Skip to content
GitLab
Menu
Projects
Groups
Snippets
Help
Help
Support
Community forum
Keyboard shortcuts
?
Submit feedback
Contribute to GitLab
Sign in
Toggle navigation
Menu
Open sidebar
Neel Shah
NIFTy
Commits
c2071b5c
Commit
c2071b5c
authored
Jun 26, 2020
by
Martin Reinecke
Browse files
bug fix and some cosmetics
parent
551b7bf0
Changes
1
Hide whitespace changes
Inline
Side-by-side
src/minimization/hmc.py
View file @
c2071b5c
...
@@ -172,9 +172,8 @@ class HMC_chain:
...
@@ -172,9 +172,8 @@ class HMC_chain:
tmp
=
self
.
_sseq
.
spawn
(
2
)[
1
]
tmp
=
self
.
_sseq
.
spawn
(
2
)[
1
]
with
Context
(
tmp
):
with
Context
(
tmp
):
momentum
=
self
.
_M
.
draw_sample_with_dtype
(
dtype
=
np
.
float64
)
momentum
=
self
.
_M
.
draw_sample_with_dtype
(
dtype
=
np
.
float64
)
new_position
,
new_momentum
=
self
.
_integrate
(
momentum
)
new_position
,
new_momentum
=
self
.
_integrate
(
momentum
)
self
.
_accepting
(
momentum
,
new_position
,
new_momentum
)
self
.
_accepting
(
momentum
,
new_position
,
new_momentum
)
self
.
_update_acceptance
()
self
.
_update_acceptance
()
def
_integrate
(
self
,
momentum
):
def
_integrate
(
self
,
momentum
):
...
@@ -235,8 +234,7 @@ class HMC_chain:
...
@@ -235,8 +234,7 @@ class HMC_chain:
rate
=
np
.
exp
(
energy
-
new_energy
)
rate
=
np
.
exp
(
energy
-
new_energy
)
if
np
.
isnan
(
rate
):
if
np
.
isnan
(
rate
):
return
return
rng
=
current_rng
()
accept
=
current_rng
().
binomial
(
1
,
rate
)
accept
=
rng
.
binomial
(
1
,
rate
)
if
accept
:
if
accept
:
self
.
_position
=
new_position
self
.
_position
=
new_position
self
.
_accepted
.
append
(
accept
)
self
.
_accepted
.
append
(
accept
)
...
@@ -245,10 +243,7 @@ class HMC_chain:
...
@@ -245,10 +243,7 @@ class HMC_chain:
def
_update_acceptance
(
self
):
def
_update_acceptance
(
self
):
"""Calculates the current acceptance rate based on the last ten samples."""
"""Calculates the current acceptance rate based on the last ten samples."""
current_accepted
=
self
.
_accepted
[
-
10
:]
self
.
_current_acceptance
.
append
(
np
.
mean
(
self
.
_accepted
[
-
10
:]))
current_accepted
=
np
.
array
(
current_accepted
)
current_acceptance
=
np
.
mean
(
current_accepted
)
self
.
_current_acceptance
.
append
(
current_acceptance
)
def
_tune_parameters
(
self
,
preferred_acceptance
):
def
_tune_parameters
(
self
,
preferred_acceptance
):
"""Increases or decreases the steplength in the leapfrog integration
"""Increases or decreases the steplength in the leapfrog integration
...
@@ -393,13 +388,11 @@ class HMC_Sampler:
...
@@ -393,13 +388,11 @@ class HMC_Sampler:
The mean and variance over the samples.
The mean and variance over the samples.
"""
"""
l
ocmeanvar
=
[
l
mv
=
[
chain
.
estimate_quantity
(
function
)
for
chain
in
self
.
_local_chains
chain
.
estimate_quantity
(
function
)
for
chain
in
self
.
_local_chains
]
]
locmean
=
[
x
[
0
]
for
x
in
locmeanvar
]
mean
=
allreduce_sum
([
x
[
0
]
for
x
in
lmv
],
self
.
_comm
)
locvar
=
[
x
[
1
]
for
x
in
locmeanvar
]
var
=
allreduce_sum
([
x
[
1
]
for
x
in
lmv
],
self
.
_comm
)
mean
=
allreduce_sum
(
locmean
,
self
.
_comm
)
var
=
allreduce_sum
(
locvar
,
self
.
_comm
)
return
mean
/
self
.
_N_chains
,
var
/
self
.
_N_chains
return
mean
/
self
.
_N_chains
,
var
/
self
.
_N_chains
@
property
@
property
...
@@ -433,8 +426,8 @@ class HMC_Sampler:
...
@@ -433,8 +426,8 @@ class HMC_Sampler:
dom
=
self
.
_dom
dom
=
self
.
_dom
locfld
=
[
_sample_field
(
chain
.
samples
)
for
chain
in
self
.
_local_chains
]
locfld
=
[
_sample_field
(
chain
.
samples
)
for
chain
in
self
.
_local_chains
]
locmeanmean
=
[
_mean
(
fld
,
dom
)
for
fld
in
locfld
]
locmeanmean
=
[
_mean
(
fld
,
dom
)
for
fld
in
locfld
]
locW
=
[
_var
(
fld
,
dom
)
for
fld
in
locfld
]
mean_mean
=
allreduce_sum
(
locmeanmean
,
self
.
_comm
)
/
M
mean_mean
=
allreduce_sum
(
locmeanmean
,
self
.
_comm
)
/
M
locW
=
[
_var
(
fld
,
dom
)
for
fld
in
locfld
]
W
=
allreduce_sum
(
locW
,
self
.
_comm
)
/
M
W
=
allreduce_sum
(
locW
,
self
.
_comm
)
/
M
locB
=
[(
mean_mean
-
_mean
(
fld
,
dom
))
**
2
for
fld
in
locfld
]
locB
=
[(
mean_mean
-
_mean
(
fld
,
dom
))
**
2
for
fld
in
locfld
]
B
=
allreduce_sum
(
locB
,
self
.
_comm
)
*
N
/
(
M
-
1
)
B
=
allreduce_sum
(
locB
,
self
.
_comm
)
*
N
/
(
M
-
1
)
...
...
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
.
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment