tr.trace.nodes.values()
if site["name"].startswith("obs_")])
if data.sum() > 2:
break
logging.info("Generated {:0.0f} observed infections:\n{}"
.format(data.sum(), " ".join([str(int(x)) for x in data])))
return data
if data.sum() >= args.min_observations:
logging.info("Generated {:0.0f} observed infections:\n{}"
.format(data.sum(), " ".join([str(int(x)) for x in data])))
return data

raise ValueError("Failed to generate {} observations. Try increasing "
"--population or decreasing --min-observations"
.format(args.min_observations))


# Inference
Expand Down Expand Up @@ -189,6 +193,7 @@ def infer_hmc_enum(args, data):
def _infer_hmc(args, data, model, init_values={}):
logging.info("Running inference...")
kernel = NUTS(model,
full_mass=[("R0", "tau", "rho")],
max_tree_depth=args.max_tree_depth,
init_strategy=init_to_value(values=init_values),
jit_compile=args.jit, ignore_jit_warnings=True)
Expand Down Expand Up @@ -564,6 +569,7 @@ def main(args):
assert pyro.__version__.startswith('1.3.1')
parser = argparse.ArgumentParser(description="SIR outbreak modeling using HMC")
parser.add_argument("-p", "--population", default=10, type=int)
parser.add_argument("-m", "--min-observations", default=3, type=int)
parser.add_argument("-d", "--duration", default=10, type=int)
parser.add_argument("-f", "--forecast", default=0, type=int)
parser.add_argument("-R0", "--basic-reproduction-number", default=1.5, type=float)
Expand Down
6 changes: 3 additions & 3 deletions tests/test_examples.py
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Original file line number Diff line number Diff line change
Expand Up @@ -74,7 +74,7 @@
'rsa/schelling.py --num-samples=10',
'rsa/schelling_false.py --num-samples=10',
'rsa/semantic_parsing.py --num-samples=10',
'sir_hmc.py -w=2 -n=4 -d=2 --enum',
'sir_hmc.py -w=2 -n=4 -d=2 -m=1 --enum',
'sir_hmc.py -w=2 -n=4 -d=2 -p=10000 --sequential',
'sir_hmc.py -w=2 -n=4 -d=100 -p=10000 -f 2',
'sir_hmc.py -w=2 -n=4 -d=100 -p=10000 --dct',
Expand Down Expand Up @@ -119,7 +119,7 @@
'hmm.py --num-steps=1 --truncate=10 --model=4 --tmc --tmc-num-samples=2 --cuda',
'hmm.py --num-steps=1 --truncate=10 --model=5 --tmc --tmc-num-samples=2 --cuda',
'hmm.py --num-steps=1 --truncate=10 --model=6 --tmc --tmc-num-samples=2 --cuda',
'sir_hmc.py -w=2 -n=4 -d=2 --enum --cuda',
'sir_hmc.py -w=2 -n=4 -d=2 -m=1 --enum --cuda',
'sir_hmc.py -w=2 -n=4 -d=2 -p=10000 --sequential --cuda',
'sir_hmc.py -w=2 -n=4 -d=100 -p=10000 --cuda',
'sir_hmc.py -w=2 -n=4 -d=100 -p=10000 --dct --cuda',
Expand Down Expand Up @@ -160,7 +160,7 @@ def xfail_jit(*args):
'lda.py --num-steps=2 --num-words=100 --num-docs=100 --num-words-per-doc=8 --jit',
'minipyro.py --backend=pyro --jit',
'minipyro.py --jit',
'sir_hmc.py -w=2 -n=4 -d=2 --enum --jit',
'sir_hmc.py -w=2 -n=4 -d=2 -m=1 --enum --jit',
'sir_hmc.py -w=2 -n=4 -d=2 -p=10000 --sequential --jit',
'sir_hmc.py -w=2 -n=4 -p=10000 --jit',
'sir_hmc.py -w=2 -n=4 -p=10000 --dct --jit',
Expand Down