fathom 0.1.0

Sign up to get free protection for your applications and to get access to all the features.
Files changed (47) hide show
  1. data/.bundle/config +2 -0
  2. data/.document +5 -0
  3. data/.gitignore +5 -0
  4. data/.rspec +1 -0
  5. data/Gemfile +5 -0
  6. data/Gemfile.lock +30 -0
  7. data/LICENSE +20 -0
  8. data/README.md +176 -0
  9. data/Rakefile +50 -0
  10. data/VERSION +1 -0
  11. data/autotest/discover.rb +1 -0
  12. data/lib/fathom.rb +68 -0
  13. data/lib/fathom/archive/conditional_probability_matrix.rb +116 -0
  14. data/lib/fathom/archive/n2.rb +198 -0
  15. data/lib/fathom/archive/n3.rb +119 -0
  16. data/lib/fathom/archive/node.rb +74 -0
  17. data/lib/fathom/archive/noodle.rb +136 -0
  18. data/lib/fathom/archive/scratch.rb +45 -0
  19. data/lib/fathom/basic_node.rb +8 -0
  20. data/lib/fathom/causal_graph.rb +12 -0
  21. data/lib/fathom/combined_plausibilities.rb +12 -0
  22. data/lib/fathom/concept.rb +83 -0
  23. data/lib/fathom/data_node.rb +51 -0
  24. data/lib/fathom/import.rb +68 -0
  25. data/lib/fathom/import/csv_import.rb +60 -0
  26. data/lib/fathom/import/yaml_import.rb +53 -0
  27. data/lib/fathom/inverter.rb +21 -0
  28. data/lib/fathom/knowledge_base.rb +23 -0
  29. data/lib/fathom/monte_carlo_set.rb +76 -0
  30. data/lib/fathom/node_utilities.rb +8 -0
  31. data/lib/fathom/plausible_range.rb +82 -0
  32. data/lib/fathom/value_aggregator.rb +11 -0
  33. data/lib/fathom/value_description.rb +79 -0
  34. data/lib/fathom/value_multiplier.rb +18 -0
  35. data/lib/options_hash.rb +186 -0
  36. data/spec/fathom/data_node_spec.rb +61 -0
  37. data/spec/fathom/import/csv_import_spec.rb +36 -0
  38. data/spec/fathom/import/yaml_import_spec.rb +40 -0
  39. data/spec/fathom/import_spec.rb +22 -0
  40. data/spec/fathom/knowledge_base_spec.rb +16 -0
  41. data/spec/fathom/monte_carlo_set_spec.rb +58 -0
  42. data/spec/fathom/plausible_range_spec.rb +130 -0
  43. data/spec/fathom/value_description_spec.rb +70 -0
  44. data/spec/fathom_spec.rb +8 -0
  45. data/spec/spec_helper.rb +13 -0
  46. data/spec/support/demo.yml +17 -0
  47. metadata +135 -0
@@ -0,0 +1,198 @@
1
+
2
+
3
+ =begin
4
+ Some noodling about what a node might contain in order to describe the joint probabilities.
5
+ =end
6
+ class Node
7
+
8
+ attr_reader :variable, :parents
9
+ def initialize(variable, *parents)
10
+ @variable = Variable.infer(variable)
11
+ raise ArgumentError, "A valid variable cannot be implied from #{variable}" unless @variable
12
+ @parents = parents
13
+ end
14
+
15
+ def name
16
+ self.variable.name
17
+ end
18
+
19
+ def inspect
20
+ "Node: #{self.name} #{ self.parents.map{|p| p.name}.inspect }"
21
+ end
22
+
23
+ class << self
24
+ def infer(obj, *parents)
25
+ return obj if obj.is_a?(Node)
26
+
27
+ end
28
+ end
29
+ end
30
+
31
+ class Variable
32
+
33
+ attr_reader :values, :name, :observations, :total
34
+
35
+ def initialize(name, *values)
36
+ values = [true, false] if values.empty?
37
+ @name = name
38
+ @values = values
39
+ @observations = Array.new(@values.size, 0)
40
+ @total = 0
41
+ end
42
+
43
+ # You can observe anything but nothing: we record any observation but nil.
44
+ # If nil is set, we use the first value as the default.
45
+ def observe(value=nil)
46
+ value = self.values.first if value.nil?
47
+ unless self.values.include?(value)
48
+ self.values << value
49
+ self.observations << 0
50
+ end
51
+ index = self.values.index(value)
52
+ self.observations[index] += 1
53
+ @total += 1
54
+ end
55
+
56
+ # Lookup observations
57
+ def observed(value)
58
+ index = self.values.index(value)
59
+ return 0 unless index
60
+ self.observations[index]
61
+ end
62
+
63
+ def inspect
64
+ "Variable: #{self.name} #{self.values.inspect}"
65
+ end
66
+
67
+ class << self
68
+ def infer(obj, *values)
69
+ return obj if obj.is_a?(Variable)
70
+ case obj
71
+ when Symbol
72
+ Variable.new(obj, *values)
73
+ when String
74
+ Variable.new(obj.to_sym, *values)
75
+ else
76
+ nil
77
+ end
78
+ end
79
+
80
+ end
81
+ end
82
+
83
+ require 'rubygems'
84
+ require 'spec'
85
+
86
+ describe Variable do
87
+
88
+ before do
89
+ @v = Variable.new(:v1)
90
+ end
91
+
92
+ it "should require a name" do
93
+ lambda{Variable.new}.should raise_error(ArgumentError)
94
+ lambda{@v = Variable.new(:name)}.should_not raise_error
95
+ @v.name.should eql(:name)
96
+ end
97
+
98
+ it "should default to true and false as parameter values" do
99
+ v = Variable.new(:v)
100
+ v.values.should eql([true, false])
101
+ end
102
+
103
+ it "should be able to take a variables parameters" do
104
+ v = Variable.new :v, :red, :blue, :green
105
+ v.values.should eql([:red, :blue, :green])
106
+ end
107
+
108
+ it "should be able to infer a variable from a variable" do
109
+ v = Variable.new(:v)
110
+ Variable.infer(v).should eql(v)
111
+ end
112
+
113
+ it "should be able to infer a variable from a symbol" do
114
+ v = Variable.infer(:v)
115
+ v.should be_a(Variable)
116
+ v.name.should eql(:v)
117
+ end
118
+
119
+ it "should be able to infer a variable from a string" do
120
+ v = Variable.infer('v')
121
+ v.should be_a(Variable)
122
+ v.name.should eql(:v)
123
+ end
124
+
125
+ it "should be able to infer values from a list" do
126
+ v = Variable.infer :v, 1, 2
127
+ v.values.should eql([1,2])
128
+ end
129
+
130
+ it "should start with zero observations" do
131
+ @v.total.should eql(0)
132
+ end
133
+
134
+ it "should increment observations" do
135
+ @v.observe
136
+ @v.total.should eql(1)
137
+ @v.observe
138
+ @v.total.should eql(2)
139
+ end
140
+
141
+ it "should record observations" do
142
+ @v.observe(true)
143
+ @v.total.should eql(1)
144
+ @v.observed(true).should eql(1)
145
+ @v.observed(false).should eql(0)
146
+ @v.observe(false)
147
+ @v.total.should eql(2)
148
+ @v.observed(true).should eql(1)
149
+ @v.observed(false).should eql(1)
150
+ end
151
+
152
+ end
153
+
154
+ describe Node do
155
+
156
+ before do
157
+ @season = Variable.new(:season, :spring, :summer, :fall, :winter)
158
+ @x1 = Node.new(@season)
159
+ @x2 = Node.new(:rain, @x1)
160
+ @x3 = Node.new(:sprinkler, @x1)
161
+ @x4 = Node.new(:wet, @x3, @x2)
162
+ @x5 = Node.new(:slippery, @x4)
163
+ end
164
+
165
+ it "should infer a variable for the node" do
166
+ v = Variable.new(:v)
167
+ n = Node.new(v)
168
+ n.variable.should eql(v)
169
+
170
+ n = Node.new(:v)
171
+ v = n.variable
172
+ v.should be_a(Variable)
173
+ v.name.should eql(:v)
174
+ end
175
+
176
+ it "should raise an error when it cannot infer a variable for the node" do
177
+ lambda{Node.new(1)}.should raise_error(ArgumentError, /A valid variable cannot be implied from/)
178
+ end
179
+
180
+ it "should be able to create a node with parents" do
181
+ @x1.parents.should be_empty
182
+ @x2.parents.should eql([@x1])
183
+ @x3.parents.should eql([@x1])
184
+ @x4.parents.should eql([@x3, @x2])
185
+ @x5.parents.should eql([@x4])
186
+ end
187
+
188
+ # it "should be able to infer a node" do
189
+ # n = Node.infer(:v1, :v2)
190
+ # n.name.should eql(:v1)
191
+ # n.variable.name.should eql(:v1)
192
+ # n.variable.should be_a(Variable)
193
+ # n.parents.size.should eql(1)
194
+ # p = n.parents.first
195
+ # p.name.should eql(:v2)
196
+ # p.should be_a(Variable)
197
+ # end
198
+ end
@@ -0,0 +1,119 @@
1
+ class Array
2
+ def expand(array)
3
+ return array.map{|e| [e]} if self.empty?
4
+ array.inject([]) do |list, other_e|
5
+ self.each do |e|
6
+ list << [e,other_e].flatten
7
+ end
8
+ list
9
+ end
10
+ end
11
+ end
12
+
13
+ class Variable
14
+
15
+ attr_reader :values, :name, :observations, :total
16
+
17
+ def initialize(name, *values)
18
+ values = [true, false] if values.empty?
19
+ @name = name
20
+ @values = values
21
+ @observations = Array.new(@values.size, 0)
22
+ @total = 0
23
+ end
24
+
25
+ # You can observe anything but nothing: we record any observation but nil.
26
+ # If nil is set, we use the first value as the default.
27
+ def observe(value=nil)
28
+ value = self.values.first if value.nil?
29
+ unless self.values.include?(value)
30
+ self.values << value
31
+ self.observations << 0
32
+ end
33
+ index = self.values.index(value)
34
+ self.observations[index] += 1
35
+ @total += 1
36
+ end
37
+
38
+ # Lookup observations
39
+ def observed(value)
40
+ index = self.values.index(value)
41
+ return 0 unless index
42
+ self.observations[index]
43
+ end
44
+
45
+ def inspect
46
+ "Variable: #{self.name} #{self.values.inspect}"
47
+ end
48
+
49
+ class << self
50
+ def infer(obj, *values)
51
+ return obj if obj.is_a?(Variable)
52
+ case obj
53
+ when Symbol
54
+ Variable.new(obj, *values)
55
+ when String
56
+ Variable.new(obj.to_sym, *values)
57
+ else
58
+ nil
59
+ end
60
+ end
61
+
62
+ end
63
+ end
64
+
65
+ class Table
66
+
67
+ attr_reader :columns, :variables, :legend
68
+ def initialize(*variables)
69
+ @columns = variables.map {|v| v.name}
70
+ @variables = variables
71
+ @legend = @variables.inject([]) do |list, e|
72
+ list = list.expand(e)
73
+ end
74
+ end
75
+
76
+ protected
77
+ def lookup()
78
+ end
79
+ end
80
+
81
+ class Node
82
+ def initialize(name, *parents)
83
+ end
84
+
85
+ # Take an array, array of arrays, dictionary, hash, or OpenStruct.
86
+ # Anything but an array can add a new parent to observe.
87
+ def observe(values)
88
+ end
89
+ end
90
+
91
+ require 'rubygems'
92
+ require 'spec'
93
+
94
+ =begin
95
+ variables = [[:spring, :summer, :fall, :winter], [:true, :false], [:true, :false], [:true, :false]]
96
+
97
+ @all = []
98
+ (0...variables.size).each do |i|
99
+ @all << variables.inject([]) do |list, v|
100
+ list << (0...v.size).map do |j|
101
+ variables[i][j]
102
+ end
103
+ end
104
+ end
105
+
106
+ @all
107
+
108
+
109
+ v1 = [:spring, :summer, :fall, :winter]
110
+ v2 = [:true, :false]
111
+ a = [v1, v2]
112
+ b = []
113
+ a.each do |e|
114
+ b << e
115
+ end
116
+
117
+
118
+
119
+ =end
@@ -0,0 +1,74 @@
1
+ require 'rubygems'
2
+ require 'gsl'
3
+
4
+ include GSL
5
+
6
+ class Node
7
+
8
+ attr_reader :name, :labels, :probabilities, :likelihood
9
+
10
+ def initialize(*args)
11
+ @name = args.shift
12
+ raise ArgumentError, "Must provide a node name" unless self.name
13
+ if args.empty?
14
+ extract_from_array([:true, :false])
15
+ elsif args.length == 1 and args.first.is_a?(Hash)
16
+ extract_from_hash(args.first)
17
+ elsif args.length == 1 and args.first.is_a?(Array)
18
+ extract_from_array(args.first)
19
+ else
20
+ extract_from_array(args)
21
+ end
22
+ assert_likelihood
23
+ end
24
+
25
+ def inspect
26
+ "Node: #{self.labels.inspect} #{self.probabilities.inspect}"
27
+ end
28
+
29
+ def belief
30
+ probabilities * likelihood
31
+ end
32
+
33
+ alias :b :belief
34
+ alias :l :likelihood
35
+ alias :p :probabilities
36
+
37
+ protected
38
+
39
+ def assert_likelihood
40
+ @likelihood = Vector.ary_to_gv(Array.new(@probabilities.size, 1))
41
+ end
42
+
43
+ def extract_from_array(array)
44
+ @labels = array
45
+ @probabilities = Vector.ary_to_gv(uniform_distribution(array.size))
46
+ end
47
+
48
+ def uniform_distribution(n)
49
+ Array.new(n, 1/n.to_f)
50
+ end
51
+
52
+ def extract_from_hash(hash)
53
+ @labels, probabilities = [], []
54
+ hash.each do |k, v|
55
+ @labels << k
56
+ probabilities << v
57
+ end
58
+ @probabilities = Vector.ary_to_gv(probabilities)
59
+ normalize_probabilities!
