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Run efficient Bayesian adaptive experiments.
This code relates to the following pre-print. But, the pre-print is likely to appear in quite a different form when finally published.
Vincent, B. T., & Rainforth, T. (2017, October 20). The DARC Toolbox: automated, flexible, and efficient delayed and risky choice experiments using Bayesian adaptive design. Retrieved from psyarxiv.com/yehjb
badapted
Below we outline how the badapted
package can be used to run adaptive experiments. On it's own, this badapted
package will not do anything. It also requires a few classes (and probably some helper functions) that a developer must create for their particular experimental paradigm. This forms a 'toolbox' which will allow adaptive experiments to be run in a particular experimental domain.
The best (first) example of this is our DARC Toolbox which allows adaptive experiments for Delayed And Risky Choice tasks.
But below we outline how to go about creating a new 'toolbox' for your experimental domain of interest.
First we create a pandas dataframe called designs
using a function we write to do this. Each column is a design variable. Each row is a particular design.
def build_my_design_space(my_arguments):
designs = # CREATE PANDAS DATAFRAME OF THE DESIGN SPACE HERE
return designs
In order to generate your own design generator that uses Bayesian Adaptive Design (in your experimental domain) then you need to create a class which subclasses badapted.BayesianAdaptiveDesignGenerator
. You will also need to implement some methods specific to your experimental domain, notably:
add_design_response_to_dataframe
df_to_design_tuple
For the moment, we will just provide the example we use in the DARC Toolbox. Firstly, our concrete design generator class is defined as:
from badapted.designs import BayesianAdaptiveDesignGenerator
class BayesianAdaptiveDesignGeneratorDARC(DARCDesignGenerator, BayesianAdaptiveDesignGenerator):
'''This will be the concrete class for doing Bayesian adaptive design
in the DARC experiment domain.'''
def __init__(self, design_space,
max_trials=20,
allow_repeats=True,
penalty_function_option='default',
λ=2):
# call superclass constructors - note that the order of calling these is important
BayesianAdaptiveDesignGenerator.__init__(self, design_space,
max_trials=max_trials,
allow_repeats=allow_repeats,
penalty_function_option=penalty_function_option,
λ=λ)
DARCDesignGenerator.__init__(self)
Note that this has mulitple inheritance, so we also have a class DARCDesignGenerator
which just includes DARC specific methods (add_design_response_to_dataframe
, df_to_design_tuple
). This is defined as:
from badapted.designs import DesignGeneratorABC
from darc_toolbox import Prospect, Design
class DARCDesignGenerator(DesignGeneratorABC):
'''This adds DARC specific functionality to the design generator'''
def __init__(self):
# super().__init__()
DesignGeneratorABC.__init__(self)
# generate empty dataframe
data_columns = ['RA', 'DA', 'PA', 'RB', 'DB', 'PB', 'R']
self.data = pd.DataFrame(columns=data_columns)
def add_design_response_to_dataframe(self, design, response):
'''
This method must take in `design` and `reward` from the current trial
and store this as a new row in self.data which is a pandas data frame.
'''
trial_data = {'RA': design.ProspectA.reward,
'DA': design.ProspectA.delay,
'PA': design.ProspectA.prob,
'RB': design.ProspectB.reward,
'DB': design.ProspectB.delay,
'PB': design.ProspectB.prob,
'R': [int(response)]}
self.data = self.data.append(pd.DataFrame(trial_data))
# a bit clumsy but...
self.data['R'] = self.data['R'].astype('int64')
self.data = self.data.reset_index(drop=True)
return
@staticmethod
def df_to_design_tuple(df):
'''User must impliment this method. It takes in a design in the form of a
single row of pandas dataframe, and it must return the chosen design as a
named tuple.
Convert 1-row pandas dataframe into named tuple'''
RA = df.RA.values[0]
DA = df.DA.values[0]
PA = df.PA.values[0]
RB = df.RB.values[0]
DB = df.DB.values[0]
PB = df.PB.values[0]
chosen_design = Design(ProspectA=Prospect(reward=RA, delay=DA, prob=PA),
ProspectB=Prospect(reward=RB, delay=DB, prob=PB))
return chosen_design
We only did this multiple inheritance because we wanted other (non Bayesian Adaptive) design generators which worked in the DARC domain, but did not have any of the Bayesian Adaptive Design components. In most situations just focussing on Bayesian Adaptive Design, you could just define the add_design_response_to_dataframe
, df_to_design_tuple
classes in your one single concrete design generator class.
You must provide a model class which inherits from Model
. You must also provide the following methods:
__init__
predictive_y
Here is an example of a minimal implimentation of a user-defined model:
from badapted.model import Model
from badapted.choice_functions import CumulativeNormalChoiceFunc, StandardCumulativeNormalChoiceFunc
from scipy.stats import norm, halfnorm, uniform
import numpy as np
class MyCustomModel(Model):
'''My custom model which does XYZ.'''
def __init__(self, n_particles,
prior={'logk': norm(loc=-4.5, scale=1),
'α': halfnorm(loc=0, scale=2)}):
'''
INPUTS
- n_particles (integer).
- prior (dictionary). The keys provide the parameter name. The values
must be scipy.stats objects which define the prior distribution for
this parameter.
We provide choice functions in `badapted.choice_functions.py`. In this
example, we define it in the __init__ but it is not necessary to happen
here.
'''
self.n_particles = int(n_particles)
self.prior = prior
self.θ_fixed = {'ϵ': 0.01}
self.choiceFunction = CumulativeNormalChoiceFunc
def predictive_y(self, θ, data):
'''
INPUTS:
- θ = parameters
- data =
OUTPUT:
- p_chose_B (float) Must return a value between 0-1.
'''
# Step 1 - calculate decision variable
k = np.exp(θ['logk'].values
VA = data['RA'].values * 1 / (1 + k * data['DA'].values)
VB = data['RB'].values * 1 / (1 + k * data['DB'].values)
decision_variable = VB - VA
# Step 2 - apply choice function
p_chose_B = self.choiceFunction(decision_variable, θ, self.θ_fixed)
return p_chose_B
This is pretty straight-forward and there doesn't need to be any major customisation here.
def run_experiment(design_generator, model, max_trials):
'''Run an adaptive experiment
INPUTS:
- design_generator: a class
'''
for trial in range(max_trials):
design = design_generator.get_next_design(model)
if design is None:
break
response = get_response(design)
design_generator.enter_trial_design_and_response(design, response)
model.update_beliefs(design_generator.data)
return model
Note that the response = get_response(design)
line is up to you to impliment. What you do here depends on whether you are simulating responses or getting real responses from PsychoPy etc. The run_experiment
function is just an example of how the various parts of the code work together. When running actual experiments using PsychoPy, it is best to refer to the demo psychopy files we provide in the DARC Toolbox as examples to see how this is done.
designs = build_my_design_space(my_arguments)
design_generator = MyCustomDesignGenerator(designs, max_trials=max_trials)
model = MyCustomModel()
model = run_experiment(design_generator, model, max_trials)
Note that use of the run_experiment
function is just a demonstration of the logic of how things fit together. As mentioned, please refer to PsychoPy example experiments in the DARC Toolbox to see how this all comes together in a PsychoPy experiment.
badapted
FAQs
Bayesian ADAPTive Experimental Design
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