CUQIpy 1.0.0.post0.dev127__tar.gz → 1.0.0.post0.dev145__tar.gz

{CUQIpy-1.0.0.post0.dev127 → cuqipy-1.0.0.post0.dev145}/CUQIpy.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: CUQIpy
-Version: 1.0.0.post0.dev127
+Version: 1.0.0.post0.dev145
 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-1.0.0.post0.dev127 → cuqipy-1.0.0.post0.dev145}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: CUQIpy
-Version: 1.0.0.post0.dev127
+Version: 1.0.0.post0.dev145
 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-1.0.0.post0.dev127 → cuqipy-1.0.0.post0.dev145}/cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2024-04-05T11:26:24+0200",
+ "date": "2024-04-15T12:29:37+0200",
  "dirty": false,
  "error": null,
- "full-revisionid": "476cc08200034336b46144fac4c819f8298fa587",
- "version": "1.0.0.post0.dev127"
+ "full-revisionid": "744dccfaf90c7e50a11b7c5a4a59d5438c37525d",
+ "version": "1.0.0.post0.dev145"
 }
 '''  # END VERSION_JSON
 

{CUQIpy-1.0.0.post0.dev127 → cuqipy-1.0.0.post0.dev145}/cuqi/experimental/mcmc/_cwmh.py

@@ -144,7 +144,7 @@ class CWMHNew(ProposalBasedSamplerNew):
 
         # Propose a sample x_all_components from the proposal distribution
         # for all the components
-        target_eval_t = self.current_target
+        target_eval_t = self.current_target_logd
         if isinstance(self.proposal,cuqi.distribution.Distribution):
             x_all_components = self.proposal(
                 location= self.current_point, scale=self.scale).sample()
@@ -175,7 +175,7 @@ class CWMHNew(ProposalBasedSamplerNew):
 
             x_star = x_t.copy()
 
-        self.current_target = target_eval_t
+        self.current_target_logd = target_eval_t
         self.current_point = x_t
 
         return acc
@@ -199,23 +199,3 @@ class CWMHNew(ProposalBasedSamplerNew):
         # Update the scale parameter
         self.scale = np.minimum(scale_temp, np.ones(self.dim))
         self._scale_temp = scale_temp
-
-    def get_state(self):
-        current_point = self.current_point
-        if isinstance(current_point, CUQIarray):
-            current_point = current_point.to_numpy()
-
-        return {'sampler_type': 'CWMH',
-                'current_point': current_point,
-                'current_target': self.current_target,
-                'scale': self.scale}
-
-    def set_state(self, state):
-        current_point = state['current_point']
-        if not isinstance(current_point, CUQIarray):
-            current_point = CUQIarray(current_point,
-                                      geometry=self.target.geometry)
-
-        self.current_point = current_point
-        self.current_target = state['current_target']
-        self.scale = state['scale']

{CUQIpy-1.0.0.post0.dev127 → cuqipy-1.0.0.post0.dev145}/cuqi/experimental/mcmc/_langevin_algorithm.py

@@ -60,14 +60,17 @@ class ULANew(SamplerNew): # Refactor to Proposal-based sampler?
     A Deblur example can be found in demos/demo27_ULA.py
     # TODO: update demo once sampler merged
     """
+
+    _STATE_KEYS = SamplerNew._STATE_KEYS.union({'current_target_logd', 'scale', 'current_target_grad'})
+
     def __init__(self, target, scale=1.0, **kwargs):
 
         super().__init__(target, **kwargs)
 
         self.scale = scale
         self.current_point = self.initial_point
-        self.current_target_eval = self.target.logd(self.current_point)
-        self.current_target_grad_eval = self.target.gradient(self.current_point)
+        self.current_target_logd = self.target.logd(self.current_point)
+        self.current_target_grad = self.target.gradient(self.current_point)
         self._acc = [1] # TODO. Check if we need this
 
     def validate_target(self):
@@ -99,15 +102,15 @@ class ULANew(SamplerNew): # Refactor to Proposal-based sampler?
             1 (accepted)
         """
         self.current_point = x_star
-        self.current_target_eval = target_eval_star
-        self.current_target_grad_eval = target_grad_star
+        self.current_target_logd = target_eval_star
+        self.current_target_grad = target_grad_star
         acc = 1
         return acc
 
     def step(self):
         # propose state
         xi = cuqi.distribution.Normal(mean=np.zeros(self.dim), std=np.sqrt(self.scale)).sample()
-        x_star = self.current_point + 0.5*self.scale*self.current_target_grad_eval + xi
+        x_star = self.current_point + 0.5*self.scale*self.current_target_grad + xi
 
