def rwalk(id, nmodels, samplex, q, cmdq, vec, twiddle, eval, evec, seed):
S = np.zeros(samplex.eqs.shape[0])
S0 = np.zeros(samplex.eqs.shape[0])
vec = vec.copy('A')
eqs = samplex.eqs.copy('A')
accepted = 0
rejected = 0
offs = ' ' * 39
Log(offs + 'STARTING rwalk THREAD %i [this thread makes %i models]' %
(id, nmodels),
overwritable=True)
eqs[:, 1:] = np.dot(samplex.eqs[:, 1:], evec)
#csamplex.set_rwalk_seed(1 + id + samplex.random_seed)
if seed is not None: csamplex.set_rwalk_seed(1 + seed)
log_time = time.clock()
offs = ' ' * 36
state = ''
for i in xrange(nmodels):
accepted = 0
rejected = 0
done = False
vec[:] = np.dot(evec.T, vec)
accepted, rejected, t = csamplex.rwalk(samplex, eqs, vec, eval, S, S0,
twiddle, accepted, rejected)
vec[:] = np.dot(evec, vec)
r = accepted / (accepted + rejected)
if time.clock() - log_time > 3:
Log(offs +
'% 2s THREAD %3i %i %4.1f%% accepted (%6i/%6i Acc/Rej) twiddle %5.2f time %5.3fs %i left.'
% (state, id, i, 100 * r, accepted, rejected, twiddle, t,
nmodels - i),
overwritable=True)
log_time = time.clock()
#print ' '*36, '% 2s THREAD %3i %i %4.1f%% accepted (%6i/%6i Acc/Rej) twiddle %5.2f time %5.3fs %i left.' % (state, id, i, 100*r, accepted, rejected, twiddle, t, nmodels-i)
assert np.all(vec >= 0), vec[vec < 0]
#if numpy.any(vec < 0): sys.exit(0)
samplex.project(vec)
q.put([id, vec.copy('A')])
def rwalk(id, nmodels, samplex, q, cmdq, vec,twiddle, eval,evec,seed):
S = np.zeros(samplex.eqs.shape[0])
S0 = np.zeros(samplex.eqs.shape[0])
vec = vec.copy('A')
eqs = samplex.eqs.copy('A')
accepted = 0
rejected = 0
offs = ' '*39
Log( offs + 'STARTING rwalk THREAD %i [this thread makes %i models]' % (id,nmodels), overwritable=True)
eqs[:,1:] = np.dot(samplex.eqs[:,1:], evec)
#csamplex.set_rwalk_seed(1 + id + samplex.random_seed)
if seed is not None: csamplex.set_rwalk_seed(1 + seed)
log_time = time.clock()
offs = ' '*36
state = ''
for i in xrange(nmodels):
accepted = 0
rejected = 0
done = False
vec[:] = np.dot(evec.T, vec)
accepted,rejected,t = csamplex.rwalk(samplex, eqs, vec,eval,S,S0, twiddle, accepted,rejected)
vec[:] = np.dot(evec, vec)
r = accepted / (accepted + rejected)
if time.clock() - log_time > 3:
Log( offs + '% 2s THREAD %3i %i %4.1f%% accepted (%6i/%6i Acc/Rej) twiddle %5.2f time %5.3fs %i left.' % (state, id, i, 100*r, accepted, rejected, twiddle, t, nmodels-i), overwritable=True )
log_time = time.clock()
#print ' '*36, '% 2s THREAD %3i %i %4.1f%% accepted (%6i/%6i Acc/Rej) twiddle %5.2f time %5.3fs %i left.' % (state, id, i, 100*r, accepted, rejected, twiddle, t, nmodels-i)
assert np.all(vec >= 0), vec[vec < 0]
#if numpy.any(vec < 0): sys.exit(0)
samplex.project(vec)
q.put([id,vec.copy('A')])
def rwalk_burnin(id, nmodels, burnin_len, samplex, q, cmdq, ackq, vec, twiddle, eval,evec):
S = np.zeros(samplex.eqs.shape[0])
S0 = np.zeros(samplex.eqs.shape[0])
vec = vec.copy('A')
eval = eval.copy('A')
evec = evec.copy('A')
eqs = samplex.eqs.copy('A')
