Abstract observation model class for neural data processing.
This is an abstract base class used to implement observation models for neural data.
Specific observation models that inherit from this class should define their versions
of the abstract methods such as log_likelihood(),
sample_generator(), and
deviance().
This uses PEP-487 [1] to set the set_{method}_request methods. It
looks for the information available in the set default values which are
set using __metadata_request__* class attributes, or inferred
from method signatures.
The __metadata_request__* class attributes are used when a method
does not explicitly accept a metadata through its arguments or if the
developer would like to specify a request value for those metadata
which are different from the default None.
This method estimates the scale parameter, often denoted as \(\phi\), which determines the dispersion
of an exponential family distribution. The probability density function (pdf) for such a distribution
is generally expressed as
\(f(x; \theta, \phi) \propto \exp \left(a(\phi)\left( y\theta - \mathcal{k}(\theta) \right)\right)\).
The relationship between variance and the scale parameter is given by:
\[\text{var}(Y) = \frac{V(\mu)}{a(\phi)}.\]
The scale parameter, \(\phi\), is necessary for capturing the variance of the data accurately.
Compute the pseudo-\(R^2\) metric for the GLM, as defined by McFadden et al. [2]
or by Cohen et al. [3].
This metric evaluates the goodness-of-fit of the model relative to a null (baseline) model that assumes a
constant mean for the observations. While the pseudo-\(R^2\) is bounded between 0 and 1 for the
training set, it can yield negative values on out-of-sample data, indicating potential over-fitting.
Parameters:
y (Array) – The neural activity. Expected shape: (n_time_bins,)
predicted_rate (Array) – The mean neural activity. Expected shape: (n_time_bins,)
score_type (Literal['pseudo-r2-McFadden', 'pseudo-r2-Cohen']) – The pseudo-\(R^2\) type.
The pseudo-\(R^2\) of the model. A value closer to 1 indicates a better model fit,
whereas a value closer to 0 suggests that the model doesn’t improve much over the null model.
where \(L_M\), \(L_0\) and \(L_s\) are the likelihood of the fitted model, the null model (a
model with only the intercept term), and the saturated model (a model with one parameter per
sample, i.e. the maximum value that the likelihood could possibly achieve). \(D_M\) and \(D_0\) are
the model and the null deviance, \(D_i = -2 \left[ \log(L_s) - \log(L_i) \right]\) for \(i=M,0\).
The method works on simple estimators as well as on nested objects
(such as Pipeline). The latter have
parameters of the form <component>__<parameter> so that it’s
possible to update each component of a nested object.