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occr_fitter.py
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occr_fitter.py
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"""Statistical model for poisson point process with uncertain events."""
import warnings
import emcee
import numpy as np
import pymc3 as pm
import pandas as pd
import matplotlib.pyplot as plt
import tensorflow as tf
import tensorflow_probability as tfp
from scipy import optimize
from corner import corner
from . import vislib, analysis, util_lib
# Jeffreys prior for a Poisson rate parameter:
#
# p(rate) = sqrt(1/rate)
#
# Or equivalently, sqrt(rate) has an unnormalised uniform distribution
#
# See:
# PAPERS
# https://en.wikipedia.org/wiki/Jeffreys_prior relevant section
#
# When transformed to log_rate, then it is:
#
# p(rate) = rate**(-3/2)
#
# Objects leads the creation of the F_ijk and H_ij arrays, calling on
# external functions.
# Always fit log_occr.
# Allow choice in whether to assume constant in log_p/log_r; within a
# bin only.
# Changes to make from previous object:
# _log_occr_flag: not present, assume it's True in all cases
# _cpf_grid -> _int_cpf_grid (?)
#
# Tensorflow
# ----------
#
# Working with tensorflow is currently incomplete.
# The idea:
#
# When using tensorflow for NUTS/autodiff or whatever, the .occr array
# will be a tf.Tensor. Therefore, all the object internals need to work
# with this possiblity (the results from sampling will be converted back
# to numpy arrays).
#
# However; need to make sure that in that case, the
# operations done on .occr (i.e in likelihoods, priors, calc_integral,
# volumise_occr, and so on...) work well with tensorflow. The
# multiplying arrays may need to be turned into tf.constants.
#
# I also need to make sure that the operations don't add an ever
# increasing number of nods to the operations graph.
#
# Another thing is that hopefully, if log_likelihood is called multiple
# times, we don't add multiple versions of the same operations to the
# same graph. Figure out what it means to make the GradientTape
# persistent.
class UncertainBinnedPoissonProcess(object):
"""Poisson process model for occurrence rates.
NOTE regarding occr and log-occr: for the probability functions,
i.e likelihood, prior, and so on; we always use only log-occr as
an input parameter. For internal operations like calculating N_exp,
volumising the rate, calculate rates at points, and so on,
use log_occr for now, although keep track of this.
NOTE sampling is done in log-occr, results are given in occr. Same
for storage.
"""
def __init__(self, irr, planets, R_boundaries, P_boundaries,
log_r=False, log_p=True):
"""Sets up grid, completeness values and pre-calculated arrays.
Completeness grid has a N x M dimension; with N R-bins,
and M P-bins.
Args:
irr (pd.DataFrame): injection-recovery results; must include
columns: 'object_id', 'R_p', 'P',
planets (pd.DataFrame): planet detections, must include
columns: 'object_id', 'planet_id', 'R_p', 'P', '
R_boundaries (np.array, (N+1)-dim): the boundaries of
the bins in R space (inclusive of top bound)
P_boundaries (np.array, (M+1)-dim): the boundaries of
the bins in P space (inclusive of top bound)
fit_log_occr
log_p
log_r
"""
# There must be an 'object_id' column to count individual targets,
# although 'epic' will also be accepted and substituted, if
# 'object_id' is not found in irr. Planets must also contain the
# matching 'object' id for each target.
# Potentially cpf_grid to H_array, and overlap_array to F_array
# Set up the grid and attributes
# ------------------------------
if 'object_id' not in irr.columns:
irr = irr.rename(columns={'epic':'object_id'})
if 'object_id' not in planets.columns:
planets = planets.rename(columns={'epic':'object_id'})
if 'planet_id' not in planets.columns:
planets['planet_id'] = range(len(planets))
self._R_boundaries = np.array(R_boundaries)
self._P_boundaries = np.array(P_boundaries)
self._grid_shape = (len(R_boundaries) - 1, len(P_boundaries) - 1)
self._log_p_flag = log_p
self._log_r_flag = log_r
self._N_stars = len(irr.object_id.unique())
planets = planets[planets.object_id.isin(irr.object_id)]
planet_indexes = pd.DataFrame({'object_id':planets.object_id,
'planet_id':planets.planet_id})
H_array = np.empty((len(planets),) + self._grid_shape, dtype=float)
F_array = np.empty((len(planets),) + self._grid_shape, dtype=float)
# Precalculate completeness grids (H_ij)
# --------------------------------------
# Integrated completeness grid
integrated_cpf_grid, _, _, _ = util_lib.get_completeness(
irr=irr, R_boundaries=R_boundaries, P_boundaries=P_boundaries)
# Individual planet-hosting target grids
for i, idx in enumerate(planet_indexes.index):
planet_indexes.loc[idx, 'H_index'] = i
H_array[i], _, _, _ = util_lib.get_completeness(
irr=irr, R_boundaries=R_boundaries, P_boundaries=P_boundaries)
# Precalculated uncertainty overlaps (F_ijk)
# ------------------------------------------
for i, idx in enumerate(planet_indexes.index):
planet_indexes.loc[idx, 'F_index'] = i
F_array[i] = util_lib.get_grid_overlap(
R_boundaries=R_boundaries, P_boundaries=P_boundaries,
**planets.loc[idx, ['R_p', 'P', 'R_p_lower', 'R_p_upper',
'P_lower', 'P_upper']])
planet_indexes['F_index'] = planet_indexes.F_index.astype(int)
planet_indexes['H_index'] = planet_indexes.H_index.astype(int)
# This is currently unused; I guess I wrote it all previously
# with the assumption that the H, F, etc... arrays were all
# aligned as arrays, and that they remained unchanged.
self._planet_indexes = planet_indexes
# Initiate the occurrence rate in same bins of R as cpf
# NOTE: never start them at zero, it will crash
# This initialisation isn't checked for shape, and must not be
# referred to by the object; always use self.occr,
# self.log_occr
self._occr_array = np.ones(np.shape(self))
self.H_bar_array = np.array(integrated_cpf_grid)
self.H_array = H_array
self.F_array = F_array
# Flag; if True, the parameters have been unchanged since
# the last time the rate integral was calculated; therefore
# the cached integral is safe to use.
self._int_cache_flag = False
self._int_cache = 0.0
self._sample_storage = None
# Properties and internals
# ------------------------
@property
def shape(self):
"""Gives the shape of the completeness array."""
# TODO: perhaps this should be a list? That's what the shape
# normally is.
return np.array([len(self._R_boundaries)-1, len(self._P_boundaries)-1])
@property
def occr_r_names(self):
"""The string names (ranges) of the radius bins."""
occr_names = []
for i in range(len(self._R_boundaries) - 1):
occr_names.append("{} - {}".format(self._R_boundaries[i],
self._R_boundaries[i+1]))
return occr_names
@property
def occr_p_names(self):
"""The string names (ranges) of the period bins."""
occr_names = []
for i in range(len(self._P_boundaries) - 1):
occr_names.append("{:.3g} - {:.3g}".format(
self._P_boundaries[i], self._P_boundaries[i+1]))
return occr_names
def get_occr(self):
"""Returns the occurrence rate grid."""
return self._occr_array
def set_occr(self, array):
"""Set the occurrence rate grid."""
if not np.array_equal(np.shape(array), np.shape(self)):
# np.all(np.shape(array) == np.shape(self)):
import pdb; pdb.set_trace()
raise ValueError("Input array is the wrong shape.")
elif tf.is_tensor(array):
# Placeholder: not sure how to check for finiteness with a
# tensorflow Variable (TODO)
pass
elif (array < 0.0).any():
raise InvalidOccurrenceRate("Negative occurrence rate is invalid.")
self._int_cache_flag = False
self._occr_array = array
def get_log_occr(self):
"""Returns the log-occurrence rate grid."""
if tf.is_tensor(self._occr_array):
return tf.log(self._occr_array) / tf.log(10)
else:
return np.log10(self._occr_array)
def set_log_occr(self, array):
"""Set the log-occurrence rates grid."""
if not np.array_equal(np.shape(array), np.shape(self)):
# np.all(np.shape(array) == np.shape(self)):
import pdb; pdb.set_trace()
raise ValueError("Input array is the wrong shape.")
elif tf.is_tensor(array):
# Placeholder: not sure how to check for finiteness with a
# tensorflow Variable (TODO)
pass
elif not np.isfinite(array).all():
raise InvalidOccurrenceRate("Negative occurrence rate is invalid.")
self._int_cache_flag = False
self._occr_array = 10**array
# Preferentially use log-occurrence rates, especially for fitting
occr = property(get_occr, set_occr)
log_occr = property(get_log_occr, set_log_occr)
# Probabilistic methods
# ---------------------
def likelihood(self, log_occr_array=None):
"""Calculates the value of the likelihood.
Args:
log_occr_array (np.array): log-occurrence rates. Optional;
if not given, they will be taken from the stored values.
"""
if log_occr_array is not None:
# Catch invalid occurrence rates for zero likelihood
try:
self.log_occr = log_occr_array
except InvalidOccurrenceRate:
return 0.0
# Procedure: calculate N_exp in all cases, calculate detection
# term if there are detections
# N_exp
N_exp = self.calc_integral() * self._N_stars
# Product terms
# TODO:Check that the array broadcasting works here
# Shape of s_terms should be [N_planets, NR, NP]
s_terms = self.H_array * self.F_array * self.occr
if tf.is_tensor(self.occr):
ps_terms = tf.reduce_sum(s_terms, axis=(-1, -2))
product_term = tf.reduce_prod(ps_terms)
ll_value = product_term * tf.exp(product_term)
else:
product_term = s_terms.sum(axis=(-1, -2)).prod()
ll_value = product_term * np.exp(-N_exp)
# BUG
if np.isnan(ll_value):
warnings.warn(".likelihood value is nan.")
import pdb; pdb.set_trace()
# A nan value is possible when some of the occr are too high
return ll_value if not np.isnan(ll_value) else 0.0
def log_likelihood(self, log_occr_array=None):
"""Calculates the value of the log-likelihood.
Args:
log_occr_array (np.array): log-occurrence rates. Optional;
if not given, they will be taken from the stored values.
"""
if log_occr_array is not None:
# Catch invalid occurrence rates for zero likelihood
try:
self.log_occr = log_occr_array
except InvalidOccurrenceRate:
return -np.inf
# N_exp
N_exp = self.calc_integral() * self._N_stars
# Product terms
# TODO:Check that the array broadcasting works here
# Shape of s_terms should be [N_planets, NR, NP]
s_terms = self.H_array * self.F_array * self.occr
if tf.is_tensor(self.occr):
ps_terms = tf.reduce_sum(s_terms, axis=(-1, -2))
product_term = tf.reduce_sum(tf.math.log(ps_terms))
log_ll_value = product_term - N_exp
else:
product_term = np.log(s_terms.sum(axis=(-1, -2))).sum()
log_ll_value = product_term - N_exp
# BUG TODO
if np.isnan(log_ll_value):
warnings.warn(".likelihood value is nan.")
import pdb; pdb.set_trace()
# A nan value is possible when some of the occr are too high
log_ll_value = -np.inf if np.isnan(log_ll_value) else log_ll_value
return log_ll_value
def grad_log_likelihood(self, log_occr_array=None):
"""Calculates the gradient of the log-likelihood.
NOTE: gradient w.r.t occr, NOT log-occr. TODO: implement w.r.t
log-occr.
TODO: changing to w.r.t log-occr could just be done with the
chain rule actually.
Args:
log_occr_array (np.array): log-occurrence rates. Optional;
if not given, they will be taken from the stored values.
