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simplify simulation 02.

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Nathan TeBlunthuis 2022-08-11 17:34:56 -07:00
parent 27a3849d5d
commit 2cd447c327
1 changed files with 27 additions and 75 deletions
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102
simulations/02_indep_differential.R
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@ -31,7 +31,7 @@ source("simulation_base.R")
## one way to do it is by adding correlation to x.obs and y that isn't in w.
## in other words, the model is missing an important feature of x.obs that's related to y.
simulate_data <- function(N, m, B0, Bxy, Bzx, Bzy, seed, y_explained_variance=0.025, prediction_accuracy=0.73, accuracy_imbalance_difference=0.3){
simulate_data <- function(N, m, B0, Bxy, Bzx, Bzy, seed, y_explained_variance=0.025, prediction_accuracy=0.73, y_bias=-0.8){
set.seed(seed)
# make w and y dependent
z <- rbinom(N, 1, 0.5)
@ -49,107 +49,59 @@ simulate_data <- function(N, m, B0, Bxy, Bzx, Bzy, seed, y_explained_variance=0.
df <- df[, x.obs := x]
}
## px <- mean(x)
## accuracy_imbalance_ratio <- (prediction_accuracy + accuracy_imbalance_difference/2) / (prediction_accuracy - accuracy_imbalance_difference/2)
## probablity of an error is correlated with y
p.correct <- plogis(y_bias*scale(y) + qlogis(prediction_accuracy))
## # this works because of conditional probability
## accuracy_x0 <- prediction_accuracy / (px*(accuracy_imbalance_ratio) + (1-px))
## accuracy_x1 <- accuracy_imbalance_ratio * accuracy_x0
acc.x0 <- p.correct[df[,x==0]]
acc.x1 <- p.correct[df[,x==1]]
## x0 <- df[x==0]$x
## x1 <- df[x==1]$x
## nx1 <- nrow(df[x==1])
## nx0 <- nrow(df[x==0])
df[x==0,w:=rlogis(.N,qlogis(1-acc.x0))]
df[x==1,w:=rlogis(.N,qlogis(acc.x1))]
## yx0 <- df[x==0]$y
## yx1 <- df[x==1]$y
# tranform yz0.1 into a logistic distribution with mean accuracy_z0
## acc.x0 <- plogis(0.5*scale(yx0) + qlogis(accuracy_x0))
## acc.x1 <- plogis(1.5*scale(yx1) + qlogis(accuracy_x1))
df[,w_pred := as.integer(w>0.5)]
## w0x0 <- (1-x0)**2 + (-1)**(1-x0) * acc.x0
## w0x1 <- (1-x1)**2 + (-1)**(1-x1) * acc.x1
pz <- mean(z)
accuracy_imbalance_ratio <- (prediction_accuracy + accuracy_imbalance_difference/2) / (prediction_accuracy - accuracy_imbalance_difference/2)
# this works because of conditional probability
accuracy_z0 <- prediction_accuracy / (pz*(accuracy_imbalance_ratio) + (1-pz))
accuracy_z1 <- accuracy_imbalance_ratio * accuracy_z0
z0x0 <- df[(z==0) & (x==0)]$x
z0x1 <- df[(z==0) & (x==1)]$x
z1x0 <- df[(z==1) & (x==0)]$x
z1x1 <- df[(z==1) & (x==1)]$x
yz0x0 <- df[(z==0) & (x==0)]$y
yz0x1 <- df[(z==0) & (x==1)]$y
yz1x0 <- df[(z==1) & (x==0)]$y
yz1x1 <- df[(z==1) & (x==1)]$y
nz0x0 <- nrow(df[(z==0) & (x==0)])
nz0x1 <- nrow(df[(z==0) & (x==1)])
nz1x0 <- nrow(df[(z==1) & (x==0)])
nz1x1 <- nrow(df[(z==1) & (x==1)])
yz1 <- df[z==1]$y
yz1 <- df[z==1]$y
# tranform yz0.1 into a logistic distribution with mean accuracy_z0
acc.z0x0 <- plogis(0.5*scale(yz0x0) + qlogis(accuracy_z0))
acc.z0x1 <- plogis(0.5*scale(yz0x1) + qlogis(accuracy_z0))
acc.z1x0 <- plogis(1.5*scale(yz1x0) + qlogis(accuracy_z1))
acc.z1x1 <- plogis(1.5*scale(yz1x1) + qlogis(accuracy_z1))
w0z0x0 <- (1-z0x0)**2 + (-1)**(1-z0x0) * acc.z0x0
w0z0x1 <- (1-z0x1)**2 + (-1)**(1-z0x1) * acc.z0x1
w0z1x0 <- (1-z1x0)**2 + (-1)**(1-z1x0) * acc.z1x0
w0z1x1 <- (1-z1x1)**2 + (-1)**(1-z1x1) * acc.z1x1
##perrorz0 <- w0z0*(pyz0)
##perrorz1 <- w0z1*(pyz1)
w0z0x0.noisy.odds <- rlogis(nz0x0,qlogis(w0z0x0))
w0z0x1.noisy.odds <- rlogis(nz0x1,qlogis(w0z0x1))
