aimz 0.1.0__tar.gz

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aimz-0.1.0/LICENSE ADDED
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aimz-0.1.0/PKG-INFO ADDED
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+ Metadata-Version: 2.4
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+ Name: aimz
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+ Version: 0.1.0
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+ Summary: Flexible probabilistic impact modeling at scale
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+ Author-email: Eunseop Kim <markean@pm.me>, Jirapat Samranvedhya <jirapat.samranvedhya@lilly.com>
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+ Maintainer-email: Eunseop Kim <markean@pm.me>
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+ License-Expression: Apache-2.0
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+ Project-URL: source, https://github.com/markean/aimz
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+ Classifier: Development Status :: 3 - Alpha
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+ Classifier: Intended Audience :: Science/Research
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+ Classifier: Topic :: Scientific/Engineering
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+ Classifier: Programming Language :: Python :: 3.11
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+ Classifier: Programming Language :: Python :: 3.12
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+ Classifier: Programming Language :: Python :: 3.13
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+ Requires-Python: >=3.11
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+ Description-Content-Type: text/markdown
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+ License-File: LICENSE
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+ Requires-Dist: arviz>=0.21
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+ Requires-Dist: dask>=2025.5
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+ Requires-Dist: jax>=0.5.3
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+ Requires-Dist: jax-dataloader>=0.1.3
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+ Requires-Dist: numpyro>=0.18.0
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+ Requires-Dist: scikit-learn>=1.6.1
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+ Requires-Dist: torch>=2.7
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+ Requires-Dist: tqdm>=4.67
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+ Requires-Dist: xarray>=2025.4
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+ Requires-Dist: zarr<4,>=3
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+ Provides-Extra: dev
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+ Requires-Dist: dill>=0.4.0; extra == "dev"
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+ Requires-Dist: pytest>=8.3; extra == "dev"
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+ Requires-Dist: pytest-cov>=6; extra == "dev"
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+ Provides-Extra: gpu
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+ Requires-Dist: jax[cuda12]>=0.5.3; extra == "gpu"
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+ Requires-Dist: torch>=2.7; extra == "gpu"
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+ Dynamic: license-file
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+
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+ # aimz: Flexible probabilistic impact modeling at scale
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+ [![Python](https://img.shields.io/badge/python-3.11%20%7C%203.12%20%7C%203.13-blue.svg)]()
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+ [![Coverage Status](https://coveralls.io/repos/github/markean/aimz/badge.svg?branch=main)](https://coveralls.io/github/markean/aimz?branch=main)
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+
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+
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+ ## Overview
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+ **aimz** is a Python library for flexible and scalable probabilistic impact modeling to assess the effects of interventions on outcomes of interest.
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+ Designed to work with user-defined models with probabilistic primitives, the library builds on [NumPyro](https://num.pyro.ai/en/stable/), [JAX](https://jax.readthedocs.io/en/latest/), [Xarray](https://xarray.dev/), and [Zarr](https://zarr.readthedocs.io/en/stable/) to enable efficient inference workflows.
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+
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+
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+ ## Features
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+ - An intuitive API that combines ease of use from ML frameworks with the flexibility of probabilistic modeling.
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+ - Scalable computation via parallelism and distributed data processing—no manual orchestration required.
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+ - Variational inference as the primary inference engine, supporting custom optimization strategies and results.
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+ - Support for interventional causal inference for modeling counterfactuals and causal relations.
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+
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+
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+ ## Installation
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+ CPU (default):
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+ ```sh
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+ pip install -U aimz
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+ ```
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+
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+ GPU (NVIDIA, CUDA 12):
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+ ```sh
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+ pip install -U "aimz[gpu]"
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+ ```
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+ This installs `jax[cuda12]` with the version specified by the package. However, to ensure you have the latest compatible version of JAX with CUDA 12, it is recommended to update JAX separately after installation:
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+ ```sh
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+ pip install -U "jax[cuda12]"
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+ ```
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+ Refer to the [JAX installation guide](https://docs.jax.dev/en/latest/installation.html) for up-to-date compatibility and driver requirements.
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+
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+
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+ ## Usage
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+ ### Workflow
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+ 1. Outline the model, considering the data generating process, latent variables, and causal relationships, if any.
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+ 2. Translate the model into a **kernel** (i.e., a function) using NumPyro and JAX.
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+ 3. Integrate the kernel into the provided API to train the model and perform inference.
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+
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+ ### Example 1: Regression Using a scikit-learn-like Workflow
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+ This example demonstrates a simple regression model following a typical ML workflow. The `ImpactModel` class provides `.fit()` for variational inference and posterior sampling, and `.predict()` for posterior predictive sampling. The optional `.cleanup()` removes posterior predictive samples saved as temporary files.
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+ ```python
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+ import jax.numpy as jnp
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+ import numpy as np
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+ import numpyro.distributions as dist
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+ from jax import random
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+ from numpyro import optim, plate, sample
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+ from numpyro.infer import SVI, Trace_ELBO
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+ from numpyro.infer.autoguide import AutoNormal
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+ from sklearn.datasets import fetch_california_housing
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+ from sklearn.model_selection import train_test_split
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+
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+ from aimz.model import ImpactModel
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+
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+ # Load California Housing dataset
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+ housing = fetch_california_housing()
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+ X, y = housing.data, housing.target
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+ X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
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+
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+
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+ # NumPyro model: linear regression
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+ def model(X: np.ndarray, y: np.ndarray | None = None) -> None:
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+ """Bayesian linear regression."""
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+ n_features = X.shape[1]
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+
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+ # Priors for weights, bias, and observation noise
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+ w = sample("w", dist.Normal(jnp.zeros(n_features), jnp.ones(n_features)))
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+ b = sample("b", dist.Normal())
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+ sigma = sample("sigma", dist.Exponential())
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+
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+ # Plate over data
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+ mu = jnp.dot(X, w) + b
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+ with plate("data", X.shape[0]):
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+ sample("y", dist.Normal(mu, sigma), obs=y)
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+
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+
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+ # Wrap with ImpactModel
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+ im = ImpactModel(
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+ model,
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+ rng_key=random.key(42),
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+ vi=SVI(
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+ model,
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+ guide=AutoNormal(model),
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+ optim=optim.Adam(step_size=1e-3),
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+ loss=Trace_ELBO(),
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+ ),
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+ )
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+
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+ # Fit the model: variational inference followed by posterior sampling
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+ im.fit(X_train, y_train)
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+
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+ # Predict on new data using posterior predictive sampling
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+ idata = im.predict(X_test)
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+
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+ # Clean up posterior predictive samples saved to disk during `.predict()`
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+ im.cleanup()
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+ ```
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+ > The `.fit()` step can be skipped if pre-trained variational inference results or posterior samples are available. These can be integrated into the `ImpactModel`, allowing `.predict()` to be available subsequently.
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+
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+ ### Example 2: Causal Network with Confounder
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+ This example illustrates a simple causal network. The variable `Z` has a direct causal effect on the outcome `Y`, while both are influenced by a shared confounder, `C`. An additional variable, `X`, is an observed exogenous factor that influences `Z` but has no direct effect on `Y`.
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+
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+ Our objective is to estimate the causal effect of `Z` (or alternatively `X`) on `Y`, while properly accounting for the confounding influence of `C`. We assume the following generative model for the observed data:
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+
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+ ```python
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+ import jax
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+ import jax.numpy as jnp
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+ import numpyro.distributions as dist
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+ from jax import nn, random
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+ from numpyro import optim, plate, sample
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+ from numpyro.infer import SVI, Trace_ELBO, init_to_feasible
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+ from numpyro.infer.autoguide import AutoNormal
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+
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+ from aimz.model import ImpactModel
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+
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+
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+ # NumPyro model: Z and y are influenced by C and X, with Z mediating part of y
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+ def model(X: jax.Array, C: jax.Array, y: jax.Array | None = None) -> None:
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+ # Observed confounder
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+ c = sample("c", dist.Exponential(), obs=C)
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+
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+ # Priors for coefficients in the structural model
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+ # C -> Z and C -> Y
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+ beta_cz = sample("beta_cz", dist.Normal())
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+ beta_cy = sample("beta_cy", dist.Normal())
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+
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+ # X -> Z and Z -> Y
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+ beta_xz = sample("beta_xz", dist.Normal())
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+ beta_zy = sample("beta_zy", dist.Normal())
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+
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+ # Intercepts
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+ beta_z = sample("beta_z", dist.Normal())
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+ beta_y = sample("beta_y", dist.Normal())
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+
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+ # Observation noise for Z
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+ sigma = sample("sigma", dist.Exponential())
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+
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+ # Plate over data
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+ with plate("data", X.shape[0]):
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+ mu_z = beta_z + beta_cz * c + beta_xz * X.squeeze(axis=1)
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+ z = sample("z", dist.LogNormal(mu_z, sigma))
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+
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+ logits = beta_y + beta_cy * c + beta_zy * z
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+ sample("y", dist.Bernoulli(logits=logits), obs=y)
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+ ```
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+
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+ #### Simulating data under a known structural model
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+ We generate synthetic data consistent with the assumed causal structure:
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+ - `C` is drawn from an exponential distribution.
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+ - `X` is a count variable from a Poisson distribution.
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+ - `Z` is generated as a noisy exponential function of `C` and `X`.
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+ - `Y` is a binary outcome influenced by both `C` and `Z` through a logistic model.
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+
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+ ```python
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+ # Create a pseudo-random number generator key for JAX
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+ rng_key = random.key(42)
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+
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+ # Sample C from an Exponential distribution
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+ rng_key, rng_subkey = random.split(rng_key)
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+ C = random.exponential(rng_subkey, shape=(100,))
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+
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+ # Sample X from a Poisson distribution
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+ rng_key, rng_subkey = random.split(rng_key)
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+ X = random.poisson(rng_subkey, lam=1, shape=(100, 1))
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+
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+ # Generate Z influenced by C and X
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+ rng_key, rng_subkey = random.split(rng_key)
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+ mu_z = -1.0 + 0.5 * C - 1.5 * X.squeeze()
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+ sigma_z = 10.0 # Add substantial noise to reduce correlation between C and Z
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+ Z = jnp.exp(random.normal(rng_subkey, shape=(100,)) * sigma_z + mu_z)
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+
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+ # Generate Y from a logistic regression on C and Z
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+ rng_key, rng_subkey = random.split(rng_key)
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+ logits = -2.0 + 5.0 * C + 0.1 * Z
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+ p = nn.sigmoid(logits)
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+ y = random.bernoulli(rng_subkey, p=p).astype(jnp.int32)
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+ ```
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+
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+ #### Fitting the model and estimating causal effects
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+ We fit the model using stochastic variational inference. Once trained, we perform a counterfactual analysis to isolate the effect of `Z` on `Y`.
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+ - `idata_factual` represents predictions under the factual setting (with observed `Z`).
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+ - `idata_counterfactual` represents predictions under a counterfactual intervention where `Z` is set to zero.
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+ Comparing these two distributions allows us to estimate the causal effect of `Z` on `Y`, adjusted for the influence of `C`.
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+
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+ ```python
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+ # Fit the model with SVI
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+ im = ImpactModel(
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+ model,
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+ rng_key=rng_key,
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+ vi=SVI(
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+ model,
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+ guide=AutoNormal(model, init_loc_fn=init_to_feasible()),
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+ optim=optim.Adam(step_size=1e-3),
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+ loss=Trace_ELBO(),
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+ ),
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+ )
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+ im.fit(X, y, C=C)
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+
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+ # Predict under factual (Z) and counterfactual (zeroed Z) scenarios
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+ idata_factual = im.predict_on_batch(X, C=C, intervention={"z": Z})
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+ idata_counterfactual = im.predict_on_batch(
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+ X,
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+ C=C,
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+ intervention={"z": jnp.zeros_like(Z)},
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+ )
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+
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+ # Estimate causal effect of intervening on Z while conditioning on C
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+ impact = im.estimate_effect(
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+ output_baseline=idata_factual,
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+ output_intervention=idata_counterfactual,
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+ )
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+ ```
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+ > Local latent variable requires `.predict_on_batch()` here. Prefer `.predict()` whenever it is compatible with the model.
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+
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+
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+ ## Getting Help
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+ For feature requests, assistance, or any inquiries, contact maintainers or open an issue/pull request.
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+
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+
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+ ## Contributing
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+ See [CONTRIBUTING.md](CONTRIBUTING.md) to get started.
aimz-0.1.0/README.md ADDED
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+ # aimz: Flexible probabilistic impact modeling at scale
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+ [![Python](https://img.shields.io/badge/python-3.11%20%7C%203.12%20%7C%203.13-blue.svg)]()
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+ [![Coverage Status](https://coveralls.io/repos/github/markean/aimz/badge.svg?branch=main)](https://coveralls.io/github/markean/aimz?branch=main)
4
+
5
+
6
+ ## Overview
7
+ **aimz** is a Python library for flexible and scalable probabilistic impact modeling to assess the effects of interventions on outcomes of interest.
8
+ Designed to work with user-defined models with probabilistic primitives, the library builds on [NumPyro](https://num.pyro.ai/en/stable/), [JAX](https://jax.readthedocs.io/en/latest/), [Xarray](https://xarray.dev/), and [Zarr](https://zarr.readthedocs.io/en/stable/) to enable efficient inference workflows.
9
+
10
+
11
+ ## Features
12
+ - An intuitive API that combines ease of use from ML frameworks with the flexibility of probabilistic modeling.
13
+ - Scalable computation via parallelism and distributed data processing—no manual orchestration required.
14
+ - Variational inference as the primary inference engine, supporting custom optimization strategies and results.
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+ - Support for interventional causal inference for modeling counterfactuals and causal relations.
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+
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+
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+ ## Installation
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+ CPU (default):
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+ ```sh
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+ pip install -U aimz
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+ ```
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+
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+ GPU (NVIDIA, CUDA 12):
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+ ```sh
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+ pip install -U "aimz[gpu]"
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+ ```
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+ This installs `jax[cuda12]` with the version specified by the package. However, to ensure you have the latest compatible version of JAX with CUDA 12, it is recommended to update JAX separately after installation:
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+ ```sh
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+ pip install -U "jax[cuda12]"
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+ ```
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+ Refer to the [JAX installation guide](https://docs.jax.dev/en/latest/installation.html) for up-to-date compatibility and driver requirements.
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+
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+
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+ ## Usage
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+ ### Workflow
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+ 1. Outline the model, considering the data generating process, latent variables, and causal relationships, if any.
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+ 2. Translate the model into a **kernel** (i.e., a function) using NumPyro and JAX.
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+ 3. Integrate the kernel into the provided API to train the model and perform inference.
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+
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+ ### Example 1: Regression Using a scikit-learn-like Workflow
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+ This example demonstrates a simple regression model following a typical ML workflow. The `ImpactModel` class provides `.fit()` for variational inference and posterior sampling, and `.predict()` for posterior predictive sampling. The optional `.cleanup()` removes posterior predictive samples saved as temporary files.
