Esempio n. 1
0
def body_of_sampler_test(info_sampler: SamplersDict,
                         dimension=1,
                         n_modes=1,
                         tmpdir="",
                         packages_path=None,
                         skip_not_installed=False,
                         fixed=False,
                         random_state=None):
    # Info of likelihood and prior
    ranges = np.array([[-1, 1] for _ in range(dimension)])
    if fixed:
        info = fixed_info.copy()
    else:
        info = generate_random_info(n_modes, ranges, random_state=random_state)

    if mpi.is_main_process():
        print("Original mean of the gaussian mode:")
        print(info["likelihood"]["gaussian_mixture"]["means"])
        print("Original covmat of the gaussian mode:")
        print(info["likelihood"]["gaussian_mixture"]["covs"])
    info["sampler"] = info_sampler
    sampler_name = list(info_sampler)[0]
    if random_state is not None:
        info_sampler[sampler_name]["seed"] = random_state.integers(0, 2**31)
    if sampler_name == "mcmc":
        if "covmat" in info_sampler["mcmc"]:
            info["sampler"]["mcmc"]["covmat_params"] = (list(
                info["params"])[:dimension])
    info["debug"] = False
    info["debug_file"] = None
    info["output"] = os.path.join(tmpdir, 'out_chain')
    if packages_path:
        info["packages_path"] = process_packages_path(packages_path)

    updated_info, sampler = install_test_wrapper(skip_not_installed, run, info)
    products = sampler.products()
    products["sample"] = mpi.gather(products["sample"])
    # Done! --> Tests
    if mpi.is_main_process():
        if sampler_name == "mcmc":
            ignore_rows = 0.5
        else:
            ignore_rows = 0
        results = MCSamplesFromCobaya(updated_info,
                                      products["sample"],
                                      ignore_rows=ignore_rows,
                                      name_tag="sample")
        clusters = None
        if "clusters" in products:
            clusters = [
                MCSamplesFromCobaya(updated_info,
                                    products["clusters"][i]["sample"],
                                    name_tag="cluster %d" % (i + 1))
                for i in products["clusters"]
            ]
        # Plots!
        if not is_travis():
            try:
                import getdist.plots as gdplots
                from getdist.gaussian_mixtures import MixtureND
                sampled_params = [
                    p for p, v in info["params"].items() if "prior" not in v
                ]
                mixture = MixtureND(
                    info["likelihood"]["gaussian_mixture"]["means"],
                    info["likelihood"]["gaussian_mixture"]["covs"],
                    names=sampled_params,
                    label="truth")
                g = gdplots.getSubplotPlotter()
                to_plot = [mixture, results]
                if clusters:
                    to_plot += clusters
                g.triangle_plot(to_plot, params=sampled_params)
                g.export("test.png")
            except:
                print("Plotting failed!")
        # 1st test: KL divergence
        if n_modes == 1:
            cov_sample, mean_sample = results.getCov(
                dimension), results.getMeans()
            KL_final = KL_norm(
                m1=info["likelihood"]["gaussian_mixture"]["means"][0],
                S1=info["likelihood"]["gaussian_mixture"]["covs"][0],
                m2=mean_sample[:dimension],
                S2=cov_sample)
            print("Final KL: ", KL_final)
            assert KL_final <= KL_tolerance
        # 2nd test: clusters
        else:
            if "clusters" in products:
                assert len(products["clusters"]) >= n_modes, (
                    "Not all clusters detected!")
                for i, c2 in enumerate(clusters):
                    cov_c2, mean_c2 = c2.getCov(), c2.getMeans()
                    KLs = [
                        KL_norm(m1=info["likelihood"]["gaussian_mixture"]
                                ["means"][i_c1],
                                S1=info["likelihood"]["gaussian_mixture"]
                                ["covs"][i_c1],
                                m2=mean_c2[:dimension],
                                S2=cov_c2[:dimension, :dimension])
                        for i_c1 in range(n_modes)
                    ]
                    extra_tol = 4 * n_modes if n_modes > 1 else 1
                    print("Final KL for cluster %d: %g", i, min(KLs))
                    assert min(KLs) <= KL_tolerance * extra_tol
            else:
                assert 0, "Could not check sample convergence: multimodal but no clusters"
        # 3rd test: Evidence
        if "logZ" in products:
            logZprior = sum(np.log(ranges[:, 1] - ranges[:, 0]))
            assert (products["logZ"] - logZ_nsigmas * products["logZstd"] <
                    -logZprior <
                    products["logZ"] + logZ_nsigmas * products["logZstd"])
Esempio n. 2
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# Export the results to GetDist
from getdist.mcsamples import MCSamplesFromCobaya

gd_sample = MCSamplesFromCobaya(updated_info, products["sample"])
# Analyze and plot
mean = gd_sample.getMeans()[:2]
covmat = gd_sample.getCovMat().matrix[:2, :2]
print("Mean:")
print(mean)
print("Covariance matrix:")
print(covmat)
# %matplotlib inline  # uncomment if running from the Jupyter notebook
import getdist.plots as gdplt