         # evaluate target
         target_eval_star, target_grad_star = self.target.logd(x_star), self.target.gradient(x_star)
@@ -120,26 +123,6 @@ class ULANew(SamplerNew): # Refactor to Proposal-based sampler?
     def tune(self, skip_len, update_count):
         pass
 
-    def get_state(self):
-        if isinstance(self.current_point, CUQIarray):
-            self.current_point = self.current_point.to_numpy()
-        if isinstance(self.current_target_eval, CUQIarray):
-            self.current_target_eval = self.current_target_eval.to_numpy()
-        if isinstance(self.current_target_grad_eval, CUQIarray):
-            self.current_target_grad_eval = self.current_target_grad_eval.to_numpy()
-        return {'sampler_type': 'ULA', 'current_point': self.current_point, \
-                'current_target_eval': self.current_target_eval, \
-                'current_target_grad_eval': self.current_target_grad_eval, \
-                'scale': self.scale}
-
-    def set_state(self, state):
-        temp = CUQIarray(state['current_point'] , geometry=self.target.geometry)
-        self.current_point = temp
-        temp = CUQIarray(state['current_target_eval'] , geometry=self.target.geometry)
-        self.current_target_eval = temp
-        temp = CUQIarray(state['current_target_grad_eval'] , geometry=self.target.geometry)
-        self.current_target_grad_eval = temp
-        self.scale = state['scale']
 
 class MALANew(ULANew): # Refactor to Proposal-based sampler?
     """  Metropolis-adjusted Langevin algorithm (MALA) (Roberts and Tweedie, 1996)
@@ -219,9 +202,9 @@ class MALANew(ULANew): # Refactor to Proposal-based sampler?
         scaler
             1 if accepted, 0 otherwise
         """
-        log_target_ratio = target_eval_star - self.current_target_eval
+        log_target_ratio = target_eval_star - self.current_target_logd
         log_prop_ratio = self._log_proposal(self.current_point, x_star, target_grad_star) \
-            - self._log_proposal(x_star, self.current_point,  self.current_target_grad_eval)
+            - self._log_proposal(x_star, self.current_point,  self.current_target_grad)
         log_alpha = min(0, log_target_ratio + log_prop_ratio)
 
         # accept/reject with Metropolis
@@ -229,8 +212,8 @@ class MALANew(ULANew): # Refactor to Proposal-based sampler?
         log_u = np.log(np.random.rand())
         if (log_u <= log_alpha) and (np.isnan(target_eval_star) == False):
             self.current_point = x_star
-            self.current_target_eval = target_eval_star
-            self.current_target_grad_eval = target_grad_star
+            self.current_target_logd = target_eval_star
+            self.current_target_grad = target_grad_star
             acc = 1
         return acc
 
@@ -241,15 +224,3 @@ class MALANew(ULANew): # Refactor to Proposal-based sampler?
         mu = theta_k + ((self.scale)/2)*g_logpi_k
         misfit = theta_star - mu
         return -0.5*((1/(self.scale))*(misfit.T @ misfit))
-
-    def get_state(self):
-        if isinstance(self.current_point, CUQIarray):
-            self.current_point = self.current_point.to_numpy()
-        if isinstance(self.current_target_eval, CUQIarray):
-            self.current_target_eval = self.current_target_eval.to_numpy()
-        if isinstance(self.current_target_grad_eval, CUQIarray):
-            self.current_target_grad_eval = self.current_target_grad_eval.to_numpy()
-        return {'sampler_type': 'MALA', 'current_point': self.current_point, \
-                'current_target_eval': self.current_target_eval, \
-                'current_target_grad_eval': self.current_target_grad_eval, \
-                'scale': self.scale}

{CUQIpy-1.0.0.post0.dev127 → cuqipy-1.0.0.post0.dev145}/cuqi/experimental/mcmc/_mh.py

@@ -23,6 +23,8 @@ class MHNew(ProposalBasedSamplerNew):
 
     """
 
+    _STATE_KEYS = ProposalBasedSamplerNew._STATE_KEYS.union({'scale', '_scale_temp'})
+
     def __init__(self, target, proposal=None, scale=1, **kwargs):
         super().__init__(target, proposal=proposal, scale=scale, **kwargs)
         # Due to a bug? in old MH, we must keep track of this extra variable to match behavior.
@@ -54,7 +56,7 @@ class MHNew(ProposalBasedSamplerNew):
         target_eval_star = self.target.logd(x_star)
 
         # ratio and acceptance probability
-        ratio = target_eval_star - self.current_target # proposal is symmetric
+        ratio = target_eval_star - self.current_target_logd # proposal is symmetric
         alpha = min(0, ratio)
 
         # accept/reject
@@ -62,7 +64,7 @@ class MHNew(ProposalBasedSamplerNew):
         acc = 0
         if (u_theta <= alpha):
             self.current_point = x_star
-            self.current_target = target_eval_star
+            self.current_target_logd = target_eval_star
             acc = 1
         
         return acc
@@ -79,13 +81,3 @@ class MHNew(ProposalBasedSamplerNew):
 
         # update parameters
         self.scale = min(self._scale_temp, 1)
-
-    def get_state(self):
-        return {'sampler_type': 'MH', 'current_point': self.current_point.to_numpy(), 'current_target': self.current_target.to_numpy(), 'scale': self.scale}
-
-    def set_state(self, state):
-        temp = CUQIarray(state['current_point'] , geometry=self.target.geometry)
-        self.current_point = temp
-        temp = CUQIarray(state['current_target'] , geometry=self.target.geometry)
-        self.current_target = temp
-        self.scale = state['scale']

{CUQIpy-1.0.0.post0.dev127 → cuqipy-1.0.0.post0.dev145}/cuqi/experimental/mcmc/_pcn.py

@@ -5,13 +5,15 @@ from cuqi.array import CUQIarray
 
 class pCNNew(SamplerNew):  # Refactor to Proposal-based sampler?
 
+    _STATE_KEYS = SamplerNew._STATE_KEYS.union({'scale', 'current_likelihood_logd'})
+
     def __init__(self, target, scale=1.0, **kwargs):
 
         super().__init__(target, **kwargs)
 
         self.scale = scale
         self.current_point = self.initial_point
-        self.current_loglike_eval = self._loglikelihood(self.current_point)
+        self.current_likelihood_logd = self._loglikelihood(self.current_point)
 
         self._acc = [1] # TODO. Check if we need this
 
@@ -33,7 +35,7 @@ class pCNNew(SamplerNew):  # Refactor to Proposal-based sampler?
         loglike_eval_star =  self._loglikelihood(x_star) 
 
         # ratio and acceptance probability
-        ratio = loglike_eval_star - self.current_loglike_eval  # proposal is symmetric
+        ratio = loglike_eval_star - self.current_likelihood_logd  # proposal is symmetric
         alpha = min(0, ratio)
 
         # accept/reject
@@ -41,7 +43,7 @@ class pCNNew(SamplerNew):  # Refactor to Proposal-based sampler?
         u_theta = np.log(np.random.rand())
         if (u_theta <= alpha):
             self.current_point = x_star
-            self.current_loglike_eval = loglike_eval_star
+            self.current_likelihood_logd = loglike_eval_star
             acc = 1
         
         return acc
@@ -87,15 +89,3 @@ class pCNNew(SamplerNew):  # Refactor to Proposal-based sampler?
 
     def tune(self, skip_len, update_count):
         pass
-
-    def get_state(self):
-        return {'sampler_type': 'PCN', 'current_point': self.current_point.to_numpy(), \
-                'current_loglike_eval': self.current_loglike_eval.to_numpy(), \
-                'scale': self.scale}
-
-    def set_state(self, state):
-        temp = CUQIarray(state['current_point'] , geometry=self.target.geometry)
-        self.current_point = temp
-        temp = CUQIarray(state['current_loglike_eval'] , geometry=self.target.geometry)
-        self.current_loglike_eval = temp
-        self.scale = state['scale']

{CUQIpy-1.0.0.post0.dev127 → cuqipy-1.0.0.post0.dev145}/cuqi/experimental/mcmc/_rto.py

@@ -50,6 +50,7 @@ class LinearRTONew(SamplerNew):
 
         if initial_point is None: #TODO: Replace later with a getter
             self.initial_point = np.zeros(self.dim)
+            self._samples = [self.initial_point]
 
         self.current_point = self.initial_point
         self._acc = [1] # TODO. Check if we need this
@@ -188,12 +189,6 @@ class LinearRTONew(SamplerNew):
         if not hasattr(self.prior, "sqrtprecTimesMean"):
             raise TypeError("Prior must contain a sqrtprecTimesMean attribute")
 
-    def get_state(self): #TODO: LinearRTO only need initial_point for reproducibility?
-        return {'sampler_type': 'LinearRTO'}
-
-    def set_state(self, state): #TODO: LinearRTO only need initial_point for reproducibility?
-        pass
-
 class RegularizedLinearRTONew(LinearRTONew):
     """
     Regularized Linear RTO (Randomize-Then-Optimize) sampler.
@@ -272,4 +267,4 @@ class RegularizedLinearRTONew(LinearRTONew):
                     maxit = self.maxit, stepsize = self._stepsize, abstol = self.abstol, adaptive = self.adaptive)         
         self.current_point, _ = sim.solve()
         acc = 1
-        return acc
+        return acc

{CUQIpy-1.0.0.post0.dev127 → cuqipy-1.0.0.post0.dev145}/cuqi/experimental/mcmc/_sampler.py

@@ -21,6 +21,11 @@ class SamplerNew(ABC):
     Samples are stored in a list to allow for dynamic growth of the sample set. Returning samples is done by creating a new Samples object from the list of samples.
 
     """
+    _STATE_KEYS = {'current_point'}
+    """ Set of keys for the state dictionary. """
+
+    _HISTORY_KEYS = {'_samples', '_acc'}
+    """ Set of keys for the history dictionary. """
 
     def __init__(self, target: cuqi.density.Density, initial_point=None, callback=None):
         """ Initializer for abstract base class for all samplers.
@@ -45,8 +50,10 @@ class SamplerNew(ABC):
         # Choose initial point if not given
         if initial_point is None:
             initial_point = np.ones(self.dim)
+
+        self.initial_point = initial_point
         
-        self._samples = [initial_point]
+        self._samples = [initial_point] # Remove. See #324.
 
     # ------------ Abstract methods to be implemented by subclasses ------------
     
@@ -65,29 +72,7 @@ class SamplerNew(ABC):
         """ Validate the target is compatible with the sampler. Called when the target is set. Should raise an error if the target is not compatible. """
         pass
 
-    @abstractmethod
-    def get_state(self):
-        """ Return the state of the sampler. """
-        pass
-
-    @abstractmethod
-    def set_state(self, state):
-        """ Set the state of the sampler. """
-        pass
-
-
     # ------------ Public attributes ------------
-
-    @property
-    def initial_point(self):
-        """ Return the initial point of the sampler. This is always the first sample. """
-        return self._samples[0]
-    
-    @initial_point.setter
-    def initial_point(self, value):
-        """ Set the initial point of the sampler. """
-        self._samples[0] = value
-    
     @property
     def dim(self):
         """ Dimension of the target density. """
@@ -109,6 +94,15 @@ class SamplerNew(ABC):
         self._target = value
         self.validate_target()
 
+    @property
+    def current_point(self):
+        """ The current point of the sampler. """
+        return self._current_point
+    
+    @current_point.setter
+    def current_point(self, value):
+        """ Set the current point of the sampler. """
+        self._current_point = value
 
     # ------------ Public methods ------------
 
@@ -209,6 +203,94 @@ class SamplerNew(ABC):
             self._call_callback(self.current_point, len(self._samples)-1)
 
         return self
+    
+    def get_state(self) -> dict:
+        """ Return the state of the sampler. 
+
+        The state is used when checkpointing the sampler.
+
+        The state of the sampler is a dictionary with keys 'metadata' and 'state'.
+        The 'metadata' key contains information about the sampler type.
+        The 'state' key contains the state of the sampler.
+
+        For example, the state of a "MH" sampler could be:
+
+        state = {
+            'metadata': {
+                'sampler_type': 'MH'
+            },
+            'state': {
+                'current_point': np.array([...]),
+                'current_target_logd': -123.45,
+                'scale': 1.0,
+                ...
+            }
+        }
+        """   
+        state = {
+            'metadata': {
+                'sampler_type': self.__class__.__name__
+            },
+            'state': {
+                key: getattr(self, key) for key in self._STATE_KEYS
+            }
+        }
+        return state
+
+    def set_state(self, state: dict):
+        """ Set the state of the sampler.
+
+        The state is used when loading the sampler from a checkpoint.
+
+        The state of the sampler is a dictionary with keys 'metadata' and 'state'.
+
+        For example, the state of a "MH" sampler could be:
+
+        state = {
+            'metadata': {
+                'sampler_type': 'MH'
+            },
+            'state': {
+                'current_point': np.array([...]),
+                'current_target_logd': -123.45,
+                'scale': 1.0,
+                ...
+            }
+        }
+        """
+        if state['metadata']['sampler_type'] != self.__class__.__name__:
+            raise ValueError(f"Sampler type in state dictionary ({state['metadata']['sampler_type']}) does not match the type of the sampler ({self.__class__.__name__}).")
+        
+        for key, value in state['state'].items():
+            if key in self._STATE_KEYS:
+                setattr(self, key, value)
+            else:
+                raise ValueError(f"Key {key} not recognized in state dictionary of sampler {self.__class__.__name__}.")
+            
+    def get_history(self) -> dict:
+        """ Return the history of the sampler. """
+        history = {
+            'metadata': {
+                'sampler_type': self.__class__.__name__
+            },
+            'history': {
+                key: getattr(self, key) for key in self._HISTORY_KEYS
+            }
+        }
+        return history
+    
+    def set_history(self, history: dict):
+        """ Set the history of the sampler. """
+        if history['metadata']['sampler_type'] != self.__class__.__name__:
+            raise ValueError(f"Sampler type in history dictionary ({history['metadata']['sampler_type']}) does not match the type of the sampler ({self.__class__.__name__}).")
+        
+        for key, value in history['history'].items():
+            if key in self._HISTORY_KEYS:
+                setattr(self, key, value)
+            else:
+                raise ValueError(f"Key {key} not recognized in history dictionary of sampler {self.__class__.__name__}.")
+
+    # ------------ Private methods ------------
 
     def _call_callback(self, sample, sample_index):
         """ Calls the callback function. Assumes input is sample and sample index"""
@@ -218,6 +300,9 @@ class SamplerNew(ABC):
 
 class ProposalBasedSamplerNew(SamplerNew, ABC):
     """ Abstract base class for samplers that use a proposal distribution. """
+
+    _STATE_KEYS = SamplerNew._STATE_KEYS.union({'current_target_logd', 'scale'})
+
     def __init__(self, target, proposal=None, scale=1, **kwargs):
         """ Initializer for proposal based samplers. 
 
@@ -240,7 +325,7 @@ class ProposalBasedSamplerNew(SamplerNew, ABC):
         super().__init__(target, **kwargs)
 
         self.current_point = self.initial_point
-        self.current_target = self.target.logd(self.current_point)
+        self.current_target_logd = self.target.logd(self.current_point)
         self.proposal = proposal
         self.scale = scale