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+ ```python
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+ import jax.numpy as jnp
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+ import numpy as np
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+ import numpyro.distributions as dist
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+ from jax import random
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+ from numpyro import optim, plate, sample
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+ from numpyro.infer import SVI, Trace_ELBO
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+ from numpyro.infer.autoguide import AutoNormal
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+ from sklearn.datasets import fetch_california_housing
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+ from sklearn.model_selection import train_test_split
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+
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+ from aimz.model import ImpactModel
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+
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+ # Load California Housing dataset
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+ housing = fetch_california_housing()
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+ X, y = housing.data, housing.target
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+ X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
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+
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+
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+ # NumPyro model: linear regression
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+ def model(X: np.ndarray, y: np.ndarray | None = None) -> None:
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+ """Bayesian linear regression."""
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+ n_features = X.shape[1]
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+
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+ # Priors for weights, bias, and observation noise
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+ w = sample("w", dist.Normal(jnp.zeros(n_features), jnp.ones(n_features)))
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+ b = sample("b", dist.Normal())
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+ sigma = sample("sigma", dist.Exponential())
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+
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+ # Plate over data
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+ mu = jnp.dot(X, w) + b
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+ with plate("data", X.shape[0]):
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+ sample("y", dist.Normal(mu, sigma), obs=y)
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+
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+
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+ # Wrap with ImpactModel
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+ im = ImpactModel(
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+ model,
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+ rng_key=random.key(42),
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+ vi=SVI(
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+ model,
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+ guide=AutoNormal(model),
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+ optim=optim.Adam(step_size=1e-3),
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+ loss=Trace_ELBO(),
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+ ),
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+ )
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+
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+ # Fit the model: variational inference followed by posterior sampling
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+ im.fit(X_train, y_train)
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+
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+ # Predict on new data using posterior predictive sampling
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+ idata = im.predict(X_test)
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+
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+ # Clean up posterior predictive samples saved to disk during `.predict()`
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+ im.cleanup()
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+ ```
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+ > The `.fit()` step can be skipped if pre-trained variational inference results or posterior samples are available. These can be integrated into the `ImpactModel`, allowing `.predict()` to be available subsequently.
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+
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+ ### Example 2: Causal Network with Confounder
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+ This example illustrates a simple causal network. The variable `Z` has a direct causal effect on the outcome `Y`, while both are influenced by a shared confounder, `C`. An additional variable, `X`, is an observed exogenous factor that influences `Z` but has no direct effect on `Y`.
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+
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+ Our objective is to estimate the causal effect of `Z` (or alternatively `X`) on `Y`, while properly accounting for the confounding influence of `C`. We assume the following generative model for the observed data:
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+
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+ ```python
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+ import jax
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+ import jax.numpy as jnp
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+ import numpyro.distributions as dist
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+ from jax import nn, random
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+ from numpyro import optim, plate, sample
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+ from numpyro.infer import SVI, Trace_ELBO, init_to_feasible
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+ from numpyro.infer.autoguide import AutoNormal
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+
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+ from aimz.model import ImpactModel
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+
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+
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+ # NumPyro model: Z and y are influenced by C and X, with Z mediating part of y
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+ def model(X: jax.Array, C: jax.Array, y: jax.Array | None = None) -> None:
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+ # Observed confounder
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+ c = sample("c", dist.Exponential(), obs=C)
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+
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+ # Priors for coefficients in the structural model
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+ # C -> Z and C -> Y
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+ beta_cz = sample("beta_cz", dist.Normal())
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+ beta_cy = sample("beta_cy", dist.Normal())
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+
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+ # X -> Z and Z -> Y
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+ beta_xz = sample("beta_xz", dist.Normal())
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+ beta_zy = sample("beta_zy", dist.Normal())
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+
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+ # Intercepts
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+ beta_z = sample("beta_z", dist.Normal())
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+ beta_y = sample("beta_y", dist.Normal())
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+
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+ # Observation noise for Z
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+ sigma = sample("sigma", dist.Exponential())
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+
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+ # Plate over data
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+ with plate("data", X.shape[0]):
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+ mu_z = beta_z + beta_cz * c + beta_xz * X.squeeze(axis=1)
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+ z = sample("z", dist.LogNormal(mu_z, sigma))
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+
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+ logits = beta_y + beta_cy * c + beta_zy * z
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+ sample("y", dist.Bernoulli(logits=logits), obs=y)
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+ ```
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+
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+ #### Simulating data under a known structural model
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+ We generate synthetic data consistent with the assumed causal structure:
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+ - `C` is drawn from an exponential distribution.
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+ - `X` is a count variable from a Poisson distribution.
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+ - `Z` is generated as a noisy exponential function of `C` and `X`.
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+ - `Y` is a binary outcome influenced by both `C` and `Z` through a logistic model.
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+
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+ ```python
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+ # Create a pseudo-random number generator key for JAX
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+ rng_key = random.key(42)
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+
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+ # Sample C from an Exponential distribution
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+ rng_key, rng_subkey = random.split(rng_key)
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+ C = random.exponential(rng_subkey, shape=(100,))
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+
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+ # Sample X from a Poisson distribution
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+ rng_key, rng_subkey = random.split(rng_key)
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+ X = random.poisson(rng_subkey, lam=1, shape=(100, 1))
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+
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+ # Generate Z influenced by C and X
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+ rng_key, rng_subkey = random.split(rng_key)
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+ mu_z = -1.0 + 0.5 * C - 1.5 * X.squeeze()
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+ sigma_z = 10.0 # Add substantial noise to reduce correlation between C and Z
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+ Z = jnp.exp(random.normal(rng_subkey, shape=(100,)) * sigma_z + mu_z)
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+
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+ # Generate Y from a logistic regression on C and Z
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+ rng_key, rng_subkey = random.split(rng_key)
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+ logits = -2.0 + 5.0 * C + 0.1 * Z
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+ p = nn.sigmoid(logits)
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+ y = random.bernoulli(rng_subkey, p=p).astype(jnp.int32)
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+ ```
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+
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+ #### Fitting the model and estimating causal effects
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+ We fit the model using stochastic variational inference. Once trained, we perform a counterfactual analysis to isolate the effect of `Z` on `Y`.
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+ - `idata_factual` represents predictions under the factual setting (with observed `Z`).
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+ - `idata_counterfactual` represents predictions under a counterfactual intervention where `Z` is set to zero.
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+ Comparing these two distributions allows us to estimate the causal effect of `Z` on `Y`, adjusted for the influence of `C`.
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+
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+ ```python
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+ # Fit the model with SVI
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+ im = ImpactModel(
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+ model,
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+ rng_key=rng_key,
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+ vi=SVI(
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+ model,
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+ guide=AutoNormal(model, init_loc_fn=init_to_feasible()),
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+ optim=optim.Adam(step_size=1e-3),
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+ loss=Trace_ELBO(),
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+ ),
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+ )
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+ im.fit(X, y, C=C)
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+
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+ # Predict under factual (Z) and counterfactual (zeroed Z) scenarios
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+ idata_factual = im.predict_on_batch(X, C=C, intervention={"z": Z})
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+ idata_counterfactual = im.predict_on_batch(
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+ X,
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+ C=C,
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+ intervention={"z": jnp.zeros_like(Z)},
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+ )
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+
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+ # Estimate causal effect of intervening on Z while conditioning on C
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+ impact = im.estimate_effect(
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+ output_baseline=idata_factual,
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+ output_intervention=idata_counterfactual,
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+ )
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+ ```
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+ > Local latent variable requires `.predict_on_batch()` here. Prefer `.predict()` whenever it is compatible with the model.
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+
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+
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+ ## Getting Help
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+ For feature requests, assistance, or any inquiries, contact maintainers or open an issue/pull request.
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+
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+
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+ ## Contributing
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+ See [CONTRIBUTING.md](CONTRIBUTING.md) to get started.