def test_mcmc_pt(self):
# smoke test for parallel tempering
x = np.array(self.objective.parameters)
mcfitter = CurveFitter(self.objective, ntemps=10, nwalkers=50)
assert_equal(mcfitter.sampler.ntemps, 10)
assert len(list(flatten(self.objective.parameters))) == 2
# check that the parallel sampling works
# and that chain shape is correct
res = mcfitter.sample(steps=5, nthin=2, verbose=False, pool=-1)
assert_equal(mcfitter.chain.shape, (5, 10, 50, 2))
assert_equal(res[0].chain.shape, (5, 50))
assert_equal(mcfitter.chain[:, 0, :, 0], res[0].chain)
assert_equal(mcfitter.chain[:, 0, :, 1], res[1].chain)
chain = np.copy(mcfitter.chain)
assert len(list(flatten(self.objective.parameters))) == 2
# the sampler should store the probability
assert_equal(mcfitter.logpost.shape, (5, 10, 50))
assert_allclose(mcfitter.logpost, mcfitter.sampler._ptchain.logP)
logprobs = mcfitter.logpost
highest_prob_loc = np.argmax(logprobs[:, 0])
idx = np.unravel_index(highest_prob_loc, logprobs[:, 0].shape)
idx = list(idx)
idx.insert(1, 0)
idx = tuple(idx)
assert_equal(idx, mcfitter.index_max_prob)
pvals = mcfitter.chain[idx]
assert_allclose(logprobs[idx], self.objective.logpost(pvals))
# try resetting the chain
mcfitter.reset()
# test for reproducible operation
self.objective.setp(x)
mcfitter = CurveFitter(self.objective, ntemps=10, nwalkers=50)
mcfitter.initialise("jitter", random_state=1)
mcfitter.sample(steps=5, nthin=2, verbose=False, random_state=2)
chain = np.copy(mcfitter.chain)
self.objective.setp(x)
mcfitter = CurveFitter(self.objective, ntemps=10, nwalkers=50)
mcfitter.initialise("jitter", random_state=1)
mcfitter.sample(steps=5, nthin=2, verbose=False, random_state=2)
chain2 = np.copy(mcfitter.chain)
assert_allclose(chain2, chain)
class TestCurveFitter(object):
def setup_method(self):
# Reproducible results!
np.random.seed(123)
self.m_true = -0.9594
self.b_true = 4.294
self.f_true = 0.534
self.m_ls = -1.1040757010910947
self.b_ls = 5.4405552502319505
# Generate some synthetic data from the model.
N = 50
x = np.sort(10 * np.random.rand(N))
y_err = 0.1 + 0.5 * np.random.rand(N)
y = self.m_true * x + self.b_true
y += np.abs(self.f_true * y) * np.random.randn(N)
y += y_err * np.random.randn(N)
self.data = Data1D(data=(x, y, y_err))
self.p = Parameter(self.b_ls, "b", vary=True, bounds=(-100, 100))
self.p |= Parameter(self.m_ls, "m", vary=True, bounds=(-100, 100))
self.model = Model(self.p, fitfunc=line)
self.objective = Objective(self.model, self.data)
assert_(len(self.objective.varying_parameters()) == 2)
mod = np.array([
4.78166609,
4.42364699,
4.16404064,
3.50343504,
3.4257084,
2.93594347,
2.92035638,
2.67533842,
2.28136038,
2.19772983,
1.99295496,
1.93748334,
1.87484436,
1.65161016,
1.44613461,
1.11128101,
1.04584535,
0.86055984,
0.76913963,
0.73906649,
0.73331407,
0.68350418,
0.65216599,
0.59838566,
0.13070299,
0.10749131,
-0.01010195,
-0.10010155,
-0.29495372,
-0.42817431,
-0.43122391,
-0.64637715,
-1.30560686,
-1.32626428,
-1.44835768,
-1.52589881,
-1.56371158,
-2.12048349,
-2.24899179,
-2.50292682,
-2.53576659,
-2.55797996,
-2.60870542,
-2.7074727,
-3.93781479,
-4.12415366,
-4.42313742,
-4.98368609,
-5.38782395,
-5.44077086,
])
self.mod = mod
self.mcfitter = CurveFitter(self.objective)
def test_bounds_list(self):
bnds = bounds_list(self.p)
assert_allclose(bnds, [(-100, 100), (-100, 100)])
# try making a Parameter bound a normal distribution, then get an
# approximation to box bounds
self.p[0].bounds = PDF(norm(0, 1))
assert_allclose(bounds_list(self.p),
[norm(0, 1).ppf([0.005, 0.995]), (-100, 100)])
def test_constraints(self):
# constraints should work during fitting
self.p[0].value = 5.4
self.p[1].constraint = -0.203 * self.p[0]
assert_equal(self.p[1].value, self.p[0].value * -0.203)
res = self.mcfitter.fit()
assert_(res.success)
assert_equal(len(self.objective.varying_parameters()), 1)
# lnsigma is parameters[0]
assert_(self.p[0] is self.objective.parameters.flattened()[0])
assert_(self.p[1] is self.objective.parameters.flattened()[1])
assert_almost_equal(self.p[0].value, res.x[0])
assert_almost_equal(self.p[1].value, self.p[0].value * -0.203)
