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Cover more priors with empirical distribution extension function #180

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Cover more priors with empirical distribution extension function #180

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bba7c0e
Update empirical_distr.py
AaronDJohnson Apr 26, 2022
7aef517
Update sampler.py
AaronDJohnson Apr 27, 2022
46724b8
cover priors with size!=None
AaronDJohnson Apr 28, 2022
b05191a
unremove unused parameter
AaronDJohnson Apr 28, 2022
3d47e4e
Remove print statement
AaronDJohnson Apr 28, 2022
150b78e
take param names from pta.params
AaronDJohnson Apr 28, 2022
77ccf1b
fix 1D param name
AaronDJohnson Apr 29, 2022
eb6bd2d
fixed typo and added param switch
Hazboun6 Apr 29, 2022
ca633f4
Merge pull request #1 from Hazboun6/emp_dists
AaronDJohnson Apr 30, 2022
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1 change: 1 addition & 0 deletions enterprise_extensions/empirical_distr.py
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Original file line number Diff line number Diff line change
Expand Up @@ -227,6 +227,7 @@ def make_empirical_distributions(pta, paramlist, params, chain,

if len(pl) == 1:
idx = pta.param_names.index(pl[0])

prior_min = pta.params[idx].prior._defaults['pmin']
prior_max = pta.params[idx].prior._defaults['pmax']

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69 changes: 51 additions & 18 deletions enterprise_extensions/sampler.py
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Original file line number Diff line number Diff line change
Expand Up @@ -16,21 +16,35 @@
EmpiricalDistribution2DKDE)


def extend_emp_dists(pta, emp_dists, npoints=100_000, save_ext_dists=False, outdir='chains'):
def extend_emp_dists(pta, emp_dists, npoints=100_000, save_ext_dists=False, outdir='./chains'):
new_emp_dists = []
modified = False # check if anything was changed
for emp_dist in emp_dists:
if isinstance(emp_dist, EmpiricalDistribution2D) or isinstance(emp_dist, EmpiricalDistribution2DKDE):
# check if we need to extend the distribution
prior_ok=True
for ii, (param, nbins) in enumerate(zip(emp_dist.param_names, emp_dist._Nbins)):
if param not in pta.param_names: # skip if one of the parameters isn't in our PTA object
continue
param_names = [par.name for par in pta.params]
if param not in param_names: # skip if one of the parameters isn't in our PTA object
short_par = '_'.join(param.split('_')[:-1]) # make sure we aren't skipping priors with size!=None
if short_par in param_names:
param = short_par
else:
continue
# check 2 conditions on both params to make sure that they cover their priors
# skip if emp dist already covers the prior
param_idx = pta.param_names.index(param)
prior_min = pta.params[param_idx].prior._defaults['pmin']
prior_max = pta.params[param_idx].prior._defaults['pmax']
param_idx = param_names.index(param)
if pta.params[param_idx].type not in ['uniform', 'normal']:
msg = '{} cannot be covered automatically by the empirical distribution\n'.format(pta.params[param_idx].prior)
msg += 'Please check that your prior is covered by the empirical distribution.\n'
print(msg)
continue
elif pta.params[param_idx].type == 'uniform':
prior_min = pta.params[param_idx].prior._defaults['pmin']
prior_max = pta.params[param_idx].prior._defaults['pmax']
elif pta.params[param_idx].type == 'normal':
prior_min = pta.params[param_idx].prior._defaults['mu'] - 10 * pta.params[param_idx].prior._defaults['sigma']
prior_max = pta.params[param_idx].prior._defaults['mu'] + 10 * pta.params[param_idx].prior._defaults['sigma']

# no need to extend if histogram edges are already prior min/max
if isinstance(emp_dist, EmpiricalDistribution2D):
Expand All @@ -53,9 +67,13 @@ def extend_emp_dists(pta, emp_dists, npoints=100_000, save_ext_dists=False, outd
maxvals = []
idxs_to_remove = []
for ii, (param, nbins) in enumerate(zip(emp_dist.param_names, emp_dist._Nbins)):
param_idx = pta.param_names.index(param)
prior_min = pta.params[param_idx].prior._defaults['pmin']
prior_max = pta.params[param_idx].prior._defaults['pmax']
param_idx = param_names.index(param)
if pta.params[param_idx].type == 'uniform':
prior_min = pta.params[param_idx].prior._defaults['pmin']
prior_max = pta.params[param_idx].prior._defaults['pmax']
elif pta.params[param_idx].type == 'normal':
prior_min = pta.params[param_idx].prior._defaults['mu'] - 10 * pta.params[param_idx].prior._defaults['sigma']
prior_max = pta.params[param_idx].prior._defaults['mu'] + 10 * pta.params[param_idx].prior._defaults['sigma']
# drop samples that are outside the prior range (in case prior is smaller than samples)
if isinstance(emp_dist, EmpiricalDistribution2D):
samples[(samples[:, ii] < prior_min) | (samples[:, ii] > prior_max), ii] = -np.inf
Expand All @@ -74,11 +92,27 @@ def extend_emp_dists(pta, emp_dists, npoints=100_000, save_ext_dists=False, outd
new_emp_dists.append(new_emp)

