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4 changed files with 109 additions and 337 deletions
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@ -102,25 +102,27 @@
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<div class="codehilite"><pre><span></span><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
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<span class="kn">from</span> <span class="nn">autograd</span> <span class="kn">import</span> <span class="n">jacobian</span>
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<span class="kn">import</span> <span class="nn">autograd.numpy</span> <span class="k">as</span> <span class="nn">anp</span> <span class="c1"># Thinly-wrapped numpy</span>
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<span class="kn">from</span> <span class="nn">.obs</span> <span class="kn">import</span> <span class="n">derived_observable</span><span class="p">,</span> <span class="n">CObs</span><span class="p">,</span> <span class="n">Obs</span>
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<span class="kn">from</span> <span class="nn">.obs</span> <span class="kn">import</span> <span class="n">derived_observable</span><span class="p">,</span> <span class="n">CObs</span><span class="p">,</span> <span class="n">Obs</span><span class="p">,</span> <span class="n">_merge_idx</span><span class="p">,</span> <span class="n">_expand_deltas_for_merge</span><span class="p">,</span> <span class="n">_filter_zeroes</span>
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<span class="kn">from</span> <span class="nn">functools</span> <span class="kn">import</span> <span class="n">partial</span>
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<span class="kn">from</span> <span class="nn">autograd.extend</span> <span class="kn">import</span> <span class="n">defvjp</span>
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<span class="k">def</span> <span class="nf">derived_array</span><span class="p">(</span><span class="n">func</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="sd">"""Construct a derived Obs according to func(data, **kwargs) of matrix value data</span>
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<span class="sd"> using automatic differentiation.</span>
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<span class="sd">"""Construct a derived Obs for a matrix valued function according to func(data, **kwargs) using automatic differentiation.</span>
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<span class="sd"> Parameters</span>
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<span class="sd"> ----------</span>
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<span class="sd"> func -- arbitrary function of the form func(data, **kwargs). For the</span>
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<span class="sd"> automatic differentiation to work, all numpy functions have to have</span>
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<span class="sd"> the autograd wrapper (use 'import autograd.numpy as anp').</span>
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<span class="sd"> data -- list of Obs, e.g. [obs1, obs2, obs3].</span>
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<span class="sd"> man_grad -- manually supply a list or an array which contains the jacobian</span>
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<span class="sd"> of func. Use cautiously, supplying the wrong derivative will</span>
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<span class="sd"> not be intercepted.</span>
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<span class="sd"> func : object</span>
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<span class="sd"> arbitrary function of the form func(data, **kwargs). For the</span>
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<span class="sd"> automatic differentiation to work, all numpy functions have to have</span>
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<span class="sd"> the autograd wrapper (use 'import autograd.numpy as anp').</span>
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<span class="sd"> data : list</span>
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<span class="sd"> list of Obs, e.g. [obs1, obs2, obs3].</span>
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<span class="sd"> man_grad : list</span>
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<span class="sd"> manually supply a list or an array which contains the jacobian</span>
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<span class="sd"> of func. Use cautiously, supplying the wrong derivative will</span>
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<span class="sd"> not be intercepted.</span>
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<span class="sd"> """</span>
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<span class="n">data</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
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@ -131,25 +133,29 @@
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<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">i_data</span><span class="p">,</span> <span class="n">Obs</span><span class="p">):</span>
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<span class="n">first_name</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
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<span class="n">first_shape</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">first_name</span><span class="p">]</span>
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<span class="n">first_idl</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">idl</span><span class="p">[</span><span class="n">first_name</span><span class="p">]</span>
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<span class="k">break</span>
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<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">)):</span>
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<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">],</span> <span class="p">(</span><span class="nb">int</span><span class="p">,</span> <span class="nb">float</span><span class="p">)):</span>
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<span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="n">Obs</span><span class="p">([</span><span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">first_shape</span><span class="p">)],</span> <span class="p">[</span><span class="n">first_name</span><span class="p">])</span>
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<span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="n">Obs</span><span class="p">([</span><span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">first_shape</span><span class="p">)],</span> <span class="p">[</span><span class="n">first_name</span><span class="p">],</span> <span class="n">idl</span><span class="o">=</span><span class="p">[</span><span class="n">first_idl</span><span class="p">])</span>
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<span class="n">n_obs</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">)</span>
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<span class="n">new_names</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="n">y</span> <span class="k">for</span> <span class="n">x</span> <span class="ow">in</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">names</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">]</span> <span class="k">for</span> <span class="n">y</span> <span class="ow">in</span> <span class="n">x</span><span class="p">]))</span>
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<span class="n">new_shape</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="k">for</span> <span class="n">i_data</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span>
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<span class="n">is_merged</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">is_merged</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span>
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<span class="n">reweighted</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">reweighted</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span>
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<span class="n">new_idl_d</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
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<span class="n">idl</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">i_data</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">idl</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span>
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<span class="k">if</span> <span class="n">tmp</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
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<span class="k">if</span> <span class="n">new_shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
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<span class="n">new_shape</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">tmp</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="k">if</span> <span class="n">new_shape</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">!=</span> <span class="n">tmp</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Shapes of ensemble'</span><span class="p">,</span> <span class="n">name</span><span class="p">,</span> <span class="s1">'do not match.'</span><span class="p">)</span>
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<span class="n">idl</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">tmp</span><span class="p">)</span>
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<span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">_merge_idx</span><span class="p">(</span><span class="n">idl</span><span class="p">)</span>
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<span class="k">if</span> <span class="ow">not</span> <span class="n">is_merged</span><span class="p">:</span>
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<span class="n">is_merged</span> <span class="o">=</span> <span class="p">(</span><span class="mi">1</span> <span class="o">!=</span> <span class="nb">len</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="nb">len</span><span class="p">(</span><span class="n">idx</span><span class="p">)</span> <span class="k">for</span> <span class="n">idx</span> <span class="ow">in</span> <span class="p">[</span><span class="o">*</span><span class="n">idl</span><span class="p">,</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">]]])))</span>
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<span class="k">if</span> <span class="n">data</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
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<span class="n">values</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">data</span><span class="p">])</span>
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<span class="k">else</span><span class="p">:</span>
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@ -172,8 +178,6 @@
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<span class="n">deriv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'man_grad'</span><span class="p">))</span>
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<span class="k">if</span> <span class="n">new_values</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="n">data</span><span class="o">.</span><span class="n">shape</span> <span class="o">!=</span> <span class="n">deriv</span><span class="o">.</span><span class="n">shape</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Manual derivative does not have correct shape.'</span><span class="p">)</span>
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<span class="k">elif</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'num_grad'</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Multi mode currently not supported for numerical derivative'</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="n">deriv</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">func</span><span class="p">)(</span><span class="n">values</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
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@ -184,7 +188,7 @@
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<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
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<span class="n">ens_length</span> <span class="o">=</span> <span class="n">dat</span><span class="o">.</span><span class="n">ravel</span><span class="p">()[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">name</span><span class="p">]</span>
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<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">o</span><span class="o">.</span><span class="n">deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">dat</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">prod</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span><span class="p">))])</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="p">(</span><span class="n">ens_length</span><span class="p">,</span> <span class="p">)))</span>
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<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">_expand_deltas_for_merge</span><span class="p">(</span><span class="n">o</span><span class="o">.</span><span class="n">deltas</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">o</span><span class="o">.</span><span class="n">idl</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">o</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">dat</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">prod</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span><span class="p">))])</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="p">(</span><span class="n">ens_length</span><span class="p">,</span> <span class="p">)))</span>
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<span class="k">for</span> <span class="n">i_val</span><span class="p">,</span> <span class="n">new_val</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">ndenumerate</span><span class="p">(</span><span class="n">new_values</span><span class="p">):</span>
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<span class="n">new_deltas</span> <span class="o">=</span> <span class="p">{}</span>
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@ -196,12 +200,21 @@
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<span class="n">new_samples</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="n">new_means</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
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<span class="n">new_samples</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
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<span class="n">new_idl</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">if</span> <span class="n">is_merged</span><span class="p">:</span>
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<span class="n">filtered_names</span><span class="p">,</span> <span class="n">filtered_deltas</span><span class="p">,</span> <span class="n">filtered_idl_d</span> <span class="o">=</span> <span class="n">_filter_zeroes</span><span class="p">(</span><span class="n">new_names</span><span class="p">,</span> <span class="n">new_deltas</span><span class="p">,</span> <span class="n">new_idl_d</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="n">filtered_names</span> <span class="o">=</span> <span class="n">new_names</span>
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<span class="n">filtered_deltas</span> <span class="o">=</span> <span class="n">new_deltas</span>
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<span class="n">filtered_idl_d</span> <span class="o">=</span> <span class="n">new_idl_d</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">filtered_names</span><span class="p">:</span>
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<span class="n">new_samples</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">filtered_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
<span class="n">new_means</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">new_r_values</span><span class="p">[</span><span class="n">name</span><span class="p">][</span><span class="n">i_val</span><span class="p">])</span>
|
||||
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span> <span class="o">=</span> <span class="n">Obs</span><span class="p">(</span><span class="n">new_samples</span><span class="p">,</span> <span class="n">new_names</span><span class="p">,</span> <span class="n">means</span><span class="o">=</span><span class="n">new_means</span><span class="p">)</span>
|
||||
<span class="n">new_idl</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">filtered_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span> <span class="o">=</span> <span class="n">Obs</span><span class="p">(</span><span class="n">new_samples</span><span class="p">,</span> <span class="n">filtered_names</span><span class="p">,</span> <span class="n">means</span><span class="o">=</span><span class="n">new_means</span><span class="p">,</span> <span class="n">idl</span><span class="o">=</span><span class="n">new_idl</span><span class="p">)</span>
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span><span class="o">.</span><span class="n">_value</span> <span class="o">=</span> <span class="n">new_val</span>
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span><span class="o">.</span><span class="n">is_merged</span> <span class="o">=</span> <span class="n">is_merged</span>
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span><span class="o">.</span><span class="n">reweighted</span> <span class="o">=</span> <span class="n">reweighted</span>
|
||||
|
||||
<span class="k">return</span> <span class="n">final_result</span>
|
||||
|
||||
|
|
@ -652,18 +665,20 @@
|
|||
<details>
|
||||
<summary>View Source</summary>
|
||||
<div class="codehilite"><pre><span></span><span class="k">def</span> <span class="nf">derived_array</span><span class="p">(</span><span class="n">func</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
|
||||
<span class="sd">"""Construct a derived Obs according to func(data, **kwargs) of matrix value data</span>
|
||||
<span class="sd"> using automatic differentiation.</span>
|
||||
<span class="sd">"""Construct a derived Obs for a matrix valued function according to func(data, **kwargs) using automatic differentiation.</span>
|
||||
|
||||
<span class="sd"> Parameters</span>
|
||||
<span class="sd"> ----------</span>
|
||||
<span class="sd"> func -- arbitrary function of the form func(data, **kwargs). For the</span>
|
||||
<span class="sd"> automatic differentiation to work, all numpy functions have to have</span>
|
||||
<span class="sd"> the autograd wrapper (use 'import autograd.numpy as anp').</span>
|
||||
<span class="sd"> data -- list of Obs, e.g. [obs1, obs2, obs3].</span>
|
||||
<span class="sd"> man_grad -- manually supply a list or an array which contains the jacobian</span>
|
||||
<span class="sd"> of func. Use cautiously, supplying the wrong derivative will</span>
|
||||
<span class="sd"> not be intercepted.</span>
|
||||
<span class="sd"> func : object</span>
|
||||
<span class="sd"> arbitrary function of the form func(data, **kwargs). For the</span>
|
||||
<span class="sd"> automatic differentiation to work, all numpy functions have to have</span>
|
||||
<span class="sd"> the autograd wrapper (use 'import autograd.numpy as anp').</span>
|
||||
<span class="sd"> data : list</span>
|
||||
<span class="sd"> list of Obs, e.g. [obs1, obs2, obs3].</span>
|
||||
<span class="sd"> man_grad : list</span>
|
||||
<span class="sd"> manually supply a list or an array which contains the jacobian</span>
|
||||
<span class="sd"> of func. Use cautiously, supplying the wrong derivative will</span>
|
||||
<span class="sd"> not be intercepted.</span>
|
||||
<span class="sd"> """</span>
|
||||
|
||||
<span class="n">data</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">data</span><span class="p">)</span>
|
||||
|
|
@ -674,25 +689,29 @@
|
|||
<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">i_data</span><span class="p">,</span> <span class="n">Obs</span><span class="p">):</span>
|
||||
<span class="n">first_name</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
|
||||
<span class="n">first_shape</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">first_name</span><span class="p">]</span>
|
||||
<span class="n">first_idl</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">idl</span><span class="p">[</span><span class="n">first_name</span><span class="p">]</span>
|
||||
<span class="k">break</span>
|
||||
|
||||
<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">)):</span>
|
||||
<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">],</span> <span class="p">(</span><span class="nb">int</span><span class="p">,</span> <span class="nb">float</span><span class="p">)):</span>
|
||||
<span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="n">Obs</span><span class="p">([</span><span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">first_shape</span><span class="p">)],</span> <span class="p">[</span><span class="n">first_name</span><span class="p">])</span>
|
||||
<span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">=</span> <span class="n">Obs</span><span class="p">([</span><span class="n">raveled_data</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">first_shape</span><span class="p">)],</span> <span class="p">[</span><span class="n">first_name</span><span class="p">],</span> <span class="n">idl</span><span class="o">=</span><span class="p">[</span><span class="n">first_idl</span><span class="p">])</span>
|
||||
|
||||
<span class="n">n_obs</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">)</span>
|
||||
<span class="n">new_names</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="n">y</span> <span class="k">for</span> <span class="n">x</span> <span class="ow">in</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">names</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">]</span> <span class="k">for</span> <span class="n">y</span> <span class="ow">in</span> <span class="n">x</span><span class="p">]))</span>
|
||||
|
||||
<span class="n">new_shape</span> <span class="o">=</span> <span class="p">{}</span>
|
||||
<span class="k">for</span> <span class="n">i_data</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
|
||||
<span class="n">tmp</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span>
|
||||
<span class="n">is_merged</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">is_merged</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span>
|
||||
<span class="n">reweighted</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">reweighted</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span>
|
||||
<span class="n">new_idl_d</span> <span class="o">=</span> <span class="p">{}</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
|
||||
<span class="n">idl</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="k">for</span> <span class="n">i_data</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
|
||||
<span class="n">tmp</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">idl</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="n">tmp</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="n">new_shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<span class="n">new_shape</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">tmp</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="n">new_shape</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">!=</span> <span class="n">tmp</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Shapes of ensemble'</span><span class="p">,</span> <span class="n">name</span><span class="p">,</span> <span class="s1">'do not match.'</span><span class="p">)</span>
|
||||
<span class="n">idl</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">tmp</span><span class="p">)</span>
|
||||
<span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">_merge_idx</span><span class="p">(</span><span class="n">idl</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="n">is_merged</span><span class="p">:</span>
|
||||
<span class="n">is_merged</span> <span class="o">=</span> <span class="p">(</span><span class="mi">1</span> <span class="o">!=</span> <span class="nb">len</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="nb">len</span><span class="p">(</span><span class="n">idx</span><span class="p">)</span> <span class="k">for</span> <span class="n">idx</span> <span class="ow">in</span> <span class="p">[</span><span class="o">*</span><span class="n">idl</span><span class="p">,</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">]]])))</span>
|
||||
|
||||
<span class="k">if</span> <span class="n">data</span><span class="o">.</span><span class="n">ndim</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
|
||||
<span class="n">values</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">data</span><span class="p">])</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
|
|
@ -715,8 +734,6 @@
|
|||
<span class="n">deriv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'man_grad'</span><span class="p">))</span>
|
||||
<span class="k">if</span> <span class="n">new_values</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="n">data</span><span class="o">.</span><span class="n">shape</span> <span class="o">!=</span> <span class="n">deriv</span><span class="o">.</span><span class="n">shape</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Manual derivative does not have correct shape.'</span><span class="p">)</span>
|
||||
<span class="k">elif</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'num_grad'</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Multi mode currently not supported for numerical derivative'</span><span class="p">)</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">deriv</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">func</span><span class="p">)(</span><span class="n">values</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
|
||||
|
||||
|
|
@ -727,7 +744,7 @@
|
|||
<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
|
||||
<span class="n">ens_length</span> <span class="o">=</span> <span class="n">dat</span><span class="o">.</span><span class="n">ravel</span><span class="p">()[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">name</span><span class="p">]</span>
|
||||
<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">o</span><span class="o">.</span><span class="n">deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">dat</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">prod</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span><span class="p">))])</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="p">(</span><span class="n">ens_length</span><span class="p">,</span> <span class="p">)))</span>
|
||||
<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">_expand_deltas_for_merge</span><span class="p">(</span><span class="n">o</span><span class="o">.</span><span class="n">deltas</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">o</span><span class="o">.</span><span class="n">idl</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">o</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">dat</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">prod</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span><span class="p">))])</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="p">(</span><span class="n">ens_length</span><span class="p">,</span> <span class="p">)))</span>
|
||||
|
||||
<span class="k">for</span> <span class="n">i_val</span><span class="p">,</span> <span class="n">new_val</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">ndenumerate</span><span class="p">(</span><span class="n">new_values</span><span class="p">):</span>
|
||||
<span class="n">new_deltas</span> <span class="o">=</span> <span class="p">{}</span>
|
||||
|
|
@ -739,28 +756,41 @@
|
|||
|
||||
<span class="n">new_samples</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="n">new_means</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
|
||||
<span class="n">new_samples</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
<span class="n">new_idl</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="k">if</span> <span class="n">is_merged</span><span class="p">:</span>
|
||||
<span class="n">filtered_names</span><span class="p">,</span> <span class="n">filtered_deltas</span><span class="p">,</span> <span class="n">filtered_idl_d</span> <span class="o">=</span> <span class="n">_filter_zeroes</span><span class="p">(</span><span class="n">new_names</span><span class="p">,</span> <span class="n">new_deltas</span><span class="p">,</span> <span class="n">new_idl_d</span><span class="p">)</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">filtered_names</span> <span class="o">=</span> <span class="n">new_names</span>
|
||||
<span class="n">filtered_deltas</span> <span class="o">=</span> <span class="n">new_deltas</span>
|
||||
<span class="n">filtered_idl_d</span> <span class="o">=</span> <span class="n">new_idl_d</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">filtered_names</span><span class="p">:</span>
|
||||
<span class="n">new_samples</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">filtered_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
<span class="n">new_means</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">new_r_values</span><span class="p">[</span><span class="n">name</span><span class="p">][</span><span class="n">i_val</span><span class="p">])</span>
|
||||
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span> <span class="o">=</span> <span class="n">Obs</span><span class="p">(</span><span class="n">new_samples</span><span class="p">,</span> <span class="n">new_names</span><span class="p">,</span> <span class="n">means</span><span class="o">=</span><span class="n">new_means</span><span class="p">)</span>
|
||||
<span class="n">new_idl</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">filtered_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span> <span class="o">=</span> <span class="n">Obs</span><span class="p">(</span><span class="n">new_samples</span><span class="p">,</span> <span class="n">filtered_names</span><span class="p">,</span> <span class="n">means</span><span class="o">=</span><span class="n">new_means</span><span class="p">,</span> <span class="n">idl</span><span class="o">=</span><span class="n">new_idl</span><span class="p">)</span>
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span><span class="o">.</span><span class="n">_value</span> <span class="o">=</span> <span class="n">new_val</span>
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span><span class="o">.</span><span class="n">is_merged</span> <span class="o">=</span> <span class="n">is_merged</span>
|
||||
<span class="n">final_result</span><span class="p">[</span><span class="n">i_val</span><span class="p">]</span><span class="o">.</span><span class="n">reweighted</span> <span class="o">=</span> <span class="n">reweighted</span>
|
||||
|
||||
<span class="k">return</span> <span class="n">final_result</span>
|
||||
</pre></div>
|
||||
|
||||
</details>
|
||||
|
||||
<div class="docstring"><p>Construct a derived Obs according to func(data, **kwargs) of matrix value data
|
||||
using automatic differentiation.</p>
|
||||
<div class="docstring"><p>Construct a derived Obs for a matrix valued function according to func(data, **kwargs) using automatic differentiation.</p>
|
||||
|
||||
<h6 id="parameters">Parameters</h6>
|
||||
|
||||
<ul>
|
||||
<li><strong>func -- arbitrary function of the form func(data, **kwargs). For the</strong>: automatic differentiation to work, all numpy functions have to have
|
||||
<li><strong>func</strong> (object):
|
||||
arbitrary function of the form func(data, **kwargs). For the
|
||||
automatic differentiation to work, all numpy functions have to have
|
||||
the autograd wrapper (use 'import autograd.numpy as anp').</li>
|
||||
<li><strong>data -- list of Obs, e.g. [obs1, obs2, obs3].</strong></li>
|
||||
<li><strong>man_grad -- manually supply a list or an array which contains the jacobian</strong>: of func. Use cautiously, supplying the wrong derivative will
|
||||
<li><strong>data</strong> (list):
|
||||
list of Obs, e.g. [obs1, obs2, obs3].</li>
|
||||
<li><strong>man_grad</strong> (list):
|
||||
manually supply a list or an array which contains the jacobian
|
||||
of func. Use cautiously, supplying the wrong derivative will
|
||||
not be intercepted.</li>
|
||||
</ul>
|
||||
</div>
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue