def plot_trajectory_result_necessary_data(fname, accs_at_least=[0.5]): results = result_dict_from_file(fname) fun = lambda x: np.mean(x[:, 1]) Ds, Ns, avg_accept_est = gen_sparse_2d_array_from_dict(results, fun) plt.figure() for acc_at_least in accs_at_least: N_at_least = np.zeros(len(Ds)) for i, D in enumerate(Ds): w = np.where(avg_accept_est[i, :] > acc_at_least)[0] if len(w) > 0: N_at_least[i] = np.min(Ns[w]) logger.info("%.2f acc. for D=%d at N=%d" % (acc_at_least, D, N_at_least[i])) else: logger.info("Did not reach %.2f acc. for D=%d" % (acc_at_least, D)) plt.plot(Ds, N_at_least) plt.yscale('log') # plt.xscale('log') plt.legend(["%.2f acc." % acc_at_least for acc_at_least in accs_at_least], loc="lower right") plt.grid(True) fname_base = fname.split(".")[-2] plt.savefig(fname_base + "_data_needs_kmc.eps", axis_inches='tight')
def plot_trajectory_result_heatmap(fname): results = result_dict_from_file(fname) # acc_mean, acc_est_mean, vol, vol_est, steps_taken fun = lambda x: np.mean(x[:, 1]) Ds, Ns, avg_accept_est = gen_sparse_2d_array_from_dict(results, fun) plt.figure() plot_acceptance_heatmap(Ns, Ds, avg_accept_est) plt.xscale('log') fname_base = fname.split(".")[-2] plt.savefig(fname_base + "_kmc.eps", axis_inches='tight')
def plot_repetitions_heatmap(fname): results = result_dict_from_file(fname) # acc_mean, acc_est_mean, vol, vol_est, steps_taken fun = lambda x: x.shape[0] Ds, Ns, repetitions = gen_sparse_2d_array_from_dict(results, fun, default_value=0) plt.figure() plot_acceptance_heatmap(Ns, Ds, repetitions) plt.xscale('log') plt.title("Repetitions")
def plot_trajectory_result_mean_fixed_N(fname, N): results = result_dict_from_file(fname) # acc_mean, acc_est_mean, vol, vol_est, steps_taken fun = lambda x: np.mean(x[:, 1]) Ds, Ns, avg_accept_est_mean = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.mean(x[:, 0]) _, _, avg_accept_mean = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 1], 25) _, _, avg_accept_est_lower_25 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 1], 75) _, _, avg_accept_est_upper_25 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 1], 5) _, _, avg_accept_est_lower_5 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 1], 95) _, _, avg_accept_est_upper_95 = gen_sparse_2d_array_from_dict(results, fun) N_ind = np.where(Ns == N)[0][0] plt.figure() plt.plot(Ds, avg_accept_mean[:, N_ind], 'r') plt.plot(Ds, avg_accept_est_mean[:, N_ind], 'b') plt.plot(Ds, avg_accept_est_lower_25[:, N_ind], 'b-.') plt.plot(Ds, avg_accept_est_lower_5[:, N_ind], color="grey") plt.plot(Ds, avg_accept_est_upper_95[:, N_ind], color="grey") plt.fill_between(Ds, avg_accept_est_lower_5[:, N_ind], avg_accept_est_upper_95[:, N_ind], color="grey", alpha=.5) plt.plot(Ds, avg_accept_est_upper_25[:, N_ind], 'b-.') plt.plot(Ds, avg_accept_mean[:, N_ind], 'r') plt.xscale("log") plt.grid(True) plt.xlim([Ds.min(), Ds.max()]) plt.xlabel(r"$d$") plt.title(r"n=%d" % N) ylim = plt.ylim() plt.ylim([ylim[0], 1.01]) plt.legend(["HMC", "KMC median", "KMC 25\%-75\%", "KMC 5\%-95\%"], loc="lower left") fname_base = fname.split(".")[-2] plt.savefig(fname_base + "_N=%d.eps" % N, axis_inches='tight')
def plot_fixed_D(results, results_hmc, D): fun = lambda x: None _, _ = gen_sparse_1d_array_from_dict(results_hmc, fun) fun = lambda x: np.mean(x[:, 0]) _, time_taken_set_up_hmc = gen_sparse_1d_array_from_dict(results_hmc, fun) fun = lambda x: np.mean(x[:, 1]) _, time_taken_sampling_hmc = gen_sparse_1d_array_from_dict(results_hmc, fun) fun = lambda x: np.mean(x[:, 2]) _, accept_hmc = gen_sparse_1d_array_from_dict(results_hmc, fun) fun = lambda x: np.mean(x[:, 3]) _, avg_quantile_error_hmc = gen_sparse_1d_array_from_dict(results_hmc, fun) fun = lambda x: np.mean(x[:, 4]) _, avg_ess_hmc = gen_sparse_1d_array_from_dict(results_hmc, fun) fun = lambda x: None Ds, Ns, _ = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.mean(x[:, 0]) _, _, time_taken_set_up = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.mean(x[:, 1]) _, _, time_taken_sampling = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.mean(x[:, 2]) _, _, accept = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 2], 25) _, _, accept_lower25 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 2], 75) _, _, accept_upper75 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 2], 5) _, _, accept_lower5 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 2], 95) _, _, accept_upper95 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.mean(x[:, 3]) _, _, avg_quantile_error = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 3], 25) _, _, avg_quantile_error_lower25 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 3], 75) _, _, avg_quantile_error_upper75 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 3], 5) _, _, avg_quantile_error_lower5 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 3], 95) _, _, avg_quantile_error_upper95 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.mean(x[:, 4]) _, _, avg_ess = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 4], 25) _, _, avg_ess_lower25 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 4], 75) _, _, avg_ess_upper75 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 4], 5) _, _, avg_ess_lower5 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 4], 95) _, _, avg_ess_upper95 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.mean(x[:, 5]) _, _, avg_norm_of_mean = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 5], 25) _, _, avg_norm_of_mean_lower25 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 5], 75) _, _, avg_norm_of_mean_upper75 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 5], 5) _, _, avg_norm_of_mean_lower5 = gen_sparse_2d_array_from_dict(results, fun) fun = lambda x: np.percentile(x[:, 5], 95) _, _, avg_norm_of_mean_upper95 = gen_sparse_2d_array_from_dict(results, fun) D_ind = Ds == D time_total = time_taken_sampling[:,D_ind] + time_taken_set_up[:,D_ind] time_total_hmc = time_taken_sampling_hmc[D_ind] + time_taken_set_up_hmc[D_ind] plt.figure() plt.plot([Ns.min(), Ns.max()], [accept_hmc[D_ind], accept_hmc[D_ind]], 'r') plt.plot(Ns, accept[:, D_ind], 'b') plt.plot(Ns, accept_lower25[:, D_ind], 'b-.') plt.plot(Ns, accept_upper75[:, D_ind], 'b-.') plt.fill_between(Ns, accept_lower5[:, D_ind].ravel(), accept_upper95[:, D_ind].ravel(), color="grey", alpha=.5) plt.title("Avg. acc. prob.") plt.ylim([0,1.1]) plt.grid(True) plt.xlabel(r"$n$") plt.figure() plt.plot([Ns.min(), Ns.max()], [avg_quantile_error_hmc[D_ind], avg_quantile_error_hmc[D_ind]], 'r') plt.plot(Ns, avg_quantile_error[:, D_ind]) plt.plot(Ns, avg_quantile_error_lower25[:, D_ind], 'b-.') plt.plot(Ns, avg_quantile_error_upper75[:, D_ind], 'b-.') plt.fill_between(Ns, avg_quantile_error_lower5[:, D_ind].ravel(), avg_quantile_error_upper95[:, D_ind].ravel(), color="grey", alpha=.5) plt.title("Avg. quantile error") plt.grid(True) plt.xlabel(r"$n$") plt.figure() # plt.plot([Ns.min(), Ns.max()], np.array([avg_ess_hmc[D_ind], avg_ess_hmc[D_ind]])/time_total_hmc, 'r') plt.plot(Ns, avg_ess[:, D_ind]/time_total, 'b') plt.plot(Ns, avg_ess_lower25[:, D_ind]/time_total, 'b-.') plt.plot(Ns, avg_ess_upper75[:, D_ind]/time_total, 'b-.') plt.fill_between(Ns, (avg_ess_lower5[:, D_ind]/time_total).ravel(), (avg_ess_upper95[:, D_ind]/time_total).ravel(), color="grey", alpha=.5) plt.title("Avg. ESS/s") plt.grid(True) plt.xlabel(r"$n$") plt.figure() # plt.plot([Ns.min(), Ns.max()], [avg_quantile_error_hmc[D_ind], avg_quantile_error_hmc[D_ind]], 'r') plt.plot(Ns, avg_norm_of_mean[:, D_ind]) plt.plot(Ns, avg_norm_of_mean_lower25[:, D_ind], 'b-.') plt.plot(Ns, avg_norm_of_mean_upper75[:, D_ind], 'b-.') plt.fill_between(Ns, avg_norm_of_mean_lower5[:, D_ind].ravel(), avg_norm_of_mean_upper95[:, D_ind].ravel(), color="grey", alpha=.5) plt.title(r"Avg. $\Vert \mathbb E \mathbf{x} \Vert$") plt.grid(True) plt.xlabel(r"$n$") plt.show()
# simulate true and approximate Hamiltonian Qs, Ps = leapfrog(q0, dlogq, p0, dlogp, step_size, num_steps) Qs_est, Ps_est = leapfrog(q0, dlogq_est, p0, dlogp, step_size, num_steps) Hs = compute_hamiltonian(Qs, Ps, logq, logp) Hs_est = compute_hamiltonian(Qs_est, Ps_est, logq, logp) # compute acceptance probabilities log_acc = compute_log_accept_pr(q0, p0, Qs, Ps, logq, logp) log_acc_est = compute_log_accept_pr(q0, p0, Qs_est, Ps_est, logq, logp) # normalise Hamiltonians Hs -= Hs.mean() Hs_est -= Hs_est.mean() plt.figure() plot_array(Xs_q, Ys_q, np.exp(G)) plot_2d_trajectory(Qs) plt.title("HMC") plt.gca().xaxis.set_visible(False) plt.gca().yaxis.set_visible(False) plt.savefig(fname_base + "_hmc.eps", axis_inches="tight") plt.figure() plot_array(Xs_q, Ys_q, np.exp(G_est)) plt.plot(Z[:, 0], Z[:, 1], 'bx') plot_2d_trajectory(Qs_est) plt.title("KMC") plt.gca().xaxis.set_visible(False) plt.gca().yaxis.set_visible(False) plt.savefig(fname_base + "_kmc.eps", axis_inches="tight")