def test_MCMC_parameters_initialization():
parameters = [0.0, 1.1, 2.2, 3.3, 4.4, 5.5]
parameters_dictionnary = {
'to': 0,
'uo': 1,
'tE': 2,
'rho': 3,
'fs_LCOGT': 4,
'g_LCOGT': 5
}
parameter_key_0 = 'to'
trial_0 = microlguess.MCMC_parameters_initialization(
parameter_key_0, parameters_dictionnary, parameters)[0]
assert (trial_0 > -1.0) & (trial_0 < 1.0)
parameter_key_1 = 'uo'
trial_1 = microlguess.MCMC_parameters_initialization(
parameter_key_1, parameters_dictionnary, parameters)[0]
assert (trial_1 > 0.9 * 1.1) & (trial_1 < 1.1 * 1.1)
parameter_key_2 = 'tE'
trial_2 = microlguess.MCMC_parameters_initialization(
parameter_key_2, parameters_dictionnary, parameters)[0]
assert (trial_2 > 0.9 * 2.2) & (trial_2 < 1.1 * 2.2)
parameter_key_3 = 'rho'
trial_3 = microlguess.MCMC_parameters_initialization(
parameter_key_3, parameters_dictionnary, parameters)[0]
assert (trial_3 > 0.1 * 3.3) & (trial_3 < 10 * 3.3)
parameter_key_4 = 'fs_LCOGT'
trial_4 = microlguess.MCMC_parameters_initialization(
parameter_key_4, parameters_dictionnary, parameters)
assert len(trial_4) == 1
assert (trial_4[0] > 0.9 * 4.4) & (trial_4[0] < 1.1 * 4.4)
parameter_key_5 = 'g_LCOGT'
trial_5 = microlguess.MCMC_parameters_initialization(
parameter_key_5, parameters_dictionnary, parameters)
assert len(trial_4) == 1
assert (trial_5[0] > 0.9 * 5.5) & (trial_5[0] < 1.1 * 5.5)
def MCMC(self):
""" The MCMC method. Construct starting points of the chains around
the best solution found by the 'DE' method.
The objective function is :func:`chichi_MCMC`. Telescope flux (fs and g), can be optimized thanks to MCMC if
flux_estimation_MCMC is 'MCMC', either they are derived through np.polyfit.
Based on the emcee python package :
" emcee: The MCMC Hammer" (Foreman-Mackey et al. 2013).
Have a look here : http://dan.iel.fm/emcee/current/
:return: a tuple containing (MCMC_chains, MCMC_probabilities)
:rtype: tuple
**WARNING** :
nwalkers is set to 100
nlinks is set to 300
nwalkers*nlinks MCMC steps in total
"""
nwalkers = 100
nlinks = 100
# start = python_time.time()
if len(self.model.parameters_guess) == 0:
differential_evolution_estimation = self.differential_evolution(
)[0]
self.DE_population_size = 10
self.guess = differential_evolution_estimation
else:
self.guess = list(self.model.parameters_guess)
self.guess += self.find_fluxes(self.guess, self.model)
# Best solution
best_solution = self.guess
if self.fluxes_MCMC_method == 'MCMC':
limit_parameters = len(self.model.model_dictionnary.keys())
else:
limit_parameters = len(self.model.parameters_boundaries)
# Initialize the population of MCMC
population = []
count_walkers = 0
while count_walkers < nwalkers:
# Construct an individual of the population around the best solution.
individual = []
for parameter_key in list(
self.model.model_dictionnary.keys())[:limit_parameters]:
parameter_trial = microlguess.MCMC_parameters_initialization(
parameter_key, self.model.model_dictionnary, best_solution)
if parameter_trial:
for parameter in parameter_trial:
individual.append(parameter)
# fluxes = self.find_fluxes(individual,self.model)
# individual += fluxes
chichi = self.chichi_MCMC(individual)
if chichi != -np.inf:
# np.array(individual)
# print count_walkers
population.append(np.array(individual))
count_walkers += 1
# number_of_parameters = number_of_paczynski_parameters + len(fluxes)
# number_of_parameters = number_of_paczynski_parameters
print('pre MCMC done')
number_of_parameters = len(individual)
# pool = MPIPool()
# if not pool.is_master():
# pool.wait()
# sys.exit(0)
sampler = emcee.EnsembleSampler(nwalkers,
number_of_parameters,
self.chichi_MCMC,
a=2.0,
pool=self.pool)
# First estimation using population as a starting points.
final_positions, final_probabilities, state = sampler.run_mcmc(
population, nlinks)
print('MCMC preburn done')
sampler.reset()
# Final estimation using the previous output.
sampler.run_mcmc(final_positions, 3 * nlinks)
MCMC_chains = sampler.chain
MCMC_probabilities = sampler.lnprobability
# pool.close()
# print python_time.time()-start
print(sys._getframe().f_code.co_name, ' : MCMC fit SUCCESS')
return MCMC_chains, MCMC_probabilities
def MCMC(self,pool):
""" The MCMC method. Construct starting points of the chains around
the best solution found by the 'DE' method.
The objective function is :func:`chichi_MCMC`. Telescope flux (fs and g), can be optimized thanks to MCMC if
flux_estimation_MCMC is 'MCMC', either they are derived through np.polyfit.
Based on the emcee python package :
" emcee: The MCMC Hammer" (Foreman-Mackey et al. 2013).
Have a look here : http://dan.iel.fm/emcee/current/
:return: a tuple containing (MCMC_chains, MCMC_probabilities)
:rtype: tuple
**WARNING** :
nwalkers is set to 4 times the len of pazynski_parameters
nlinks is set to 4000
5*nwalkers*nlinks MCMC steps in total
"""
# start = python_time.time()
if len(self.model.parameters_guess) == 0:
differential_evolution_estimation = self.differential_evolution(pool)[0]
self.DE_population_size = 10
self.guess = differential_evolution_estimation
else:
self.guess = list(self.model.parameters_guess)
self.guess += self.find_fluxes(self.guess, self.model)
# Best solution
if self.fluxes_MCMC_method != 'MCMC':
limit_parameters = len(self.model.parameters_boundaries)
best_solution = self.guess[:limit_parameters]
else:
limit_parameters = len(self.guess)
best_solution = self.guess
nwalkers = 2*len(best_solution)
nlinks = 5*1000
# Initialize the population of MCMC
population = []
count_walkers = 0
while count_walkers < nwalkers:
# Construct an individual of the population around the best solution.
individual = []
for parameter_key in list(self.model.model_dictionnary.keys())[:limit_parameters]:
parameter_trial = microlguess.MCMC_parameters_initialization(parameter_key,
self.model.model_dictionnary,
best_solution)
if parameter_trial:
for parameter in parameter_trial:
individual.append(parameter)
#if self.fluxes_MCMC_method == 'MCMC':
# fluxes = self.find_fluxes(individual, self.model)
# individual += (fluxes*np.random.uniform(0.99,1.01,len(fluxes))+np.random.uni).tolist()
chichi = self.chichi_MCMC(individual)
if chichi != -np.inf:
# np.array(individual)
# print count_walkers
population.append(np.array(individual))
count_walkers += 1
print('pre MCMC done')
number_of_parameters = len(individual)
try:
# create a new MPI pool
from schwimmbad import MPIPool
pool = MPIPool()
if not pool.is_master():
pool.wait()
sys.exit(0)
except:
pass
sampler = emcee.EnsembleSampler(nwalkers, number_of_parameters, self.chichi_MCMC,
a=2.0, pool= pool)
# First estimation using population as a starting points.
#final_positions, final_probabilities, state = sampler.run_mcmc(population, nlinks, progress=True)
#print('MCMC preburn done')
#sampler.reset()
sampler.run_mcmc(population, nlinks, progress=True)
MCMC_chains = np.c_[sampler.get_chain().reshape(nlinks*nwalkers,number_of_parameters),sampler.get_log_prob().reshape(nlinks*nwalkers)]
# Final estimation using the previous output.
#for positions, probabilities, states in sampler.sample(final_positions, iterations= nlinks,
# storechain=True):
# chains = np.c_[positions, probabilities]
# if MCMC_chains is not None:
# MCMC_chains = np.r_[MCMC_chains, chains]
# else:
# MCMC_chains = chains
print(sys._getframe().f_code.co_name, ' : MCMC fit SUCCESS')
return MCMC_chains