CUQIpy 0.8.0.post0.dev82__tar.gz → 0.8.0.post0.dev92__tar.gz

{CUQIpy-0.8.0.post0.dev82 → CUQIpy-0.8.0.post0.dev92}/CUQIpy.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: CUQIpy
-Version: 0.8.0.post0.dev82
+Version: 0.8.0.post0.dev92
 Summary: Computational Uncertainty Quantification for Inverse problems in Python
 Maintainer-email: "Nicolai A. B. Riis" <nabr@dtu.dk>, "Jakob S. Jørgensen" <jakj@dtu.dk>, "Amal M. Alghamdi" <amaal@dtu.dk>, Chao Zhang <chaz@dtu.dk>
 License:                                  Apache License

{CUQIpy-0.8.0.post0.dev82 → CUQIpy-0.8.0.post0.dev92}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: CUQIpy
-Version: 0.8.0.post0.dev82
+Version: 0.8.0.post0.dev92
 Summary: Computational Uncertainty Quantification for Inverse problems in Python
 Maintainer-email: "Nicolai A. B. Riis" <nabr@dtu.dk>, "Jakob S. Jørgensen" <jakj@dtu.dk>, "Amal M. Alghamdi" <amaal@dtu.dk>, Chao Zhang <chaz@dtu.dk>
 License:                                  Apache License

{CUQIpy-0.8.0.post0.dev82 → CUQIpy-0.8.0.post0.dev92}/cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2024-01-22T07:47:25+0100",
+ "date": "2024-02-19T05:04:22+0100",
  "dirty": false,
  "error": null,
- "full-revisionid": "26e399cc13e1d7bf982d16d1d345b6d6616dac92",
- "version": "0.8.0.post0.dev82"
+ "full-revisionid": "f274c4a7b3044d1ba3e9567bb167a1cdbea05283",
+ "version": "0.8.0.post0.dev92"
 }
 '''  # END VERSION_JSON
 

{CUQIpy-0.8.0.post0.dev82 → CUQIpy-0.8.0.post0.dev92}/cuqi/distribution/_beta.py

@@ -69,7 +69,7 @@ class Beta(Distribution):
     def _sample(self, N=1, rng=None):
         return sps.beta.rvs(a=self.alpha, b=self.beta, size=(N,self.dim), random_state=rng).T
 
-    def _gradient(self, x):
+    def _gradient(self, x, *args, **kwargs):
         #Avoid complicated geometries that change the gradient.
         if not type(self.geometry) in _get_identity_geometries():
             raise NotImplementedError("Gradient not implemented for distribution {} with geometry {}".format(self,self.geometry))

