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Author SHA1 Message Date
9b0976560f chore(deps): update dependency mypy to v1
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2023-07-25 01:30:59 +00:00
01c0d7e49b
chore(release): 0.7.2
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2023-07-24 10:44:51 -05:00
a170a3ce01
fix: fixes clamping format etc.
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2023-07-24 10:26:35 -05:00
9bb8fc50fe
feat: clamps results now
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2023-07-24 10:24:23 -05:00
f775ed34c6
chore(release): 0.7.1
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2023-07-24 02:04:42 -05:00
7d0c2b22cc Merge pull request 'mcmc' (#32) from mcmc into master
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Reviewed-on: #32
2023-07-24 07:02:19 +00:00
d6e6876a79
fmt: fixes some linting issues
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2023-07-24 01:59:07 -05:00
fccf50eb27
fmt: formatting improvements 2023-07-24 01:55:37 -05:00
33cab9ab41
feat: adds subset simulation stuff
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2023-07-24 01:50:56 -05:00
ad521ba472
deps: upgrades pdme version to use mcmc code
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2023-07-23 18:46:11 -05:00
7 changed files with 591 additions and 95 deletions

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@ -2,6 +2,25 @@
All notable changes to this project will be documented in this file. See [standard-version](https://github.com/conventional-changelog/standard-version) for commit guidelines.
### [0.7.2](https://gitea.deepak.science:2222/physics/deepdog/compare/0.7.1...0.7.2) (2023-07-24)
### Features
* clamps results now ([9bb8fc5](https://gitea.deepak.science:2222/physics/deepdog/commit/9bb8fc50fe1bd1a285a333c5a396bfb6ac3176cf))
### Bug Fixes
* fixes clamping format etc. ([a170a3c](https://gitea.deepak.science:2222/physics/deepdog/commit/a170a3ce01adcec356e5aaab9abcc0ec4accd64b))
### [0.7.1](https://gitea.deepak.science:2222/physics/deepdog/compare/0.7.0...0.7.1) (2023-07-24)
### Features
* adds subset simulation stuff ([33cab9a](https://gitea.deepak.science:2222/physics/deepdog/commit/33cab9ab4179cec13ae9e591a8ffc32df4dda989))
## [0.7.0](https://gitea.deepak.science:2222/physics/deepdog/compare/0.6.7...0.7.0) (2023-05-01)

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@ -4,6 +4,7 @@ from deepdog.bayes_run import BayesRun
from deepdog.bayes_run_simulpairs import BayesRunSimulPairs
from deepdog.real_spectrum_run import RealSpectrumRun
from deepdog.temp_aware_real_spectrum_run import TempAwareRealSpectrumRun
from deepdog.bayes_run_with_ss import BayesRunWithSubspaceSimulation
def get_version():
@ -16,6 +17,7 @@ __all__ = [
"BayesRunSimulPairs",
"RealSpectrumRun",
"TempAwareRealSpectrumRun",
"BayesRunWithSubspaceSimulation",
]

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@ -0,0 +1,232 @@
import deepdog.subset_simulation
import pdme.inputs
import pdme.model
import pdme.measurement.input_types
import pdme.measurement.oscillating_dipole
import pdme.util.fast_v_calc
import pdme.util.fast_nonlocal_spectrum
from typing import Sequence, Tuple, List, Optional
import datetime
import csv
import logging
import numpy
import numpy.typing
# TODO: remove hardcode
CHUNKSIZE = 50
# TODO: It's garbage to have this here duplicated from pdme.
DotInput = Tuple[numpy.typing.ArrayLike, float]
CLAMPING_FACTOR = 10
_logger = logging.getLogger(__name__)
class BayesRunWithSubspaceSimulation:
"""
A single Bayes run for a given set of dots.