"""
if log_occr_array is not None:
# Catch invalid occurrence rates for zero likelihood
try:
self.log_occr = log_occr_array
except InvalidOccurrenceRate:
return -np.inf * np.ones_like(self.occr, dtype=float)
# Calculate components first
N_exp = self.calc_integral() * self._N_stars # perhaps not needed
nexp_terms = self._N_stars * self.calc_bin_volumes() * self.H_bar_array
s_terms = self.H_array * self.F_array * self.occr
numerator_terms = self.H_array * self.F_array
if not tf.is_tensor(self.occr):
# Checking shapes of intermediate terms,
# numerator_terms vs s_terms.sum(-1, -2) and vs v factors.
intermediate_terms = numerator_terms / s_terms.sum(axis=(-1, -2))
# TODO: v_factor changed to negative, I think a minus
# sign had been missed
grad_log_array = - nexp_terms + intermediate_terms.sum(axis=0)
# BUG TODO
if np.isnan(grad_log_array).any():
warnings.warn(".grad_log_likelihood value is nan.")
import pdb; pdb.set_trace()
grad_log_array = -np.inf * grad_log_array
else:
raise NotImplementedError("Manual gradient calculate with "
"tensorflow objects isn't "
"implemented, and seems a bit "
"redundant.")
return grad_log_array
def prior(self, log_occr_array=None):
"""Calculates the prior pdf of the occurrence rates.
Args:
log_occr_array (np.array): occurrence rates in log form.
"""
if log_occr_array is not None:
# Catch invalid occurrence rates for zero likelihood
try:
self.log_occr = log_occr_array
except InvalidOccurrenceRate:
return 0.0
# Written in terms of occr for ease, also same as:
# sqrt(occr) = sqrt(10**self.log_occr)
return np.prod(np.sqrt(self.occr))
if tf.is_tensor(self.occr):
# Written in terms of occr for ease.
value = tf.reduce_prod(tf.math.sqrt(self.occr))
else:
# Written in terms of occr for ease.
value = np.prod(np.sqrt(self.occr))
# At this point, it's still possible for occr to be so
# small that it's underflowing, where value will be nan
value = value if not np.isnan(value) else 0.0
return value
def log_prior(self, log_occr_array=None):
"""Calculates the prior pdf of the occurrence rates.
Args:
log_occr_array (np.array): occurrence rates in log form.
"""
if log_occr_array is not None:
# Catch invalid occurrence rates for zero likelihood
try:
self.log_occr = log_occr_array
except InvalidOccurrenceRate:
return -np.inf
if tf.is_tensor(self.occr):
# Written in terms of occr for ease.
value = tf.reduce_sum(0.5*tf.math.log(self.occr))
else:
# Written in terms of occr for ease.
value = np.sum(0.5*np.log(self.occr))
# At this point, it's still possible for occr to be so
# small that it's underflowing, where value will be nan
value = value if not np.isnan(value) else -np.inf
return value
def grad_log_prior(self, log_occr_array=None):
"""Calculates the gradient of the prior pdf.
NOTE: gradient w.r.t occr, NOT log-occr. TODO: implement w.r.t
log-occr.
Args:
log_occr_array (np.array): occurrence rates in log form.
"""
if log_occr_array is not None:
# Catch invalid occurrence rates for zero likelihood
try:
self.log_occr = log_occr_array
except InvalidOccurrenceRate:
return -np.inf * np.ones_like(self.occr, dtype=float)
if tf.is_tensor(self.occr):
raise NotImplementedError("Manual gradient calculate with "
"tensorflow objects isn't "
"implemented, and seems a bit "
"redundant.")
else:
# Written in terms of occr for ease.
grad = 1 / (2*self.occr)
# At this point, it's still possible for occr to be so
# small that it's underflowing, where value will be nan
grad = grad if not np.isnan(grad).any() else -np.inf * grad
return grad
def log_posterior(self, log_occr_array=None, event_values=None,
flattened_occr=False):
"""Calculates the log posterior of a value array of occr.
log_occr_array can also be flattened so that emcee can use it,
however we then need to set flattened_occr to True.
Args:
log_occr_array: can be normal or log, which must be reflected in
self._log_occr_flag. Can also be flattened so that
emcee can use it, however we then need to set
flattened_occr to True.
event_values (np.array or float): the R, P pairs to calculate
the likelihood. If None or empty, calculates it
assuming zero events. Otherwise, expects a single
(R, P) coordinate, or N values of (R, P), i.e
shape (N x 2).
flattened_occr (bool=False): if True, it will assume that
that passed occr was flattened, and will attempt to
unflatted (ravel) it, through np.reshape.