gdplot = gdplt.getSubplotPlotter()
gdplot.triangle_plot(gd_sample, ["a", "b"], filled=True)
Esempio n. 3
0
def body_of_test(dimension=1, n_modes=1, info_sampler=empty_dict, tmpdir="",
                 packages_path=None, skip_not_installed=False):
    comm = MPI.COMM_WORLD
    rank = comm.Get_rank()
    # Info of likelihood and prior
    ranges = np.array([[-1, 1] for _ in range(dimension)])
    while True:
        info = info_random_gaussian_mixture(
            ranges=ranges, n_modes=n_modes, input_params_prefix="a_",
            O_std_min=O_std_min, O_std_max=O_std_max, derived=True)
        if n_modes == 1:
            break
        means = info["likelihood"]["gaussian_mixture"]["means"]
        distances = chain(*[[np.linalg.norm(m1 - m2) for m2 in means[i + 1:]]
                            for i, m1 in enumerate(means)])
        if min(distances) >= distance_factor * O_std_max:
            break
    if rank == 0:
        print("Original mean of the gaussian mode:")
        print(info["likelihood"]["gaussian_mixture"]["means"])
        print("Original covmat of the gaussian mode:")
        print(info["likelihood"]["gaussian_mixture"]["covs"])
    info[kinds.sampler] = info_sampler
    sampler_name = list(info_sampler)[0]
    if sampler_name == "mcmc":
        if "covmat" in info_sampler["mcmc"]:
            info[kinds.sampler]["mcmc"]["covmat_params"] = (
                list(info["params"])[:dimension])
    info[_debug] = False
    info[_debug_file] = None
    # TODO: this looks weird/bug:?
    info[_output_prefix] = getattr(tmpdir, "realpath()", lambda: tmpdir)()
    if packages_path:
        info[_packages_path] = process_packages_path(packages_path)
    # Delay to one chain to check that MPI communication of the sampler is non-blocking
    #    if rank == 1:
    #        info["likelihood"]["gaussian_mixture"]["delay"] = 0.1
    updated_info, sampler = install_test_wrapper(skip_not_installed, run, info)
    products = sampler.products()
    # Done! --> Tests
    if rank == 0:
        if sampler_name == "mcmc":
            ignore_rows = 0.5
        else:
            ignore_rows = 0
        results = MCSamplesFromCobaya(updated_info, products["sample"],
                                      ignore_rows=ignore_rows, name_tag="sample")
        clusters = None
        if "clusters" in products:
            clusters = [MCSamplesFromCobaya(
                updated_info, products["clusters"][i]["sample"],
                name_tag="cluster %d" % (i + 1))
                for i in products["clusters"]]
        # Plots!
        try:
            if is_travis():
                raise ValueError
            import getdist.plots as gdplots
            from getdist.gaussian_mixtures import MixtureND
            sampled_params = [
                p for p, v in info["params"].items() if partag.prior not in v]
            mixture = MixtureND(
                info[kinds.likelihood]["gaussian_mixture"]["means"],
                info[kinds.likelihood]["gaussian_mixture"]["covs"],
                names=sampled_params, label="truth")
            g = gdplots.getSubplotPlotter()
            to_plot = [mixture, results]
            if clusters:
                to_plot = to_plot + clusters
            g.triangle_plot(to_plot, params=sampled_params)
            g.export("test.png")
        except:
            print("Plotting failed!")
        # 1st test: KL divergence
        if n_modes == 1:
            cov_sample, mean_sample = results.getCov(), results.getMeans()
            KL_final = KL_norm(m1=info[kinds.likelihood]["gaussian_mixture"]["means"][0],
                               S1=info[kinds.likelihood]["gaussian_mixture"]["covs"][0],
                               m2=mean_sample[:dimension],
                               S2=cov_sample[:dimension, :dimension])
            print("Final KL: ", KL_final)
            assert KL_final <= KL_tolerance
        # 2nd test: clusters
        else:
            if "clusters" in products:
                assert len(products["clusters"]) >= n_modes, (
                    "Not all clusters detected!")
                for i, c2 in enumerate(clusters):
                    cov_c2, mean_c2 = c2.getCov(), c2.getMeans()
                    KLs = [
                        KL_norm(
                            m1=info[kinds.likelihood]["gaussian_mixture"]["means"][i_c1],
                            S1=info[kinds.likelihood]["gaussian_mixture"]["covs"][i_c1],
                            m2=mean_c2[:dimension],
                            S2=cov_c2[:dimension, :dimension])
                        for i_c1 in range(n_modes)]
                    extra_tol = 4 * n_modes if n_modes > 1 else 1
                    print("Final KL for cluster %d: %g", i, min(KLs))
                    assert min(KLs) <= KL_tolerance * extra_tol
            else:
                assert 0, "Could not check sample convergence: multimodal but no clusters"
        # 3rd test: Evidence
        if "logZ" in products:
            logZprior = sum(np.log(ranges[:, 1] - ranges[:, 0]))
            assert (products["logZ"] - logZ_nsigmas * products["logZstd"] < -logZprior <
                    products["logZ"] + logZ_nsigmas * products["logZstd"])