From 0857737ef8d94e688f89dfa88c7cb64ff46bc0d2 Mon Sep 17 00:00:00 2001
From: Gregory Ashton <gregory.ashton@ligo.org>
Date: Wed, 5 Feb 2020 21:57:38 -0600
Subject: [PATCH] Clean up of the prior sampling mechanism
Introduces a sample_from_constrain_prior_array method to facilitate
drawn an ordered array of samples. Removes redudant code.
---
bilby/core/prior/dict.py | 20 ++++++++++++++
bilby/core/sampler/base_sampler.py | 35 +++++++-----------------
test/prior_test.py | 7 +++++
test/sampler_test.py | 44 ++++++++++++++++++++----------
4 files changed, 67 insertions(+), 39 deletions(-)
diff --git a/bilby/core/prior/dict.py b/bilby/core/prior/dict.py
index a88f1fd31..79b9522cf 100644
--- a/bilby/core/prior/dict.py
+++ b/bilby/core/prior/dict.py
@@ -306,6 +306,26 @@ class PriorDict(dict):
"""
return self.sample_subset_constrained(keys=list(self.keys()), size=size)
+ def sample_subset_constrained_as_array(self, keys=iter([]), size=None):
+ """ Return an array of samples
+
+ Parameters
+ ----------
+ keys: list
+ A list of keys to sample in
+ size: int
+ The number of samples to draw
+
+ Returns
+ -------
+ array: array_like
+ An array of shape (len(key), size) of the samples (ordered by keys)
+ """
+ samples_dict = self.sample_subset_constrained(keys=keys, size=size)
+ samples_dict = {key: np.atleast_1d(val) for key, val in samples_dict.items()}
+ samples_list = [samples_dict[key] for key in keys]
+ return np.array(samples_list)
+
def sample_subset(self, keys=iter([]), size=None):
"""Draw samples from the prior set for parameters which are not a DeltaFunction
diff --git a/bilby/core/sampler/base_sampler.py b/bilby/core/sampler/base_sampler.py
index 4b5cc048f..9d72464c2 100644
--- a/bilby/core/sampler/base_sampler.py
+++ b/bilby/core/sampler/base_sampler.py
@@ -5,7 +5,7 @@ import numpy as np
from pandas import DataFrame
from ..utils import logger, command_line_args, Counter
-from ..prior import Prior, PriorDict, ConditionalPriorDict, DeltaFunction, Constraint
+from ..prior import Prior, PriorDict, DeltaFunction, Constraint
from ..result import Result, read_in_result
@@ -251,19 +251,13 @@ class Sampler(object):
AttributeError
prior can't be sampled.
"""
- if isinstance(self.priors, ConditionalPriorDict):
+ for key in self.priors:
+ if isinstance(self.priors[key], Constraint):
+ continue
try:
- self.likelihood.parameters = self.priors.sample()
+ self.priors[key].sample()
except AttributeError as e:
- logger.warning('Cannot sample from prior, {}'.format(e))
- else:
- for key in self.priors:
- if isinstance(self.priors[key], Constraint):
- continue
- try:
- self.likelihood.parameters[key] = self.priors[key].sample()
- except AttributeError as e:
- logger.warning('Cannot sample from {}, {}'.format(key, e))
+ logger.warning('Cannot sample from {}, {}'.format(key, e))
def _verify_parameters(self):
""" Evaluate a set of parameters drawn from the prior
@@ -281,13 +275,8 @@ class Sampler(object):
raise IllegalSamplingSetError(
"Your sampling set contains redundant parameters.")
- self._check_if_priors_can_be_sampled()
- if isinstance(self.priors, ConditionalPriorDict):
- theta = self.priors.sample()
- theta = [theta[key] for key in self._search_parameter_keys]
- else:
- theta = [self.priors[key].sample()
- for key in self._search_parameter_keys]
+ theta = self.priors.sample_subset_constrained_as_array(
+ self.search_parameter_keys, size=1)[:, 0]
try:
self.log_likelihood(theta)
except TypeError as e:
@@ -308,12 +297,8 @@ class Sampler(object):
t1 = datetime.datetime.now()
for _ in range(n_evaluations):
- if isinstance(self.priors, ConditionalPriorDict):
- theta = self.priors.sample()
- theta = [theta[key] for key in self._search_parameter_keys]
- else:
- theta = [self.priors[key].sample()
- for key in self._search_parameter_keys]
+ theta = self.priors.sample_subset_constrained_as_array(
+ self._search_parameter_keys, size=1)[:, 0]
self.log_likelihood(theta)
total_time = (datetime.datetime.now() - t1).total_seconds()
self._log_likelihood_eval_time = total_time / n_evaluations
diff --git a/test/prior_test.py b/test/prior_test.py
index 4d5e38360..d579e31a6 100644
--- a/test/prior_test.py
+++ b/test/prior_test.py
@@ -867,6 +867,13 @@ class TestPriorDict(unittest.TestCase):
expected = dict(length=np.array([42., 42., 42.]))
self.assertTrue(np.array_equal(expected['length'], samples['length']))
+ def test_sample_subset_constrained_as_array(self):
+ size = 3
+ keys = ["mass", "speed"]
+ out = self.prior_set_from_dict.sample_subset_constrained_as_array(keys, size)
+ self.assertTrue(isinstance(out, np.ndarray))
+ self.assertTrue(out.shape == (len(keys), size))
+
def test_sample(self):
size = 7
np.random.seed(42)
diff --git a/test/sampler_test.py b/test/sampler_test.py
index beb0c65bd..43d3c0ded 100644
--- a/test/sampler_test.py
+++ b/test/sampler_test.py
@@ -98,7 +98,9 @@ class TestCPNest(unittest.TestCase):
def setUp(self):
self.likelihood = MagicMock()
- self.priors = dict()
+ self.priors = bilby.core.prior.PriorDict(
+ dict(a=bilby.core.prior.Uniform(0, 1),
+ b=bilby.core.prior.Uniform(0, 1)))
self.sampler = bilby.core.sampler.Cpnest(self.likelihood, self.priors,
outdir='outdir', label='label',
use_ratio=False, plot=False,
@@ -133,9 +135,9 @@ class TestDynesty(unittest.TestCase):
def setUp(self):
self.likelihood = MagicMock()
- self.priors = bilby.core.prior.PriorDict()
- self.priors['a'] = bilby.core.prior.Prior()
- self.priors['b'] = bilby.core.prior.Prior()
+ self.priors = bilby.core.prior.PriorDict(
+ dict(a=bilby.core.prior.Uniform(0, 1),
+ b=bilby.core.prior.Uniform(0, 1)))
self.sampler = bilby.core.sampler.Dynesty(self.likelihood, self.priors,
outdir='outdir', label='label',
use_ratio=False, plot=False,
@@ -208,7 +210,9 @@ class TestEmcee(unittest.TestCase):
def setUp(self):
self.likelihood = MagicMock()
- self.priors = dict()
+ self.priors = bilby.core.prior.PriorDict(
+ dict(a=bilby.core.prior.Uniform(0, 1),
+ b=bilby.core.prior.Uniform(0, 1)))
self.sampler = bilby.core.sampler.Emcee(self.likelihood, self.priors,
outdir='outdir', label='label',
use_ratio=False, plot=False,
@@ -244,11 +248,13 @@ class TestKombine(unittest.TestCase):
def setUp(self):
self.likelihood = MagicMock()
- self.priors = dict()
+ self.priors = bilby.core.prior.PriorDict(
+ dict(a=bilby.core.prior.Uniform(0, 1),
+ b=bilby.core.prior.Uniform(0, 1)))
self.sampler = bilby.core.sampler.Kombine(self.likelihood, self.priors,
- outdir='outdir', label='label',
- use_ratio=False, plot=False,
- skip_import_verification=True)
+ outdir='outdir', label='label',
+ use_ratio=False, plot=False,
+ skip_import_verification=True)
def tearDown(self):
del self.likelihood
@@ -279,7 +285,9 @@ class TestNestle(unittest.TestCase):
def setUp(self):
self.likelihood = MagicMock()
- self.priors = dict()
+ self.priors = bilby.core.prior.PriorDict(
+ dict(a=bilby.core.prior.Uniform(0, 1),
+ b=bilby.core.prior.Uniform(0, 1)))
self.sampler = bilby.core.sampler.Nestle(self.likelihood, self.priors,
outdir='outdir', label='label',
use_ratio=False, plot=False,
@@ -316,7 +324,9 @@ class TestPolyChord(unittest.TestCase):
def setUp(self):
self.likelihood = MagicMock()
- self.priors = dict(a=bilby.prior.Uniform(0, 1))
+ self.priors = bilby.core.prior.PriorDict(
+ dict(a=bilby.core.prior.Uniform(0, 1),
+ b=bilby.core.prior.Uniform(0, 1)))
self.sampler = bilby.core.sampler.PyPolyChord(self.likelihood, self.priors,
outdir='outdir', label='polychord',
use_ratio=False, plot=False,
@@ -363,7 +373,9 @@ class TestPTEmcee(unittest.TestCase):
def setUp(self):
self.likelihood = MagicMock()
- self.priors = dict()
+ self.priors = bilby.core.prior.PriorDict(
+ dict(a=bilby.core.prior.Uniform(0, 1),
+ b=bilby.core.prior.Uniform(0, 1)))
self.sampler = bilby.core.sampler.Ptemcee(self.likelihood, self.priors,
outdir='outdir', label='label',
use_ratio=False, plot=False,
@@ -410,7 +422,9 @@ class TestPyMC3(unittest.TestCase):
def setUp(self):
self.likelihood = MagicMock()
- self.priors = dict()
+ self.priors = bilby.core.prior.PriorDict(
+ dict(a=bilby.core.prior.Uniform(0, 1),
+ b=bilby.core.prior.Uniform(0, 1)))
self.sampler = bilby.core.sampler.Pymc3(self.likelihood, self.priors,
outdir='outdir', label='label',
use_ratio=False, plot=False,
@@ -448,7 +462,9 @@ class TestPymultinest(unittest.TestCase):
def setUp(self):
self.likelihood = MagicMock()
- self.priors = bilby.core.prior.PriorDict()
+ self.priors = bilby.core.prior.PriorDict(
+ dict(a=bilby.core.prior.Uniform(0, 1),
+ b=bilby.core.prior.Uniform(0, 1)))
self.priors['a'] = bilby.core.prior.Prior(boundary='periodic')
self.priors['b'] = bilby.core.prior.Prior(boundary='reflective')
self.sampler = bilby.core.sampler.Pymultinest(self.likelihood, self.priors,
--
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