# check that constraints work during sampling
# the CurveFitter has to be set up again if you change how the
# parameters are being fitted.
mcfitter = CurveFitter(self.objective)
assert_(mcfitter.nvary == 1)
mcfitter.sample(5)
assert_equal(self.p[1].value, self.p[0].value * -0.203)
# the constrained parameters should have a chain
assert_(self.p[0].chain is not None)
assert_(self.p[1].chain is not None)
assert_allclose(self.p[1].chain, self.p[0].chain * -0.203)
def test_mcmc(self):
self.mcfitter.sample(steps=50, nthin=1, verbose=False)
assert_equal(self.mcfitter.nvary, 2)
# smoke test for corner plot
self.mcfitter.objective.corner()
# we're not doing Parallel Tempering here.
assert_(self.mcfitter._ntemps == -1)
assert_(isinstance(self.mcfitter.sampler, emcee.EnsembleSampler))
# should be able to multithread
mcfitter = CurveFitter(self.objective, nwalkers=50)
res = mcfitter.sample(steps=33, nthin=2, verbose=False, pool=2)
# check that the autocorrelation function at least runs
acfs = mcfitter.acf(nburn=10)
assert_equal(acfs.shape[-1], mcfitter.nvary)
# check the standalone autocorrelation calculator
acfs2 = autocorrelation_chain(mcfitter.chain, nburn=10)
assert_equal(acfs, acfs2)
# check integrated_time
integrated_time(acfs2, tol=5)
# check chain shape
assert_equal(mcfitter.chain.shape, (33, 50, 2))
# assert_equal(mcfitter._lastpos, mcfitter.chain[:, -1, :])
assert_equal(res[0].chain.shape, (33, 50))
# if the number of parameters changes there should be an Exception
# raised
from pytest import raises
with raises(RuntimeError):
self.p[0].vary = False
self.mcfitter.sample(1)
# can fix by making the sampler again
self.mcfitter.make_sampler()
self.mcfitter.sample(1)
def test_random_seed(self):
# check that MCMC sampling is reproducible
self.mcfitter.sample(steps=2, random_state=1)
# get a starting pos
starting_pos = self.mcfitter._state.coords
# is sampling reproducible
self.mcfitter.reset()
self.mcfitter.initialise(pos=starting_pos)
self.mcfitter.sample(3, random_state=1, pool=1)
chain1 = np.copy(self.mcfitter.chain)
self.mcfitter.reset()
self.mcfitter.initialise(pos=starting_pos)
self.mcfitter.sample(3, random_state=1, pool=1)
chain2 = np.copy(self.mcfitter.chain)
assert_equal(chain1, chain2)
def test_mcmc_pt(self):
# smoke test for parallel tempering
x = np.array(self.objective.parameters)
mcfitter = CurveFitter(self.objective, ntemps=10, nwalkers=50)
assert_equal(mcfitter.sampler.ntemps, 10)
# check that the parallel sampling works
# and that chain shape is correct
res = mcfitter.sample(steps=5, nthin=2, verbose=False, pool=-1)
assert_equal(mcfitter.chain.shape, (5, 10, 50, 2))
assert_equal(res[0].chain.shape, (5, 50))
assert_equal(mcfitter.chain[:, 0, :, 0], res[0].chain)
assert_equal(mcfitter.chain[:, 0, :, 1], res[1].chain)
chain = np.copy(mcfitter.chain)
# the sampler should store the probability
assert_equal(mcfitter.logpost.shape, (5, 10, 50))
assert_allclose(mcfitter.logpost, mcfitter.sampler._ptchain.logP)
logprobs = mcfitter.logpost
highest_prob_loc = np.argmax(logprobs[:, 0])
idx = np.unravel_index(highest_prob_loc, logprobs[:, 0].shape)
idx = list(idx)
idx.insert(1, 0)
idx = tuple(idx)
assert_equal(idx, mcfitter.index_max_prob)
pvals = mcfitter.chain[idx]
assert_allclose(logprobs[idx], self.objective.logpost(pvals))
# try resetting the chain
mcfitter.reset()
# test for reproducible operation
self.objective.setp(x)
mcfitter = CurveFitter(self.objective, ntemps=10, nwalkers=50)
mcfitter.initialise("jitter", random_state=1)
mcfitter.sample(steps=5, nthin=2, verbose=False, random_state=2)
chain = np.copy(mcfitter.chain)
self.objective.setp(x)
mcfitter = CurveFitter(self.objective, ntemps=10, nwalkers=50)
mcfitter.initialise("jitter", random_state=1)
mcfitter.sample(steps=5, nthin=2, verbose=False, random_state=2)
chain2 = np.copy(mcfitter.chain)
assert_allclose(chain2, chain)
def test_mcmc_init(self):
# smoke test for sampler initialisation
# TODO check that the initialisation worked.
# reproducible initialisation with random_state dependents
self.mcfitter.initialise("prior", random_state=1)
starting_pos = np.copy(self.mcfitter._state.coords)
self.mcfitter.initialise("prior", random_state=1)
starting_pos2 = self.mcfitter._state.coords
assert_equal(starting_pos, starting_pos2)
self.mcfitter.initialise("jitter", random_state=1)
starting_pos = np.copy(self.mcfitter._state.coords)
self.mcfitter.initialise("jitter", random_state=1)
starting_pos2 = self.mcfitter._state.coords
assert_equal(starting_pos, starting_pos2)
mcfitter = CurveFitter(self.objective, nwalkers=100)
mcfitter.initialise("covar")
assert_equal(mcfitter._state.coords.shape, (100, 2))
mcfitter.initialise("prior")
assert_equal(mcfitter._state.coords.shape, (100, 2))
mcfitter.initialise("jitter")
assert_equal(mcfitter._state.coords.shape, (100, 2))
# initialise with last position
mcfitter.sample(steps=1)
chain = mcfitter.chain
mcfitter.initialise(pos=chain[-1])
assert_equal(mcfitter._state.coords.shape, (100, 2))
# initialise with chain
mcfitter.sample(steps=2)
chain = mcfitter.chain
mcfitter.initialise(pos=chain)
assert_equal(mcfitter._state.coords, chain[-1])
# initialise with chain if it's never been run before
mcfitter = CurveFitter(self.objective, nwalkers=100)
mcfitter.initialise(chain)
# initialise for Parallel tempering
mcfitter = CurveFitter(self.objective, ntemps=20, nwalkers=100)
mcfitter.initialise("covar")
assert_equal(mcfitter._state.coords.shape, (20, 100, 2))
mcfitter.initialise("prior")
assert_equal(mcfitter._state.coords.shape, (20, 100, 2))
mcfitter.initialise("jitter")
assert_equal(mcfitter._state.coords.shape, (20, 100, 2))
# initialise with last position
mcfitter.sample(steps=1)
chain = mcfitter.chain
mcfitter.initialise(pos=chain[-1])
assert_equal(mcfitter._state.coords.shape, (20, 100, 2))
# initialise with chain
mcfitter.sample(steps=2)
chain = mcfitter.chain
mcfitter.initialise(pos=np.copy(chain))
assert_equal(mcfitter._state.coords, chain[-1])
# initialise with chain if it's never been run before
mcfitter = CurveFitter(self.objective, nwalkers=100, ntemps=20)
mcfitter.initialise(chain)
def test_fit_smoke(self):
# smoke tests to check that fit runs
def callback(xk):
return
def callback2(xk, **kws):
return
# L-BFGS-B
res0 = self.mcfitter.fit(callback=callback)
assert_almost_equal(res0.x, [self.b_ls, self.m_ls], 6)
res0 = self.mcfitter.fit()
res0 = self.mcfitter.fit(verbose=False)
res0 = self.mcfitter.fit(verbose=False, callback=callback)
# least_squares
res1 = self.mcfitter.fit(method="least_squares")
assert_almost_equal(res1.x, [self.b_ls, self.m_ls], 6)
# least_squares doesn't accept a callback. As well as testing that
# least_squares works, it checks that providing a callback doesn't
# trip the fitter up.
res1 = self.mcfitter.fit(method="least_squares", callback=callback)
assert_almost_equal(res1.x, [self.b_ls, self.m_ls], 6)
# need full bounds for differential_evolution
self.p[0].range(3, 7)
self.p[1].range(-2, 0)
res2 = self.mcfitter.fit(
method="differential_evolution",
seed=1,
popsize=10,
maxiter=100,
callback=callback2,
)
assert_almost_equal(res2.x, [self.b_ls, self.m_ls], 6)
# check that the res object has covar and stderr
assert_("covar" in res0)
assert_("stderr" in res0)
def test_NIST(self):
# Run all the NIST standard tests with leastsq
for model in NIST_Models:
try:
NIST_runner(model)
except Exception:
print(model)
raise