Parameters
----------
dot_inputs : Sequence[DotInput]
The dot inputs for this bayes run.
models_with_names : Sequence[Tuple(str, pdme.model.DipoleModel)]
The models to evaluate.
actual_model : pdme.model.DipoleModel
The model which is actually correct.
filename_slug : str
The filename slug to include.
run_count: int
The number of runs to do.
"""
def __init__(
self,
dot_positions: Sequence[numpy.typing.ArrayLike],
frequency_range: Sequence[float],
models_with_names: Sequence[Tuple[str, pdme.model.DipoleModel]],
actual_model: pdme.model.DipoleModel,
filename_slug: str,
max_frequency: float = 20,
end_threshold: float = None,
run_count=100,
chunksize: int = CHUNKSIZE,
ss_n_c: int = 500,
ss_n_s: int = 100,
ss_m_max: int = 15,
ss_target_cost: Optional[float] = None,
ss_level_0_seed: int = 200,
ss_mcmc_seed: int = 20,
ss_use_adaptive_steps=True,
ss_default_phi_step=0.01,
ss_default_theta_step=0.01,
ss_default_r_step=0.01,
ss_default_w_log_step=0.01,
ss_default_upper_w_log_step=4,
) -> None:
self.dot_inputs = pdme.inputs.inputs_with_frequency_range(
dot_positions, frequency_range
)
self.dot_inputs_array = pdme.measurement.input_types.dot_inputs_to_array(
self.dot_inputs
)
self.models_with_names = models_with_names
self.models = [model for (_, model) in models_with_names]
self.model_names = [name for (name, _) in models_with_names]
self.actual_model = actual_model
self.n: int
try:
self.n = self.actual_model.n # type: ignore
except AttributeError:
self.n = 1
self.model_count = len(self.models)
self.csv_fields = []
for i in range(self.n):
self.csv_fields.extend(
[
f"dipole_moment_{i+1}",
f"dipole_location_{i+1}",
f"dipole_frequency_{i+1}",
]
)
self.compensate_zeros = True
self.chunksize = chunksize
for name in self.model_names:
self.csv_fields.extend([f"{name}_likelihood", f"{name}_prob"])
self.probabilities = [1 / self.model_count] * self.model_count
timestamp = datetime.datetime.now().strftime("%Y%m%d-%H%M%S")
self.filename = f"{timestamp}-{filename_slug}.bayesrunwithss.csv"
self.max_frequency = max_frequency
if end_threshold is not None:
if 0 < end_threshold < 1:
self.end_threshold: float = end_threshold
self.use_end_threshold = True
_logger.info(f"Will abort early, at {self.end_threshold}.")
else:
raise ValueError(
f"end_threshold should be between 0 and 1, but is actually {end_threshold}"
)
self.ss_n_c = ss_n_c
self.ss_n_s = ss_n_s
self.ss_m_max = ss_m_max
self.ss_target_cost = ss_target_cost
self.ss_level_0_seed = ss_level_0_seed
self.ss_mcmc_seed = ss_mcmc_seed
self.ss_use_adaptive_steps = ss_use_adaptive_steps
self.ss_default_phi_step = ss_default_phi_step
self.ss_default_theta_step = ss_default_theta_step
self.ss_default_r_step = ss_default_r_step
self.ss_default_w_log_step = ss_default_w_log_step
self.ss_default_upper_w_log_step = ss_default_upper_w_log_step
self.run_count = run_count
def go(self) -> None:
with open(self.filename, "a", newline="") as outfile:
writer = csv.DictWriter(outfile, fieldnames=self.csv_fields, dialect="unix")
writer.writeheader()
for run in range(1, self.run_count + 1):
# Generate the actual dipoles
actual_dipoles = self.actual_model.get_dipoles(self.max_frequency)
measurements = actual_dipoles.get_dot_measurements(self.dot_inputs)
_logger.info(f"Going to work on dipole at {actual_dipoles.dipoles}")
# define a new seed sequence for each run
results = []
_logger.debug("Going to iterate over models now")
for model_count, model in enumerate(self.models_with_names):
_logger.debug(f"Doing model #{model_count}, {model[0]}")
subset_run = deepdog.subset_simulation.SubsetSimulation(
model,
self.dot_inputs,
measurements,
self.ss_n_c,
self.ss_n_s,
self.ss_m_max,
self.ss_target_cost,
self.ss_level_0_seed,
self.ss_mcmc_seed,
self.ss_use_adaptive_steps,
self.ss_default_phi_step,
self.ss_default_theta_step,
self.ss_default_r_step,
self.ss_default_w_log_step,
self.ss_default_upper_w_log_step,
)
results.append(subset_run.execute())
