def sampling_iteration(self):
"""perform a single sampling step
"""
# states
pre_state = self.ladder_states.copy()
f_state = self.ladder_states.copy().F()
fl_state = self.ladder_states.copy().FL()
# rates
fl_rates = self.acceptance_rate(self.ladder_states, fl_state)
f_rates = self.f_rate * np.ones(self.nbatch)
# draws from exponential distribution
fl_draws = self.draw_from(fl_rates)
f_draws = self.draw_from(f_rates)
# select minimum waiting times
fl_idx, f_idx = min_idx([fl_draws, f_draws])
waiting_times = np.minimum(f_draws, fl_draws)[0]
self.n += 1
# update last states with waiting times
if self.n > self.burn_in_steps:
self.update_distr(waiting_times)
self.ladder_states.update(fl_idx, fl_state)
self.ladder_states.update(f_idx, f_state)
if self.n > self.burn_in_steps:
self.update_empirical_transition_matrix(pre_state)
def sampling_iteration(self):
# states
pre_state = self.ladder_states.copy()
f_state = self.ladder_states.copy().F()
l_state = self.ladder_states.copy().F().FL()
# aka l^-1 state
flf_state = self.ladder_states.copy().FL().F()
# rates
l_rates = self.acceptance_rate(self.ladder_states, l_state)
flf_rates = self.acceptance_rate(self.ladder_states, flf_state)
f_rates = flf_rates - np.min((flf_rates, l_rates), axis=0)
# draws from exponential distribution
l_draws = self.draw_from(l_rates)
f_draws = self.draw_from(f_rates)
# select minimum waiting times
l_idx, f_idx = min_idx([l_draws, f_draws])
waiting_times = np.minimum(f_draws, l_draws)[0]
self.n += 1
# update last states with waiting times
if self.n > self.burn_in_steps:
self.update_distr(waiting_times)
self.ladder_states.update(l_idx, l_state)
self.ladder_states.update(f_idx, f_state)
if self.n > self.burn_in_steps:
self.update_empirical_transition_matrix(pre_state)
def sampling_iteration(self):
# states
pre_state = self.ladder_states.copy()
f_state = self.ladder_states.copy().F()
l_state = self.ladder_states.copy().F().FL()
# aka l^-1 state
flf_state = self.ladder_states.copy().FL().F()
# rates
l_rates = self.acceptance_rate(self.ladder_states, l_state)
flf_rates = self.acceptance_rate(self.ladder_states, flf_state)
f_rates = flf_rates - np.min((flf_rates, l_rates), axis=0)
# draws from exponential distribution
l_draws = self.draw_from(l_rates)
f_draws = self.draw_from(f_rates)
# select minimum waiting times
l_idx, f_idx = min_idx([l_draws, f_draws])
waiting_times = np.minimum(f_draws, l_draws)[0]
self.n += 1
# update last states with waiting times
if self.n > self.burn_in_steps:
self.update_distr(waiting_times)
self.ladder_states.update(l_idx, l_state)
self.ladder_states.update(f_idx, f_state)
if self.n > self.burn_in_steps:
self.update_empirical_transition_matrix(pre_state)
def test_three_case(self):
"""
tests the three list case
"""
list_1 = np.random.randn(list_length)
list_2 = np.random.randn(list_length)
list_3 = np.random.randn(list_length)
mi_1_test, mi_2_test, mi_3_test = min_idx([
list_1.reshape(1, list_length),
list_2.reshape(1, list_length),
list_3.reshape(1, list_length)
])
mi_12_control = set(np.arange(list_length)[list_1 < list_2])
mi_13_control = set(np.arange(list_length)[list_1 < list_3])
mi_23_control = set(np.arange(list_length)[list_2 < list_3])
mi_21_control = set(np.arange(list_length)[list_2 < list_1])
mi_31_control = set(np.arange(list_length)[list_3 < list_1])
mi_32_control = set(np.arange(list_length)[list_3 < list_2])
mi_1_control = np.array(list(mi_12_control & mi_13_control))
