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TetradSearch.py
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TetradSearch.py
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## Provides a simple wrapper for many of the Tetrad searches that can be used
## either from Python or from R. The inputs are all pandas data frames
## and the outputs are endpoint-matrix-formatted graphs, also data frames. (In a
## future version, we may allow the outputs to be given other formats.)
import importlib.resources as importlib_resources
import jpype.imports
# print('cwd = ', os.getcwd())
jar_path = importlib_resources.files('pytetrad').joinpath('resources', 'tetrad-current.jar')
jar_path = str(jar_path)
if not jpype.isJVMStarted():
try:
jpype.startJVM(jpype.getDefaultJVMPath(), classpath=[jar_path])
except OSError:
print("can't load jvm")
pass
import pytetrad.tools.translate as tr
import edu.cmu.tetrad.search as ts
import edu.cmu.tetrad.data as td
import edu.cmu.tetrad.graph as gr
import edu.cmu.tetrad.graph.GraphSaveLoadUtils as gp
import java.lang as lang
import java.util as util
import edu.cmu.tetrad.algcomparison.algorithm.oracle.cpdag as cpdag
import edu.cmu.tetrad.algcomparison.algorithm.oracle.pag as pag
import edu.cmu.tetrad.algcomparison.algorithm.continuous.dag as dag
import edu.cmu.tetrad.algcomparison.score as score_
import edu.cmu.tetrad.algcomparison.independence as ind_
import edu.cmu.tetrad.search.utils as search_utils
import java.io as io
from edu.cmu.tetrad.util import Params, Parameters
class TetradSearch:
def __init__(self, data):
self.data = tr.pandas_data_to_tetrad(data)
self.score = None
self.test = None
self.java = None
self.knowledge = td.Knowledge()
self.params = Parameters()
self.bootstrap_graphs = None
def __str__(self):
display = [self.score, self.test, self.knowledge, self.java]
return "\n\n".join([str(item) for item in display])
def use_sem_bic(self, penalty_discount=2, structurePrior=0, sem_bic_rule=1, use_pseudoinverse=False):
self.params.set(Params.PENALTY_DISCOUNT, penalty_discount)
self.params.set(Params.SEM_BIC_STRUCTURE_PRIOR, structurePrior)
self.params.set(Params.SEM_BIC_RULE, sem_bic_rule)
self.params.set(Params.USE_PSEUDOINVERSE, use_pseudoinverse)
self.SCORE = score_.SemBicScore()
def use_ebic(self, gamma=0.8, precompute_covariances=True, use_pseudoinverse=False):
self.params.set(Params.EBIC_GAMMA, gamma)
self.params.set(Params.PRECOMPUTE_COVARIANCES, precompute_covariances)
self.params.set(Params.USE_PSEUDOINVERSE, use_pseudoinverse)
self.SCORE = score_.EbicScore()
def use_gic_score(self, penalty_discount=1, sem_gic_rule=4, use_pseudoinverse=False):
self.params.set(Params.SEM_GIC_RULE, sem_gic_rule)
self.params.set(Params.PENALTY_DISCOUNT_ZS, penalty_discount)
self.params.set(Params.USE_PSEUDOINVERSE, use_pseudoinverse)
self.SCORE = score_.KimEtAlScores()
def use_mixed_variable_polynomial(self, structure_prior=0, f_degree=0, discretize=False):
self.params.set(Params.STRUCTURE_PRIOR, structure_prior)
self.params.set("fDegree", f_degree)
self.params.set(Params.DISCRETIZE), discretize
self.SCORE = score_.MVPBicScore()
def use_poisson_prior_score(self, lambda_=2, precompute_covariances=True, use_pseudoinverse=False):
self.params.set(Params.PRECOMPUTE_COVARIANCES, precompute_covariances)
self.params.set(Params.POISSON_LAMBDA, lambda_)
self.params.set(Params.USE_PSEUDOINVERSE, use_pseudoinverse)
self.SCORE = score_.PoissonPriorScore()
def use_zhang_shen_bound(self, risk_bound=0.2, use_pseudoinverse=False):
self.params.set(Params.ZS_RISK_BOUND, risk_bound)
self.params.set(Params.USE_PSEUDOINVERSE, use_pseudoinverse)
self.SCORE = score_.ZhangShenBoundScore()
def use_bdeu(self, sample_prior=10, structure_prior=0):
self.params.set(Params.PRIOR_EQUIVALENT_SAMPLE_SIZE, sample_prior)
self.params.set(Params.STRUCTURE_PRIOR, structure_prior)
self.SCORE = score_.BdeuScore()
def use_conditional_gaussian_score(self, penalty_discount=1, discretize=True, num_categories_to_discretize=3,
structure_prior=0):
self.params.set(Params.PENALTY_DISCOUNT, penalty_discount)
self.params.set(Params.STRUCTURE_PRIOR, structure_prior)
self.params.set(Params.DISCRETIZE, discretize)
self.params.set(Params.NUM_CATEGORIES_TO_DISCRETIZE, num_categories_to_discretize)
self.SCORE = score_.ConditionalGaussianBicScore()
def use_degenerate_gaussian_score(self, penalty_discount=1, structure_prior=0):
self.params.set(Params.PENALTY_DISCOUNT, penalty_discount)
self.params.set(Params.STRUCTURE_PRIOR, structure_prior)
self.SCORE = score_.DegenerateGaussianBicScore()
def use_basis_function_score(self, truncation_limit=3, basis_type=4, basis_scale=1, precompute_covariances=True,
penalty_discount=2):
self.params.set(Params.TRUNCATION_LIMIT, truncation_limit)
self.params.set(Params.BASIS_TYPE, basis_type)
self.params.set(Params.BASIS_SCALE, basis_scale)
self.params.set(Params.PRECOMPUTE_COVARIANCES, precompute_covariances)
self.params.set(Params.PENALTY_DISCOUNT, penalty_discount)
self.SCORE = score_.DegenerateGaussianBicScore()
def use_fisher_z(self, alpha=0.01, use_pseudoinverse=False):
self.params.set(Params.ALPHA, alpha)
self.params.set(Params.USE_PSEUDOINVERSE, use_pseudoinverse)
self.TEST = ind_.FisherZ()
# The supplied test should iplement edu.cmu.tetrad.algcomparison.independence.IndependenceWrapper in Tetrad.
def use_test(self, test):
self.TEST = test
# cell table type is 1 = AD Tree, 2 = Count Sample. (Optimization.)
def use_chi_square(self, min_count=1, alpha=0.01, cell_table_type=1):
print(self.data.isDiscrete())
self.params.set(Params.ALPHA, alpha)
self.params.set(Params.MIN_COUNT_PER_CELL, min_count)
self.params.set(Params.CELL_TABLE_TYPE, cell_table_type)
self.TEST = ind_.ChiSquare()
# cell table type is 1 = AD Tree, 2 = Count Sample. (Optimization)
def use_g_square(self, min_count=1, alpha=0.01, cell_table_type=1):
self.params.set(Params.ALPHA, alpha)
self.params.set(Params.MIN_COUNT_PER_CELL, min_count)
self.params.set(Params.CELL_TABLE_TYPE, cell_table_type)
self.TEST = ind_.GSquare()
def use_conditional_gaussian_test(self, alpha=0.01, discretize=True, num_categories_to_discretize=3):
self.params.set(Params.ALPHA, alpha)
self.params.set(Params.DISCRETIZE, discretize)
self.params.set(Params.NUM_CATEGORIES_TO_DISCRETIZE, num_categories_to_discretize)
self.TEST = ind_.ConditionalGaussianLRT()
def use_degenerate_gaussian_test(self, alpha=0.01):
self.params.set(Params.ALPHA, alpha)
self.TEST = ind_.DegenerateGaussianLRT()
def use_probabilistic_test(self, threshold=False, cutoff=0.5, prior_ess=10):
self.params.set(Params.NO_RANDOMLY_DETERMINED_INDEPENDENCE, threshold)
self.params.set(Params.CUTOFF_IND_TEST, cutoff)
self.params.set(Params.PRIOR_EQUIVALENT_SAMPLE_SIZE, prior_ess)
self.TEST = ind_.ProbabilisticTest()
def use_kci(self, alpha=0.01, approximate=True, scaling_factor=1, num_bootstraps=5000, threshold=1e-3,
epsilon=1e-3, kernel_type=1, polyd=5, polyc=1):
self.params.set(Params.KCI_USE_APPROXIMATION, approximate)
self.params.set(Params.ALPHA, alpha)
self.params.set(Params.SCALING_FACTOR, scaling_factor)
