def close(self, *args):
"""
Determines success (or not), chooses best (if MPI)
and produces output (if requested).
"""
# If something failed
if not hasattr(self, "result"):
return
if get_mpi_size():
results = get_mpi_comm().gather(self.result, root=0)
if not get_mpi_rank():
self.result = results[np.argmin([r.fun for r in results])]
if not get_mpi_rank():
if not self.result.success:
self.log.error("Maximization failed! Here is the `scipy` raw result:\n%r",
self.result)
raise HandledException
self.log.info("log%s maximized at %g",
"likelihood" if self.ignore_prior else "posterior",
-self.result.fun)
post = self.model.logposterior(self.result.x)
recomputed_max = sum(post.loglikes) if self.ignore_prior else post.logpost
if not np.allclose(-self.result.fun, recomputed_max):
self.log.error("Cannot reproduce result. Something bad happened. "
"Recomputed max: %g at %r", recomputed_max, self.result.x)
raise HandledException
self.maximum = OnePoint(
self.model, self.output, name="maximum",
extension=("likelihood" if self.ignore_prior else "posterior"))
self.maximum.add(self.result.x, derived=post.derived, logpost=post.logpost,
logpriors=post.logpriors, loglikes=post.loglikes)
self.log.info("Parameter values at maximum:\n%s"%self.maximum.data.to_string())
self.maximum._out_update()
def format(self, record):
self._fmt = (("[%d]" % get_mpi_rank() if get_mpi() else "") +
"[%(name)s] " + {
logging.ERROR: "*ERROR* ",
logging.WARNING: "*WARNING* "
}.get(record.levelno, "") + "%(message)s")
return logging.Formatter.format(self, record)
def run(self):
"""
Runs the sampler.
"""
# Get first point, to be discarded -- not possible to determine its weight
# Still, we need to compute derived parameters, since, as the proposal "blocked",
# we may be saving the initial state of some block.
initial_point = self.prior.reference(max_tries=self.max_tries)
logpost, _, _, derived = self.logposterior(initial_point)
self.current_point.add(initial_point, derived=derived, logpost=logpost)
self.log.info("Initial point:\n %r ", self.current_point)
# Main loop!
self.converged = False
self.log.info("Sampling!" + (
"(NB: nothing will be printed until %d burn-in samples " %
self.burn_in + "have been obtained)" if self.burn_in else ""))
while self.n() < self.effective_max_samples and not self.converged:
self.get_new_sample()
# Callback function
if (hasattr(self, "callback_function_callable")
and not (max(self.n(), 1) % self.callback_every)
and self.current_point[_weight] == 1):
self.callback_function_callable(self)
# Checking convergence and (optionally) learning the covmat of the proposal
if self.check_all_ready():
self.check_convergence_and_learn_proposal()
# Make sure the last batch of samples ( < output_every ) are written
self.collection.out_update()
if not get_mpi_rank():
self.log.info("Sampling complete after %d accepted steps.",
self.n())
def write_checkpoint(self):
if not get_mpi_rank() and self.output:
checkpoint_filename = self.checkpoint_filename()
covmat_filename = self.covmat_filename()
np.savetxt(covmat_filename,
self.proposer.get_covariance(),
header=" ".join(
list(self.model.parameterization.sampled_params())))
checkpoint_info = {
_sampler: {
self.name:
odict([
["converged", bool(self.converged)],
["Rminus1_last", self.Rminus1_last],
["proposal_scale",
self.proposer.get_scale()],
["blocks", self.blocks],
["oversampling_factors", self.oversampling_factors],
["i_last_slow_block", self.i_last_slow_block],
[
"burn_in",
(
self.
burn_in # initial: repeat burn-in if not finished
if not self.n() and self.burn_in_left else "d")
], # to avoid overweighting last point of prev. run
["mpi_size", get_mpi_size()]
])
}
}
yaml_dump_file(checkpoint_filename,
checkpoint_info,
error_if_exists=False)
self.log.debug("Dumped checkpoint info and current covmat.")
def send_error_signal(self):
"""
Sends an error signal to the other MPI processes.
"""
for i_rank in range(get_mpi_size()):
if i_rank != get_mpi_rank():
get_mpi_comm().isend(True, dest=i_rank, tag=_error_tag)
def initialize(self):
"""
Prepares the arguments for `iminuit.minimize`.
"""
if not get_mpi_rank():
self.log.info("Initializing")
self.logp = (
(lambda x: self.model.logposterior(x, make_finite=True)[0])
if not self.ignore_prior else
(lambda x: sum(self.model.loglikes(x, return_derived=True)[0])))
# Initial point: sample from reference and make sure that it has finite lik/post
this_logp = -np.inf
while not np.isfinite(this_logp):
initial_point = self.model.prior.reference()
this_logp = self.logp(initial_point)
self.kwargs = {
"fun": (lambda x: -self.logp(x)),
"x0": initial_point,
"bounds": self.model.prior.bounds(confidence_for_unbounded=0.999),
"options": {
"maxfev": self.maxfev,
"disp": (self.log.getEffectiveLevel() == logging.DEBUG)
}
}
self.kwargs.update(self.override or {})
self.log.debug("Arguments for iminuit.minimize:\n%r", self.kwargs)
def format(self, record):
self._fmt = (
"[" + ("%d : " % get_mpi_rank() if more_than_one_process() else "") +
"%(name)s" + (" %(asctime)s " if debug else "") + "] " +
{logging.ERROR: "*ERROR* ",
logging.WARNING: "*WARNING* "}.get(record.levelno, "") +
"%(message)s")
return logging.Formatter.format(self, record)
def format(self, record):
fmt = ((" %(asctime)s " if debug else "") +
"[" + ("%d : " % mpi.get_mpi_rank()
if mpi.more_than_one_process() else "") +
"%(name)s" + "] " +
{logging.ERROR: "*ERROR* ",
logging.WARNING: "*WARNING* "}.get(record.levelno, "") +
"%(message)s")
self._style._fmt = fmt
return super().format(record)
def products(self):
"""
Auxiliary function to define what should be returned in a scripted call.
Returns:
The :class:`OnePoint` that maximizes the posterior or likelihood (depending on
``ignore_prior``), and the `scipy.optimize.OptimizeResult
<https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.OptimizeResult.html>`_
instance.
"""
if not get_mpi_rank():
return {"maximum": self.maximum, "OptimizeResult": self.result}
def citation_script():
from cobaya.mpi import get_mpi_rank
if not get_mpi_rank():
# Configure the logger ASAP
from cobaya.log import logger_setup
logger_setup()
# Parse arguments and launch
import argparse
parser = argparse.ArgumentParser(description="Cobaya's citation tool.")
parser.add_argument("files", action="store", nargs="+", metavar="input_file.yaml",
help="One or more input files.")
from cobaya.input import load_input
infos = [load_input(f) for f in parser.parse_args().files]
citation(*infos)
def run(info):
assert hasattr(info, "keys"), (
"The first argument must be a dictionary with the info needed for the run. "
"If you were trying to pass the name of an input file instead, "
"load it first with 'cobaya.input.load_input', "
"or, if you were passing a yaml string, load it with 'cobaya.yaml.yaml_load'."
)
# Configure the logger ASAP
# Just a dummy import before configuring the logger, until I fix root/individual level
import getdist
logger_setup(info.get(_debug), info.get(_debug_file))
import logging
# Initialize output, if required
output = Output(output_prefix=info.get(_output_prefix),
resume=info.get(_resume),
force_output=info.pop(_force, None),
force_reproducible=info.get(_force_reproducible,
_force_reproducible_default))
# Create the full input information, including defaults for each module.
full_info = get_full_info(info)
if output:
full_info[_output_prefix] = output.updated_output_prefix()
full_info[_resume] = output.is_resuming()
if logging.root.getEffectiveLevel() <= logging.DEBUG:
# Don't dump unless we are doing output, just in case something not serializable
# May be fixed in the future if we find a way to serialize external functions
if info.get(_output_prefix) and not get_mpi_rank():
logging.getLogger(__name__.split(".")[-1]).info(
"Input info updated with defaults (dumped to YAML):\n%s",
yaml_dump(full_info, force_reproducible=False))
# We dump the info now, before modules initialization, lest it is accidentally modified
# If resuming a sample, it checks that old and new infos are consistent
output.dump_info(info, full_info)
# Initialize the posterior and the sampler
with Model(full_info[_params],
full_info[_likelihood],
full_info.get(_prior),
full_info.get(_theory),
modules=info.get(_path_install),
timing=full_info.get(_timing),
allow_renames=False) as model:
with Sampler(full_info[_sampler],
model,
output,
resume=full_info.get(_resume),
modules=info.get(_path_install)) as sampler:
sampler.run()
# For scripted calls
return deepcopy(full_info), sampler.products()
def products(self):
"""
Auxiliary function to define what should be returned in a scripted call.
Returns:
The sample ``Collection`` containing the sequentially discarded live points.
"""
if not get_mpi_rank():
products = {
"sample": self.collection, "logZ": self.logZ, "logZstd": self.logZstd}
if self.pc_settings.do_clustering:
products.update({"clusters": self.clusters})
return products
else:
return {}
def check_error_signal(self):
"""
Checks if any of the other process has sent an error signal, and fails.
NB: This behaviour only shows up when running this sampler inside a Python script,
not when running with `cobaya run` (in that case, the process raising an error
will call `MPI_ABORT` and kill the rest.
"""
for i in range(get_mpi_size()):
if i != get_mpi_rank():
from mpi4py import MPI
status = MPI.Status()
get_mpi_comm().iprobe(i, status=status)
if status.tag == _error_tag:
raise LoggedError(self.log, "Another process failed! Exiting.")
def check_all_ready(self):
"""
Checks if the chain(s) is(/are) ready to check convergence and, if requested,
learn a new covariance matrix for the proposal distribution.
"""
msg_ready = (
("Ready to" if get_mpi() or self.learn_proposal else "") +
" check convergence" +
(" and" if get_mpi() and self.learn_proposal else "") +
(" learn a new proposal covmat" if self.learn_proposal else ""))
# If *just* (weight==1) got ready to check+learn
if (self.n() > 0 and self.current_point[_weight] == 1
and not (self.n() % self.check_every)):
self.log.info("Checkpoint: %d samples accepted.", self.n())
if get_mpi():
self.been_waiting += 1
if self.been_waiting > self.max_waiting:
self.log.error(
"Waiting for too long for all chains to be ready. "
"Maybe one of them is stuck or died unexpectedly?")
raise HandledException
self.model.dump_timing()
# If not MPI, we are ready
if not get_mpi():
if msg_ready:
self.log.info(msg_ready)
return True
# If MPI, tell the rest that we are ready -- we use a "gather"
# ("reduce" was problematic), but we are in practice just pinging
if not hasattr(self, "req"): # just once!
self.all_ready = np.empty(get_mpi_size())
self.req = get_mpi_comm().Iallgather(np.array([1.]),
self.all_ready)
self.log.info(msg_ready + " (waiting for the rest...)")
# If all processes are ready to learn (= communication finished)
if self.req.Test() if hasattr(self, "req") else False:
# Sanity check: actually all processes have finished
assert np.all(self.all_ready == 1), (
"This should not happen! Notify the developers. (Got %r)",
self.all_ready)
if get_mpi_rank() == 0:
self.log.info("All chains are r" + msg_ready[1:])
delattr(self, "req")
self.been_waiting = 0
# Just in case, a barrier here
get_mpi_comm().barrier()
return True
return False
def initialise(self):
"""Prepares the arguments for `scipy.minimize`."""
if not get_mpi_rank():
self.log.info("Initializing")
# Initial point: sample from reference and make sure that it has finite lik/post
logp = -np.inf
while not np.isfinite(logp):
initial_point = self.prior.reference()
logp = self.logposterior(initial_point, ignore_prior=self.ignore_prior)[0]
self.kwargs = {
"fun": (lambda x: -self.logposterior(
x, ignore_prior=self.ignore_prior, make_finite=True)[0]),
"x0": initial_point,
"bounds": self.prior.bounds(confidence_for_unbounded=0.999),
"tol": self.tol,
"options": {
"maxiter": self.maxiter,
"disp": (self.log.getEffectiveLevel() == logging.DEBUG)}}
self.kwargs.update(self.override or {})
self.log.debug("Arguments for scipy.optimize.minimize:\n%r", self.kwargs)
def run(self):
"""
Runs the sampler.
"""
# Get first point, to be discarded -- not possible to determine its weight
# Still, we need to compute derived parameters, since, as the proposal "blocked",
# we may be saving the initial state of some block.
# NB: if resuming but nothing was written (burn-in not finished): re-start
self.log.info("Initial point:")
if self.resuming and self.collection.n():
initial_point = (self.collection[
self.collection.sampled_params].ix[self.collection.n() -
1]).values.copy()
logpost = -(self.collection[_minuslogpost].ix[self.collection.n() -
1].copy())
logpriors = -(self.collection[self.collection.prior_names].ix[
self.collection.n() - 1].copy())
loglikes = -0.5 * (self.collection[self.collection.chi2_names].ix[
self.collection.n() - 1].copy())
derived = (self.collection[self.collection.derived_params].ix[
self.collection.n() - 1].values.copy())
else:
initial_point = self.model.prior.reference(
max_tries=self.max_tries)
logpost, logpriors, loglikes, derived = self.model.logposterior(
initial_point)
self.current_point.add(initial_point,
derived=derived,
logpost=logpost,
logpriors=logpriors,
loglikes=loglikes)
self.log.info(
"\n%s",
self.current_point.data.to_string(index=False,
line_width=_line_width))
# Initial dummy checkpoint (needed when 1st checkpoint not reached in prev. run)
self.write_checkpoint()
# Main loop!
self.log.info("Sampling!" + (
" (NB: nothing will be printed until %d burn-in samples " %
self.burn_in + "have been obtained)" if self.burn_in else ""))
while self.n() < self.effective_max_samples and not self.converged:
self.get_new_sample()
# Callback function
if (hasattr(self, "callback_function_callable")
and not (max(self.n(), 1) % self.callback_every)
and self.current_point[_weight] == 1):
self.callback_function_callable(self)
# Checking convergence and (optionally) learning the covmat of the proposal
if self.check_all_ready():
self.check_convergence_and_learn_proposal()
if self.n() == self.effective_max_samples:
self.log.info(
"Reached maximum number of accepted steps allowed. "
"Stopping.")
# Make sure the last batch of samples ( < output_every ) are written
self.collection._out_update()
if get_mpi():
Ns = (lambda x: np.array(get_mpi_comm().gather(x)))(self.n())
else:
Ns = [self.n()]
if not get_mpi_rank():
self.log.info("Sampling complete after %d accepted steps.",
sum(Ns))
def initialize(self):
"""Initializes the sampler:
creates the proposal distribution and draws the initial sample."""
self.log.debug("Initializing")
for p in [
"burn_in", "max_tries", "output_every", "check_every",
"callback_every"
]:
setattr(
self, p,
read_dnumber(getattr(self, p), self.model.prior.d(),
dtype=int))
if self.callback_every is None:
self.callback_every = self.check_every
# Burning-in countdown -- the +1 accounts for the initial point (always accepted)
self.burn_in_left = self.burn_in + 1
# Max # checkpoints to wait, in case one process dies without sending MPI_ABORT
self.been_waiting = 0
self.max_waiting = max(50, self.max_tries / self.model.prior.d())
if self.resuming and (max(self.mpi_size or 0, 1) != max(
get_mpi_size(), 1)):
self.log.error(
"Cannot resume a sample with a different number of chains: "
"was %d and now is %d.", max(self.mpi_size, 1),
max(get_mpi_size(), 1))
raise HandledException
if not self.resuming and self.output:
# Delete previous files (if not "forced", the run would have already failed)
if ((os.path.abspath(self.covmat_filename()) != os.path.abspath(
str(self.covmat)))):
try:
os.remove(self.covmat_filename())
except OSError:
pass
# There may be more that chains than expected,
# if #ranks was bigger in a previous run
i = 0
while True:
i += 1
collection_filename, _ = self.output.prepare_collection(str(i))
try:
os.remove(collection_filename)
except OSError:
break
# One collection per MPI process: `name` is the MPI rank + 1
name = str(1 + (lambda r: r if r is not None else 0)(get_mpi_rank()))
self.collection = Collection(self.model,
self.output,
name=name,
resuming=self.resuming)
self.current_point = OnePoint(self.model, OutputDummy({}), name=name)
# Use standard MH steps by default
self.get_new_sample = self.get_new_sample_metropolis
# Prepare oversampling / dragging if applicable
self.effective_max_samples = self.max_samples
if self.oversample and self.drag:
self.log.error("Choose either oversampling or dragging, not both.")
raise HandledException
if self.oversample:
factors, blocks = self.model.likelihood._speeds_of_params(
int_speeds=True)
self.oversampling_factors = factors
self.log.info("Oversampling with factors:\n" + "\n".join([
" %d : %r" % (f, b)
for f, b in zip(self.oversampling_factors, blocks)
]))
self.i_last_slow_block = None
# No way right now to separate slow and fast
slow_params = list(self.model.parameterization.sampled_params())
elif self.drag:
speeds, blocks = self.model.likelihood._speeds_of_params(
fast_slow=True, int_speeds=True)
# For now, no blocking inside either fast or slow: just 2 blocks
self.i_last_slow_block = 0
if np.all(speeds == speeds[0]):
self.log.error(
"All speeds are equal or too similar: cannot drag! "
"Make sure to define accurate likelihoods' speeds.")
raise HandledException
# Make the 1st factor 1:
speeds = [1, speeds[1] / speeds[0]]
# Target: dragging step taking as long as slow step
self.drag_interp_steps = self.drag * speeds[1]
# Per dragging step, the (fast) posterior is evaluated *twice*,
self.drag_interp_steps /= 2
self.drag_interp_steps = int(np.round(self.drag_interp_steps))
fast_params = list(chain(*blocks[1 + self.i_last_slow_block:]))
# Not too much or too little dragging
drag_limits = [(int(l) * len(fast_params) if l is not None else l)
for l in self.drag_limits]
if drag_limits[
0] is not None and self.drag_interp_steps < drag_limits[0]:
self.log.warning(
"Number of dragging steps clipped from below: was not "
"enough to efficiently explore the fast directions -- "
"avoid this limit by decreasing 'drag_limits[0]'.")
self.drag_interp_steps = drag_limits[0]
if drag_limits[
1] is not None and self.drag_interp_steps > drag_limits[1]:
self.log.warning(
"Number of dragging steps clipped from above: "
"excessive, probably inefficient, exploration of the "
"fast directions -- "
"avoid this limit by increasing 'drag_limits[1]'.")
self.drag_interp_steps = drag_limits[1]
# Re-scale steps between checkpoint and callback to the slow dimensions only
slow_params = list(chain(*blocks[:1 + self.i_last_slow_block]))
self.n_slow = len(slow_params)
for p in ["check_every", "callback_every"]:
setattr(
self, p,
int(getattr(self, p) * self.n_slow / self.model.prior.d()))
self.log.info("Dragging with oversampling per step:\n" +
"\n".join([
" %d : %r" % (f, b)
for f, b in zip([1, self.drag_interp_steps],
[blocks[0], fast_params])
]))
self.get_new_sample = self.get_new_sample_dragging
else:
_, blocks = self.model.likelihood._speeds_of_params()
self.oversampling_factors = [1 for b in blocks]
slow_params = list(self.model.parameterization.sampled_params())
self.n_slow = len(slow_params)
# Turn parameter names into indices
self.blocks = [[
list(self.model.parameterization.sampled_params()).index(p)
for p in b
] for b in blocks]
self.proposer = BlockedProposer(
self.blocks,
oversampling_factors=self.oversampling_factors,
i_last_slow_block=self.i_last_slow_block,
proposal_scale=self.proposal_scale)
# Build the initial covariance matrix of the proposal, or load from checkpoint
if self.resuming:
covmat = np.loadtxt(self.covmat_filename())
self.log.info("Covariance matrix from checkpoint.")
else:
covmat = self.initial_proposal_covmat(slow_params=slow_params)
self.log.info("Initial covariance matrix.")
self.log.debug(
"Sampling with covmat:\n%s",
DataFrame(
covmat,
columns=self.model.parameterization.sampled_params(),
index=self.model.parameterization.sampled_params()).to_string(
line_width=_line_width))
self.proposer.set_covariance(covmat)
# Prepare callback function
if self.callback_function is not None:
self.callback_function_callable = (get_external_function(
self.callback_function))
def post(info, sample=None):
logger_setup(info.get(_debug), info.get(_debug_file))
log = logging.getLogger(__name__.split(".")[-1])
try:
info_post = info[_post]
except KeyError:
log.error("No 'post' block given. Nothing to do!")
raise HandledException
if get_mpi_rank():
log.warning(
"Post-processing is not yet MPI-able. Doing nothing for rank > 1 processes."
)
return
# 1. Load existing sample
output_in = Output(output_prefix=info.get(_output_prefix), resume=True)
info_in = load_input(output_in.file_full) if output_in else deepcopy(info)
dummy_model_in = DummyModel(info_in[_params], info_in[_likelihood],
info_in.get(_prior, None),
info_in.get(_theory, None))
if output_in:
i = 0
while True:
try:
collection = Collection(dummy_model_in,
output_in,
name="%d" % (1 + i),
load=True,
onload_skip=info_post.get("skip", 0),
onload_thin=info_post.get("thin", 1))
if i == 0:
collection_in = collection
else:
collection_in._append(collection)
i += 1
except IOError:
break
elif sample:
if isinstance(sample, Collection):
sample = [sample]
collection_in = deepcopy(sample[0])
for s in sample[1:]:
try:
collection_in._append(s)
except:
log.error("Failed to load some of the input samples.")
raise HandledException
i = len(sample)
else:
log.error(
"Not output from where to load from or input collections given.")
raise HandledException
log.info("Loaded %d chain%s. Will process %d samples.", i,
"s" if i - 1 else "", collection_in.n())
if collection_in.n() <= 1:
log.error(
"Not enough samples for post-processing. Try using a larger sample, "
"or skipping or thinning less.")
raise HandledException
# 2. Compare old and new info: determine what to do
add = info_post.get("add", {})
remove = info_post.get("remove", {})
# Add a dummy 'one' likelihood, to absorb unused parameters
if not add.get(_likelihood):
add[_likelihood] = odict()
add[_likelihood].update({"one": None})
# Expand the "add" info
add = get_full_info(add)
# 2.1 Adding/removing derived parameters and changes in priors of sampled parameters
out = {_params: deepcopy(info_in[_params])}
for p in remove.get(_params, {}):
pinfo = info_in[_params].get(p)
if pinfo is None or not is_derived_param(pinfo):
log.error(
"You tried to remove parameter '%s', which is not a derived paramter. "
"Only derived parameters can be removed during post-processing.",
p)
raise HandledException
out[_params].pop(p)
mlprior_names_add = []
for p, pinfo in add.get(_params, {}).items():
pinfo_in = info_in[_params].get(p)
if is_sampled_param(pinfo):
if not is_sampled_param(pinfo_in):
# No added sampled parameters (de-marginalisation not implemented)
if pinfo_in is None:
log.error(
"You added a new sampled parameter %r (maybe accidentaly "
"by adding a new likelihood that depends on it). "
"Adding new sampled parameters is not possible. Try fixing "
"it to some value.", p)
raise HandledException
else:
log.error(
"You tried to change the prior of parameter '%s', "
"but it was not a sampled parameter. "
"To change that prior, you need to define as an external one.",
p)
raise HandledException
if mlprior_names_add[:1] != _prior_1d_name:
mlprior_names_add = (
[_minuslogprior + _separator + _prior_1d_name] +
mlprior_names_add)
elif is_derived_param(pinfo):
if p in out[_params]:
log.error(
"You tried to add derived parameter '%s', which is already "
"present. To force its recomputation, 'remove' it too.", p)
raise HandledException
elif is_fixed_param(pinfo):
# Only one possibility left "fixed" parameter that was not present before:
# input of new likelihood, or just an argument for dynamical derived (dropped)
if ((p in info_in[_params] and pinfo[_p_value] !=
(pinfo_in or {}).get(_p_value, None))):
log.error(
"You tried to add a fixed parameter '%s: %r' that was already present"
" but had a different value or was not fixed. This is not allowed. "
"The old info of the parameter was '%s: %r'", p,
dict(pinfo), p, dict(pinfo_in))
raise HandledException
else:
log.error("This should not happen. Contact the developers.")
raise HandledException
out[_params][p] = pinfo
# For the likelihood only, turn the rest of *derived* parameters into constants,
# so that the likelihoods do not try to compute them)
# But be careful to exclude *input* params that have a "derived: True" value
# (which in "full info" turns into "derived: 'lambda [x]: [x]'")
out_params_like = deepcopy(out[_params])
for p, pinfo in out_params_like.items():
if ((is_derived_param(pinfo) and not (_p_value in pinfo)
and p not in add.get(_params, {}))):
out_params_like[p] = {_p_value: np.nan, _p_drop: True}
parameterization_like = Parameterization(out_params_like,
ignore_unused_sampled=True)
# 2.2 Manage adding/removing priors and likelihoods
warn_remove = False
for level in [_prior, _likelihood]:
out[level] = getattr(dummy_model_in, level)
if level == _prior:
out[level].remove(_prior_1d_name)
for pdf in info_post.get("remove", {}).get(level, []) or []:
try:
out[level].remove(pdf)
warn_remove = True
except ValueError:
log.error(
"Trying to remove %s '%s', but it is not present. "
"Existing ones: %r", level, pdf, out[level])
raise HandledException
if warn_remove:
log.warning("You are removing a prior or likelihood pdf. "
"Notice that if the resulting posterior is much wider "
"than the original one, or displaced enough, "
"it is probably safer to explore it directly.")
if _prior in add:
mlprior_names_add += [
_minuslogprior + _separator + name for name in add[_prior]
]
out[_prior] += list(add[_prior])
prior_recompute_1d = (mlprior_names_add[:1] == [
_minuslogprior + _separator + _prior_1d_name
])
# Don't initialise the theory code if not adding/recomputing theory,
# theory-derived params or likelihoods
recompute_theory = info_in.get(_theory) and not (list(
add[_likelihood]) == ["one"] and not any([
is_derived_param(pinfo) for pinfo in add.get(_params, {}).values()
]))
if recompute_theory:
# Inherit from the original chain (needs input|output_params, renames, etc
theory = list(info_in[_theory].keys())[0]
info_theory_out = odict([[
theory,
recursive_update(deepcopy(info_in[_theory][theory]),
add.get(_theory, {theory: {}})[theory])
]])
else:
info_theory_out = None
chi2_names_add = [
_chi2 + _separator + name for name in add[_likelihood]
if name is not "one"
]
out[_likelihood] += [l for l in add[_likelihood] if l is not "one"]
if recompute_theory:
log.warn(
"You are recomputing the theory, but in the current version this does "
"not force recomputation of any likelihood or derived parameter, "
"unless explicitly removed+added.")
for level in [_prior, _likelihood]:
for i, x_i in enumerate(out[level]):
if x_i in list(out[level])[i + 1:]:
log.error(
"You have added %s '%s', which was already present. If you "
"want to force its recomputation, you must also 'remove' it.",
level, x_i)
raise HandledException
# 3. Create output collection
if "suffix" not in info_post:
log.error("You need to provide a 'suffix' for your chains.")
raise HandledException
# Use default prefix if it exists. If it does not, produce no output by default.
# {post: {output: None}} suppresses output, and if it's a string, updates it.
out_prefix = info_post.get(_output_prefix, info.get(_output_prefix))
if out_prefix not in [None, False]:
out_prefix += "_" + _post + "_" + info_post["suffix"]
output_out = Output(output_prefix=out_prefix,
force_output=info.get(_force))
info_out = deepcopy(info)
info_out[_post] = info_post
# Updated with input info and extended (full) add info
info_out.update(info_in)
info_out[_post]["add"] = add
dummy_model_out = DummyModel(out[_params],
out[_likelihood],
info_prior=out[_prior])
if recompute_theory:
theory = list(info_theory_out.keys())[0]
if _input_params not in info_theory_out[theory]:
log.error(
"You appear to be post-processing a chain generated with an older "
"version of Cobaya. For post-processing to work, please edit the "
"'[root]__full.info' file of the original chain to add, inside the "
"theory code block, the list of its input parameters. E.g.\n----\n"
"theory:\n %s:\n input_params: [param1, param2, ...]\n"
"----\nIf you get strange errors later, it is likely that you did not "
"specify the correct set of theory parameters.\n"
"The full set of input parameters are %s.", theory,
list(dummy_model_out.parameterization.input_params()))
raise HandledException
prior_add = Prior(dummy_model_out.parameterization, add.get(_prior))
likelihood_add = Likelihood(add[_likelihood],
parameterization_like,
info_theory=info_theory_out,
modules=info.get(_path_install))
# Remove auxiliary "one" before dumping -- 'add' *is* info_out[_post]["add"]
add[_likelihood].pop("one")
if likelihood_add.theory:
# Make sure that theory.needs is called at least once, for adjustments
likelihood_add.theory.needs()
collection_out = Collection(dummy_model_out, output_out, name="1")
output_out.dump_info({}, info_out)
# 4. Main loop!
log.info("Running post-processing...")
last_percent = 0
for i, point in enumerate(collection_in.data.itertuples()):
log.debug("Point: %r", point)
sampled = [
getattr(point, param)
for param in dummy_model_in.parameterization.sampled_params()
]
derived = odict(
[[param, getattr(point, param, None)]
for param in dummy_model_out.parameterization.derived_params()])
inputs = odict([[
param,
getattr(
point, param,
dummy_model_in.parameterization.constant_params().get(
param,
dummy_model_out.parameterization.constant_params().get(
param, None)))
] for param in dummy_model_out.parameterization.input_params()])
# Solve inputs that depend on a function and were not saved
# (we don't use the Parameterization_to_input method in case there are references
# to functions that cannot be loaded at the moment)
for p, value in inputs.items():
if value is None:
func = dummy_model_out.parameterization._input_funcs[p]
args = dummy_model_out.parameterization._input_args[p]
inputs[p] = func(*[getattr(point, arg) for arg in args])
# Add/remove priors
priors_add = prior_add.logps(sampled)
if not prior_recompute_1d:
priors_add = priors_add[1:]
logpriors_add = odict(zip(mlprior_names_add, priors_add))
logpriors_new = [
logpriors_add.get(name, -getattr(point, name, 0))
for name in collection_out.minuslogprior_names
]
if log.getEffectiveLevel() <= logging.DEBUG:
log.debug("New set of priors: %r",
dict(zip(dummy_model_out.prior, logpriors_new)))
if -np.inf in logpriors_new:
continue
# Add/remove likelihoods
output_like = []
if likelihood_add:
# Notice "one" (last in likelihood_add) is ignored: not in chi2_names
loglikes_add = odict(
zip(chi2_names_add,
likelihood_add.logps(inputs, _derived=output_like)))
output_like = dict(zip(likelihood_add.output_params, output_like))
else:
loglikes_add = dict()
loglikes_new = [
loglikes_add.get(name, -0.5 * getattr(point, name, 0))
for name in collection_out.chi2_names
]
if log.getEffectiveLevel() <= logging.DEBUG:
log.debug("New set of likelihoods: %r",
dict(zip(dummy_model_out.likelihood, loglikes_new)))
if output_like:
log.debug("New set of likelihood-derived parameters: %r",
output_like)
if -np.inf in loglikes_new:
continue
# Add/remove derived parameters and change priors of sampled parameters
for p in add[_params]:
if p in dummy_model_out.parameterization._directly_output:
derived[p] = output_like[p]
elif p in dummy_model_out.parameterization._derived_funcs:
func = dummy_model_out.parameterization._derived_funcs[p]
args = dummy_model_out.parameterization._derived_args[p]
derived[p] = func(*[
getattr(point, arg, output_like.get(arg, None))
for arg in args
])
if log.getEffectiveLevel() <= logging.DEBUG:
log.debug(
"New derived parameters: %r",
dict([[
p, derived[p]
] for p in dummy_model_out.parameterization.derived_params()
if p in add[_params]]))
# Save to the collection (keep old weight for now)
collection_out.add(sampled,
derived=derived.values(),
weight=getattr(point, _weight),
logpriors=logpriors_new,
loglikes=loglikes_new)
# Display progress
percent = np.round(i / collection_in.n() * 100)
if percent != last_percent and not percent % 5:
last_percent = percent
progress_bar(log, percent, " (%d/%d)" % (i, collection_in.n()))
if not collection_out.data.last_valid_index():
log.error(
"No elements in the final sample. Possible causes: "
"added a prior or likelihood valued zero over the full sampled domain, "
"or the computation of the theory failed everywhere, etc.")
raise HandledException
# Reweight -- account for large dynamic range!
# Prefer to rescale +inf to finite, and ignore final points with -inf.
# Remove -inf's (0-weight), and correct indices
difflogmax = max(collection_in[_minuslogpost] -
collection_out[_minuslogpost])
collection_out.data[_weight] *= np.exp(collection_in[_minuslogpost] -
collection_out[_minuslogpost] -
difflogmax)
collection_out.data = (
collection_out.data[collection_out.data.weight > 0].reset_index(
drop=True))
collection_out._n = collection_out.data.last_valid_index() + 1
# Write!
collection_out._out_update()
log.info("Finished! Final number of samples: %d", collection_out.n())
return info_out, {"sample": collection_out}
def initialize(self):
"""Imports the PolyChord sampler and prepares its arguments."""
if not get_mpi_rank(): # rank = 0 (MPI master) or None (no MPI)
self.log.info("Initializing")
# If path not given, try using general path to modules
if not self.path and self.path_install:
self.path = get_path(self.path_install)
if self.path:
if not get_mpi_rank():
self.log.info("Importing *local* PolyChord from " + self.path)
if not os.path.exists(os.path.realpath(self.path)):
self.log.error("The given path does not exist.")
raise HandledException
pc_build_path = get_build_path(self.path)
if not pc_build_path:
self.log.error("Either PolyChord is not in the given folder, "
"'%s', or you have not compiled it.", self.path)
raise HandledException
# Inserting the previously found path into the list of import folders
sys.path.insert(0, pc_build_path)
else:
self.log.info("Importing *global* PolyChord.")
