Beispiel #1
0
def test_parameterization():
    updated_info, sampler = run(info)
    products = sampler.products()
    sample = products["sample"]
    from getdist.mcsamples import MCSamplesFromCobaya
    gdsample = MCSamplesFromCobaya(updated_info, products["sample"])
    for i, point in sample:
        a = info[_params]["a"]
        b = get_external_function(info[_params]["b"])(a, point["bprime"])
        c = get_external_function(info[_params]["c"])(a, point["cprime"])
        e = get_external_function(e_func)(b)
        f = get_external_function(f_func)(b)
        g = get_external_function(info[_params]["g"]["derived"])(x_func(
            point["c"]))
        h = get_external_function(info[_params]["h"])(info[_params]["i"])
        j = get_external_function(info[_params]["j"])(b)
        k = get_external_function(info[_params]["k"]["derived"])(f)
        assert np.allclose(point[["b", "c", "e", "f", "g", "h", "j", "k"]],
                           [b, c, e, f, g, h, j, k])
        # Test for GetDist too (except fixed ones, ignored by GetDist)
        bcefffg_getdist = [
            gdsample.samples[i][gdsample.paramNames.list().index(p)]
            for p in ["b", "c", "e", "f", "g", "j", "k"]
        ]
        assert np.allclose(bcefffg_getdist, [b, c, e, f, g, j, k])
Beispiel #2
0
def test_mcmc_drag_results():
    info: InputDict = yaml_load(yaml_drag)
    info['likelihood'] = {
        'g1': {
            'external': GaussLike
        },
        'g2': {
            'external': GaussLike2
        }
    }
    updated_info, sampler = run(info)
    products = sampler.products()
    from getdist.mcsamples import MCSamplesFromCobaya
    products["sample"] = mpi.allgather(products["sample"])
    gdample = MCSamplesFromCobaya(updated_info,
                                  products["sample"],
                                  ignore_rows=0.2)
    assert abs(gdample.mean('a') - 0.2) < 0.03
    assert abs(gdample.mean('b')) < 0.03
    assert abs(gdample.std('a') - 0.293) < 0.03
    assert abs(gdample.std('b') - 0.4) < 0.03
Beispiel #3
0
def test_post_likelihood():
    """
    Swaps likelihood "gaussian" for "target".

    It also tests aggregated chi2's by removing and adding a likelihood to an existing
    type.
    """
    # Generate original chain
    orig_interval = OutputOptions.output_inteveral_s
    try:
        OutputOptions.output_inteveral_s = 0
        info_params_local = deepcopy(info_params)
        info_params_local["dummy"] = 0
        dummy_loglike_add = 0.1
        dummy_loglike_remove = 0.01
        info = {
            "output": None,
            "force": True,
            "params": info_params_local,
            "sampler": info_sampler,
            "likelihood": {
                "gaussian": {
                    "external": sampled_pdf,
                    "type": "A"
                },
                "dummy": {
                    "external": lambda dummy: 1,
                    "type": "BB"
                },
                "dummy_remove": {
                    "external": lambda dummy: dummy_loglike_add,
                    "type": "BB"
                }
            }
        }
        info_out, sampler = run(info)
        samples_in = mpi.gather(sampler.products()["sample"])
        if mpi.is_main_process():
            mcsamples_in = MCSamplesFromCobaya(info_out, samples_in)
        else:
            mcsamples_in = None

        info_out.update({
            "post": {
                "suffix": "foo",
                "remove": {
                    "likelihood": {
                        "gaussian": None,
                        "dummy_remove": None
                    }
                },
                "add": {
                    "likelihood": {
                        "target": {
                            "external": target_pdf,
                            "type": "A",
                            "output_params": ["cprime"]
                        },
                        "dummy_add": {
                            "external": lambda dummy: dummy_loglike_remove,
                            "type": "BB"
                        }
                    }
                }
            }
        })
        info_post_out, products_post = post(info_out,
                                            sampler.products()["sample"])
        samples = mpi.gather(products_post["sample"])