elif isinstance(emp_dist, EmpiricalDistribution1D) or isinstance(emp_dist, EmpiricalDistribution1DKDE):
if emp_dist.param_name not in pta.param_names:
param_names = [par.name for par in pta.params]
if emp_dist.param_name not in param_names: # skip if one of the parameters isn't in our PTA object
short_par = '_'.join(emp_dist.param_name.split('_')[:-1]) # make sure we aren't skipping priors with size!=None
if short_par in param_names:
param = short_par
else:
continue
else:
param = emp_dist.param_name
param_idx = param_names.index(param)
if pta.params[param_idx].type not in ['uniform', 'normal']:
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I am testing this with a run that has an array-sampled parameter and I'm get an error at this line. I believe it's the same issue that the full param_names is longer than the list params. In my case there is a single-sampled parameter in the list after the array-sampled parameter. I think that would cause this problem. This is why in #179 I made a separate list of param names from the parameter.Parameter.name attributes.

The Trace of my error is below, if useful.

Traceback (most recent call last):
  File "/mmfs1/home/hazboun/miniconda3/envs/pta/lib/python3.9/site-packages/pta_sim/scripts//model2a_advnoise_sw.py", line 196, in <module>
    Sampler = sampler.setup_sampler(pta_crn, outdir=args.outdir, resume=True,
  File "/mmfs1/home/hazboun/miniconda3/envs/pta/lib/python3.9/site-packages/enterprise_extensions/sampler.py", line 1107, in setup_sampler
    jp = JumpProposal(pta, empirical_distr=empirical_distr, save_ext_dists=save_ext_dists, outdir=outdir)
  File "/mmfs1/home/hazboun/miniconda3/envs/pta/lib/python3.9/site-packages/enterprise_extensions/sampler.py", line 252, in __init__
    self.empirical_distr = extend_emp_dists(pta, self.empirical_distr, npoints=100_000,
  File "/mmfs1/home/hazboun/miniconda3/envs/pta/lib/python3.9/site-packages/enterprise_extensions/sampler.py", line 97, in extend_emp_dists
    if pta.params[param_idx].type not in ['uniform', 'normal']:
IndexError: list index out of range

msg = 'This prior cannot be covered automatically by the empirical distribution\n'
msg += 'Please check that your prior is covered by the empirical distribution.\n'
print(msg)
continue
param_idx = pta.param_names.index(emp_dist.param_name)
prior_min = pta.params[param_idx].prior._defaults['pmin']
prior_max = pta.params[param_idx].prior._defaults['pmax']
if pta.params[param_idx].type == 'uniform':
prior_min = pta.params[param_idx].prior._defaults['pmin']
prior_max = pta.params[param_idx].prior._defaults['pmax']
elif pta.params[param_idx].type == 'uniform':
prior_min = pta.params[param_idx].prior._defaults['mu'] - 10 * pta.params[param_idx].prior._defaults['sigma']
prior_max = pta.params[param_idx].prior._defaults['mu'] + 10 * pta.params[param_idx].prior._defaults['sigma']
# check 2 conditions on param to make sure that it covers the prior
# skip if emp dist already covers the prior
if isinstance(emp_dist, EmpiricalDistribution1D):
Expand All @@ -96,7 +130,6 @@ def extend_emp_dists(pta, emp_dists, npoints=100_000, save_ext_dists=False, outd
new_bins = []
idxs_to_remove = []
# drop samples that are outside the prior range (in case prior is smaller than samples)

if isinstance(emp_dist, EmpiricalDistribution1D):
samples[(samples < prior_min) | (samples > prior_max)] = -np.inf
elif isinstance(emp_dist, EmpiricalDistribution1DKDE):
Expand All @@ -111,20 +144,20 @@ def extend_emp_dists(pta, emp_dists, npoints=100_000, save_ext_dists=False, outd
minval=prior_min, maxval=prior_max,
bandwidth=emp_dist.bandwidth)
new_emp_dists.append(new_emp)

else:
print('Unable to extend class of unknown type to the edges of the priors.')
new_emp_dists.append(emp_dist)
continue

if save_ext_dists and modified: # if user wants to save them, and they have been modified...
pickle.dump(new_emp_dists, outdir + 'new_emp_dists.pkl')
if save_ext_dists and modified: # if user wants to save them, and they have been modified...
with open(outdir + '/new_emp_dists.pkl', 'wb') as f:
pickle.dump(new_emp_dists, f)
return new_emp_dists


class JumpProposal(object):

def __init__(self, pta, snames=None, empirical_distr=None, f_stat_file=None, save_ext_dists=False, outdir='chains'):
def __init__(self, pta, snames=None, empirical_distr=None, f_stat_file=None, save_ext_dists=False, outdir='./chains'):
"""Set up some custom jump proposals"""
self.params = pta.params
self.pnames = pta.param_names
Expand Down