aepsych.models

Submodules

aepsych.models.base module

class aepsych.models.base.ModelProtocol(*args, **kwargs)[source]

Bases: Protocol

property extremum_solver: str
property train_inputs: torch.Tensor
property lb: torch.Tensor
property ub: torch.Tensor
property dim: int
predict(points, probability_space=False)[source]
Parameters

  • points (torch.Tensor) –

  • probability_space (bool) –

Return type

torch.Tensor

sample(points, num_samples)[source]
Parameters

  • points (torch.Tensor) –

  • num_samples (int) –

Return type

torch.Tensor

dim_grid(gridsize=30)[source]
Parameters

gridsize (int) –

Return type

torch.Tensor

fit(train_x, train_y)[source]
Parameters

  • train_x (torch.Tensor) –

  • train_y (torch.Tensor) –

Return type

None

update(train_x, train_y)[source]
Parameters

  • train_x (torch.Tensor) –

  • train_y (torch.Tensor) –

Return type

None

class aepsych.models.base.AEPsychMixin[source]

Bases: object

Mixin class that provides AEPsych-specific utility methods.

extremum_solver = 'Nelder-Mead'
get_max(locked_dims=None)[source]

Return the maximum of the modeled function, subject to constraints :returns: Tuple containing the max and its location (argmax).

locked_dims (Mapping[int, List[float]]): Dimensions to fix, so that the

inverse is along a slice of the full surface.

Return type

Tuple[float, np.ndarray]

Parameters
get_min(locked_dims=None)[source]

Return the minimum of the modeled function, subject to constraints :returns: Tuple containing the min and its location (argmin).

locked_dims (Mapping[int, List[float]]): Dimensions to fix, so that the

inverse is along a slice of the full surface.

Return type

Tuple[float, np.ndarray]

Parameters
inv_query(y, locked_dims=None, probability_space=False, n_samples=1000)[source]

Query the model inverse. Return nearest x such that f(x) = queried y, and also return the

value of f at that point.

Parameters

  • y (float) – Points at which to find the inverse.

  • locked_dims (Mapping[int, List[float]]) – Dimensions to fix, so that the inverse is along a slice of the full surface.

  • probability_space (bool, optional) – Is y (and therefore the returned nearest_y) in probability space instead of latent function space? Defaults to False.

  • self (aepsych.models.base.ModelProtocol) –

  • n_samples (int) –

Returns

Tuple containing the value of f

nearest to queried y and the x position of this value.

Return type

Tuple[float, np.ndarray]

get_jnd(grid=None, cred_level=None, intensity_dim=- 1, confsamps=500, method='step')[source]

Calculate the JND.

Note that JND can have multiple plausible definitions outside of the linear case, so we provide options for how to compute it. For method=”step”, we report how far one needs to go over in stimulus space to move 1 unit up in latent space (this is a lot of people’s conventional understanding of the JND). For method=”taylor”, we report the local derivative, which also maps to a 1st-order Taylor expansion of the latent function. This is a formal generalization of JND as defined in Weber’s law. Both definitions are equivalent for linear psychometric functions.

Parameters

  • grid (Optional[np.ndarray], optional) – Mesh grid over which to find the JND. Defaults to a square grid of size as determined by aepsych.utils.dim_grid

  • cred_level (float, optional) – Credible level for computing an interval. Defaults to None, computing no interval.

  • intensity_dim (int, optional) – Dimension over which to compute the JND. Defaults to -1.

  • confsamps (int, optional) – Number of posterior samples to use for computing the credible interval. Defaults to 500.

  • method (str, optional) – “taylor” or “step” method (see docstring). Defaults to “step”.

  • self (aepsych.models.base.ModelProtocol) –

Raises

RuntimeError – for passing an unknown method.

Returns

either the

mean JND, or a median, lower, upper tuple of the JND posterior.

Return type

Union[torch.Tensor, Tuple[torch.Tensor, torch.Tensor, torch.Tensor]]

dim_grid(gridsize=30)[source]
Parameters
Return type

torch.Tensor

set_train_data(inputs=None, targets=None, strict=False)[source]
Parameters

  • inputs (torch.Tensor) – The new training inputs.

  • targets (torch.Tensor) – The new training targets.

  • strict (bool) – (default False, ignored). Here for compatibility with

input transformers. TODO: actually use this arg or change input transforms to not require it.

normalize_inputs(x)[source]

aepsych.models.derivative_gp module

class aepsych.models.derivative_gp.MixedDerivativeVariationalGP(train_x, train_y, inducing_points, scales=1.0, mean_module=None, covar_module=None, fixed_prior_mean=None)[source]

Bases: gpytorch.models.approximate_gp.ApproximateGP, botorch.models.gpytorch.GPyTorchModel

A variational GP with mixed derivative observations.

