Source code for pycbc.inference.sampler.epsie

# Copyright (C) 2019  Collin Capano
# This program is free software; you can redistribute it and/or modify it
# under the terms of the GNU General Public License as published by the
# Free Software Foundation; either version 3 of the License, or (at your
# option) any later version.
# This program is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
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"""This module provides classes for interacting with epsie samplers.

from __future__ import absolute_import

import numpy

import epsie
from epsie.samplers import ParallelTemperedSampler

# we'll use emcee_pt's default beta ladder for temperature levels
from emcee.ptsampler import default_beta_ladder

from pycbc.pool import choose_pool

from .base import (BaseSampler, setup_output)
from .base_mcmc import (BaseMCMC, get_optional_arg_from_config,
from .base_multitemper import (MultiTemperedSupport, compute_acf, compute_acl,
from ..burn_in import MultiTemperedMCMCBurnInTests
from ..jump import epsie_proposals_from_config
from import EpsieFile
from .. import models

[docs]class EpsieSampler(MultiTemperedSupport, BaseMCMC, BaseSampler): """Constructs an MCMC sampler using epsie's parallel-tempered sampler. Parameters ---------- model : model A model from ``pycbc.inference.models``. nchains : int Number of chains to use in the sampler. ntemps : int, optional Number of temperatures to use in the sampler. A geometrically-spaced temperature ladder with the gievn number of levels will be constructed based on the number of parameters. If not provided, must provide ``betas``. betas : array, optional An array of inverse temperature values to be used in for the temperature ladder. If not provided, must provide ``ntemps``. proposals : list, optional List of proposals to use. Any parameters that do not have a proposal provided will use the ``default_propsal``. **Note:** proposals should be specified for the sampling parameters, not the variable parameters. default_proposal : an epsie.Proposal class, optional The default proposal to use for parameters not in ``proposals``. Default is :py:class:`epsie.proposals.Normal`. default_proposal_args : dict, optional Dictionary of arguments to pass to the default proposal. swap_interval : int, optional The number of iterations between temperature swaps. Default is 1. seed : int, optional Seed for epsie's random number generator. If None provided, will create one. checkpoint_interval : int, optional Specify the number of iterations to do between checkpoints. If not provided, no checkpointin will be done. checkpoint_signal : str, optional Set the signal to use when checkpointing. For example, 'USR2'. loglikelihood_function : str, optional Set the function to call from the model for the ``loglikelihood``. Default is ``loglikelihood``. nprocesses : int, optional The number of parallel processes to use. Default is 1 (no paralleliztion). use_mpi : bool, optional Use MPI for parallelization. Default (False) will use python's multiprocessing. """ name = "epsie" _io = EpsieFile burn_in_class = MultiTemperedMCMCBurnInTests def __init__(self, model, nchains, ntemps=None, betas=None, proposals=None, default_proposal=None, default_proposal_args=None, seed=None, swap_interval=1, checkpoint_interval=None, checkpoint_signal=None, loglikelihood_function=None, nprocesses=1, use_mpi=False): # create the betas if not provided if betas is None: betas = default_beta_ladder(len(model.variable_params), ntemps=ntemps) self.model = model # create a wrapper for calling the model model_call = _EpsieCallModel(model, loglikelihood_function) # these are used to help paralleize over multiple cores / MPI models._global_instance = model_call model_call = models._call_global_model # Set up the pool pool = choose_pool(mpi=use_mpi, processes=nprocesses) # initialize the sampler self._sampler = ParallelTemperedSampler( model.sampling_params, model_call, nchains, betas=betas, swap_interval=swap_interval, proposals=proposals, default_proposal=default_proposal, default_proposal_args=default_proposal_args, seed=seed, pool=pool) # set other parameters self.nchains = nchains self._ntemps = ntemps self._checkpoint_interval = checkpoint_interval self._checkpoint_signal = checkpoint_signal @property def io(self): return self._io @property def base_shape(self): return (self.ntemps, self.nchains,) @property def betas(self): """The inverse temperatures being used.""" return self._sampler.betas @property def seed(self): """The seed used for epsie's random bit generator. This is not the same as the seed used for the prior distributions. """ return self._sampler.seed @property def swap_interval(self): """Number of iterations between temperature swaps.""" return self._sampler.swap_interval
[docs] @staticmethod def compute_acf(filename, **kwargs): r"""Computes the autocorrelation function. Calls :py:func:`base_multitemper.compute_acf`; see that function for details. Parameters ---------- filename : str Name of a samples file to compute ACFs for. \**kwargs : All other keyword arguments are passed to :py:func:`base_multitemper.compute_acf`. Returns ------- dict : Dictionary of arrays giving the ACFs for each parameter. The arrays will have shape ``ntemps x nchains x niterations``. """ return compute_acf(filename, **kwargs)
[docs] @staticmethod def compute_acl(filename, **kwargs): r"""Computes the autocorrelation length. Calls :py:func:`base_multitemper.compute_acl`; see that function for details. Parameters ----------- filename : str Name of a samples file to compute ACLs for. \**kwargs : All other keyword arguments are passed to :py:func:`base_multitemper.compute_acl`. Returns ------- dict A dictionary of ntemps-long arrays of the ACLs of each parameter. """ return compute_acl(filename, **kwargs)
@property def acl(self): # pylint: disable=invalid-overridden-method """The autocorrelation lengths of the chains. """ return acl_from_raw_acls(self.raw_acls) @property def effective_nsamples(self): # pylint: disable=invalid-overridden-method """The effective number of samples post burn-in that the sampler has acquired so far. """ act = self.act if act is None: act = numpy.inf if self.burn_in is None: start_iter = 0 else: start_iter = self.burn_in.burn_in_iteration nperchain = nsamples_in_chain(start_iter, act, self.niterations) if self.burn_in is not None: # ensure that any chain not burned in has zero samples nperchain[~self.burn_in.is_burned_in] = 0 # and that any chain that is burned in has at least one sample nperchain[self.burn_in.is_burned_in & (nperchain < 1)] = 1 return int(nperchain.sum()) @property def samples(self): """A dict mapping ``variable_params`` to arrays of samples currently in memory. The arrays have shape ``ntemps x nchains x niterations``. The dictionary also contains sampling parameters. """ samples = epsie.array2dict(self._sampler.positions) # apply boundary conditions samples = self.model.prior_distribution.apply_boundary_conditions( **samples) # apply transforms to go to model's variable params space if self.model.sampling_transforms is not None: samples = self.model.sampling_transforms.apply( samples, inverse=True) return samples @property def model_stats(self): """A dict mapping the model's ``default_stats`` to arrays of values. The arrays have shape ``ntemps x nchains x niterations``. """ return epsie.array2dict(self._sampler.blobs)
[docs] def clear_samples(self): """Clears the chain and blobs from memory. """ # store the iteration that the clear is occuring on self._lastclear = self.niterations self._itercounter = 0 # now clear the sampler self._sampler.clear()
[docs] def set_state_from_file(self, filename): """Sets the state of the sampler back to the instance saved in a file. """ with, 'r') as fp: # get the numpy state numpy_rstate_group = '/'.join([fp.sampler_group, 'numpy_random_state']) rstate = fp.read_random_state(group=numpy_rstate_group) # set the sampler state for epsie self._sampler.set_state_from_checkpoint(fp, path=fp.sampler_group) # set the global numpy random state for pycbc numpy.random.set_state(rstate)
[docs] def set_p0(self, samples_file=None, prior=None): p0 = super(EpsieSampler, self).set_p0(samples_file=samples_file, prior=prior) self._sampler.start_position = p0
@property def pos(self): """A dictionary of the current chain positions.""" # we override BaseMCMC's pos property because this can be directly # retrieved from epsie return self._sampler.current_positions
[docs] def run_mcmc(self, niterations): """Advance the chains for a number of iterations. Parameters ---------- niterations : int Number of samples to get from sampler. """
[docs] def write_results(self, filename): """Writes samples, model stats, acceptance ratios, and random state to the given file. Parameters ----------- filename : str The file to write to. The file is opened using the ``io`` class in an an append state. """ with, 'a') as fp: # write samples fp.write_samples(self.samples, parameters=self.model.variable_params, last_iteration=self.niterations) # write stats fp.write_samples(self.model_stats, last_iteration=self.niterations) # write accpetance ratio acceptance = self._sampler.acceptance fp.write_acceptance_ratio(acceptance['acceptance_ratio'], last_iteration=self.niterations) # write temperature data if self.ntemps > 1: temp_ar = self._sampler.temperature_acceptance temp_swaps = self._sampler.temperature_swaps fp.write_temperature_data(temp_swaps, temp_ar, self.swap_interval, last_iteration=self.niterations) # write numpy's global state (for the distributions) numpy_rstate_group = '/'.join([fp.sampler_group, 'numpy_random_state']) fp.write_random_state(group=numpy_rstate_group) # write the sampler's state self._sampler.checkpoint(fp, path=fp.sampler_group)
[docs] def finalize(self): pass
[docs] @classmethod def from_config(cls, cp, model, output_file=None, nprocesses=1, use_mpi=False): """Loads the sampler from the given config file. The following options are retrieved in the ``[sampler]`` section: * ``name`` : (required) must match the samlper's name * ``nchains`` : (required) the number of chains to use * ``ntemps`` : The number of temperatures to use. Either this, or ``inverse-temperatures-file`` must be provided (but not both). * ``inverse-temperatures-file`` : Path to an hdf file containing the inverse temperatures ("betas") to use. The betas will be retrieved from the file's ``.attrs['betas']``. Either this or ``ntemps`` must be provided (but not both). * ``niterations`` : The number of iterations to run the sampler for. Either this or ``effective-nsamples`` must be provided (but not both). * ``effective-nsamples`` : Run the sampler until the given number of effective samples are obtained. A ``checkpoint-interval`` must also be provided in this case. Either this or ``niterations`` must be provided (but not both). * ``thin-interval`` : Thin the samples by the given value before saving to disk. May provide this, or ``max-samples-per-chain``, but not both. If neither options are provided, will save all samples. * ``max-samples-per-chain`` : Thin the samples such that the number of samples per chain per temperature that are saved to disk never exceeds the given value. May provide this, or ``thin-interval``, but not both. If neither options are provided, will save all samples. * ``checkpoint-interval`` : Sets the checkpoint interval to use. Must be provided if using ``effective-nsamples``. * ``checkpoint-signal`` : Set the checkpoint signal, e.g., "USR2". Optional. * ``seed`` : The seed to use for epsie's random number generator. If not provided, epsie will create one. * ``logl-function`` : The attribute of the model to use for the loglikelihood. If not provided, will default to ``loglikelihood``. * ``swap-interval`` : The number of iterations between temperature swaps. Default is 1. Jump proposals must be provided for every sampling parameter. These are retrieved from subsections ``[jump_proposal-{params}]``, where params is a :py:const:`pycbc.VARARGS_DELIM` separated list of parameters the proposal should be used for. See :py:func:`inference.jump.epsie_proposals_from_config` for details. .. note:: Jump proposals should be specified for **sampling parameters**, not **variable parameters**. Settings for burn-in tests are read from ``[sampler-burn_in]``. In particular, the ``burn-in-test`` option is used to set the burn in tests to perform. See :py:func:`MultiTemperedMCMCBurnInTests.from_config` for details. If no ``burn-in-test`` is provided, no burn in tests will be carried out. Parameters ---------- cp : WorkflowConfigParser instance Config file object to parse. model : pycbc.inference.model.BaseModel instance The model to use. output_file : str, optional The name of the output file to checkpoint and write results to. nprocesses : int, optional The number of parallel processes to use. Default is 1. use_mpi : bool, optional Use MPI for parallelization. Default is False. Returns ------- EpsiePTSampler : The sampler instance. """ section = "sampler" # check name assert cp.get(section, "name") ==, ( "name in section [sampler] must match mine") nchains = int(cp.get(section, "nchains")) seed = get_optional_arg_from_config(cp, section, 'seed', dtype=int) ntemps, betas = cls.betas_from_config(cp, section) # get the swap interval swap_interval = get_optional_arg_from_config(cp, section, 'swap-interval', dtype=int) if swap_interval is None: swap_interval = 1 # get the checkpoint interval, if it's specified checkpoint_interval = cls.checkpoint_from_config(cp, section) checkpoint_signal = cls.ckpt_signal_from_config(cp, section) # get the loglikelihood function logl = get_optional_arg_from_config(cp, section, 'logl-function') # get the proposals proposals = epsie_proposals_from_config(cp) # check that all of the sampling parameters have a specified # proposal sampling_params = set(model.sampling_params) proposal_params = set(param for prop in proposals for param in prop.parameters) missing = sampling_params - proposal_params if missing: raise ValueError("Missing jump proposals for sampling parameters " "{}".format(', '.join(missing))) # initialize obj = cls(model, nchains, ntemps=ntemps, betas=betas, proposals=proposals, swap_interval=swap_interval, seed=seed, checkpoint_interval=checkpoint_interval, checkpoint_signal=checkpoint_signal, loglikelihood_function=logl, nprocesses=nprocesses, use_mpi=use_mpi) # set target obj.set_target_from_config(cp, section) # add burn-in if it's specified obj.set_burn_in_from_config(cp) # set prethin options obj.set_thin_interval_from_config(cp, section) # Set up the output file setup_output(obj, output_file) if obj.new_checkpoint: obj.set_start_from_config(cp) else: obj.resume_from_checkpoint() return obj
class _EpsieCallModel(object): """Model wrapper for epsie. Allows model to be called like a function. Returns the loglikelihood function, logprior, and the model's default stats. """ def __init__(self, model, loglikelihood_function=None): self.model = model if loglikelihood_function is None: loglikelihood_function = 'loglikelihood' self.loglikelihood_function = loglikelihood_function def __call__(self, **kwargs): """Calls update, then calls the loglikelihood and logprior.""" self.model.update(**kwargs) logp = self.model.logprior if logp == -numpy.inf: # don't try to call the log likelihood if the prior rules it out logl = numpy.nan else: logl = getattr(self.model, self.loglikelihood_function) return logl, logp, self.model.current_stats