try:
import pypolychord
from pypolychord.settings import PolyChordSettings
self.pc = pypolychord
except ImportError:
self.log.error(
"Couldn't find the PolyChord python interface. "
"Make sure that you have compiled it, and that you either\n"
" (a) specify a path (you didn't) or\n"
" (b) install the Python interface globally with\n"
" '/path/to/PolyChord/python setup.py install --user'")
raise HandledException
# Prepare arguments and settings
self.nDims = self.model.prior.d()
self.nDerived = (len(self.model.parameterization.derived_params()) +
len(self.model.prior) + len(self.model.likelihood._likelihoods))
if self.logzero is None:
self.logzero = np.nan_to_num(-np.inf)
if self.max_ndead == np.inf:
self.max_ndead = -1
for p in ["nlive", "num_repeats", "nprior", "max_ndead"]:
setattr(self, p, read_dnumber(getattr(self, p), self.nDims, dtype=int))
# Fill the automatic ones
if getattr(self, "feedback", None) is None:
values = {logging.CRITICAL: 0, logging.ERROR: 0, logging.WARNING: 0,
logging.INFO: 1, logging.DEBUG: 2}
self.feedback = values[self.log.getEffectiveLevel()]
try:
output_folder = getattr(self.output, "folder")
output_prefix = getattr(self.output, "prefix") or ""
self.read_resume = self.resuming
except AttributeError:
# dummy output -- no resume!
self.read_resume = False
from tempfile import gettempdir
output_folder = gettempdir()
if not get_mpi_rank():
from random import random
output_prefix = hex(int(random() * 16 ** 6))[2:]
else:
output_prefix = None
if get_mpi():
output_prefix = get_mpi_comm().bcast(output_prefix, root=0)
self.base_dir = os.path.join(output_folder, self.base_dir)
self.file_root = output_prefix
if not get_mpi_rank():
# Creating output folder, if it does not exist (just one process)
if not os.path.exists(self.base_dir):
os.makedirs(self.base_dir)
# Idem, a clusters folder if needed -- notice that PolyChord's default
# is "True", here "None", hence the funny condition below
if self.do_clustering is not False: # None here means "default"
try:
os.makedirs(os.path.join(self.base_dir, clusters))
except OSError: # exists!
pass
self.log.info("Storing raw PolyChord output in '%s'.",
self.base_dir)
# Exploiting the speed hierarchy
speeds, blocks = self.model.likelihood._speeds_of_params(int_speeds=True)
blocks_flat = list(chain(*blocks))
self.ordering = [
blocks_flat.index(p) for p in self.model.parameterization.sampled_params()]
self.grade_dims = [len(block) for block in blocks]
# self.grade_frac = np.array(
# [i*j for i,j in zip(self.grade_dims, speeds)])
# self.grade_frac = (
# self.grade_frac/sum(self.grade_frac))
# Disabled for now. We need a way to override the "time" part of the meaning of grade_frac
self.grade_frac = [1 / len(self.grade_dims) for _ in self.grade_dims]
# Assign settings
pc_args = ["nlive", "num_repeats", "nprior", "do_clustering",
"precision_criterion", "max_ndead", "boost_posterior", "feedback",
"logzero", "update_files", "posteriors", "equals",
"cluster_posteriors", "write_resume", "read_resume", "write_stats",
"write_live", "write_dead", "base_dir", "grade_frac", "grade_dims",
"feedback", "read_resume", "base_dir", "file_root", "grade_frac",
"grade_dims"]
self.pc_settings = PolyChordSettings(
self.nDims, self.nDerived, seed=(self.seed if self.seed is not None else -1),
**{p: getattr(self, p) for p in pc_args if getattr(self, p) is not None})
# prior conversion from the hypercube
bounds = self.model.prior.bounds(
confidence_for_unbounded=self.confidence_for_unbounded)
# Check if priors are bounded (nan's to inf)
inf = np.where(np.isinf(bounds))
if len(inf[0]):
params_names = self.model.parameterization.sampled_params()
params = [params_names[i] for i in sorted(list(set(inf[0])))]
self.log.error("PolyChord needs bounded priors, but the parameter(s) '"
"', '".join(params) + "' is(are) unbounded.")
raise HandledException
locs = bounds[:, 0]
scales = bounds[:, 1] - bounds[:, 0]
# This function re-scales the parameters AND puts them in the right order
self.pc_prior = lambda x: (locs + np.array(x)[self.ordering] * scales).tolist()
# We will need the volume of the prior domain, since PolyChord divides by it
self.logvolume = np.log(np.prod(scales))
# Done!
if not get_mpi_rank():
self.log.info("Calling PolyChord with arguments:")
for p, v in inspect.getmembers(self.pc_settings, lambda a: not (callable(a))):
if not p.startswith("_"):
self.log.info(" %s: %s", p, v)
def install_script():
from cobaya.mpi import get_mpi_rank
if not get_mpi_rank():
# Configure the logger ASAP
logger_setup()
log = logging.getLogger(__name__.split(".")[-1])
# Parse arguments
import argparse
parser = argparse.ArgumentParser(
description="Cobaya's installation tool for external modules.")
parser.add_argument(
"files",
action="store",
nargs="+",
metavar="input_file.yaml",
help="One or more input files "
"(or 'cosmo' for a basic collection of cosmological modules)")
parser.add_argument(
"-" + _modules_path_arg[0],
"--" + _modules_path_arg,
action="store",
nargs=1,
required=True,
metavar="/install/path",
help="Desired path where to install external modules.")
parser.add_argument(
"-f",
"--force",
action="store_true",
default=False,
help="Force re-installation of apparently installed modules.")
parser.add_argument(
"--no-progress-bars",
action="store_true",
default=False,
help="No progress bars shown. Shorter logs (used in Travis).")
group_just = parser.add_mutually_exclusive_group(required=False)
group_just.add_argument("-C",
"--just-code",
action="store_false",
default=True,
help="Install code of the modules.",
dest=_data)
group_just.add_argument("-D",
"--just-data",
action="store_false",
default=True,
help="Install data of the modules.",
dest=_code)
arguments = parser.parse_args()
if arguments.files == ["cosmo"]:
log.info(
"Installing cosmological modules (input files will be ignored")
from cobaya.cosmo_input import install_basic
infos = [install_basic]
else:
from cobaya.input import load_input
infos = [load_input(f) for f in arguments.files]
# Launch installer
install(*infos,
path=getattr(arguments, _modules_path_arg)[0],
**{
arg: getattr(arguments, arg)
for arg in ["force", _code, _data, "no_progress_bars"]
})
def post(info, sample=None):
logger_setup(info.get(_debug), info.get(_debug_file))
log = logging.getLogger(__name__.split(".")[-1])
# MARKED FOR DEPRECATION IN v3.0
# BEHAVIOUR TO BE REPLACED BY ERROR:
check_deprecated_modules_path(info)
# END OF DEPRECATION BLOCK
try:
info_post = info[_post]
except KeyError:
raise LoggedError(log, "No 'post' block given. Nothing to do!")
if get_mpi_rank():
log.warning(
"Post-processing is not yet MPI-aware. Doing nothing for rank > 1 processes.")
return
if info.get(_resume):
log.warning("Resuming not implemented for post-processing. Re-starting.")
# 1. Load existing sample
output_in = get_output(output_prefix=info.get(_output_prefix))
if output_in:
try:
info_in = output_in.reload_updated_info()
except FileNotFoundError:
raise LoggedError(log, "Error loading input model: "
"could not find input info at %s",
output_in.file_updated)
else:
info_in = deepcopy_where_possible(info)
dummy_model_in = DummyModel(info_in[_params], info_in[kinds.likelihood],
info_in.get(_prior, None))
if output_in:
if not output_in.find_collections():
raise LoggedError(log, "No samples found for the input model with prefix %s",
os.path.join(output_in.folder, output_in.prefix))
collection_in = output_in.load_collections(
dummy_model_in, skip=info_post.get("skip", 0), thin=info_post.get("thin", 1),
concatenate=True)
elif sample:
if isinstance(sample, Collection):
sample = [sample]
collection_in = deepcopy(sample[0])
for s in sample[1:]:
try:
collection_in.append(s)
except:
raise LoggedError(log, "Failed to load some of the input samples.")
else:
raise LoggedError(log,
"Not output from where to load from or input collections given.")
log.info("Will process %d samples.", len(collection_in))
if len(collection_in) <= 1:
raise LoggedError(
log, "Not enough samples for post-processing. Try using a larger sample, "
"or skipping or thinning less.")
# 2. Compare old and new info: determine what to do
add = info_post.get(_post_add, {}) or {}
remove = info_post.get(_post_remove, {})
# Add a dummy 'one' likelihood, to absorb unused parameters
if not add.get(kinds.likelihood):
add[kinds.likelihood] = {}
add[kinds.likelihood]["one"] = None
# Expand the "add" info
add = update_info(add)
# 2.1 Adding/removing derived parameters and changes in priors of sampled parameters
out = {_params: deepcopy_where_possible(info_in[_params])}
for p in remove.get(_params, {}):
pinfo = info_in[_params].get(p)
if pinfo is None or not is_derived_param(pinfo):
raise LoggedError(
log,
"You tried to remove parameter '%s', which is not a derived parameter. "
"Only derived parameters can be removed during post-processing.", p)
out[_params].pop(p)
# Force recomputation of aggregated chi2
for p in list(out[_params]):
if p.startswith(_get_chi2_name("")):
out[_params].pop(p)
mlprior_names_add = []
for p, pinfo in add.get(_params, {}).items():
pinfo_in = info_in[_params].get(p)
if is_sampled_param(pinfo):
if not is_sampled_param(pinfo_in):
# No added sampled parameters (de-marginalisation not implemented)
if pinfo_in is None:
raise LoggedError(
log, "You added a new sampled parameter %r (maybe accidentally "
"by adding a new likelihood that depends on it). "
"Adding new sampled parameters is not possible. Try fixing "
"it to some value.", p)
else:
raise LoggedError(
log,
"You tried to change the prior of parameter '%s', "
"but it was not a sampled parameter. "
"To change that prior, you need to define as an external one.", p)
if mlprior_names_add[:1] != _prior_1d_name:
mlprior_names_add = ([_minuslogprior + _separator + _prior_1d_name]
+ mlprior_names_add)
elif is_derived_param(pinfo):
if p in out[_params]:
raise LoggedError(
log, "You tried to add derived parameter '%s', which is already "
"present. To force its recomputation, 'remove' it too.", p)
elif is_fixed_param(pinfo):
# Only one possibility left "fixed" parameter that was not present before:
# input of new likelihood, or just an argument for dynamical derived (dropped)
if ((p in info_in[_params] and
pinfo[partag.value] != (pinfo_in or {}).get(partag.value, None))):
raise LoggedError(
log,
"You tried to add a fixed parameter '%s: %r' that was already present"
" but had a different value or was not fixed. This is not allowed. "
"The old info of the parameter was '%s: %r'",
p, dict(pinfo), p, dict(pinfo_in))
else:
raise LoggedError(log, "This should not happen. Contact the developers.")
out[_params][p] = pinfo
# For the likelihood only, turn the rest of *derived* parameters into constants,
# so that the likelihoods do not try to compute them)
# But be careful to exclude *input* params that have a "derived: True" value
# (which in "updated info" turns into "derived: 'lambda [x]: [x]'")
out_params_like = deepcopy_where_possible(out[_params])
for p, pinfo in out_params_like.items():
if ((is_derived_param(pinfo) and not (partag.value in pinfo)
and p not in add.get(_params, {}))):
out_params_like[p] = {partag.value: np.nan, partag.drop: True}
# 2.2 Manage adding/removing priors and likelihoods
warn_remove = False
for level in [_prior, kinds.likelihood]:
out[level] = getattr(dummy_model_in, level)
if level == _prior:
out[level].remove(_prior_1d_name)
for pdf in info_post.get(_post_remove, {}).get(level, []) or []:
try:
out[level].remove(pdf)
warn_remove = True
except ValueError:
raise LoggedError(
log, "Trying to remove %s '%s', but it is not present. "
"Existing ones: %r", level, pdf, out[level])
if warn_remove:
log.warning("You are removing a prior or likelihood pdf. "
"Notice that if the resulting posterior is much wider "
"than the original one, or displaced enough, "
"it is probably safer to explore it directly.")
if _prior in add:
mlprior_names_add += [_minuslogprior + _separator + name for name in add[_prior]]
out[_prior] += list(add[_prior])
prior_recompute_1d = (
mlprior_names_add[:1] == [_minuslogprior + _separator + _prior_1d_name])
# Don't initialise the theory code if not adding/recomputing theory,
# theory-derived params or likelihoods
recompute_theory = info_in.get(kinds.theory) and not (
list(add[kinds.likelihood]) == ["one"] and
not any(is_derived_param(pinfo) for pinfo in add.get(_params, {}).values()))
if recompute_theory:
# Inherit from the original chain (needs input|output_params, renames, etc
add_theory = add.get(kinds.theory)
if add_theory:
info_theory_out = {}
if len(add_theory) > 1:
log.warning('Importance sampling with more than one theory is '
'not really tested')
add_theory = add_theory.copy()
for theory, theory_info in info_in[kinds.theory].items():
theory_copy = deepcopy_where_possible(theory_info)
if theory in add_theory:
info_theory_out[theory] = \
recursive_update(theory_copy, add_theory.pop(theory))
else:
info_theory_out[theory] = theory_copy
info_theory_out.update(add_theory)
else:
info_theory_out = deepcopy_where_possible(info_in[kinds.theory])
else:
info_theory_out = None
chi2_names_add = [
_get_chi2_name(name) for name in add[kinds.likelihood] if name != "one"]
out[kinds.likelihood] += [l for l in add[kinds.likelihood] if l != "one"]
if recompute_theory:
log.warning("You are recomputing the theory, but in the current version this does"
" not force recomputation of any likelihood or derived parameter, "
"unless explicitly removed+added.")
for level in [_prior, kinds.likelihood]:
for i, x_i in enumerate(out[level]):
if x_i in list(out[level])[i + 1:]:
raise LoggedError(
log, "You have added %s '%s', which was already present. If you "
"want to force its recomputation, you must also 'remove' it.",
level, x_i)
# 3. Create output collection
if _post_suffix not in info_post:
raise LoggedError(log, "You need to provide a '%s' for your chains.",
_post_suffix)
# Use default prefix if it exists. If it does not, produce no output by default.
# {post: {output: None}} suppresses output, and if it's a string, updates it.
out_prefix = info_post.get(_output_prefix, info.get(_output_prefix))
if out_prefix not in [None, False]:
out_prefix += _separator_files + _post + _separator_files + info_post[
_post_suffix]
output_out = get_output(output_prefix=out_prefix, force=info.get(_force))
if output_out and not output_out.force and output_out.find_collections():
raise LoggedError(log, "Found existing post-processing output with prefix %r. "
"Delete it manually or re-run with `force: True` "
"(or `-f`, `--force` from the shell).", out_prefix)
elif output_out and output_out.force:
output_out.delete_infos()
for regexp in output_out.find_collections():
output_out.delete_with_regexp(re.compile(regexp))
info_out = deepcopy_where_possible(info)
info_out[_post] = info_post
# Updated with input info and extended (updated) add info
info_out.update(info_in)
info_out[_post][_post_add] = add
dummy_model_out = DummyModel(out[_params], out[kinds.likelihood],
info_prior=out[_prior])
if recompute_theory:
# TODO: May need updating for more than one, or maybe can be removed
theory = list(info_theory_out)[0]
if _input_params not in info_theory_out[theory]:
raise LoggedError(
log,
"You appear to be post-processing a chain generated with an older "
"version of Cobaya. For post-processing to work, please edit the "
"'[root].updated.yaml' file of the original chain to add, inside the "
"theory code block, the list of its input parameters. E.g.\n----\n"
"theory:\n %s:\n input_params: [param1, param2, ...]\n"
"----\nIf you get strange errors later, it is likely that you did not "
"specify the correct set of theory parameters.\n"
"The full set of input parameters are %s.",
theory, list(dummy_model_out.parameterization.input_params()))
# TODO: check allow_renames=False?
# TODO: May well be simplifications here, this is v close to pre-refactor logic
# Have not gone through or understood all the parameterization stuff
model_add = Model(out_params_like, add[kinds.likelihood], info_prior=add.get(_prior),
info_theory=info_theory_out, packages_path=info.get(_packages_path),
allow_renames=False, post=True,
prior_parameterization=dummy_model_out.parameterization)
# Remove auxiliary "one" before dumping -- 'add' *is* info_out[_post][_post_add]
add[kinds.likelihood].pop("one")
collection_out = Collection(dummy_model_out, output_out, name="1")
output_out.check_and_dump_info(None, info_out, check_compatible=False)
# Prepare recomputation of aggregated chi2
# (they need to be recomputed by hand, because its autocomputation won't pick up
# old likelihoods for a given type)
all_types = {
like: str_to_list(add[kinds.likelihood].get(
like, info_in[kinds.likelihood].get(like)).get("type", []) or [])
for like in out[kinds.likelihood]}
types = set(chain(*list(all_types.values())))
inv_types = {t: [like for like, like_types in all_types.items() if t in like_types]
for t in types}
# 4. Main loop!
log.info("Running post-processing...")
last_percent = 0
for i, point in collection_in.data.iterrows():
log.debug("Point: %r", point)
sampled = [point[param] for param in
dummy_model_in.parameterization.sampled_params()]
derived = {param: point.get(param, None)
for param in dummy_model_out.parameterization.derived_params()}
inputs = {param: point.get(
param, dummy_model_in.parameterization.constant_params().get(
param, dummy_model_out.parameterization.constant_params().get(
param, None)))
for param in dummy_model_out.parameterization.input_params()}
# Solve inputs that depend on a function and were not saved
# (we don't use the Parameterization_to_input method in case there are references
# to functions that cannot be loaded at the moment)
for p, value in inputs.items():
if value is None:
func = dummy_model_out.parameterization._input_funcs[p]
args = dummy_model_out.parameterization._input_args[p]
inputs[p] = func(*[point.get(arg) for arg in args])
# Add/remove priors
priors_add = model_add.prior.logps(sampled)
if not prior_recompute_1d:
priors_add = priors_add[1:]
logpriors_add = dict(zip(mlprior_names_add, priors_add))
logpriors_new = [logpriors_add.get(name, - point.get(name, 0))
for name in collection_out.minuslogprior_names]
if log.getEffectiveLevel() <= logging.DEBUG:
log.debug(
"New set of priors: %r", dict(zip(dummy_model_out.prior, logpriors_new)))
if -np.inf in logpriors_new:
continue
# Add/remove likelihoods
output_like = []
if add[kinds.likelihood]:
# Notice "one" (last in likelihood_add) is ignored: not in chi2_names
loglikes_add, output_like = model_add.logps(inputs, return_derived=True)
loglikes_add = dict(zip(chi2_names_add, loglikes_add))
output_like = dict(zip(model_add.output_params, output_like))
else:
loglikes_add = dict()
loglikes_new = [loglikes_add.get(name, -0.5 * point.get(name, 0))
for name in collection_out.chi2_names]
if log.getEffectiveLevel() <= logging.DEBUG:
log.debug(
"New set of likelihoods: %r",
dict(zip(dummy_model_out.likelihood, loglikes_new)))
if output_like:
log.debug("New set of likelihood-derived parameters: %r", output_like)
if -np.inf in loglikes_new:
continue
# Add/remove derived parameters and change priors of sampled parameters
for p in add[_params]:
if p in dummy_model_out.parameterization._directly_output:
derived[p] = output_like[p]
elif p in dummy_model_out.parameterization._derived_funcs:
func = dummy_model_out.parameterization._derived_funcs[p]
args = dummy_model_out.parameterization._derived_args[p]
derived[p] = func(
*[point.get(arg, output_like.get(arg, None)) for arg in args])
# We need to recompute the aggregated chi2 by hand
for type_, likes in inv_types.items():
derived[_get_chi2_name(type_)] = sum(
[-2 * lvalue for lname, lvalue
in zip(collection_out.chi2_names, loglikes_new)
if _undo_chi2_name(lname) in likes])
if log.getEffectiveLevel() <= logging.DEBUG:
log.debug("New derived parameters: %r",
dict([(p, derived[p])
for p in dummy_model_out.parameterization.derived_params()
if p in add[_params]]))
# Save to the collection (keep old weight for now)
collection_out.add(
sampled, derived=derived.values(), weight=point.get(_weight),
logpriors=logpriors_new, loglikes=loglikes_new)
# Display progress
percent = np.round(i / len(collection_in) * 100)
if percent != last_percent and not percent % 5:
last_percent = percent
progress_bar(log, percent, " (%d/%d)" % (i, len(collection_in)))
if not collection_out.data.last_valid_index():
raise LoggedError(
log, "No elements in the final sample. Possible causes: "
"added a prior or likelihood valued zero over the full sampled domain, "
"or the computation of the theory failed everywhere, etc.")
# Reweight -- account for large dynamic range!
# Prefer to rescale +inf to finite, and ignore final points with -inf.
# Remove -inf's (0-weight), and correct indices
difflogmax = max(collection_in[_minuslogpost] - collection_out[_minuslogpost])
collection_out.data[_weight] *= np.exp(
collection_in[_minuslogpost] - collection_out[_minuslogpost] - difflogmax)
collection_out.data = (
collection_out.data[collection_out.data.weight > 0].reset_index(drop=True))
collection_out._n = collection_out.data.last_valid_index() + 1
# Write!
collection_out.out_update()
log.info("Finished! Final number of samples: %d", len(collection_out))
return info_out, {"sample": collection_out}
def initialize(self):
self.mpi_info("Initializing")
self.max_evals = read_dnumber(self.max_evals, self.model.prior.d())
# Configure target
method = self.model.loglike if self.ignore_prior else self.model.logpost
kwargs = {"make_finite": True}
if self.ignore_prior:
kwargs["return_derived"] = False
self.logp = lambda x: method(x, **kwargs)