For more on GPs with derivative observations, see e.g. Riihimaki & Vehtari 2010.

References

Riihimäki, J., & Vehtari, A. (2010). Gaussian processes with

monotonicity information. Journal of Machine Learning Research, 9, 645–652.

Initialize MixedDerivativeVariationalGP

Parameters

  • train_x (torch.Tensor) – Training x points. The last column of x is the derivative indiciator: 0 if it is an observation of f(x), and i if it is an observation of df/dx_i.

  • train_y (torch.Tensor) – Training y points

  • inducing_points (torch.Tensor) – Inducing points to use

  • scales (Union[torch.Tensor, float], optional) – Typical scale of each dimension of input space (this is used to set the lengthscale prior). Defaults to 1.0.

  • mean_module (Mean, optional) – A mean class that supports derivative indexes as the final dim. Defaults to a constant mean.

  • covar_module (Kernel, optional) – A covariance kernel class that supports derivative indexes as the final dim. Defaults to RBF kernel.

  • fixed_prior_mean (float, optional) – A prior mean value to use with the constant mean. Often setting this to the target threshold speeds up experiments. Defaults to None, in which case the mean will be inferred.

Return type

None

forward(x)[source]

Evaluate the model

Parameters

x (torch.Tensor) – Points at which to evaluate.

Returns

Object containig mean and covariance

of GP at these points.

Return type

MultivariateNormal

aepsych.models.gp_classification module

class aepsych.models.gp_classification.GPClassificationModel(lb, ub, dim=None, mean_module=None, covar_module=None, likelihood=None, inducing_size=100, max_fit_time=None, inducing_point_method='auto')[source]

Bases: aepsych.models.base.AEPsychMixin, gpytorch.models.approximate_gp.ApproximateGP, botorch.models.gpytorch.GPyTorchModel

Probit-GP model with variational inference.

From a conventional ML perspective this is a GP Classification model, though in the psychophysics context it can also be thought of as a nonlinear generalization of the standard linear model for 1AFC or yes/no trials.

For more on variational inference, see e.g. https://docs.gpytorch.ai/en/v1.1.1/examples/04_Variational_and_Approximate_GPs/

Initialize the GP Classification model

Parameters

  • lb (Union[numpy.ndarray, torch.Tensor]) – Lower bounds of the parameters.

  • ub (Union[numpy.ndarray, torch.Tensor]) – Upper bounds of the parameters.

  • dim (int, optional) – The number of dimensions in the parameter space. If None, it is inferred from the size of lb and ub.

  • mean_module (gpytorch.means.Mean, optional) – GP mean class. Defaults to a constant with a normal prior.

  • covar_module (gpytorch.kernels.Kernel, optional) – GP covariance kernel class. Defaults to scaled RBF with a gamma prior.

  • likelihood (gpytorch.likelihood.Likelihood, optional) – The likelihood function to use. If None defaults to Bernouli likelihood.

  • inducing_size (int) – Number of inducing points. Defaults to 100.

  • max_fit_time (float, optional) – The maximum amount of time, in seconds, to spend fitting the model. If None, there is no limit to the fitting time.

  • inducing_point_method (string) – The method to use to select the inducing points. Defaults to “auto”. If “sobol”, a number of Sobol points equal to inducing_size will be selected. If “pivoted_chol”, selects points based on the pivoted Cholesky heuristic. If “kmeans++”, selects points by performing kmeans++ clustering on the training data. If “auto”, tries to determine the best method automatically.

outcome_type = 'single_probit'
classmethod from_config(config)[source]

Alternate constructor for GPClassification model.

This is used when we recursively build a full sampling strategy from a configuration. TODO: document how this works in some tutorial.

Parameters

config (Config) – A configuration containing keys/values matching this class

Returns

Configured class instance.

Return type

GPClassificationModel

fit(train_x, train_y, warmstart_hyperparams=False, warmstart_induc=False, **kwargs)[source]

Fit underlying model.

Parameters

  • train_x (torch.Tensor) – Inputs.

  • train_y (torch.LongTensor) – Responses.

  • warmstart_hyperparams (bool) – Whether to reuse the previous hyperparameters (True) or fit from scratch (False). Defaults to False.

