REE-RL-Lola/pyvbmc_optimization_noexpit.py
2025-12-10 22:19:27 +01:00

893 lines
27 KiB
Python

# %%
# ============================================================================
# OPTIMISATION PYVBMC POUR MODÈLES Q-LEARNING AVEC ÉVÉNEMENTS RARES
# ============================================================================
import numpy as np
import pandas as pd
from scipy.special import expit # logistic function
from scipy.optimize import minimize
import warnings
from typing import Dict, List, Tuple, Optional
import json
from pathlib import Path
# Tentative d'import PyVBMC
try:
from pyvbmc import VBMC
from pyvbmc.priors import UniformBox
PYVBMC_AVAILABLE = True
except ImportError:
PYVBMC_AVAILABLE = False
warnings.warn("PyVBMC not installed. Install with: pip install pyvbmc")
# Import des données
from load_data import all_participant_data, unique_participants
# ============================================================================
# CONFIGURATIONS DES MODÈLES EMBOÎTÉS
# ============================================================================
# %%
def get_model_configs() -> Dict:
"""Retourne les configurations des différents modèles."""
return {
"HOMOGENEOUS": {
"name": "HOMOGENEOUS",
"n_alpha": 1,
"n_forget": 1,
"n_lambda": 1,
"has_rho": False,
"n_params": 3,
"param_names": ["alpha", "forget", "lambda"],
"lower": np.array([0, 0, -5]),
"upper": np.array([1, 1, 5]),
},
"GAIN_LOSS": {
"name": "GAIN_LOSS",
"n_alpha": 2,
"n_forget": 1,
"n_lambda": 1,
"has_rho": False,
"n_params": 4,
"param_names": ["alpha_loss", "alpha_gain", "forget", "lambda"],
"lower": np.array([0, 0, 0, -5]),
"upper": np.array([1, 1, 1, 5]),
},
"BIASED": {
"name": "BIASED",
"n_alpha": 2,
"n_forget": 4,
"n_lambda": 4,
"has_rho": False,
"n_params": 10,
"param_names": [
"alpha_loss",
"alpha_gain",
"forget_1",
"forget_2",
"forget_3",
"forget_4",
"lambda_1",
"lambda_2",
"lambda_3",
"lambda_4",
],
"lower": np.concatenate([[0, 0], np.full(4, 0), np.full(4, -5)]),
"upper": np.concatenate([[1, 1], np.full(4, 1), np.full(4, 5)]),
},
"REE_BIASED_SIMPLE": {
"name": "REE_BIASED_SIMPLE",
"n_alpha": 2,
"n_forget": 1,
"n_lambda": 1,
"has_rho": True,
"n_params": 6,
"param_names": [
"alpha_loss",
"alpha_gain",
"forget",
"lambda",
"rho_BS",
"rho_JP",
],
"lower": np.array([0, 0, 0, -5, -30, 0]),
"upper": np.array([1, 1, 1, 5, 0, 30]),
},
"REE_BIASED_COMPLEX": {
"name": "REE_BIASED_COMPLEX",
"n_alpha": 2,
"n_forget": 4,
"n_lambda": 4,
"has_rho": True,
"n_params": 12,
"param_names": [
"alpha_loss",
"alpha_gain",
"forget_1",
"forget_2",
"forget_3",
"forget_4",
"lambda_1",
"lambda_2",
"lambda_3",
"lambda_4",
"rho_BS",
"rho_JP",
],
"lower": np.concatenate(
[[0, 0], np.full(4, 0), np.full(4, -5), [-30, 0]]
),
"upper": np.concatenate([[1, 1], np.full(4, 1), np.full(4, 5), [0, 30]]),
},
"REE_LEARNING_SIMPLE": {
"name": "REE_LEARNING_SIMPLE",
"n_alpha": 4,
"n_forget": 1,
"n_lambda": 1,
"has_rho": False,
"n_params": 6,
"param_names": [
"alpha_loss",
"alpha_gain",
"alpha_BS",
"alpha_JP",
"forget",
"lambda",
],
"lower": np.array([0, 0, 0, 0, 0, -5]),
"upper": np.array([1, 1, 1, 1, 1, 5]),
},
"REE_LEARNING_COMPLEX": {
"name": "REE_LEARNING_COMPLEX",
"n_alpha": 4,
"n_forget": 4,
"n_lambda": 4,
"has_rho": False,
"n_params": 12,
"param_names": [
"alpha_loss",
"alpha_gain",
"alpha_BS",
"alpha_JP",
"forget_1",
"forget_2",
"forget_3",
"forget_4",
"lambda_1",
"lambda_2",
"lambda_3",
"lambda_4",
],
"lower": np.concatenate([[0, 0, 0, 0], np.full(4, 0), np.full(4, -5)]),
"upper": np.concatenate([[1, 1, 1, 1], np.full(4, 1), np.full(4, 5)]),
},
"REE_LEARNING_BIASED_SIMPLE": {
"name": "REE_LEARNING_BIASED_SIMPLE",
"n_alpha": 4,
"n_forget": 1,
"n_lambda": 1,
"has_rho": True,
"n_params": 8,
"param_names": [
"alpha_loss",
"alpha_gain",
"alpha_BS",
"alpha_JP",
"forget",
"lambda",
"rho_BS",
"rho_JP",
],
"lower": np.array([0, 0, 0, 0, 0, -5, -30, 0]),
"upper": np.array([1, 1, 1, 1, 1, 5, 0, 30]),
},
"REE_LEARNING_BIASED_COMPLEX": {
"name": "REE_LEARNING_BIASED_COMPLEX",
"n_alpha": 4,
"n_forget": 4,
"n_lambda": 4,
"has_rho": True,
"n_params": 14,
"param_names": [
"alpha_loss",
"alpha_gain",
"alpha_BS",
"alpha_JP",
"forget_1",
"forget_2",
"forget_3",
"forget_4",
"lambda_1",
"lambda_2",
"lambda_3",
"lambda_4",
"rho_BS",
"rho_JP",
],
"lower": np.concatenate(
[[0, 0, 0, 0], np.full(4, 0), np.full(4, -5), [-30, 0]]
),
"upper": np.concatenate(
[[1, 1, 1, 1], np.full(4, 1), np.full(4, 5), [0, 30]]
),
},
}
# ============================================================================
# MODÈLE Q-LEARNING GÉNÉRIQUE
# ============================================================================
def qlearning_generic(
params: np.ndarray,
data: pd.DataFrame,
model_config: Dict,
return_negLL: bool = True,
) -> float:
"""
Modèle Q-learning générique avec support pour différentes architectures de paramètres.
Args:
params: Vecteur de paramètres
data: DataFrame avec colonnes 'choice', 'reward'
model_config: Configuration du modèle
return_negLL: Si True, retourne -log-vraisemblance; sinon retourne log-vraisemblance
Returns:
Valeur de la log-vraisemblance négative (ou positive selon return_negLL)
"""
n_arms = 4
n_trials = len(data)
# Extraction des paramètres selon la configuration du modèle
param_idx = 0
# ALPHA(S)
if model_config["n_alpha"] == 1:
alpha_loss = alpha_gain = alpha_BS = alpha_JP = params[param_idx]
param_idx += 1
elif model_config["n_alpha"] == 2:
alpha_loss = params[param_idx]
alpha_gain = params[param_idx + 1]
alpha_BS = alpha_loss
alpha_JP = alpha_gain
param_idx += 2
elif model_config["n_alpha"] == 4:
alpha_loss = params[param_idx]
alpha_gain = params[param_idx + 1]
alpha_BS = params[param_idx + 2]
alpha_JP = params[param_idx + 3]
param_idx += 4
# FORGET(S)
if model_config["n_forget"] == 1:
forget = np.full(n_arms, params[param_idx])
param_idx += 1
elif model_config["n_forget"] == 4:
forget = params[param_idx : (param_idx + 4)]
param_idx += 4
# LAMBDA(S)
if model_config["n_lambda"] == 1:
lambda_vals = np.full(n_arms, params[param_idx])
param_idx += 1
elif model_config["n_lambda"] == 4:
lambda_vals = params[param_idx : (param_idx + 4)]
param_idx += 4
# RHO(S) - Biais pour événements rares
if model_config["has_rho"]:
rho_BS = params[param_idx]
rho_JP = params[param_idx + 1]
else:
rho_BS = rho_JP = 0
# Initialisation des Q-values
Q = np.zeros(n_arms)
log_lik = 0.0
for t in range(n_trials):
choice = int(data.iloc[t]["choice"])
reward = data.iloc[t]["reward"]
# Calcul des valeurs subjectives V(t)
V = lambda_vals * Q
# Ajout des biais pour événements rares si le modèle le permet
if model_config["has_rho"]:
V[0] += rho_JP # antifragile
V[1] += rho_BS # fragile
V[3] += rho_BS + rho_JP # vulnerable
# Softmax
V_max = np.max(V)
exp_V = np.exp(V - V_max)
probs = exp_V / np.sum(exp_V)
probs = np.maximum(probs, 1e-10)
probs = probs / np.sum(probs)
# Log-likelihood
log_lik += np.log(probs[choice])
# Mise à jour Q-learning
Q_new = Q.copy()
# Choix de l'alpha approprié
if reward == -3000:
alpha_used = alpha_BS
elif reward == 3000:
alpha_used = alpha_JP
elif reward < 0:
alpha_used = alpha_loss
else:
alpha_used = alpha_gain
# Option choisie : Q(t+1) = Q(t) + alpha * (r(t) - Q(t))
Q_new[choice] = Q[choice] + alpha_used * (reward - Q[choice])
