def setUp(cls):
cls.lb = np.array([-1])
cls.ub = np.array([5])
cls.problem_training_data = pypesto.Problem(
lsq_residual_objective(0), cls.lb, cls.ub
)
cls.problem_all_data = pypesto.Problem(
pypesto.objective.AggregatedObjective(
[lsq_residual_objective(0), lsq_residual_objective(2)]
),
cls.lb,
cls.ub,
)
# optimum f(0)=0
cls.result_training_data = optimize.minimize(
cls.problem_training_data, n_starts=5, filename=None
)
# Optimum f(1)=2
cls.result_all_data = optimize.minimize(
cls.problem_all_data, n_starts=5, filename=None
)
def test_x_names():
"""Test that `x_names` are handled properly."""
kwargs = {
'objective': pypesto.Objective(),
'lb': [-5] * 3,
'ub': [4] * 3,
'x_fixed_indices': [1],
'x_fixed_vals': [42.0],
}
# non-unique values
with pytest.raises(ValueError):
pypesto.Problem(x_names=['x1', 'x2', 'x2'], **kwargs)
# too few or too many arguments
with pytest.raises(AssertionError):
pypesto.Problem(x_names=['x1', 'x2'], **kwargs)
with pytest.raises(AssertionError):
pypesto.Problem(x_names=['x1', 'x2', 'x3', 'x4'], **kwargs)
# all fine
problem = pypesto.Problem(x_names=['a', 'b', 'c'], **kwargs)
assert problem.x_names == ['a', 'b', 'c']
# defaults
problem = pypesto.Problem(**kwargs)
assert problem.x_names == ['x0', 'x1', 'x2']
def test_mode():
"""
Tests the maximum/optimum for priors in different scales...
"""
scales = ['lin', 'log', 'log10']
prior_types = ['normal', 'laplace', 'logNormal']
problem_dict = {
'lin': {
'lb': [0],
'ub': [10],
'opt': [1]
},
'log': {
'lb': [-3],
'ub': [3],
'opt': [0]
},
'log10': {
'lb': [-3],
'ub': [2],
'opt': [0]
}
}
for prior_type, scale in itertools.product(prior_types, scales):
prior_list = [get_parameter_prior_dict(0, prior_type, [1, 1], scale)]
test_prior = NegLogParameterPriors(prior_list)
test_problem = pypesto.Problem(test_prior,
lb=problem_dict[scale]['lb'],
ub=problem_dict[scale]['ub'],
dim_full=1,
x_scales=[scale])
optimizer = pypesto.optimize.ScipyOptimizer(method='Nelder-Mead')
result = pypesto.optimize.minimize(problem=test_problem,
optimizer=optimizer,
n_starts=10)
assert np.isclose(result.optimize_result.list[0]['x'],
problem_dict[scale]['opt'],
atol=1e-04)
# test uniform distribution:
for scale in scales:
prior_dict = get_parameter_prior_dict(0, 'uniform', [1, 2], scale)
# check inside and outside of interval
assert abs(prior_dict['density_fun'](lin_to_scaled(.5, scale)) -
0) < 1e-8
assert abs(prior_dict['density_fun'](lin_to_scaled(1.5, scale)) -
math.log(1)) < 1e-8
assert abs(prior_dict['density_fun'](lin_to_scaled(2.5, scale)) -
0) < 1e-8
def gaussian_problem():
def nllh(x):
return -gaussian_llh(x)
objective = pypesto.Objective(fun=nllh)
problem = pypesto.Problem(objective=objective, lb=[-10], ub=[10])
return problem
def parameter_estimation(objective, library, solver, fixed_pars, n_starts):
if re.match(r'(?i)^(ls_)', solver):
options = {'max_nfev': 10}
else:
options = {'maxiter': 10}
if library == 'scipy':
optimizer = pypesto.ScipyOptimizer(method=solver, options=options)
elif library == 'dlib':
optimizer = pypesto.DlibOptimizer(method=solver, options=options)
elif library == 'pyswarm':
optimizer = pypesto.PyswarmOptimizer(options=options)
else:
raise ValueError("This code should not be reached")
optimizer.temp_file = os.path.join('test', 'tmp_{index}.csv')
dim = len(objective.x_ids)
lb = -2 * np.ones((1, dim))
ub = 2 * np.ones((1, dim))
pars = objective.amici_model.getParameters()
problem = pypesto.Problem(objective,
lb,
ub,
x_fixed_indices=fixed_pars,
x_fixed_vals=[pars[idx] for idx in fixed_pars])
optimize_options = pypesto.OptimizeOptions(
allow_failed_starts=False,
startpoint_resample=True,
)
pypesto.minimize(problem, optimizer, n_starts, options=optimize_options)
def test_empty_prior():
"""Check that priors are zero when none are defined."""
