def kernel2(data):
def neg_ln_like(p):
gp.set_parameter_vector(p)
return -gp.log_likelihood(y)
def grad_neg_ln_like(p):
gp.set_parameter_vector(p)
return -gp.grad_log_likelihood(y)
try:
x, y, err = data
ls = get_ls(x, y, err)
k = np.var(y) * kernels.ExpSquaredKernel(ls**2)
k2 = kernels.ExpKernel(ls)
kernel = k + k2
gp = george.GP(kernel,
fit_mean=True,
white_noise=np.max(err)**2,
fit_white_noise=True)
gp.compute(x, err)
results = optimize.minimize(neg_ln_like,
gp.get_parameter_vector(),
jac=grad_neg_ln_like,
method="L-BFGS-B",
tol=1e-5)
# Update the kernel and print the final log-likelihood.
gp.set_parameter_vector(results.x)
except:
gp, results = kernel1(data)
return gp, results
def get_gp(self,Kernel="Exp",amplitude=1e-3,metric=10.,gamma=10.,period=10.):
"""
Citlalicue uses the kernels provided by george,
now the options are "Exp", "Matern32", "Matern52", and Quasi-Periodic "QP"
User can modify hyper parameters amplitude, metric, gamma, period.
"""
import george
from george import kernels
if Kernel == "Matern32":
kernel = amplitude * kernels.Matern32Kernel(metric)
elif Kernel == "Matern52":
kernel = amplitude * kernels.Matern52Kernel(metric)
elif Kernel == "Exp":
kernel = amplitude * kernels.ExpKernel(metric)
elif Kernel == "QP":
log_period = np.log(period)
kernel = amplitude * kernels.ExpKernel(metric)*kernels.ExpSine2Kernel(gamma,log_period)
#Save the kernel name as an attribute
self.kernel = kernel
#Compute the kernel with George
self.gp = george.GP(self.kernel,mean=1)
#We compute the covariance matrix using the binned data
self.gp.compute(self.time_bin, self.ferr_bin)
def get_kernel(architecture, kernel_name, domain_name_lst, n_dims):
if architecture == "trans":
mapping = trans_domain_kernel_mapping
else:
mapping = None
kernel = None
initial_ls = np.ones([n_dims])
if kernel_name == "constant":
kernel = kernels.ConstantKernel(1, ndim=n_dims)
elif kernel_name == "polynomial":
kernel = kernels.PolynomialKernel(log_sigma2=1, order=3, ndim=n_dims)
elif kernel_name == "linear":
kernel = kernels.LinearKernel(log_gamma2=1, order=3, ndim=n_dims)
elif kernel_name == "dotproduct":
kernel = kernels.DotProductKernel(ndim=n_dims)
elif kernel_name == "exp":
kernel = kernels.ExpKernel(initial_ls, ndim=n_dims)
elif kernel_name == "expsquared":
kernel = kernels.ExpSquaredKernel(initial_ls, ndim=n_dims)
elif kernel_name == "matern32":
kernel = kernels.Matern32Kernel(initial_ls, ndim=n_dims)
elif kernel_name == "matern52":
kernel = kernels.Matern52Kernel(initial_ls, ndim=n_dims)
elif kernel_name == "rationalquadratic":
kernel = kernels.RationalQuadraticKernel(log_alpha=1,
metric=initial_ls,
ndim=n_dims)
elif kernel_name == "expsine2":
kernel = kernels.ExpSine2Kernel(1, 2, ndim=n_dims)
elif kernel_name == "heuristic":
kernel = mapping[domain_name_lst[0]](ndim=n_dims, axes=0)
for i in range(len(domain_name_lst[1:])):
d = domain_name_lst[1:][i]
kernel += mapping[d](ndim=n_dims, axes=i)
elif kernel_name == "logsquared":
kernel = kernels.LogSquaredKernel(initial_ls, ndim=n_dims)
return kernel
def init_gps(self):
self.gps = []
for i in range(self.nparams):
if self.k_type[i] == 0:
kernel = kernels.ConstantKernel(
self.logyvars[i], ndim=6) * kernels.ExpSquaredKernel(
metric=np.eye(6), ndim=6)
elif self.k_type[i] == 1:
kernel = kernels.ConstantKernel(self.logyvars[i],
ndim=6) * kernels.ExpKernel(
metric=np.eye(6), ndim=6)
elif self.k_type[i] == 2:
kernel = kernels.ConstantKernel(
self.logyvars[i], ndim=6) * kernels.Matern32Kernel(
metric=np.eye(6), ndim=6)
elif self.k_type[i] == 3:
kernel = kernels.ConstantKernel(
self.logyvars[i], ndim=6) * kernels.Matern52Kernel(
metric=np.eye(6), ndim=6)
tmp = copy.copy(george.GP(kernel))
tmp.compute(self.xall, self.yerr[:, i])
self.gps.append(tmp)
def get_kernel(self, kernel_name, i):
"""get individual kernels"""
metric = (1. / np.exp(self.coeffs[kernel_name]))**2
if self.gp_code_name == 'george':
if kernel_name == 'Matern32':
kernel = kernels.Matern32Kernel(metric,
ndim=self.nkernels,
axes=i)
if kernel_name == 'ExpSquared':
kernel = kernels.ExpSquaredKernel(metric,
ndim=self.nkernels,
axes=i)
if kernel_name == 'RationalQuadratic':
kernel = kernels.RationalQuadraticKernel(log_alpha=1,
metric=metric,
ndim=self.nkernels,
axes=i)
if kernel_name == 'Exp':
kernel = kernels.ExpKernel(metric, ndim=self.nkernels, axes=i)
if self.gp_code_name == 'tinygp':
if kernel_name == 'Matern32':
kernel = tinygp.kernels.Matern32(metric,
ndim=self.nkernels,
axes=i)
if kernel_name == 'ExpSquared':
kernel = tinygp.kernels.ExpSquared(metric,
ndim=self.nkernels,
axes=i)
if kernel_name == 'RationalQuadratic':
kernel = tinygp.kernels.RationalQuadratic(alpha=1,
scale=metric,
ndim=self.nkernels,
axes=i)
if kernel_name == 'Exp':
kernel = tinygp.kernels.Exp(metric, ndim=self.nkernels, axes=i)
return kernel
def lnlikelihood(self):
lnprob = 0.0
for data_set_name in self.data.keys():
t, y, yerr = self.data[data_set_name]
mag = self.magnification(t)
if self.use_gaussian_process_model:
a = np.exp(self.ln_a[data_set_name])
tau = np.exp(self.ln_tau[data_set_name])
gp = george.GP(a * kernels.ExpKernel(tau))
gp.compute(t, yerr)
self.cov = gp.get_matrix(t)
result, lp = self.linear_fit(data_set_name, mag)
model = self.compute_lightcurve(data_set_name, t)
lnprob = gp.lnlikelihood(y - model)
else:
result, lp = self.linear_fit(data_set_name, mag)
lnprob += lp
return lnprob
from celerite import terms
__all__ = ["george_kernels", "george_solvers",
"celerite_terms",
"setup_george_kernel", "setup_celerite_terms"]
george_kernels = {
"Exp2": kernels.ExpSquaredKernel(10**2),
"Exp2ESin2": (kernels.ExpSquaredKernel(10**2) *
kernels.ExpSine2Kernel(2 / 1.3**2, 1.0)),
"ESin2": kernels.ExpSine2Kernel(2 / 1.3**2, 1.0),
"27dESin2": kernels.ExpSine2Kernel(2 / 1.3**2, 27.0 / 365.25),
"RatQ": kernels.RationalQuadraticKernel(0.8, 0.1**2),
"Mat32": kernels.Matern32Kernel((0.5)**2),
"Exp": kernels.ExpKernel((0.5)**2),
# "W": kernels.WhiteKernel, # deprecated, delegated to `white_noise`
"B": kernels.ConstantKernel,
}
george_solvers = {
"basic": george.BasicSolver,
"HODLR": george.HODLRSolver,
}
celerite_terms = {
"N": terms.Term(),
"B": terms.RealTerm(log_a=-6., log_c=-np.inf,
bounds={"log_a": [-30, 30],
"log_c": [-np.inf, np.inf]}),
"W": terms.JitterTerm(log_sigma=-25,
bounds={"log_sigma": [-30, 30]}),
def plot_lightcurves(self):
plt.figure()
colour = iter(plt.cm.jet(np.linspace(0, 1, len(self.data))))
xmin = self.initial_parameters[1] - 2 * self.initial_parameters[2]
xmax = self.initial_parameters[1] + 2 * self.initial_parameters[2]
n_data = len(self.data)
for i, data_set_name in enumerate(self.data.keys()):
t, y, yerr = self.data[data_set_name]
#c=next(colour)
c = 'r'
if i == 0:
plt.subplot(n_data, 1, i + 1)
ax1 = plt.gca()
else:
plt.subplot(n_data, 1, i + 1, sharex=ax1)
y_cond = y
if self.eigen_lightcurves is not None:
if data_set_name in self.eigen_lightcurves:
coeffs, _ = self.linear_fit(data_set_name,
self.magnification(t))
ci = 1
if self.fit_blended:
ci = 2
eigs = self.eigen_lightcurves[data_set_name]
for j in range(eigs.shape[0]):
y_cond -= coeffs[ci + j] * eigs[j, :]
plt.errorbar(t, y_cond, yerr=yerr, fmt=".", color=c, capsize=0)
ax = plt.gca()
ax.set_xlim(xmin, xmax)
plt.xlabel(r"$\Delta t (d)$")
plt.ylabel(data_set_name + r" $\Delta F$")
x = np.linspace(xmin, xmax, 3000)
if not (self.use_gaussian_process_model):
plt.plot(x,
self.compute_lightcurve(data_set_name, x),
color="k")
ylim = ax.get_ylim()
# Plot posterior samples.
for s in self.samples[np.random.randint(len(self.samples),
size=self.n_plot_samples)]:
if self.use_gaussian_process_model:
# Set up the GP for this sample.
a, tau = np.exp(s[3 + 2 * i:3 + 2 * i + 2])
gp = george.GP(a * kernels.ExpKernel(tau))
gp.compute(t, yerr)
self.cov = gp.get_matrix(t)
modelt = self.compute_lightcurve(data_set_name,
t,
params=s)
modelx = self.compute_lightcurve(data_set_name,
x,
params=s)
# Compute the prediction conditioned on the observations
# and plot it.
m = gp.sample_conditional(y - modelt, x) + modelx
plt.plot(x, m, color="#4682b4", alpha=0.3)
else:
plt.plot(x, self.compute_lightcurve(data_set_name,x,params=s), \
color="#4682b4",alpha=0.3)
if not (self.use_gaussian_process_model):
ax.set_ylim(ylim)
plt.savefig(self.plotprefix + '-lc.png')
plt.close()
def find_george_MAP(t,
y,
yerr,
sigma0,
tau0,
prior='None',
set_bounds=True,
sig_lims=[0.02, 0.7],
tau_lims=[1, 550],
verbose=False):
'''
A wrapper to find the MAP estimate of
DRW parameters as expressed by the George ExpKernel,
where
k(r^2) = a * exp(-sqrt(r^2)/l2)
where l2 = metric = tau^2
and a == sigma ^ 2
thus the parameters of this kernel are
'k1:log_constant' , 'k2:metric:log_M_0_0'
i.e. k1 = np.log(a) = np.log(sigma^2) = 2 np.log(sigma)
and k2 = np.log(l2) = np.log(tau^2) = 2 np.log(tau)
are the hyperparameters for which the log-posterior
is optimized (neg-logp is minimized to be exact),
and the original DRW parameters are recovered as :
k1 = res[0]
k2 = res[1]
sigma = exp( k1/2 )
tau = exp( k2/2 )
Parameters :
-------------
t , y , yerr : arrays of time, photometry, photometric uncertainty
sigma0, tau0 : starting values to initialize the DRW kernel
set_bounds : True or False, whether to set boundaries on parameters.
True by default
sig_lims, tau_lims : 2-element arrays, for [min,max] values of params
verbose : True or False, whether to print more info about the fit .
False by default
'''
a = sigma0**2.0
kernel = a * kernels.ExpKernel(metric=tau0**2.0)
gp = george.GP(kernel, mean=np.mean(y))
gp.compute(t, yerr)
# set initial params
initial_params = gp.get_parameter_vector()
if verbose:
print('Initial params:', initial_params)
# set boundaries
if set_bounds:
if verbose:
print('sig_lims:', sig_lims, 'tau_lims:', tau_lims)
tau_bounds, sigma_bounds = tau_lims, sig_lims
sig_min = min(sigma_bounds)
sig_max = max(sigma_bounds)
tau_min = min(tau_bounds)
tau_max = max(tau_bounds)
log_const_bounds = (np.log(sig_min**2.0), np.log(sig_max**2.0))
log_M00_bounds = (np.log(tau_min**2.0), np.log(tau_max**2.0))
bounds = [log_const_bounds, log_M00_bounds]
else: # - inf to + inf
bounds = gp.get_parameter_bounds()
if verbose:
print('bounds for fitted params are ', bounds)
print('for params ', gp.get_parameter_dict().keys())
# wrap the neg_log_posterior for a chosen prior
def neg_log_like(params, y, gp):
return neg_log_posterior(params, y, gp, prior, 'george')
# find MAP solution
r = minimize(neg_log_like,
initial_params,
method="L-BFGS-B",
bounds=bounds,
args=(y, gp))
if verbose:
print(r)
gp.set_parameter_vector(r.x)
#res = gp.get_parameter_dict()
#a = np.exp(r.x[0])
#l2 = np.exp(r.x[1])
#sigma_fit = np.sqrt(a)
#tau_fit = np.sqrt(l2)
sigma_fit = np.exp(r.x[0] / 2.0)
tau_fit = np.exp(r.x[1] / 2.0)
if verbose:
print('sigma_fit=', sigma_fit, 'tau_fit=', tau_fit)
return sigma_fit, tau_fit, gp