CUQIpy-0.8.0.post0.dev92/cuqi/distribution/_gamma.py

@@ -0,0 +1,105 @@
+import numpy as np
+import scipy.stats as sps
+from cuqi.distribution import Distribution
+from cuqi.utilities import force_ndarray
+
+class Gamma(Distribution):
+    """
+    Represents a multivariate Gamma distribution characterized by shape and rate parameters of independent random variables x_i. Each is distributed according to the PDF function
+    
+    f(x_i; shape, rate) = rate^shape * x_i^(shape-1) * exp(-rate * x_i) / Gamma(shape)
+
+    where `shape` and `rate` are the parameters of the distribution, and Gamma is the Gamma function.
+
+    In case shape and/or rate are arrays, the pdf looks like
+
+    f(x_i; shape_i, rate_i) = rate_i^shape_i * x_i^(shape_i-1) * exp(-rate_i * x_i) / Gamma(shape_i)
+
+    Parameters
+    ----------
+    shape : float or array_like, optional
+        The shape parameter of the Gamma distribution. Must be positive.
+
+    rate : float or array_like, optional
+        The rate parameter of the Gamma distribution. Must be positive.
+
+    Examples
+    --------
+    .. code-block:: python
+
+        import numpy as np
+        import cuqi
+        import matplotlib.pyplot as plt
+
+        # Create a multivariate Gamma distribution with the same shape and rate parameters
+        shape = 1
+        rate = 1e-4
+        gamma_dist = cuqi.distribution.Gamma(shape=shape, rate=rate, geometry=10)
+
+        # Generate samples
+        samples = gamma_dist.sample(10000)
+
+        # Plot histogram of samples for index 0
+        samples.hist_chain(0, bins=70)
+
+
+    .. code-block:: python
+
+        import numpy as np
+        import cuqi
+        import matplotlib.pyplot as plt
+
+        # Create a multivariate Gamma distribution with different shape and rate parameters
+        shape = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+        rate = [1e-4, 1e-3, 1e-2, 1e-1, 1, 1e1, 1e2, 1e3, 1e4, 1e5]
+        gamma_dist = cuqi.distribution.Gamma(shape=shape, rate=rate)
+
+        # Generate samples
+        samples = gamma_dist.sample(10000)
+
+        # Plot histogram of samples for index 0
+        samples.hist_chain(0, bins=70)
+
+    """
+    def __init__(self, shape=None, rate=None, is_symmetric=False, **kwargs):
+        # Init from abstract distribution class
+        super().__init__(is_symmetric=is_symmetric,**kwargs) 
+
+        self.shape = shape
+        self.rate = rate
+
+    @property
+    def shape(self):
+        """ Shape parameter of the Gamma distribution. Must be positive. """
+        return self._shape
+    
+    @shape.setter
+    def shape(self, value):
+        self._shape = force_ndarray(value, flatten=True)
+
+    @property
+    def rate(self):
+        """ Rate parameter of the Gamma distribution. Must be positive. """
+        return self._rate
+    
+    @rate.setter
+    def rate(self, value):
+        self._rate = force_ndarray(value, flatten=True)
+
+    @property
+    def scale(self):
+        """ Scale parameter of the Gamma distribution. Must be positive. This is the inverse of the rate parameter. """
+        return 1/self.rate
+
+    def logpdf(self, x):
+        return np.sum(sps.gamma.logpdf(x, a=self.shape, loc=0, scale=self.scale))
+
+    def cdf(self, x):
+        return np.prod(sps.gamma.cdf(x, a=self.shape, loc=0, scale=self.scale))
+
+    def _sample(self, N, rng=None):
+        if rng is not None:
+            return rng.gamma(shape=self.shape, scale=self.scale, size=(N, self.dim)).T
+        else:
+            return np.random.gamma(shape=self.shape, scale=self.scale, size=(N, self.dim)).T
+            

{CUQIpy-0.8.0.post0.dev82 → CUQIpy-0.8.0.post0.dev92}/cuqi/sampler/_conjugate.py

@@ -25,6 +25,8 @@ class Conjugate: # TODO: Subclass from Sampler once updated
             raise ValueError("Conjugate sampler only works with a Gaussian-type likelihood function")
         if not isinstance(target.prior, Gamma):
             raise ValueError("Conjugate sampler only works with Gamma prior")
+        if not target.prior.dim == 1:
+            raise ValueError("Conjugate sampler only works with univariate Gamma prior")
             
         if isinstance(target.likelihood.distribution, (RegularizedGaussian, RegularizedGMRF)) and target.likelihood.distribution.preset not in ["nonnegativity"]:
                raise ValueError("Conjugate sampler only works implicit regularized Gaussian likelihood with nonnegativity constraints")

{CUQIpy-0.8.0.post0.dev82 → CUQIpy-0.8.0.post0.dev92}/tests/test_distribution.py

@@ -375,6 +375,32 @@ def test_InverseGamma(a, location, scale, x, func):
 
     else:
         raise ValueError
+    
+@pytest.mark.parametrize("shape", [1, 2, 3, 5])
+@pytest.mark.parametrize("rate", [1e-4, 1e-3, 1e-2, 1e-1, 1, 1e4, 1e5])
+@pytest.mark.parametrize("value", [1, 2, 3, 4, 5])
+def test_Gamma_pdf(shape, rate, value):
+    G = cuqi.distribution.Gamma(shape, rate)
+    assert np.isclose(G.pdf(value), scipy_stats.gamma(shape, scale=1/rate).pdf(value))
+
+@pytest.mark.parametrize("shape", [1, 2, 3, 5])
+@pytest.mark.parametrize("rate", [1e-4, 1e-3, 1e-2, 1e-1, 1, 1e4, 1e5])
+@pytest.mark.parametrize("value", [1, 2, 3, 4, 5])
+def test_Gamma_cdf(shape, rate, value):
+    G = cuqi.distribution.Gamma(shape, rate)
+    assert np.isclose(G.cdf(value), scipy_stats.gamma(shape, scale=1/rate).cdf(value))
+
+@pytest.mark.parametrize("shape", [1, 2, 3, 5])
+@pytest.mark.parametrize("rate", [1e-4, 1e-3, 1e-2, 1e-1, 1, 1e4, 1e5])
+def test_Gamma_sample(shape, rate):
+    rng = np.random.RandomState(3)
+    G = cuqi.distribution.Gamma(shape, rate)
+    cuqi_samples = G.sample(3, rng=rng)
+
+    rng2 = np.random.RandomState(3)
+    np_samples = rng2.gamma(shape=shape, scale=1/rate, size=(3, 1)).T
+
+    assert np.allclose(cuqi_samples.samples, np_samples)
 
