Inference
Comparison and optimization of model spectra to data.
Anscombe_Poisson_residual(model, data, mask=None)
Return the Anscombe Poisson residuals between model and data.
mask sets the level in model below which the returned residual array is masked. This excludes very small values where the residuals are not normal. 1e-2 seems to be a good default for the NIEHS human data. (model = 1e-2, data = 0, yields a residual of ~1.5.)
Residuals defined in this manner are more normally distributed than the linear residuals when the mean is small. See this reference below for justification: Pierce DA and Schafer DW, "Residuals in generalized linear models" Journal of the American Statistical Association, 81(396)977-986 (1986).
Note that I tried implementing the "adjusted deviance" residuals, but they always looked very biased for the cases where the data was 0.
Source code in dadi/Inference.py
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add_misid_param(func)
Add parameter to model ancestral state misidentification.
The returned function will have an additional element of the params list, which is the proportion of segregating sites whose ancestral state were misidentified.
Source code in dadi/Inference.py
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linear_Poisson_residual(model, data, mask=None)
Return the Poisson residuals, (model - data)/sqrt(model), of model and data.
mask sets the level in model below which the returned residual array is masked. The default of 0 excludes values where the residuals are not defined.
In the limit that the mean of the Poisson distribution is large, these residuals are normally distributed. (If the mean is small, the Anscombe residuals are better.)
Source code in dadi/Inference.py
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ll(model, data)
The log-likelihood of the data given the model sfs.
Evaluate the log-likelihood of the data given the model. This is based on Poisson statistics, where the probability of observing k entries in a cell given that the mean number is given by the model is P(k) = exp(-model) * model**k / k!
Note
If either the model or the data is a masked array, the return ll will ignore any elements that are masked in either the model or the data.
Source code in dadi/Inference.py
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ll_multinom(model, data)
Log-likelihood of the data given the model, with optimal rescaling.
Evaluate the log-likelihood of the data given the model. This is based on Poisson statistics, where the probability of observing k entries in a cell given that the mean number is given by the model is P(k) = exp(-model) * model**k / k!
model is optimally scaled to maximize ll before calculation.
Note
If either the model or the data is a masked array, the return ll will ignore any elements that are masked in either the model or the data.
Source code in dadi/Inference.py
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ll_multinom_per_bin(model, data)
Mutlinomial log-likelihood of each entry in the data given the model.
Scales the model sfs to have the optimal theta for comparison with the data.
Source code in dadi/Inference.py
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ll_per_bin(model, data, missing_model_cutoff=1e-06)
The Poisson log-likelihood of each entry in the data given the model sfs.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
model
|
Spectrum
|
Model spectrum. |
required |
data
|
Spectrum
|
Data spectrum. |
required |
missing_model_cutoff
|
float
|
Due to numerical issues, there may be entries in the FS that cannot be stable calculated. If these entries involve a fraction of the data larger than missing_model_cutoff, a warning is printed. |
1e-06
|
Source code in dadi/Inference.py
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minus_ll(model, data)
The negative of the log-likelihood of the data given the model sfs.
Source code in dadi/Inference.py
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minus_ll_multinom(model, data)
The negative of the log-likelihood of the data given the model sfs.
Return a double that is -(log-likelihood)
Source code in dadi/Inference.py
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optimal_sfs_scaling(model, data)
Optimal multiplicative scaling factor between model and data.
This scaling is based on only those entries that are masked in neither model nor data.
Source code in dadi/Inference.py
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optimally_scaled_sfs(model, data)
Optimially scale model sfs to data sfs.
Returns a new scaled model sfs.
Source code in dadi/Inference.py
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optimize(p0, data, model_func, pts, lower_bound=None, upper_bound=None, verbose=0, flush_delay=0.5, epsilon=0.001, gtol=1e-05, multinom=True, maxiter=None, full_output=False, func_args=[], func_kwargs={}, fixed_params=None, ll_scale=1, output_file=None)
Optimize params to fit model to data using the BFGS method.