accepted = 0
rejected = 0
offs = ' '*39
Log( offs + 'STARTING rwalk_burnin THREAD %i' % id, overwritable=True)
eqs[:,1:] = np.dot(samplex.eqs[:,1:], evec)
#vec[:] = np.dot(evec.T, vec)
I = np.eye(evec.shape[0]).copy('F')
csamplex.set_rwalk_seed(1 + id + samplex.random_seed)
offs = ' '*36
i = 0
j=0
while True:
j+= 1
done = False
try:
while not done:
cmd = cmdq.get()
if cmd[0] == 'CONT':
break
elif cmd[0] == 'NEW DATA':
eval[:],evec[:],twiddle = cmd[1]
eqs[:,1:] = np.dot(samplex.eqs[:,1:], evec)
elif cmd[0] == 'REQ TWIDDLE':
ackq.put(twiddle)
elif cmd[0] == 'WAIT':
ackq.put('OK')
elif cmd[0] == 'STOP':
done = True
elif cmd[0] == 'RWALK':
done = True
else:
print 'Unknown cmd:', cmd
except QueueEmpty:
pass
if done:
break
vec[:] = np.dot(evec.T, vec)
accepted = False
while not accepted:
Naccepted = 0
Nrejected = 0
Naccepted,Nrejected,t = csamplex.rwalk(samplex, eqs, vec,eval,S,S0, twiddle, Naccepted,Nrejected)
r = Naccepted / (Naccepted + Nrejected)
msg = 'THREAD %3i] %i/%i %4.1f%% accepted (%6i/%6i Acc/Rej) twiddle %5.2f time %5.3fs' % (id, i, burnin_len, 100*r, Naccepted, Nrejected, twiddle, t)
#-------------------------------------------------------------------
# If the actual acceptance rate was OK then leave this loop,
# otherwise change our step size twiddle factor to improve the rate.
# Even if the accepance rate was OK, we adjust the twiddle but only
# with a certain probability. This drives the acceptance rate to
# the specified one even if we are within the tolerance but doesn't
# throw away the results if we are not so close. This allows for
# a larger tolerance.
#-------------------------------------------------------------------
accepted = np.abs(r - samplex.accept_rate) < samplex.accept_rate_tol
state = 'B'
if not accepted:
twiddle *= 1 + ((r-samplex.accept_rate) / samplex.accept_rate / 2)
twiddle = max(1e-14,twiddle)
state = 'R' + state
Log( offs + '% 2s %s' % (state, msg), overwritable=True )
#print ' '*36, '% 2s %s' % (state, msg)
vec[:] = np.dot(evec, vec)
if random() < np.abs(r - samplex.accept_rate)/samplex.accept_rate_tol:
twiddle *= 1 + ((r-samplex.accept_rate) / samplex.accept_rate / 2)
twiddle = max(1e-14,twiddle)
assert np.all(vec >= 0), vec[vec < 0]
#if np.any(vec < 0): sys.exit(0)
samplex.project(vec)
i += 1
q.put([id,vec.copy('A')])
time_begin = time.clock()
if cmd[0] == 'RWALK':
rwalk(id, nmodels, samplex, q, cmdq, vec, twiddle, eval, evec)
time_end = time.clock()
cmd = cmdq.get()
assert cmd[0] == 'STOP', cmd[0]
ackq.put(['TIME', time_end-time_begin])
def rwalk_burnin(id, nmodels, burnin_len, samplex, q, cmdq, ackq, vec, twiddle, eval,evec, seed):
lclq = []
S = np.zeros(samplex.eqs.shape[0])
S0 = np.zeros(samplex.eqs.shape[0])
vec = vec.copy('A')
eval = eval.copy('A')
evec = evec.copy('A')
eqs = samplex.eqs.copy('A')
accepted = 0
rejected = 0
offs = ' '*39
Log( offs + 'STARTING rwalk_burnin THREAD %i' % id, overwritable=True)
eqs[:,1:] = np.dot(samplex.eqs[:,1:], evec)
