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IMAGINE
Commits
e9f715ea
Commit
e9f715ea
authored
Feb 21, 2017
by
Theo Steininger
Browse files
Implemented pymultinest MPI magic in Pipeline; still untested.
parent
374f0b38
Changes
3
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imagine/likelihoods/__init__.py
View file @
e9f715ea
# -*- coding: utf-8 -*-
# -*- coding: utf-8 -*-
from
likelihood
import
Likelihood
from
likelihood
import
Likelihood
from
ensemble_likelihood
import
EnsembleLikelihood
from
ensemble_likelihood
import
*
imagine/likelihoods/ensemble_likelihood/ensemble_likelihood.py
View file @
e9f715ea
...
@@ -2,24 +2,33 @@
...
@@ -2,24 +2,33 @@
import
numpy
as
np
import
numpy
as
np
from
imagine.likelihoods.likelihood
import
Likelihood
class
EnsembleLikelihood
(
object
):
class
EnsembleLikelihood
(
Likelihood
):
def
__init__
(
self
,
observable_name
,
measured_data
,
def
__init__
(
self
,
measured_data
,
data_covariance_operator
):
data_covariance_operator
):
self
.
observable_name
=
observable_name
self
.
measured_data
=
measured_data
self
.
measured_data
=
measured_data
self
.
data_covariance_operator
=
data_covariance_operator
self
.
data_covariance_operator
=
data_covariance_operator
def
__call__
(
self
,
observable
):
def
__call__
(
self
,
observable
):
field
=
observable
[
self
.
observable_name
]
return
self
.
_process_simple_field
(
field
,
self
.
measured_data
,
self
.
data_covariance_operator
)
def
_process_simple_field
(
self
,
field
,
measured_data
,
data_covariance_operator
):
# https://en.wikipedia.org/wiki/Sherman%E2%80%93Morrison_formula#Generalization
# https://en.wikipedia.org/wiki/Sherman%E2%80%93Morrison_formula#Generalization
# B = A^{-1} + U U^dagger
# B = A^{-1} + U U^dagger
# A = data_covariance
# A = data_covariance
# B^{-1} c = (A_inv -
# B^{-1} c = (A_inv -
# A_inv U (I_k + U^dagger A_inv U)^{-1} U^dagger A_inv) c
# A_inv U (I_k + U^dagger A_inv U)^{-1} U^dagger A_inv) c
observable
=
field
k
=
observable
.
shape
[
0
]
k
=
observable
.
shape
[
0
]
A
=
self
.
data_covariance_operator
A
=
data_covariance_operator
obs_val
=
observable
.
val
.
get_full_data
()
obs_val
=
observable
.
val
.
get_full_data
()
obs_mean
=
observable
.
mean
(
spaces
=
0
).
val
.
get_full_data
()
obs_mean
=
observable
.
mean
(
spaces
=
0
).
val
.
get_full_data
()
...
@@ -36,7 +45,7 @@ class EnsembleLikelihood(Likelihood):
...
@@ -36,7 +45,7 @@ class EnsembleLikelihood(Likelihood):
middle
=
np
.
linalg
.
inv
(
middle
)
middle
=
np
.
linalg
.
inv
(
middle
)
result_array
=
np
.
zeros
(
k
)
result_array
=
np
.
zeros
(
k
)
for
i
in
xrange
(
k
):
for
i
in
xrange
(
k
):
c
=
self
.
measured_data
-
obs_val
[
i
]
c
=
measured_data
-
obs_val
[
i
]
# assuming that A == A^dagger, this can be shortend
# assuming that A == A^dagger, this can be shortend
# a_c = A.inverse_times(c)
# a_c = A.inverse_times(c)
...
...
imagine/pipeline.py
View file @
e9f715ea
# -*- coding: utf-8 -*-
# -*- coding: utf-8 -*-
import
os
import
numpy
as
np
from
mpi4py
import
MPI
from
keepers
import
Loggable
from
keepers
import
Loggable
from
likelihoods
import
Likelihood
from
likelihoods
import
Likelihood
from
magnetic_fields
import
MagneticFieldFactory
from
magnetic_fields
import
MagneticFieldFactory
from
observers
import
Observer
from
observers
import
Observer
from
priors
import
Prior
from
priors
import
Prior
from
imagine.pymultinest
import
pymultinest
comm
=
MPI
.
COMM_WORLD
size
=
comm
.
size
rank
=
comm
.
rank
class
Pipeline
(
Loggable
,
object
):
class
Pipeline
(
Loggable
,
object
):
...
@@ -111,5 +121,51 @@ class Pipeline(Loggable, object):
...
@@ -111,5 +121,51 @@ class Pipeline(Loggable, object):
self
.
logger
.
debug
(
"Setting ensemble size to %i."
%
ensemble_size
)
self
.
logger
.
debug
(
"Setting ensemble size to %i."
%
ensemble_size
)
self
.
_ensemble_size
=
ensemble_size
self
.
_ensemble_size
=
ensemble_size
def
_multinest_likelihood
(
self
,
cube
,
ndim
,
nparams
):
cube_content
=
np
.
empty
(
ndim
)
for
i
in
xrange
(
ndim
):
cube_content
[
i
]
=
cube
[
i
]
if
rank
!=
0
:
raise
RuntimeError
(
"_multinest_likelihood must only be called on "
"rank==0."
)
for
i
in
xrange
(
1
,
size
):
comm
.
send
(
cube_content
,
dest
=
i
)
return
self
.
_core_likelihood
(
cube_content
)
def
_listen_for_likelihood_calls
(
self
):
cube
=
comm
.
recv
(
obj
=
None
,
source
=
0
)
self
.
_core_likelihood
(
cube
)
def
_core_likelihood
(
self
,
cube
):
# translate cube to variables
variables
=
{}
for
i
,
av
in
enumerate
(
self
.
active_variables
):
variables
[
av
]
=
cube
[
i
]
# create magnetic field
b_field
=
self
.
magnetic_field_factory
(
variables
=
variables
,
ensemble_size
=
self
.
ensemle_size
)
# create observables
observables
=
self
.
observer
(
b_field
)
# add up individual log-likelihood terms
likelihood
=
0
for
like
in
self
.
likelihood
:
likelihood
+=
like
(
observables
)
return
likelihood
def
__call__
(
self
,
variables
):
def
__call__
(
self
,
variables
):
pass
if
rank
==
0
:
# kickstart pymultinest
if
not
os
.
path
.
exists
(
"chains"
):
os
.
mkdir
(
"chains"
)
pymultinest
.
run
(
self
.
_multinest_likelihood
,
self
.
prior
,
len
(
self
.
active_variables
),
verbose
=
True
)
else
:
# let all other nodes listen for likelihood evaluations
self
.
_listen_for_likelihood_calls
()
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