def calc_decay_weights_normal(shape: Tuple[int, int], sigma: float = 1.0) -> np.ndarray:
"""
Generate a matrix of probabilities (as weights) sampled from a truncated bivariate normal distribution
centered at (0, 0) whose covariance matrix is equal to sigma times the identity matrix
Basically it's a product of two identical and independent normal distributions truncated in the range [-1,1]
with mean=0 and sigma=sigma
Generate an "upside-down" bivariate normal if sigma is negative.
Use sigma=0 to generate a matrix with uniform weights
"""
h, w = shape
if sigma == 0:
return np.ones((h, w))
else:
h_arr = truncnorm.pdf(np.linspace(-1, 1, h), -1,
1, loc=0, scale=abs(sigma))
w_arr = truncnorm.pdf(np.linspace(-1, 1, w), -1,
1, loc=0, scale=abs(sigma))
h_arr, w_arr = np.meshgrid(h_arr, w_arr)
if sigma > 0:
weights = h_arr * w_arr
else:
weights = 1 - h_arr * w_arr
# if the sum of weights is too small, return a matrix with uniform weights
if abs(np.sum(weights)) > 0.00001:
return weights
else:
return np.ones((h, w))
def indiv_MHRW(self, theta, cov, epsilon, prev_gen_sample, prev_gen_eta):
'''
Return the Metropolis Hastings Random Walk Kernel updates of the thetas=(phi, eta, tau)
theta: (array-like) the prior to simulate the population from
cov: ((3,3)-array): The covariance matrix of the thetas previously computed
epsilon (float): The tolerance level of the current iteration
prev_gen_sample (array-like): A sample previously generated
prev_gen_eta (array-like): The eta associated to that sample
-------------------------------------------------------------------------
returns (array-like): the updated or not theta
'''
new_theta = theta + np.random.multivariate_normal([0, 0, 0], (
(2.38**2) / 3) * cov) # Has dimensionality is 3
new_theta = new_theta / new_theta.sum(
) # reparametrization on the real line. Is it the right way to do it ?
new_pop, fail_to_gen_pop = self.simulate_population(theta,
verbose=False)
if fail_to_gen_pop == False:
new_sample = np.random.choice(new_pop,
self.sample_size,
replace=True)
new_gen_eta = self.compute_eta(new_sample)
indicatrices_ratio = int(
self.compute_rho(new_gen_eta) < epsilon) / int(
self.compute_rho(prev_gen_eta) < epsilon)
proposal_ratio = 1 # random walk proposal is symetric then the ratio of q(theta*,theta)/q(theta,theta*)=1
new_priors = np.array([
gamma.pdf(x=new_theta[0], a=0.1),
uniform.pdf(x=new_theta[1], loc=0, scale=theta[0]),
truncnorm.pdf(x=new_theta[2],
a=0,
b=10**10,
loc=0.198,
scale=0.067352)
])
old_priors = np.array([
gamma.pdf(x=theta[0], a=0.1),
uniform.pdf(x=theta[1], loc=0, scale=theta[0]),
truncnorm.pdf(x=theta[2],
a=0,
b=10**10,
loc=0.198,
scale=0.067352)
])
acceptance_probas = np.minimum(
np.ones(len(theta)),
indicatrices_ratio * proposal_ratio * new_priors / old_priors)
unif_draws = uniform.rvs(size=len(theta))
new_theta_accepted = unif_draws <= acceptance_probas
final_theta = np.where(new_theta_accepted, new_theta, theta)
else:
final_theta = theta
return final_theta # Might return acceptance probas
def random_walk(x_initial, sd_q, max_iteration, Range):
""" This model takes the input the initial guess of the parameter, wanted standard deviation for
markov sampling, maximum iteration to run and the range in which normal distribution is defined"""
x_new = list()
x_new.append(x_initial)
x_state = x_initial #This state variable will be updated if the generated probabiliy is favourable.
for i in range(max_iteration):
x_star = np.random.normal(
x_state, 1) # Probability distribution for Markov Sampling
limit = np.random.uniform(
low=0, high=1) #Generating Data form uniform distribution
if (i < 100):
mean_ap = x_state
else:
mean_ap = np.mean(x_new)
if limit < min(
1,
truncnorm.pdf(x_star, Range[0], Range[1], loc=mean_ap, scale=3)
/ truncnorm.pdf(
x_state, Range[0], Range[1], loc=mean_ap, scale=3)):
x_state = x_star
else:
x_state = x_state
x_new.append(x_state)
return x_new
def calculate_decay_weights_normal(shape: tuple,
sigma: float = 1) -> np.ndarray:
"""
Generate a matrix of probabilities (as weights) sampled from a truncated bivariate normal distribution
centered at (0, 0) whose covariance matrix is equal to sigma times the identity matrix
Basically it's a product of two identical and independent normal distributions truncated in the range [-1,1]
with mean=0 and sigma=sigma
Generate an "upside-down" bivariate normal if sigma is negative.
"""
assert sigma != 0
from scipy.stats import truncnorm
h, w = shape
h_arr = truncnorm.pdf(np.linspace(-1, 1, h),
-1,
1,
loc=0,
scale=abs(sigma))
w_arr = truncnorm.pdf(np.linspace(-1, 1, w),
-1,
1,
loc=0,
scale=abs(sigma))
h_arr, w_arr = np.meshgrid(h_arr, w_arr)
if sigma > 0:
weights = h_arr * w_arr
else:
weights = 1 - h_arr * w_arr
return weights
def CreateGaussianMixtureModel(image, kp, dimension=0):
if(len(kp) == 0):
myclip_a = 0
myclip_b = 28
my_mean = 10
my_std = 3
a, b = (myclip_a - my_mean) / my_std, (myclip_b - my_mean) / my_std
x_range = np.linspace(myclip_a,myclip_b,28)
sampled = truncnorm.pdf(x_range, a, b, loc = my_mean, scale = my_std)
return sampled, 28
shape = image.shape
observations = 0
if (dimension == 0):
observations = shape[1]
index_to_use = 1
else:
observations = shape[0]
index_to_use = 0
distributions = []
sum_of_weights = 0
for k in kp:
mu, sigma = int(round(k.pt[index_to_use])), k.size
myclip_a = 0
myclip_b = observations
my_mean = mu
my_std = sigma
a, b = (myclip_a - my_mean) / my_std, (myclip_b - my_mean) / my_std
x_range = np.linspace(myclip_a,myclip_b,observations)
lamb = truncnorm.pdf(x_range, a, b, loc = my_mean, scale = my_std/2)
distributions.append(lamb)
sum_of_weights += k.response
gamma = []
for k in kp:
gamma.append(k.response/sum_of_weights)
A = []
sum_of_densitys = 0
#print("observations: %s distributions: %s "%(observations, len(distributions)))
# here we assume that the shape returns a size and not a highest index... may be problematic
for i in range(observations-1):
prob_of_observation = 0
for d in distributions:
prob_of_observation = prob_of_observation + d[i]
A.append(prob_of_observation)
sum_of_densitys = sum_of_densitys + prob_of_observation
A = np.divide(A, np.sum(A))
if(np.sum(A) != 1):
val_to_add = 1 - np.sum(A)
#NEED TO GET MAX INDEX HERE
A[np.argmax(A)] = A[np.argmax(A)] + val_to_add
return A, observations
def pdf(self, x: Tuple[float]):
"""Find the PDF for a certain x value.
Args:
x (float): The value for which the PDF is needed.
"""
x_a, x_b = (self.x_lower_bound - self.x_mean) / self.x_std, (
self.x_upper_bound - self.x_mean) / self.x_std
y_a, y_b = (self.y_lower_bound - self.y_mean) / self.y_std, (
self.y_upper_bound - self.y_mean) / self.y_std
return truncnorm.pdf(x[0], x_a, x_b, self.x_mean,
self.x_std) * truncnorm.pdf(
x[1], y_a, y_b, self.y_mean, self.y_std)
def usrf(status, x, needF, neF, F, needG, neG, G, cu, iu, ru):
"""
==================================================================
Computes the nonlinear objective and constraint terms for the
problem.