# define negative log posterior
posterior_fun = pypesto.Objective(fun=negative_log_posterior)
# define pypesto problem without prior object
test_problem = pypesto.Problem(objective=posterior_fun,
lb=-10,
ub=10,
x_names=['x'])
sampler = sample.AdaptiveMetropolisSampler()
result = sample.sample(
test_problem,
n_samples=50,
sampler=sampler,
x0=np.array([0.0]),
filename=None,
)
# get log prior values of first chain
logprior_trace = -result.sample_result.trace_neglogprior[0, :]
# check that all entries are zero
assert (logprior_trace == 0.0).all()
def test_profile_with_fixed_parameters():
"""Test using profiles with fixed parameters."""
obj = test_objective.rosen_for_sensi(max_sensi_order=1)['obj']
lb = -2 * np.ones(5)
ub = 2 * np.ones(5)
problem = pypesto.Problem(objective=obj,
lb=lb,
ub=ub,
x_fixed_vals=[0.5, -1.8],
x_fixed_indices=[0, 3])
optimizer = optimize.ScipyOptimizer(options={'maxiter': 50})
result = optimize.minimize(problem=problem,
optimizer=optimizer,
n_starts=2)
for i_method, next_guess_method in enumerate([
'fixed_step', 'adaptive_step_order_0', 'adaptive_step_order_1',
'adaptive_step_regression'
]):
print(next_guess_method)
profile.parameter_profile(problem=problem,
result=result,
optimizer=optimizer,
next_guess_method=next_guess_method)
# standard plotting
axes = visualize.profiles(result, profile_list_ids=i_method)
assert len(axes) == 3
visualize.profile_cis(result, profile_list=i_method)
def check_minimize(objective, library, solver, allow_failed_starts=False):
options = {'maxiter': 100}
optimizer = None
if library == 'scipy':
optimizer = pypesto.ScipyOptimizer(method=solver, options=options)
elif library == 'dlib':
optimizer = pypesto.DlibOptimizer(method=solver, options=options)
elif library == 'pyswarm':
optimizer = pypesto.PyswarmOptimizer(options=options)
lb = 0 * np.ones((1, 2))
ub = 1 * np.ones((1, 2))
problem = pypesto.Problem(objective, lb, ub)
optimize_options = pypesto.OptimizeOptions(
allow_failed_starts=allow_failed_starts)
result = pypesto.minimize(problem=problem,
optimizer=optimizer,
n_starts=1,
startpoint_method=pypesto.startpoint.uniform,
options=optimize_options)
assert isinstance(result.optimize_result.list[0]['fval'], float)
def test_mpipoolengine():
"""
Test the MPIPoolEngine by calling an example script with mpiexec.
"""
try:
# get the path to this file:
path = os.path.dirname(__file__)
# run the example file.
subprocess.check_call( # noqa: S603,S607
[
'mpiexec',
'-np',
'2',
'python',
'-m',
'mpi4py.futures',
f'{path}/../../doc/example/example_MPIPool.py',
]
)
# read results
result1 = read_result('temp_result.h5', problem=True, optimize=True)
# set optimizer
optimizer = optimize.FidesOptimizer(verbose=0)
# initialize problem with x_guesses and objective
objective = pypesto.Objective(
fun=sp.optimize.rosen,
grad=sp.optimize.rosen_der,
hess=sp.optimize.rosen_hess,
)
x_guesses = np.array(
[result1.optimize_result.list[i]['x0'] for i in range(2)]
)
problem = pypesto.Problem(
objective=objective,
ub=result1.problem.ub,
lb=result1.problem.lb,
x_guesses=x_guesses,
)
result2 = optimize.minimize(
problem=problem,
optimizer=optimizer,
n_starts=2,
engine=pypesto.engine.MultiProcessEngine(),
filename=None,
)
for ix in range(2):
assert_almost_equal(
result1.optimize_result.list[ix]['x'],
result2.optimize_result.list[ix]['x'],
err_msg='The final parameter values '
'do not agree for the engines.',
)
finally:
if os.path.exists('temp_result.h5'):
# delete data
os.remove('temp_result.h5')
def _test_basic(self, engine):
# set up problem
objective = test_objective.rosen_for_sensi(max_sensi_order=2)['obj']
lb = 0 * np.ones((1, 2))
ub = 1 * np.ones((1, 2))
problem = pypesto.Problem(objective, lb, ub)
result = pypesto.minimize(problem=problem, n_starts=9, engine=engine)
self.assertTrue(len(result.optimize_result.as_list()) == 9)
def get_problem(self):
"""Full pypesto problem."""
return pypesto.Problem(
objective=self.get_objective(),
lb=self.lb,
ub=self.ub,
x_guesses=self.x_guesses,
)
def gaussian_mixture_problem():
"""Problem based on a mixture of gaussians."""
def nllh(x):
return - gaussian_mixture_llh(x)
objective = pypesto.Objective(fun=nllh)
problem = pypesto.Problem(objective=objective, lb=[-10], ub=[10],
x_names=['x'])
return problem
def test_unbounded_minimize(optimizer):
"""
Test unbounded optimization using various optimizers and objective modes.
"""
lb_init = 1.1 * np.ones((1, 2))
lb = -np.inf * np.ones(lb_init.shape)
ub_init = 1.11 * np.ones((1, 2))
ub = np.inf * np.ones(ub_init.shape)
problem = pypesto.Problem(
rosen_for_sensi(max_sensi_order=2)['obj'],
lb, ub, lb_init=lb_init, ub_init=ub_init
)
opt = get_optimizer(*optimizer)
options = optimize.OptimizeOptions(allow_failed_starts=False)
if isinstance(optimizer[1], str) and re.match(r'^(?i)(ls_)', optimizer[1]):
return
if optimizer in [('dlib', ''), ('pyswarm', ''), ('cmaes', ''),
*[('nlopt', method) for method in [
nlopt.GN_ESCH, nlopt.GN_ISRES, nlopt.GN_AGS,
nlopt.GD_STOGO, nlopt.GD_STOGO_RAND, nlopt.G_MLSL,
nlopt.G_MLSL_LDS, nlopt.GD_MLSL, nlopt.GD_MLSL_LDS,
nlopt.GN_CRS2_LM, nlopt.GN_ORIG_DIRECT,
nlopt.GN_ORIG_DIRECT_L, nlopt.GN_DIRECT,
nlopt.GN_DIRECT_L, nlopt.GN_DIRECT_L_NOSCAL,
nlopt.GN_DIRECT_L_RAND,
nlopt.GN_DIRECT_L_RAND_NOSCAL]]]:
with pytest.raises(ValueError):
optimize.minimize(
problem=problem,
optimizer=opt,
n_starts=1,
startpoint_method=pypesto.startpoint.uniform,
options=options
)
return
else:
result = optimize.minimize(
problem=problem,
optimizer=opt,
n_starts=1,
startpoint_method=pypesto.startpoint.uniform,
options=options
)
# check that ub/lb were reverted
assert isinstance(result.optimize_result.list[0]['fval'], float)
if optimizer not in [('scipy', 'ls_trf'), ('scipy', 'ls_dogbox')]:
assert np.isfinite(result.optimize_result.list[0]['fval'])
assert result.optimize_result.list[0]['x'] is not None
# check that result is not in bounds, optimum is at (1,1), so you would
# hope that any reasonable optimizer manage to finish with x < ub,
# but I guess some are pretty terrible
assert np.any(result.optimize_result.list[0]['x'] < lb_init) or \
np.any(result.optimize_result.list[0]['x'] > ub_init)
def gaussian_mixture_separated_modes_problem():
"""Problem based on a mixture of gaussians with far/separated modes."""
def nllh(x):
return - gaussian_mixture_separated_modes_llh(x)
objective = pypesto.Objective(fun=nllh)
problem = pypesto.Problem(objective=objective, lb=[-100], ub=[200],
x_names=['x'])
return problem
def rosenbrock_problem():
"""Problem based on rosenbrock objective."""
objective = pypesto.Objective(fun=so.rosen)
dim_full = 2
lb = -5 * np.ones((dim_full, 1))
ub = 5 * np.ones((dim_full, 1))
problem = pypesto.Problem(objective=objective, lb=lb, ub=ub)
return problem
def test_dim_vs_dim_full():
"""Test passing arrays in the full or reduced dimension."""
objective = pypesto.Objective()
# define problem with bounds including fixed parameters
pypesto.Problem(objective=objective,
lb=[-1] * 4,
ub=[1] * 4,
dim_full=4,
x_fixed_indices=[0, 3],
x_fixed_vals=[42, 43])
# define problem with incomplete bounds
pypesto.Problem(objective=objective,
lb=[-1] * 2,
ub=[1] * 2,
dim_full=4,
x_fixed_indices=[0, 3],
x_fixed_vals=[42, 43])
def problem():
"""A very basic problem."""
lb = [-5] * 10
ub = [6] * 10
objective = pypesto.Objective()
problem = pypesto.Problem(objective=objective,
lb=lb,
ub=ub,
x_fixed_indices=[0, 1, 5],
x_fixed_vals=[42, 43, 44])
return problem
def create_problem():
# define a pypesto objective
objective = pypesto.Objective(fun=so.rosen,
grad=so.rosen_der,
hess=so.rosen_hess)
# define a pypesto problem
(lb, ub) = create_bounds()
problem = pypesto.Problem(objective=objective, lb=lb, ub=ub)
return problem
def create_problem(n_parameters: int = 2, x_names: Sequence[str] = None):
# define a pypesto objective
objective = pypesto.Objective(
fun=so.rosen, grad=so.rosen_der, hess=so.rosen_hess, x_names=x_names
)
# define a pypesto problem
(lb, ub) = create_bounds(n_parameters)
problem = pypesto.Problem(objective=objective, lb=lb, ub=ub)
return problem
def problem(request) -> pypesto.Problem:
if request.param == 'cr':
return CRProblem().get_problem()
elif 'rosen' in request.param:
integrated = 'integrated' in request.param
obj = rosen_for_sensi(max_sensi_order=2, integrated=integrated)['obj']
lb = 0 * np.ones((1, 2))
ub = 1 * np.ones((1, 2))
return pypesto.Problem(objective=obj, lb=lb, ub=ub)
else:
raise ValueError("Unexpected input")
def create_problem():
objective = rosen_for_sensi(2)['obj']
lb = [-3, -3, -3, -3, -3]
ub = [3, 3, 3, 3, 3]
x_fixed_indices = [1, 3]
x_fixed_vals = [1, 1]
problem = pypesto.Problem(objective=objective,
lb=lb, ub=ub,
x_fixed_indices=x_fixed_indices,
x_fixed_vals=x_fixed_vals)
return problem
def _multistart_on_kernel(fun, lb, ub):
objective = pypesto.Objective(fun=fun)
problem = pypesto.Problem(objective=objective, lb=lb, ub=ub)
optimizer = pypesto.ScipyOptimizer(options={
'maxiter': 10000,
'maxfun': 10000,
'disp': False
})
result = pypesto.minimize(problem=problem,
optimizer=optimizer,
n_starts=100)
return result
def _test_basic(engine):
# set up problem
objective = rosen_for_sensi(max_sensi_order=2)['obj']
lb = 0 * np.ones((1, 2))
ub = 1 * np.ones((1, 2))
problem = pypesto.Problem(objective, lb, ub)
optimizer = pypesto.optimize.ScipyOptimizer(options={'maxiter': 10})
result = pypesto.optimize.minimize(problem=problem,
n_starts=5,
engine=engine,
optimizer=optimizer)
assert len(result.optimize_result.as_list()) == 5
def test_ensemble_from_optimization():
"""
Test reading an ensemble from optimization result.
"""
objective = pypesto.Objective(fun=so.rosen,
grad=so.rosen_der,
hess=so.rosen_hess)
dim_full = 10
lb = -5 * np.ones((dim_full, 1))
ub = 5 * np.ones((dim_full, 1))
n_starts = 5
problem = pypesto.Problem(objective=objective, lb=lb, ub=ub)
optimizer = optimize.ScipyOptimizer(options={'maxiter': 10})
history_options = pypesto.HistoryOptions(trace_record=True)
result = optimize.minimize(
problem=problem,
optimizer=optimizer,
n_starts=n_starts,
history_options=history_options,
)
# change fvals of each start
for i_start, optimizer_result in enumerate(result.optimize_result.list):
optimizer_result['fval'] = i_start + 1
for i_iter in range(len(optimizer_result['history']._trace['fval'])):
optimizer_result['history']._trace['fval'][i_iter] = (
len(optimizer_result['history']._trace['fval']) + i_start -
i_iter)
# test_endpoints
ensemble_ep = Ensemble.from_optimization_endpoints(result=result,
cutoff=4,
max_size=10)
ensemble_hist = Ensemble.from_optimization_history(result=result,
cutoff=4,
max_size=10,
max_per_start=5)
# compare vector_tags with the expected values:
ep_tags = [(int(result.optimize_result.list[i]['id']), -1)
for i in [0, 1, 2, 3]]
hist_tags = [(
int(result.optimize_result.list[i]['id']),
len(result.optimize_result.list[i]['history']._trace['fval']) - 1 - j,
) for i in range(4) for j in reversed(range(4 - i))]
assert hist_tags == ensemble_hist.vector_tags
assert ep_tags == ensemble_ep.vector_tags
def create_problem():
# define a pypesto objective (with tracing options)
objective_options = pypesto.ObjectiveOptions(trace_record=True,
trace_save_iter=1)
objective = pypesto.Objective(fun=sp.optimize.rosen,
grad=sp.optimize.rosen_der,
hess=sp.optimize.rosen_hess,
options=objective_options)
# define a pypesto problem
(lb, ub) = create_bounds()
problem = pypesto.Problem(objective=objective, lb=lb, ub=ub)
return problem
def test_prior():
"""Check that priors are defined for sampling."""
# define negative log posterior
posterior_fun = pypesto.Objective(fun=negative_log_posterior)
# define negative log prior
prior_fun = pypesto.Objective(fun=negative_log_prior)
# define pypesto prior object
prior_object = pypesto.NegLogPriors(objectives=[prior_fun])
# define pypesto problem using prior object
test_problem = pypesto.Problem(
objective=posterior_fun,
x_priors_defs=prior_object,
lb=-10,
ub=10,
x_names=['x'],
)
sampler = sample.AdaptiveMetropolisSampler()
result = sample.sample(
test_problem,
n_samples=1e4,
sampler=sampler,
x0=np.array([0.0]),
filename=None,
)
# get log prior values of first chain
logprior_trace = -result.sample_result.trace_neglogprior[0, :]
# check that not all entries are zero
assert (logprior_trace != 0.0).any()
# get samples of first chain
samples = result.sample_result.trace_x[0, :, 0]
# generate ground-truth samples
rvs = norm.rvs(size=5000, loc=-1.0, scale=np.sqrt(0.7))
# check sample distribution agreement with the ground-truth
statistic, pval = ks_2samp(rvs, samples)
print(statistic, pval)
assert statistic < 0.1
def rosenbrock_problem():
"""Problem based on rosenbrock objective.
Features
--------
* 3-dim
* has fixed parameters
"""
objective = pypesto.Objective(fun=so.rosen)
dim_full = 2
lb = -5 * np.ones((dim_full, 1))
ub = 5 * np.ones((dim_full, 1))
problem = pypesto.Problem(
objective=objective, lb=lb, ub=ub,
x_fixed_indices=[1], x_fixed_vals=[2])
return problem
def create_optimization_results(objective):
# create optimizer, pypesto problem and options
options = {'maxiter': 200}
optimizer = optimize.ScipyOptimizer(method='TNC', options=options)
lb = -2 * np.ones(2)
ub = 2 * np.ones(2)
problem = pypesto.Problem(objective, lb, ub)
optimize_options = optimize.OptimizeOptions(allow_failed_starts=True)
# run optimization
result = optimize.minimize(problem=problem,
optimizer=optimizer,
n_starts=5,
startpoint_method=pypesto.startpoint.uniform,
options=optimize_options)
return problem, result, optimizer
def test_optimize():
# logging
pypesto.logging.log_to_console(logging.WARN)
filename = ".test_logging.tmp"
pypesto.logging.log_to_file(logging.DEBUG, filename)
logger = logging.getLogger('pypesto')
if os.path.exists(filename):
os.remove(filename)
fh = logging.FileHandler(filename)
fh.setLevel(logging.DEBUG)
logger.addHandler(fh)
logger.info("start test")
# problem definition
def fun(_):
raise Exception("This function cannot be called.")
objective = pypesto.Objective(fun=fun)
problem = pypesto.Problem(objective, -1, 1)
optimizer = pypesto.optimize.ScipyOptimizer()
options = {'allow_failed_starts': True}
# optimization
pypesto.optimize.minimize(problem,
optimizer,
5,
options=options,
filename=None)
# assert logging worked
assert os.path.exists(filename)
f = open(filename, 'rb')
content = str(f.read())
f.close()
# tidy up
os.remove(filename)
# check if error message got inserted
assert "fail" in content
def setup_rosen_problem(n_starts: int = 2):
"""Set up the rosenbrock problem and return
a pypesto.Problem"""
objective = pypesto.Objective(
fun=sp.optimize.rosen,
grad=sp.optimize.rosen_der,
hess=sp.optimize.rosen_hess,
)
dim_full = 10
lb = -5 * np.ones((dim_full, 1))
ub = 5 * np.ones((dim_full, 1))
# fixing startpoints
startpoints = pypesto.startpoint.latin_hypercube(
n_starts=n_starts, lb=lb, ub=ub
)
problem = pypesto.Problem(
objective=objective, lb=lb, ub=ub, x_guesses=startpoints
)
return problem