Returns:
log(p(occr|data))
"""
if flattened_occr and log_occr_array is not None:
# Unflatten it into the occurrence rate grid
log_occr_array = np.reshape(log_occr_array, np.shape(self.occr))
# Let the likelihood and prior actually sub the values in
log_likelihood = self.log_likelihood(log_occr_array)
log_prior = self.log_prior(log_occr_array)
return log_likelihood + log_prior
def grad_log_posterior(self, log_occr_array=None, event_values=None,
flattened_occr=False):
"""Calculates the gradient of the log posterior.
NOTE: gradient w.r.t occr, not log-occr, at the moment.
log_occr_array can also be flattened so that emcee can use it,
however we then need to set flattened_occr to True.
Args:
log_occr_array: can be normal or log, which must be reflected in
self._log_occr_flag. Can also be flattened so that
emcee can use it, however we then need to set
flattened_occr to True.
event_values (np.array or float): the R, P pairs to calculate
the likelihood. If None or empty, calculates it
assuming zero events. Otherwise, expects a single
(R, P) coordinate, or N values of (R, P), i.e
shape (N x 2).
flattened_occr (bool=False): if True, it will assume that
that passed occr was flattened, and will attempt to
unflatted (ravel) it, through np.reshape.
Returns:
d(log(p(occr|data)))/d(eta)
"""
if flattened_occr and log_occr_array is not None:
# Unflatten it into the occurrence rate grid
log_occr_array = np.reshape(log_occr_array, np.shape(self.occr))
# Let the likelihood and prior actually sub the values in
grad_log_likelihood = self.grad_log_likelihood(log_occr_array)
grad_log_prior = self.grad_log_prior(log_occr_array)
glp = grad_log_likelihood + grad_log_prior
if flattened_occr:
try:
return glp.reshape(-1)
except Exception:
import pdb; pdb.set_trace()
else:
return glp
# Calculations
# ------------
def calc_integral(self, occr_array=None, H_array=None):
"""Calculates the integral N_exp / N_star.
Args:
log_occr_array (np.ndarray=None): default is stored values
H_array (np.ndarray=None): default is self.H_bar_array
"""
# Return the cached value if possible
if self._int_cache_flag:
return self._int_cache
if occr_array is not None:
self.occr = occr_array
H_array = self.H_bar_array if H_array is None else H_array
#I = np.sum(self.occr * np.sum(self._cpf_grid*self.calc_bin_volumes(),
# axis=1))
I = np.sum(self.volumise_occr() * H_array)
self._int_cache_flag = True
self._int_cache = I
return I
def calc_bin_volumes(self):
"""Calculates the array of areas (Lebesque measure) per bin.
If logP, the volume will be in log-space for P.
"""
if self._log_p_flag:
P_diffs = np.diff(np.log10(self._P_boundaries))
else:
P_diffs = np.diff(self._P_boundaries)
if self._log_r_flag:
R_diffs = np.diff(np.log10(self._R_boundaries))
else:
R_diffs = np.diff(self._R_boundaries)
return np.outer(R_diffs, P_diffs)
# return np.outer(np.diff(self._R_boundaries),
# np.diff(np.log10(self._P_boundaries)))
#else:
# return np.outer(np.diff(self._R_boundaries),
# np.diff(self._P_boundaries))
# TODO: should this take occr as a parameter and should it be
# allowed to take log_occr
def volumise_occr(self, occr_array=None):
"""Integrates the occurrence rate over volume.
NOTE:should be the only thing that's changed between,
different hyperparametrisations.
Returns:
volumised_occr: must be the same shape as the grid shape.
"""
occr_array = self.occr if occr_array is None else occr_array
volumised_occr = occr_array * self.calc_bin_volumes()
assert np.all(np.shape(volumised_occr)[-2:] == self.shape)
assert np.array_equal(np.shape(volumised_occr)[-2:], np.shape(self))
return volumised_occr
def integrate_over_volume(self, value_array):
"""Multiplies input by self.calc_bin_volumes.
