Introduction

This is a bit different from my usual posts (well apart from my write up of hacking at Odessa) in that it is a log of how I managed to get LibBi (Library for Bayesian Inference) to run on my MacBook and then not totally satisfactorily (as you will see if you read on).

The intention is to try a few more approaches to the same problem, for example, Stan, monad-bayes and hand-crafted.

Kermack and McKendrick (1927) give a simple model of the spread of an infectious disease. Individuals move from being susceptible ($S$) to infected ($I$) to recovered ($R$).

\displaystyle \begin{aligned} \frac{dS}{dt} & = & - \delta S(t) I(t) & \\ \frac{dI}{dt} & = & \delta S(t) I(t) - & \gamma I(t) \\ \frac{dR}{dt} & = & & \gamma I(t) \end{aligned}

In 1978, anonymous authors sent a note to the British Medical Journal reporting an influenza outbreak in a boarding school in the north of England (“Influenza in a boarding school” 1978). The chart below shows the solution of the SIR (Susceptible, Infected, Record) model with parameters which give roughly the results observed in the school.

LibBi

Step 1

~/LibBi-stable/SIR-master $./init.sh error: 'ncread' undefined near line 6 column 7 The README says this is optional so we can skip over it. Still it would be nice to fit the bridge weight function as described in Moral and Murray (2015). The README does say that GPML is required but since we don’t (yet) need to do this step, let’s move on. ~/LibBi-stable/SIR-master$ ./run.sh
./run.sh

Error: ./configure failed with return code 77. See
.SIR/build_openmp_cuda_single/configure.log and
.SIR/build_openmp_cuda_single/config.log for details

It seems the example is configured to run on CUDA and it is highly likely that my installation of LibBI was not set up to allow this. We can change config.conf from

--disable-assert
--enable-single
--enable-cuda
--nthreads 2

to

--nthreads 4
--enable-sse
--disable-assert

On to the next issue.

~/LibBi-stable/SIR-master $./run.sh ./run.sh Error: ./configure failed with return code 1. required QRUpdate library not found. See .SIR/build_sse/configure.log and .SIR/build_sse/config.log for details But QRUpdate is installed! ~/LibBi-stable/SIR-master$ brew info QRUpdate
brew info QRUpdate
homebrew/science/qrupdate: stable 1.1.2 (bottled)
http://sourceforge.net/projects/qrupdate/
/usr/local/Cellar/qrupdate/1.1.2 (3 files, 302.6K)
/usr/local/Cellar/qrupdate/1.1.2_2 (6 files, 336.3K)
Poured from bottle
/usr/local/Cellar/qrupdate/1.1.2_3 (6 files, 337.3K) *
Poured from bottle
From: https://github.com/Homebrew/homebrew-science/blob/master/qrupdate.rb
==> Dependencies
Required: veclibfort ✔
Optional: openblas ✔
==> Options
--with-openblas
Build with openblas support
--without-check
Skip build-time tests (not recommended)

Let’s look in the log as advised. So it seems that a certain symbol cannot be found.

checking for dch1dn_ in -lqrupdate

Let’s try ourselves.

nm -g /usr/local/Cellar/qrupdate/1.1.2_3/lib/libqrupdate.a | grep dch1dn_
0000000000000000 T _dch1dn_

So the symbol is there! What gives? Let’s try setting one of the environment variables.

export LDFLAGS='-L/usr/local/lib'

Now we get further.

./run.sh
Error: ./configure failed with return code 1. required NetCDF header
.SIR/build_sse/config.log for details

So we just need to set another environment variable.

export CPPFLAGS='-I/usr/local/include/'

This is more mysterious.

./run.sh
Error: ./configure failed with return code 1. required Boost header
.SIR/build_sse/config.log for details ~/LibBi-stable/SIR-master

Let’s see what we have.

brew list | grep -i boost

Nothing! I recall having some problems with boost when trying to use a completely different package. So let’s install boost.

brew install boost

Now we get a different error.

./run.sh
Error: make failed with return code 2, see .SIR/build_sse/make.log for details

Fortunately at some time in the past sbfnk took pity on me and advised me here to use boost155, a step that should not be lightly undertaken.

/usr/local/Cellar/boost155/1.55.0_1: 10,036 files, 451.6M, built in 15 minutes 9 seconds

Even then I had to say

brew link --force boost155

Finally it runs.

./run.sh 2> out.txt

And produces a lot of output

wc -l out.txt
49999 out.txt

ls -ltrh results/posterior.nc
1.7G Apr 30 19:57 results/posterior.nc

Rather worringly, out.txt has all lines of the form

1: -51.9191 -23.2045 nan beats -inf -inf -inf accept=0.5

nan beating -inf does not sound good.

Now we are in a position to analyse the results.

octave --path oct/ --eval "plot_and_print"
error: 'bi_plot_quantiles' undefined near line 23 column 5

I previously found an Octave package(?) called OctBi so let’s create an .octaverc file which adds this to the path. We’ll also need to load the netcdf package which we previously installed.

addpath ("../OctBi-stable/inst")
pkg load netcdf
~/LibBi-stable/SIR-master \$ octave --path oct/ --eval "plot_and_print"
octave --path oct/ --eval "plot_and_print"
warning: division by zero
warning: called from
mean at line 117 column 7
read_hist_simulator at line 47 column 11
bi_read_hist at line 85 column 12
bi_hist at line 63 column 12
plot_and_print at line 56 column 5
warning: division by zero
warning: division by zero
warning: division by zero
warning: division by zero
warning: division by zero
warning: print.m: fig2dev binary is not available.
Some output formats are not available.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
warning: opengl_renderer: x/y/zdata should have the same dimensions. Not rendering.
sh: pdfcrop: command not found

I actually get a chart from this so some kind of success.

This does not look like the chart in the Moral and Murray (2015), the fitted number of infected patients looks a lot smoother and the “rates” parameters also vary in a much smoother manner. For reasons I haven’t yet investigated, it looks like over-fitting. Here’s the charts in the paper.

Bibliography

“Influenza in a boarding school.” 1978. British Medical Journal, March, 587.

Kermack, W. O., and A. G. McKendrick. 1927. “A Contribution to the Mathematical Theory of Epidemics.” Proceedings of the Royal Society of London Series A 115 (August): 700–721. doi:10.1098/rspa.1927.0118.

Moral, Pierre Del, and Lawrence M Murray. 2015. “Sequential Monte Carlo with Highly Informative Observations.”

4 thoughts on “Fun with LibBi and Influenza”

1. Hi, Your instructions have been helpful. I have made some progress with this, and I am stuck at the following error:

Referenced from: /usr/local/opt/qrupdate/lib/libqrupdate.1.dylib

Have to seen this issue? What gcc compiler are you using.

• Dominic Steinitz

I have seen that issue but I can’t recall the circumstances. Did you manage to make any progress?

2. Hi, One more question. I was able to replicate the steps you mentioned in your blog above. However when I see the results it has a bunch of nan & -inf values. Did you get a chance to validate if the above particle filter run happened correctly.

Many Thanks! Harpreet

• Dominic Steinitz

There is some issue with this particular mode / inference method. The method is designed for models where is there is no observation noise. I am working on the Lotka-Volterra example at the moment instead.