runBayesFit | R Documentation |
"runBayesFit" defines the prior function and runs the BayesFit estimation
runBayesFit(opts)
opts |
list with entries as explained below. Options set – defines the problem and sets some parameters to control the MCMC algorithm. model: List of model parameters - to estimate. The parameter objects must each have a 'value' attribute containing the parameter's numerical value. estimate_params: list. List of parameters to estimate, all of which must also be listed in 'options$model$parameters'. initial_values: list of float, optional. Starting values for parameters to estimate. If omitted, will use the nominal values from 'options$model$parameters' step_fn: callable f(output), optional. User callback, called on every MCMC iteration. likelihood_fn: callable f(output, position). User likelihood function. prior_fn: callable f(output, position), optional. User prior function. If omitted, a flat prior will be used. nsteps: int. Number of MCMC iterations to perform. use_hessian: logical, optional. Wheter to use the Hessian to guide the walk. Defaults to FALSE. rtol: float or list of float, optional. Relative tolerance for ode solver. atol: float or list of float, optional. Absolute tolerance for ode solver. norm_step_size: float, optional. MCMC step size. Defaults to a reasonable value. hessian_period: int, optional. Number of MCMC steps between Hessian recalculations. Defaults to a reasonable but fairly large value, as Hessian calculation is expensive. hessian_scale: float, optional. Scaling factor used in generating Hessian-guided steps. Defaults to a reasonable value. sigma_adj_interval: int, optional. How often to adjust 'output$sig_value' while annealing to meet 'accept_rate_target'. Defaults to a reasonable value. anneal_length: int, optional. Length of initial "burn-in" annealing period. Defaults to 10 'nsteps', or if 'use_hessian' is TRUE, to 'hessian_period' (i.e. anneal until first hessian is calculated) T_init: float, optional. Initial temperature for annealing. Defaults to a resonable value. accept_rate_target: float, optional. Desired acceptance rate during annealing. Defaults to a reasonable value. See also 'sigma_adj_interval' above. sigma_max: float, optional. Maximum value for 'output$sig_value'. Defaults to a resonable value. sigma_min: float, optional. Minimum value for 'output$sig_value'. Defaults to a resonable value. sigma_step: float, optional. Increment for 'output$sig_value' adjustments. Defaults to a resonable value. To eliminate adaptive step size, set sigma_step to 1. thermo_temp: float in the range [0,1], optional. Temperature for thermodynamic integration support. Used to scale likelihood when calculating the posterior value. Defaults to 1, i.e. no effect. |
The output after the optimisation is finished - a list with entries as explained in 'Arguments'.
data("simpleExample", package="MEIGOR")
initial_pars = createLBodeContPars(model, LB_n=1, LB_k=0.1, LB_tau=0.01, UB_n=5, UB_k=0.9, UB_tau=10, random=TRUE)
simData = plotLBodeFitness(cnolist, model, initial_pars, reltol=1e-05, atol=1e-03, maxStepSize=0.01)
f_bayesFit <- function(position, params=initial_pars, exp_var=opts$exp_var) {
# convert from log
params$parValues = 10^position
ysim = getLBodeDataSim(cnolist=cnolist, model=model,
ode_parameters=params)
data_as_vec = unlist(cnolist$valueSignals)
sim_as_vec = unlist(ysim)
# set nan (NAs) to 0
sim_as_vec[is.na(sim_as_vec)] = 0
sim_as_vec[is.nan(sim_as_vec)]= 0
return(sum((data_as_vec-sim_as_vec)^2/(2*exp_var^2)))
}
prior_mean = log10(initial_pars$parValues)
prior_var = 10
opts <- list("model"=NULL, "estimate_params"=NULL,"initial_values"=NULL,
"tspan"=NULL, "step_fn"=NULL, "likelihood_fn"=NULL,
"prior_fn"=NULL, "nsteps"=NULL, "use_hessian"=FALSE,
"rtol"=NULL, "atol"=NULL, "norm_step_size"=0.75,
"hessian_period"=25000, "hessian_scale"=0.085,
"sigma_adj_interval"=NULL, "anneal_length"=NULL,
"T_init"=10, "accept_rate_target"=0.3, "sigma_max"=1,
"sigma_min"=0.25, "sigma_step"=0.125, "thermo_temp"=1, "seed"=NULL)
opts$nsteps = 2000
opts$likelihood_fn = f_bayesFit
opts$use_hessian = TRUE
opts$hessian_period = opts$nsteps/10
opts$model = list(parameters=list(name=initial_pars$parNames,
value=initial_pars$parValues))
opts$estimate_params = initial_pars$parValues
opts$exp_var = 0.01
res = runBayesFit(opts)
initial_pars$parValues = cur_params(output=res, options=opts)
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