Hi everyone,
I’m sorry if this question is too specific. I tried following advice in previous similar threads but couldn’t get anything to work, so figured I should try asking myself.
For context, I’m modeling 5000 Hangman games, where players revealed a hidden word by guessing letters. Each player played games in two conditions, and my goal is to compare their behaviour in the two conditions. My approach is to fit a multinomial logistic regression model to predict letter selections with three predictors: prior, post and eig. Each predictor is represented as a vector of length 26 (for 26 letters). Since it is impossible to select the same letter more than once in the same game, I have an additional mask vector with 1s for letters that can be selected and 0 for letters that can’t be selected.
Below is my model. The arguments are:
- priors: n by 26 Float64 matrix
- posts: n by 26 Float64 matrix
- eig: n by 26 Float64 matrix
- masks: n by 26 int64 matrix (0 or 1)
- subj: n by 1 int64 vector (representing the subject number)
- condition: n by 1 int64 vector (0 or 1)
- y: n by 1 int64 vector (between 1 and 26, the index of the selected letter)
@model function logistic_regression(priors, posts, eig, masks, subj, condition, y)
n = size(priors, 1) # number of rows
length(y) == size(posts,1) == size(masks,1) == n ||
throw(DimensionMismatch("number of observations is not equal"))
n_subj = length(unique(subj));
# Hyperparameters for main effects
mu_prior ~ Normal(0, 10)
sigma_prior ~ Gamma(2,1)
mu_post ~ Normal(0, 10)
sigma_post ~ Gamma(2,1)
mu_eig ~ Normal(0, 10)
sigma_eig ~ Gamma(2,1)
# Hyperparameters for condition effects
mu_prior_delta ~ Normal(0, 10)
sigma_prior_delta ~ Gamma(2,1)
mu_post_delta ~ Normal(0, 10)
sigma_post_delta ~ Gamma(2,1)
mu_eig_delta ~ Normal(0, 10)
sigma_eig_delta ~ Gamma(2,1)
# Subject-level parameters: main effets
coef_prior ~ filldist(Normal(mu_prior, sigma_prior), n_subj)
coef_post ~ filldist(Normal(mu_post, sigma_post), n_subj)
coef_eig ~ filldist(Normal(mu_eig, sigma_eig), n_subj)
# Subject-level parameters: condition effects
coef_prior_delta ~ filldist(Normal(mu_prior_delta, sigma_prior_delta), n_subj)
coef_post_delta ~ filldist(Normal(mu_post_delta, sigma_post_delta), n_subj)
coef_eig_delta ~ filldist(Normal(mu_eig_delta, sigma_eig_delta), n_subj)
for i in 1:n
v_unmasked = softmax((coef_prior[subj[i]]*priors[i,:]+coef_post[subj[i]]*posts[i,:]+coef_eig[subj[i]]*eig[i,:]) +
condition[i]*(coef_prior_delta[subj[i]]*priors[i,:]+coef_post_delta[subj[i]]*posts[i,:]+coef_eig_delta[subj[i]]*eig[i,:]))
v = v_unmasked.*masks[i,:]/sum(v_unmasked.*masks[i,:])
y[i] ~ Categorical(v)
end
end;
I tried fitting the model using HMC and NUTS, and both don’t really work. HMC is slow (like >5 hours for one chain of 1500 steps) and returns chains that are stuck at a specific set of coordinates, and NUTS is much slower (the current ETA is 8:30 hours to complete a chain of 100 steps). When I try to run more than one chain using MCMCThreads(), it doesn’t even start running.
I followed previous advice and am using Turing.setrdcache(true) and Turing.setadbackend(:reversediff) but this doesn’t seem to help.
Any advice would be greatly appreciated. Many thanks!