==================================================================
"""
# print('called usrfun with ' + str(len(G)) + ' non-linear variables')
if (needF[0] != 0):
# the second last row is for chance constraint
F[neF[0] - 2] = 0
if cc_var > 0:
F[neF[0] - 2] += x[cc_var]
for idx in range(0, int(len(G) / 2)):
mean = prob_means[idx]
sigma = prob_stds[idx]
lb_var = prob_vars[2 * idx]
ub_var = prob_vars[2 * idx + 1]
# print("Mean: " + str(mean) + " / Sigma: " + str(sigma))
a, b = (0 - mean) / sigma, (1e6 - mean) / sigma
ub_survival = truncnorm.sf(x[ub_var], a, b, loc=mean, scale=sigma)
lb_mass = truncnorm.cdf(x[lb_var], a, b, loc=mean, scale=sigma)
F[neF[0] - 2] += ub_survival + lb_mass
# print('Updating F['+str(neF[0] - 2)+']: ' + str(x[lb_var]) + '-' + str(x[ub_var]) + ': ' + str(lb_mass) + "+" +str(ub_survival) + "="+str(F[neF[0] - 2]))
if (needG[0] != 0):
# Compute the partial derivatives of the chance constraint
# over the lower and upper bounds of the
# probabilistic durations
for idx in range(0, int(len(G) / 2)):
mean = prob_means[idx]
sigma = prob_stds[idx]
lb_var = prob_vars[2 * idx]
ub_var = prob_vars[2 * idx + 1]
a, b = (0 - mean) / sigma, (1e6 - mean) / sigma
# For the lower bound, the derivative is the Gaussian pdf
G[2 * idx] = truncnorm.pdf(x[lb_var], a, b, loc=mean, scale=sigma)
# For the upper bound, it is the negation of the Gaussian pdf
G[2 * idx +
1] = -1 * truncnorm.pdf(x[ub_var], a, b, loc=mean, scale=sigma)
def jump_dst(theta_old,j,user_std,K):
#theta_old: previous value of vector theta
#j: index for which dist is unconditioned
#user_std: size of step of jumping distribution
dt = 0.0001 #avoid exactly taking limits of bounds
mu = theta_old[j]
theta = theta_old.copy()
# q_eval_new is q(x_new | x_old).
# q_eval_old is q(x_old | x_new).
if (j < (K*K*2)):
# rv = norm(loc=mu,scale=user_std)
theta[j] = norm.rvs(loc=mu, scale=user_std)
q_eval_new = norm.pdf(theta[j], loc=mu, scale=user_std)
q_eval_old = norm.pdf(mu, loc=theta[j], scale=user_std)
elif ( (j >= (K*K*2)) and (j < (K*K*2+K)) ):
# a, b = (-1+dt - mu) / user_std, (1-dt - mu) / user_std
# rv = truncnorm(a=a,b=b,loc=mu,scale=user_std) #bounded between (-1,1)
a_new, b_new = (-1+dt - mu) / user_std, (1-dt - mu) / user_std
theta[j] = truncnorm.rvs(a=a_new, b=b_new, loc=mu, scale=user_std)
a_old, b_old = (-1+dt - theta[j]) / user_std, (1-dt - theta[j]) / user_std
q_eval_new = truncnorm.pdf(a=a_new, b=b_new, loc=mu, scale=user_std)
q_eval_old = truncnorm.pdf(a=a_old, b=b_old, loc=theta[j], scale=user_std)
elif ( (j >= (K*K*2+K)) and (j < (K*K*2+K*2)) ):
# a = (0+dt - mu) / user_std
# rv = truncnorm(a=a,b=np.inf,loc=mu,scale=user_std) #bounded between (0,+inf)
a_new = (0+dt - mu) / user_std
theta[j] = truncnorm(a=a_new, b=np.inf, loc=mu, scale=user_std)
a_old = (0+dt - theta[j]) / user_std
q_eval_new = truncnorm.pdf(a=a_new, b=np.inf, loc=mu, scale=user_std)
q_eval_old = truncnorm.pdf(a=a_old, b=np.inf, loc=theta[j], scale=user_std)
else:
print("ERROR: index j out of bounds")
# theta = theta_old.copy()
# theta[j] = rv.rvs()
# q_eval = rv.pdf(theta[j])
# samp_vecA = np.reshape(theta[:(K*K)],(K,K))
# samp_vecU = np.reshape(theta[(K*K):(K*K*2)],(K,K))
# samp_valA = np.diag(theta[(K*K*2):(K*K*2+K)])
# samp_valU = np.diag(theta[(K*K*2+K):(K*K*2+K*2)])
# A = samp_vecA @ samp_valA @np.linalg.inv(samp_vecA)
# U = samp_vecU @ samp_valU @np.linalg.inv(samp_vecU)
return(theta, q_eval_new, q_eval_old)
