Merge pull request #156 from joezuntz/repeat-maxlike

Expose bobyqa hessian

cosmosis/samplers/maxlike/maxlike_sampler.py

@@ -112,6 +112,10 @@ def save_final_outputs(self, best_fit_results, final=False):
             if self.output_cov:
                 np.savetxt(self.output_cov, results.covmat)
 
+        if self.output_ini:
+            self.pipeline.create_ini(results.vector, self.output_ini)
+
+
         # We only want to update the distribution hints at the very end
         if final:
             # These values are used by subsequent samplers, if you chain
@@ -144,6 +148,10 @@ def run_optimizer(self, inputs):
             }
             optimizer_result = pybobyqa.solve(likefn, start_vector, **kw)
             opt_norm = optimizer_result.x
+            # bobyqa calls it .hessian but scipy calls it .hess, so copy it here
+            # if available
+            if optimizer_result.hessian is not None:
+                optimizer_result.hess = optimizer_result.hessian
         else:
             # Use scipy mainimizer instead
             optimizer_result = scipy.optimize.minimize(likefn, start_vector, method=self.method,

cosmosis/test/test_samplers.py

@@ -146,7 +146,10 @@ def test_maxlike():
     with tempfile.TemporaryDirectory() as dirname:
         output_ini = os.path.join(dirname, "output.ini")
         output_cov = os.path.join(dirname, "output_cov.txt")
-        run('maxlike', True, can_postprocess=False, method="L-BFGS-B", max_posterior=True, output_ini=output_ini, output_cov=output_cov)
+        run('maxlike', True, can_postprocess=False, method="L-BFGS-B", max_posterior=True, output_ini=output_ini, output_covmat=output_cov)
+        assert os.path.exists(output_cov)
+        assert os.path.exists(output_ini)
+
 
 
     output = run('maxlike', True, can_postprocess=False, repeats=5, start_method="prior")
@@ -188,7 +191,11 @@ def test_maxlike():
 
 
 def test_bobyqa():
-    run('maxlike', True, can_postprocess=False, method='bobyqa')
+    with tempfile.TemporaryDirectory() as dirname:
+        output_cov = os.path.join(dirname, "output_cov.txt")
+        run('maxlike', True, can_postprocess=False, method='bobyqa', output_covmat=output_cov)
+        assert os.path.exists(output_cov)
+
 
 def test_metropolis():
     run('metropolis', True, samples=20)

cosmosis/version.py

@@ -1 +1 @@
-__version__ = '3.14'
+__version__ = '3.14.1'