self.params.set(Params.KCI_NUM_BOOTSTRAPS, num_bootstraps)
self.params.set(Params.THRESHOLD_FOR_NUM_EIGENVALUES, threshold)
self.params.set(Params.KCI_EPSILON, epsilon)
self.params.set(Params.KERNEL_TYPE, kernel_type)
self.params.set(Params.POLYNOMIAL_DEGREE, polyd)
self.params.set(Params.POLYNOMIAL_CONSTANT, polyc)
self.TEST = ind_.Kci()
def use_cci(self, alpha=0.01, scaling_factor=2, num_basis_functions=3, basis_type=4, basis_scale=0.0):
self.params.set(Params.ALPHA, alpha)
self.params.set(Params.SCALING_FACTOR, scaling_factor)
self.params.set(Params.NUM_BASIS_FUNCTIONS, num_basis_functions)
self.params.set(Params.BASIS_TYPE, basis_type)
self.params.set(Params.BASIS_SCALE, basis_scale)
self.TEST = ind_.CciTest()
def add_to_tier(self, tier, var_name):
self.knowledge.addToTier(lang.Integer(tier), lang.String(var_name))
def set_tier_forbidden_within(self, tier, forbiddenWithin=True):
self.knowledge.setTierForbiddenWithin(lang.Integer(tier), forbiddenWithin)
def set_forbidden(self, var_name_1, var_name_2):
self.knowledge.setForbidden(lang.String(var_name_1), lang.String(var_name_2))
def set_required(self, var_name_1, var_name_2):
self.knowledge.setRequired(lang.String(var_name_1), lang.String(var_name_2))
def set_knowledge(self, knowledge):
self.knowledge = knowledge
def clear_knowledge(self):
self.knowledge.clear()
def load_knowledge(self, path):
know_file = io.File(path)
know_delim = td.DelimiterType.WHITESPACE
self.knowledge = td.SimpleDataLoader.loadKnowledge(know_file, know_delim, "//")
def check_knowledge(self):
X = [str(x) for x in self.knowledge.getVariables()]
Y = [str(y) for y in self.data.getVariableNames()]
return [x for x in X if x not in Y]
def print_knowledge(self):
print(self.knowledge)
def run_fges(self, symmetric_first_step=False, max_degree=-1, parallelized=False,
faithfulness_assumed=False):
alg = cpdag.Fges(self.SCORE)
alg.setKnowledge(self.knowledge)
self.params.set(Params.SYMMETRIC_FIRST_STEP, symmetric_first_step)
self.params.set(Params.MAX_DEGREE, max_degree)
self.params.set(Params.PARALLELIZED, parallelized)
self.params.set(Params.FAITHFULNESS_ASSUMED, faithfulness_assumed)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_fges_mb(self, targets="", max_degree=-1, trimming_style=3,
number_of_expansions=2, faithfulness_assumed=False):
alg = cpdag.FgesMb(self.SCORE)
alg.setKnowledge(self.knowledge)
self.params.set(Params.TARGETS, targets)
self.params.set(Params.FAITHFULNESS_ASSUMED, faithfulness_assumed)
self.params.set(Params.MAX_DEGREE, max_degree)
self.params.set(Params.TRIMMING_STYLE, trimming_style)
self.params.set(Params.NUMBER_OF_EXPANSIONS, number_of_expansions)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_boss(self, num_starts=1, use_bes=False, time_lag=0, use_data_order=True):
self.params.set(Params.USE_BES, use_bes)
self.params.set(Params.NUM_STARTS, num_starts)
self.params.set(Params.TIME_LAG, time_lag)
self.params.set(Params.USE_DATA_ORDER, use_data_order)
alg = cpdag.Boss(self.SCORE)
alg.setKnowledge(self.knowledge)
self.params.set(Params.NUM_STARTS, num_starts)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_restricted_boss(self, targets="", use_bes=False, num_starts=1,
allow_internal_randomness=True):
self.params.set(Params.TARGETS, targets)
self.params.set(Params.USE_BES, use_bes)
self.params.set(Params.NUM_STARTS, num_starts)
self.params.set(Params.ALLOW_INTERNAL_RANDOMNESS, allow_internal_randomness)
alg = cpdag.RestrictedBoss(self.SCORE)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
# Algorithm. This is the algorithm to use to calculate bootstrapped CPDAGs.
# Current options are PC Stable, FGES, BOSS, or Restricted BOSS. For large
# datasets, we recommend Restricted BOSS, which calculates variables with
# marginal effect on one of the targets and then runs BOSS over this restricted
# set.
# Results Output Path. A default is “cstar-out”, which will place result-files
# in a subdirectory of the current directory named path = “cstar-out”.[n], where
# n is the first index for which no such directory exists. If a directory already
# exists at the path, then any information available in path directory will be
# used to generate results in the path-.[n] directory.
# Number of Subsamples. CStaR finds CPDAGs over subsampled data of size n / 2; this
# specifies how many subsamples to use.
# Minimum effect size. This allows a shorter table to be produced. It this is set
# to a value m > 0, then only records with PI > m will be displayed.
# Target Names. A list of names of variables (comma or space separated) can be
# given that are considered possible effects. These will be excluded from the list
# of possible causes, which will be all other variables in the dataset.
# Top Bracket. The CStaR algorithm tries to find possible causes that regularly sort
# into the top set of variables by minimum IDA effect. This gives the number q of
# variables to include in the top bracket, where 1 <= q <= # possible causes.
# Parallelized. Yes, if the search should be parallelized, no if not. Default no.
def run_cstar(self, targets="", file_out_path="cstar-out", selection_min_effect=0.0,
num_subsamples=50, top_bracket=10, parallelized=False, cpdag_algorithm=4,
remove_effect_nodes=True, sample_style=1):
self.params.set(Params.SELECTION_MIN_EFFECT, selection_min_effect)
self.params.set(Params.NUM_SUBSAMPLES, num_subsamples)
self.params.set(Params.TARGETS, targets)
self.params.set(Params.TOP_BRACKET, top_bracket)
self.params.set(Params.PARALLELIZED, parallelized)
self.params.set(Params.CSTAR_CPDAG_ALGORITHM, cpdag_algorithm)
self.params.set(Params.FILE_OUT_PATH, file_out_path)
self.params.set(Params.REMOVE_EFFECT_NODES, remove_effect_nodes)
self.params.set(Params.SAMPLE_STYLE, sample_style)
alg = cpdag.Cstar(self.TEST, self.SCORE)
self.java = alg.search(self.data, self.params)
def run_sp(self):
alg = cpdag.Sp(self.SCORE)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
alg.setKnowledge(self.knowledge)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_grasp(self, covered_depth=4, singular_depth=1,
nonsingular_depth=1, ordered_alg=False,
raskutti_uhler=False, use_data_order=True,
num_starts=1):
self.params.set(Params.GRASP_DEPTH, covered_depth)
self.params.set(Params.GRASP_SINGULAR_DEPTH, singular_depth)
self.params.set(Params.GRASP_NONSINGULAR_DEPTH, nonsingular_depth)
self.params.set(Params.GRASP_ORDERED_ALG, ordered_alg)
self.params.set(Params.GRASP_USE_RASKUTTI_UHLER, raskutti_uhler)
self.params.set(Params.USE_DATA_ORDER, use_data_order)
self.params.set(Params.NUM_STARTS, num_starts)
alg = cpdag.Grasp(self.TEST, self.SCORE)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_pc(self, conflict_rule=1, depth=-1, stable_fas=True, guarantee_cpdag=False):
self.params.set(Params.CONFLICT_RULE, conflict_rule)
self.params.set(Params.DEPTH, depth)
self.params.set(Params.STABLE_FAS, stable_fas)
self.params.set(Params.GUARANTEE_CPDAG, guarantee_cpdag)
alg = cpdag.Pc(self.TEST)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_cpc(self, conflict_rule=1, depth=-1, stable_fas=True, guarantee_cpdag=True):
self.params.set(Params.CONFLICT_RULE, conflict_rule)
