コード例 #1
0
ファイル: gp.py プロジェクト: puckvg/ase-copy
    def __init__(self, prior=None, kernel=None):
        if kernel is None:
            self.kernel = SquaredExponential()
        else:
            self.kernel = kernel

        if prior is None:
            self.prior = ZeroPrior()
        else:
            self.prior = prior
コード例 #2
0
class GaussianProcess():
    '''Gaussian Process Regression
    It is recomended to be used with other Priors and Kernels
    from ase.optimize.gpmin    

    Parameters:
    
    prior: Prior class, as in ase.optimize.gpmin.prior
        Defaults to ZeroPrior

    kernel: Kernel function for the regression, as
       in ase.optimize.gpmin.kernel
        Defaults to the Squared Exponential kernel with derivatives '''
    def __init__(self, prior=None, kernel=None):

        if kernel is None:
            self.kernel = SquaredExponential()
        else:
            self.kernel = kernel

        if prior is None:
            self.prior = ZeroPrior()
        else:
            self.prior = prior

    def set_hyperparams(self, params):
        '''Set hyperparameters of the regression. 
        This is a list containing the parameters of the 
        kernel and the regularization (noise)
        of the method as the last entry. '''

        self.hyperparams = params
        self.kernel.set_params(params[:-1])
        self.noise = params[-1]

    def train(self, X, Y, noise=None):
        '''Produces a PES model from data.

        Given a set of observations, X, Y, compute the K matrix
        of the Kernel given the data (and its cholesky factorization) 
        This method should be executed whenever more data is added.

        Parameters:
 
        X: observations(i.e. positions). numpy array with shape: nsamples x D
        Y: targets (i.e. energy and forces). numpy array with 
            shape (nsamples, D+1)
        noise: Noise parameter in the case it needs to be restated. '''

        if noise is not None:
            self.noise = noise  # Set noise atribute to a different value

        self.X = X.copy()  # Store the data in an atribute
        K = self.kernel.kernel_matrix(X)  # Compute the kernel matrix

        n = self.X.shape[0]
        D = self.X.shape[1]
        regularization = np.array(
            n * ([self.noise * self.kernel.l**2] + D * [self.noise]))

        K[range(K.shape[0]), range(K.shape[0])] += regularization**2

        self.m = self.prior.prior(X)

        self.L, self.lower = cho_factor(K, lower=True, check_finite=True)
        self.a = Y.flatten() - self.m
        cho_solve((self.L, self.lower),
                  self.a,
                  overwrite_b=True,
                  check_finite=True)

    def predict(self, x, get_variance=False):
        '''Given a trained Gaussian Process, it predicts the value and the 
        uncertainty at point x.
        It returns f and V:
        f : prediction: [y, grady]
        V : Covariance matrix. Its diagonal is the variance of each component of f.

        Parameters:

        x (1D np.array): The position at which the prediction is computed
        get_variance (bool): if False, only the prediction f is returned
                            if True, the prediction f and the variance V are
                            returned: Note V is O(D*nsample2)'''

        n = self.X.shape[0]
        k = self.kernel.kernel_vector(x, self.X, n)

        f = self.prior.prior(x) + np.dot(k, self.a)

        if get_variance:
            v = k.T.copy()
            v = solve_triangular(self.L, v, lower=True, check_finite=False)

            variance = self.kernel.kernel(x, x)
            #covariance = np.matmul(v.T, v)
            covariance = np.tensordot(v, v, axes=(0, 0))
            V = variance - covariance

            return f, V
        return f

    def neg_log_likelihood(self, l, *args):
        '''Negative logarithm of the marginal likelihood and its derivative.
        It has been built in the form that suits the best its optimization, 
        with the scipy minimize module, to find the optimal hyperparameters.

        Parameters:

        l: The scale for which we compute the marginal likelihood
        *args: Should be a tuple containing the inputs and targets
               in the training set- '''

        X, Y = args
        self.kernel.set_params(np.array([self.kernel.weight, l, self.noise]))
        self.train(X, Y)

        y = Y.flatten()

        # Compute log likelihood
        logP = -0.5 * np.dot(y-self.m, self.a) - \
            np.sum(np.log(np.diag(self.L)))-X.shape[0]*0.5*np.log(2*np.pi)

        # Gradient of the loglikelihood
        grad = self.kernel.gradient(X)

        # vectorizing the derivative of the log likelyhood
        D_P_input = np.array(
            [np.dot(np.outer(self.a, self.a), g) for g in grad])
        D_complexity = np.array(
            [cho_solve((self.L, self.lower), g) for g in grad])

        DlogP = 0.5 * np.trace(D_P_input - D_complexity, axis1=1, axis2=2)
        return -logP, -DlogP

    def fit_hyperparameters(self, X, Y):
        '''Given a set of observations, X, Y; optimize the scale
        of the Gaussian Process maximizing the marginal log-likelihood.
        This method calls TRAIN there is no need to call the TRAIN method again.
        The method also sets the parameters of the Kernel to their optimal value at
        the end of execution

        Parameters:

        X: observations(i.e. positions). numpy array with shape: nsamples x D
        Y: targets (i.e. energy and forces). 
           numpy array with shape (nsamples, D+1)
        '''

        l = np.copy(self.hyperparams)[1]
        arguments = (X, Y)
        result = minimize(self.neg_log_likelihood,
                          l,
                          args=arguments,
                          method='L-BFGS-B',
                          jac=True)

        if not result.success:
            print(result)
            raise NameError("The Gaussian Process could not be fitted.")
        else:
            self.hyperparams = np.array(
                [self.kernel.weight,
                 result.x.copy(), self.noise])

        self.set_hyperparams(self.hyperparams)
        return self.hyperparams
コード例 #3
0
    def __init__(self,
                 atoms,
                 restart=None,
                 logfile='-',
                 trajectory=None,
                 prior=None,
                 master=None,
                 noise=0.005,
                 weight=1.,
                 update_prior_strategy='maximum',
                 scale=0.4,
                 force_consistent=None,
                 batch_size=5,
                 update_hyperparams=False):
        """Optimize atomic positions using GPMin algorithm, which uses
        both potential energies and forces information to build a PES
        via Gaussian Process (GP) regression and then minimizes it.

        Parameters:

        atoms: Atoms object
            The Atoms object to relax.

        restart: string
            Pickle file used to store the training set. If set, file with
            such a name will be searched and the data in the file incorporated
            to the new training set, if the file exists.

        logfile: file object or str
            If *logfile* is a string, a file with that name will be opened.
            Use '-' for stdout

        trajectory: string
            Pickle file used to store trajectory of atomic movement.

        master: boolean
            Defaults to None, which causes only rank 0 to save files. If
            set to True, this rank will save files.

        force_consistent: boolean or None
            Use force-consistent energy calls (as opposed to the energy
            extrapolated to 0 K). By default (force_consistent=None) uses
            force-consistent energies if available in the calculator, but
            falls back to force_consistent=False if not.

        prior: Prior object or None
            Prior for the GP regression of the PES surface
            See ase.optimize.gpmin.prior
            If *Prior* is None, then it is set as the
            ConstantPrior with the constant being updated
            using the update_prior_strategy specified as a parameter

        noise: float
            Regularization parameter for the Gaussian Process Regression.

        weight: float
            Prefactor of the Squared Exponential kernel.
            If *update_hyperparams* is False, changing this parameter
            has no effect on the dynamics of the algorithm.

        update_prior_strategy: string
            Strategy to update the constant from the ConstantPrior
            when more data is collected. It does only work when
            Prior = None

            options:
                'maximum': update the prior to the maximum sampled energy
                'init' : fix the prior to the initial energy
                'average': use the average of sampled energies as prior

        scale: float
            scale of the Squared Exponential Kernel

        update_hyperparams: boolean
            Update the scale of the Squared exponential kernel
            every batch_size-th iteration by maximizing the
            marginal likelhood.

        batch_size: int
            Number of new points in the sample before updating
            the hyperparameters.
            Only relevant if the optimizer is executed in update
            mode: (update = True)
        """

        self.nbatch = batch_size
        self.strategy = update_prior_strategy
        self.update_hp = update_hyperparams
        self.function_calls = 1
        self.force_calls = 0
        self.x_list = []  # Training set features
        self.y_list = []  # Training set targets

