def test_mcmc_sync():
info: InputDict = yaml_load(yaml)
logger.info('Test end synchronization')
if mpi.rank() == 1:
max_samples = 200
else:
max_samples = 600
# simulate asynchronous ending sampling loop
info['sampler']['mcmc'] = {'max_samples': max_samples}
updated_info, sampler = run(info)
assert len(sampler.products()["sample"]) == max_samples
logger.info('Test error synchronization')
if mpi.rank() == 0:
info['sampler']['mcmc'] = {'max_samples': 'none'} # 'none' not valid
with NoLogging(logging.ERROR), pytest.raises(TypeError):
run(info)
else:
with pytest.raises(mpi.OtherProcessError):
run(info)
logger.info('Test one-process hang abort')
aborted = False
def test_abort():
nonlocal aborted
aborted = True
# test error converted into MPI_ABORT after timeout
# noinspection PyTypeChecker
with pytest.raises(
(LoggedError, mpi.OtherProcessError)), NoLogging(logging.ERROR):
with mpi.ProcessState('test',
time_out_seconds=0.5,
timeout_abort_proc=test_abort):
if mpi.rank() != 1:
time.sleep(0.6) # fake hang
else:
raise LoggedError(logger, 'Expected test error')
if mpi.rank() == 1:
assert aborted
def test_mcmc(tmpdir, packages_path=None):
dimension = 3
# Random initial proposal
# cov = mpi.share(
# random_cov(dimension * [[0, 1]], O_std_min=0.01, O_std_max=0.5)
# if mpi.is_main_process() else None)
cov = np.array([[0.01853538, -0.02990048, 0.00046138],
[-0.02990048, 0.14312571, -0.00441829],
[0.00046138, -0.00441829, 0.00019141]])
info_sampler = {
"mcmc": {
# Bad guess for covmat, so big burn in and max_tries
"max_tries": 3000,
"burn_in": 100 * dimension,
# Proposal, relearn quickly as poor guess
"covmat": cov,
"learn_proposal_Rminus1_max": 30
}
}
def check_gaussian(sampler_instance):
proposer = KL_norm(
S1=sampler_instance.model.likelihood["gaussian_mixture"].covs[0],
S2=sampler_instance.proposer.get_covariance())
sample = KL_norm(
m1=sampler_instance.model.likelihood["gaussian_mixture"].means[0],
S1=sampler_instance.model.likelihood["gaussian_mixture"].covs[0],
m2=sampler_instance.collection.mean(
first=int(sampler_instance.n() / 2)),
S2=sampler_instance.collection.cov(first=int(sampler_instance.n() /
2)))
print("KL proposer: %g ; KL sample: %g" % (proposer, sample))
if mpi.rank() == 0:
info_sampler["mcmc"].update({
# Callback to check KL divergence -- disabled in the automatic test
"callback_function": check_gaussian,
"callback_every": 100
})
body_of_sampler_test(info_sampler,
dimension=dimension,
fixed=True,
tmpdir=tmpdir,
random_state=np.random.default_rng(1))
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:
raise LoggedError(
self.log, "`oversample` has been deprecated. "
"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:
raise LoggedError(
self.log, "`check_every` has been deprecated. "
"Please use `learn_every` instead.")
# 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) !=
mpi.size()):
raise LoggedError(
self.log,
"Cannot resume a run with a different number of chains: "
"was %d and now is %d.", max(self.mpi_size or 0, 1),
mpi.size())
sync_processes()
# One collection per MPI process: `name` is the MPI rank + 1
name = str(1 + mpi.rank())
self.collection = SampleCollection(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:
self.callback_function_callable = (get_external_function(
self.callback_function))
# Useful for getting last points added inside callback function
self.last_point_callback = 0
self.i_learn = 1
# Monitoring/restore progress
if is_main_process():
cols = [
"N", "timestamp", "acceptance_rate", "Rminus1", "Rminus1_cl"
]
self.progress = DataFrame(columns=cols)
if self.output and not self.output.is_resuming():
header_fmt = {
"N": 6 * " " + "N",
"timestamp": 17 * " " + "timestamp"
}
with open(self.progress_filename(), "w",
encoding="utf-8") as progress_file:
progress_file.write("# " + " ".join([
header_fmt.get(col, ((7 + 8) - len(col)) * " " + col)
for col in 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):
last = len(self.collection) - 1
initial_point = (self.collection[
self.collection.sampled_params].iloc[last]).to_numpy(
dtype=np.float64, copy=True)
results = LogPosterior(
logpost=-self.collection[OutPar.minuslogpost].iloc[last],
logpriors=-(self.collection[
self.collection.minuslogprior_names].iloc[last].to_numpy(
dtype=np.float64, copy=True)),
loglikes=-0.5 *
(self.collection[self.collection.chi2_names].iloc[last].
to_numpy(dtype=np.float64, copy=True)),
derived=(self.collection[
self.collection.derived_params].iloc[last].to_numpy(
dtype=np.float64, copy=True)))
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, results = \
self.model.get_valid_point(max_tries=self.max_tries.value,
random_state=self._rng)
# 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.mpi_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,
random_state=self._rng)
self.set_proposer_blocking()
self.set_proposer_initial_covmat(load=True)
self.current_point.add(initial_point, results)
self.log.info("Initial point: %s", self.current_point)
# Max #(learn+convergence checks) to wait,
# in case one process dies/hangs without raising error
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
self._msg_ready = ("Ready to check convergence" +
(" and learn a new proposal covmat"
if self.learn_proposal else ""))
# Initial dummy checkpoint
# (needed when 1st "learn point" not reached in prev. run)
self.write_checkpoint()
def post(info_or_yaml_or_file: Union[InputDict, str, os.PathLike],
sample: Union[SampleCollection, List[SampleCollection], None] = None
) -> PostTuple:
info = load_input_dict(info_or_yaml_or_file)
logger_setup(info.get("debug"), info.get("debug_file"))
log = get_logger(__name__)
# MARKED FOR DEPRECATION IN v3.0
if info.get("modules"):
raise LoggedError(log, "The input field 'modules' has been deprecated."
"Please use instead %r", packages_path_input)
# END OF DEPRECATION BLOCK
info_post: PostDict = info.get("post") or {}
if not info_post:
raise LoggedError(log, "No 'post' block given. Nothing to do!")
if mpi.is_main_process() and info.get("resume"):
log.warning("Resuming not implemented for post-processing. Re-starting.")
if not info.get("output") and info_post.get("output") \
and not info.get("params"):
raise LoggedError(log, "The input dictionary must have be a full option "
"dictionary, or have an existing 'output' root to load "
"previous settings from ('output' to read from is in the "
"main block not under 'post'). ")
# 1. Load existing sample
output_in = get_output(prefix=info.get("output"))
if output_in:
info_in = output_in.load_updated_info() or update_info(info)
else:
info_in = update_info(info)
params_in: ExpandedParamsDict = info_in["params"] # type: ignore
dummy_model_in = DummyModel(params_in, info_in.get("likelihood", {}),
info_in.get("prior"))
in_collections = []
thin = info_post.get("thin", 1)
skip = info_post.get("skip", 0)
if info.get('thin') is not None or info.get('skip') is not None: # type: ignore
raise LoggedError(log, "'thin' and 'skip' should be "
"parameters of the 'post' block")
if sample:
# If MPI, assume for each MPI process post is passed in the list of
# collections that should be processed by that process
# (e.g. single chain output from sampler)
if isinstance(sample, SampleCollection):
in_collections = [sample]
else:
in_collections = sample
for i, collection in enumerate(in_collections):
if skip:
if 0 < skip < 1:
skip = int(round(skip * len(collection)))
collection = collection.filtered_copy(slice(skip, None))
if thin != 1:
collection = collection.thin_samples(thin)
in_collections[i] = collection
elif output_in:
files = output_in.find_collections()
numbered = files
if not numbered:
# look for un-numbered output files
files = output_in.find_collections(name=False)
if files:
if mpi.size() > len(files):
raise LoggedError(log, "Number of MPI processes (%s) is larger than "
"the number of sample files (%s)",
mpi.size(), len(files))
for num in range(mpi.rank(), len(files), mpi.size()):
in_collections += [SampleCollection(
dummy_model_in, output_in,
onload_thin=thin, onload_skip=skip, load=True, file_name=files[num],
name=str(num + 1) if numbered else "")]
else:
raise LoggedError(log, "No samples found for the input model with prefix %s",
os.path.join(output_in.folder, output_in.prefix))
else:
raise LoggedError(log, "No output from where to load from, "
"nor input collections given.")
if any(len(c) <= 1 for c in in_collections):
raise LoggedError(
log, "Not enough samples for post-processing. Try using a larger sample, "
"or skipping or thinning less.")
mpi.sync_processes()
log.info("Will process %d sample points.", sum(len(c) for c in in_collections))
# 2. Compare old and new info: determine what to do
add = info_post.get("add") or {}
if "remove" in add:
raise LoggedError(log, "remove block should be under 'post', not 'add'")
remove = info_post.get("remove") or {}
# Add a dummy 'one' likelihood, to absorb unused parameters
if not add.get("likelihood"):
add["likelihood"] = {}
add["likelihood"]["one"] = None
# Expand the "add" info, but don't add new default sampled parameters
orig_params = set(add.get("params") or [])
add = update_info(add, add_aggr_chi2=False)
add_params: ExpandedParamsDict = add["params"] # type: ignore
for p in set(add_params) - orig_params:
if p in params_in:
add_params.pop(p)
# 2.1 Adding/removing derived parameters and changes in priors of sampled parameters
out_combined_params = deepcopy_where_possible(params_in)
remove_params = list(str_to_list(remove.get("params")) or [])
for p in remove_params:
pinfo = params_in.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_combined_params.pop(p)
# Force recomputation of aggregated chi2
for p in list(out_combined_params):
if p.startswith(get_chi2_name("")):
out_combined_params.pop(p)
prior_recompute_1d = False
for p, pinfo in add_params.items():
pinfo_in = params_in.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)
# recompute prior if potentially changed sampled parameter priors
prior_recompute_1d = True
elif is_derived_param(pinfo):
if p in out_combined_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_or_function_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 pinfo_in and p in params_in and pinfo["value"] != pinfo_in.get("value"):
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))
elif not pinfo_in: # OK as long as we have known value for it
raise LoggedError(log, "Parameter %s no known value. ", p)
out_combined_params[p] = pinfo
out_combined: InputDict = {"params": out_combined_params} # type: ignore
# Turn the rest of *derived* parameters into constants,
# so that the likelihoods do not try to recompute them
# But be careful to exclude *input* params that have a "derived: True" value
# (which in "updated info" turns into "derived: 'lambda [x]: [x]'")
# Don't assign to derived parameters to theories, only likelihoods, so they can be
# recomputed if needed. If the theory does not need to be computed, it doesn't matter
# if it is already assigned parameters in the usual way; likelihoods can get
# the required derived parameters from the stored sample derived parameter inputs.
out_params_with_computed = deepcopy_where_possible(out_combined_params)
dropped_theory = set()
for p, pinfo in out_params_with_computed.items():
if (is_derived_param(pinfo) and "value" not in pinfo
and p not in add_params):
out_params_with_computed[p] = {"value": np.nan}
dropped_theory.add(p)
# 2.2 Manage adding/removing priors and likelihoods
warn_remove = False
kind: ModelBlock
for kind in ("prior", "likelihood", "theory"):
out_combined[kind] = deepcopy_where_possible(info_in.get(kind)) or {}
for remove_item in str_to_list(remove.get(kind)) or []:
try:
out_combined[kind].pop(remove_item, None)
if remove_item not in (add.get(kind) or []) and kind != "theory":
warn_remove = True
except ValueError:
raise LoggedError(
log, "Trying to remove %s '%s', but it is not present. "
"Existing ones: %r", kind, remove_item, list(out_combined[kind]))
if kind != "theory" and kind in add:
dups = set(add.get(kind) or []).intersection(out_combined[kind]) - {"one"}
if dups:
raise LoggedError(
log, "You have added %s '%s', which was already present. If you "
"want to force its recomputation, you must also 'remove' it.",
kind, dups)
out_combined[kind].update(add[kind])
if warn_remove and mpi.is_main_process():
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.")
mlprior_names_add = minuslogprior_names(add.get("prior") or [])
chi2_names_add = [get_chi2_name(name) for name in add["likelihood"] if
name != "one"]
out_combined["likelihood"].pop("one", None)
add_theory = add.get("theory")
if add_theory:
if len(add["likelihood"]) == 1 and not any(
is_derived_param(pinfo) for pinfo in add_params.values()):
log.warning("You are adding a theory, but this does not force recomputation "
"of any likelihood or derived parameters unless explicitly "
"removed+added.")
# Inherit from the original chain (input|output_params, renames, etc)
added_theory = add_theory.copy()
for theory, theory_info in out_combined["theory"].items():
if theory in list(added_theory):
out_combined["theory"][theory] = \
recursive_update(theory_info, added_theory.pop(theory))
out_combined["theory"].update(added_theory)
# Prepare recomputation of aggregated chi2
# (they need to be recomputed by hand, because auto-computation won't pick up
# old likelihoods for a given type)
all_types = {like: str_to_list(opts.get("type") or [])
for like, opts in out_combined["likelihood"].items()}
types = set(chain(*all_types.values()))
inv_types = {t: [like for like, like_types in all_types.items() if t in like_types]
for t in sorted(types)}
add_aggregated_chi2_params(out_combined_params, types)
# 3. Create output collection
# 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", info.get("output"))
if out_prefix:
suffix = info_post.get("suffix")
if not suffix:
raise LoggedError(log, "You need to provide a '%s' for your output chains.",
"suffix")
out_prefix += separator_files + "post" + separator_files + suffix
output_out = get_output(prefix=out_prefix, force=info.get("force"))
output_out.set_lock()
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 and mpi.is_main_process():
output_out.delete_infos()
for _file in output_out.find_collections():
output_out.delete_file_or_folder(_file)
info_out = deepcopy_where_possible(info)
info_post = info_post.copy()
info_out["post"] = info_post
# Updated with input info and extended (updated) add info
info_out.update(info_in) # type: ignore
info_post["add"] = add
dummy_model_out = DummyModel(out_combined_params, out_combined["likelihood"],
info_prior=out_combined["prior"])
out_func_parameterization = Parameterization(out_params_with_computed)
# TODO: check allow_renames=False?
model_add = Model(out_params_with_computed, add["likelihood"],
info_prior=add.get("prior"), info_theory=out_combined["theory"],
packages_path=(info_post.get(packages_path_input) or
info.get(packages_path_input)),
allow_renames=False, post=True,
stop_at_error=info.get('stop_at_error', False),
skip_unused_theories=True, dropped_theory_params=dropped_theory)
# Remove auxiliary "one" before dumping -- 'add' *is* info_out["post"]["add"]
add["likelihood"].pop("one")
out_collections = [SampleCollection(dummy_model_out, output_out, name=c.name,
cache_size=OutputOptions.default_post_cache_size)
for c in in_collections]
# TODO: should maybe add skip/thin to out_combined, so can tell post-processed?
output_out.check_and_dump_info(info_out, out_combined, check_compatible=False)
collection_in = in_collections[0]
collection_out = out_collections[0]
last_percent = None
known_constants = dummy_model_out.parameterization.constant_params()
known_constants.update(dummy_model_in.parameterization.constant_params())
missing_params = dummy_model_in.parameterization.sampled_params().keys() - set(
collection_in.columns)
if missing_params:
raise LoggedError(log, "Input samples do not contain expected sampled parameter "
"values: %s", missing_params)
missing_priors = set(name for name in collection_out.minuslogprior_names if
name not in mlprior_names_add
and name not in collection_in.columns)
if _minuslogprior_1d_name in missing_priors:
prior_recompute_1d = True
if prior_recompute_1d:
missing_priors.discard(_minuslogprior_1d_name)
mlprior_names_add.insert(0, _minuslogprior_1d_name)
prior_regenerate: Optional[Prior]
if missing_priors and "prior" in info_in:
# in case there are input priors that are not stored in input samples
# e.g. when postprocessing GetDist/CosmoMC-format chains
in_names = minuslogprior_names(info_in["prior"])
info_prior = {piname: inf for (piname, inf), in_name in
zip(info_in["prior"].items(), in_names) if
in_name in missing_priors}
regenerated_prior_names = minuslogprior_names(info_prior)
missing_priors.difference_update(regenerated_prior_names)
prior_regenerate = Prior(dummy_model_in.parameterization, info_prior)
else:
prior_regenerate = None
regenerated_prior_names = None
if missing_priors:
raise LoggedError(log, "Missing priors: %s", missing_priors)
mpi.sync_processes()
output_in.check_lock()
# 4. Main loop! Loop over input samples and adjust as required.
if mpi.is_main_process():
log.info("Running post-processing...")
difflogmax: Optional[float] = None
to_do = sum(len(c) for c in in_collections)
weights = []
done = 0
last_dump_time = time.time()
for collection_in, collection_out in zip(in_collections, out_collections):
importance_weights = []
def set_difflogmax():
nonlocal difflogmax
difflog = (collection_in[OutPar.minuslogpost].to_numpy(
dtype=np.float64)[:len(collection_out)]
- collection_out[OutPar.minuslogpost].to_numpy(dtype=np.float64))
difflogmax = np.max(difflog)
if abs(difflogmax) < 1:
difflogmax = 0 # keep simple when e.g. very similar
log.debug("difflogmax: %g", difflogmax)
if mpi.more_than_one_process():
difflogmax = max(mpi.allgather(difflogmax))
if mpi.is_main_process():
log.debug("Set difflogmax: %g", difflogmax)
_weights = np.exp(difflog - difflogmax)
importance_weights.extend(_weights)
collection_out.reweight(_weights)
for i, point in collection_in.data.iterrows():
all_params = point.to_dict()
for p in remove_params:
all_params.pop(p, None)
log.debug("Point: %r", point)
sampled = np.array([all_params[param] for param in
dummy_model_in.parameterization.sampled_params()])
all_params = out_func_parameterization.to_input(all_params).copy()
# Add/remove priors
if prior_recompute_1d:
priors_add = [model_add.prior.logps_internal(sampled)]
if priors_add[0] == -np.inf:
continue
else:
priors_add = []
if model_add.prior.external:
priors_add.extend(model_add.prior.logps_external(all_params))
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 prior_regenerate:
regenerated = dict(zip(regenerated_prior_names,
prior_regenerate.logps_external(all_params)))
for _i, name in enumerate(collection_out.minuslogprior_names):
if name in regenerated_prior_names:
logpriors_new[_i] = regenerated[name]
if is_debug(log):
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 and/or (re-)calculate derived parameters
loglikes_add, output_derived = model_add._loglikes_input_params(
all_params, return_output_params=True)
loglikes_add = dict(zip(chi2_names_add, loglikes_add))
output_derived = dict(zip(model_add.output_params, output_derived))
loglikes_new = [loglikes_add.get(name, -0.5 * point.get(name, 0))
for name in collection_out.chi2_names]
if is_debug(log):
log.debug("New set of likelihoods: %r",
dict(zip(dummy_model_out.likelihood, loglikes_new)))
if output_derived:
log.debug("New set of derived parameters: %r", output_derived)
if -np.inf in loglikes_new:
continue
all_params.update(output_derived)
all_params.update(out_func_parameterization.to_derived(all_params))
derived = {param: all_params.get(param) for param in
dummy_model_out.parameterization.derived_params()}
# 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 is_debug(log):
log.debug("New derived parameters: %r",
{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)
weight = point.get(OutPar.weight)
mpi.check_errors()
if difflogmax is None and i > OutputOptions.reweight_after and \
time.time() - last_dump_time > OutputOptions.output_inteveral_s / 2:
set_difflogmax()
collection_out.out_update()
if difflogmax is not None:
logpost_new = sum(logpriors_new) + sum(loglikes_new)
importance_weight = np.exp(logpost_new + point.get(OutPar.minuslogpost)
- difflogmax)
weight = weight * importance_weight
importance_weights.append(importance_weight)
if time.time() - last_dump_time > OutputOptions.output_inteveral_s:
collection_out.out_update()
last_dump_time = time.time()
if weight > 0:
collection_out.add(sampled, derived=derived.values(), weight=weight,
logpriors=logpriors_new, loglikes=loglikes_new)
# Display progress
percent = int(np.round((i + done) / to_do * 100))
if percent != last_percent and not percent % 5:
last_percent = percent
progress_bar(log, percent, " (%d/%d)" % (i + done, to_do))
if difflogmax is None:
set_difflogmax()
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.")
collection_out.out_update()
weights.append(np.array(importance_weights))
done += len(collection_in)
assert difflogmax is not None
points = 0
tot_weight = 0
min_weight = np.inf
max_weight = -np.inf
max_output_weight = -np.inf
sum_w2 = 0
points_removed = 0
for collection_in, collection_out, importance_weights in zip(in_collections,
out_collections,
weights):
output_weights = collection_out[OutPar.weight]
points += len(collection_out)
tot_weight += np.sum(output_weights)
points_removed += len(importance_weights) - len(output_weights)
min_weight = min(min_weight, np.min(importance_weights))
max_weight = max(max_weight, np.max(importance_weights))
max_output_weight = max(max_output_weight, np.max(output_weights))
sum_w2 += np.dot(output_weights, output_weights)
(tot_weights, min_weights, max_weights, max_output_weights, sum_w2s, points_s,
points_removed_s) = mpi.zip_gather(
[tot_weight, min_weight, max_weight, max_output_weight, sum_w2,
points, points_removed])
if mpi.is_main_process():
output_out.clear_lock()
log.info("Finished! Final number of distinct sample points: %s", sum(points_s))
log.info("Importance weight range: %.4g -- %.4g",
min(min_weights), max(max_weights))
if sum(points_removed_s):
log.info("Points deleted due to zero weight: %s", sum(points_removed_s))
log.info("Effective number of single samples if independent (sum w)/max(w): %s",
int(sum(tot_weights) / max(max_output_weights)))
log.info(
"Effective number of weighted samples if independent (sum w)^2/sum(w^2): "
"%s", int(sum(tot_weights) ** 2 / sum(sum_w2s)))
products: PostResultDict = {"sample": value_or_list(out_collections),
"stats": {'min_importance_weight': (min(min_weights) /
max(max_weights)),
'points_removed': sum(points_removed_s),
'tot_weight': sum(tot_weights),
'max_weight': max(max_output_weights),
'sum_w2': sum(sum_w2s),
'points': sum(points_s)},
"logpost_weight_offset": difflogmax,
"weights": value_or_list(weights)}
return PostTuple(info=out_combined, products=products)
def initialize(self):
if self.method not in evals_attr:
raise LoggedError(self.log, "Method '%s' not recognized. Try one of %r.",
self.method, list(evals_attr))
self.mpi_info("Initializing")
self.max_iter = int(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)
self.initial_points = []
assert self.best_of > 0
num_starts = int(np.ceil(self.best_of / mpi.size()))
if self.output:
files = self.output.find_collections()
else:
files = None
for start in range(num_starts):
initial_point = None
if files:
collection_in: Optional[SampleCollection]
if mpi.more_than_one_process() or num_starts > 1:
index = 1 + mpi.rank() * num_starts + start
if index <= len(files):
collection_in = SampleCollection(
self.model, self.output, name=str(index), resuming=True)
else:
collection_in = None
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 %s/%s from %s of previous chain:", start + 1,
num_starts, "best fit" if self.ignore_prior else "MAP")
# Compute covmat if input but no .covmat file (e.g. with PolyChord)
# Prefer old over `covmat` definition in yaml (same as MCMC)
self.covmat = collection_in.cov(derived=False)
self.covmat_params = list(
self.model.parameterization.sampled_params())
if initial_point is None:
for _ in range(self.max_iter // 10 + 5):
initial_point = self.model.prior.reference(random_state=self._rng)
if np.isfinite(self.logp(initial_point)):
break
else:
raise LoggedError(self.log, "Could not find random starting point "
"giving finite posterior")
self.log.info("Starting %s/%s random initial point:",
start + 1, num_starts)
self.log.info(
dict(zip(self.model.parameterization.sampled_params(), initial_point)))
self.initial_points.append(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(prefer_load_old=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.result = None