#vec[:] = np.dot(evec.T, vec)
I = np.eye(evec.shape[0]).copy('F')
#csamplex.set_rwalk_seed(1 + id + samplex.random_seed)
csamplex.set_rwalk_seed(1 + seed)
log_time = time.clock()
#t0=0
#t1=time.clock()
offs = ' '*36
i = 0
j=0
while True:
j+= 1
#t0=time.clock()
put_immediate = False
done = False
try:
while not done:
#if 1:
cmd = cmdq.get()
if cmd[0] == 'CONT':
break
# if lclq:
# q.put([id,lclq])
# lclq = []
# else:
# put_immediate = True
elif cmd[0] == 'NEW DATA':
eval[:],evec[:],twiddle = cmd[1]
eqs[:,1:] = np.dot(samplex.eqs[:,1:], evec)
lclq = []
i=0
elif cmd[0] == 'REQ TWIDDLE':
ackq.put(twiddle)
elif cmd[0] == 'WAIT':
ackq.put('OK')
elif cmd[0] == 'STOP':
done = True
elif cmd[0] == 'RWALK':
done = True
else:
print 'Unknown cmd:', cmd
except QueueEmpty:
pass
if done:
break
while len(lclq) < 10:
vec[:] = np.dot(evec.T, vec)
#t1=time.clock()
accepted = False
while not accepted:
Naccepted = 0
Nrejected = 0
Naccepted,Nrejected,t = csamplex.rwalk(samplex, eqs, vec,eval,S,S0, twiddle, Naccepted,Nrejected)
r = Naccepted / (Naccepted + Nrejected)
#-------------------------------------------------------------------
# If the actual acceptance rate was OK then leave this loop,
# otherwise change our step size twiddle factor to improve the rate.
# Even if the accepance rate was OK, we adjust the twiddle but only
# with a certain probability. This drives the acceptance rate to
# the specified one even if we are within the tolerance but doesn't
# throw away the results if we are not so close. This allows for
# a larger tolerance.
#-------------------------------------------------------------------
accepted = np.abs(r - samplex.accept_rate) < samplex.accept_rate_tol
state = 'B'
if not accepted:
twiddle *= 1 + ((r-samplex.accept_rate) / samplex.accept_rate / 2)
#twiddle *= (r/samplex.accept_rate)
twiddle = max(1e-14,twiddle)
state = 'R' + state
if time.clock() - log_time > 3:
msg = 'THREAD %3i] %i/%i %4.1f%% accepted (%6i/%6i Acc/Rej) twiddle %5.2f time %5.3fs backlog %i' % (id, i, burnin_len, 100*r, Naccepted, Nrejected, twiddle, t, len(lclq))
Log( offs + '% 2s %s' % (state, msg), overwritable=True )
log_time = time.clock()
#print ' '*36, '% 2s %s' % (state, msg)
#print 'thread %i, %f' % (id,t1-t0)
vec[:] = np.dot(evec, vec)
if random() < np.abs(r - samplex.accept_rate)/samplex.accept_rate_tol:
twiddle *= 1 + ((r-samplex.accept_rate) / samplex.accept_rate / 2)
#twiddle *= (r/samplex.accept_rate)
twiddle = max(1e-14,twiddle)
assert np.all(vec >= 0), vec[vec < 0]
#if np.any(vec < 0): sys.exit(0)
samplex.project(vec)
i += 1
# if put_immediate:
# q.put([id,[vec.copy('A')]])
# else:
lclq.append(vec.copy('A'))
q.put([id,lclq,'BURNIN'])
lclq = []
time_begin = time.clock()
if cmd[0] == 'RWALK':
rwalk(id, nmodels, samplex, q, cmdq, vec, twiddle, eval, evec, seed=None)
time_end = time.clock()
cmd = cmdq.get()
assert cmd[0] == 'STOP', cmd[0]
ackq.put(['TIME', time_end-time_begin])