def run(self):
ti = self.ti
tj = self.tj
vmax = self.vmax
vmean = self.vmean
while True:
if not self.tq.empty():
edge = self.tq.get()
if edge is None:
break
else:
t, edgelist = edge
sigma = sqrt(((t - ti) * (tj - t)) / (tj - ti))
mu = vmean * (t - ti)
timep = {}
Lx = max(1 - vmax * (tj - t), -vmax * (t - ti))
Ux = min(vmax * (t - ti), vmax * (tj - t) + 1)
for k, d1, d2 in edgelist:
x = self.edgevars[k].x
if Lx <= x <= Ux:
y = self.edgevars[k].y
Uy = min(sqrt(Ux**2.0 - x**2.0),
sqrt((1 - Lx)**2.0 - (1 - x)**2.0))
if y <= Uy:
Ly = -Uy
Px = truncnorm.pdf(x, (Lx - mu) / sigma,
(Ux - mu) / sigma,
loc=mu,
scale=sigma)
Py = truncnorm.pdf(y,
Ly / sigma,
Uy / sigma,
scale=sigma)
P = Px * Py
timep[k] = P
totalp = sum(timep.itervalues())
resultedges = {}
if totalp > 0:
normfactor = 1.0 / totalp
for k, v in timep.iteritems():
normp = timep[k] * normfactor
try:
P = log(1 - normp) * 30
except:
P = log(.000001) * 30
pass
resultedges[k] = (P, normp)
self.rq.put(resultedges)
else:
sleep(.1)
def usrf(status, x, needF, neF, F, needG, neG, G, cu, iu, ru):
"""
==================================================================
Computes the nonlinear objective and constraint terms for the
problem.
==================================================================
"""
# print('called usrfun with ' + str(len(G)) + ' non-linear variables')
if (needF[0] != 0):
# the second last row is for chance constraint
F[neF[0] - 2] = 0
if cc_var > 0:
F[neF[0] - 2] += x[cc_var]
for idx in range(0, int(len(G)/ 2)):
mean = prob_means[idx]
sigma = prob_stds[idx]
lb_var = prob_vars[2 * idx]
ub_var = prob_vars[2 * idx+1]
# print("Mean: " + str(mean) + " / Sigma: " + str(sigma))
a, b = (0 - mean) / sigma, (1e6 - mean) / sigma
ub_survival = truncnorm.sf(x[ub_var],a,b, loc=mean, scale=sigma)
lb_mass = truncnorm.cdf(x[lb_var],a,b, loc=mean, scale=sigma)
F[neF[0] - 2] += ub_survival + lb_mass
# print('Updating F['+str(neF[0] - 2)+']: ' + str(x[lb_var]) + '-' + str(x[ub_var]) + ': ' + str(lb_mass) + "+" +str(ub_survival) + "="+str(F[neF[0] - 2]))
if (needG[0] != 0):
# Compute the partial derivatives of the chance constraint
# over the lower and upper bounds of the
# probabilistic durations
for idx in range(0, int(len(G) / 2)):
mean = prob_means[idx]
sigma = prob_stds[idx]
lb_var = prob_vars[2 * idx]
ub_var = prob_vars[2 * idx + 1]
a, b = (0 - mean) / sigma, (1e6 - mean) / sigma
# For the lower bound, the derivative is the Gaussian pdf
G[2 * idx] = truncnorm.pdf(x[lb_var], a,b, loc=mean, scale=sigma)
# For the upper bound, it is the negation of the Gaussian pdf
G[2 * idx + 1] = -1 * truncnorm.pdf(x[ub_var], a,b, loc=mean, scale=sigma)
def pdf(self, x):
pdfs = truncnorm.pdf(x,
self.a,
self.b,
loc=self.means,
scale=self.sigmas)
return np.sum(np.dot(pdfs, self.coeff))
def computeReward(self, nearestNeighbourDistance):
reward = 0.0
for i, r in enumerate(nearestNeighbourDistance):
# Lennard-Jones potential
if self.potential == "Lennard-Jones":
x = self.sigmaPotential / r
reward -= 4 * self.epsilon * (x**12 - x**6)
# Harmonic potential
elif self.potential == "Harmonic":
reward += self.epsilon - 4 * self.epsilon / self.sigmaPotential**2 * (
156 / 2**(7 / 3) - 42 / 2**
(4 / 3)) * (r - 2**(1 / 6) * self.sigmaPotential)**2
# Observations (https://www.sciencedirect.com/science/article/pii/0304380094900132)
elif self.potential == "Observed":
if i > 2:
assert 0, print(
"The 'Observed' reward only supports up to 3 nearest Neighbours"
)
# rTest = np.linspace(-10,10,1001)
# plt.plot(rTest, truncnorm.pdf(rTest, a=observedA[i], b=observedB[i], loc=observedMean[i], scale=observedSigma[i]))
reward += truncnorm.pdf(r,
a=observedA[i],
b=observedB[i],
loc=observedMean[i],
scale=observedSigma[i])
else:
assert 0, print(
"Please chose a pair-potential that is implemented")
# plt.show()
# print(nearestNeighbourDistance, reward)
return reward
def yonas_3(self):
a, b = 0, 3
x_sim = np.linspace(truncnorm.ppf(0.01, a, b),
truncnorm.ppf(0.99, a, b), self.n_intervals)
x = np.arange(self.n_intervals)
y = np.exp(truncnorm.pdf(x_sim, a, b) * 1.35)
return y
def loss_dual(y_true, y_pred):
log_pi = np.zeros(no_trajectories)
for i_col in range(no_trajectories):
print(y_pred[i_col, 0:no_pv])
log_pi[i_col] = truncnorm.pdf(tr_qg,
qg_min,
qg_max,
loc=y_pred[i_col, 0:no_pv],
scale=y_pred[i_col, no_pv:])
return 0 * ke.mean(y_true - y_pred) + np.sum(
obj_loss * truncnorm.pdf(tr_qg,
qg_min,
qg_max,
loc=y_pred[i_col, 0:no_pv],
scale=y_pred[:, no_pv:]))
def PDF_func(self, t):
return truncnorm.pdf(
t,
self.__low_bound,
self.__up_bound,
loc=self.mu,
scale=self.sigma)
def ln_prior_z(ln_z_b, ln_t_b, z_min=c.min_z, z_max=c.max_z, normed=False):
"""
Return the prior probability on the log of the metallicity.
"""
Z = np.exp(ln_z_b)
t = np.exp(ln_t_b)
if Z < z_min or Z > z_max: return -np.inf
# Get redshift corresponding to age
z_ref = utilities.get_z_from_t(t)
# Get metallicity of the universe at that time
Z_ref = calc_Z(z_ref)
# Set the scale around the metallicity - in logspace
log_Z_scale = 0.5
# The truncnorm function is slower, but produces a normalized distribution.
if normed:
a, b = (np.log10(z_min) - np.log10(Z_ref)) / 0.5, (
np.log10(z_max) - np.log10(Z_ref)) / 0.5
return np.log(
truncnorm.pdf(np.log10(Z), a, b, loc=np.log10(Z_ref), scale=0.5))
else:
ln_prior = -(np.log10(Z) - np.log10(Z_ref))**2 / (2 * log_Z_scale**2)
ln_prior[Z < z_min] = -np.inf
ln_prior[Z > z_max] = -np.inf
return ln_prior
def lookup_value_add(find_obj_index, alt_obj_index, sample_pt, alt_obj_pose,
alt_obj_pose_conf):
#We take inputs as the index of the object that we would like to find, index of the object we are comparing with,
#Sample point which we are checking the value of, pose of the alternate object, and confidence of detection of the alternate object.
#The mean radius and standard deviation are defined pairwise, so we look up this data.
mean_rad_obj = spatial_rel_mean[find_obj_index][alt_obj_index]
dev_rad_obj = spatial_rel_dev[find_obj_index][alt_obj_index]
lower_bound_calc = (lower_bound - mean_rad_obj) / dev_rad_obj
upper_bound_calc = (upper_bound - mean_rad_obj) / dev_rad_obj
prob_dist_func = truncnorm.pdf(rad_dist, lower_bound_calc,
upper_bound_calc, mean_rad_obj, dev_rad_obj)
##Calculate radius as norm of sample point minus the alt_obj_pose
#radius_val =
#Must calculate the radius bucket that this particular location falls into.