# Try to load info from previous samples.
# If none, sample from reference (make sure that it has finite like/post)
initial_point = None
if self.output:
files = self.output.find_collections()
collection_in = None
if files:
if more_than_one_process():
if 1 + get_mpi_rank() <= len(files):
collection_in = Collection(self.model,
self.output,
name=str(1 +
get_mpi_rank()),
resuming=True)
else:
collection_in = self.output.load_collections(
self.model, concatenate=True)
if collection_in:
initial_point = (collection_in.bestfit()
if self.ignore_prior else collection_in.MAP())
initial_point = initial_point[list(
self.model.parameterization.sampled_params())].values
self.log.info("Starting from %s of previous chain:",
"best fit" if self.ignore_prior else "MAP")
if initial_point is None:
this_logp = -np.inf
while not np.isfinite(this_logp):
initial_point = self.model.prior.reference()
this_logp = self.logp(initial_point)
self.log.info("Starting from random initial point:")
self.log.info(
dict(
zip(self.model.parameterization.sampled_params(),
initial_point)))
self._bounds = self.model.prior.bounds(
confidence_for_unbounded=self.confidence_for_unbounded)
# TODO: if ignore_prior, one should use *like* covariance (this is *post*)
covmat = self._load_covmat(self.output)[0]
# scale by conditional parameter widths (since not using correlation structure)
scales = np.minimum(1 / np.sqrt(np.diag(np.linalg.inv(covmat))),
(self._bounds[:, 1] - self._bounds[:, 0]) / 3)
# Cov and affine transformation
# Transform to space where initial point is at centre, and cov is normalised
# Cannot do rotation, as supported minimization routines assume bounds aligned
# with the parameter axes.
self._affine_transform_matrix = np.diag(1 / scales)
self._inv_affine_transform_matrix = np.diag(scales)
self._scales = scales
self._affine_transform_baseline = initial_point
initial_point = self.affine_transform(initial_point)
np.testing.assert_allclose(initial_point,
np.zeros(initial_point.shape))
bounds = np.array(
[self.affine_transform(self._bounds[:, i]) for i in range(2)]).T
# Configure method
if self.method.lower() == "bobyqa":
self.minimizer = pybobyqa.solve
self.kwargs = {
"objfun": (lambda x: -self.logp_transf(x)),
"x0":
initial_point,
"bounds":
np.array(list(zip(*bounds))),
"seek_global_minimum":
(True if get_mpi_size() in [0, 1] else False),
"maxfun":
int(self.max_evals)
}
self.kwargs = recursive_update(deepcopy(self.kwargs),
self.override_bobyqa or {})
self.log.debug(
"Arguments for pybobyqa.solve:\n%r",
{k: v
for k, v in self.kwargs.items() if k != "objfun"})
elif self.method.lower() == "scipy":
self.minimizer = scpminimize
self.kwargs = {
"fun": (lambda x: -self.logp_transf(x)),
"x0": initial_point,
"bounds": bounds,
"options": {
"maxiter": self.max_evals,
"disp": (self.log.getEffectiveLevel() == logging.DEBUG)
}
}
self.kwargs = recursive_update(deepcopy(self.kwargs),
self.override_scipy or {})
self.log.debug(
"Arguments for scipy.optimize.minimize:\n%r",
{k: v
for k, v in self.kwargs.items() if k != "fun"})
else:
methods = ["bobyqa", "scipy"]
raise LoggedError(self.log,
"Method '%s' not recognized. Try one of %r.",
self.method, methods)
def check_convergence_and_learn_proposal(self):
"""
Checks the convergence of the sampling process (MPI only), and, if requested,
learns a new covariance matrix for the proposal distribution from the covariance
of the last samples.
"""
if get_mpi():
# Compute and gather means, covs and CL intervals of last half of chains
mean = self.collection.mean(first=int(self.n() / 2))
cov = self.collection.cov(first=int(self.n() / 2))
mcsamples = self.collection._sampled_to_getdist_mcsamples(
first=int(self.n() / 2))
try:
bound = np.array([[
mcsamples.confidence(i,
limfrac=self.Rminus1_cl_level / 2.,
upper=which)
for i in range(self.model.prior.d())
] for which in [False, True]]).T
success_bounds = True
except:
bound = None
success_bounds = False
Ns, means, covs, bounds = map(
lambda x: np.array(get_mpi_comm().gather(x)),
[self.n(), mean, cov, bound])
else:
# Compute and gather means, covs and CL intervals of last m-1 chain fractions
m = 1 + self.Rminus1_single_split
cut = int(self.collection.n() / m)
if cut <= 1:
self.log.error(
"Not enough points in chain to check convergence. "
"Increase `check_every` or reduce `Rminus1_single_split`.")
raise HandledException
Ns = (m - 1) * [cut]
means = np.array([
self.collection.mean(first=i * cut, last=(i + 1) * cut - 1)
for i in range(1, m)
])
covs = np.array([
self.collection.cov(first=i * cut, last=(i + 1) * cut - 1)
for i in range(1, m)
])
# No logging of warnings temporarily, so getdist won't complain unnecessarily
logging.disable(logging.WARNING)
mcsampleses = [
self.collection._sampled_to_getdist_mcsamples(
first=i * cut, last=(i + 1) * cut - 1)
for i in range(1, m)
]
logging.disable(logging.NOTSET)
try:
bounds = [
np.array([[
mcs.confidence(i,
limfrac=self.Rminus1_cl_level / 2.,
upper=which)
for i in range(self.model.prior.d())
] for which in [False, True]]).T for mcs in mcsampleses
]
success_bounds = True
except:
bounds = None
success_bounds = False
# Compute convergence diagnostics
if not get_mpi_rank():
# "Within" or "W" term -- our "units" for assessing convergence
# and our prospective new covariance matrix
mean_of_covs = np.average(covs, weights=Ns, axis=0)
# "Between" or "B" term
# We don't weight with the number of samples in the chains here:
# shorter chains will likely be outliers, and we want to notice them
cov_of_means = np.atleast_2d(np.cov(means.T)) # , fweights=Ns)
# For numerical stability, we turn mean_of_covs into correlation matrix:
# rho = (diag(Sigma))^(-1/2) * Sigma * (diag(Sigma))^(-1/2)
# and apply the same transformation to the mean of covs (same eigenvals!)
diagSinvsqrt = np.diag(np.power(np.diag(cov_of_means), -0.5))
corr_of_means = diagSinvsqrt.dot(cov_of_means).dot(diagSinvsqrt)
norm_mean_of_covs = diagSinvsqrt.dot(mean_of_covs).dot(
diagSinvsqrt)
# Cholesky of (normalized) mean of covs and eigvals of Linv*cov_of_means*L
try:
L = np.linalg.cholesky(norm_mean_of_covs)
except np.linalg.LinAlgError:
self.log.warning(
"Negative covariance eigenvectors. "
"This may mean that the covariance of the samples does not "
"contain enough information at this point. "
"Skipping this checkpoint")
success = False
else:
Linv = np.linalg.inv(L)
try:
eigvals = np.linalg.eigvalsh(
Linv.dot(corr_of_means).dot(Linv.T))
success = True
except np.linalg.LinAlgError:
self.log.warning("Could not compute eigenvalues. "
"Skipping this checkpoint.")
success = False
if success:
Rminus1 = max(np.abs(eigvals))
# For real square matrices, a possible def of the cond number is:
condition_number = Rminus1 / min(np.abs(eigvals))
self.log.debug("Condition number = %g", condition_number)
self.log.debug("Eigenvalues = %r", eigvals)
self.log.info(
"Convergence of means: R-1 = %f after %d accepted steps"
% (Rminus1, (sum(Ns) if get_mpi() else self.n())) +
(" = sum(%r)" % list(Ns) if get_mpi() else ""))
# Have we converged in means?
# (criterion must be fulfilled twice in a row)
if max(Rminus1, self.Rminus1_last) < self.Rminus1_stop:
# Check the convergence of the bounds of the confidence intervals
# Same as R-1, but with the rms deviation from the mean bound
# in units of the mean standard deviation of the chains
if success_bounds:
Rminus1_cl = (np.std(bounds, axis=0).T /
np.sqrt(np.diag(mean_of_covs)))
self.log.debug("normalized std's of bounds = %r",
Rminus1_cl)
self.log.info(
"Convergence of bounds: R-1 = %f after %d " %
(np.max(Rminus1_cl),
(sum(Ns) if get_mpi() else self.n())) +
"accepted steps" +
(" = sum(%r)" % list(Ns) if get_mpi() else ""))
if np.max(Rminus1_cl) < self.Rminus1_cl_stop:
self.converged = True
self.log.info("The run has converged!")
self._Ns = Ns
else:
self.log.info(
"Computation of the bounds was not possible. "
"Waiting until the next checkpoint")
if get_mpi():
# Broadcast and save the convergence status and the last R-1 of means
success = get_mpi_comm().bcast(
(success if not get_mpi_rank() else None), root=0)
if success:
self.Rminus1_last = get_mpi_comm().bcast(
(Rminus1 if not get_mpi_rank() else None), root=0)
self.converged = get_mpi_comm().bcast(
(self.converged if not get_mpi_rank() else None), root=0)
else:
if success:
self.Rminus1_last = Rminus1
# Do we want to learn a better proposal pdf?
if self.learn_proposal and not self.converged and success:
good_Rminus1 = (self.learn_proposal_Rminus1_max > self.Rminus1_last
> self.learn_proposal_Rminus1_min)
if not good_Rminus1:
if not get_mpi_rank():
self.log.info("Bad convergence statistics: "
"waiting until the next checkpoint.")
return
if get_mpi():
if get_mpi_rank():
mean_of_covs = np.empty(
(self.model.prior.d(), self.model.prior.d()))
get_mpi_comm().Bcast(mean_of_covs, root=0)
elif not get_mpi():
mean_of_covs = covs[0]
try:
self.proposer.set_covariance(mean_of_covs)
except:
self.log.debug(
"Updating covariance matrix failed unexpectedly. "
"waiting until next checkpoint.")
if not get_mpi_rank():
self.log.info("Updated covariance matrix of proposal pdf.")
self.log.debug("%r", mean_of_covs)
# Save checkpoint info
self.write_checkpoint()
def check_convergence_and_learn_proposal(self):
"""
Checks the convergence of the sampling process (MPI only), and, if requested,
learns a new covariance matrix for the proposal distribution from the covariance
of the last samples.
"""
# Compute and gather means, covs and CL intervals of last half of chains
mean = self.collection.mean(first=int(self.n() / 2))
cov = self.collection.cov(first=int(self.n() / 2))
# No logging of warnings temporarily, so getdist won't complain innecessarily
logging.disable(logging.WARNING)
mcsamples = self.collection.sampled_to_getdist_mcsamples(
first=int(self.n() / 2))
logging.disable(logging.NOTSET)
bound = np.array([[
mcsamples.confidence(i,
limfrac=self.Rminus1_cl_level / 2.,
upper=which) for i in range(self.prior.d())
] for which in [False, True]]).T
Ns, means, covs, bounds = map(
lambda x: np.array((get_mpi_comm().gather(x)
if get_mpi() else [x])),
[self.n(), mean, cov, bound])
# Compute convergence diagnostics
if get_mpi():
if get_mpi_rank() == 0:
# "Within" or "W" term -- our "units" for assessing convergence
# and our prospective new covariance matrix
mean_of_covs = np.average(covs, weights=Ns, axis=0)
# "Between" or "B" term
# We don't weight with the number of samples in the chains here:
# shorter chains will likely be outliers, and we want to notice them
cov_of_means = np.cov(means.T) # , fweights=Ns)
# For numerical stability, we turn mean_of_covs into correlation matrix:
# rho = (diag(Sigma))^(-1/2) * Sigma * (diag(Sigma))^(-1/2)
# and apply the same transformation to the mean of covs (same eigenvals!)
diagSinvsqrt = np.diag(np.power(np.diag(cov_of_means), -0.5))
corr_of_means = diagSinvsqrt.dot(cov_of_means).dot(
diagSinvsqrt)
norm_mean_of_covs = diagSinvsqrt.dot(mean_of_covs).dot(
diagSinvsqrt)
# Cholesky of (normalized) mean of covs and eigvals of Linv*cov_of_means*L
try:
L = np.linalg.cholesky(norm_mean_of_covs)
except np.linalg.LinAlgError:
self.log.warning(
"Negative covariance eigenvectors. "
"This may mean that the covariance of the samples does not "
"contain enough information at this point. "
"Skipping this checkpoint")
success = False
else:
Linv = np.linalg.inv(L)
eigvals = np.linalg.eigvalsh(
Linv.dot(corr_of_means).dot(Linv.T))
Rminus1 = max(np.abs(eigvals))
# For real square matrices, a possible def of the cond number is:
condition_number = Rminus1 / min(np.abs(eigvals))
self.log.debug("Condition number = %g", condition_number)
self.log.debug("Eigenvalues = %r", eigvals)
self.log.info(
"Convergence of means: R-1 = %f after %d samples",
Rminus1, self.n())
success = True
# Have we converged in means?
# (criterion must be fulfilled twice in a row)
if (max(Rminus1, getattr(self, "Rminus1_last", np.inf)) <
self.Rminus1_stop):
# Check the convergence of the bounds of the confidence intervals
# Same as R-1, but with the rms deviation from the mean bound
# in units of the mean standard deviation of the chains
Rminus1_cl = (np.std(bounds, axis=0).T /
np.sqrt(np.diag(mean_of_covs)))
self.log.debug("normalized std's of bounds = %r",
Rminus1_cl)
self.log.info(
"Convergence of bounds: R-1 = %f after %d samples",
np.max(Rminus1_cl), self.n())
if np.max(Rminus1_cl) < self.Rminus1_cl_stop:
self.converged = True
self.log.info("The run has converged!")