60
+ end
61
+
62
+ # I don't like GSL::Vector#normalize!, it's not accurate, or has a different
63
+ # idea of what a normalized vector looks like.
64
+ def normalize_probabilities!
65
+ sum = 0.0
66
+ @probabilities.each do |value|
67
+ sum += value
68
+ end
69
+ @probabilities.map! do |value|
70
+ value.to_f / sum
71
+ end
72
+ end
73
+
74
+ end
@@ -0,0 +1,136 @@
1
+ =begin
2
+ I want to noodle around a bit with basic probabilities, odds, that sort of thing. Here's the example:
3
+
4
+ Upon being awakened by the sound of a burglar alary, what is your degree of belief that a burglary attempt took place?
5
+
6
+ Supporting information:
7
+
8
+ * There is a 95% chance that an attempted burglary will trigger the alarm system, P(alarm|burglary) = 95%
9
+ * There is a 1% chance that the alarms will be triggered by non-burglary attempts, p(alarm|no burglary) = 1%
10
+ * There is a 1/10_000 chance of a particular home being burglarized, generally, P(burglary) = 10^-4
11
+
12
+ O(burglary|alarm) = L(alarm|burglary)O(burglary)
13
+
14
+ P(burglary|alarm) = O(burglary|alarm) / 1 + O(burglary|alarm)
15
+
16
+ =end
17
+
18
+ require 'mathn'
19
+
20
+ def likelihood(effect, cause)
21
+ effect / cause
22
+ end
23
+ alias :l :likelihood
24
+
25
+ def odds(effect, cause=nil)
26
+ cause ? ( likelihood(cause, effect) * odds(effect) ) : (effect / (1 - effect))
27
+ end
28
+ alias :o :odds
29
+
30
+ # The same as the odds above, but only in the case of a single hypothesis
31
+ def prior_odds(e)
32
+ e / ( 1 - e )
33
+ end
34
+
35
+ def likelihood_ratio(e, h)
36
+ p(e,h) / p(e, 1 - h)
37
+ end
38
+
39
+ def probability(e, h)
40
+ (e * h) / h
41
+ end
42
+
43
+ def product_rule(*e)
44
+ end
45
+ alias :p :probability
46
+
47
+ class Array
48
+
49
+ def givens
50
+ @givens ||= {}
51
+ end
52
+
53
+ def give(sym, array=Array.new(self.size, 1/self.size))
54
+ self.givens[sym] = array
55
+ end
56
+
57
+ def given(sym, index)
58
+ self.givens[sym][index]
59
+ end
60
+ end
61
+
62
+ =begin
63
+ Since Rational is the automatic choice for probabilistic data,
64
+ and since I don't want to override how mathn infers numbers,
65
+ I am adding some baggage to Rational:
66
+
67
+ * It still reduces to the LCD
68
+ * It keeps track of all events,
69
+ so that I can keep a new event proportional to old ones
70
+ * It has an add_event (add) which takes a true or false value
71
+ true values, records that a condition was found
72
+
73
+ This really only works for binary data, but this is a noodle file.
74
+
75
+ =end
76
+ class Rational < Numeric
77
+ class << self
78
+ alias :orig_reduce :reduce
79
+ def reduce(num, den=1)
80
+ val = orig_reduce(num, den)
81
+ val.total_events = den
82
+ val.positive_events = num
83
+ val
84
+ end
85
+ end
86
+
87
+ def total_events(val=nil)
88
+ @total_events ||= 0
89
+ @total_events = val if val
90
+ @total_events
91
+ end
92
+ alias :events :total_events
93
+ alias :total :total_events
94
+
95
+ def total_events=(val)
96
+ total_events(val)
97
+ end
98
+
99
+ def positive_events(val=nil)
100
+ @positive_events ||= 0
101
+ @positive_events = val if val
102
+ @positive_events
103
+ end
104
+ alias :positive :positive_events
105
+
106
+ def positive_events=(val)
107
+ positive_events(val)
108
+ end
109
+
110
+ # Uses the Rational constructor to calculate the lowest common denominator
111
+ def add_event(positive=true)
112
+ num = positive ? self.positive_events + 1 : self.positive_events
113
+ den = self.total_events + 1
114
+ other = Rational(num, den)
115
+ @numerator, @denominator, @positive_events, @total_events = other.numerator, other.denominator, num, den
116
+ self
117
+ end
118
+ alias :add :add_event
119
+ end
120
+
121
+
122
+ class A
123
+ class << self
124
+ include GSL
125
+
126
+ def r
127
+ @r ||= Rng.alloc
128
+ end
129
+
130
+ def pdf
131
+ r = self.r.gaussian
132
+ pdf = Ran.gaussian_pdf(r)
133
+ puts r, pdf
134
+ end
135
+ end
136
+ end