def test_sampler_init(self):
test_dir = 'some_dir'
os.mkdir(test_dir)
sampler = MultiNestSampler(self.Likelihood,
prior_type='uniform',
output_dir=test_dir)
shutil.rmtree(test_dir, ignore_errors=True)
try:
sampler = MultiNestSampler(
self.Likelihood,
prior_type='gaussian',
prior_means=None, # will raise an Error
prior_sigmas=None, # will raise an Error
output_dir=None,
remove_output_dir=True)
except Exception as e:
assert isinstance(e, ValueError)
try:
sampler = MultiNestSampler(self.Likelihood, prior_type='some_type')
except Exception as e:
assert isinstance(e, ValueError)
def import_fixture(simple_einstein_ring_likelihood):
"""
:param simple_einstein_ring_likelihood: fixture
:return:
"""
likelihood, kwargs_truths = simple_einstein_ring_likelihood
prior_means = likelihood.param.kwargs2args(**kwargs_truths)
prior_sigmas = np.ones_like(prior_means) * 0.1
sampler = MultiNestSampler(likelihood,
prior_type='uniform',
prior_means=prior_means,
prior_sigmas=prior_sigmas,
output_dir=_output_dir,
remove_output_dir=True)
return sampler, likelihood
def setup(self):
# data specifics
sigma_bkg = 0.05 # background noise per pixel
exp_time = 100 # exposure time (arbitrary units, flux per pixel is in units #photons/exp_time unit)
numPix = 10 # cutout pixel size
deltaPix = 0.1 # pixel size in arcsec (area per pixel = deltaPix**2)
fwhm = 0.5 # full width half max of PSF
# PSF specification
kwargs_data = sim_util.data_configure_simple(numPix, deltaPix,
exp_time, sigma_bkg)
data_class = ImageData(**kwargs_data)
kwargs_psf_gaussian = {
'psf_type': 'GAUSSIAN',
'fwhm': fwhm,
'pixel_size': deltaPix
}
psf = PSF(**kwargs_psf_gaussian)
kwargs_psf = {
'psf_type': 'PIXEL',
'kernel_point_source': psf.kernel_point_source
}
psf_class = PSF(**kwargs_psf)
kwargs_spemd = {
'theta_E': 1.,
'gamma': 1.8,
'center_x': 0,
'center_y': 0,
'e1': 0.1,
'e2': 0.1
}
lens_model_list = ['SPEP']
self.kwargs_lens = [kwargs_spemd]
lens_model_class = LensModel(lens_model_list=lens_model_list)
kwargs_sersic = {
'amp': 1.,
'R_sersic': 0.1,
'n_sersic': 2,
'center_x': 0,
'center_y': 0
}
# 'SERSIC_ELLIPSE': elliptical Sersic profile
kwargs_sersic_ellipse = {
'amp': 1.,
'R_sersic': .6,
'n_sersic': 3,
'center_x': 0,
'center_y': 0,
'e1': 0.1,
'e2': 0.1
}
lens_light_model_list = ['SERSIC']
self.kwargs_lens_light = [kwargs_sersic]
lens_light_model_class = LightModel(
light_model_list=lens_light_model_list)
source_model_list = ['SERSIC_ELLIPSE']
self.kwargs_source = [kwargs_sersic_ellipse]
source_model_class = LightModel(light_model_list=source_model_list)
kwargs_numerics = {
'supersampling_factor': 1,
'supersampling_convolution': False,
'compute_mode': 'regular'
}
imageModel = ImageModel(data_class,
psf_class,
lens_model_class,
source_model_class,
lens_light_model_class,
kwargs_numerics=kwargs_numerics)
image_sim = sim_util.simulate_simple(imageModel, self.kwargs_lens,
self.kwargs_source,
self.kwargs_lens_light)
data_class.update_data(image_sim)
kwargs_data['image_data'] = image_sim
kwargs_data_joint = {
'multi_band_list': [[kwargs_data, kwargs_psf, kwargs_numerics]],
'multi_band_type': 'single-band'
}
self.data_class = data_class
self.psf_class = psf_class
kwargs_model = {
'lens_model_list': lens_model_list,
'source_light_model_list': source_model_list,
'lens_light_model_list': lens_light_model_list,
'fixed_magnification_list': [False],
}
self.kwargs_numerics = {'subgrid_res': 1, 'psf_subgrid': False}
kwargs_constraints = {
'image_plane_source_list': [False] * len(source_model_list)
}
kwargs_likelihood = {
'source_marg': False,
'position_uncertainty': 0.004,
'check_solver': False,
'solver_tolerance': 0.001,
}
self.param_class = Param(kwargs_model, **kwargs_constraints)
self.Likelihood = LikelihoodModule(kwargs_data_joint=kwargs_data_joint,
kwargs_model=kwargs_model,
param_class=self.param_class,
**kwargs_likelihood)
prior_means = self.param_class.kwargs2args(
kwargs_lens=self.kwargs_lens,
kwargs_source=self.kwargs_source,
kwargs_lens_light=self.kwargs_lens_light)
prior_sigmas = np.ones_like(prior_means) * 0.1
self.output_dir = 'test_nested_out'
self.sampler = MultiNestSampler(self.Likelihood,
prior_type='uniform',
prior_means=prior_means,
prior_sigmas=prior_sigmas,
output_dir=self.output_dir,
remove_output_dir=True)
class TestMultiNestSampler(object):
"""
test the fitting sequences
"""
def setup(self):
# data specifics
sigma_bkg = 0.05 # background noise per pixel
exp_time = 100 # exposure time (arbitrary units, flux per pixel is in units #photons/exp_time unit)
numPix = 10 # cutout pixel size
deltaPix = 0.1 # pixel size in arcsec (area per pixel = deltaPix**2)
fwhm = 0.5 # full width half max of PSF
# PSF specification
kwargs_data = sim_util.data_configure_simple(numPix, deltaPix,
exp_time, sigma_bkg)
data_class = ImageData(**kwargs_data)
kwargs_psf_gaussian = {
'psf_type': 'GAUSSIAN',
'fwhm': fwhm,
'pixel_size': deltaPix
}
psf = PSF(**kwargs_psf_gaussian)
kwargs_psf = {
'psf_type': 'PIXEL',
'kernel_point_source': psf.kernel_point_source
}
psf_class = PSF(**kwargs_psf)
kwargs_spemd = {
'theta_E': 1.,
'gamma': 1.8,
'center_x': 0,
'center_y': 0,
'e1': 0.1,
'e2': 0.1
}
lens_model_list = ['SPEP']
self.kwargs_lens = [kwargs_spemd]
lens_model_class = LensModel(lens_model_list=lens_model_list)
kwargs_sersic = {
'amp': 1.,
'R_sersic': 0.1,
'n_sersic': 2,
'center_x': 0,
'center_y': 0
}
# 'SERSIC_ELLIPSE': elliptical Sersic profile
kwargs_sersic_ellipse = {
'amp': 1.,
'R_sersic': .6,
'n_sersic': 3,
'center_x': 0,
'center_y': 0,
'e1': 0.1,
'e2': 0.1
}
lens_light_model_list = ['SERSIC']
self.kwargs_lens_light = [kwargs_sersic]
lens_light_model_class = LightModel(
light_model_list=lens_light_model_list)
source_model_list = ['SERSIC_ELLIPSE']
self.kwargs_source = [kwargs_sersic_ellipse]
source_model_class = LightModel(light_model_list=source_model_list)
kwargs_numerics = {
'supersampling_factor': 1,
'supersampling_convolution': False,
'compute_mode': 'regular'
}
imageModel = ImageModel(data_class,
psf_class,
lens_model_class,
source_model_class,
lens_light_model_class,
kwargs_numerics=kwargs_numerics)
image_sim = sim_util.simulate_simple(imageModel, self.kwargs_lens,
self.kwargs_source,
self.kwargs_lens_light)
data_class.update_data(image_sim)
kwargs_data['image_data'] = image_sim
kwargs_data_joint = {
'multi_band_list': [[kwargs_data, kwargs_psf, kwargs_numerics]],
'multi_band_type': 'single-band'
}
self.data_class = data_class
self.psf_class = psf_class
kwargs_model = {
'lens_model_list': lens_model_list,
'source_light_model_list': source_model_list,
'lens_light_model_list': lens_light_model_list,
'fixed_magnification_list': [False],
}
self.kwargs_numerics = {'subgrid_res': 1, 'psf_subgrid': False}
kwargs_constraints = {
'image_plane_source_list': [False] * len(source_model_list)
}
kwargs_likelihood = {
'source_marg': False,
'position_uncertainty': 0.004,
'check_solver': False,
'solver_tolerance': 0.001,
}
self.param_class = Param(kwargs_model, **kwargs_constraints)
self.Likelihood = LikelihoodModule(kwargs_data_joint=kwargs_data_joint,
kwargs_model=kwargs_model,
param_class=self.param_class,
**kwargs_likelihood)
prior_means = self.param_class.kwargs2args(
kwargs_lens=self.kwargs_lens,
kwargs_source=self.kwargs_source,
kwargs_lens_light=self.kwargs_lens_light)
prior_sigmas = np.ones_like(prior_means) * 0.1
self.output_dir = 'test_nested_out'
self.sampler = MultiNestSampler(self.Likelihood,
prior_type='uniform',
prior_means=prior_means,
prior_sigmas=prior_sigmas,
output_dir=self.output_dir,
remove_output_dir=True)
def test_sampler(self):
kwargs_run = {
'n_live_points': 10,
'evidence_tolerance': 0.5,
'sampling_efficiency':
0.8, # 1 for posterior-only, 0 for evidence-only
'importance_nested_sampling': False,
'multimodal': True,
'const_efficiency_mode':
False, # reduce sampling_efficiency to 5% when True
}
samples, means, logZ, logZ_err, logL, results = self.sampler.run(
kwargs_run)
assert len(means) == 16
if not pymultinest_installed:
# trivial test when pymultinest is not installed properly
assert np.count_nonzero(samples) == 0
if os.path.exists(self.output_dir):
shutil.rmtree(self.output_dir, ignore_errors=True)
def test_sampler_init(self):
test_dir = 'some_dir'
os.mkdir(test_dir)
sampler = MultiNestSampler(self.Likelihood,
prior_type='uniform',
output_dir=test_dir)
shutil.rmtree(test_dir, ignore_errors=True)
try:
sampler = MultiNestSampler(
self.Likelihood,
prior_type='gaussian',
prior_means=None, # will raise an Error
prior_sigmas=None, # will raise an Error
output_dir=None,
remove_output_dir=True)
except Exception as e:
assert isinstance(e, ValueError)
try:
sampler = MultiNestSampler(self.Likelihood, prior_type='some_type')
except Exception as e:
assert isinstance(e, ValueError)
def test_prior(self):
n_dims = self.sampler.n_dims
cube_low = np.zeros(n_dims)
cube_upp = np.ones(n_dims)
self.prior_type = 'uniform'
self.sampler.prior(cube_low, n_dims, n_dims)
npt.assert_equal(cube_low, self.sampler.lowers)
self.sampler.prior(cube_upp, n_dims, n_dims)
npt.assert_equal(cube_upp, self.sampler.uppers)
cube_mid = 0.5 * np.ones(n_dims)
self.prior_type = 'gaussian'
self.sampler.prior(cube_mid, n_dims, n_dims)
cube_gauss = np.array([
50., 50., 0., 0., 0., 0., 50., 4.25, 0., 0., 0., 0., 50., 4.25, 0.,
0.