mi_2_control = np.array(list(mi_21_control & mi_23_control))
mi_3_control = np.array(list(mi_31_control & mi_32_control))
self.assertTrue((mi_1_test == mi_1_control).all(),
"idx minimums do not match")
self.assertTrue((mi_2_test == mi_2_control).all(),
"idx minimums do not match")
self.assertTrue((mi_3_test == mi_3_control).all(),
"idx minimums do not match")
def sampling_iteration(self):
"""perform a single sampling step
"""
# states
pre_state = self.ladder_states.copy()
f_state = self.ladder_states.copy().F()
fl_state = self.ladder_states.copy().FL()
# rates
fl_rates = self.acceptance_rate(self.ladder_states, fl_state)
f_rates = self.f_rate * np.ones(self.nbatch)
# draws from exponential distribution
fl_draws = self.draw_from(fl_rates)
f_draws = self.draw_from(f_rates)
# select minimum waiting times
fl_idx, f_idx = min_idx([fl_draws, f_draws])
waiting_times = np.minimum(f_draws, fl_draws)[0]
self.n += 1
# update last states with waiting times
if self.n > self.burn_in_steps:
self.update_distr(waiting_times)
self.ladder_states.update(fl_idx, fl_state)
self.ladder_states.update(f_idx, f_state)
if self.n > self.burn_in_steps:
self.update_empirical_transition_matrix(pre_state)
def test_two_case(self):
"""
tests the very important two list case
"""
list_1 = np.random.randn(list_length)
list_2 = np.random.randn(list_length)
mi_1_test, mi_2_test = min_idx(
[list_1.reshape(1, list_length),
list_2.reshape(1, list_length)])
mi_1_control = np.arange(list_length)[list_1 < list_2]
mi_2_control = np.arange(list_length)[list_1 >= list_2]
self.assertTrue((mi_1_test == mi_1_control).all(), "idx minimums do not match")
self.assertTrue((mi_2_test == mi_2_control).all(), "idx minimums do not match")
def test_two_case(self):
"""
tests the very important two list case
"""
list_1 = np.random.randn(list_length)
list_2 = np.random.randn(list_length)
mi_1_test, mi_2_test = min_idx(
[list_1.reshape(1, list_length),
list_2.reshape(1, list_length)])
mi_1_control = np.arange(list_length)[list_1 < list_2]
mi_2_control = np.arange(list_length)[list_1 >= list_2]
self.assertTrue((mi_1_test == mi_1_control).all(),
"idx minimums do not match")
self.assertTrue((mi_2_test == mi_2_control).all(),
"idx minimums do not match")
def sampling_iteration(self):
# states
f_state = self.state.copy().F()
l_state = self.state.copy().L()
# aka L^-1 state
flf_state = self.state.copy().FLF()
r_state = self.state.copy().R()
# rates
l_rates = self.transition_rates(self.state, l_state)
flf_rates = self.transition_rates(self.state, flf_state)
f_rates = flf_rates - np.min((flf_rates, l_rates), axis=0)
r_rates = self.p_r * np.ones((1, self.nbatch))
# draws from exponential distributions
l_draws = draw_from(l_rates[0])
f_draws = draw_from(f_rates[0])
r_draws = draw_from(r_rates[0])
# choose min for each particle
l_idx, f_idx, r_idx = min_idx([l_draws, f_draws, r_draws])
# record dwelling times
self.dwelling_times = np.amin(
np.concatenate((l_draws, f_draws, r_draws)), axis=0)
# cache current state as FLF state for next L transition
self.state.cache_flf_state(l_idx, self.state)
# cache FL as FLF state for for particles that made transition to F
# self.state.cache_flf_state(f_idx, l_state.F())
# update accepted proposed states
self.state.update(l_idx, l_state)
self.state.update(f_idx, f_state)
self.state.update(r_idx, r_state)
# clear flf cache for particles that transition to R, F
self.state.clear_flf_cache(r_idx)
self.state.clear_flf_cache(f_idx)
self.l_count += len(l_idx)
self.f_count += len(f_idx)
self.r_count += len(r_idx)
def sampling_iteration(self):
"""Perform a single sampling step
"""
# F operator
f_state = self.state.copy().F()
# FL operator
fl_state = self.state.copy().L().F()
# rates
fl_rates = self.transition_rates(self.state, fl_state)
f_rates = np.ones((1, self.nbatch))
r_rates = self.p_r * np.ones((1, self.nbatch))
# draws from exponential distributions
fl_draws = draw_from(fl_rates[0])
f_draws = draw_from(f_rates[0])
r_draws = draw_from(r_rates[0])
# choose min for each particle
f_idx, fl_idx, r_idx = min_idx([f_draws, fl_draws, r_draws])
# record dwelling times
self.dwelling_times = np.amin(
np.concatenate((fl_draws, f_draws, r_draws)), axis=0)
# update accepted FL transitions
self.state.update(fl_idx, fl_state)
# update accepted F transitions
self.state.update(f_idx, f_state)
# corrupt the momentum and update accepted R transition
# inefficiently corrupts momentum for all state then selects a subset
R_state = self.state.copy().R()
self.state.update(r_idx, R_state)
self.fl_count += len(fl_idx)
self.f_count += len(f_idx)
self.r_count += len(r_idx)
def sampling_iteration(self):
"""Perform a single sampling step
"""
# F operator
f_state = self.state.copy().F()
# FL operator
fl_state = self.state.copy().L().F()
# rates
fl_rates = self.transition_rates(self.state, fl_state)
f_rates = np.ones((1, self.nbatch))
r_rates = self.p_r * np.ones((1, self.nbatch))
# draws from exponential distributions
fl_draws = draw_from(fl_rates[0])
f_draws = draw_from(f_rates[0])
r_draws = draw_from(r_rates[0])
# choose min for each particle
f_idx, fl_idx, r_idx = min_idx([f_draws, fl_draws, r_draws])
# record dwelling times
self.dwelling_times = np.amin(
np.concatenate((fl_draws, f_draws, r_draws)), axis=0)
# update accepted FL transitions
self.state.update(fl_idx, fl_state)
# update accepted F transitions
self.state.update(f_idx, f_state)
# corrupt the momentum and update accepted R transition
# inefficiently corrupts momentum for all state then selects a subset
R_state = self.state.copy().R()
self.state.update(r_idx, R_state)
self.fl_count += len(fl_idx)
self.f_count += len(f_idx)
self.r_count += len(r_idx)
def test_three_case(self):
"""
tests the three list case
"""
list_1 = np.random.randn(list_length)
list_2 = np.random.randn(list_length)
list_3 = np.random.randn(list_length)
mi_1_test, mi_2_test, mi_3_test = min_idx(
[list_1.reshape(1, list_length),
list_2.reshape(1, list_length),
list_3.reshape(1, list_length)])
mi_12_control = set(np.arange(list_length)[list_1 < list_2])
mi_13_control = set(np.arange(list_length)[list_1 < list_3])
mi_23_control = set(np.arange(list_length)[list_2 < list_3])
mi_21_control = set(np.arange(list_length)[list_2 < list_1])
mi_31_control = set(np.arange(list_length)[list_3 < list_1])
mi_32_control = set(np.arange(list_length)[list_3 < list_2])
mi_1_control = np.array(list(mi_12_control & mi_13_control))
mi_2_control = np.array(list(mi_21_control & mi_23_control))
mi_3_control = np.array(list(mi_31_control & mi_32_control))
self.assertTrue((mi_1_test == mi_1_control).all(), "idx minimums do not match")
self.assertTrue((mi_2_test == mi_2_control).all(), "idx minimums do not match")
self.assertTrue((mi_3_test == mi_3_control).all(), "idx minimums do not match")
def sampling_iteration(self):
# states
f_state = self.state.copy().F()
l_state = self.state.copy().L()
# aka L^-1 state
flf_state = self.state.copy().FLF()
r_state = self.state.copy().R()
try:
# rates
l_rates = self.transition_rates(self.state, l_state)
flf_rates = self.transition_rates(self.state, flf_state)
f_rates = flf_rates - np.min((flf_rates, l_rates), axis=0)
r_rates = self.p_r * np.ones((1, self.nbatch))
# draws from exponential distributions
l_draws = draw_from(l_rates[0])
f_draws = draw_from(f_rates[0])
r_draws = draw_from(r_rates[0])
# infinite rate due to taking too large of a step
except ValueError:
# take smaller steps, but go the same overall distance
self.epsilon *= 0.5
self.num_leapfrog_steps *= 2
depth = np.log(self.original_epsilon / self.epsilon) / np.log(2)
print("Ecountered infinite rate, doubling back. Depth: {}".format(depth))
# try again
self.state.reset_flf_cache()
self.sampling_iteration()
# restore the old guys
self.epsilon *= 2
self.num_leapfrog_steps = int(self.num_leapfrog_steps / 2)
return
# choose min for each particle
l_idx, f_idx, r_idx = min_idx([l_draws, f_draws, r_draws])
# record dwelling times
self.dwelling_times = np.amin(
np.concatenate((l_draws, f_draws, r_draws)), axis=0)
# cache current state as FLF state for next L transition
self.state.cache_flf_state(l_idx, self.state)
# cache FL as FLF state for for particles that made transition to F
# self.state.cache_flf_state(f_idx, l_state.F())
# update accepted proposed states
self.state.update(l_idx, l_state)
self.state.update(f_idx, f_state)
self.state.update(r_idx, r_state)
# clear flf cache for particles that transition to R, F
self.state.clear_flf_cache(r_idx)
self.state.clear_flf_cache(f_idx)
self.l_count += len(l_idx)
self.f_count += len(f_idx)
self.r_count += len(r_idx)
def sampling_iteration(self):
# states
f_state = self.state.copy().F()
l_state = self.state.copy().L()
# aka L^-1 state
flf_state = self.state.copy().FLF()
r_state = self.state.copy().R()
try:
# rates
l_rates = self.transition_rates(self.state, l_state)
flf_rates = self.transition_rates(self.state, flf_state)
f_rates = flf_rates - np.min((flf_rates, l_rates), axis=0)
r_rates = self.p_r * np.ones((1, self.nbatch))
# draws from exponential distributions
l_draws = draw_from(l_rates[0])
f_draws = draw_from(f_rates[0])
r_draws = draw_from(r_rates[0])
# infinite rate due to taking too large of a step
except ValueError:
# take smaller steps, but go the same overall distance
self.epsilon *= 0.5
self.num_leapfrog_steps *= 2
depth = np.log(self.original_epsilon / self.epsilon) / np.log(2)
print("Ecountered infinite rate, doubling back. Depth: {}".format(depth))
# try again
self.state.reset_flf_cache()
self.sampling_iteration()
# restore the old guys
self.epsilon *= 2
self.num_leapfrog_steps = int(self.num_leapfrog_steps / 2)
return
# choose min for each particle
l_idx, f_idx, r_idx = min_idx([l_draws, f_draws, r_draws])
# record dwelling times
self.dwelling_times = np.amin(
np.concatenate((l_draws, f_draws, r_draws)), axis=0)
# cache current state as FLF state for next L transition
self.state.cache_flf_state(l_idx, self.state)
# cache FL as FLF state for for particles that made transition to F
# self.state.cache_flf_state(f_idx, l_state.F())
# update accepted proposed states
self.state.update(l_idx, l_state)
self.state.update(f_idx, f_state)
self.state.update(r_idx, r_state)
# clear flf cache for particles that transition to R, F
self.state.clear_flf_cache(r_idx)
self.state.clear_flf_cache(f_idx)
self.l_count += len(l_idx)
self.f_count += len(f_idx)
self.r_count += len(r_idx)