self.params.set(Params.DEPTH, depth)
self.params.set(Params.STABLE_FAS, stable_fas)
self.params.set(Params.GUARANTEE_CPDAG, guarantee_cpdag)
alg = cpdag.Cpc(self.TEST)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_pcmax(self, conflict_rule=1, depth=-1, use_heuristic=True, max_disc_path_length=-1,
stable_fas=True):
self.params.set(Params.CONFLICT_RULE, conflict_rule)
self.params.set(Params.DEPTH, depth)
self.params.set(Params.USE_MAX_P_ORIENTATION_HEURISTIC, use_heuristic)
self.params.set(Params.MAX_P_ORIENTATION_MAX_PATH_LENGTH, max_disc_path_length)
self.params.set(Params.STABLE_FAS, stable_fas)
alg = cpdag.PcMax(self.TEST)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_fci(self, depth=-1, stable_fas=True, max_disc_path_length=-1, complete_rule_set_used=True,
guarantee_pag=False):
self.params.set(Params.DEPTH, depth)
self.params.set(Params.STABLE_FAS, stable_fas)
self.params.set(Params.MAX_DISCRIMINATING_PATH_LENGTH, max_disc_path_length)
self.params.set(Params.COMPLETE_RULE_SET_USED, complete_rule_set_used)
self.params.set(Params.GUARANTEE_PAG, guarantee_pag)
alg = pag.Fci(self.TEST)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_rfci(self, depth=-1, stable_fas=True, max_disc_path_length=-1, complete_rule_set_used=True, ):
self.params.set(Params.DEPTH, depth)
self.params.set(Params.STABLE_FAS, stable_fas)
self.params.set(Params.MAX_DISCRIMINATING_PATH_LENGTH, max_disc_path_length)
self.params.set(Params.COMPLETE_RULE_SET_USED, complete_rule_set_used)
alg = pag.Rfci(self.TEST)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_cfci(self, depth=-1, max_disc_path_length=-1, complete_rule_set_used=True):
self.params.set(Params.DEPTH, depth)
self.params.set(Params.MAX_DISCRIMINATING_PATH_LENGTH, max_disc_path_length)
self.params.set(Params.COMPLETE_RULE_SET_USED, complete_rule_set_used)
alg = pag.Cfci(self.TEST)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_gfci(self, depth=-1, max_degree=-1, max_disc_path_length=-1, complete_rule_set_used=True,
guarantee_pag=False):
self.params.set(Params.DEPTH, depth)
self.params.set(Params.MAX_DEGREE, max_degree)
self.params.set(Params.COMPLETE_RULE_SET_USED, complete_rule_set_used),
self.params.set(Params.MAX_DISCRIMINATING_PATH_LENGTH, max_disc_path_length)
self.params.set(Params.GUARANTEE_PAG, guarantee_pag)
alg = pag.Gfci(self.TEST, self.SCORE)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_bfci(self, depth=-1, max_disc_path_length=-1, complete_rule_set_used=True,
guarantee_pag=False):
self.params.set(Params.DEPTH, depth)
self.params.set(Params.COMPLETE_RULE_SET_USED, complete_rule_set_used),
self.params.set(Params.MAX_DISCRIMINATING_PATH_LENGTH, max_disc_path_length)
self.params.set(Params.GUARANTEE_PAG, guarantee_pag)
alg = pag.Bfci(self.TEST, self.SCORE)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_lv_lite(self, num_starts=1, max_blocking_path_length=5, depth=5, max_disc_path_length=5,
guarantee_pag=True):
# BOSS
self.params.set(Params.NUM_STARTS, num_starts)
# LV-Lite
self.params.set(Params.MAX_BLOCKING_PATH_LENGTH, max_blocking_path_length)
self.params.set(Params.DEPTH, depth)
self.params.set(Params.MAX_DISCRIMINATING_PATH_LENGTH, max_disc_path_length)
self.params.set(Params.GUARANTEE_PAG, guarantee_pag)
alg = pag.LvLite(self.TEST, self.SCORE)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_grasp_fci(self, depth=-1, stable_fas=True,
max_disc_path_length=-1,
complete_rule_set_used=True,
covered_depth=4, singular_depth=1,
nonsingular_depth=1, ordered_alg=False,
raskutti_uhler=False, use_data_order=True,
num_starts=1, guarantee_pag=False):
# GRaSP
self.params.set(Params.GRASP_DEPTH, covered_depth)