        Optimizer.__init__(self, atoms, restart, logfile, trajectory, master,
                           force_consistent)

        if prior is None:
            self.update_prior = True
            prior = ConstantPrior(constant=None)

        else:
            self.update_prior = False

        Kernel = SquaredExponential()
        GaussianProcess.__init__(self, prior, Kernel)

        self.set_hyperparams(np.array([weight, scale, noise]))
コード例 #4
0
ファイル: gp.py プロジェクト: puckvg/ase-copy
class GaussianProcess():
    """Gaussian Process Regression
    It is recomended to be used with other Priors and Kernels from
    ase.optimize.gpmin

    Parameters:

    prior: Prior class, as in ase.optimize.gpmin.prior
           Defaults to ZeroPrior

    kernel: Kernel function for the regression, as in
            ase.optimize.gpmin.kernel
            Defaults to the Squared Exponential kernel with derivatives
    """
    def __init__(self, prior=None, kernel=None):
        if kernel is None:
            self.kernel = SquaredExponential()
        else:
            self.kernel = kernel

        if prior is None:
            self.prior = ZeroPrior()
        else:
            self.prior = prior

    def set_hyperparams(self, params):
        """Set hyperparameters of the regression.
        This is a list containing the parameters of the
        kernel and the regularization (noise)
        of the method as the last entry.
        """
        self.hyperparams = params
        self.kernel.set_params(params[:-1])
        self.noise = params[-1]

    def train(self, X, Y, noise=None):
        """Produces a PES model from data.

        Given a set of observations, X, Y, compute the K matrix
        of the Kernel given the data (and its cholesky factorization)
        This method should be executed whenever more data is added.

        Parameters:

        X: observations (i.e. positions). numpy array with shape: nsamples x D
        Y: targets (i.e. energy and forces). numpy array with
            shape (nsamples, D+1)
        noise: Noise parameter in the case it needs to be restated.
        """
        if noise is not None:
            self.noise = noise  # Set noise attribute to a different value

        self.X = X.copy()  # Store the data in an attribute
        n = self.X.shape[0]
        D = self.X.shape[1]
        regularization = np.array(
            n * ([self.noise * self.kernel.l] + D * [self.noise]))

        K = self.kernel.kernel_matrix(X)  # Compute the kernel matrix
        K[range(K.shape[0]), range(K.shape[0])] += regularization**2

        self.m = self.prior.prior(X)
        self.a = Y.flatten() - self.m
        self.L, self.lower = cho_factor(K, lower=True, check_finite=True)
        cho_solve((self.L, self.lower),
                  self.a,
                  overwrite_b=True,
                  check_finite=True)

    def predict(self, x, get_variance=False):
        """Given a trained Gaussian Process, it predicts the value and the
        uncertainty at point x. It returns f and V:
        f : prediction: [y, grady]
        V : Covariance matrix. Its diagonal is the variance of each component
            of f.

        Parameters:

        x (1D np.array):      The position at which the prediction is computed
        get_variance (bool):  if False, only the prediction f is returned
                              if True, the prediction f and the variance V are
                              returned: Note V is O(D*nsample2)
        """
        n = self.X.shape[0]
        k = self.kernel.kernel_vector(x, self.X, n)
        f = self.prior.prior(x) + np.dot(k, self.a)
        if get_variance:
            v = solve_triangular(self.L,
                                 k.T.copy(),
                                 lower=True,
                                 check_finite=False)
            variance = self.kernel.kernel(x, x)
            # covariance = np.matmul(v.T, v)
            covariance = np.tensordot(v, v, axes=(0, 0))
            V = variance - covariance
            return f, V
        return f

    def neg_log_likelihood(self, params, *args):
        """Negative logarithm of the marginal likelihood and its derivative.
        It has been built in the form that suits the best its optimization,
        with the scipy minimize module, to find the optimal hyperparameters.