This optimization method works well when we start reasonably close to the optimum. It is best at burrowing down a single minimum.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
p0
|
list[float]
|
Initial parameters. |
required |
data
|
Spectrum
|
Spectrum with data. |
required |
model_func
|
func
|
Function to evaluate model spectrum. Should take arguments (params, (n1,n2...), pts) |
required |
lower_bound
|
list[float]
|
Lower bound on parameter values. If not None, must be of same length as p0. |
None
|
upper_bound
|
list[float]
|
Upper bound on parameter values. If not None, must be of same length as p0. |
None
|
verbose
|
int
|
If > 0, print optimization status every |
0
|
output_file
|
str
|
Stream verbose output into this filename. If None, stream to standard out. |
None
|
flush_delay
|
float
|
Standard output will be flushed once every |
0.5
|
epsilon
|
float
|
Step-size to use for finite-difference derivatives. |
0.001
|
gtol
|
float
|
Convergence criterion for optimization. For more info, see help(scipy.optimize.fmin_bfgs) |
1e-05
|
multinom
|
bool
|
If True, do a multinomial fit where model is optimially scaled to data at each step. If False, assume theta is a parameter and do no scaling. |
True
|
maxiter
|
int
|
Maximum iterations to run for. |
None
|
full_output
|
bool
|
If True, return full outputs as in described in help(scipy.optimize.fmin_bfgs) |
False
|
func_args
|
list
|
Additional arguments to model_func. It is assumed that model_func's first argument is an array of parameters to optimize, that its second argument is an array of sample sizes for the sfs, and that its last argument is the list of grid points to use in evaluation. |
[]
|
func_kwargs
|
list
|
Additional keyword arguments to model_func. |
{}
|
fixed_params
|
list[float]
|
If not None, should be a list used to fix model parameters at particular values. For example, if the model parameters are (nu1,nu2,T,m), then fixed_params = [0.5,None,None,2] will hold nu1=0.5 and m=2. The optimizer will only change T and m. Note that the bounds lists must include all parameters. Optimization will fail if the fixed values lie outside their bounds. A full-length p0 should be passed in; values corresponding to fixed parameters are ignored. (See help(dadi.Inference.optimize_log for examples of func_args and fixed_params usage.) |
None
|
ll_scale
|
float
|
The bfgs algorithm may fail if your initial log-likelihood is too large. (This appears to be a flaw in the scipy implementation.) To overcome this, pass ll_scale > 1, which will simply reduce the magnitude of the log-likelihood. Once in a region of reasonable likelihood, you'll probably want to re-optimize with ll_scale=1. |
1
|
Source code in dadi/Inference.py
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optimize_cons(p0, data, model_func, pts, eq_constraint=None, ieq_constraint=None, lower_bound=None, upper_bound=None, verbose=0, flush_delay=0.5, epsilon=0.0001, gtol=1e-05, multinom=True, maxiter=None, full_output=False, func_args=[], func_kwargs={}, fixed_params=None, ll_scale=1, output_file=None)
Optimize params to fit model to data using constrainted optimization.
This method will ensure parameter constraints are satisfied. For example, you might constrain than one parameter is larger than other, or that the sum of several parameters is a particular value.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
p0
|
list[float]
|
Initial parameters. |
required |
data
|
Spectrum
|
Spectrum with data. |
required |
model_func
|
func
|
Function to evaluate model spectrum. Should take arguments (params, (n1,n2...), pts) |
required |
eq_constraint
|
func
|
Function that returns a 1D array in which each element must equal to 0 in a successful result. For example, to constraint p[1] + p[2] = 1 and p[3] - p[2] = 3, def eq_constraint(p): return [p[1]+p[2]-1, p[3]-p[2]-3] |
None
|
ieq_constraint
|
func
|
Function that returns a 1D array in which each element must greater than or equal to 0 in a successful result. |
None
|
lower_bound
|
list[float]
|
Lower bound on parameter values. If not None, must be of same length as p0. |
None
|
upper_bound
|
list[float]
|
Upper bound on parameter values. If not None, must be of same length as p0. |
None
|
verbose
|
int
|
If > 0, print optimization status every |
0
|
output_file
|
str
|
Stream verbose output into this filename. If None, stream to standard out. |
None
|
flush_delay
|
float
|
Standard output will be flushed once every |
0.5
|
epsilon
|
int
|
Step-size to use for finite-difference derivatives. |
0.0001
|
gtol
|
float
|
Convergence criterion for optimization. For more info, see help(scipy.optimize.fmin_bfgs) |
1e-05
|
multinom
|
bool
|
If True, do a multinomial fit where model is optimially scaled to data at each step. If False, assume theta is a parameter and do no scaling. |
True
|
maxiter
|
int
|
Maximum iterations to run for. |
None
|
full_output
|
bool
|
If True, return full outputs as in described in help(scipy.optimize.fmin_slsqp) |
False
|
func_args
|
list
|
Additional arguments to model_func. It is assumed that model_func's first argument is an array of parameters to optimize, that its second argument is an array of sample sizes for the sfs, and that its last argument is the list of grid points to use in evaluation. Using func_args. For example, you could define your model function as def func((p1,p2), ns, f1, f2, pts): .... If you wanted to fix f1=0.1 and f2=0.2 in the optimization, you would pass func_args = [0.1,0.2] (and ignore the fixed_params argument). |
[]
|
func_kwargs
|
list
|
Additional keyword arguments to model_func. |
{}
|
fixed_params
|
list[float]
|
If not None, should be a list used to fix model parameters at particular values. For example, if the model parameters are (nu1,nu2,T,m), then fixed_params = [0.5,None,None,2] will hold nu1=0.5 and m=2. The optimizer will only change T and m. Note that the bounds lists must include all parameters. Optimization will fail if the fixed values lie outside their bounds. A full-length p0 should be passed in; values corresponding to fixed parameters are ignored. For example, suppose your model function is def func((p1,f1,p2,f2), ns, pts): .... If you wanted to fix f1=0.1 and f2=0.2 in the optimization, you would pass fixed_params = [None,0.1,None,0.2] (and ignore the func_args argument). |
None
|
ll_scale
|
float
|
The bfgs algorithm may fail if your initial log-likelihood is too large. (This appears to be a flaw in the scipy implementation.) To overcome this, pass ll_scale > 1, which will simply reduce the magnitude of the log-likelihood. Once in a region of reasonable likelihood, you'll probably want to re-optimize with ll_scale=1. |
1
|
Source code in dadi/Inference.py
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optimize_grid(data, model_func, pts, grid, verbose=0, flush_delay=0.5, multinom=True, full_output=False, func_args=[], func_kwargs={}, fixed_params=None, output_file=None)
Optimize params to fit model to data using brute force search over a grid.
Search grids are specified using a dadi.Inference.index_exp object (which is an alias for numpy.index_exp). The grid is specified by passing a range of values for each parameter. For example, index_exp[0:1.1:0.3, 0.7:0.9:11j] will search over parameter 1 with values 0,0.3,0.6,0.9 and over parameter 2 with 11 points between 0.7 and 0.9 (inclusive). (Notice the 11j in the second parameter range specification.) Note that the grid list should include only parameters that are optimized over, not fixed parameter values.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
Spectrum
|
Spectrum with data. |
required |
model_func
|
func
|
Function to evaluate model spectrum. Should take arguments (params, (n1,n2...), pts) |
required |
pts
|
list[int]
|
Grid points list for evaluating likelihoods |
required |
grid
|
list[int]
|
Grid of parameter values over which to evaluate likelihood. See below for specification instructions. |
required |
verbose
|
float
|
If > 0, print optimization status every |
0
|
output_file
|
str
|
Stream verbose output into this filename. If None, stream to standard out. |
None
|
flush_delay
|
float
|
Standard output will be flushed once every |
0.5
|
multinom
|
bool
|
If True, do a multinomial fit where model is optimially scaled to data at each step. If False, assume theta is a parameter and do no scaling. |