TODO: currently do not use, DEPRECATED."""
return value_array * self.calc_bin_volumes()
def rate_density(self, value, H_array=None):
"""Returns the rate density at a particular value of (R, P).
Returns: occurrence rate x completeness
"""
# Not used during the fitting/likelihood calculations
H_array = self.H_bar_array if H_array is None else H_array
if value.ndim == 2:
value = value.T
# The transpose kind of "switches" the R, P index
# even though planets is in [[P_i, R_i], [...], ...]
R_i = np.digitize(value[0], self._R_boundaries) - 1
P_i = np.digitize(value[1], self._P_boundaries) - 1
# Remove the ones out of bounds (oob_mask = out of bounds mask)
oob_mask = np.zeros_like(R_i, dtype=bool)
oob_mask = oob_mask | ((R_i < 0) | (R_i >= np.shape(self.occr)[0]))
oob_mask = oob_mask | ((P_i < 0) | (P_i >= np.shape(self.occr)[1]))
R_i = R_i[~oob_mask]
P_i = P_i[~oob_mask]
return self.occr[R_i, P_i] * H_array[R_i, P_i]
# Estimators
# ----------
def predict_rate_grid(self, occr=None, H_array=None, N_stars=None):
"""Predicts the detection rate in each bin over whole sample.
NOTE: gives the lambda-rate, i.e occurrence rate x completeness;
if we want the actual rate, use volumise occr, and volumise occr
times N_stars.
Args:
occr (np.ndarray=None): occurrence rate, default is stored
H_array (np.ndarray=None): completeness array; default is
to use the integrated mean completeness (H_bar_array)
N_stars (int=self._N_stars): number of stars to use,
assuming the completeness array is a mean completeness
"""
occr = self.occr if occr is None else occr
H_array = self.H_bar_array if H_array is None else H_array
N_stars = self._N_stars if N_stars is None else N_stars
rate_grid = self.volumise_occr(occr) * H_array
return N_stars * rate_grid
def marginalise_occr_period(self, occr_array=None):
"""Marginalises the occurence rate over the range of periods."""
occr_array = self.occr if occr_array is None else occr_array
#return occr_array * self.calc_bin_volumes().sum(axis=1)
# TODO: check if this is True.
# i.e: in an inhomogeneous Poisson process, is the total
# rate in a volume of the space equal to the integral
# of the rate-function across that volume of space?
return self.volumise_occr(occr_array).sum(axis=-1)
# Sampling and inversion
# ----------------------
def sample_occr_emcee(self, burn=2000, iters=2000, nwalkers=None,
thin_factor=50, save=True, plot=False,
pre_optimise=True, run_splits=1, threads=1):
"""Sample the occurrence rate posterior with emcee.
First optimises to the MAP with a gradient-based-sampler, then
uses the Affine-Invariant Sampler, implemented in emcee by DFM.
Not the most efficient in some ways, needs many iterations.
Args:
burn (int=2000): number of iterations to burn out,
per walker
iters (int=2000): number of posterior samples per walker
save (bool=True): stored the MCMC samples; overwriting
previous stored samples
plot (bool=False): plots the triangle plot of the posterior
Returns:
samples (np.ndarray): gives the occurrence rate, not
log-occr
"""
flat_shape = np.prod(np.shape(self.occr))
nwalkers = 2*(flat_shape+1) if nwalkers is None else nwalkers
if pre_optimise:
# Use a gradient-based optimiser.
# NOTE: at the moment, the gradient is only defined w.r.t
# occr, not log-occr. So this optimisation will work on
# occr, while the MCMC will naturally work on log-occr.
# Negative log-posterior and gradient of the log-posterior
nlp = lambda x: -self.log_posterior(np.log10(x),
flattened_occr=True)
nglp = lambda x: -self.grad_log_posterior(np.log10(x),
flattened_occr=True)
occr_0 = np.ones(flat_shape, dtype=float)
occr_opt = optimize.minimize(fun=nlp, x0=occr_0,
method='BFGS', jac=nglp).x
occr_rand = occr_opt * (1 + 0.001*np.random.rand(nwalkers,
flat_shape))
log_occr_initial = np.log10(occr_rand)
else:
log_occr_initial = np.log10(np.random.rand(nwalkers, flat_shape))
sampler = emcee.EnsembleSampler(nwalkers=nwalkers,
dim=flat_shape,
lnpostfn=self.log_posterior,
threads=threads,
kwargs={'event_values':None,
'flattened_occr':True})
# Burn
pos, _, _ = sampler.run_mcmc(log_occr_initial, N=burn)
sampler.reset()
# Run over multiple stages to prevent memory errors
iters_per_run = int(np.round(iters))/run_splits
sample_list = []
# Make the temporary file
# if temp_file is not None:
# f = open(temp_file, "w")
# f.close()
for i in range(run_splits):
pos, _, _ = sampler.run_mcmc(pos, N=iters_per_run,
thin=thin_factor)
# Extract chains
samples = sampler.flatchain
sampler.reset()
# if thin_factor > 1:
# N_resample = int(np.round(len(samples) / thin_factor))
# np.random.shuffle(samples)
# samples = samples[:N_resample]
sample_list.append(samples)
samples = np.concatenate(sample_list)
# Need to reshape back into the occr shape
samples = np.reshape(samples, (-1, *np.shape(self.occr)))
# Crucial: the samples and output are always in normal form,
# never in log form
samples = 10**samples
if save:
self._sample_storage = samples
# TODO: rmeove this.
if plot:
medians = np.median(samples, axis=0)
hfig = corner(samples, labels=self.occr_r_names, truths=medians)
hfig.suptitle("Occurrence hyperparameters")
hfig.show()
# The occurrences marginalised over period bins
moccr_samples = self.volumise_occr(samples).sum(axis=-1)
moccr_medians = np.median(moccr_samples, axis=0)
mfig = corner(moccr_samples, labels=self.occr_r_names,
truths=moccr_medians)
mfig.suptitle("Marginalised occurrences")
mfig.show()
# Clean-up
# os.remove(temp_file)
return samples
def sample_occr_individual(self, iters=2000, nwalkers=2,
save=True, plot=False):
"""Samples occurrence rates individually in each bin with PyMC3.
Args:
burn (int=2000): number of iterations to burn out,
per walker
iters (int=2000): number of posterior samples per walker
save (bool=True): stored the MCMC samples; overwriting
previous stored samples
plot (bool=False): plots the triangle plot of the posterior
Returns:
samples (np.ndarray): gives the occurrence rate, not
log-occr
"""
# TODO: make an invert_poisson function that does the MCMC.
# will need to be transposed to samples of 2d grid
# But this shape will make it easier to sub the data in
samples = np.zeros([np.shape(self)[0],
np.shape(self)[1],
iters*nwalkers])
volumised_cpf = self._cpf_grid * self.calc_bin_volumes()
for ix, iy in np.ndindex(*np.shape(self)):
rm = volumised_cpf[ix, iy] * self._N_stars
if self._event_values is not None:
nevents = np.sum(
(self._event_values.T[0] > self._R_boundaries[ix]) \
& (self._event_values.T[0] < self._R_boundaries[ix+1]) \
& (self._event_values.T[1] > self._P_boundaries[iy]) \
& (self._event_values.T[1] < self._P_boundaries[iy+1]))
else:
nevents = 0
samples[ix, iy, :] = sample_poisson_rate_pymc(rate_multiplier=rm,
num_events=nevents,
iters=iters,
nchains=nwalkers)
samples = samples.swapaxes(0, -1).swapaxes(-1, 1)
if save:
self._sample_storage = samples
if plot:
medians = np.median(samples, axis=0)
hfig = corner(samples, labels=self.occr_r_names, truths=medians)
hfig.suptitle("Occurrence hyperparameters")
hfig.show()
# The occurrences marginalised over period bins
moccr_samples = self.volumise_occr(samples).sum(axis=-1)
moccr_medians = np.median(moccr_samples, axis=0)
mfig = corner(moccr_samples, labels=self.occr_r_names,
truths=moccr_medians)
mfig.suptitle("Marginalised occurrences")
mfig.show()
return samples
# Plotting and additional
# -----------------------
def plot_2d_occr(self, samples=None, show=True, percentage_flag=True,
**sampler_kwargs):
"""Plots the 2d occurrence rate. Focus on the distribution.
