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impact.R
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impact.R
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###########################################################
# IMPACT
#
# An alternative to impact factor for representing impact as
# a function of vaccine coverage.
#
###########################################################
# ---------------------------------------------------------
# Parent function for calculating non-linear impact
# ---------------------------------------------------------
run_impact = function(metric) {
# Only continue if specified by run_module
if (!is.element(5, o$run_module)) return()
message("* Fitting impact functions: ", metric)
# ---- FVPs and impact estimates ----
message(" > Preparing FVP-impact data")
# Prepare impact-FVP data to fit to
data_dt = get_impact_data(metric)
# ---- Model fitting ----
message(" > Evaluating impact functions")
# Country-disease-vaccine-activity combinations
run_dt = data_dt %>%
select(d_v_a_id, country) %>%
unique() %>%
mutate(run_id = paste1(d_v_a_id, country))
# Iterate through d-v-a one by one
for (id in unique(run_dt$d_v_a_id)) {
# Details of this d_v_a
d_v_a_name = data.table(d_v_a_id = id) %>%
format_d_v_a_name() %>%
pull(d_v_a_name)
# Display progress message to user
message(" - ", d_v_a_name)
# Subset what to run, and data to use
run = run_dt[d_v_a_id == id]
data = data_dt[d_v_a_id == id]
# Initiate progress bar
pb = start_progress_bar(nrow(run))
# Run get_best_model
results_list = lapply(
X = run$run_id,
FUN = get_best_model,
run = run,
data = data,
pb = pb)
# Squash results into single datatable
results_dt = rbindlist(results_list)
# Save to file
save_rds(results_dt, "impact", "impact", metric, id)
# Close connections opened by sink
closeAllConnections()
}
# ---- Model selection ----
# Select best function for each country-d_v_a combination
model_selection(run_dt, metric)
# ---- Plot results ----
# Plot function selection statistics
plot_model_selection(metric)
# Plot impact function evaluation
plot_model_fits(metric)
}
# ---------------------------------------------------------
# Prepare impact-FVP data to fit to
# ---------------------------------------------------------
get_impact_data = function(metric) {
# Population size of each country over time
pop_dt = table("wpp_pop") %>%
lazy_dt() %>%
group_by(country, year) %>%
summarise(pop = sum(pop)) %>%
ungroup() %>%
as.data.table()
# Load impact estimates from VIMC (inlcuding imputed)
#
# NOTE: Result of imputation is already in cumulative form
vimc_dt = read_rds("impute", "impute", metric, "result", err = FALSE)
# Load static model impact estimates
static_dt = read_rds("static", metric, "averted_vaccine", err = FALSE) %>%
lazy_dt() %>%
# Scale results to per capita...
left_join(y = pop_dt,
by = c("country", "year")) %>%
mutate(fvps = fvps / pop,
impact = impact / pop) %>%
select(-pop) %>%
# Convert to cumulative FVP and impact...
group_by(country, d_v_a_id) %>%
mutate(fvps = cumsum(fvps),
impact = cumsum(impact)) %>%
ungroup() %>%
as.data.table()
# Impact estimates per capita from all sources
data_dt = rbind(vimc_dt, static_dt) %>%
mutate(impact_fvp = impact / fvps)
# Save to file
save_rds(data_dt, "impact", "impact", metric, "data")
return(data_dt)
}
# ---------------------------------------------------------
# Set of functions to fit - we'll determine the 'best'
# ---------------------------------------------------------
fn_set = function(params = FALSE, dict = FALSE) {
# Set of statistical models / functions we want to test
out = list(
lin = function(x, p) y = x * p[1],
exp = function(x, p) y = exponential_growth(x, p[1], p[2]),
log = function(x, p) y = logarithmic_growth(x, p[1], p[2]),
sig = function(x, p) y = sigmoidal_growth(x, p[1], p[2], p[3]))
# Alternative functionality - return number of params
if (params == TRUE)
out = c(lin = 1, exp = 2, log = 2, sig = 3)
# Alternative functionality - return dictionary
if (dict == TRUE)
out = c(
lin = "Linear gradient (1 parameter)",
exp = "Exponential growth (2 parameters)",
log = "Logarithmic growth (2 parameters)",
sig = "Sigmoidal growth (3 parameters)")
return(out)
}
# ---------------------------------------------------------
# Parent function to determine best fitting function
# ---------------------------------------------------------
get_best_model = function(id, run, data, pb) {
# Initiate trivial output
result = NULL
# Details of this run
this_run = run[run_id == id]
# Reduce data down to what we're interested in
fit_data_dt = data %>%
lazy_dt() %>%
filter(country == this_run$country,
d_v_a_id == this_run$d_v_a_id) %>%
select(x = fvps,
y = impact) %>%
# Multiply impact for more consistent x-y scales...
mutate(y = y * o$impact_scaler) %>%
as.data.table()
# Append the origin (zero vaccine, zero impact)
fit_data_dt = data.table(x = 1e-12, y = 0) %>%
rbind(fit_data_dt)
# Number of genuine data points (aside from the origin)
n_data = nrow(fit_data_dt) - 1
# Do not fit if insufficient data
if (n_data >= 1) {
# Declare x and y values for which we want to determine a relationship
x = fit_data_dt$x
y = fit_data_dt$y
# Functions we'll attempt to fit with
fns = fn_set()[fn_set(params = TRUE) <= n_data]
# Attempt to determine global minimum for each function
optim = run_optim(fns, x, y)
# Apply MCMC using assumed global optimum as strong prior
fit = run_mcmc(fns, optim, x, y)
# Determine AICc value for model suitability
result = model_quality(fns, fit, x, y, id)
}
# Update progress bar
pb$tick()
# ---- Diagnostic plots ----
# data_dt = data.table(x = x, value = y)
# models_dt = data.table(x = x)
#
# for (fn in names(fit))
# models_dt[[fn]] = fns[[fn]](x, fit[[fn]]$coef)
#
# models_dt %<>%
# pivot_longer(cols = -x) %>%
# select(fn = name, x, value) %>%
# arrange(fn, x) %>%
# as.data.table()
#
# plot1_dt = result %>%
# filter(param == "ll") %>%
# mutate(lab = paste0(
# fn, "\nll = ",
# round(value, 2))) %>%
# select(fn, lab) %>%
# left_join(y = models_dt,
# by = "fn")
#
# g1 = ggplot(plot1_dt) +
# aes(x = x, y = value) +
# geom_line(
# mapping = aes(colour = lab)) +
# geom_point(
# data = data_dt,
# colour = "black")
#
# plot2_dt = result %>%
# filter(param == "aicc",
# value == min(value)) %>%
# select(fn) %>%
# left_join(y = result,
# by = "fn") %>%
# filter(!is.na(iter))
#
# g2 = ggplot(plot2_dt) +
# aes(x = value,
# y = after_stat(scaled)) +
# geom_density() +
# facet_wrap(
# facets = vars(param),
# scales = "free_x")
return(result)
}
# ---------------------------------------------------------
# Attempt to determine global minimum for each function
# ---------------------------------------------------------
run_optim = function(fns, x, y) {
# Define an objective function to minimise - sum of squares
obj_fn = function(p, fn) {
# Squared difference
diff_sq = (y - fns[[fn]](x, p)) ^ 2
# The sum of the squared difference
obj_val = list(y = sum(diff_sq))
return(obj_val)
}
# Initiate optimal results list
optim = list()
# Iterate through stats models
for (fn in names(fns)) {
# Number of parameters for this model
n_pars = fn_set(params = TRUE)[[fn]]
par_ref = letters[1 : n_pars]
# Set lower and upper parameter bounds
lb = rep(1e-10, n_pars)
ub = rep(1e3, n_pars)
# Inititae list to store results
asd_results = list()
# Repeat optimisation several times
for (i in 1 : o$n_optim) {
# Different starting point each time
x0 = pmax(runif(n_pars), lb)
# Run ASD optimisation algorithm
asd_result = asd(
fn = obj_fn,
args = fn,
x0 = x0,
lb = lb,
ub = ub,
iters = 200)
# Store result and optimal parameters
asd_results[[i]] = c(
asd_result$y,
asd_result$x)
}
# Select best fitting parameters for this function
optim[[fn]] = do.call(rbind, asd_results) %>%
as_named_dt(c("y", par_ref)) %>%
# Sort by objective function value...
arrange(y) %>%
slice_head(n = 1) %>%
select(-y) %>%
as.list()
}
return(optim)
}
# ---------------------------------------------------------
# Apply MCMC using assumed global optimum as strong prior
# ---------------------------------------------------------
run_mcmc = function(fns, optim, x, y) {
# Log-likelihood function
likelihood_fn = function(p) {
# Set poor likelihood when parameter bounds are violated
if (any(p < 1e-10))
return(-1e6)
# Evaluate model emulator for given parameters
y_pred = fns[[fn]](x, p)
# Calculate the log-likelihood
ll = dnorm(
x = y_pred,
mean = y,
sd = sd(y - y_pred),
log = TRUE)
# Calculate log-prior for all parameters
lp = dnorm(
x = p,
mean = x0,
sd = x0 * o$prior_sd,
log = TRUE)
# Weighting to be applied to priors
#
# NOTE: Dividing by number of parameters such that more complex
# models are not double punished when computing AICc
prior_weight = o$prior_weight / length(p)
# Sum and appply weighting to priors
likelihood = sum(ll) + sum(lp) * prior_weight
return(likelihood)
}
# Wrapper function for MCMC call
mcmc_fn = function() {
# Call Metropolis-Hasting algorithm
mcmc_result = MCMCmetrop1R(
fun = likelihood_fn,
burnin = o$mcmc_burnin,
mcmc = o$mcmc_iter,
thin = o$mcmc_iter / o$mcmc_samples,
tune = 1.5,
seed = 1,
theta.init = x0,
optim.method = "L-BFGS-B",
optim.lower = 1e-10)
return(mcmc_result)
}
# We'll send noisy output to a null file
sink(nullfile())
# Initiate results list
fit = list()
# Iterate through stats models
for (fn in names(fns)) {
# Parameter reference
par_ref = names(optim[[fn]])
# Assumed global minimum
x0 = unlist(optim[[fn]])
# Wrap MCMC call in try catch in case of errors
mcmc_result = tryCatch(
expr = suppressWarnings(mcmc_fn()),
error = function(e) return())
# Store unless null result
if (!is.null(mcmc_result)) {
# Format resulting chain (burn-in already discarded)
mcmc_chain = mcmc_result %>%
as_named_dt(names(optim[[fn]]))
# Take mean of posteriors as best fitting coefficients
coef = colMeans(mcmc_result) %>%
setNames(par_ref)
# Store fit with associated log likelihood
fit[[fn]] = list(
chain = mcmc_chain,
coef = coef,
ll = likelihood_fn(coef))
}
}
# Sink the output
sink()
return(fit)
}
# ---------------------------------------------------------
# Determine model quality - primarily this is via AICc
# ---------------------------------------------------------
model_quality = function(fns, fit, x, y, run_id) {
# Return out if no fits succesful
if (length(fit) == 0)
return()
# ---- Model selection metrics ----
# Calculate AIC - adjusted for sample size
aicc = sapply(fit, aicc, n = length(y)) %>%
as.list() %>%
as.data.table() %>%
pivot_longer(cols = everything(),
names_to = "fn") %>%
mutate(param = "aicc") %>%
as.data.table()
# Extract log likelihood
ll = lapply(fit, function(a) a$ll) %>%
as.data.table() %>%
pivot_longer(cols = everything(),
names_to = "fn") %>%
mutate(param = "ll") %>%
as.data.table()
# ---- Model parameters ----
# Coefficients for each model
coef = unlist(lapply(fit, function(a) a$coef))
coef = tibble(var = names(coef), value = coef) %>%
separate(var, c("fn", "param")) %>%
as.data.table()
# ---- Parameter posteriors ----
# MCMC chains for each model
chains = lapply(fit, function(a) a$chain) %>%
as.data.table() %>%
mutate(iter = 1 : n()) %>%
pivot_longer(cols = -iter) %>%
separate(col = "name",
into = c("fn", "param"),
fill = "right") %>%
replace_na(list(param = "a")) %>%
select(fn, param, iter, value) %>%
arrange(fn, param, iter) %>%
as.data.table()
# ---- Concatenate output ----
# Squash all details into single datatable()
quality_dt = bind_rows(aicc, ll, coef, chains) %>%
mutate(run_id = run_id) %>%
select(run_id, fn, param, iter, value)
return(quality_dt)
}
# ---------------------------------------------------------
# Use AICc rather than AIC to reduce overfitting
# ---------------------------------------------------------
aicc = function(x, n) {
# See en.wikipedia.org/wiki/Akaike_information_criterion
# Number of parameters
k = length(x$coef)
# Log likelihood associated with these parameters
l = x$ll
# The usual AIC term
aic_term = 2*k - 2*l
# An additional penalty term for small sample size
pen_term = (2*k^2 + 2*k) / (n - k - 1)
# Sum these terms
aicc = aic_term + pen_term
return(aicc)
}
# ---------------------------------------------------------
# Select best function considering complexity
# ---------------------------------------------------------
model_selection = function(run_dt, metric) {
message(" > Selecting best functions")
# ---- Extract results ----
# All d-v-a combinations considered
d_v_a = unique(run_dt$d_v_a_id)
# Construct paths to results files
names = paste1("impact", metric, d_v_a)
files = paste0(o$pth$impact, names, ".rds")
# Extract best fitting function based on AICc
results_dt = lapply(files, read_rds) %>%
rbindlist() %>%
left_join(y = run_dt,
by = "run_id")
# ---- Model selection ----
# Select best model based on AICc or LL
selection_dt = results_dt %>%
filter(param %in% c("aicc", "ll")) %>%
# Transform log-likelihood so we search for the lowest...
mutate(value = ifelse(param == "ll", -value, value)) %>%
# Select models according to AICc and LL...
group_by(d_v_a_id, country, param) %>%
slice_min(value, n = 1, with_ties = FALSE) %>%
ungroup() %>%
# Model selection according to o$selection_metric...
filter(param == o$selection_metric) %>%
# Tidy up...
select(d_v_a_id, country, fn) %>%
as.data.table()
# Save to file
save_rds(selection_dt, "impact", "model_choice", metric)
# ---- Posterior chains ----
# Select best model based on AICc or LL
posteriors_dt = results_dt %>%
filter(iter > 0) %>%
inner_join(y = selection_dt,
by = c("d_v_a_id", "country", "fn")) %>%
select(d_v_a_id, country, fn, param, iter, value)
# Save to file
save_rds(posteriors_dt, "impact", "posteriors", metric)
}