_logger.debug("Done, constructing output now")
row = {
"dipole_moment_1": actual_dipoles.dipoles[0].p,
"dipole_location_1": actual_dipoles.dipoles[0].s,
"dipole_frequency_1": actual_dipoles.dipoles[0].w,
}
for i in range(1, self.n):
try:
current_dipoles = actual_dipoles.dipoles[i]
row[f"dipole_moment_{i+1}"] = current_dipoles.p
row[f"dipole_location_{i+1}"] = current_dipoles.s
row[f"dipole_frequency_{i+1}"] = current_dipoles.w
except IndexError:
_logger.info(f"Not writing anymore, saw end after {i}")
break
likelihoods: List[float] = []
for (name, result) in zip(self.model_names, results):
if result.over_target_likelihood is None:
clamped_likelihood = result.probs_list[-1][0] / CLAMPING_FACTOR
_logger.warning(f"got a none result, clamping to {clamped_likelihood}")
else:
clamped_likelihood = result.over_target_likelihood
likelihoods.append(clamped_likelihood)
row[f"{name}_likelihood"] = clamped_likelihood
success_weight = sum(
[
likelihood * prob
for likelihood, prob in zip(likelihoods, self.probabilities)
]
)
new_probabilities = [
likelihood * old_prob / success_weight
for likelihood, old_prob in zip(likelihoods, self.probabilities)
]
self.probabilities = new_probabilities
for name, probability in zip(self.model_names, self.probabilities):
row[f"{name}_prob"] = probability
_logger.info(row)
with open(self.filename, "a", newline="") as outfile:
writer = csv.DictWriter(
outfile, fieldnames=self.csv_fields, dialect="unix"
)
writer.writerow(row)
if self.use_end_threshold:
max_prob = max(self.probabilities)
if max_prob > self.end_threshold:
_logger.info(
f"Aborting early, because {max_prob} is greater than {self.end_threshold}"
)
break

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@ -0,0 +1,3 @@
from deepdog.subset_simulation.subset_simulation_impl import SubsetSimulation
__all__ = ["SubsetSimulation"]

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@ -0,0 +1,309 @@
import logging
import numpy
import pdme.measurement
import pdme.measurement.input_types
import pdme.subspace_simulation
from typing import Sequence, Tuple, Optional
from dataclasses import dataclass
_logger = logging.getLogger(__name__)
@dataclass
class SubsetSimulationResult:
probs_list: Sequence[Tuple]
over_target_cost: Optional[float]
over_target_likelihood: Optional[float]
under_target_cost: Optional[float]
under_target_likelihood: Optional[float]
class SubsetSimulation:
def __init__(
self,
model_name_pair,
dot_inputs,
actual_measurements: Sequence[pdme.measurement.DotMeasurement],
n_c: int,
n_s: int,
m_max: int,
target_cost: Optional[float] = None,
level_0_seed: int = 200,
mcmc_seed: int = 20,
use_adaptive_steps=True,
default_phi_step=0.01,
default_theta_step=0.01,
default_r_step=0.01,
default_w_log_step=0.01,
default_upper_w_log_step=4,
):
name, model = model_name_pair
self.model_name = name
self.model = model
_logger.info(f"got model {self.model_name}")
self.dot_inputs_array = pdme.measurement.input_types.dot_inputs_to_array(
dot_inputs
)
# _logger.debug(f"actual measurements: {actual_measurements}")
self.actual_measurement_array = numpy.array([m.v for m in actual_measurements])
def cost_function_to_use(dipoles_to_test):
return pdme.subspace_simulation.proportional_costs_vs_actual_measurement(
self.dot_inputs_array, self.actual_measurement_array, dipoles_to_test
)
self.cost_function_to_use = cost_function_to_use
self.n_c = n_c
self.n_s = n_s
self.m_max = m_max
self.level_0_seed = level_0_seed
self.mcmc_seed = mcmc_seed
self.use_adaptive_steps = use_adaptive_steps
self.default_phi_step = default_phi_step
self.default_theta_step = default_theta_step
self.default_r_step = default_r_step
self.default_w_log_step = default_w_log_step
self.default_upper_w_log_step = default_upper_w_log_step
_logger.info("using params:")
_logger.info(f"\tn_c: {self.n_c}")
_logger.info(f"\tn_s: {self.n_s}")
_logger.info(f"\tm: {self.m_max}")
_logger.info("let's do level 0...")
self.target_cost = target_cost
_logger.info(f"will stop at target cost {target_cost}")
def execute(self) -> SubsetSimulationResult:
probs_list = []
sample_dipoles = self.model.get_monte_carlo_dipole_inputs(
self.n_c * self.n_s,
-1,
rng_to_use=numpy.random.default_rng(self.level_0_seed),
)
# _logger.debug(sample_dipoles)
# _logger.debug(sample_dipoles.shape)
costs = self.cost_function_to_use(sample_dipoles)
_logger.debug(f"costs: {costs}")
sorted_indexes = costs.argsort()[::-1]
_logger.debug(costs[sorted_indexes])
_logger.debug(sample_dipoles[sorted_indexes])
sorted_costs = costs[sorted_indexes]
sorted_dipoles = sample_dipoles[sorted_indexes]
threshold_cost = sorted_costs[-self.n_c]
all_dipoles = numpy.array(
[
pdme.subspace_simulation.sort_array_of_dipoles_by_frequency(samp)
for samp in sorted_dipoles
]
)
all_chains = list(zip(sorted_costs, all_dipoles))
mcmc_rng = numpy.random.default_rng(self.mcmc_seed)
for i in range(self.m_max):
next_seeds = all_chains[-self.n_c:]
for cost_index, cost_chain in enumerate(all_chains[: -self.n_c]):
probs_list.append(
(
((self.n_c * self.n_s - cost_index) / (self.n_c * self.n_s))
/ (self.n_s ** (i)),
cost_chain[0],
i + 1,
)
)
next_seeds_as_array = numpy.array([s for _, s in next_seeds])
stdevs = self.get_stdevs_from_arrays(next_seeds_as_array)
_logger.info(f"got stdevs: {stdevs.stdevs}")
all_chains = []
for c, s in next_seeds:
# chain = mcmc(s, threshold_cost, n_s, model, dot_inputs_array, actual_measurement_array, mcmc_rng, curr_cost=c, stdevs=stdevs)
# until new version gotta do
chain = self.model.get_mcmc_chain(
s,
self.cost_function_to_use,
self.n_s,
threshold_cost,
stdevs,
initial_cost=c,
rng_arg=mcmc_rng,
)
for cost, chained in chain:
try:
filtered_cost = cost[0]
except IndexError:
filtered_cost = cost
all_chains.append((filtered_cost, chained))
# _logger.debug(all_chains)
all_chains.sort(key=lambda c: c[0], reverse=True)
threshold_cost = all_chains[-self.n_c][0]
_logger.info(
f"current threshold cost: {threshold_cost}, at P = (1 / {self.n_s})^{i + 1}"
)
if (self.target_cost is not None) and (threshold_cost < self.target_cost):
_logger.info(
f"got a threshold cost {threshold_cost}, less than {self.target_cost}. will leave early"
)
cost_list = [c[0] for c in all_chains]
over_index = reverse_bisect_right(cost_list, self.target_cost)
shorter_probs_list = []
for cost_index, cost_chain in enumerate(all_chains):
probs_list.append(
(
((self.n_c * self.n_s - cost_index) / (self.n_c * self.n_s))
/ (self.n_s ** (i)),
cost_chain[0],
i + 1,
)
)
shorter_probs_list.append(
(
cost_chain[0],
((self.n_c * self.n_s - cost_index) / (self.n_c * self.n_s))
/ (self.n_s ** (i)),
)
)
# _logger.info(shorter_probs_list)
result = SubsetSimulationResult(
probs_list=probs_list,
over_target_cost=shorter_probs_list[over_index - 1][0],
over_target_likelihood=shorter_probs_list[over_index - 1][1],
under_target_cost=shorter_probs_list[over_index][0],
under_target_likelihood=shorter_probs_list[over_index][1],
)
return result
# _logger.debug([c[0] for c in all_chains[-n_c:]])
_logger.info(f"doing level {i + 1}")
for cost_index, cost_chain in enumerate(all_chains):
probs_list.append(
(
((self.n_c * self.n_s - cost_index) / (self.n_c * self.n_s))
/ (self.n_s ** (self.m_max)),
cost_chain[0],
self.m_max + 1,
)
)
threshold_cost = all_chains[-self.n_c][0]
_logger.info(
f"final threshold cost: {threshold_cost}, at P = (1 / {self.n_s})^{self.m_max + 1}"
)
for a in all_chains[-10:]:
_logger.info(a)
# for prob, prob_cost in probs_list:
# _logger.info(f"\t{prob}: {prob_cost}")
probs_list.sort(key=lambda c: c[0], reverse=True)
result = SubsetSimulationResult(
probs_list=probs_list,
over_target_cost=None,
over_target_likelihood=None,
under_target_cost=None,
under_target_likelihood=None,
)
return result
def get_stdevs_from_arrays(
self, array
) -> pdme.subspace_simulation.MCMCStandardDeviation:
# stdevs = get_stdevs_from_arrays(next_seeds_as_array, model)
if self.use_adaptive_steps:
stdev_array = []
count = array.shape[1]
for dipole_index in range(count):
selected = array[:, dipole_index]
pxs = selected[:, 0]
pys = selected[:, 1]
pzs = selected[:, 2]
thetas = numpy.arccos(pzs / self.model.pfixed)
phis = numpy.arctan2(pys, pxs)
rstdevs = numpy.maximum(
numpy.std(selected, axis=0)[3:6],
self.default_r_step / (self.n_s * 10),
)
frequency_stdevs = numpy.minimum(
numpy.maximum(
numpy.std(numpy.log(selected[:, -1])),
self.default_w_log_step / (self.n_s * 10),
),
self.default_upper_w_log_step,
)
stdev_array.append(
pdme.subspace_simulation.DipoleStandardDeviation(
p_theta_step=max(
numpy.std(thetas), self.default_theta_step / (self.n_s * 10)
),
p_phi_step=max(
numpy.std(phis), self.default_phi_step / (self.n_s * 10)
),
rx_step=rstdevs[0],
ry_step=rstdevs[1],
rz_step=rstdevs[2],
w_log_step=frequency_stdevs,
)
)
else:
default_stdev = pdme.subspace_simulation.DipoleStandardDeviation(
self.default_phi_step,
self.default_theta_step,
self.default_r_step,
self.default_r_step,
self.default_r_step,
self.default_w_log_step,
)
stdev_array = [default_stdev]
stdevs = pdme.subspace_simulation.MCMCStandardDeviation(stdev_array)
return stdevs
def reverse_bisect_right(a, x, lo=0, hi=None):
"""Return the index where to insert item x in list a, assuming a is sorted in descending order.
The return value i is such that all e in a[:i] have e >= x, and all e in
a[i:] have e < x. So if x already appears in the list, a.insert(x) will
insert just after the rightmost x already there.
Optional args lo (default 0) and hi (default len(a)) bound the
slice of a to be searched.
Essentially, the function returns number of elements in a which are >= than x.
>>> a = [8, 6, 5, 4, 2]
>>> reverse_bisect_right(a, 5)
3
>>> a[:reverse_bisect_right(a, 5)]
[8, 6, 5]
"""
if lo < 0:
raise ValueError("lo must be non-negative")
if hi is None:
hi = len(a)
while lo < hi:
mid = (lo + hi) // 2
if x > a[mid]:
hi = mid
else:
lo = mid + 1
return lo

113
poetry.lock generated
View File

@ -94,7 +94,7 @@ python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*,>=2.7
[[package]]
name = "coverage"
version = "7.2.3"
version = "7.2.7"
description = "Code coverage measurement for Python"
category = "dev"
optional = false
@ -360,11 +360,11 @@ python-versions = ">=3.7"
[[package]]
name = "pdme"
version = "0.8.8"
version = "0.9.1"
description = "Python dipole model evaluator"
category = "main"
optional = false
python-versions = ">=3.8,<3.10"
python-versions = ">=3.8.1,<3.10"
[package.dependencies]
numpy = ">=1.22.3,<2.0.0"
@ -729,8 +729,8 @@ testing = ["pytest (>=6)", "pytest-checkdocs (>=2.4)", "flake8 (<5)", "pytest-co
[metadata]
lock-version = "1.1"
python-versions = "^3.8,<3.10"
content-hash = "d32b74325a18dc187501980f37d128a2a07d7bb0e4ea2c5cb14cf14f8b7a0222"
python-versions = ">=3.8.1,<3.10"
content-hash = "0161af7edf18c16819f1ce083ab491c17c9809f2770219725131451b1a16a970"
[metadata.files]
black = []
@ -738,10 +738,7 @@ bleach = []
certifi = []
cffi = []
charset-normalizer = []
click = [
{file = "click-8.1.3-py3-none-any.whl", hash = "sha256:bb4d8133cb15a609f44e8213d9b391b0809795062913b383c62be0ee95b1db48"},
{file = "click-8.1.3.tar.gz", hash = "sha256:7682dc8afb30297001674575ea00d1814d808d6a36af415a82bd481d37ba7b8e"},
]
click = []
click-log = []
colorama = []
coverage = []
@ -749,10 +746,7 @@ cryptography = []
docutils = []
dotty-dict = []
exceptiongroup = []
flake8 = [
{file = "flake8-4.0.1-py2.py3-none-any.whl", hash = "sha256:479b1304f72536a55948cb40a32dce8bb0ffe3501e26eaf292c7e60eb5e0428d"},
{file = "flake8-4.0.1.tar.gz", hash = "sha256:806e034dda44114815e23c16ef92f95c91e4c71100ff52813adf7132a6ad870d"},
]
flake8 = []
gitdb = []
gitpython = []
idna = []
@ -763,103 +757,40 @@ invoke = []
"jaraco.classes" = []
jeepney = []
keyring = []
mccabe = [
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View File

@ -1,12 +1,12 @@
[tool.poetry]
name = "deepdog"
version = "0.7.0"
version = "0.7.2"
description = ""
authors = ["Deepak Mallubhotla <dmallubhotla+github@gmail.com>"]
[tool.poetry.dependencies]
python = "^3.8,<3.10"
pdme = "^0.8.6"
python = ">=3.8.1,<3.10"
pdme = "^0.9.1"
numpy = "1.22.3"
scipy = "1.10"
@ -14,7 +14,7 @@ scipy = "1.10"
pytest = ">=6"
flake8 = "^4.0.1"
pytest-cov = "^3.0.0"
mypy = "^0.971"
mypy = "^1.4"
python-semantic-release = "^7.24.0"
black = "^22.3.0"