        # Load with GetDist and compare
        if mcsamples_in:
            target_mean, target_cov = mpi.share(_get_targets(mcsamples_in))

            mcsamples = MCSamplesFromCobaya(info_post_out,
                                            samples,
                                            name_tag="sample")
            new_mean = mcsamples.mean(["a", "b"])
            new_cov = mcsamples.getCovMat().matrix
            mpi.share((new_mean, new_cov))
        else:
            target_mean, target_cov = mpi.share()
            new_mean, new_cov = mpi.share()
        assert np.allclose(new_mean, target_mean)
        assert np.allclose(new_cov, target_cov)
        assert allclose(products_post["sample"]["chi2__A"],
                        products_post["sample"]["chi2__target"])
        assert allclose(
            products_post["sample"]["chi2__BB"],
            products_post["sample"]["chi2__dummy"] +
            products_post["sample"]["chi2__dummy_add"])
    finally:
        OutputOptions.output_inteveral_s = orig_interval
Beispiel #4
0
# Export the results to GetDist
from getdist.mcsamples import MCSamplesFromCobaya

gd_sample = MCSamplesFromCobaya(updated_info, products["sample"])
# Analyze and plot
mean = gd_sample.getMeans()[:2]
covmat = gd_sample.getCovMat().matrix[:2, :2]
print("Mean:")
print(mean)
print("Covariance matrix:")
print(covmat)
# %matplotlib inline  # uncomment if running from the Jupyter notebook
import getdist.plots as gdplt

gdplot = gdplt.getSubplotPlotter()
gdplot.triangle_plot(gd_sample, ["a", "b"], filled=True)
Beispiel #5
0
except LoggedError as err:
    pass
# Di it work? (e.g. did not get stuck)
success = all(comm.allgather(success))

if not success and rank == 0:
    print("Sampling failed!")

# Now gather chains of all MPI processes in rank 0

all_chains = comm.gather(mcmc.products()["sample"], root=0)

# Pass all of them to GetDist in rank = 0

if rank == 0:
    from getdist.mcsamples import MCSamplesFromCobaya
    gd_sample = MCSamplesFromCobaya(upd_info, all_chains)

# Manually concatenate them in rank = 0 for some custom manipulation,
# skipping 1st 3rd of each chain
copy_and_skip_1st_3rd = lambda chain: chain[int(len(chain) / 3):]
if rank == 0:
    full_chain = copy_and_skip_1st_3rd(all_chains[0])
    for chain in all_chains[1:]:
        full_chain.append(copy_and_skip_1st_3rd(chain))
    # The combined chain is now `full_chain`
    import matplotlib.pyplot as plt
    plt.figure()
    plt.hist(full_chain["x"], weights=full_chain["weight"])
    plt.show()
Beispiel #6
0
def body_of_sampler_test(info_sampler: SamplersDict,
                         dimension=1,
                         n_modes=1,
                         tmpdir="",
                         packages_path=None,
                         skip_not_installed=False,
                         fixed=False,
                         random_state=None):
    # Info of likelihood and prior
    ranges = np.array([[-1, 1] for _ in range(dimension)])
    if fixed:
        info = fixed_info.copy()
    else:
        info = generate_random_info(n_modes, ranges, random_state=random_state)

    if mpi.is_main_process():
        print("Original mean of the gaussian mode:")
        print(info["likelihood"]["gaussian_mixture"]["means"])
        print("Original covmat of the gaussian mode:")
        print(info["likelihood"]["gaussian_mixture"]["covs"])
    info["sampler"] = info_sampler
    sampler_name = list(info_sampler)[0]
    if random_state is not None:
        info_sampler[sampler_name]["seed"] = random_state.integers(0, 2**31)
    if sampler_name == "mcmc":
        if "covmat" in info_sampler["mcmc"]:
            info["sampler"]["mcmc"]["covmat_params"] = (list(
                info["params"])[:dimension])
    info["debug"] = False
    info["debug_file"] = None
    info["output"] = os.path.join(tmpdir, 'out_chain')
    if packages_path:
        info["packages_path"] = process_packages_path(packages_path)