Args:
samples (np.ndarray=None)
show (bool=True)
upper_limits (bool=True)
print_mode (str='dist'): What to print on the array
None, 'none', False: nothing is printed
'dist', 'norm', 'uncertainties': gaussian uncertainties
'detail', 'full', 'predict': paper plot, prints
predicted detections, 95% limit, etc...
Returns:
fig, ax
"""
# We still get this error:
# TypeError: Dimensions of C (5, 11) are incompatible with X (6) and/or Y (12); see help(pcolormesh)
# ~/invocc/inverse_tools.py in plot_2d_occr(self, samples, show, **sampler_kwargs)
# 681 else:
# 682 im = ax.pcolormesh(self._P_boundaries, self._R_boundaries,
# --> 683 occr_grid.T)
# 684 ax.set_xscale('log')
#
# TODO: for that, check how it's done in vislib, perhaps we need
# one less boundary at the end for example.
#
# TODO: in any case, update this to use vislib
#
# TODO: one option is: to plot the upper bounds or the median
# this should be an argument
# Multiplies by 100 to get percentages
pfac = 100 if percentage_flag else 1
if percentage_flag:
cbar_text = 'occurrence rate limit (%)'
pfac = 100
else:
cbar_text = 'occurrence rate limit'
pfac = 1
if samples is None and self._sample_storage is not None:
samples = self._sample_storage
elif samples is None:
samples = self.sample_occr(**sampler_kwargs)
occr_median = self.volumise_occr(np.median(samples, axis=0))
occr_lower = self.volumise_occr(np.percentile(samples, 16, axis=0))
occr_upper = self.volumise_occr(np.percentile(samples, 84, axis=0))
occr_limit = self.volumise_occr(np.percentile(samples, 95, axis=0))
ax = vislib.plot_grid(grid_values=occr_limit*pfac,
x_edges=self._P_boundaries,
y_edges=self._R_boundaries,
log_x=self._log_p_flag,
log_values=True,
value_label=cbar_text,
print_values=False,
show=False,
truncated_cmap=True)
# Add the text
# ------------
# Upper limits
ulim_text = np.empty_like(occr_limit, dtype=object)
for ix, iy in np.ndindex(*np.shape(ulim_text)):
# ulim_text[ix, iy] = r"{:.2g}".format(occr_limit[ix, iy]*pfac)
ulim_text[ix, iy] = np.format_float_positional(
occr_limit[ix, iy]*pfac, precision=2, fractional=False)
vislib.add_text_grid(ulim_text,
self._P_boundaries,
self._R_boundaries,
ax=ax, square_offset=[0.98, 0.95],
horizontalalignment='right',
verticalalignment='top',
size_factor=1,
color='red')
# Median
med_text = np.empty_like(occr_median, dtype=object)
for ix, iy in np.ndindex(*np.shape(med_text)):
# med_text[ix, iy] = r"{:.2g}".format(occr_median[ix, iy]*pfac)
med_text[ix, iy] = np.format_float_positional(
occr_median[ix, iy]*pfac, precision=2, fractional=False)
vislib.add_text_grid(med_text,
self._P_boundaries,
self._R_boundaries,
ax=ax, square_offset=[0.45, 0.05],
horizontalalignment='right',
verticalalignment='bottom',
size_factor=1)
# +-
pm_text = np.empty_like(occr_upper, dtype=object)
for ix, iy in np.ndindex(*np.shape(pm_text)):
pm_text[ix, iy] = r"$^{{\,+{}}} _{{\,-{}}}$".format(
np.format_float_positional(occr_upper[ix, iy]*pfac,
precision=1, fractional=False),
np.format_float_positional(occr_lower[ix, iy]*pfac,
precision=1, fractional=False))
vislib.add_text_grid(pm_text,
self._P_boundaries,
self._R_boundaries,
ax=ax, square_offset=[0.42, 0.01],