])
npt.assert_equal(cube_mid, cube_gauss)
def test_log_likelihood(self):
n_dims = self.sampler.n_dims
args = np.nan * np.ones(n_dims)
logL = self.sampler.log_likelihood(args, n_dims, n_dims)
assert logL < 0
def nested_sampling(self,
sampler_type='MULTINEST',
kwargs_run={},
prior_type='uniform',
width_scale=1,
sigma_scale=1,
output_basename='chain',
remove_output_dir=True,
dypolychord_dynamic_goal=0.8,
polychord_settings={},
dypolychord_seed_increment=200,
output_dir="nested_sampling_chains",
dynesty_bound='multi',
dynesty_sample='auto'):
"""
Run (Dynamic) Nested Sampling algorithms, depending on the type of algorithm.
:param sampler_type: 'MULTINEST', 'DYPOLYCHORD', 'DYNESTY'
:param kwargs_run: keywords passed to the core sampling method
:param prior_type: 'uniform' of 'gaussian', for converting the unit hypercube to param cube
:param width_scale: scale the width (lower/upper limits) of the parameters space by this factor
:param sigma_scale: if prior_type is 'gaussian', scale the gaussian sigma by this factor
:param output_basename: name of the folder in which the core MultiNest/PolyChord code will save output files
:param remove_output_dir: if True, the above folder is removed after completion
:param dypolychord_dynamic_goal: dynamic goal for DyPolyChord (trade-off between evidence (0) and posterior (1) computation)
:param polychord_settings: settings dictionary to send to pypolychord. Check dypolychord documentation for details.
:param dypolychord_seed_increment: seed increment for dypolychord with MPI. Check dypolychord documentation for details.
:param dynesty_bound: see https://dynesty.readthedocs.io for details
:param dynesty_sample: see https://dynesty.readthedocs.io for details
:return: list of output arguments : samples, mean inferred values, log-likelihood, log-evidence, error on log-evidence for each sample
"""
mean_start, sigma_start = self._prepare_sampling(prior_type)
if sampler_type == 'MULTINEST':
sampler = MultiNestSampler(self.likelihoodModule,
prior_type=prior_type,
prior_means=mean_start,
prior_sigmas=sigma_start,
width_scale=width_scale,
sigma_scale=sigma_scale,
output_dir=output_dir,
output_basename=output_basename,
remove_output_dir=remove_output_dir,
use_mpi=self._mpi)
samples, means, logZ, logZ_err, logL, results_object = sampler.run(
kwargs_run)
elif sampler_type == 'DYPOLYCHORD':
if 'resume_dyn_run' in kwargs_run and kwargs_run[
'resume_dyn_run'] is True:
resume_dyn_run = True
else:
resume_dyn_run = False
sampler = DyPolyChordSampler(self.likelihoodModule,
prior_type=prior_type,
prior_means=mean_start,
prior_sigmas=sigma_start,
width_scale=width_scale,
sigma_scale=sigma_scale,
output_dir=output_dir,
output_basename=output_basename,
polychord_settings=polychord_settings,
remove_output_dir=remove_output_dir,
resume_dyn_run=resume_dyn_run,
use_mpi=self._mpi)
samples, means, logZ, logZ_err, logL, results_object = sampler.run(
dypolychord_dynamic_goal, kwargs_run)
elif sampler_type == 'DYNESTY':
sampler = DynestySampler(self.likelihoodModule,
prior_type=prior_type,
prior_means=mean_start,
prior_sigmas=sigma_start,
width_scale=width_scale,
sigma_scale=sigma_scale,
bound=dynesty_bound,
sample=dynesty_sample,
use_mpi=self._mpi)
samples, means, logZ, logZ_err, logL, results_object = sampler.run(
kwargs_run)
else:
raise ValueError('Sampler type %s not supported.' % sampler_type)
# update current best fit values
self._update_state(samples[-1])
output = [
sampler_type, samples, sampler.param_names, logL, logZ, logZ_err,
results_object
]
return output