X-Git-Url: https://code.communitydata.science/ml_measurement_error_public.git/blobdiff_plain/46e2d1fe4876a9ed906b723f9e5f74fcc949e339..c1dbbfd0dd88defca0ce00425910757e436284ad:/simulations/02_indep_differential.R?ds=sidebyside

diff --git a/simulations/02_indep_differential.R b/simulations/02_indep_differential.R
index 7e2e428..9c33be7 100644
--- a/simulations/02_indep_differential.R
+++ b/simulations/02_indep_differential.R
@@ -31,11 +31,11 @@ source("simulation_base.R")
 
 ## one way to do it is by adding correlation to x.obs and y that isn't in w.
 ## in other words, the model is missing an important feature of x.obs that's related to y.
-simulate_data <- function(N, m, B0, Bxy, Bzx, Bzy, seed, y_explained_variance=0.025, prediction_accuracy=0.73, accuracy_imbalance_difference=0.3){
+simulate_data <- function(N, m, B0, Bxy, Bzx, Bzy, seed, y_explained_variance=0.025, prediction_accuracy=0.73, y_bias=-0.8,z_bias=0,Px=0.5,accuracy_imbalance_difference=0.3){
     set.seed(seed)
     # make w and y dependent
-    z <- rbinom(N, 1, 0.5)
-    x <- rbinom(N, 1, Bzx * z + 0.5)
+    z <- rnorm(N,sd=0.5)
+    x <- rbinom(N, 1, plogis(Bzx * z + qlogis(Px)))
 
     y.var.epsilon <- (var(Bzy * z) + var(Bxy *x) + 2*cov(Bzy*z,Bxy*x)) * ((1-y_explained_variance)/y_explained_variance)
     y.epsilon <- rnorm(N, sd = sqrt(y.var.epsilon))
@@ -49,109 +49,122 @@ simulate_data <- function(N, m, B0, Bxy, Bzx, Bzy, seed, y_explained_variance=0.
         df <- df[, x.obs := x]
     }
 
-    ## px <- mean(x)
+    ## probablity of an error is correlated with y
+    ## pz <- mean(z)
     ## accuracy_imbalance_ratio <- (prediction_accuracy + accuracy_imbalance_difference/2) / (prediction_accuracy - accuracy_imbalance_difference/2)
 
     ## # this works because of conditional probability
-    ## accuracy_x0 <- prediction_accuracy / (px*(accuracy_imbalance_ratio) + (1-px))
-    ## accuracy_x1 <- accuracy_imbalance_ratio * accuracy_x0
-
-    ## x0 <- df[x==0]$x
-    ## x1 <- df[x==1]$x
-    ## nx1 <- nrow(df[x==1])
-    ## nx0 <- nrow(df[x==0])
-
-    ## yx0 <- df[x==0]$y
-    ## yx1 <- df[x==1]$y 
- 
-    # tranform yz0.1 into a logistic distribution with mean accuracy_z0
-    ## acc.x0 <- plogis(0.5*scale(yx0) + qlogis(accuracy_x0))
-    ## acc.x1 <- plogis(1.5*scale(yx1) + qlogis(accuracy_x1))
-
-    ## w0x0 <- (1-x0)**2 + (-1)**(1-x0) * acc.x0
-    ## w0x1 <- (1-x1)**2 + (-1)**(1-x1) * acc.x1
-    pz <- mean(z)
-    accuracy_imbalance_ratio <- (prediction_accuracy + accuracy_imbalance_difference/2) / (prediction_accuracy - accuracy_imbalance_difference/2)
-
-    # this works because of conditional probability
-    accuracy_z0 <- prediction_accuracy / (pz*(accuracy_imbalance_ratio) + (1-pz))
-    accuracy_z1 <- accuracy_imbalance_ratio * accuracy_z0
-
-    z0x0 <- df[(z==0) & (x==0)]$x
-    z0x1 <- df[(z==0) & (x==1)]$x
-    z1x0 <- df[(z==1) & (x==0)]$x
-    z1x1 <- df[(z==1) & (x==1)]$x
-
-    yz0x0 <- df[(z==0) & (x==0)]$y
-    yz0x1 <- df[(z==0) & (x==1)]$y
-    yz1x0 <- df[(z==1) & (x==0)]$y
-    yz1x1 <- df[(z==1) & (x==1)]$y
-
-    nz0x0 <- nrow(df[(z==0) & (x==0)])
-    nz0x1 <- nrow(df[(z==0) & (x==1)])
-    nz1x0 <- nrow(df[(z==1) & (x==0)])
-    nz1x1 <- nrow(df[(z==1) & (x==1)])
-
-    yz1 <- df[z==1]$y 
-    yz1 <- df[z==1]$y 
-
-    # tranform yz0.1 into a logistic distribution with mean accuracy_z0
-    acc.z0x0 <- plogis(0.5*scale(yz0x0) + qlogis(accuracy_z0))
-    acc.z0x1 <- plogis(0.5*scale(yz0x1) + qlogis(accuracy_z0))
-    acc.z1x0 <- plogis(1.5*scale(yz1x0) + qlogis(accuracy_z1))
-    acc.z1x1 <- plogis(1.5*scale(yz1x1) + qlogis(accuracy_z1))
-
-    w0z0x0 <- (1-z0x0)**2 + (-1)**(1-z0x0) * acc.z0x0
-    w0z0x1 <- (1-z0x1)**2 + (-1)**(1-z0x1) * acc.z0x1
-    w0z1x0 <- (1-z1x0)**2 + (-1)**(1-z1x0) * acc.z1x0
-    w0z1x1 <- (1-z1x1)**2 + (-1)**(1-z1x1) * acc.z1x1
-
-    ##perrorz0 <- w0z0*(pyz0)
-    ##perrorz1 <- w0z1*(pyz1)
-
-    w0z0x0.noisy.odds <- rlogis(nz0x0,qlogis(w0z0x0))
-    w0z0x1.noisy.odds <- rlogis(nz0x1,qlogis(w0z0x1))
-    w0z1x0.noisy.odds <- rlogis(nz1x0,qlogis(w0z1x0))
-    w0z1x1.noisy.odds <- rlogis(nz1x1,qlogis(w0z1x1))
-
-    df[(z==0)&(x==0),w:=plogis(w0z0x0.noisy.odds)]
-    df[(z==0)&(x==1),w:=plogis(w0z0x1.noisy.odds)]    
-    df[(z==1)&(x==0),w:=plogis(w0z1x0.noisy.odds)]    
-    df[(z==1)&(x==1),w:=plogis(w0z1x1.noisy.odds)]    
-
-    df[,w_pred:=as.integer(w > 0.5)]
-    print(mean(df[z==0]$x == df[z==0]$w_pred))
-    print(mean(df[z==1]$x == df[z==1]$w_pred))
+    ## accuracy_z0 <- prediction_accuracy / (pz*(accuracy_imbalance_ratio) + (1-pz))
+    ## accuracy_z1 <- accuracy_imbalance_ratio * accuracy_z0
+
+    ## z0x0 <- df[(z==0) & (x==0)]$x
+    ## z0x1 <- df[(z==0) & (x==1)]$x
+    ## z1x0 <- df[(z==1) & (x==0)]$x
+    ## z1x1 <- df[(z==1) & (x==1)]$x
+
+    ## yz0x0 <- df[(z==0) & (x==0)]$y
+    ## yz0x1 <- df[(z==0) & (x==1)]$y
+    ## yz1x0 <- df[(z==1) & (x==0)]$y
+    ## yz1x1 <- df[(z==1) & (x==1)]$y
+
+    ## nz0x0 <- nrow(df[(z==0) & (x==0)])
+    ## nz0x1 <- nrow(df[(z==0) & (x==1)])
+    ## nz1x0 <- nrow(df[(z==1) & (x==0)])
+    ## nz1x1 <- nrow(df[(z==1) & (x==1)])
+
+    ## yz1 <- df[z==1]$y 
+    ## yz1 <- df[z==1]$y 
+
+    ## # tranform yz0.1 into a logistic distribution with mean accuracy_z0
+    ## acc.z0x0 <- plogis(0.5*scale(yz0x0) + qlogis(accuracy_z0))
+    ## acc.z0x1 <- plogis(0.5*scale(yz0x1) + qlogis(accuracy_z0))
+    ## acc.z1x0 <- plogis(1.5*scale(yz1x0) + qlogis(accuracy_z1))
+    ## acc.z1x1 <- plogis(1.5*scale(yz1x1) + qlogis(accuracy_z1))
+
+    ## w0z0x0 <- (1-z0x0)**2 + (-1)**(1-z0x0) * acc.z0x0
+    ## w0z0x1 <- (1-z0x1)**2 + (-1)**(1-z0x1) * acc.z0x1
+    ## w0z1x0 <- (1-z1x0)**2 + (-1)**(1-z1x0) * acc.z1x0
+    ## w0z1x1 <- (1-z1x1)**2 + (-1)**(1-z1x1) * acc.z1x1
+
+    ## ##perrorz0 <- w0z0*(pyz0)
+    ## ##perrorz1 <- w0z1*(pyz1)
+
+    ## w0z0x0.noisy.odds <- rlogis(nz0x0,qlogis(w0z0x0))
+    ## w0z0x1.noisy.odds <- rlogis(nz0x1,qlogis(w0z0x1))
+    ## w0z1x0.noisy.odds <- rlogis(nz1x0,qlogis(w0z1x0))
+    ## w0z1x1.noisy.odds <- rlogis(nz1x1,qlogis(w0z1x1))
+
+    ## df[(z==0)&(x==0),w:=plogis(w0z0x0.noisy.odds)]
+    ## df[(z==0)&(x==1),w:=plogis(w0z0x1.noisy.odds)]    
+    ## df[(z==1)&(x==0),w:=plogis(w0z1x0.noisy.odds)]    
+    ## df[(z==1)&(x==1),w:=plogis(w0z1x1.noisy.odds)]    
+
+    ## df[,w_pred:=as.integer(w > 0.5)]
+    ## print(mean(df[z==0]$x == df[z==0]$w_pred))
+    ## print(mean(df[z==1]$x == df[z==1]$w_pred))
+    ## print(mean(df$w_pred == df$x))
+
+
+    resids <- resid(lm(y~x + z))
+    odds.x1 <- qlogis(prediction_accuracy) + y_bias*qlogis(pnorm(resids[x==1])) + z_bias * qlogis(pnorm(z[x==1],sd(z)))
+    odds.x0 <- qlogis(prediction_accuracy,lower.tail=F) + y_bias*qlogis(pnorm(resids[x==0])) + z_bias * qlogis(pnorm(z[x==0],sd(z)))
+
+    ## acc.x0 <- p.correct[df[,x==0]]
+    ## acc.x1 <- p.correct[df[,x==1]]
+
+    df[x==0,w:=plogis(rlogis(.N,odds.x0))]
+    df[x==1,w:=plogis(rlogis(.N,odds.x1))]
+
+    df[,w_pred := as.integer(w > 0.5)]
+
+
     print(mean(df$w_pred == df$x))
+    print(mean(df[y>=0]$w_pred == df[y>=0]$x))
+    print(mean(df[y<=0]$w_pred == df[y<=0]$x))
     return(df)
 }
 
 parser <- arg_parser("Simulate data and fit corrected models")
-parser <- add_argument(parser, "--N", default=1400, help="number of observations of w")
+parser <- add_argument(parser, "--N", default=5000, help="number of observations of w")
 parser <- add_argument(parser, "--m", default=500, help="m the number of ground truth observations")
-parser <- add_argument(parser, "--seed", default=50, help='seed for the rng')
+parser <- add_argument(parser, "--seed", default=51, help='seed for the rng')
 parser <- add_argument(parser, "--outfile", help='output file', default='example_2.feather')
-parser <- add_argument(parser, "--y_explained_variance", help='what proportion of the variance of y can be explained?', default=0.01)
-parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is the predictive model?', default=0.73)
+parser <- add_argument(parser, "--y_explained_variance", help='what proportion of the variance of y can be explained?', default=0.1)
+parser <- add_argument(parser, "--prediction_accuracy", help='how accurate is the predictive model?', default=0.75)
 parser <- add_argument(parser, "--accuracy_imbalance_difference", help='how much more accurate is the predictive model for one class than the other?', default=0.3)
 parser <- add_argument(parser, "--Bzx", help='Effect of z on x', default=0.3)
 parser <- add_argument(parser, "--Bzy", help='Effect of z on y', default=-0.3)
-
-
+parser <- add_argument(parser, "--Bxy", help='Effect of z on y', default=0.3)
+parser <- add_argument(parser, "--outcome_formula", help='formula for the outcome variable', default="y~x+z")
+parser <- add_argument(parser, "--proxy_formula", help='formula for the proxy variable', default="w_pred~y*z*x")
+parser <- add_argument(parser, "--y_bias", help='coefficient of y on the probability a classification is correct', default=-0.5)
+parser <- add_argument(parser, "--z_bias", help='coefficient of z on the probability a classification is correct', default=0)
+parser <- add_argument(parser, "--truth_formula", help='formula for the true variable', default="x~z")
+parser <- add_argument(parser, "--Px", help='base rate of x', default=0.5)
+parser <- add_argument(parser, "--confint_method", help='method for approximating confidence intervals', default='quad')
 args <- parse_args(parser)
 
 B0 <- 0
-Bxy <- 0.3
+Px <- args$Px
+Bxy <- args$Bxy
 Bzy <- args$Bzy
+Bzx <- args$Bzx
 
 if(args$m < args$N){
-    df <- simulate_data(args$N, args$m, B0, Bxy, args$Bzx, Bzy, args$seed, args$y_explained_variance, args$prediction_accuracy, args$accuracy_imbalance_difference)
 
-    result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy, Bzx=args$Bzx, 'Bzy'=Bzy, 'seed'=args$seed, 'y_explained_variance'=args$y_explained_variance, 'prediction_accuracy'=args$prediction_accuracy, 'accuracy_imbalance_difference'=args$accuracy_imbalance_difference, error='')
+    df <- simulate_data(args$N, args$m, B0, Bxy, Bzx, Bzy, args$seed, args$y_explained_variance, args$prediction_accuracy, y_bias=args$y_bias)
+
+    ## df.pc <- df[,.(x,y,z,w_pred,w)]
+    ##                                     #    df.pc <- df.pc[,err:=x-w_pred]
+    ## pc.df <- pc(suffStat=list(C=cor(df.pc),n=nrow(df.pc)),indepTest=gaussCItest,labels=names(df.pc),alpha=0.05)
+    ## plot(pc.df)
+
+    result <- list('N'=args$N,'m'=args$m,'B0'=B0,'Bxy'=Bxy, 'Bzx'=args$Bzx, 'Bzy'=Bzy, 'Px'=Px, 'seed'=args$seed, 'y_explained_variance'=args$y_explained_variance, 'prediction_accuracy'=args$prediction_accuracy, 'accuracy_imbalance_difference'=args$accuracy_imbalance_difference, 'y_bias'=args$y_bias,'outcome_formula'=args$outcome_formula, 'proxy_formula'=args$proxy_formula,truth_formula=args$truth_formula, confint_method=args$confint_method, error='')
 
-    outline <- run_simulation(df, result, outcome_formula=y~x+z, proxy_formula=w_pred~x+z+y+x:y, truth_formula=x~z)
+    outline <- run_simulation(df, result, outcome_formula=as.formula(args$outcome_formula), proxy_formula=as.formula(args$proxy_formula), truth_formula=as.formula(args$truth_formula),confint_method=args$confint_method)
     
-    outfile_lock <- lock(paste0(args$outfile, '_lock'),exclusive=TRUE)
+   
+ outfile_lock <- lock(paste0(args$outfile, '_lock'),exclusive=TRUE)
     if(file.exists(args$outfile)){
         logdata <- read_feather(args$outfile)
         logdata <- rbind(logdata,as.data.table(outline), fill=TRUE)