    updated_info, sampler = install_test_wrapper(skip_not_installed, run, info)
    products = sampler.products()
    products["sample"] = mpi.gather(products["sample"])
    # Done! --> Tests
    if mpi.is_main_process():
        if sampler_name == "mcmc":
            ignore_rows = 0.5
        else:
            ignore_rows = 0
        results = MCSamplesFromCobaya(updated_info,
                                      products["sample"],
                                      ignore_rows=ignore_rows,
                                      name_tag="sample")
        clusters = None
        if "clusters" in products:
            clusters = [
                MCSamplesFromCobaya(updated_info,
                                    products["clusters"][i]["sample"],
                                    name_tag="cluster %d" % (i + 1))
                for i in products["clusters"]
            ]
        # Plots!
        if not is_travis():
            try:
                import getdist.plots as gdplots
                from getdist.gaussian_mixtures import MixtureND
                sampled_params = [
                    p for p, v in info["params"].items() if "prior" not in v
                ]
                mixture = MixtureND(
                    info["likelihood"]["gaussian_mixture"]["means"],
                    info["likelihood"]["gaussian_mixture"]["covs"],
                    names=sampled_params,
                    label="truth")
                g = gdplots.getSubplotPlotter()
                to_plot = [mixture, results]
                if clusters:
                    to_plot += clusters
                g.triangle_plot(to_plot, params=sampled_params)
                g.export("test.png")
            except:
                print("Plotting failed!")
        # 1st test: KL divergence
        if n_modes == 1:
            cov_sample, mean_sample = results.getCov(
                dimension), results.getMeans()
            KL_final = KL_norm(
                m1=info["likelihood"]["gaussian_mixture"]["means"][0],
                S1=info["likelihood"]["gaussian_mixture"]["covs"][0],
                m2=mean_sample[:dimension],
                S2=cov_sample)
            print("Final KL: ", KL_final)
            assert KL_final <= KL_tolerance
        # 2nd test: clusters
        else:
            if "clusters" in products:
                assert len(products["clusters"]) >= n_modes, (
                    "Not all clusters detected!")
                for i, c2 in enumerate(clusters):
                    cov_c2, mean_c2 = c2.getCov(), c2.getMeans()
                    KLs = [
                        KL_norm(m1=info["likelihood"]["gaussian_mixture"]
                                ["means"][i_c1],
                                S1=info["likelihood"]["gaussian_mixture"]
                                ["covs"][i_c1],
                                m2=mean_c2[:dimension],
                                S2=cov_c2[:dimension, :dimension])
                        for i_c1 in range(n_modes)
                    ]
                    extra_tol = 4 * n_modes if n_modes > 1 else 1
                    print("Final KL for cluster %d: %g", i, min(KLs))
                    assert min(KLs) <= KL_tolerance * extra_tol
            else:
                assert 0, "Could not check sample convergence: multimodal but no clusters"
        # 3rd test: Evidence
        if "logZ" in products:
            logZprior = sum(np.log(ranges[:, 1] - ranges[:, 0]))
            assert (products["logZ"] - logZ_nsigmas * products["logZstd"] <
                    -logZprior <
                    products["logZ"] + logZ_nsigmas * products["logZstd"])
Beispiel #7
0
def body_of_test(dimension=1, n_modes=1, info_sampler=empty_dict, tmpdir="",
                 packages_path=None, skip_not_installed=False):
    comm = MPI.COMM_WORLD
    rank = comm.Get_rank()
    # Info of likelihood and prior
    ranges = np.array([[-1, 1] for _ in range(dimension)])
    while True:
        info = info_random_gaussian_mixture(
            ranges=ranges, n_modes=n_modes, input_params_prefix="a_",
            O_std_min=O_std_min, O_std_max=O_std_max, derived=True)
        if n_modes == 1:
            break
        means = info["likelihood"]["gaussian_mixture"]["means"]
        distances = chain(*[[np.linalg.norm(m1 - m2) for m2 in means[i + 1:]]
                            for i, m1 in enumerate(means)])
        if min(distances) >= distance_factor * O_std_max:
            break
    if rank == 0:
        print("Original mean of the gaussian mode:")
        print(info["likelihood"]["gaussian_mixture"]["means"])
        print("Original covmat of the gaussian mode:")
        print(info["likelihood"]["gaussian_mixture"]["covs"])
    info[kinds.sampler] = info_sampler
    sampler_name = list(info_sampler)[0]
    if sampler_name == "mcmc":
        if "covmat" in info_sampler["mcmc"]:
            info[kinds.sampler]["mcmc"]["covmat_params"] = (
                list(info["params"])[:dimension])
    info[_debug] = False
    info[_debug_file] = None
    # TODO: this looks weird/bug:?
    info[_output_prefix] = getattr(tmpdir, "realpath()", lambda: tmpdir)()
    if packages_path:
        info[_packages_path] = process_packages_path(packages_path)
    # Delay to one chain to check that MPI communication of the sampler is non-blocking
    #    if rank == 1:
    #        info["likelihood"]["gaussian_mixture"]["delay"] = 0.1
    updated_info, sampler = install_test_wrapper(skip_not_installed, run, info)
    products = sampler.products()
    # Done! --> Tests
    if rank == 0:
        if sampler_name == "mcmc":
            ignore_rows = 0.5
        else:
            ignore_rows = 0
        results = MCSamplesFromCobaya(updated_info, products["sample"],
                                      ignore_rows=ignore_rows, name_tag="sample")
        clusters = None
        if "clusters" in products:
            clusters = [MCSamplesFromCobaya(
                updated_info, products["clusters"][i]["sample"],
                name_tag="cluster %d" % (i + 1))
                for i in products["clusters"]]
        # Plots!
        try:
            if is_travis():
                raise ValueError
            import getdist.plots as gdplots
            from getdist.gaussian_mixtures import MixtureND
            sampled_params = [
                p for p, v in info["params"].items() if partag.prior not in v]
            mixture = MixtureND(
                info[kinds.likelihood]["gaussian_mixture"]["means"],
                info[kinds.likelihood]["gaussian_mixture"]["covs"],
                names=sampled_params, label="truth")
            g = gdplots.getSubplotPlotter()
            to_plot = [mixture, results]
            if clusters:
                to_plot = to_plot + clusters
            g.triangle_plot(to_plot, params=sampled_params)
            g.export("test.png")
        except:
            print("Plotting failed!")
        # 1st test: KL divergence
        if n_modes == 1:
            cov_sample, mean_sample = results.getCov(), results.getMeans()
            KL_final = KL_norm(m1=info[kinds.likelihood]["gaussian_mixture"]["means"][0],
                               S1=info[kinds.likelihood]["gaussian_mixture"]["covs"][0],
                               m2=mean_sample[:dimension],
                               S2=cov_sample[:dimension, :dimension])
            print("Final KL: ", KL_final)
            assert KL_final <= KL_tolerance
        # 2nd test: clusters
        else:
            if "clusters" in products:
                assert len(products["clusters"]) >= n_modes, (
                    "Not all clusters detected!")
                for i, c2 in enumerate(clusters):
                    cov_c2, mean_c2 = c2.getCov(), c2.getMeans()
                    KLs = [
                        KL_norm(
                            m1=info[kinds.likelihood]["gaussian_mixture"]["means"][i_c1],
                            S1=info[kinds.likelihood]["gaussian_mixture"]["covs"][i_c1],
                            m2=mean_c2[:dimension],
                            S2=cov_c2[:dimension, :dimension])
                        for i_c1 in range(n_modes)]
                    extra_tol = 4 * n_modes if n_modes > 1 else 1
                    print("Final KL for cluster %d: %g", i, min(KLs))
                    assert min(KLs) <= KL_tolerance * extra_tol
            else:
                assert 0, "Could not check sample convergence: multimodal but no clusters"
        # 3rd test: Evidence
        if "logZ" in products:
            logZprior = sum(np.log(ranges[:, 1] - ranges[:, 0]))
            assert (products["logZ"] - logZ_nsigmas * products["logZstd"] < -logZprior <
                    products["logZ"] + logZ_nsigmas * products["logZstd"])
Beispiel #8
0
                    chi2 = compute_chi2_theory(Db, Db_th, inv_cov, alpha)
                    return -0.5 * chi2

                info = {
                    "params": {"alpha": {"prior": {"min": -5, "max": 5}, "latex": r"\alpha"}},
                    "sampler": {
                        "mcmc": {
                            "max_tries": 10 ** 8,
                            "Rminus1_stop": 0.01,
                            "Rminus1_cl_stop": 0.08,
                        }
                    },
                }
                if chi2_with_respect_to_theory:
                    info["likelihood"] = {"chi2": compute_loglike_theory}
                else:
                    info["likelihood"] = {"chi2": compute_loglike_data}

                updated_info, sampler = run(info)
                sample = MCSamplesFromCobaya(updated_info, sampler.products()["sample"])

                runs[spec_name] = {
                    "progress": sampler.products()["progress"],
                    "sample": sample,
                    "std_fisher": compute_sigma_alpha(Db, inv_cov),
                }

                spec_id += 1

pickle.dump(runs, open("results.pkl", "wb"))
Beispiel #9
0
def test_cosmo_run_resume_post(tmpdir, packages_path=None):
    # only vary As, so fast chain. Chain does not need to converge (tested elsewhere).
    info['output'] = os.path.join(tmpdir, 'testchain')
    if packages_path:
        info["packages_path"] = process_packages_path(packages_path)
    run(info, force=True)
    # note that continuing from files leads to text-file precision at read in, so a mix of
    # precision in the output SampleCollection returned from run
    run(info, resume=True, override={'sampler': {'mcmc': {'Rminus1_stop': 0.2}}})
    updated_info, sampler = run(info['output'] + '.updated' + Extension.dill,
                                resume=True,
                                override={'sampler': {'mcmc': {'Rminus1_stop': 0.05}}})
    results = mpi.allgather(sampler.products()["sample"])
    samp = MCSamplesFromCobaya(updated_info, results, ignore_rows=0.2)
    assert np.isclose(samp.mean('As100'), 100 * samp.mean('As'))

    # post-processing
    info_post: PostDict = {'add': {'params': {'h': None},
                                   "likelihood": {"test_likelihood2": likelihood2}},
                           'remove': {'likelihood': ["test_likelihood"]},
                           'suffix': 'testpost',
                           'skip': 0.2, 'thin': 4
                           }

    output_info, products = run(updated_info, override={'post': info_post}, force=True)
    results2 = mpi.allgather(products["sample"])
    samp2 = MCSamplesFromCobaya(output_info, results2)
    samp_test = samp.copy()
    samp_test.weighted_thin(4)
    sigma8 = samp_test.getParams().sigma8
    samp_test.reweightAddingLogLikes(-(sigma8 - 0.7) ** 2 / 0.1 ** 2
                                     + (sigma8 - 0.75) ** 2 / 0.07 ** 2)
    assert np.isclose(samp_test.mean('sigma8'), samp2.mean('sigma8'))

    # from getdist-format chain files
    root = os.path.join(tmpdir, 'getdist_format')
    if mpi.is_main_process():
        samp.saveChainsAsText(root)
    mpi.sync_processes()

    from_txt = dict(updated_info, output=root)
    post_from_text = dict(info_post, skip=0)  # getdist already skipped
    output_info, products = run(from_txt, override={'post': post_from_text}, force=True)
    samp_getdist = MCSamplesFromCobaya(output_info, mpi.allgather(products["sample"]))
    assert not products["stats"]["points_removed"]
    assert samp2.numrows == samp_getdist.numrows
    assert np.isclose(samp2.mean('sigma8'), samp_getdist.mean('sigma8'))