self.params.set(Params.GRASP_SINGULAR_DEPTH, singular_depth)
self.params.set(Params.GRASP_NONSINGULAR_DEPTH, nonsingular_depth)
self.params.set(Params.GRASP_ORDERED_ALG, ordered_alg)
self.params.set(Params.GRASP_USE_RASKUTTI_UHLER, raskutti_uhler)
self.params.set(Params.USE_DATA_ORDER, use_data_order)
self.params.set(Params.NUM_STARTS, num_starts)
self.params.set(Params.GUARANTEE_PAG, guarantee_pag)
# FCI
self.params.set(Params.DEPTH, depth)
# self.params.set(Params.FAS_HEURISTIC, fas_heuristic)
self.params.set(Params.STABLE_FAS, stable_fas)
self.params.set(Params.MAX_DISCRIMINATING_PATH_LENGTH, max_disc_path_length)
self.params.set(Params.COMPLETE_RULE_SET_USED, complete_rule_set_used)
alg = pag.GraspFci(self.TEST, self.SCORE)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_spfci(self, max_disc_path_length=-1, complete_rule_set_used=True, depth=-1,
guarantee_pag=False):
self.params.set(Params.MAX_DISCRIMINATING_PATH_LENGTH, max_disc_path_length)
self.params.set(Params.COMPLETE_RULE_SET_USED, complete_rule_set_used)
self.params.set(Params.DEPTH, depth)
self.params.set(Params.GUARANTEE_PAG, guarantee_pag)
alg = pag.SpFci(self.TEST, self.SCORE)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_ica_lingam(self, ica_a=1.1, ica_max_iter=5000, ica_tolerance=1e-8, threshold_b=0.1):
self.params.set(Params.FAST_ICA_A, ica_a)
self.params.set(Params.FAST_ICA_MAX_ITER, ica_max_iter)
self.params.set(Params.FAST_ICA_TOLERANCE, ica_tolerance)
self.params.set(Params.THRESHOLD_B, threshold_b)
alg = dag.IcaLingam()
self.java = alg.search(self.data, self.params)
self.bhat = alg.getBHat()
self.bootstrap_graphs = alg.getBootstrapGraphs()
## Returns the b-hat from the ICA-LiNGAM algorithm as a numpy array.
def get_bhat(self):
return tr.tetrad_matrix_to_pandas(self.bhat, self.data.getVariableNames())
def run_ica_lingd(self, ica_a=1.1, ica_max_iter=5000, ica_tolerance=1e-8, threshold_b=0.1, threshold_w=0.1):
self.params.set(Params.FAST_ICA_A, ica_a)
self.params.set(Params.FAST_ICA_MAX_ITER, ica_max_iter)
self.params.set(Params.FAST_ICA_TOLERANCE, ica_tolerance)
self.params.set(Params.THRESHOLD_B, threshold_b)
self.params.set(Params.THRESHOLD_W, threshold_w)
alg = dag.IcaLingD()
self.java = alg.search(self.data, self.params)
self.unstable_bhats = alg.getUnstableBHats()
self.stable_bhats = alg.getStableBHats()
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_fask(self, alpha=0.05, depth=-1, fask_delta=-0.3, left_right_rule=1, skew_edge_threshold=0.3):
self.params.set(Params.ALPHA, alpha)
self.params.set(Params.DEPTH, depth)
self.params.set(Params.FASK_DELTA, fask_delta)
self.params.set(Params.FASK_LEFT_RIGHT_RULE, left_right_rule)
self.params.set(Params.SKEW_EDGE_THRESHOLD, skew_edge_threshold)
alg = dag.Fask(self.SCORE)
alg.setKnowledge(self.knowledge)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
## Returns the unstable b-hats from the ICA-LiNG-D algorithm as a list of numpy arrays.
def get_unstable_bhats(self):
list_of_matrices = []
for i in range(self.unstable_bhats.size()):
array = self.unstable_bhats.get(i)
m = tr.tetrad_matrix_to_pandas(array, self.data.getVariableNames())
list_of_matrices.append(m)
return list_of_matrices
## Returns the stable b-hats from the ICA-LiNG-D algorithm as a list of numpy arrays.
def get_stable_bhats(self):
list_of_matrices = []
for i in range(self.stable_bhats.size()):
array = self.stable_bhats.get(i)
m = tr.tetrad_matrix_to_pandas(array, self.data.getVariableNames())
list_of_matrices.append(m)
return list_of_matrices
def run_ccd(self, depth=-1, apply_r1=True):
if not self.knowledge.isEmpty():
print("CCD does not use knowledge.")