 @pytest.mark.parametrize("location", [-1, -2, -3, 0, 1, 2, 3])
 @pytest.mark.parametrize("scale", [1e-3, 1e-1, 1e0, 1e1, 1e3])
@@ -563,6 +589,31 @@ def test_beta(): #TODO. Make more tests
     FD_gradient = cuqi.utilities.approx_gradient(BD.logpdf, x, epsilon=0.000000001)
     assert np.allclose(BD.gradient(x),FD_gradient,rtol=1e-3) or (np.all(np.isnan(FD_gradient)) and np.all(np.isnan(BD.gradient(x))))
 
+# Fixture for beta distribution where beta is a likelihood
+@pytest.fixture
+def beta_likelihood():
+    # simple forward model
+    A = cuqi.model.Model(
+        lambda x: x**2,
+        range_geometry=1,
+        domain_geometry=1,
+        gradient=lambda direction, wrt: 2*wrt*direction)
+    
+    # set a gaussian prior
+    x = cuqi.distribution.Gaussian(0, 1)
+    # Beta data distribution
+    y = cuqi.distribution.Beta(A(x),1)
+    # set the observed data
+    y=y(y=0.5)
+    return y
+
+def test_gradient_for_Beta_as_likelihood_raises_error(beta_likelihood):
+    """Test computing the gradient of the Beta distribution as a likelihood
+    raises a NotImplementedError"""
+
+    with pytest.raises(NotImplementedError, 
+                       match=r"Gradient is not implemented for CUQI Beta."):
+        beta_likelihood.gradient(1)
 
 @pytest.mark.parametrize("C",[1, np.ones(5), np.eye(5), sps.eye(5), sps.diags(np.ones(5))])
 def test_Gaussian_Cov_sample(C):

CUQIpy-0.8.0.post0.dev82/cuqi/distribution/_gamma.py

@@ -1,37 +0,0 @@
-import numpy as np
-from scipy.special import loggamma, gammainc
-from cuqi.distribution import Distribution
-
-class Gamma(Distribution):
-
-    def __init__(self, shape=None, rate=None, is_symmetric=False, **kwargs):
-        # Init from abstract distribution class
-        super().__init__(is_symmetric=is_symmetric,**kwargs) 
-
-        # Init specific to this distribution
-        self.shape = shape
-        self.rate = rate     
-
-    @property
-    def scale(self):
-        return 1/self.rate
-
-    def pdf(self, x):
-        # sps.gamma.pdf(x, a=self.shape, loc=0, scale=self.scale)
-        # (self.rate**self.shape)/(gamma(self.shape)) * (x**(self.shape-1)*np.exp(-self.rate*x))
-        return np.exp(self.logpdf(x))
-
-    def logpdf(self, x):
-        # sps.gamma.logpdf(x, a=self.shape, loc=0, scale=self.scale)
-        return (self.shape*np.log(self.rate)-loggamma(self.shape)) + ((self.shape-1)*np.log(x) - self.rate*x)
-
-    def cdf(self, x):
-        # sps.gamma.cdf(x, a=self.shape, loc=0, scale=self.scale)
-        return gammainc(self.shape, self.rate*x)
-
-    def _sample(self, N, rng=None):
-        if rng is not None:
-            return rng.gamma(shape=self.shape, scale=self.scale, size=(N))
-        else:
-            return np.random.gamma(shape=self.shape, scale=self.scale, size=(N))
-