w0z1x0.noisy.odds <- rlogis(nz1x0,qlogis(w0z1x0))
w0z1x1.noisy.odds <- rlogis(nz1x1,qlogis(w0z1x1))
df[(z==0)&(x==0),w:=plogis(w0z0x0.noisy.odds)]
df[(z==0)&(x==1),w:=plogis(w0z0x1.noisy.odds)]
df[(z==1)&(x==0),w:=plogis(w0z1x0.noisy.odds)]
df[(z==1)&(x==1),w:=plogis(w0z1x1.noisy.odds)]
df[,w_pred:=as.integer(w > 0.5)]
print(mean(df[z==0]$x == df[z==0]$w_pred))
print(mean(df[z==1]$x == df[z==1]$w_pred))
print(mean(df$w_pred == df$x))
print(mean(df[y>=0]$w_pred == df[y>=0]$x))
print(mean(df[y<=0]$w_pred == df[y<=0]$x))
return(df)
}
parser <- arg_parser("Simulate data and fit corrected models")
parser <- add_argument(parser, "--N", default=1400, help="number of observations of w")
parser <- add_argument(parser, "--N", default=1000, help="number of observations of w")
parser <- add_argument(parser, "--m", default=500, help="m the number of ground truth observations")
parser <- add_argument(parser, "--seed", default=50, help='seed for the rng')
parser <- add_argument(parser, "--seed", default=51, help='seed for the rng')
parser <- add_argument(parser, "--outfile", help='output file', default='example_2.feather')
parser <- add_argument(parser, "--y_explained_variance", help='what proportion of the variance of y can be explained?', default=0.01)
parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is the predictive model?', default=0.73)
parser <- add_argument(parser, "--accuracy_imbalance_difference", help='how much more accurate is the predictive model for one class than the other?', default=0.3)
parser <- add_argument(parser, "--Bzx", help='Effect of z on x', default=0.3)
parser <- add_argument(parser, "--Bzy", help='Effect of z on y', default=-0.3)
parser <- add_argument(parser, "--Bxy", help='Effect of z on y', default=0.3)
parser <- add_argument(parser, "--proxy_formula", help='formula for the proxy variable', default="w_pred~x*y")
parser <- add_argument(parser, "--y_bias", help='coefficient of y on the probability a classification is correct', default=-0.75)
args <- parse_args(parser)
B0 <- 0
Bxy <- 0.3
Bxy <- args$Bxy
Bzy <- args$Bzy
Bzx <- args$Bzx
if(args$m < args$N){
df <- simulate_data(args$N, args$m, B0, Bxy, args$Bzx, Bzy, args$seed, args$y_explained_variance, args$prediction_accuracy, args$accuracy_imbalance_difference)
result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy, Bzx=args$Bzx, 'Bzy'=Bzy, 'seed'=args$seed, 'y_explained_variance'=args$y_explained_variance, 'prediction_accuracy'=args$prediction_accuracy, 'accuracy_imbalance_difference'=args$accuracy_imbalance_difference, error='')
df <- simulate_data(args$N, args$m, B0, Bxy, Bzx, Bzy, args$seed, args$y_explained_variance, args$prediction_accuracy, y_bias=args$y_bias)
outline <- run_simulation(df, result, outcome_formula=y~x+z, proxy_formula=w_pred~x+z+y+x:y, truth_formula=x~z)
## df.pc <- df[,.(x,y,z,w_pred)]
## # df.pc <- df.pc[,err:=x-w_pred]
## pc.df <- pc(suffStat=list(C=cor(df.pc),n=nrow(df.pc)),indepTest=gaussCItest,labels=names(df.pc),alpha=0.05)
## plot(pc.df)
result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy, Bzx=args$Bzx, 'Bzy'=Bzy, 'seed'=args$seed, 'y_explained_variance'=args$y_explained_variance, 'prediction_accuracy'=args$prediction_accuracy, 'accuracy_imbalance_difference'=args$accuracy_imbalance_difference, 'y_bias'=args$y_bias,error='')
outline <- run_simulation(df, result, outcome_formula=y~x+z, proxy_formula=as.formula(args$proxy_formula), truth_formula=x~z)
outfile_lock <- lock(paste0(args$outfile, '_lock'),exclusive=TRUE)
if(file.exists(args$outfile)){