for i in range(0, discrete_size - 1):
if (radius_val > rad_dist[i]) and (radius_val < rad_dist[i + 1]):
bucket = i
value_add = alt_obj_pose_conf * prob_dist_func(bucket)
return value_add
def pdf(self, x, alpha, beta):
bounds_rescaled = self.bounds_rescaled(alpha, beta)
return truncnorm.pdf(a=bounds_rescaled[:, 0].detach().numpy(),
b=bounds_rescaled[:, 1].detach().numpy(),
loc=alpha.detach().numpy(),
scale=beta.exp().detach().numpy(),
x=x.numpy())
def pdf(x):
"""
Probability distribution function for Random Variable X
from which we want to sample points. Here we assume
we have truncated standard normal distribution in the domain of -3 to 3
"""
return truncnorm.pdf(x, xdomain[0], xdomain[1])
def _create_gaussian_longitudinal_profile(z_c, s_z, n_part, sigma_trunc_lon,
min_len_scale_noise):
""" Creates a Gaussian longitudinal profile """
# Make sure number of particles is an integer
n_part = int(n_part)
if min_len_scale_noise is None:
if sigma_trunc_lon is not None:
z = truncnorm.rvs(-sigma_trunc_lon,
sigma_trunc_lon,
loc=z_c,
scale=s_z,
size=n_part)
else:
z = np.random.normal(z_c, s_z, n_part)
else:
tot_len = 2 * sigma_trunc_lon * s_z
n_slices = int(np.round(tot_len / (min_len_scale_noise)))
part_per_slice = 2 * sigma_trunc_lon * n_part / n_slices * truncnorm.pdf(
np.linspace(-sigma_trunc_lon, sigma_trunc_lon, n_slices),
-sigma_trunc_lon, sigma_trunc_lon)
part_per_slice = part_per_slice.astype(int)
slice_edges = np.linspace(z_c - sigma_trunc_lon * s_z,
z_c + sigma_trunc_lon * s_z, n_slices + 1)
z = _create_smooth_z_array(part_per_slice, slice_edges)
return z
def pdf(self, x) -> float:
"""
Calculate the Normal probability distribution value at position `x`.
:param x: value where the probability distribution function is evaluated.
:return: value of the probability distribution function.
"""
if self.hard_clip_min is not None and (x < self.hard_clip_min):
return 0.
if self.hard_clip_max is not None and (x > self.hard_clip_max):
return 0.
if self.hard_clip_min is not None or self.hard_clip_max is not None:
a = -np.inf
b = np.inf
if self.hard_clip_min is not None:
a = (self.hard_clip_min - self.mean) / self.std
if self.hard_clip_max is not None:
b = (self.hard_clip_max - self.mean) / self.std
return truncnorm.pdf(x, a=a, b=b, loc=self.mean, scale=self.std)
return norm.pdf(x, loc=self.mean, scale=self.std)
def late(self):
a, b = 2, 3
y = np.linspace(truncnorm.ppf(0.01, a, b), truncnorm.ppf(0.99, a, b),
self.n_intervals)
y = np.exp(truncnorm.pdf(y, a, b))
y = y[::-1] / 13 + 1
y -= y[0] - 1
return y
def prob(self, sample):
x, y, yaw = sample
dx = x - self.x
dy = y - self.y
dyaw = circular_difference(yaw, self.yaw)
return norm.pdf(dx, scale=self.pos_std) * \
norm.pdf(dy, scale=self.pos_std) * \
truncnorm.pdf(dyaw, a=-np.pi, b=np.pi, scale=self.ori_std)
def impsample1():
x = truncnorm.rvs(a1, b1, loc=0, size=N)
p = truncnorm.pdf(x, a1, b1, loc=0)
z = np.empty(N)
for i in range(N):
z[i] = integrand1(x[i])
z[i] /= p[i]
return np.mean(z)
def late(self):
a, b = 2, 100
x_sim = np.linspace(truncnorm.ppf(0.01, a, b),
truncnorm.ppf(0.99, a, b), self.n_intervals)
x = np.arange(50)
y = np.exp(truncnorm.pdf(x_sim, a, b))
y = y[::-1] / 15 + 1
y -= y[0] - 1
return y
def trunc_visualization(parameters):
[mu, sig, min, max] = parameters
a, b, = (min - mu) / sig, (max - mu) / sig
x_range = np.linspace(0, 1, 1000)
fig, ax = plt.subplots()
sns.lineplot(x_range, truncnorm.pdf(x_range, a, b, loc=mu, scale=sig), label='pdf')
sns.lineplot(x_range, truncnorm.cdf(x_range, a, b, loc=mu, scale=sig), label='cdf')
ax.legend()
return ax
def pdf(self, x: float):
"""Find the PDF for a certain x value.
Args:
x (float): The value for which the PDF is needed.
