How to use the FIM-MJP Model

How to use the FIM-MJP Model#

Input to the model#

The model takes as an input dictionary containing at least three items and one additional argument. The input dictionary should contain the following items:

The observation grid with size [num_paths, grid_size] which are the locations in time when a observation was recorded. The key in the dictionary is observation_grid and the data type is float.
The observation values with size [num_paths, grid_size] are the actually observed values (state) of the process. The key in the dictionary is observation_values and the data type is int.
The sequence length with size [num_paths] which is the length of the observed sequence. The key in the dictionary is seq_length and the data type is int.
The dimension of the process which is an integer between 2 and 6. The maximum number of states that are supported by our model is 6. The argument name is n_states.

Optionally, the dictionary can contain the following items:

The time normalization factor with size [num_paths] which is the factor by which the time is normalized. The key in the dictionary is time_normalization_factors and the data type is float. In case this item is not provided, the model will normalize the time by the maximum time in the observation grid.
Items for calculating the loss:
- intensity matrix with size [num_paths, n_states, n_states] which is the intensity matrix of the process. The key in the dictionary is intensity_matrices and the data type is float.
- initial distribution with size [num_paths, n_states] which is the initial distribution of the process. The key in the dictionary is initial_distributions and the data type is int.
- adjacency matrix with size [num_paths, n_states, n_states] which is the adjacency matrix of the process. The key in the dictionary is adjacency_matrices and the data type is int.

Output of the model#

The model returns a dictionary containing the following items:

The intensity matrix with size [num_paths, n_states, n_states] which is the intensity matrix of the process. The key in the dictionary is intensity_matrices and the data type is float.
The initial distribution with size [num_paths, n_states] which is the initial distribution of the process. The key in the dictionary is initial_distributions and the data type is int.
The adjacency matrix with size [num_paths, n_states, n_states] which is the adjacency matrix of the process. The key in the dictionary is adjacency_matrices and the data type is int.
The losses which is the loss of the model. The key in the dictionary is loss and the data type is float.

Loading the data and our model#

from datasets import load_dataset
from transformers import AutoModel
import torch
from collections import defaultdict
from fim.trainers.utils import get_accel_type
import pandas as pd

device = get_accel_type()

Dataset#

We also provide a synthetic dataset for evaluating the model

# Loading the Discrete Flashing Ratchet (DFR) dataset from Huggingface
data = load_dataset("FIM4Science/mjp", download_mode="force_redownload", trust_remote_code=True, name="DFR_V=1")
data.set_format("torch")

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Pretrained model#

# Loading the FIMMJP model from Huggingface
fimmjp = AutoModel.from_pretrained("FIM4Science/fim-mjp", trust_remote_code=True)

fimmjp = fimmjp.to(device)
fimmjp.eval()

FIMMJP(
  (gaussian_nll): GaussianNLLLoss()
  (init_cross_entropy): CrossEntropyLoss()
  (pos_encodings): DeltaTimeEncoding()
  (ts_encoder): RNNEncoder(
    (rnn): LSTM(8, 256, batch_first=True, bidirectional=True)
  )
  (path_attention): MultiHeadLearnableQueryAttention(
    (W_k): Linear(in_features=512, out_features=128, bias=False)
    (W_v): Linear(in_features=512, out_features=128, bias=False)
  )
  (intensity_matrix_decoder): MLP(
    (layers): Sequential(
      (linear_0): Linear(in_features=2049, out_features=128, bias=True)
      (activation_0): SELU()
      (linear_1): Linear(in_features=128, out_features=128, bias=True)
      (activation_1): SELU()
      (output): Linear(in_features=128, out_features=60, bias=True)
    )
  )
  (initial_distribution_decoder): MLP(
    (layers): Sequential(
      (linear_0): Linear(in_features=2049, out_features=128, bias=True)
      (activation_0): SELU()
      (linear_1): Linear(in_features=128, out_features=128, bias=True)
      (activation_1): SELU()
      (output): Linear(in_features=128, out_features=6, bias=True)
    )
  )
)

# copy data to device
batch = {k: v.to(device) for k, v in data["train"][:1].items()}

# Prepare a batch
n_paths_eval = [1, 30, 100, 300, 500, 1000, 5000]
total_n_paths = batch["observation_grid"].shape[1]
statistics = total_n_paths // 300 

Evaluate the model#

result = defaultdict(list)
with torch.no_grad():
    for n_paths in n_paths_eval:
        for _ in range(statistics):
            paths_idx = torch.randperm(total_n_paths)[:n_paths]
            mini_batch = batch.copy()
            mini_batch["observation_grid"] = batch["observation_grid"][:, paths_idx]
            mini_batch["observation_values"] = batch["observation_values"][:, paths_idx]
            mini_batch["seq_lengths"] = batch["seq_lengths"][:, paths_idx]
            output = fimmjp(mini_batch, n_states=6)
            result[n_paths].append(output["losses"]["rmse_loss"].item())

means = {n_paths: torch.tensor(losses).mean().item() for n_paths, losses in result.items()}
stds = {n_paths: torch.tensor(losses).std().item() for n_paths, losses in result.items()}

df_result = pd.DataFrame(
    {
        "# Paths during Evaluation": list(means.keys()),
        "RMSE": [f"{mean:.3f} ± {std:.3f}" for mean, std in zip(means.values(), stds.values())],
    }
)

df_result

	# Paths during Evaluation	RMSE
0	1	0.676 ± 0.054
1	30	0.299 ± 0.049
2	100	0.173 ± 0.029
3	300	0.119 ± 0.017
4	500	0.114 ± 0.014
5	1000	0.229 ± 0.019
6	5000	0.882 ± 0.001