def _fit(self,
symbols,
ds,
method='Powell',
maxiter=50,
verbose=False,
**kwargs):
# Use Scipy's minimize with the Powell method to optimize Lnprob
ctx = setup_context(self.dbf, ds, symbols)
symbols_to_fit = ctx['symbols_to_fit']
initial_guess = np.array(
[unpack_piecewise(self.dbf.symbols[s]) for s in symbols_to_fit])
if verbose:
print('Fitting', symbols_to_fit)
print('Initial guess', initial_guess)
s = time.time()
out = minimize(self.predict,
initial_guess,
args=(ctx, ),
method=method,
options={'maxiter': maxiter},
**kwargs)
xs = np.atleast_1d(out.x).tolist()
if verbose:
print('Found', xs, 'in', int(time.time() - s), 's')
parameters = dict(zip(symbols_to_fit, xs))
return OptNode(parameters, ds)
def test_equilibrium_thermochemical_correct_probability(datasets_db):
"""Integration test for equilibrium thermochemical error."""
dbf = Database(CU_MG_TDB)
opt = EmceeOptimizer(dbf)
datasets_db.insert(CU_MG_EQ_HMR_LIQUID)
ctx = setup_context(dbf, datasets_db, ['VV0017'])
ctx.update(opt.get_priors(None, ['VV0017'], [0]))
prob = opt.predict(np.array([-31626.6]), **ctx)
expected_prob = norm(loc=0, scale=500).logpdf([-31626.6 * 0.5 * 0.5]).sum()
assert np.isclose(prob, expected_prob)
# change to -40000
prob = opt.predict(np.array([-40000], dtype=np.float_), **ctx)
expected_prob = norm(loc=0, scale=500).logpdf([-40000 * 0.5 * 0.5]).sum()
assert np.isclose(prob, expected_prob)
def test_equilibrium_thermochemical_context_is_pickleable(datasets_db):
"""Test that the context for equilibrium thermochemical data is pickleable"""
datasets_db.insert(CU_MG_EQ_HMR_LIQUID)
dbf = Database(CU_MG_TDB)
symbols_to_fit = database_symbols_to_fit(dbf)
initial_guess = np.array([unpack_piecewise(dbf.symbols[s]) for s in symbols_to_fit])
prior_dict = EmceeOptimizer.get_priors(None, symbols_to_fit, initial_guess)
ctx = setup_context(dbf, datasets_db)
ctx.update(prior_dict)
ctx_pickle = pickle.dumps(ctx)
ctx_unpickled = pickle.loads(ctx_pickle)
regular_predict = EmceeOptimizer.predict(initial_guess, **ctx)
unpickle_predict = EmceeOptimizer.predict(initial_guess, **ctx_unpickled)
assert np.isclose(regular_predict, unpickle_predict)
def test_zpf_context_is_pickleable(datasets_db):
"""Test that the context for ZPF data is pickleable"""
datasets_db.insert(CU_MG_DATASET_ZPF_ZERO_ERROR)
dbf = Database(CU_MG_TDB)
symbols_to_fit = database_symbols_to_fit(dbf)
initial_guess = np.array([unpack_piecewise(dbf.symbols[s]) for s in symbols_to_fit])
prior_dict = EmceeOptimizer.get_priors(None, symbols_to_fit, initial_guess)
ctx = setup_context(dbf, datasets_db)
ctx.update(prior_dict)
ctx_pickle = pickle.dumps(ctx)
ctx_unpickled = pickle.loads(ctx_pickle)
regular_predict = EmceeOptimizer.predict(initial_guess, **ctx)
unpickle_predict = EmceeOptimizer.predict(initial_guess, **ctx_unpickled)
assert np.isclose(regular_predict, unpickle_predict)
def _fit(
self,
symbols,
ds,
prior=None,
iterations=1000,
chains_per_parameter=2,
chain_std_deviation=0.1,
deterministic=True,
restart_trace=None,
tracefile=None,
probfile=None,
mcmc_data_weights=None,
approximate_equilibrium=False,
):
"""
Parameters
----------
symbols : list of str
ds : PickleableTinyDB
prior : str
Prior to use to generate priors. Defaults to 'zero', which keeps
backwards compatibility. Can currently choose 'normal', 'uniform',
'triangular', or 'zero'.
iterations : int
Number of iterations to calculate in MCMC. Default is 1000.
chains_per_parameter : int
number of chains for each parameter. Must be an even integer greater
or equal to 2. Defaults to 2.
chain_std_deviation : float
Standard deviation of normal for parameter initialization as a
fraction of each parameter. Must be greater than 0. Defaults to 0.1.
deterministic : bool
If True, the emcee sampler will be seeded to give deterministic sampling
draws. This will ensure that the runs with the exact same database,
chains_per_parameter, and chain_std_deviation (or restart_trace) will
produce exactly the same results.
restart_trace : np.ndarray
ndarray of the previous trace. Should have shape (chains, iterations, parameters)
tracefile : str
filename to store the trace with NumPy.save. Array has shape
(chains, iterations, parameters)
probfile : str
filename to store the log probability with NumPy.save. Has shape (chains, iterations)
mcmc_data_weights : dict
Dictionary of weights for each data type, e.g. {'ZPF': 20, 'HM': 2}
Returns
-------
Dict[str, float]
"""
# Set NumPy print options so logged arrays print on one line. Reset at the end.
np.set_printoptions(linewidth=sys.maxsize)
cbs = self.scheduler is None
ctx = setup_context(self.dbf,
ds,
symbols,
data_weights=mcmc_data_weights,
phase_models=self.phase_models,
make_callables=cbs)
symbols_to_fit = ctx['symbols_to_fit']
initial_guess = np.array(
[unpack_piecewise(self.dbf.symbols[s]) for s in symbols_to_fit])
prior_dict = self.get_priors(prior, symbols_to_fit, initial_guess)
ctx.update(prior_dict)
if 'zpf_kwargs' in ctx:
ctx['zpf_kwargs'][
'approximate_equilibrium'] = approximate_equilibrium
if 'equilibrium_thermochemical_kwargs' in ctx:
ctx['equilibrium_thermochemical_kwargs'][
'approximate_equilibrium'] = approximate_equilibrium
# Run the initial parameters for guessing purposes:
_log.trace("Probability for initial parameters")
self.predict(initial_guess, **ctx)
if restart_trace is not None:
chains = self.initialize_chains_from_trace(restart_trace)
# TODO: check that the shape is valid with the existing parameters
else:
chains = self.initialize_new_chains(initial_guess,
chains_per_parameter,
chain_std_deviation,
deterministic)
sampler = emcee.EnsembleSampler(chains.shape[0],
initial_guess.size,
self.predict,
kwargs=ctx,
pool=self.scheduler)
if deterministic:
from espei.rstate import numpy_rstate
sampler.random_state = numpy_rstate
_log.info('Using a deterministic ensemble sampler.')
self.sampler = sampler
self.tracefile = tracefile
self.probfile = probfile
# Run the MCMC simulation
self.do_sampling(chains, iterations)
# Post process
optimal_params = optimal_parameters(sampler.chain,
sampler.lnprobability)
_log.trace('Initial parameters: %s', initial_guess)
_log.trace('Optimal parameters: %s', optimal_params)
_log.trace('Change in parameters: %s',
np.abs(initial_guess - optimal_params) / initial_guess)
parameters = dict(zip(symbols_to_fit, optimal_params))
np.set_printoptions(linewidth=75)
return parameters