        Parameters:

        l: The scale for which we compute the marginal likelihood
        *args: Should be a tuple containing the inputs and targets
               in the training set-
        """
        X, Y = args
        # Come back to this
        self.kernel.set_params(np.array([params[0], params[1], self.noise]))
        self.train(X, Y)
        y = Y.flatten()

        # Compute log likelihood
        logP = (-0.5 * np.dot(y - self.m, self.a) -
                np.sum(np.log(np.diag(self.L))) -
                X.shape[0] * 0.5 * np.log(2 * np.pi))

        # Gradient of the loglikelihood
        grad = self.kernel.gradient(X)

        # vectorizing the derivative of the log likelihood
        D_P_input = np.array(
            [np.dot(np.outer(self.a, self.a), g) for g in grad])
        D_complexity = np.array(
            [cho_solve((self.L, self.lower), g) for g in grad])

        DlogP = 0.5 * np.trace(D_P_input - D_complexity, axis1=1, axis2=2)
        return -logP, -DlogP

    def fit_hyperparameters(self, X, Y, tol=1e-2, eps=None):
        """Given a set of observations, X, Y; optimize the scale
        of the Gaussian Process maximizing the marginal log-likelihood.
        This method calls TRAIN there is no need to call the TRAIN method
        again. The method also sets the parameters of the Kernel to their
        optimal value at the end of execution

        Parameters:

        X:   observations(i.e. positions). numpy array with shape: nsamples x D
        Y:   targets (i.e. energy and forces).
             numpy array with shape (nsamples, D+1)
        tol: tolerance on the maximum component of the gradient of the
             log-likelihood.
             (See scipy's L-BFGS-B documentation:
             https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html)
        eps: include bounds to the hyperparameters as a +- a percentage
             if eps is None there are no bounds in the optimization

        Returns:

        result (dict) :
              result = {'hyperparameters': (numpy.array) New hyperparameters,
                        'converged': (bool) True if it converged,
                                            False otherwise
                       }
        """
        params = np.copy(self.hyperparams)[:2]
        arguments = (X, Y)
        if eps is not None:
            bounds = [((1 - eps) * p, (1 + eps) * p) for p in params]
        else:
            bounds = None

        result = minimize(self.neg_log_likelihood,
                          params,
                          args=arguments,
                          method='L-BFGS-B',
                          jac=True,
                          bounds=bounds,
                          options={
                              'gtol': tol,
                              'ftol': 0.01 * tol
                          })

        if not result.success:
            converged = False
        else:
            converged = True
            self.hyperparams = np.array(
                [result.x.copy()[0],
                 result.x.copy()[1], self.noise])
        self.set_hyperparams(self.hyperparams)
        return {'hyperparameters': self.hyperparams, 'converged': converged}
コード例 #5
0
    def __init__(self,
                 atoms,
                 restart=None,
                 logfile='-',
                 trajectory=None,
                 prior=None,
                 kernel=None,
                 master=None,
                 noise=None,
                 weight=None,
                 scale=None,
                 force_consistent=None,
                 batch_size=None,
                 bounds=None,
                 update_prior_strategy="maximum",
                 update_hyperparams=False):
        """Optimize atomic positions using GPMin algorithm, which uses both
        potential energies and forces information to build a PES via Gaussian
        Process (GP) regression and then minimizes it.

        Default behaviour:
        --------------------
        The default values of the scale, noise, weight, batch_size and bounds
        parameters depend on the value of update_hyperparams. In order to get
        the default value of any of them, they should be set up to None.
        Default values are:

        update_hyperparams = True
            scale : 0.3
            noise : 0.004
            weight: 2.
            bounds: 0.1
            batch_size: 1

        update_hyperparams = False
            scale : 0.4
            noise : 0.005
            weight: 1.
            bounds: irrelevant
            batch_size: irrelevant

        Parameters:
        ------------------

        atoms: Atoms object
            The Atoms object to relax.

        restart: string
            JSON file used to store the training set. If set, file with
            such a name will be searched and the data in the file incorporated
            to the new training set, if the file exists.

        logfile: file object or str
            If *logfile* is a string, a file with that name will be opened.
            Use '-' for stdout

        trajectory: string
            File used to store trajectory of atomic movement.

        master: boolean
            Defaults to None, which causes only rank 0 to save files. If
            set to True, this rank will save files.

        force_consistent: boolean or None
            Use force-consistent energy calls (as opposed to the energy
            extrapolated to 0 K). By default (force_consistent=None) uses
            force-consistent energies if available in the calculator, but
            falls back to force_consistent=False if not.