  • warmstart_induc (bool) – Whether to reuse the previous inducing points or fit from scratch (False). Defaults to False.

Return type

None

sample(x, num_samples)[source]

Sample from underlying model.

Parameters

  • x (torch.Tensor) – Points at which to sample.

  • num_samples (int, optional) – Number of samples to return. Defaults to None.

  • ignored (kwargs are) –

Returns

Posterior samples [num_samples x dim]

Return type

torch.Tensor

predict(x, probability_space=False)[source]

Query the model for posterior mean and variance.

Parameters

  • x (torch.Tensor) – Points at which to predict from the model.

  • probability_space (bool, optional) – Return outputs in units of response probability instead of latent function value. Defaults to False.

Returns

Posterior mean and variance at queries points.

Return type

Tuple[np.ndarray, np.ndarray]

update(train_x, train_y)[source]

Perform a warm-start update of the model from previous fit.

Parameters

  • train_x (torch.Tensor) –

  • train_y (torch.Tensor) –

forward(x)[source]

Evaluate GP

Parameters

x (torch.Tensor) – Tensor of points at which GP should be evaluated.

Returns

Distribution object

holding mean and covariance at x.

Return type

gpytorch.distributions.MultivariateNormal

training: bool

aepsych.models.monotonic_rejection_gp module

class aepsych.models.monotonic_rejection_gp.MonotonicRejectionGP(monotonic_idxs, lb, ub, dim=None, mean_module=None, covar_module=None, likelihood=None, fixed_prior_mean=None, num_induc=25, num_samples=250, num_rejection_samples=5000)[source]

Bases: aepsych.models.base.AEPsychMixin, gpytorch.models.approximate_gp.ApproximateGP, botorch.models.gpytorch.GPyTorchModel

A monotonic GP using rejection sampling.

This takes the same insight as in e.g. Riihimäki & Vehtari 2010 (that the derivative of a GP is likewise a GP) but instead of approximately optimizing the likelihood of the model using EP, we optimize an unconstrained model by VI and then draw monotonic samples by rejection sampling.

References

Riihimäki, J., & Vehtari, A. (2010). Gaussian processes with monotonicity information.

Journal of Machine Learning Research, 9, 645–652.

Initialize MonotonicRejectionGP.

Parameters

  • likelihood (str) – Link function and likelihood. Can be ‘probit-bernoulli’ or ‘identity-gaussian’.

  • monotonic_idxs (List[int]) – List of which columns of x should be given monotonicity

  • constraints. –

  • fixed_prior_mean (Optional[float], optional) – Fixed prior mean. If classification, should be the prior

  • probability (classification) –

  • covar_module (Optional[Kernel], optional) – Covariance kernel to use (default: scaled RBF).

  • mean_module (Optional[Mean], optional) – Mean module to use (default: constant mean).

  • num_induc (int, optional) – Number of inducing points for variational GP.]. Defaults to 25.

  • num_samples (int, optional) – Number of samples for estimating posterior on preDict or

  • 250. (acquisition function evaluation. Defaults to) –

  • num_rejection_samples (int, optional) – Number of samples used for rejection sampling. Defaults to 4096.

  • acqf (MonotonicMCAcquisition, optional) – Acquisition function to use for querying points. Defaults to MonotonicMCLSE.

  • objective (Optional[MCAcquisitionObjective], optional) – Transformation of GP to apply before computing acquisition function. Defaults to identity transform for gaussian likelihood, probit transform for probit-bernoulli.

  • extra_acqf_args (Optional[Dict[str, object]], optional) – Additional arguments to pass into the acquisition function. Defaults to None.

  • lb (Union[np.ndarray, torch.Tensor]) –

  • ub (Union[np.ndarray, torch.Tensor]) –

  • dim (Optional[int]) –

Return type

None

outcome_type = 'single_probit'
fit(train_x, train_y)[source]

Fit the model

Parameters

  • train_x (Tensor) – Training x points

  • train_y (Tensor) – Training y points. Should be (n x 1).

Return type

None

update(train_x, train_y, warmstart=True)[source]

Update the model with new data.

Expects the full set of data, not the incremental new data.

Parameters

  • train_x (Tensor) – Train X.

  • train_y (Tensor) – Train Y. Should be (n x 1).

  • warmstart (bool) – If True, warm-start model fitting with current parameters.

Return type

None

sample(X, num_samples=None, num_rejection_samples=None)[source]

Sample from monotonic GP

Parameters

  • X (Tensor) – tensor of n points at which to sample

  • num_samples (int, optional) – how many points to sample (default: self.num_samples)

  • num_rejection_samples (Optional[int]) –

Return type

torch.Tensor

Returns: a Tensor of shape [n_samp, n]

predict(X, probability_space=False)[source]

Predict

Parameters

  • X (torch.Tensor) – tensor of n points at which to predict.

  • probability_space (bool) –

Return type

Tuple[torch.Tensor, torch.Tensor]

Returns: tuple (f, var) where f is (n,) and var is (n,)

classmethod from_config(config)[source]
Parameters

config (aepsych.config.Config) –

Return type

aepsych.models.monotonic_rejection_gp.MonotonicRejectionGP

forward(x)[source]

Evaluate GP

Parameters

x (torch.Tensor) – Tensor of points at which GP should be evaluated.

Returns

Distribution object

holding mean and covariance at x.

Return type

gpytorch.distributions.MultivariateNormal

Module contents

class aepsych.models.GPClassificationModel(lb, ub, dim=None, mean_module=None, covar_module=None, likelihood=None, inducing_size=100, max_fit_time=None, inducing_point_method='auto')[source]

Bases: aepsych.models.base.AEPsychMixin, gpytorch.models.approximate_gp.ApproximateGP, botorch.models.gpytorch.GPyTorchModel

Probit-GP model with variational inference.

From a conventional ML perspective this is a GP Classification model, though in the psychophysics context it can also be thought of as a nonlinear generalization of the standard linear model for 1AFC or yes/no trials.

For more on variational inference, see e.g. https://docs.gpytorch.ai/en/v1.1.1/examples/04_Variational_and_Approximate_GPs/

Initialize the GP Classification model

Parameters

  • lb (Union[numpy.ndarray, torch.Tensor]) – Lower bounds of the parameters.

  • ub (Union[numpy.ndarray, torch.Tensor]) – Upper bounds of the parameters.

  • dim (int, optional) – The number of dimensions in the parameter space. If None, it is inferred from the size of lb and ub.

  • mean_module (gpytorch.means.Mean, optional) – GP mean class. Defaults to a constant with a normal prior.

  • covar_module (gpytorch.kernels.Kernel, optional) – GP covariance kernel class. Defaults to scaled RBF with a gamma prior.

  • likelihood (gpytorch.likelihood.Likelihood, optional) – The likelihood function to use. If None defaults to Bernouli likelihood.

  • inducing_size (int) – Number of inducing points. Defaults to 100.

  • max_fit_time (float, optional) – The maximum amount of time, in seconds, to spend fitting the model. If None, there is no limit to the fitting time.

  • inducing_point_method (string) – The method to use to select the inducing points. Defaults to “auto”. If “sobol”, a number of Sobol points equal to inducing_size will be selected. If “pivoted_chol”, selects points based on the pivoted Cholesky heuristic. If “kmeans++”, selects points by performing kmeans++ clustering on the training data. If “auto”, tries to determine the best method automatically.

outcome_type = 'single_probit'
classmethod from_config(config)[source]

Alternate constructor for GPClassification model.

This is used when we recursively build a full sampling strategy from a configuration. TODO: document how this works in some tutorial.

Parameters

config (Config) – A configuration containing keys/values matching this class

Returns

Configured class instance.

Return type

GPClassificationModel

fit(train_x, train_y, warmstart_hyperparams=False, warmstart_induc=False, **kwargs)[source]

Fit underlying model.

Parameters

  • train_x (torch.Tensor) – Inputs.

  • train_y (torch.LongTensor) – Responses.

  • warmstart_hyperparams (bool) – Whether to reuse the previous hyperparameters (True) or fit from scratch (False). Defaults to False.

  • warmstart_induc (bool) – Whether to reuse the previous inducing points or fit from scratch (False). Defaults to False.

Return type

None

sample(x, num_samples)[source]

Sample from underlying model.

Parameters

  • x (torch.Tensor) – Points at which to sample.

  • num_samples (int, optional) – Number of samples to return. Defaults to None.

  • ignored (kwargs are) –

Returns

Posterior samples [num_samples x dim]

Return type

torch.Tensor

predict(x, probability_space=False)[source]

Query the model for posterior mean and variance.

Parameters

  • x (torch.Tensor) – Points at which to predict from the model.

  • probability_space (bool, optional) – Return outputs in units of response probability instead of latent function value. Defaults to False.

Returns

Posterior mean and variance at queries points.

Return type

Tuple[np.ndarray, np.ndarray]

update(train_x, train_y)[source]

Perform a warm-start update of the model from previous fit.

Parameters

  • train_x (torch.Tensor) –

  • train_y (torch.Tensor) –

forward(x)[source]

Evaluate GP

Parameters

x (torch.Tensor) – Tensor of points at which GP should be evaluated.

Returns

Distribution object

holding mean and covariance at x.

Return type

gpytorch.distributions.MultivariateNormal

training: bool
class aepsych.models.MonotonicRejectionGP(monotonic_idxs, lb, ub, dim=None, mean_module=None, covar_module=None, likelihood=None, fixed_prior_mean=None, num_induc=25, num_samples=250, num_rejection_samples=5000)[source]

Bases: aepsych.models.base.AEPsychMixin, gpytorch.models.approximate_gp.ApproximateGP, botorch.models.gpytorch.GPyTorchModel

A monotonic GP using rejection sampling.

This takes the same insight as in e.g. Riihimäki & Vehtari 2010 (that the derivative of a GP is likewise a GP) but instead of approximately optimizing the likelihood of the model using EP, we optimize an unconstrained model by VI and then draw monotonic samples by rejection sampling.

References

Riihimäki, J., & Vehtari, A. (2010). Gaussian processes with monotonicity information.

Journal of Machine Learning Research, 9, 645–652.

Initialize MonotonicRejectionGP.

Parameters

  • likelihood (str) – Link function and likelihood. Can be ‘probit-bernoulli’ or ‘identity-gaussian’.

  • monotonic_idxs (List[int]) – List of which columns of x should be given monotonicity

  • constraints. –

  • fixed_prior_mean (Optional[float], optional) – Fixed prior mean. If classification, should be the prior

  • probability (classification) –

  • covar_module (Optional[Kernel], optional) – Covariance kernel to use (default: scaled RBF).

  • mean_module (Optional[Mean], optional) – Mean module to use (default: constant mean).

  • num_induc (int, optional) – Number of inducing points for variational GP.]. Defaults to 25.

  • num_samples (int, optional) – Number of samples for estimating posterior on preDict or

  • 250. (acquisition function evaluation. Defaults to) –

  • num_rejection_samples (int, optional) – Number of samples used for rejection sampling. Defaults to 4096.

  • acqf (MonotonicMCAcquisition, optional) – Acquisition function to use for querying points. Defaults to MonotonicMCLSE.

  • objective (Optional[MCAcquisitionObjective], optional) – Transformation of GP to apply before computing acquisition function. Defaults to identity transform for gaussian likelihood, probit transform for probit-bernoulli.

  • extra_acqf_args (Optional[Dict[str, object]], optional) – Additional arguments to pass into the acquisition function. Defaults to None.

  • lb (Union[np.ndarray, torch.Tensor]) –

  • ub (Union[np.ndarray, torch.Tensor]) –

  • dim (Optional[int]) –

Return type

None

outcome_type = 'single_probit'
fit(train_x, train_y)[source]

Fit the model

Parameters

  • train_x (Tensor) – Training x points

  • train_y (Tensor) – Training y points. Should be (n x 1).

Return type

None

update(train_x, train_y, warmstart=True)[source]

Update the model with new data.

Expects the full set of data, not the incremental new data.

Parameters

  • train_x (Tensor) – Train X.

  • train_y (Tensor) – Train Y. Should be (n x 1).

  • warmstart (bool) – If True, warm-start model fitting with current parameters.

Return type

None

sample(X, num_samples=None, num_rejection_samples=None)[source]

Sample from monotonic GP

Parameters

  • X (Tensor) – tensor of n points at which to sample

  • num_samples (int, optional) – how many points to sample (default: self.num_samples)

  • num_rejection_samples (Optional[int]) –

Return type

torch.Tensor

Returns: a Tensor of shape [n_samp, n]

predict(X, probability_space=False)[source]

Predict

Parameters

  • X (torch.Tensor) – tensor of n points at which to predict.

  • probability_space (bool) –

Return type

Tuple[torch.Tensor, torch.Tensor]

Returns: tuple (f, var) where f is (n,) and var is (n,)

classmethod from_config(config)[source]
Parameters

config (aepsych.config.Config) –

Return type

aepsych.models.monotonic_rejection_gp.MonotonicRejectionGP

forward(x)[source]

Evaluate GP

Parameters

x (torch.Tensor) – Tensor of points at which GP should be evaluated.

Returns

Distribution object

holding mean and covariance at x.

Return type

gpytorch.distributions.MultivariateNormal

training: bool