True
|
full_output
|
bool
|
If True, return popt, llopt, grid, llout, thetas. Here popt is the best parameter set found and llopt is the corresponding (composite) log-likelihood. grid is the array of parameter values tried, llout is the corresponding log-likelihoods, and thetas is the corresponding thetas. Note that the grid includes only the parameters optimized over, and that the order of indices is such that grid[:,0,2] would be a set of parameters if two parameters were optimized over. (Note the : in the first index.) |
False
|
func_args
|
list
|
Additional arguments to model_func. It is assumed that model_func's first argument is an array of parameters to optimize, that its second argument is an array of sample sizes for the sfs, and that its last argument is the list of grid points to use in evaluation. |
[]
|
func_kwargs
|
list
|
Additional keyword arguments to model_func. |
{}
|
fixed_params
|
list[float]
|
If not None, should be a list used to fix model parameters at particular values. For example, if the model parameters are (nu1,nu2,T,m), then fixed_params = [0.5,None,None,2] will hold nu1=0.5 and m=2. The optimizer will only change T and m. Note that the bounds lists must include all parameters. Optimization will fail if the fixed values lie outside their bounds. A full-length p0 should be passed in; values corresponding to fixed parameters are ignored. (See help(dadi.Inference.optimize_log for examples of func_args and fixed_params usage.) |
None
|
Source code in dadi/Inference.py
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optimize_lbfgsb(p0, data, model_func, pts, lower_bound=None, upper_bound=None, verbose=0, flush_delay=0.5, epsilon=0.001, pgtol=1e-05, multinom=True, maxiter=100000.0, full_output=False, func_args=[], func_kwargs={}, fixed_params=None, ll_scale=1, output_file=None)
Optimize log(params) to fit model to data using the L-BFGS-B method.
This optimization method works well when we start reasonably close to the optimum. It is best at burrowing down a single minimum. This method is better than optimize_log if the optimum lies at one or more of the parameter bounds. However, if your optimum is not on the bounds, this method may be much slower.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
p0
|
list[float]
|
Initial parameters. |
required |
data
|
Spectrum
|
Spectrum with data. |
required |
model_func
|
float
|
Function to evaluate model spectrum. Should take arguments (params, (n1,n2...), pts) |
required |
lower_bound
|
list[float]
|
Lower bound on parameter values. If not None, must be of same length as p0. A parameter can be declared unbound by assigning a bound of None. |
None
|
upper_bound
|
list[float]
|
Upper bound on parameter values. If not None, must be of same length as p0. A parameter can be declared unbound by assigning a bound of None. |
None
|
verbose
|
int
|
If > 0, print optimization status every |
0
|
output_file
|
str
|
Stream verbose output into this filename. If None, stream to standard out. |
None
|
flush_delay
|
float
|
Standard output will be flushed once every |
0.5
|
epsilon
|
float
|
Step-size to use for finite-difference derivatives. |
0.001
|
pgtol
|
float
|
Convergence criterion for optimization. For more info, see help(scipy.optimize.fmin_l_bfgs_b) |
1e-05
|
multinom
|
bool
|
If True, do a multinomial fit where model is optimially scaled to data at each step. If False, assume theta is a parameter and do no scaling. |
True
|
maxiter
|
int
|
Maximum algorithm iterations evaluations to run. |
100000.0
|
full_output
|
bool
|
If True, return full outputs as in described in help(scipy.optimize.fmin_bfgs) |
False
|
func_args
|
list
|
Additional arguments to model_func. It is assumed that model_func's first argument is an array of parameters to optimize, that its second argument is an array of sample sizes for the sfs, and that its last argument is the list of grid points to use in evaluation. |
[]
|
func_kwargs
|
list
|
Additional keyword arguments to model_func. |
{}
|
fixed_params
|
list[float]
|
If not None, should be a list used to fix model parameters at particular values. For example, if the model parameters are (nu1,nu2,T,m), then fixed_params = [0.5,None,None,2] will hold nu1=0.5 and m=2. The optimizer will only change T and m. Note that the bounds lists must include all parameters. Optimization will fail if the fixed values lie outside their bounds. A full-length p0 should be passed in; values corresponding to fixed parameters are ignored. (See help(dadi.Inference.optimize_log for examples of func_args and fixed_params usage.) |
None
|
ll_scale
|
float
|
The bfgs algorithm may fail if your initial log-likelihood is too large. (This appears to be a flaw in the scipy implementation.) To overcome this, pass ll_scale > 1, which will simply reduce the magnitude of the log-likelihood. Once in a region of reasonable likelihood, you'll probably want to re-optimize with ll_scale=1. |
1
|
Citation
The L-BFGS-B method was developed by Ciyou Zhu, Richard Byrd, and Jorge Nocedal. The algorithm is described in:
-
R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.
-
C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550-560.
Source code in dadi/Inference.py
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optimize_log(p0, data, model_func, pts, lower_bound=None, upper_bound=None, verbose=0, flush_delay=0.5, epsilon=0.001, gtol=1e-05, multinom=True, maxiter=None, full_output=False, func_args=[], func_kwargs={}, fixed_params=None, ll_scale=1, output_file=None)
Optimize log(params) to fit model to data using the BFGS method.
This optimization method works well when we start reasonably close to the optimum. It is best at burrowing down a single minimum.
Because this works in log(params), it cannot explore values of params < 0. It should also perform better when parameters range over scales.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
p0
|
list[float]
|
Initial parameters. |
required |
data
|
Spectrum
|
Spectrum with data. |
required |
model_func
|
func
|
Function to evaluate model spectrum. Should take arguments (params, (n1,n2...), pts) |
required |
lower_bound
|
list[float]
|
Lower bound on parameter values. If not None, must be of same length as p0. |
None
|
upper_bound
|
list[float]
|
Upper bound on parameter values. If not None, must be of same length as p0. |
None
|
verbose
|
int
|
If > 0, print optimization status every |
0
|
output_file
|
str
|
Stream verbose output into this filename. If None, stream to standard out. |
None
|
flush_delay
|
float
|
Standard output will be flushed once every |
0.5
|
epsilon
|
float
|
Step-size to use for finite-difference derivatives. |
0.001
|
gtol
|
float
|
Convergence criterion for optimization. For more info, see help(scipy.optimize.fmin_bfgs) |
1e-05
|
multinom
|
bool
|
If True, do a multinomial fit where model is optimially scaled to data at each step. If False, assume theta is a parameter and do no scaling. |
True
|
maxiter
|
inf
|
Maximum iterations to run for. |
None
|
full_output
|
bool
|
If True, return full outputs as in described in help(scipy.optimize.fmin_bfgs) |
False
|
func_args
|
list
|
Additional arguments to model_func. It is assumed that model_func's first argument is an array of parameters to optimize, that its second argument is an array of sample sizes for the sfs, and that its last argument is the list of grid points to use in evaluation. Using func_args. For example, you could define your model function as def func((p1,p2), ns, f1, f2, pts): .... If you wanted to fix f1=0.1 and f2=0.2 in the optimization, you would pass func_args = [0.1,0.2] (and ignore the fixed_params argument). |
[]
|
func_kwargs
|
list
|
Additional keyword arguments to model_func. |
{}
|
fixed_params
|
list[float]
|
If not None, should be a list used to fix model parameters at particular values. For example, if the model parameters are (nu1,nu2,T,m), then fixed_params = [0.5,None,None,2] will hold nu1=0.5 and m=2. The optimizer will only change T and m. Note that the bounds lists must include all parameters. Optimization will fail if the fixed values lie outside their bounds. A full-length p0 should be passed in; values corresponding to fixed parameters are ignored. For example, suppose your model function is def func((p1,f1,p2,f2), ns, pts): .... If you wanted to fix f1=0.1 and f2=0.2 in the optimization, you would pass fixed_params = [None,0.1,None,0.2] (and ignore the func_args argument). |
None
|
ll_scale
|
float
|
The bfgs algorithm may fail if your initial log-likelihood is too large. (This appears to be a flaw in the scipy implementation.) To overcome this, pass ll_scale > 1, which will simply reduce the magnitude of the log-likelihood. Once in a region of reasonable likelihood, you'll probably want to re-optimize with ll_scale=1. |
1
|
Source code in dadi/Inference.py
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optimize_log_fmin(p0, data, model_func, pts, lower_bound=None, upper_bound=None, verbose=0, flush_delay=0.5, multinom=True, maxiter=None, full_output=False, func_args=[], func_kwargs={}, fixed_params=None, output_file=None)
Optimize log(params) to fit model to data using Nelder-Mead.