        prior: Prior object or None
            Prior for the GP regression of the PES surface
            See ase.optimize.gpmin.prior
            If *prior* is None, then it is set as the
            ConstantPrior with the constant being updated
            using the update_prior_strategy specified as a parameter

        kernel: Kernel object or None
            Kernel for the GP regression of the PES surface
            See ase.optimize.gpmin.kernel
            If *kernel* is None the SquaredExponential kernel is used.
            Note: It needs to be a kernel with derivatives!!!!!

        noise: float
            Regularization parameter for the Gaussian Process Regression.

        weight: float
            Prefactor of the Squared Exponential kernel.
            If *update_hyperparams* is False, changing this parameter
            has no effect on the dynamics of the algorithm.

        update_prior_strategy: string
            Strategy to update the constant from the ConstantPrior
            when more data is collected. It does only work when
            Prior = None

            options:
                'maximum': update the prior to the maximum sampled energy
                'init' : fix the prior to the initial energy
                'average': use the average of sampled energies as prior

        scale: float
            scale of the Squared Exponential Kernel

        update_hyperparams: boolean
            Update the scale of the Squared exponential kernel
            every batch_size-th iteration by maximizing the
            marginal likelihood.

        batch_size: int
            Number of new points in the sample before updating
            the hyperparameters.
            Only relevant if the optimizer is executed in update_hyperparams
            mode: (update_hyperparams = True)

        bounds: float, 0<bounds<1
            Set bounds to the optimization of the hyperparameters.
            Let t be a hyperparameter. Then it is optimized under the
            constraint (1-bound)*t_0 <= t <= (1+bound)*t_0
            where t_0 is the value of the hyperparameter in the previous
            step.
            If bounds is False, no constraints are set in the optimization of
            the hyperparameters.

        .. warning:: The memory of the optimizer scales as O(n²N²) where
                     N is the number of atoms and n the number of steps.
                     If the number of atoms is sufficiently high, this
                     may cause a memory issue.
                     This class prints a warning if the user tries to
                     run GPMin with more than 100 atoms in the unit cell.
        """
        # Warn the user if the number of atoms is very large
        if len(atoms) > 100:
            warning = ('Possible Memory Issue. There are more than '
                       '100 atoms in the unit cell. The memory '
                       'of the process will increase with the number '
                       'of steps, potentially causing a memory issue. '
                       'Consider using a different optimizer.')

            warnings.warn(warning)

        # Give it default hyperparameters
        if update_hyperparams:  # Updated GPMin
            if scale is None:
                scale = 0.3
            if noise is None:
                noise = 0.004
            if weight is None:
                weight = 2.
            if bounds is None:
                self.eps = 0.1
            elif bounds is False:
                self.eps = None
            else:
                self.eps = bounds
            if batch_size is None:
                self.nbatch = 1
            else:
                self.nbatch = batch_size
        else:  # GPMin without updates
            if scale is None:
                scale = 0.4
            if noise is None:
                noise = 0.001
            if weight is None:
                weight = 1.
            if bounds is not None:
                warning = ('The parameter bounds is of no use '
                           'if update_hyperparams is False. '
                           'The value provided by the user '
                           'is being ignored.')
                warnings.warn(warning, UserWarning)
            if batch_size is not None:
                warning = ('The parameter batch_size is of no use '
                           'if update_hyperparams is False. '
                           'The value provided by the user '
                           'is being ignored.')
                warnings.warn(warning, UserWarning)

            # Set the variables to something anyways
            self.eps = False
            self.nbatch = None

        self.strategy = update_prior_strategy
        self.update_hp = update_hyperparams
        self.function_calls = 1
        self.force_calls = 0
        self.x_list = []  # Training set features
        self.y_list = []  # Training set targets

        Optimizer.__init__(self, atoms, restart, logfile, trajectory, master,
                           force_consistent)
        if prior is None:
            self.update_prior = True
            prior = ConstantPrior(constant=None)
        else:
            self.update_prior = False

        if kernel is None:
            kernel = SquaredExponential()
        GaussianProcess.__init__(self, prior, kernel)
        self.set_hyperparams(np.array([weight, scale, noise]))