    # again with inferred-inputs for params
    info_conv = cosmomc_root_to_cobaya_info_dict(root)
    # have to manually add consistent likelihoods if re-computing
    info_conv['likelihood'] = info['likelihood']
    info_conv['theory'] = info['theory']
    post_from_text = dict(info_post, skip=0, suffix='getdist2')  # getdist already skipped
    output_info, products = run(info_conv, override={'post': post_from_text},
                                output=False)
    samp_getdist2 = MCSamplesFromCobaya(output_info, mpi.allgather(products["sample"]))
    assert np.isclose(samp2.mean('sigma8'), samp_getdist2.mean('sigma8'))

    # from save info, no output
    info_post['output'] = None
    output_info, products = run({'output': info['output'], 'post': info_post}, force=True)
    results3 = mpi.allgather(products["sample"])
    samp3 = MCSamplesFromCobaya(output_info, results3)
    assert np.isclose(samp3.mean("sigma8"), samp2.mean("sigma8"))
    assert np.isclose(samp3.mean("joint"), samp2.mean("joint"))
    samps4 = loadMCSamples(info['output'] + '.post.testpost')
    assert np.isclose(samp3.mean("joint"), samps4.mean("joint"))

    # test recover original answer swapping likelihoods back
    info_revert = {'add': {'likelihood': info['likelihood']},
                   'remove': {'likelihood': ["test_likelihood2"]},
                   'suffix': 'revert',
                   'skip': 0, 'thin': 1,
                   'output': None
                   }
    output_info, products = run({'output': info['output'] + '.post.testpost',
                                 'post': info_revert}, force=True)
    results_revert = mpi.allgather(products["sample"])
    samp_revert = MCSamplesFromCobaya(output_info, results_revert)

    samp_thin = MCSamplesFromCobaya(updated_info, results, ignore_rows=0.2)
    samp_thin.weighted_thin(4)
    assert samp_thin.numrows == samp_revert.numrows + products["stats"]["points_removed"]
    if not products["stats"]["points_removed"]:
        assert np.isclose(samp_revert.mean("sigma8"), samp_thin.mean("sigma8"))
    else:
        assert abs(samp_revert.mean("sigma8") - samp_thin.mean("sigma8")) < 0.01
    assert not products["stats"]["points_removed"]

    # no remove
    info_post = {
        'add': {'params': {'h': None}, "likelihood": {"test_likelihood2": likelihood2}},
        'suffix': 'test2', 'skip': 0.2, 'thin': 4}
    output_info, products = run(updated_info, override={'post': info_post}, force=True)
    results2 = mpi.allgather(products["sample"])
    samp2 = MCSamplesFromCobaya(output_info, results2)
    assert "chi2__type1" in samp2.paramNames.list()
    # check what has been saved to disk is consistent
    samps4 = loadMCSamples(updated_info['output'] + '.post.test2')
    assert samp2.paramNames.list() == samps4.paramNames.list()
    assert np.isclose(samp2.mean("sigma8"), samps4.mean("sigma8"))

    # adding new theory derived
    info_post['add']['theory'] = {'new_param_theory': BTheory}
    output_info, products = run(updated_info, override={'post': info_post}, output=False)
    results3 = mpi.allgather(products["sample"])
    samp3 = MCSamplesFromCobaya(output_info, results3)
    assert np.isclose(samp3.mean("sigma8"), samp2.mean("sigma8"))
    assert np.isclose(samp3.mean("As1000"), samp2.mean("As") * 1000)

    info_post['add']['theory'] = {'new_param_theory': CTheory}
    with pytest.raises(LoggedError) as e, NoLogging(logging.ERROR):
        run(updated_info, override={'post': info_post}, output=False)
    assert 'Parameter AsX no known value' in str(e)