# Broadcast and save the convergence status and the last R-1 of means
success = get_mpi_comm().bcast(
(success if not get_mpi_rank() else None), root=0)
if success:
self.Rminus1_last = get_mpi_comm().bcast(
(Rminus1 if not get_mpi_rank() else None), root=0)
self.converged = get_mpi_comm().bcast(
(self.converged if not get_mpi_rank() else None), root=0)
else: # No MPI
pass
# Do we want to learn a better proposal pdf?
if self.learn_proposal and not self.converged:
# update iff (not MPI, or MPI and "good" Rminus1)
if get_mpi():
good_Rminus1 = (self.learn_proposal_Rminus1_max >
self.Rminus1_last >
self.learn_proposal_Rminus1_min)
if not good_Rminus1:
if not get_mpi_rank():
self.log.info("Bad convergence statistics: "
"waiting until the next checkpoint.")
return
if get_mpi():
if get_mpi_rank():
mean_of_covs = np.empty((self.prior.d(), self.prior.d()))
get_mpi_comm().Bcast(mean_of_covs, root=0)
elif not get_mpi():
mean_of_covs = covs[0]
self.proposer.set_covariance(mean_of_covs)
if not get_mpi_rank():
self.log.info("Updated covariance matrix of proposal pdf.")
self.log.debug("%r", mean_of_covs)
def install_script():
from cobaya.mpi import get_mpi_rank
if not get_mpi_rank():
# Configure the logger ASAP
logger_setup()
log = logging.getLogger(__name__.split(".")[-1])
# Parse arguments
import argparse
parser = argparse.ArgumentParser(
description="Cobaya's installation tool for external modules.")
parser.add_argument("files",
action="store",
nargs="+",
metavar="input_file.yaml",
help="One or more input files.")
parser.add_argument(
"-p",
"--path",
action="store",
nargs=1,
required=True,
metavar="/install/path",
help="Desired path where to install external modules.")
parser.add_argument(
"-f",
"--force",
action="store_true",
default=False,
help="Force re-installation of apparently installed modules.")
parser.add_argument(
"--no-progress-bars",
action="store_true",
default=False,
help="No progress bars shown. Shorter logs (used in Travis).")
group_just = parser.add_mutually_exclusive_group(required=False)
group_just.add_argument("-c",
"--just-code",
action="store_false",
default=True,
help="Install code of the modules.",
dest=_data)
group_just.add_argument("-d",
"--just-data",
action="store_false",
default=True,
help="Install data of the modules.",
dest=_code)
arguments = parser.parse_args()
from cobaya.input import load_input
try:
infos = [load_input(f) for f in arguments.files]
except HandledException:
log.error("Maybe you meant to pass an installation path? "
"In that case, use '--path=/path/to/modules'.")
raise HandledException
# Launch installer
install(*infos,
path=arguments.path[0],
**{
arg: getattr(arguments, arg)
for arg in ["force", _code, _data, "no_progress_bars"]
})
def close(self):
"""
Loads the sample of live points from ``PolyChord``'s raw output and writes it
(if ``txt`` output requested).
"""
if not get_mpi_rank(): # process 0 or single (non-MPI process)
self.log.info(
"Loading PolyChord's results: samples and evidences.")
self.n_sampled = len(self.parametrization.sampled_params())
self.n_derived = len(self.parametrization.derived_params())
self.n_liks = len(self.likelihood._likelihoods)
prefix = os.path.join(self.pc_settings.base_dir,
self.pc_settings.file_root)
self.collection = self.save_sample(prefix + ".txt", "1")
if self.pc_settings.do_clustering is not False: # NB: "None" == "default"
self.clusters = {}
do_output = hasattr(self.output, "folder")
for f in os.listdir(
os.path.join(self.pc_settings.base_dir, clusters)):
if not f.startswith(self.pc_settings.file_root):
continue
if do_output:
cluster_folder = os.path.join(
self.output.folder,
self.output.prefix + "_" + clusters)
if not os.path.exists(cluster_folder):
os.mkdir(cluster_folder)
try:
i = int(f[len(self.pc_settings.file_root) +
1:-len(".txt")])
except ValueError:
continue
if do_output:
old_folder = self.output.folder
self.output.folder = cluster_folder
fname = os.path.join(self.pc_settings.base_dir, clusters,
f)
self.clusters[i] = {
"sample": self.save_sample(fname, str(i))
}
if do_output:
self.output.folder = old_folder
# Prepare the evidence
pre = "log(Z"
lines = []
with open(prefix + ".stats", "r") as statsfile:
lines = [l for l in statsfile.readlines() if l.startswith(pre)]
for l in lines:
logZ, logZstd = [
float(n.replace("(Still Active)", ""))
for n in l.split("=")[-1].split("+/-")
]
component = l.split("=")[0].lstrip(pre + "_").rstrip(") ")
if not component:
self.logZ, self.logZstd = logZ, logZstd
elif self.pc_settings.do_clustering:
i = int(component)
self.clusters[i]["logZ"], self.clusters[i][
"logZstd"] = logZ, logZstd
# if get_mpi():
# bcast_from_0 = lambda attrname: setattr(self,
# attrname, get_mpi_comm().bcast(getattr(self, attrname, None), root=0))
# map(bcast_from_0, ["collection", "logZ", "logZstd", "clusters"])
if not get_mpi_rank(): # process 0 or single (non-MPI process)
self.log.info("Finished! Raw PolyChord output stored in '%s'.",
self.pc_settings.base_dir)
def __init__(self,
info_sampler,
model,
output=None,
packages_path=None,
name=None):
"""
Actual initialization of the class. Loads the default and input information and
call the custom ``initialize`` method.
[Do not modify this one.]
"""
self.model = model
self.output = output
self._updated_info = deepcopy_where_possible(info_sampler)
super().__init__(info_sampler,
packages_path=packages_path,
name=name,
initialize=False,
standalone=False)
# Seed, if requested
if getattr(self, "seed", None) is not None:
if not isinstance(self.seed,
int) or not (0 <= self.seed <= 2**32 - 1):
raise LoggedError(
self.log,
"Seeds must be a *positive integer* < 2**32 - 1, "
"but got %r with type %r", self.seed, type(self.seed))
# MPI-awareness: sum the rank to the seed
if more_than_one_process():
self.seed += get_mpi_rank()
self.mpi_warning("This run has been SEEDED with seed %d",
self.seed)
# Load checkpoint info, if resuming
if self.output.is_resuming() and not isinstance(self, Minimizer):
try:
checkpoint_info = yaml_load_file(self.checkpoint_filename())
try:
for k, v in checkpoint_info[kinds.sampler][
self.get_name()].items():
setattr(self, k, v)
self.mpi_info("Resuming from previous sample!")
except KeyError:
if is_main_process():
raise LoggedError(
self.log, "Checkpoint file found at '%s' "
"but it corresponds to a different sampler.",
self.checkpoint_filename())
except (IOError, TypeError):
pass
else:
try:
os.remove(self.checkpoint_filename())
os.remove(self.progress_filename())
except (OSError, TypeError):
pass
self._set_rng()
self.initialize()
self._release_rng()
self.model.set_cache_size(self._get_requested_cache_size())
# Add to the updated info some values which are
# only available after initialisation
self._updated_info[_version] = self.get_version()
def initialise(self):
"""Imports the PolyChord sampler and prepares its arguments."""
if not get_mpi_rank(): # rank = 0 (MPI master) or None (no MPI)
self.log.info("Initializing")
# If path not given, try using general path to modules
path_to_installation = get_path_to_installation()
if not self.path and path_to_installation:
self.path = os.path.join(path_to_installation, "code",
pc_repo_name)
if self.path:
if not get_mpi_rank():
self.log.info("Importing *local* PolyChord from " + self.path)
pc_py_path = os.path.join(self.path, "PyPolyChord")
pc_build_path = os.path.join(self.path, "build")
post = next(d for d in os.listdir(pc_build_path)
if d.startswith("lib."))
pc_build_path = os.path.join(pc_build_path, post)
if not os.path.exists(pc_build_path):
self.log.error(
"Either PolyChord is not in the given folder, "
"'%s', or you have not compiled it.", self.path)
raise HandledException
# Inserting the previously found path into the list of import folders
sys.path.insert(0, pc_build_path)
sys.path.insert(0, pc_py_path)
else:
self.log.info("Importing *global* PolyChord.")
try:
import PyPolyChord as PyPolyChord
from PyPolyChord.settings import PolyChordSettings
except ImportError:
self.log.error(
"Couldn't find the PolyChord python interface. "
"Make sure that you have compiled it, and that you either\n"
" (a) specify a path (you didn't) or\n"
" (b) install the Python interface globally with\n"
" '/path/to/PolyChord/python setup.py install --user'")
raise HandledException
self.pc = PyPolyChord
# Prepare arguments and settings
self.nDims = self.prior.d()
self.nDerived = (len(self.parametrization.derived_params()) + 1 +
len(self.likelihood._likelihoods))
self.pc_settings = PolyChordSettings(self.nDims, self.nDerived)
for p in [
"nlive", "num_repeats", "nprior", "do_clustering",
"precision_criterion", "max_ndead", "boost_posterior",
"feedback", "update_files", "posteriors", "equals",
"cluster_posteriors", "write_resume", "read_resume",
"write_stats", "write_live", "write_dead", "base_dir",
"grade_frac", "grade_dims"
]:
v = getattr(self, p)
if v is not None:
setattr(self.pc_settings, p, v)
# Fill the automatic ones
if getattr(self, "feedback", None) is None:
values = {
logging.CRITICAL: 0,
logging.ERROR: 0,
logging.WARNING: 0,
logging.INFO: 1,
logging.DEBUG: 2
}
self.pc_settings.feedback = values[self.log.getEffectiveLevel()]
try:
output_folder = getattr(self.output, "folder")
output_prefix = getattr(self.output, "prefix") or "pc"
except AttributeError:
# dummy output -- no resume!
from tempfile import gettempdir
output_folder = gettempdir()
from random import random
output_prefix = hex(int(random() * 16**6))[2:]
self.pc_settings.read_resume = False
self.pc_settings.base_dir = os.path.join(output_folder,
self.pc_settings.base_dir)
self.pc_settings.file_root = output_prefix
if not get_mpi_rank():
# Creating output folder, if it does not exist (just one process)
if not os.path.exists(self.pc_settings.base_dir):
os.makedirs(self.pc_settings.base_dir)
# Idem, a clusters folder if needed -- notice that PolyChord's default
# is "True", here "None", hence the funny condition below
if self.pc_settings.do_clustering is not False: # None here means "default"
try:
os.makedirs(
os.path.join(self.pc_settings.base_dir, clusters))
except OSError: # exists!
pass
self.log.info("Storing raw PolyChord output in '%s'.",
self.pc_settings.base_dir)
# explotining the speed hierarchy
# sort blocks by paramters order and check contiguity (required by PolyChord!!!)
# speeds, blocks = zip(*self.likelihood.speed_blocked_params(as_indices=True))
# speeds, blocks = np.array(speeds), np.array(blocks)
# weird behaviour of np.argsort with there is only 1 block
# if len(blocks) > 1:
# sorting_indices = np.argsort(blocks, axis=0)
# else:
# sorting_indices = [0]
# speeds, blocks = speeds[sorting_indices], blocks[sorting_indices]
# if np.all([np.all(block==range(block[0], block[-1]+1)) for block in blocks]):
self.log.warning("Speed hierarchy exploitation disabled for now!")
# self.pc_args["grade_frac"] = list(speeds)
# self.pc_args["grade_dims"] = [len(block) for block in blocks]
# self.log.info("Exploiting a speed hierarchy with speeds %r and blocks %r",
# speeds, blocks)
# else:
# self.log.warning("Some speed blocks are not contiguous: PolyChord cannot deal "
# "with the speed hierarchy. Not exploting it.")
# prior conversion from the hypercube
bounds = self.prior.bounds(
confidence_for_unbounded=self.confidence_for_unbounded)
# Check if priors are bounded (nan's to inf)
inf = np.where(np.isinf(bounds))
if len(inf[0]):
params_names = self.prior.names()
params = [params_names[i] for i in sorted(list(set(inf[0])))]
self.log.error(
"PolyChord needs bounded priors, but the parameter(s) '"
"', '".join(params) + "' is(are) unbounded.")
raise HandledException
locs = bounds[:, 0]
scales = bounds[:, 1] - bounds[:, 0]
self.pc_prior = lambda x: (locs + np.array(x) * scales).tolist()
# We will need the volume of the prior domain, since PolyChord divides by it
self.logvolume = np.log(np.prod(scales))
# Done!
if not get_mpi_rank():
self.log.info("Calling PolyChord with arguments:")
for p, v in inspect.getmembers(self.pc_settings,
lambda a: not (callable(a))):
if not p.startswith("_"):
self.log.info(" %s: %s", p, v)
def initialize(self):
"""Initializes the sampler:
creates the proposal distribution and draws the initial sample."""
if not self.model.prior.d():
raise LoggedError(self.log,
"No parameters being varied for sampler")
self.log.debug("Initializing")
# MARKED FOR DEPRECATION IN v3.0
if getattr(self, "oversample", None) is not None:
self.log.warning(
"*DEPRECATION*: `oversample` will be deprecated in the "
"next version. Oversampling is now requested by setting "
"`oversample_power` > 0.")
# END OF DEPRECATION BLOCK
# MARKED FOR DEPRECATION IN v3.0
if getattr(self, "check_every", None) is not None:
self.log.warning(
"*DEPRECATION*: `check_every` will be deprecated in the "
"next version. Please use `learn_every` instead.")
# BEHAVIOUR TO BE REPLACED BY ERROR:
self.learn_every = getattr(self, "check_every")
# END OF DEPRECATION BLOCK
if self.callback_every is None:
self.callback_every = self.learn_every
self._quants_d_units = []
for q in ["max_tries", "learn_every", "callback_every", "burn_in"]:
number = NumberWithUnits(getattr(self, q), "d", dtype=int)
self._quants_d_units.append(number)
setattr(self, q, number)
self.output_every = NumberWithUnits(self.output_every, "s", dtype=int)
if is_main_process():
if self.output.is_resuming() and (max(self.mpi_size or 0, 1) !=
max(get_mpi_size(), 1)):
raise LoggedError(
self.log,
"Cannot resume a run with a different number of chains: "
"was %d and now is %d.", max(self.mpi_size, 1),
max(get_mpi_size(), 1))
if more_than_one_process():
if get_mpi().Get_version()[0] < 3:
raise LoggedError(
self.log, "MPI use requires MPI version 3.0 or "
"higher to support IALLGATHER.")
sync_processes()
# One collection per MPI process: `name` is the MPI rank + 1
name = str(1 + (lambda r: r if r is not None else 0)(get_mpi_rank()))
self.collection = Collection(self.model,
self.output,
name=name,
resuming=self.output.is_resuming())
self.current_point = OneSamplePoint(self.model)
# Use standard MH steps by default
self.get_new_sample = self.get_new_sample_metropolis
# Prepare callback function
if self.callback_function is not None:
self.callback_function_callable = (get_external_function(
self.callback_function))
# Useful for getting last points added inside callback function
self.last_point_callback = 0
# Monitoring/restore progress
if is_main_process():
cols = [
"N", "timestamp", "acceptance_rate", "Rminus1", "Rminus1_cl"
]
self.progress = DataFrame(columns=cols)
self.i_learn = 1
if self.output and not self.output.is_resuming():
with open(self.progress_filename(), "w",
encoding="utf-8") as progress_file:
progress_file.write("# " +
" ".join(self.progress.columns) + "\n")
# Get first point, to be discarded -- not possible to determine its weight
# Still, we need to compute derived parameters, since, as the proposal "blocked",
# we may be saving the initial state of some block.
# NB: if resuming but nothing was written (burn-in not finished): re-start
if self.output.is_resuming() and len(self.collection):
initial_point = (self.collection[
self.collection.sampled_params].iloc[len(self.collection) -
1]).values.copy()
logpost = -(self.collection[_minuslogpost].iloc[
len(self.collection) - 1].copy())
logpriors = -(self.collection[self.collection.minuslogprior_names].
iloc[len(self.collection) - 1].copy())
loglikes = -0.5 * (self.collection[self.collection.chi2_names].
iloc[len(self.collection) - 1].copy())
derived = (self.collection[self.collection.derived_params].iloc[
len(self.collection) - 1].values.copy())
else:
# NB: max_tries adjusted to dim instead of #cycles (blocking not computed yet)
self.max_tries.set_scale(self.model.prior.d())
self.log.info(
"Getting initial point... (this may take a few seconds)")
initial_point, logpost, logpriors, loglikes, derived = \
self.model.get_valid_point(max_tries=self.max_tries.value)
# If resuming but no existing chain, assume failed run and ignore blocking
# if speeds measurement requested
if self.output.is_resuming() and not len(self.collection) \
and self.measure_speeds:
self.blocking = None
if self.measure_speeds and self.blocking:
self.log.warning(
"Parameter blocking manually fixed: speeds will not be measured."
)
elif self.measure_speeds:
n = None if self.measure_speeds is True else int(
self.measure_speeds)
self.model.measure_and_set_speeds(n=n, discard=0)
self.set_proposer_blocking()
self.set_proposer_covmat(load=True)
self.current_point.add(initial_point,
derived=derived,
logpost=logpost,
logpriors=logpriors,
loglikes=loglikes)
self.log.info("Initial point: %s", self.current_point)
# Max #(learn+convergence checks) to wait,
# in case one process dies without sending MPI_ABORT
self.been_waiting = 0
self.max_waiting = max(50, self.max_tries.unit_value)
# Burning-in countdown -- the +1 accounts for the initial point (always accepted)
self.burn_in_left = self.burn_in.value * self.current_point.output_thin + 1
# Initial dummy checkpoint
# (needed when 1st "learn point" not reached in prev. run)
self.write_checkpoint()
def initialise(self):
"""Initialises the sampler:
creates the proposal distribution and draws the initial sample."""
self.log.info("Initializing")
# Burning-in countdown -- the +1 accounts for the initial point (always accepted)
self.burn_in_left = self.burn_in + 1
# One collection per MPI process: `name` is the MPI rank + 1
name = str(1 + (lambda r: r if r is not None else 0)(get_mpi_rank()))
self.collection = Collection(self.parametrization,
self.likelihood,
self.output,
name=name)
self.current_point = OnePoint(self.parametrization,
self.likelihood,
self.output,
name=name)
# Use the standard steps by default
self.get_new_sample = self.get_new_sample_metropolis
# Prepare oversampling / fast-dragging if applicable
self.effective_max_samples = self.max_samples
if self.oversample and self.drag:
self.log.error(
"Choose either oversampling or fast-dragging, not both.")
raise HandledException
# if (self.oversample or self.drag) and len(set(factors)) == 1:
# self.log.error("All block speeds are similar: "
# "no dragging or oversampling possible.")
# raise HandledException
if self.oversample:
factors, blocks = self.likelihood.speeds_of_params(
oversampling_factors=True)
self.oversampling_factors = factors
# WIP: actually, we would have to re-normalise to the dimension of the blocks.
self.log.info("Oversampling with factors:\n" + "\n".join([
" %d : %r" % (f, b)
for f, b in zip(self.oversampling_factors, blocks)
]))
# WIP: useless until likelihoods have STATES!
self.log.error("Sorry, oversampling is WIP")
raise HandledException
elif self.drag:
# WIP: for now, can only separate between theory and likelihoods
# until likelihoods have states
if not self.likelihood.theory:
self.log.error(
"WIP: dragging disabled for now when no theory code present."
)
raise HandledException
# if self.max_speed_slow < min(speeds) or self.max_speed_slow >= max(speeds):
# self.log.error("The maximum speed considered slow, `max_speed_slow`, must be "
# "%g <= `max_speed_slow < %g, and is %g",
# min(speeds), max(speeds), self.max_speed_slow)
# raise HandledException
speeds, blocks = self.likelihood.speeds_of_params(int_speeds=True,
fast_slow=True)
if np.all(speeds == speeds[0]):
self.log.error(
"All speeds are equal: cannot drag! Make sure to define, "
"especially, the speed of the fastest likelihoods.")
self.i_last_slow_block = 0 # just theory can be slow for now
fast_params = list(chain(*blocks[1 + self.i_last_slow_block:]))
self.n_slow = sum(
len(blocks[i]) for i in range(1 + self.i_last_slow_block))
self.drag_interp_steps = int(self.drag *
np.round(min(speeds[1:]) / speeds[0]))
self.log.info("Dragging with oversampling per step:\n" +
"\n".join([
" %d : %r" % (f, b)
for f, b in zip([1, self.drag_interp_steps],
[blocks[0], fast_params])
]))
self.get_new_sample = self.get_new_sample_dragging
else:
_, blocks = self.likelihood.speeds_of_params()
self.oversampling_factors = [1 for b in blocks]
self.n_slow = len(self.parametrization.sampled_params())
# Turn parameter names into indices
blocks = [[
list(self.parametrization.sampled_params().keys()).index(p)
for p in b
] for b in blocks]
self.proposer = BlockedProposer(
blocks,
oversampling_factors=getattr(self, "oversampling_factors", None),
i_last_slow_block=getattr(self, "i_last_slow_block", None),
propose_scale=self.propose_scale)
# Build the initial covariance matrix of the proposal
covmat = self.initial_proposal_covmat()
self.log.info("Sampling with covariance matrix:")
self.log.info("%r", covmat)
self.proposer.set_covariance(covmat)
# Prepare callback function
if self.callback_function is not None:
self.callback_function_callable = (get_external_function(
self.callback_function))