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HDDM: Hierarchical Bayesian Drift-Diffusion Modeling Thomas V. Wiecki & Imri Sofer, Michael J. Frank
Drift-Diffusion Model
 
 
Traditional model fitting Fitting separate models to each subject Fitting one model to  all  subjects e.g. DMAT, fast-dm, EZ Ignores similarities Ignores differences Subject 1 ... Subject n P( data 1 | θ 1 ) ... P( data n | θ n ) P( data| θ ) Subject 1 ... Subject n Subject 1 ... Subject n Subject 1 ... Subject n
Hierarchical model estimation Subject 1 ... Subject n Group P( θ group |θ 1 ,  θ. , ,  θ n ) P(θ 1 |data, θ group ) ... P(θ n |data, θ group )
Hierarchical Bayesian estimation ,[object Object]
Needs less data for individual subject estimation
Constraining of subject parameters (helps with extreme fits)
Estimation of full posterior, not just maximum
... ,[object Object]
Correct model behavior can be hard to assess (e.g. chain convergence)
Methods still in development
[object Object]
Collapsed model for inter-trial variabilities ,[object Object]
Several convergence and goodness-of-fit  diagnostics
Validated : integrated tests check if parameters from simulated data can be recovered HDDM
...it works!

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HDDM: Hierarchical Bayesian estimation of the Drift Diffusion Model

  • 1. HDDM: Hierarchical Bayesian Drift-Diffusion Modeling Thomas V. Wiecki & Imri Sofer, Michael J. Frank
  • 3.  
  • 4.  
  • 5. Traditional model fitting Fitting separate models to each subject Fitting one model to all subjects e.g. DMAT, fast-dm, EZ Ignores similarities Ignores differences Subject 1 ... Subject n P( data 1 | θ 1 ) ... P( data n | θ n ) P( data| θ ) Subject 1 ... Subject n Subject 1 ... Subject n Subject 1 ... Subject n
  • 6. Hierarchical model estimation Subject 1 ... Subject n Group P( θ group |θ 1 , θ. , , θ n ) P(θ 1 |data, θ group ) ... P(θ n |data, θ group )
  • 7.
  • 8. Needs less data for individual subject estimation
  • 9. Constraining of subject parameters (helps with extreme fits)
  • 10. Estimation of full posterior, not just maximum
  • 11.
  • 12. Correct model behavior can be hard to assess (e.g. chain convergence)
  • 13. Methods still in development
  • 14.
  • 15.
  • 16. Several convergence and goodness-of-fit diagnostics
  • 17. Validated : integrated tests check if parameters from simulated data can be recovered HDDM
  • 19. How to get your data into HDDM response, rt, subj_idx, difficulty 1, 1.06, 1, hard 1, 1.052, 1, hard 1, 1.398, 1, hard 0, 0.48, 1, easy 1, 1.798, 1, easy 1, 0.94, 1, easy 1, 2.093, 2, hard 1, 0.91, 2, hard 0, 1.019, 2, hard ...
  • 20. Model specification via configuration file [depends] v = difficulty [mcmc] samples=5000 burn=1000
  • 21. Model fitting $> hddmfit simple_difficulty.conf simple_difficulty.csv Creating model... Sampling: 100% [0000000000000000000000000000000000] Iterations: 5000 name mean std 2.5q 25q 50q 75q 97.5 mc_err a : 2.029 0.034 1.953 2.009 2.028 2.049 2.090 0.002 t : 0.297 0.007 0.282 0.292 0.297 0.302 0.311 0.001 v('easy',): 0.992 0.051 0.902 0.953 0.987 1.028 1.102 0.003 v('hard',): 0.522 0.049 0.429 0.485 0.514 0.561 0.612 0.002 logp: -1171.276303 DIC: 2329.069932 DIC without separate drift rates: 2373.395603
  • 22. Output statistics hard condition easy condition Error responses mirrored along y-axis.
  • 24. Python model creation import hddm # Load data from csv file into a NumPy structured array data = hddm.load_csv('simple_subj_data.csv') # Create a HDDM model multi object model = hddm.HDDM(data, depends_on={'v':'difficulty'}) # Create model and start MCMC sampling model.sample(5000, burn=2000) # Print fitted parameters and other model statistics model.print_stats() # Plot posterior distributions and theoretical RT distributions hddm.plot_posteriors(model) hddm.plot_post_pred(model)
  • 25. Trial-by-trial random effects Cavanagh, Wiecki et al (submitted)
  • 26.
  • 29. Switch-task model Note to developers: it is very easy to add your own models to this framework!