This optimization method may work better than BFGS when far from a minimum. It is much slower, but more robust, because it doesn't use gradient information.
Because this works in log(params), it cannot explore values of params < 0. It should also perform better when parameters range over large scales.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
p0
|
list[float]
|
Initial parameters. |
required |
data
|
Spectrum
|
Spectrum with data. |
required |
model_func
|
func
|
Function to evaluate model spectrum. Should take arguments (params, (n1,n2...), pts) |
required |
lower_bound
|
list[float]
|
Lower bound on parameter values. If not None, must be of same length as p0. A parameter can be declared unbound by assigning a bound of None. |
None
|
upper_bound
|
list[float]
|
Upper bound on parameter values. If not None, must be of same length as p0. A parameter can be declared unbound by assigning a bound of None. |
None
|
verbose
|
int
|
If True, print optimization status every |
0
|
output_file
|
str
|
Stream verbose output into this filename. If None, stream to standard out. |
None
|
flush_delay
|
float
|
Standard output will be flushed once every |
0.5
|
multinom
|
bool
|
If True, do a multinomial fit where model is optimially scaled to data at each step. If False, assume theta is a parameter and do no scaling. |
True
|
maxiter
|
int
|
Maximum iterations to run for. |
None
|
full_output
|
bool
|
If True, return full outputs as in described in help(scipy.optimize.fmin_bfgs) |
False
|
func_args
|
list
|
Additional arguments to model_func. It is assumed that model_func's first argument is an array of parameters to optimize, that its second argument is an array of sample sizes for the sfs, and that its last argument is the list of grid points to use in evaluation. |
[]
|
func_kwargs
|
list
|
Additional keyword arguments to model_func. |
{}
|
fixed_params
|
list[float]
|
If not None, should be a list used to fix model parameters at particular values. For example, if the model parameters are (nu1,nu2,T,m), then fixed_params = [0.5,None,None,2] will hold nu1=0.5 and m=2. The optimizer will only change T and m. Note that the bounds lists must include all parameters. Optimization will fail if the fixed values lie outside their bounds. A full-length p0 should be passed in; values corresponding to fixed parameters are ignored. (See help(dadi.Inference.optimize_log for examples of func_args and fixed_params usage.) |
None
|
Source code in dadi/Inference.py
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optimize_log_lbfgsb(p0, data, model_func, pts, lower_bound=None, upper_bound=None, verbose=0, flush_delay=0.5, epsilon=0.001, pgtol=1e-05, multinom=True, maxiter=100000.0, full_output=False, func_args=[], func_kwargs={}, fixed_params=None, ll_scale=1, output_file=None)
Optimize log(params) to fit model to data using the L-BFGS-B method.
This optimization method works well when we start reasonably close to the optimum. It is best at burrowing down a single minimum. This method is better than optimize_log if the optimum lies at one or more of the parameter bounds. However, if your optimum is not on the bounds, this method may be much slower.
Because this works in log(params), it cannot explore values of params < 0. It should also perform better when parameters range over scales.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
p0
|
list[float]
|
Initial parameters. |
required |
data
|
Spectrum
|
Spectrum with data. |
required |
model_func
|
func
|
Function to evaluate model spectrum. Should take arguments (params, (n1,n2...), pts) |
required |
lower_bound
|
list[float]
|
Lower bound on parameter values. If not None, must be of same length as p0. A parameter can be declared unbound by assigning a bound of None. |
None
|
upper_bound
|
list[float]
|
Upper bound on parameter values. If not None, must be of same length as p0. A parameter can be declared unbound by assigning a bound of None. |
None
|
verbose
|
int
|
If > 0, print optimization status every |
0
|
output_file
|
str
|
Stream verbose output into this filename. If None, stream to standard out. |
None
|
flush_delay
|
float
|
Standard output will be flushed once every |
0.5
|
epsilon
|
float
|
Step-size to use for finite-difference derivatives. |
0.001
|
pgtol
|
float
|
Convergence criterion for optimization. For more info, see help(scipy.optimize.fmin_l_bfgs_b) |
1e-05
|
multinom
|
bool
|
If True, do a multinomial fit where model is optimially scaled to data at each step. If False, assume theta is a parameter and do no scaling. |
True
|
maxiter
|
int
|
Maximum algorithm iterations to run. |
100000.0
|
full_output
|
bool
|
If True, return full outputs as in described in help(scipy.optimize.fmin_bfgs) |
False
|
func_args
|
list
|
Additional arguments to model_func. It is assumed that model_func's first argument is an array of parameters to optimize, that its second argument is an array of sample sizes for the sfs, and that its last argument is the list of grid points to use in evaluation. |
[]
|
func_kwargs
|
list
|
Additional keyword arguments to model_func. |
{}
|
fixed_params
|
list[float]
|
If not None, should be a list used to fix model parameters at particular values. For example, if the model parameters are (nu1,nu2,T,m), then fixed_params = [0.5,None,None,2] will hold nu1=0.5 and m=2. The optimizer will only change T and m. Note that the bounds lists must include all parameters. Optimization will fail if the fixed values lie outside their bounds. A full-length p0 should be passed in; values corresponding to fixed parameters are ignored. (See help(dadi.Inference.optimize_log for examples of func_args and fixed_params usage.) |
None
|
ll_scale
|
float
|
The bfgs algorithm may fail if your initial log-likelihood is too large. (This appears to be a flaw in the scipy implementation.) To overcome this, pass ll_scale > 1, which will simply reduce the magnitude of the log-likelihood. Once in a region of reasonable likelihood, you'll probably want to re-optimize with ll_scale=1. |
1
|
Citation
The L-BFGS-B method was developed by Ciyou Zhu, Richard Byrd, and Jorge Nocedal. The algorithm is described in:
-
R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.
-
C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550-560.
Source code in dadi/Inference.py
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optimize_log_powell(p0, data, model_func, pts, lower_bound=None, upper_bound=None, verbose=0, flush_delay=0.5, multinom=True, maxiter=None, full_output=False, func_args=[], func_kwargs={}, fixed_params=None, output_file=None)
Optimize log(params) to fit model to data using Powell's method.
Because this works in log(params), it cannot explore values of params < 0.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
p0
|
list[float]
|
Initial parameters. |
required |
data
|
Spectrum
|
Spectrum with data. |
required |
model_func
|
func
|
Function to evaluate model spectrum. Should take arguments (params, (n1,n2...), pts) |
required |
lower_bound
|
list[float]
|
Lower bound on parameter values. If not None, must be of same length as p0. A parameter can be declared unbound by assigning a bound of None. |
None
|
upper_bound
|
list[float]
|
Upper bound on parameter values. If not None, must be of same length as p0. A parameter can be declared unbound by assigning a bound of None. |
None
|
verbose
|
int
|
If True, print optimization status every |
0
|
output_file
|
str
|
Stream verbose output into this filename. If None, stream to standard out. |
None
|
flush_delay
|
float
|
Standard output will be flushed once every |
0.5
|
maxiter
|
int
|
Maximum iterations to run for. |
None
|
full_output
|
bool
|
If True, return full outputs as in described in help(scipy.optimize.fmin_bfgs) |
False
|
func_args
|
list
|
Additional arguments to model_func. It is assumed that model_func's first argument is an array of parameters to optimize, that its second argument is an array of sample sizes for the sfs, and that its last argument is the list of grid points to use in evaluation. |
[]
|
func_kwargs
|
list
|
Additional keyword arguments to model_func. |
{}
|
fixed_params
|
list[float]
|
If not None, should be a list used to fix model parameters at particular values. For example, if the model parameters are (nu1,nu2,T,m), then fixed_params = [0.5,None,None,2] will hold nu1=0.5 and m=2. The optimizer will only change T and m. Note that the bounds lists must include all parameters. Optimization will fail if the fixed values lie outside their bounds. A full-length p0 should be passed in; values corresponding to fixed parameters are ignored. (See help(dadi.Inference.optimize_log for examples of func_args and fixed_params usage.) |
None
|
Source code in dadi/Inference.py
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optimize_log_resid(p0, data, model_func, target_resid, pts, lower_bound=None, upper_bound=None, verbose=0, flush_delay=0.5, epsilon=0.001, gtol=1e-05, multinom=True, maxiter=None, full_output=False, func_args=[], func_kwargs={}, fixed_params=None, ll_scale=1, output_file=None)
Optimize log(params) to fit model to data using the BFGS method.
This optimization method works well when we start reasonably close to the optimum. It is best at burrowing down a single minimum.
Because this works in log(params), it cannot explore values of params < 0. It should also perform better when parameters range over scales.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
p0
|
list[float]
|
Initial parameters. |
required |
data
|
Spectrum
|
Spectrum with data. |
required |
model_func
|
func
|
Function to evaluate model spectrum. Should take arguments (params, (n1,n2...), pts) |
required |
target_resid
|
Spectrum
|
The residual sfs that we want to match, obtained from the synonymous fits. |
required |
lower_bound
|
list[float]
|
Lower bound on parameter values. If not None, must be of same length as p0. |
None
|
upper_bound
|
list[float]
|
Upper bound on parameter values. If not None, must be of same length as p0. |
None
|
verbose
|
int
|
If > 0, print optimization status every |
0
|
output_file
|
str
|
Stream verbose output into this filename. If None, stream to standard out. |
None
|
flush_delay
|
float
|
Standard output will be flushed once every |
0.5
|
epsilon
|
float
|
Step-size to use for finite-difference derivatives. |
0.001
|
gtol
|
float
|
Convergence criterion for optimization. For more info, see help(scipy.optimize.fmin_bfgs) |
1e-05
|
multinom
|
bool
|
If True, do a multinomial fit where model is optimially scaled to data at each step. If False, assume theta is a parameter and do no scaling. |
True
|
maxiter
|
int
|
Maximum iterations to run for. |
None
|
full_output
|
bool
|
If True, return full outputs as in described in help(scipy.optimize.fmin_bfgs) |
False
|
func_args
|
list
|
Additional arguments to model_func. It is assumed that model_func's first argument is an array of parameters to optimize, that its second argument is an array of sample sizes for the sfs, and that its last argument is the list of grid points to use in evaluation. Using func_args. For example, you could define your model function as def func((p1,p2), ns, f1, f2, pts): .... If you wanted to fix f1=0.1 and f2=0.2 in the optimization, you would pass func_args = [0.1,0.2] (and ignore the fixed_params argument). |
[]
|
func_kwargs
|
list
|
Additional keyword arguments to model_func. |
{}
|
fixed_params
|
list[float]
|
If not None, should be a list used to fix model parameters at particular values. For example, if the model parameters are (nu1,nu2,T,m), then fixed_params = [0.5,None,None,2] will hold nu1=0.5 and m=2. The optimizer will only change T and m. Note that the bounds lists must include all parameters. Optimization will fail if the fixed values lie outside their bounds. A full-length p0 should be passed in; values corresponding to fixed parameters are ignored. For example, suppose your model function is def func((p1,f1,p2,f2), ns, pts): .... If you wanted to fix f1=0.1 and f2=0.2 in the optimization, you would pass fixed_params = [None,0.1,None,0.2] (and ignore the func_args argument). |
None
|
ll_scale
|
float
|
The bfgs algorithm may fail if your initial log-likelihood is too large. (This appears to be a flaw in the scipy implementation.) To overcome this, pass ll_scale > 1, which will simply reduce the magnitude of the log-likelihood. Once in a region of reasonable likelihood, you'll probably want to re-optimize with ll_scale=1. |
1
|
Source code in dadi/Inference.py
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