Beispiel #1
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 def test_without_simcov(self):
     simdict = Simulations()
     meadict = Measurements()
     covdict = Covariances()
     # mock measurements
     arr_a = np.random.rand(1, 4*mpisize)
     comm.Bcast(arr_a, root=0)
     mea = Observable(arr_a, 'measured')
     meadict.append(name=('test', None, 4*mpisize, None),
                    data=mea, otype='plain')
     # mock covariance
     arr_c = np.random.rand(4, 4*mpisize)
     cov = Observable(arr_c, 'covariance')
     covdict.append(name=('test', None, 4*mpisize, None),
                    cov_data=cov)
     # mock observable with repeated single realisation
     arr_b = np.random.rand(1, 4*mpisize)
     comm.Bcast(arr_b, root=0)
     arr_ens = np.zeros((2, 4*mpisize))
     for i in range(len(arr_ens)):
         arr_ens[i] = arr_b
     sim = Observable(arr_ens, 'simulated')
     simdict.append(name=('test', None, 4*mpisize, None),
                    data=sim, otype='plain')
     # simplelikelihood
     lh_simple = SimpleLikelihood(meadict, covdict)
     rslt_simple = lh_simple(simdict)
     # ensemblelikelihood
     lh_ensemble = EnsembleLikelihood(meadict, covdict)
     rslt_ensemble = lh_ensemble(simdict)
     assert rslt_ensemble == rslt_simple
    def test_diag(self):
        simdict = Simulations()
        meadict = Measurements()
        covdict = Covariances()
        # mock measurements
        arr_a = np.random.rand(1, 40)
        mea = Observable(arr_a, 'measured')
        meadict.append(name=('test', None, 40, None),
                       data=mea, otype='plain')
        # mock (diagonal) covariance
        arr_var = np.random.rand(40)
        cov = Observable(np.diag(arr_var), 'covariance')
        covdict.append(name=('test', None, 40, None),
                       cov_data=cov)
        # mock observable
        arr_ens = np.random.rand(10, 40)

        sim = Observable(arr_ens, 'simulated')
        simdict.append(name=('test', None, 40, None),
                       data=sim, otype='plain')
        # ensemblelikelihood + diagonal_covcov
        lh_ens = EnsembleLikelihood(meadict, covdict, cov_func=diagonal_mcov)
        result_ens = lh_ens(simdict)
        # EnsembleLikelihoodDiagonal
        lh_diag = EnsembleLikelihoodDiagonal(meadict, covdict)
        result_diag = lh_diag(simdict)

        assert np.allclose(result_diag, result_ens)
Beispiel #3
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 def test_with_cov(self):
     simdict = Simulations()
     meadict = Measurements()
     covdict = Covariances()
     # mock measurements
     arr_a = np.random.rand(1, 4*mpisize)
     comm.Bcast(arr_a, root=0)
     mea = Observable(arr_a, 'measured')
     meadict.append(name=('test', None, 4*mpisize, None),
                    data=mea, otype='plain')
     # mock sims
     arr_b = np.random.rand(5, 4*mpisize)
     sim = Observable(arr_b, 'simulated')
     simdict.append(name=('test', None, 4*mpisize, None),
                    data=sim, otype='plain')
     # mock covariance
     arr_c = np.random.rand(4, 4*mpisize)
     cov = Observable(arr_c, 'covariance')
     covdict.append(name=('test', None, 4*mpisize, None),
                    cov_data=cov)
     # with covariance
     lh = SimpleLikelihood(meadict, covdict)
     # calc by likelihood
     rslt = lh(simdict)  # feed variable value, not parameter value
     # calc by hand
     full_b = np.vstack(comm.allgather(arr_b))  # global arr_b
     diff = (np.mean(full_b, axis=0) - arr_a)
     full_cov = np.vstack(comm.allgather(arr_c))  # global covariance
     (sign, logdet) = np.linalg.slogdet(full_cov*2.*np.pi)
     baseline = -0.5*(np.vdot(diff, np.linalg.solve(full_cov, diff.T))+sign*logdet)
     assert np.allclose(rslt, baseline)
Beispiel #4
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 def test_without_cov(self):
     simdict = Simulations()
     meadict = Measurements()
     # mock measurements
     arr_a = np.random.rand(1, 12*mpisize**2)
     comm.Bcast(arr_a, root=0)
     mea = Observable(arr_a, 'measured')
     meadict.append(name=('test', None, mpisize, None),
                    data=mea, otype='HEALPix')
     # mock observable with repeated single realisation
     arr_b = np.random.rand(1, 12*mpisize**2)
     comm.Bcast(arr_b, root=0)
     if not mpirank:
         arr_ens = np.zeros((3, 12*mpisize**2))
     else:
         arr_ens = np.zeros((2, 12*mpisize**2))
     for i in range(len(arr_ens)):
         arr_ens[i] = arr_b
     sim = Observable(arr_ens, 'simulated')
     simdict.append(name=('test', None, mpisize, None),
                    data=sim, otype='HEALPix')
     # simplelikelihood
     lh_simple = SimpleLikelihood(meadict)
     rslt_simple = lh_simple(simdict)
     # ensemblelikelihood
     lh_ensemble = EnsembleLikelihood(meadict)
     rslt_ensemble = lh_ensemble(simdict)
     assert rslt_ensemble == rslt_simple
    def test_with_trace_approximation(self):
        simdict = Simulations()
        meadict = Measurements()
        covdict = Covariances()
        # mock measurements
        arr_a = np.random.rand(1, 4*mpisize)
        comm.Bcast(arr_a, root=0)
        mea = Observable(arr_a, 'measured')
        meadict.append(name=('test', None, 4*mpisize, None),
                       data=mea, otype='plain')
        # mock covariance (NB for the trace approximation to work, the data
        # covariance needs to be diagonal)
        arr_c = np.diag(np.random.rand(4))

        cov = Observable(arr_c, 'covariance')
        covdict.append(name=('test', None, 4*mpisize, None),
                       cov_data=cov)
        # mock observable with repeated single realisation
        arr_b = np.random.rand(1, 4*mpisize)
        comm.Bcast(arr_b, root=0)
        arr_ens = np.zeros((2, 4*mpisize))
        for i in range(len(arr_ens)):
            arr_ens[i] = arr_b
        sim = Observable(arr_ens, 'simulated')
        simdict.append(name=('test', None, 4*mpisize, None),
                       data=sim, otype='plain')

        # simplelikelihood
        lh_simple = SimpleLikelihood(meadict, covdict)
        result_simple = lh_simple(simdict)
        # ensemblelikelihood
        lh_ensemble = EnsembleLikelihood(meadict, covdict,
                                         use_trace_approximation=True)
        result_ensemble = lh_ensemble(simdict)
        assert result_ensemble == result_simple
Beispiel #6
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 def test_covdict_append_observable(self):
     cov = Observable(np.random.rand(2, 2 * mpisize), 'covariance')
     covdict = Covariances()
     covdict.append(name=('test', None, 2 * mpisize, None),
                    cov_data=cov)  # plain covariance
     assert np.allclose(covdict[('test', None, 2 * mpisize, None)].data,
                        cov.data)
     cov = Observable(np.random.rand(12 * mpisize, 12 * mpisize * mpisize),
                      'covariance')
     covdict.append(name=('test', None, mpisize, None),
                    cov_data=cov)  # healpix covariance
     assert np.allclose(covdict[('test', None, mpisize, None)].data,
                        cov.data)
Beispiel #7
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 def test_append_with_rewrite(self):
     if not mpirank:
         arr = np.random.rand(2, 128)
     else:
         arr = np.random.rand(1, 128)
     test_obs = Observable(arr, 'simulated')
     test_obs.rw_flag = True
     brr = np.random.rand(1, 128)
     test_obs.append(brr)
     global_shape = test_obs.shape
     globalrr = test_obs.global_data
     if not mpirank:
         assert global_shape == globalrr.shape
     assert np.allclose(test_obs.data[0], brr[0])
Beispiel #8
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 def test_append_ndarray(self):
     if not mpirank:
         arr = np.random.rand(2, 128)
     else:
         arr = np.random.rand(1, 128)
     test_obs = Observable(arr, 'simulated')
     brr = np.random.rand(1, 128)
     test_obs.append(brr)
     global_shape = test_obs.shape
     globalrr = test_obs.global_data
     if not mpirank:
         assert global_shape == globalrr.shape
     fullrr = np.vstack([arr, brr])
     assert np.allclose(fullrr, test_obs.data)
Beispiel #9
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 def test_simdict_append_observable(self):
     hrr = np.random.rand(2, 48)
     obs1 = Observable(hrr, 'simulated')
     simdict = Simulations()
     simdict.append(name=('test', None, 2, None),
                    data=obs1,
                    otype='HEALPix')  # healpix Observable
     assert simdict[('test', None, 2, None)].shape == (2 * mpisize, 48)
     assert np.allclose(simdict[('test', None, 2, None)].data, hrr)
     arr = np.random.rand(5, 3)
     obs2 = Observable(arr, 'simulated')
     simdict.append(name=('test', None, 3, None), data=obs2,
                    otype='plain')  # plain Observable
     assert simdict[('test', None, 3, None)].shape == (5 * mpisize, 3)
     assert np.allclose(simdict[('test', None, 3, None)].data, arr)
Beispiel #10
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 def test_measuredict_append_observable(self):
     hrr = np.random.rand(1, 48)
     obs1 = Observable(hrr, 'measured')
     measuredict = Measurements()
     measuredict.append(name=('test', None, 2, None),
                        data=obs1)  # healpix Observable
     assert np.allclose(measuredict[('test', None, 2, None)].data[0],
                        hrr[0])
     arr = np.random.rand(1, 3)
     obs2 = Observable(arr, 'measured')
     measuredict.append(name=('test', None, 3, None),
                        data=obs2,
                        otype='plain')  # plain Observable
     assert np.allclose(measuredict[('test', None, 3, None)].data[0],
                        arr[0])
Beispiel #11
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 def test_init_covariance(self):
     arr = np.random.rand(1, mpisize)
     test_obs = Observable(arr, 'covariance')
     assert test_obs.dtype == 'covariance'
     assert test_obs.shape == (mpisize, mpisize)
     assert np.allclose(arr[0], test_obs.data[0])
     assert test_obs.size == mpisize
Beispiel #12
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 def test_init_measure(self):
     arr = np.random.rand(1, 128)
     test_obs = Observable(arr, 'measured')
     assert test_obs.dtype == 'measured'
     assert test_obs.shape == (mpisize, 128)
     assert np.allclose(arr[0], test_obs.data[0])
     assert np.allclose(arr[0], test_obs.ensemble_mean[0])
Beispiel #13
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 def test_append_obs(self):
     if not mpirank:
         arr = np.random.rand(2, 128)
     else:
         arr = np.random.rand(1, 128)
     test_obs = Observable(arr, 'simulated')
     if not mpirank:
         brr = np.random.rand(1, 128)
     else:
         brr = np.random.rand(1, 128)
     test_obs2 = Observable(brr, 'simulated')
     test_obs2.append(test_obs)
     global_shape = test_obs2.shape
     globalrr = test_obs2.global_data
     if not mpirank:
         assert global_shape == globalrr.shape
     fullrr = np.vstack([arr, brr])
     assert np.alltrue(np.isin(test_obs2.data, fullrr))
Beispiel #14
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 def _initialize_observable_dict_helper(self, observable_dict,
                                        magnetic_field, observable):
     ensemble_space = magnetic_field.domain[0]
     for component in observable.component_names:
         # It is important to initialize the Observables with an explicit
         # value. Otherwise the d2o will not instantaneuosly be created
         # (c.f. lazy object creation).
         observable_dict[component] = Observable(
             val=0,
             domain=(ensemble_space, self._hpSpace),
             distribution_strategy='equal')
     return observable_dict
Beispiel #15
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 def test_without_cov(self):
     simdict = Simulations()
     meadict = Measurements()
     # mock measurements
     arr_a = np.random.rand(1, 48)
     comm.Bcast(arr_a, root=0)
     mea = Observable(arr_a, 'measured')
     meadict.append(name=('test', None, 2, None), data=mea, otype='HEALPix')
     # mock sims
     arr_b = np.random.rand(3, 48)
     sim = Observable(arr_b, 'simulated')
     simdict.append(name=('test', None, 2, None), data=sim, otype='HEALPix')
     # no covariance
     lh = SimpleLikelihood(meadict)
     # calc by likelihood
     rslt = lh(simdict)  # feed variable value, not parameter value
     # calc by hand
     full_b = np.vstack(comm.allgather(arr_b))  # global arr_b
     diff = (np.mean(full_b, axis=0) - arr_a)
     baseline = -float(0.5)*float(np.vdot(diff, diff))
     # comapre
     assert np.allclose(rslt, baseline)
Beispiel #16
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 def test_append_after_rewrite(self):
     arr = np.random.rand(1, 128)
     test_obs = Observable(arr, 'simulated')
     if not mpirank:
         brr = np.random.rand(2, 128)
     else:
         brr = np.random.rand(1, 128)
     test_obs.rw_flag = True
     test_obs.append(brr)
     crr = np.random.rand(1, 128)
     # rw_flag must have be switched off
     test_obs.append(crr)
     global_shape = test_obs.shape
     globalrr = test_obs.global_data
     if not mpirank:
         assert global_shape == globalrr.shape
     fullrr = np.vstack([brr, crr])
     assert np.alltrue(np.isin(test_obs.data, fullrr))