"""
a, b = (self.lower_bound - self.mean) / self.std, (
self.upper_bound - self.mean) / self.std
return truncnorm.pdf(x, a, b, self.mean, self.std)
def generate_rewards(sd=15, nb_samples=int(1e5), verbose=0):
myclip_a = 1
myclip_b = 99
a1, b1 = (myclip_a - mean1) / sd, (myclip_b - mean1) / sd
a2, b2 = (myclip_a - mean2) / sd, (myclip_b - mean2) / sd
assert (sd in [10, 15, 20,
25]), 'standard deviation must be in [10, 15, 20, 25]'
bound = (sd == 10) * 0.08 + (sd == 20) * 0.25 + (sd == 25) * 0.3 + (
sd == 15) * 0.17
while True:
sampleslow = np.array(truncnorm.rvs(a1,
b1,
loc=mean1,
scale=sd,
size=nb_samples),
dtype=np.int)
sampleshigh = np.array(truncnorm.rvs(a2,
b2,
loc=mean2,
scale=sd,
size=nb_samples),
dtype=np.int)
if np.abs(
(sampleslow > sampleshigh).mean() - bound) < epsilon and np.abs(
np.std(sampleshigh) -
sd) < 1 and np.abs(np.std(sampleslow) - sd) < 1 and np.abs(
sampleslow.mean() -
mean1) < 2 and np.abs(sampleshigh.mean() - mean2) < 2:
break
if verbose:
from matplotlib import pyplot as plt
print((sampleslow > sampleshigh).mean())
plt.figure()
x_range = np.arange(0, 100, 0.1)
plt.plot(x_range, truncnorm.pdf(x_range, a1, b1, loc=mean1, scale=sd))
plt.plot(x_range, truncnorm.pdf(x_range, a2, b2, loc=mean2, scale=sd))
plt.plot(
x_range, .5 * truncnorm.pdf(x_range, a2, b2, loc=mean2, scale=sd) +
.5 * truncnorm.pdf(x_range, a1, b1, loc=mean1, scale=sd))
return sampleslow, sampleshigh
def get_truncnorm_grid_old(self, pos, a, loc, scale):
key = np.array([pos[0], pos[1], a, loc, scale])
if key.tobytes() not in self.truncnorm_grid_cache:
self.truncnorm_grid_cache[key.tobytes()] = truncnorm.pdf(
self.grid.distance_grid(pos),
a,
b=np.inf,
loc=loc,
scale=scale)
return self.truncnorm_grid_cache[key.tobytes()]
def p(x1, x2, sig):
"""
Defines the partition function
something like the probability of a cell with internal coordinate x2 dividing into 2 cells in state x1
"""
mu = x2 / 2
clipa = 0
clipb = x2
a, b = (clipa - mu) / sig, (clipb - mu) / sig
return (truncnorm.pdf(x1, a, b, loc=mu, scale=sig))
def truncnorm_pdf(x, mean, var, min, max):
a, b = _truncnorm_params_transform(mean, var, min, max)
val = truncnorm.pdf(
x,
a,
b,
loc=mean,
scale=sqrt(var),
)
return (val)
def test_trunc_norm():
'''
Should return values from a truncated normal distribution.
'''
# sample values from a distribution
mu, sigma, trunc_min, trunc_max = 2, 1, 0, 5
x = [_trunc_norm(mu, sigma, trunc_min, trunc_max) for _ in range(100000)]
x = np.asarray(x)
# simple check: values must be within truncated bounds
assert (x >= trunc_min).all() and (x <= trunc_max).all()
# trickier check: values must approximate distribution's PDF
hist, bins = np.histogram(x, bins=np.arange(0, 10.1, 0.2), density=True)
xticks = bins[:-1] + 0.1
a, b = (trunc_min - mu) / float(sigma), (trunc_max - mu) / float(sigma)
trunc_closed = truncnorm.pdf(xticks, a, b, mu, sigma)
assert np.allclose(hist, trunc_closed, atol=0.015)
def lookup_value_add(find_obj_index, alt_obj_index, sample_pt, alt_obj_pose, alt_obj_pose_conf): #We take inputs as the index of the object that we would like to find, index of the object we are comparing with, #Sample point which we are checking the value of, pose of the alternate object, and confidence of detection of the alternate object. #The mean radius and standard deviation are defined pairwise, so we look up this data. mean_rad_obj = spatial_rel_mean[find_obj_index][alt_obj_index] dev_rad_obj = spatial_rel_dev[find_obj_index][alt_obj_index] lower_bound_calc = (lower_bound - mean_rad_obj) / dev_rad_obj upper_bound_calc = (upper_bound - mean_rad_obj) / dev_rad_obj prob_dist_func = truncnorm.pdf(rad_dist,lower_bound_calc,upper_bound_calc,mean_rad_obj,dev_rad_obj) ##Calculate radius as norm of sample point minus the alt_obj_pose #radius_val = #Must calculate the radius bucket that this particular location falls into. for i in range(0,discrete_size-1): if (radius_val>rad_dist[i]) and (radius_val<rad_dist[i+1]): bucket = i value_add = alt_obj_pose_conf * prob_dist_func(bucket) return value_add
uniform = False
def one_dim_f(x, alpha):
return math.exp(-0.5 * x ** 2 - alpha * x ** 4 )
def gauss_cut():
while True:
x = random.gauss(0.0, 1.0)
if abs(x) <= 1.0:
return x
area = integrate.quad(one_dim_f, -1, 1, args=(alpha, ))[0]
print area
import random, math, pylab
minVal = truncnorm.pdf(-1, -1., 1.)
alpha = 0.5
nsteps = 100000
samples_x = []
samples_y = []
x, y = 0.0, 0.0
exp_old = - 0.5 * (x ** 2 + y ** 2) - alpha * (x ** 4 + y ** 4)
for step in range(nsteps):
if uniform:
xnew = random.uniform(-1.0, 1.0)
ynew = random.uniform(-1.0, 1.0)
else:
xnew, ynew = gauss_cut(), gauss_cut()
exp_new = - 0.5 * (xnew ** 2 + ynew ** 2) - alpha * (xnew ** 4 + ynew ** 4)
if not uniform:
lower_bound=0 upper_bound=radius_threshold #Defining mean and standard deviation values. #In the real system, both of these come from the learnt data. mean = 5 sigma = 100 #Converting to a non-zero mean. lower_bound = (lower_bound-mean)/sigma upper_bound = (upper_bound-mean)/sigma rad_dist = npy.linspace(0,radius_threshold,discrete_size) prob_dist_func = truncnorm.pdf(rad_dist,lower_bound,upper_bound,mean,sigma) plt.plot(rad_dist,prob_dist_func) plt.show() rad_dist_2 = npy.linspace(0,radius_threshold,discrete_size) prob_dist_func_2 = truncnorm.pdf(rad_dist_2,lower_bound,upper_bound,mean,sigma) #Define function that computes the value to be added to the particular point, for a particular object to find, and an alternate object. #spatial_rel_mean is the array of radius values stored from the learn_spatial_relationships cpp file. #spatial_rel_cov is the array of standard deviation values stored from the learn spatial rel cpp file. def lookup_value_add(find_obj_index, alt_obj_index, sample_pt, alt_obj_pose, alt_obj_pose_conf): #We take inputs as the index of the object that we would like to find, index of the object we are comparing with, #Sample point which we are checking the value of, pose of the alternate object, and confidence of detection of the alternate object.
import random, math, pylab
from scipy.stats import truncnorm
def gauss_cut():
while True:
x = random.gauss(0.0, 1.0)
if abs(x) <= 1.0:
return x
uniform = False
alpha = 0.5
nsamples = 100000
samples_x = []
samples_y = []
normalization = truncnorm.pdf(0, -1.0, 1.0) ** 2.
for sample in xrange(nsamples):
while True:
if uniform:
x = random.uniform(-1.0, 1.0)
y = random.uniform(-1.0, 1.0)
else:
x = gauss_cut()
y = gauss_cut()
p = math.exp(-0.5 * (x ** 2 + y ** 2) - alpha * (x ** 4 + y ** 4))
if not uniform:
p = p/(truncnorm.pdf(x, -1.0, 1.0) * truncnorm.pdf(y, -1.0, 1.0) / normalization)
if random.uniform(0.0, 1.0) < p:
break
samples_x.append(x)
samples_x = []
samples_y = []
x, y = 0.0, 0.0
uniform = False
def one_dim_f(x, alpha):
return math.exp(-0.5 * x ** 2 - alpha * x ** 4 )
def gauss_cut():
while True:
x = random.gauss(0.0, 1.0)
if abs(x) <= 1.0:
return x
normalization = truncnorm.pdf(1., -1.0, 1.0)
for step in range(nsteps):
if step % 2 == 0:
while True:
if uniform:
x = random.uniform(-1.0, 1.0)
else:
x = gauss_cut()
p = one_dim_f(x, alpha)
if not uniform:
p = p/truncnorm.pdf(x, -1.0, 1.0)./normalization
if random.uniform(0.0, 1.0) < p:
break
else:
while True:
if uniform:
