feat: adds direct monte carlo package

deepdog/direct_monte_carlo/__init__.py

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+from deepdog.direct_monte_carlo.direct_mc import DirectMonteCarloRun, DirectMonteCarloConfig
+
+__all__ = ["DirectMonteCarloRun", "DirectMonteCarloConfig"]

deepdog/direct_monte_carlo/direct_mc.py

@@ -0,0 +1,146 @@
+import pdme.model
+import pdme.measurement
+import pdme.measurement.input_types
+import pdme.subspace_simulation
+from typing import Tuple, Sequence
+from dataclasses import dataclass
+import logging
+import numpy
+import numpy.random
+import pdme.util.fast_v_calc
+
+_logger = logging.getLogger(__name__)
+
+
+@dataclass
+class DirectMonteCarloResult:
+	successes: int
+	monte_carlo_count: int
+	likelihood: float
+
+@dataclass
+class DirectMonteCarloConfig:
+	monte_carlo_count_per_cycle: int = 10000
+	monte_carlo_cycles: int = 10
+	target_success: int = 100
+	max_monte_carlo_cycles_steps: int = 10
+	monte_carlo_seed: int = 1234
+	write_successes_to_file: bool = False
+	tag: str = ""
+
+class DirectMonteCarloRun:
+	"""
+	A single model Direct Monte Carlo run, currently implemented only using single threading.
+	An encapsulation of the steps needed for a Bayes run.
+
+	Parameters
+	----------
+	model_name_pair : Sequence[Tuple(str, pdme.model.DipoleModel)]
+	The model to evaluate, with name.
+
+	measurements: Sequence[pdme.measurement.DotRangeMeasurement]
+	The measurements as dot ranges to use as the bounds for the Monte Carlo calculation.
+
+	monte_carlo_count_per_cycle: int
+	The number of Monte Carlo iterations to use in a single cycle calculation.
+
+	monte_carlo_cycles: int
+	The number of cycles to use in each step.
+	Increasing monte_carlo_count_per_cycle increases memory usage (and runtime), while this increases runtime, allowing
+	control over memory use.
+
+	target_success: int
+	The number of successes to target before exiting early.
+	Should likely be ~100 but can go higher to.
+	
+	max_monte_carlo_cycles_steps: int
+	The number of steps to use. Each step consists of monte_carlo_cycles cycles, each of which has monte_carlo_count_per_cycle iterations.
+
+	monte_carlo_seed: int
+	The seed to use for the RNG.
+	"""
+
+	def __init__(
+		self,
+		model_name_pair: Tuple[str, pdme.model.DipoleModel],
+		measurements: Sequence[pdme.measurement.DotRangeMeasurement],
+		config: DirectMonteCarloConfig,
+	):
+		self.model_name, self.model = model_name_pair
+
+		self.measurements = measurements
+		self.dot_inputs = [(measure.r, measure.f) for measure in self.measurements]
+
+		self.dot_inputs_array = pdme.measurement.input_types.dot_inputs_to_array(
+			self.dot_inputs
+		)
+
+		self.config = config
+		(
+			self.lows,
+			self.highs,
+		) = pdme.measurement.input_types.dot_range_measurements_low_high_arrays(
+			self.measurements
+		)
+	def _single_run(self, seed) -> numpy.ndarray:
+		rng = numpy.random.default_rng(seed)
+
+		sample_dipoles = self.model.get_monte_carlo_dipole_inputs(
+			self.config.monte_carlo_count_per_cycle, -1, rng
+		)
+
+		current_sample = sample_dipoles
+		for di, low, high in zip(self.dot_inputs_array, self.lows, self.highs):
+
+			if len(current_sample) < 1:
+				break
+			vals = pdme.util.fast_v_calc.fast_vs_for_dipoleses(
+				numpy.array([di]), current_sample
+			)
+
+			current_sample = current_sample[numpy.all((vals > low) & (vals < high), axis=1)]
+		return current_sample
+
+	def execute(self) -> DirectMonteCarloResult:
+		step_count = 0
+		total_success = 0
+		total_count = 0
+
+		count_per_step = self.config.monte_carlo_count_per_cycle * self.config.monte_carlo_cycles
+		seed_sequence = numpy.random.SeedSequence(self.config.monte_carlo_seed)
+		while (
+			(step_count < self.config.max_monte_carlo_cycles_steps) and 
+			(total_success < self.config.target_success)
+		):
+			_logger.debug(f"Executing step {step_count}")
+			for cycle_i, seed in enumerate(seed_sequence.spawn(self.config.monte_carlo_cycles)):
+				cycle_success_configs = self._single_run(seed)
+				cycle_success_count = len(cycle_success_configs)
+				if cycle_success_count > 0:
+					_logger.debug(f"For cycle {cycle_i} received {cycle_success_count} successes")
+					_logger.debug(cycle_success_configs)
+					if self.config.write_successes_to_file:
+						sorted_by_freq = numpy.array(
+							[
+								pdme.subspace_simulation.sort_array_of_dipoles_by_frequency(dipole_config)
+								for dipole_config in cycle_success_configs
+							]
+						)
+						dipole_count = numpy.array(cycle_success_configs).shape[1]
+						for n in range(dipole_count):
+							numpy.savetxt(
+								f"{self.config.tag}_{step_count}_{cycle_i}_dipole_{n}.csv",
+								sorted_by_freq[:, n],
+								delimiter=",",
+							)
+				total_success += cycle_success_count
+			_logger.debug(f"At end of step {step_count} have {total_success} successes")
+			step_count += 1
+			total_count += count_per_step
+			
+
+		return DirectMonteCarloResult(
+			successes=total_success,
+			monte_carlo_count=total_count,
+			likelihood=total_success/total_count
+		)