return
self.params.set(Params.DEPTH, depth)
self.params.set(Params.APPLY_R1, apply_r1)
alg = pag.Ccd(self.TEST)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_svar_fci(self, penalty_discount=2):
num_lags = 2
lagged_data = ts.TimeSeriesUtils.createLagData(self.data, num_lags)
ts_test = ts.IndTestFisherZ(lagged_data, 0.01)
ts_score = ts.SemBicScore(lagged_data)
ts_score.setPenaltyDiscount(penalty_discount)
svar_fci = ts.SvarFci(ts_test)
svar_fci.setKnowledge(lagged_data.getKnowledge())
self.java = svar_fci.search()
# self.bootstrap_graphs = svar_fci.getBootstrapGraphs()
def run_direct_lingam(self):
alg = dag.DirectLingam(self.SCORE)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_dagma(self, lambda1=0.05, w_threshold=0.1, cpdag=True):
alg = dag.Dagma()
self.params.set(Params.LAMBDA1, lambda1)
self.params.set(Params.W_THRESHOLD, w_threshold)
self.params.set(Params.CPDAG, cpdag)
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_pc_lingam(self):
alg = dag.PcLingam()
self.java = alg.search(self.data, self.params)
self.bootstrap_graphs = alg.getBootstrapGraphs()
def run_svar_gfci(self, penalty_discount=2):
num_lags = 2
lagged_data = ts.utils.TsUtils.createLagData(self.data, num_lags)
ts_test = ts.test.IndTestFisherZ(lagged_data, 0.01)
ts_score = ts.score.SemBicScore(lagged_data, True)
ts_score.setPenaltyDiscount(penalty_discount)
svar_fci = ts.SvarGfci(ts_test, ts_score)
svar_fci.setKnowledge(lagged_data.getKnowledge())
svar_fci.setVerbose(True)
self.java = svar_fci.search()
# self.bootstrap_graphs = svar_fci.getBootstrapGraphs()
def run_gango(self, score, data):
fges_graph = TetradSearch.run_fges(score)
datasets = util.ArrayList()
datasets.add(data)
rskew = ts.Lofs2(fges_graph, datasets)
rskew.setKnowledge(self.knowledge)
rskew.setRule(ts.Lofs2.Rule.RSkew)
gango_graph = rskew.orient()
return gango_graph
# Set numberResampling to 0 to turn off bootstrapping.
def set_bootstrapping(self, numberResampling=0, percent_resample_size=100, add_original=True,
with_replacement=True, resampling_ensemble=1, seed=-1):
self.params.set(Params.NUMBER_RESAMPLING, numberResampling)
self.params.set(Params.PERCENT_RESAMPLE_SIZE, percent_resample_size)
self.params.set(Params.ADD_ORIGINAL_DATASET, add_original)
self.params.set(Params.RESAMPLING_WITH_REPLACEMENT, with_replacement)
self.params.set(Params.RESAMPLING_ENSEMBLE, resampling_ensemble)
self.params.set(Params.SEED, seed)
def set_data(self, data):
self.data = tr.pandas_data_to_tetrad(data)
def set_verbose(self, verbose):
self.params.set(Params.VERBOSE, verbose)
def set_time_lag(self, time_lag=0):
self.params.set(Params.TIME_LAG, time_lag)
def get_data(self):
return self.data
def get_verbose(self):
return self.params.getBoolean(Params.VERBOSE)
def get_knowledge(self):
return self.knowledge
def get_java(self):
return self.java
def get_string(self, java=None):
if (java == None):
return lang.String @ self.java.toString()
else:
lang.String @ java.toString()
def get_dag_string(self, java=None):
if (java == None):
dag = gr.GraphTransforms.dagFromCpdag(self.java)
return lang.String @ dag.toString()
else:
dag = gr.GraphTransforms.dagFromCpdag(java)
return lang.String @ dag.toString()
def get_dag_java(self, java=None):
if (java == None):
dag = gr.GraphTransforms.dagFromCpdag(self.java)
return dag
else:
dag = gr.GraphTransforms.dagFromCpdag(java)
return dag
def get_causal_learn(self, java=None):
if (java == None):
return tr.tetrad_graph_to_causal_learn(self.java)
else:
tr.tetrad_graph_to_causal_learn(java)
def get_graph_to_matrix(self, java=None, nullEpt=0, circleEpt=1, arrowEpt=2, tailEpt=3):
if (java == None):
return tr.graph_to_matrix(self.java, nullEpt, circleEpt, arrowEpt, tailEpt)
else:
tr.graph_to_matrix(java)
def get_dot(self, java=None):
if (java == None):
return str(gp.graphToDot(self.java))
else:
return str(gp.graphToDot(java))
def get_xml(self, java=None):
if (java == None):
return str(gp.graphToXml(self.java))
else:
return str(gp.graphToXml(self.java))
def get_lavaan(self, java=None):
if (java == None):
return gp.graphToLavaan(self.java)
else:
return gp.graphToLavaan(java)
def bootstrap_graph(self, index):
i = lang.Integer(index).intValue()
if i < 0 or i > len(self.bootstrap_graphs):
raise ValueError("index out of bounds (0-indexed)")
return self.bootstrap_graphs[i]
def bootstrap_dot(self, index):
i = lang.Integer(index).intValue()
if i < 0 or i > len(self.bootstrap_graphs):
raise ValueError("index out of bounds")
java = self.bootstrap_graphs[i]
return str(gp.graphToDot(java))
def is_legal_pag(self, graph):
return search_utils.GraphSearchUtils.isLegalPag(graph).isLegalPag()
def is_legal_pag_reason(self, graph):
print(search_utils.GraphSearchUtils.isLegalPag(graph).getReason())
def all_subsets_independence_facts(self, graph):
msep = (ts.MarkovCheck(graph, ts.test.IndTestFisherZ(self.data, 0.01), ts.ConditioningSetType.LOCAL_MARKOV)
.getAllSubsetsIndependenceFacts().getMsep())
facts = []
for i in range(0, msep.size()):
fact = msep.get(i)
x = fact.getX().toString()
y = fact.getY().toString()
zlist = util.ArrayList(fact.getZ())
_fact = []
_fact.append(x)
_fact.append(y)
for j in range(0, zlist.size()):
_fact.append(zlist.get(j).toString())
facts.append(_fact)
return facts
def all_subsets_dependence_facts(self, graph):
mconn = ts.MarkovCheck.getAllSubsetsIndependenceFacts(graph, self.test,
ts.ConditioningSetType.LOCAL_MARKOV).getMconn()
facts = []
for i in range(0, mconn.size()):
fact = mconn.get(i)
x = fact.getX().toString()
y = fact.getY().toString()
zlist = util.ArrayList(fact.getZ())
_fact = []
_fact.append(x)
_fact.append(y)
for j in range(0, zlist.size()):
_fact.append(zlist.get(j).toString())
facts.append(_fact)
return facts
def markov_check(self, graph, percent_resample=0.5, condition_set_type=ts.ConditioningSetType.LOCAL_MARKOV,
removeExtraneous=False, parallelized=True, sample_size=-1):
test = self.TEST.getTest(self.data, self.params)
mc = ts.MarkovCheck(graph, test, condition_set_type)
mc.setPercentResample(percent_resample)
mc.setFindSmallestSubset(removeExtraneous)
mc.setParallelized(parallelized)
mc.generateResults(True)
self.mc_ind_results = mc.getResults(True)
# Set sample size if specified
if sample_size != -1:
mc.setSampleSize(sample_size)
ad_ind = mc.getAndersonDarlingP(True)
ad_dep = mc.getAndersonDarlingP(False)
ks_ind = mc.getKsPValue(True)
ks_dep = mc.getKsPValue(False)
bin_indep = mc.getBinomialPValue(True)
bin_dep = mc.getBinomialPValue(False)
frac_dep_ind = mc.getFractionDependent(True)
frac_dep_dep = mc.getFractionDependent(False)
num_tests_ind = mc.getNumTests(True)
num_tests_dep = mc.getNumTests(False)
return (ad_ind, ad_dep, ks_ind, ks_dep, bin_indep, bin_dep, frac_dep_ind, frac_dep_dep, num_tests_ind,
num_tests_dep, mc)
def get_mc_ind_pvalues(self):
pvalues = []
results = self.mc_ind_results
for i in range(results.size()):
r = results.get(i)
pvalues.append(r.getPValue())
return pvalues