def compute_fit(self):
self._polychord_output = None
data = self._observed.spectrum
datastd = self._observed.errorBar
sqrtpi = np.sqrt(2 * np.pi)
ndim = len(self.fitting_parameters)
def polychord_loglike(cube):
# log-likelihood function called by polychord
fit_params_container = np.array(
[cube[i] for i in range(len(self.fitting_parameters))])
chi_t = self.chisq_trans(fit_params_container, data, datastd)
# print('---------START---------')
# print('chi_t',chi_t)
# print('LOG',loglike)
loglike = -np.sum(np.log(datastd * sqrtpi)) - 0.5 * chi_t
return loglike, [0.0]
def polychord_uniform_prior(hypercube):
# prior distributions called by polychord. Implements a uniform prior
# converting parameters from normalised grid to uniform prior
# print(type(cube))
cube = [0.0] * ndim
for idx, bounds in enumerate(self.fit_boundaries):
# print(idx,self.fitting_parameters[idx])
bound_min, bound_max = bounds
cube[idx] = (hypercube[idx] *
(bound_max - bound_min)) + bound_min
#print('CUBE idx',cube[idx])
# print('-----------')
return cube
status = None
datastd_mean = np.mean(datastd)
settings = PolyChordSettings(ndim, 1)
settings.nlive = ndim * 25
settings.num_repeats = ndim * 5
settings.do_clustering = self.do_clustering
settings.num_repeats = ndim
settings.precision_criterion = self.evidence_tolerance
settings.logzero = -1e70
settings.read_resume = self.resume
settings.base_dir = self.dir_polychord
settings.file_root = '1-'
self.warning('Number of dimensions {}'.format(ndim))
self.warning('Fitting parameters {}'.format(self.fitting_parameters))
self.info('Beginning fit......')
pypolychord.run_polychord(polychord_loglike, ndim, 1, settings,
polychord_uniform_prior)
self._polychord_output = self.store_polychord_solutions()
print(self._polychord_output)
def run(self):
"""
Executes the inference
"""
if self.prepare():
# Setup the inference
ndim = np.sum(self.pstep > 0)
settings = PolyChordSettings(ndim, 0)
settings.base_dir = self.outputdir
settings.file_root = self.fprefix
settings.nlive = self.nlive
settings.read_resume = self.resume
if self.nrepeat is not None:
settings.num_repeat = self.nrepeat
settings.precision_criterion = self.dlogz
settings.grade_dims = [int(ndim)]
settings.read_resume = False
settings.feedback = self.verb
# Run it
if self.dumper is not None:
out = pypolychord.run_polychord(self.loglike, ndim, 0,
settings, self.prior,
self.dumper)
else:
out = pypolychord.run_polychord(self.loglike, ndim, 0,
settings, self.prior)
outp = np.loadtxt(os.path.join(self.outputdir, self.fprefix) +\
'_equal_weights.txt')
self.outp = outp[:, 2:].T
ibest = np.argmin(outp[:, 1])
self.bestp = self.outp[:, ibest]
# Save posterior and bestfit params
if self.fsavefile is not None:
np.save(self.fsavefile, self.outp)
if self.fbestp is not None:
np.save(self.fbestp, self.bestp)
return self.outp, self.bestp
else:
if self.verb:
print("Sampler is not fully prepared to run. " + \
"Correct the above errors and try again.")
theta[i] = priordict[parnames[i]].ppf(x)
return theta
# Define PolyChord settings
settings = PolyChordSettings(
nDims,
nDerived,
)
settings.do_clustering = args_params.noclust
settings.nlive = nDims * args_params.nlive
settings.base_dir = base_dir
settings.file_root = 'hd40307_k{}'.format(nplanets) # modelpath[12:-3]
settings.num_repeats = nDims * args_params.nrep
settings.precision_criterion = args_params.prec
settings.read_resume = False
# Change settings if resume is true
if args_params.resume:
settings.read_resume = args_params.resume
settings.base_dir = dirname + prev_run
# Run PolyChord
output = PPC.run_polychord(logLikelihood, nDims, nDerived, settings, prior)
# Parameter names
# latexnames = [r'\sigma_J', r'C']
# for j in range(nplanets):
# latexnames.extend(
# [fr'K_{j}', fr'P_{j}', fr'e_{j}', fr'\omega_{j}', fr'M_{j}'])
def run_polychord(loglikelihood, prior, dumper, nDims, nlive, root, ndump,
num_repeats):
"""Run PolyChord.
See https://arxiv.org/abs/1506.00171 for more detail
Parameters
----------
loglikelihood: :obj:`callable`
probability function taking a single parameter:
- theta: numpy.array
physical parameters, `shape=(nDims,)`
returning a log-likelihood (float)
prior: :obj:`callable`
tranformation function taking a single parameter
- cube: numpy.array
hypercube parameters, `shape=(nDims,)`
returning physical parameters (`numpy.array`)
dumper: :obj:`callable`
access function called every nlive iterations giving a window onto
current live points. Single parameter, no return:
- live:
`numpy.array of` live parameters and loglikelihoods,
`shape=(nlive,nDims+1)`
nDims: int
Dimensionality of sampling space
nlive: int
Number of live points
root: str
base name for output files
ndump: int
How many iterations between dumper function calls
num_repeats: int
Length of chain to generate new live points
"""
import pypolychord
from pypolychord.settings import PolyChordSettings
nDerived = 0
settings = PolyChordSettings(nDims, nDerived)
settings.base_dir = os.path.dirname(root)
settings.file_root = os.path.basename(root)
settings.nlive = nlive
settings.num_repeats = num_repeats
settings.do_clustering = True
settings.read_resume = False
settings.compression_factor = numpy.exp(-float(ndump)/nlive)
settings.precision_criterion = 0.01
def polychord_loglikelihood(theta):
return loglikelihood(theta), []
def polychord_dumper(live, dead, logweights, logZ, logZerr):
dumper(live[:, :-2], live[:, -1], dead[:, :-2], dead[:, -1])
pypolychord.run_polychord(polychord_loglikelihood, nDims, nDerived,
settings, prior, polychord_dumper)
def pc(test_statistic,
transform,
n_dim,
observed,
n_live=100,
base_dir="chains/",
file_root="pc_",
do_clustering=False,
resume=False,
ev_data=False,
feedback=0,
**kwargs):
"""
Nested sampling with PC
"""
# copy key word arguments to settings object
settings = PolyChordSettings(n_dim, 0, **kwargs)
settings.nfail = n_live
settings.precision_criterion = 0.
settings.read_resume = resume
settings.base_dir = base_dir
settings.file_root = file_root
settings.nlive = n_live
settings.logLstop = observed
settings.do_clustering = do_clustering
settings.feedback = feedback
loglike = pc_wrap(test_statistic)
output = pypolychord.run_polychord(loglike, n_dim, 0, settings, transform,
dumper(0, observed))
# get number of calls directly
calls = output.nlike
# get log X from resume file
label = "=== local volume -- log(<X_p>) ==="
log_xp = None
res_name = "{}/{}.resume".format(base_dir, file_root)
with open(res_name) as res_file:
for line in res_file:
if line.strip() == label:
next_line = res_file.readline()
log_xp = np.array([float(e) for e in next_line.split()])
break
else:
raise RuntimeError("didn't find {}".format(label))
log_x = logsumexp(log_xp)
n_iter = -log_x * n_live
if not ev_data:
return Result.from_ns(n_iter, n_live, calls)
# get ev data
ev_name = "{}/{}_dead.txt".format(base_dir, file_root)
ev_data = np.genfromtxt(ev_name)
test_statistic = ev_data[:, 0]
log_x = -np.arange(0, len(test_statistic), 1.) / n_live
log_x_delta = np.sqrt(-log_x / n_live)
return Result.from_ns(n_iter, n_live,
calls), [test_statistic, log_x, log_x_delta]