Skip to content
Snippets Groups Projects

Improve ptemcee

Merged Gregory Ashton requested to merge improve-ptemcee into master

This is a total rewrite of the ptemcee implementation. Originally, we had based ptemcee on emcee, but emcee has changed quite significantly and I anticipate it will be easier to maintain the two uncoupled from hereon. This adds sufficient functionality to ptemcee for it to be usable on gravitational wave events. Here is a summary of the changes

  1. Add automatic convergence to the user interface: users now specify nsamples as a the primary input. The sampler will run until it has nsamples independent samples from the posterior. The user now has access to a reduced set of the ptemcee full functionality (e.g. iterations), but this isn't required given the convergence checking.
  2. Add diagnostic plots for the autocorrelation time, e.g.: fast_tutorial_checkpoint_tau
  3. Improve the traceplots to show the convergence and the current posterior samples
  4. Add dumping of posterior samples to a .dat file
  5. Add multi-processing support, tested on a 16 core machine to give a significant reduction in compute time (exact timings yet to be calculated).
  6. Add regular 10-minute checkpointing

Note, I have intentionally put much of the primary logic into functions rather than class methods. This is because eventually we should port changes to parallel bilby and potentially other samplers and this is most easily done from a functional interface (at least for parallel bilby where inheritance causes issues with the parallel aspects).

Edited by Gregory Ashton

Merge request reports

Pipeline #115973 passed

Pipeline passed for 490c227a on improve-ptemcee

Test coverage 59.00% (-1.00%) from 1 job
Approval is optional

Merged by Gregory AshtonGregory Ashton 4 years ago (Apr 15, 2020 12:29am UTC)

Pipeline #118656 canceled

Pipeline canceled for 2ca8a475 on master

Activity

Filter activity
  • Approvals
  • Assignees & reviewers
  • Comments (from bots)
  • Comments (from users)
  • Commits & branches
  • Edits
  • Labels
  • Lock status
  • Mentions
  • Merge request status
  • Tracking
Please register or sign in to reply
Loading