# Options non choisies : Q(t+1) = Q(t) * (1 - f)
not_chosen = np.setdiff1d(np.arange(n_arms), [choice])
Q_new[not_chosen] = Q[not_chosen] * (1 - forget[not_chosen])
Q = Q_new
if return_negLL:
return -log_lik
else:
return log_lik
# %%
# ============================================================================
# OPTIMISATION AVEC PYVBMC
# ============================================================================
def fit_participant_pyvbmc(
participant_data: pd.DataFrame, model_config: Dict, verbose: bool = True, plot: bool = True
) -> Dict:
"""
Optimise les paramètres du modèle pour un participant utilisant PyVBMC.
Args:
participant_data: Données du participant
model_config: Configuration du modèle
verbose: Affiche les progressions
Returns:
Dictionnaire avec les résultats d'optimisation
"""
if not PYVBMC_AVAILABLE:
raise RuntimeError(
"PyVBMC n'est pas installé. Installez avec: pip install pyvbmc"
)
# Définition de la fonction de log-densité pour PyVBMC
def log_likelihood(params_array):
"""PyVBMC maximise, donc on retourne -negLL."""
params = np.asarray(params_array).flatten()
negLL = qlearning_generic(
params, participant_data, model_config, return_negLL=True
)
return -negLL
# Point de départ (milieu des bornes)
x0 = (model_config["lower"] + model_config["upper"]) / 2
# Bornes plausibles (25%-75% de la plage)
plb = model_config["lower"] + 0.25 * (model_config["upper"] - model_config["lower"])
pub = model_config["upper"] - 0.25 * (model_config["upper"] - model_config["lower"])
if verbose:
print(f" Starting VBMC optimization...")
print(f" Initial parameters: {x0}")
print(f" Lower bounds: {model_config['lower']}")
print(f" Upper bounds: {model_config['upper']}")
# Initialisation et optimisation de VBMC
vbmc = VBMC(
log_likelihood,
x0,
model_config["lower"],
model_config["upper"],
plb,
pub,
options={
# "verbose": 0 if not verbose else 1,
"display": "off",
"plot": plot,
"log_file_name": None,
},
prior=UniformBox(
a=model_config["lower"], b=model_config["upper"], D=model_config["n_params"]
),
)
vp, results = vbmc.optimize()
# Extraction des statistiques
posterior_mean, posterior_cov = vp.moments(orig_flag=True, cov_flag=True)
posterior_mean = np.asarray(posterior_mean).flatten()
posterior_sd = np.sqrt(np.diag(posterior_cov))
# ELBO et autres métriques
elbo = results["elbo"]
elbo_sd = results.get("elbo_sd", np.nan)
n_iterations = results.get("iterations", np.nan)
# Calcul du negLL avec la posterior mean
negLL = qlearning_generic(
posterior_mean, participant_data, model_config, return_negLL=True
)
n_obs = len(participant_data)
# Calcul des critères d'information
aic = 2 * negLL + 2 * model_config["n_params"]
bic = 2 * negLL + model_config["n_params"] * np.log(n_obs)
result = {
"model": model_config["name"],
"n_params": model_config["n_params"],
"negLL": negLL,
"AIC": aic,
"BIC": bic,
"ELBO": elbo,
"ELBO_SD": elbo_sd,
"n_iterations": n_iterations,
"converged": True,
"method": "VBMC",
"posterior_mean": posterior_mean,
"posterior_sd": posterior_sd,
"vp": vp,
"results": results,
}
# Ajout des paramètres estimés
for i, param_name in enumerate(model_config["param_names"]):
# Here we use expit for parameters that were originally bounded between 0 and 1
result[param_name] = posterior_mean[i]
result[f"sd_{param_name}"] = posterior_sd[i]
return result
def fit_participant_deoptim(
participant_data: pd.DataFrame,
model_config: Dict,
n_runs: int = 5,
verbose: bool = True,
n_workers: int = 1,
) -> Dict:
"""
Optimise les paramètres du modèle pour un participant utilisant minimisation scipy.
Args:
participant_data: Données du participant
model_config: Configuration du modèle
n_runs: Nombre de runs avec différents points de départ
verbose: Affiche les progressions
Returns:
Dictionnaire avec les résultats d'optimisation
"""
from scipy.optimize import differential_evolution
best_result = None
best_negLL = np.inf
all_negLLs = []
if verbose:
print(f" Running {n_runs} optimization runs...")
for run in range(n_runs):
np.random.seed(1000 * hash(model_config["name"]) % (2**31) + run)
def objective(params):
return qlearning_generic(
params, participant_data, model_config, return_negLL=True
)
result = differential_evolution(
objective,
bounds=list(zip(model_config["lower"], model_config["upper"])),
maxiter=200,
popsize=max(50, model_config["n_params"] * 10),
rng=1000 * hash(model_config["name"]) % (2**31) + run,
workers=n_workers,
updating="deferred",
)
all_negLLs.append(result.fun)
if result.fun < best_negLL:
best_negLL = result.fun
best_result = result
posterior_mean = best_result.x
negLL = best_negLL
n_obs = len(participant_data)
# Calcul des critères d'information
aic = 2 * negLL + 2 * model_config["n_params"]
bic = 2 * negLL + model_config["n_params"] * np.log(n_obs)
# Statistiques de convergence
convergence_sd = np.std(all_negLLs)
convergence_range = np.max(all_negLLs) - np.min(all_negLLs)
result_dict = {
"model": model_config["name"],
"n_params": model_config["n_params"],
"negLL": negLL,
"AIC": aic,
"BIC": bic,
"n_runs": n_runs,
"convergence_sd": convergence_sd,
"convergence_range": convergence_range,
"converged": convergence_range < 1,
"method": "Differential Evolution",
"posterior_mean": posterior_mean,
}
# Ajout des paramètres estimés après les avoir renvoyés dans par logis
for i, param_name in enumerate(model_config["param_names"]):
result_dict[param_name] = posterior_mean[i]
return result_dict
# ============================================================================
# OPTIMISATION POUR TOUS LES PARTICIPANTS ET MODÈLES
# ============================================================================
def fit_all_participants(
data: pd.DataFrame,
models_to_fit: Optional[List[str]] = None,
method: str = "VBMC",
n_participants: Optional[int] = None,
verbose: bool = True,
) -> Dict[str, List[Dict]]:
"""
Ajuste tous les modèles pour tous les participants.
Args:
data: DataFrame avec les données de tous les participants
models_to_fit: Liste des noms de modèles à ajuster (None = tous)
method: Méthode d'optimisation ("VBMC" ou "differential_evolution")
n_participants: Nombre de participants à traiter (None = tous)
verbose: Affiche les progressions
Returns:
Dictionnaire avec les résultats par modèle
"""
model_configs = get_model_configs()
if models_to_fit is not None:
model_configs = {k: v for k, v in model_configs.items() if k in models_to_fit}
participants = data["participant"].unique()
if n_participants is not None:
participants = participants[:n_participants]
all_results = {}
for model_name, model_config in model_configs.items():
if verbose:
print(f"\n=== Fitting model: {model_name} ===")
model_results = []
for participant_id in participants:
if verbose:
print(f" Participant: {participant_id}")
participant_data = data[data["participant"] == participant_id].copy()
try:
if method == "VBMC":
result = fit_participant_pyvbmc(
participant_data, model_config, verbose=False
)
else:
result = fit_participant_deoptim(
participant_data, model_config, n_runs=5, verbose=False
)
result["participant"] = participant_id
model_results.append(result)
if verbose:
print(f" negLL: {result['negLL']:.2f}, BIC: {result['BIC']:.2f}")
except Exception as e:
print(f" ERROR: {str(e)}")
continue
all_results[model_name] = model_results
return all_results
# ============================================================================
# COMPARAISON DES MODÈLES
# ============================================================================
def compare_models(all_results: Dict[str, List[Dict]]) -> Dict:
"""
Compare les modèles et sélectionne les meilleurs par participant.
Args:
all_results: Résultats de l'ajustement de tous les modèles
Returns:
Dictionnaire avec comparaisons globales et par participant
"""
# Comparaison globale
global_comparison = []
for model_name, results in all_results.items():
if len(results) == 0:
continue
results_df = pd.DataFrame(results)
comparison_row = {
"model": model_name,
"n_params": results[0]["n_params"],
"n_converged": sum([1 for r in results if r["converged"]]),
"n_participants": len(results),
"mean_negLL": results_df["negLL"].mean(),
"total_negLL": results_df["negLL"].sum(),
"total_AIC": results_df["AIC"].sum(),
"total_BIC": results_df["BIC"].sum(),
}
global_comparison.append(comparison_row)
global_comparison_df = pd.DataFrame(global_comparison).sort_values("total_BIC")
print("\n=== GLOBAL MODEL COMPARISON ===")
print(global_comparison_df.to_string(index=False))
# Meilleur modèle par participant
all_results_list = []
for model_name, results in all_results.items():
for result in results:
all_results_list.append(
{
"participant": result["participant"],
"model": model_name,
"BIC": result["BIC"],
"AIC": result["AIC"],
"negLL": result["negLL"],
}
)
all_results_df = pd.DataFrame(all_results_list)
best_per_participant = all_results_df.loc[
all_results_df.groupby("participant")["BIC"].idxmin()
]
print("\n=== BEST MODELS PER PARTICIPANT ===")
print(best_per_participant["model"].value_counts())
return {
"global_comparison": global_comparison_df,
"best_per_participant": best_per_participant,
"all_results": all_results,
}
# ============================================================================
# SAUVEGARDE DES RÉSULTATS
# ============================================================================
def save_results(
all_results: Dict[str, List[Dict]], output_dir: str = "results"
) -> None:
"""
Sauvegarde les résultats d'optimisation en CSV.
Args:
all_results: Résultats de l'ajustement
output_dir: Répertoire de sortie
"""
output_path = Path(output_dir)
output_path.mkdir(exist_ok=True)
for model_name, results in all_results.items():
results_df = pd.DataFrame(results)
# Garder seulement les colonnes numériques pour le CSV
cols_to_keep = [
col
for col in results_df.columns
if col not in ["vp", "results", "posterior_mean", "posterior_sd"]
]
results_df[cols_to_keep].to_csv(
output_path / f"results_{model_name}.csv", index=False
)
print(f"Saved: results_{model_name}.csv")
def fit_vbmc_and_diffEvol(
participant_data: pd.DataFrame,
model_config: Dict,
n_deoptim_runs: int = 5,
n_workers: int = 1,
verbose: bool = True,
) -> Tuple[Dict, Dict]:
"""
Ajuste un modèle à l'aide de PyVBMC et Differential Evolution pour comparaison.
Args:
participant_data: Données du participant
model_config: Configuration du modèle
n_deoptim_runs: Nombre de runs pour Differential Evolution
verbose: Affiche les progressions
Returns:
Tuple avec les résultats VBMC et Differential Evolution
"""
if verbose:
print(f" Fitting with VBMC")
vbmc_result = fit_participant_pyvbmc(
participant_data, model_config, verbose=verbose
)
if verbose:
print(f" Fitting with Differential Evolution")
deoptim_result = fit_participant_deoptim(
participant_data,
model_config,
n_runs=n_deoptim_runs,
n_workers=n_workers,
verbose=verbose,
)
return vbmc_result, deoptim_result
def fit_all_participants_both_methods(
data: pd.DataFrame,
models_to_fit: Optional[List[str]] = None,
n_participants: Optional[int] = None,
n_deoptim_runs: int = 5,
n_workers: int = 1,
verbose: bool = True,
) -> Dict[str, List[Dict]]:
"""
Ajuste tous les modèles pour tous les participants avec les deux méthodes.
Args:
data: DataFrame avec les données de tous les participants
models_to_fit: Liste des noms de modèles à ajuster (None = tous)
n_participants: Nombre de participants à traiter (None = tous)
n_deoptim_runs: Nombre de runs pour Differential Evolution
verbose: Affiche les progressions
Returns:
Dictionnaire avec les résultats par modèle et méthode
"""
model_configs = get_model_configs()
if models_to_fit is not None:
model_configs = {k: v for k, v in model_configs.items() if k in models_to_fit}
participants = data["participant"].unique()
if n_participants is not None:
participants = participants[:n_participants]
all_results = {}
for model_name, model_config in model_configs.items():
if verbose:
print(f"\n=== Fitting model: {model_name} ===")
model_results = []
for participant_id in participants:
if verbose:
print(f" Participant: {participant_id}")
participant_data = data[data["participant"] == participant_id].copy()
try:
vbmc_result, deoptim_result = fit_vbmc_and_diffEvol(
participant_data,
model_config,
n_deoptim_runs=n_deoptim_runs,
n_workers=n_workers,
verbose=False,
)
vbmc_result["participant"] = participant_id
deoptim_result["participant"] = participant_id
model_results.append(
{"VBMC": vbmc_result, "Differential_Evolution": deoptim_result}
)
if verbose:
print(
f" VBMC negLL: {vbmc_result['negLL']:.2f}, BIC: {vbmc_result['BIC']:.2f}"
)
print(
f" DE negLL: {deoptim_result['negLL']:.2f}, BIC: {deoptim_result['BIC']:.2f}"
)
except Exception as e:
print(f" ERROR: {str(e)}")
continue
all_results[model_name] = model_results
return all_results
# %%
# ============================================================================
# EXEMPLE D'UTILISATION
# ============================================================================
if __name__ == "__main__":
print("=== Optimization for Q-Learning Models ===\n")
# Préparation des données
print("Loading data...")
data_for_fitting = all_participant_data[["participant", "choice", "reward"]].copy()
print(f" Total participants: {data_for_fitting['participant'].nunique()}")
print(f" Total trials: {len(data_for_fitting)}")
# Ajustement des modèles
method = "differential_evolution" # "VBMC" ou "differential_evolution"
if PYVBMC_AVAILABLE:
method = "VBMC"
print(f" PyVBMC available - using {method}")
else:
print(f" PyVBMC not available - using {method}")
# Ajustement de quelques modèles pour test
models_to_fit = [
"HOMOGENEOUS",
"GAIN_LOSS",
# "REE_BIASED_SIMPLE",
# "REE_BIASED_COMPLEX",
"REE_LEARNING_SIMPLE",
# "REE_LEARNING_COMPLEX",
# "REE_LEARNING_BIASED_SIMPLE",
# "REE_LEARNING_BIASED_COMPLEX",
]
# all_results = fit_all_participants_both_methods(
# data_for_fitting,
# models_to_fit=models_to_fit,
# # method=method,
# n_participants=2, # Set to a number to limit for testing
# n_workers=1,
# verbose=True,
# )
all_results = fit_all_participants(
data_for_fitting,
models_to_fit=models_to_fit,
method=method,
n_participants=1, # Set to a number to limit for testing
verbose=True,
)
# Comparaison des modèles
comparison = compare_models(all_results)
# Sauvegarde des résultats
print("\nSaving results...")
save_results(all_results)
comparison["global_comparison"].to_csv("results/global_comparison.csv", index=False)
comparison["best_per_participant"].to_csv("results/best_models.csv", index=False)
print("\nDone!")
# %%