CUQIpy 1.1.1.post0.dev36__py3-none-any.whl → 1.4.1.post0.dev124__py3-none-any.whl

cuqi/utilities/_utilities.py

@@ -188,7 +188,7 @@ def approx_derivative(func, wrt, direction=None, epsilon=np.sqrt(np.finfo(float)
     # We compute the Jacobian matrix of func using forward differences.
     # If the function is scalar-valued, we compute the gradient instead.
     # If the direction is provided, we compute the direction-Jacobian product.
-    wrt = np.asfarray(wrt)
+    wrt = force_ndarray(wrt, flatten=True)
     f0 = func(wrt)
     Matr = np.zeros([infer_len(wrt), infer_len(f0)])
     dx = np.zeros(len(wrt))
@@ -344,4 +344,184 @@ def plot_2D_density(density: Density,
     extent = (v1_min-hp_x, v1_max+hp_x, v2_min-hp_y, v2_max+hp_y)
 
     im = plt.imshow(evaluated_density, origin='lower', extent=extent, **kwargs)
-    return im
+    return im
+
+
+
+def count_nonzero(x, threshold = 1e-6):
+        """ Returns the number of values in an array whose absolute value is larger than a specified threshold
+
+        Parameters
+        ----------
+        x : `np.ndarray` 
+            Array to count nonzero elements of.
+
+        threshold : float
+            Theshold for considering a value as nonzero.
+        """
+        return np.sum([np.abs(v) >= threshold for v in x])
+
+        
+def count_within_bounds(x, lower_bounds, upper_bounds, threshold = 1e-6, exception = np.nan):
+        """ Returns the number of values in an array whose value lies between the provided lower and upper bounds.
+
+        Parameters
+        ----------
+        x : `np.ndarray` 
+            Array to count elements of.
+
+        lower_bounds : `np.ndarray` 
+            Lower bound on values to disregard when counting.
+
+        upper_bounds : `np.ndarray` 
+            Upper bound on values to disregard.
+
+        threshold : float
+            Theshold for considering a value as nonzero.
+        """
+        return np.sum([l + threshold <= v and v <= u - threshold and not (exception - threshold <= v and v <= exception + threshold) for v, l, u in zip(x, lower_bounds, upper_bounds)])
+        
+    
+def count_constant_components_1D(x, threshold = 1e-2, lower = -np.inf, upper = np.inf, exception = np.nan):
+        """ Returns the number of piecewise constant components in a one-dimensional array
+
+        Parameters
+        ----------
+        x : `np.ndarray` 
+            1D Array to count components of.
+
+        threshold : float
+            Strict theshold on when the difference of neighbouring values is considered zero.
+
+        lower : float or numpy.ndarray
+            Piecewise constant components below this value are not counted.
+
+        upper : float or numpy.ndarray
+            Piecewise constant components above this value are not counted.
+        """
+
+        if not isinstance(lower, np.ndarray):
+            lower = lower*np.ones_like(x)
+
+        if not isinstance(upper, np.ndarray):
+            upper = upper*np.ones_like(x)
+
+        counter = 0
+        index = 0
+        if (x[index] > lower[index] and
+            x[index] < upper[index] and
+            not (exception - threshold <= x[index] and x[index] <= exception + threshold)):
+            counter += 1
+        
+        x_previous = x[0]
+
+        for x_current in x[1:]:
+            index += 1
+            if (abs(x_previous - x_current) >= threshold and
+                x_current > lower[index] and
+                x_current < upper[index] and
+                not (exception - threshold <= x_current and x_current <= exception + threshold)):
+                    counter += 1
+
+            x_previous = x_current
+    
+        return counter
+
+def count_constant_components_2D(x, threshold = 1e-2, lower = -np.inf, upper = np.inf):
+        """ Returns the number of piecewise constant components in a two-dimensional array
+
+        Parameters
+        ----------
+        x : `np.ndarray` 
+            2D Array to count components of.
+
+        threshold : float
+            Strict theshold on when the difference of neighbouring values is considered zero.
+
+        lower : float or numpy.ndarray
+            Piecewise constant components below this value are not counted.
+
+        upper : float or numpy.ndarray
+            Piecewise constant components above this value are not counted.
+        """
+
+        if not isinstance(lower, np.ndarray):
+            lower = lower*np.ones_like(x)
+
+        if not isinstance(upper, np.ndarray):
+            upper = upper*np.ones_like(x)
+
+        filled = np.zeros_like(x, dtype = int)
+        counter = 0
+
+        def process(i, j):
+            queue = []
+            queue.append((i,j))
+            filled[i, j] = 1
+            while len(queue) != 0:
+                (icur, jcur) = queue.pop(0)
+                
+                if icur > 0 and filled[icur - 1, jcur] == 0 and abs(x[icur, jcur] - x[icur - 1, jcur]) <= threshold:
+                    filled[icur - 1, jcur] = 1
+                    queue.append((icur-1, jcur))
+                if jcur > 0 and filled[icur, jcur-1] == 0 and abs(x[icur, jcur] - x[icur, jcur - 1]) <= threshold:
+                    filled[icur, jcur-1] = 1
+                    queue.append((icur, jcur-1))
+                if icur < x.shape[0]-1 and filled[icur + 1, jcur] == 0 and abs(x[icur, jcur] - x[icur + 1, jcur]) <= threshold:
+                    filled[icur + 1, jcur] = 1
+                    queue.append((icur+1, jcur))
+                if jcur < x.shape[1]-1 and filled[icur, jcur + 1] == 0 and abs(x[icur, jcur] - x[icur, jcur + 1]) <= threshold:
+                    filled[icur, jcur + 1] = 1
+                    queue.append((icur, jcur+1))
+        
+        for i in range(x.shape[0]):
+            for j in range(x.shape[1]):
+                if filled[i,j] == 0:
+                    if x[i,j] > lower[i,j] and x[i,j] < upper[i,j]:
+                        counter += 1
+                    process(i, j)
+        return counter
+                    
+
+
+def piecewise_linear_1D_DoF(x, threshold = 1e-5, exception_zero = False, exception_flat = False):
+        """ Returns the degrees of freedom of a piecewise linear signal.
+        Assuming linear interpolation, this corresponds to the number of non-differentiable points, including end-points.
+
+        Parameters
+        ----------
+        x : `np.ndarray` 
+            1D Array to compute degrees of freedom of.
+
+        threshold : float
+            Strict theshold on when values are considered zero.
+
+        exception_zero : Boolean
+            Whether a zero piecewise linear components should be considered.
+
+        exception_flat : Boolean
+            Whether a flat piecewise linear components should be considered.
+        """
+
+        differences = x[1:] - x[:-1]
+        double_differences = differences[1:] - differences[:-1]
+
+        joints = [True] + [np.abs(d) >= threshold for d in double_differences] + [True]
+        
+        if not exception_zero and not exception_flat:
+            return np.sum(joints)
+        elif exception_zero:
+            return np.sum(joints and [np.abs(v) < threshold for v in x])
+        elif exception_flat:
+            prev_joint = None
+            counter = 0
+            for i in range(len(joints)):
+                if joints[i]:
+                    counter += 1
+                    if prev_joint is None:
+                        prev_joint = i
+                    else:
+                        if np.abs(x[i] - x[prev_joint]) < threshold:
+                            counter -= 1
+                        prev_joint = i
+            return counter

{CUQIpy-1.1.1.post0.dev36.dist-info → cuqipy-1.4.1.post0.dev124.dist-info}/METADATA

@@ -1,9 +1,9 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: CUQIpy
-Version: 1.1.1.post0.dev36
+Version: 1.4.1.post0.dev124
 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
+License:                                  Apache License
                                    Version 2.0, January 2004
                                 http://www.apache.org/licenses/
         
@@ -197,13 +197,16 @@ Project-URL: Source, https://github.com/CUQI-DTU/CUQIpy
 Project-URL: Documentation, https://cuqi-dtu.github.io/CUQIpy/
 Project-URL: Download, https://github.com/CUQI-DTU/CUQIpy/releases
 Project-URL: Tracker, https://github.com/CUQI-DTU/CUQIpy/issues
-Requires-Python: >=3.8
+Requires-Python: >=3.9
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: matplotlib
 Requires-Dist: numpy>=1.17.0
-Requires-Dist: scipy<1.13
+Requires-Dist: scipy==1.12.0; python_version <= "3.9"
+Requires-Dist: scipy; python_version > "3.9"
 Requires-Dist: arviz
+Requires-Dist: tqdm
+Dynamic: license-file
 
 <div align="center">
 <img src="https://cuqi-dtu.github.io/CUQIpy/_static/logo.png" alt="CUQIpy logo" width="250"/>
@@ -230,8 +233,9 @@ CUQIpy is part of the [CUQI project](https://www.compute.dtu.dk/english/cuqi) su
 
 - **Papers:** CUQIpy on ArXiv - [Part I](https://arxiv.org/abs/2305.16949) & [Part II](https://arxiv.org/abs/2305.16951)
 
-- **Training:** [Demo & training notebooks](https://github.com/CUQI-DTU/CUQIpy-demos)
+- **CUQI book:** [CUQI book website](https://cuqi-dtu.github.io/CUQI-Book/)
 
+- **User showcases:** [Showcase repository](https://github.com/CUQI-DTU/CUQIpy-User-Showcase/)
 
 ## 🚀 Quickstart
 Install CUQIpy using pip:

cuqipy-1.4.1.post0.dev124.dist-info/RECORD

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{CUQIpy-1.1.1.post0.dev36.dist-info → cuqipy-1.4.1.post0.dev124.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (74.1.1)
+Generator: setuptools (80.9.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

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cuqi/experimental/mcmc/_conjugate.py

@@ -1,197 +0,0 @@
-import numpy as np
-from abc import ABC, abstractmethod
-import math
-from cuqi.experimental.mcmc import Sampler
-from cuqi.distribution import Posterior, Gaussian, Gamma, GMRF
-from cuqi.implicitprior import RegularizedGaussian, RegularizedGMRF
-from cuqi.utilities import get_non_default_args
-
-class Conjugate(Sampler):
-    """ Conjugate sampler
-
-    Sampler for sampling a posterior distribution which is a so-called "conjugate" distribution, i.e., where the likelihood and prior are conjugate to each other - denoted as a conjugate pair.   
-
-    Currently supported conjugate pairs are:
-    - (Gaussian, Gamma) where Gamma is defined on the precision parameter of the Gaussian
-    - (GMRF, Gamma) where Gamma is defined on the precision parameter of the GMRF
-    - (RegularizedGaussian, Gamma) with nonnegativity constraints only and Gamma is defined on the precision parameter of the RegularizedGaussian
-    - (RegularizedGMRF, Gamma) with nonnegativity constraints only and Gamma is defined on the precision parameter of the RegularizedGMRF
-
-    Currently the Gamma distribution must be univariate.
-
-    A conjugate pair defines implicitly a so-called conjugate distribution which can be sampled from directly.
-
-    The conjugate parameter is the parameter that both the likelihood and prior PDF depend on.
-
-    For more information on conjugacy and conjugate distributions see https://en.wikipedia.org/wiki/Conjugate_prior.
-
-    For implicit regularized Gaussians see:
-    
-    [1] Everink, Jasper M., Yiqiu Dong, and Martin S. Andersen. "Bayesian inference with projected densities." SIAM/ASA Journal on Uncertainty Quantification 11.3 (2023): 1025-1043.
-
-    """
-
-    def _initialize(self):
-        pass
-
-    @Sampler.target.setter # Overwrite the target setter to set the conjugate pair
-    def target(self, value):
-        """ Set the target density. Runs validation of the target. """
-        self._target = value
-        if self._target is not None:
-            self._set_conjugatepair()
-            self.validate_target()
-
-    def validate_target(self):
-        self._ensure_target_is_posterior()
-        self._conjugatepair.validate_target()
-        
-    def step(self):
-        self.current_point = self._conjugatepair.sample()
-        return 1 # Returns acceptance rate of 1
-
-    def tune(self, skip_len, update_count):
-        pass # No tuning required for conjugate sampler
-
-    def _ensure_target_is_posterior(self):
-        """ Ensure that the target is a Posterior distribution. """
-        if not isinstance(self.target, Posterior):
-            raise TypeError("Conjugate sampler requires a target of type Posterior")
-
-    def _set_conjugatepair(self):
-        """ Set the conjugate pair based on the likelihood and prior. This requires target to be set. """
-        self._ensure_target_is_posterior()
-        if isinstance(self.target.likelihood.distribution, (Gaussian, GMRF)) and isinstance(self.target.prior, Gamma):
-            self._conjugatepair = _GaussianGammaPair(self.target)
-        elif isinstance(self.target.likelihood.distribution, (RegularizedGaussian, RegularizedGMRF)) and isinstance(self.target.prior, Gamma):
-            self._conjugatepair = _RegularizedGaussianGammaPair(self.target)
-        else:
-            raise ValueError(f"Conjugacy is not defined for likelihood {type(self.target.likelihood.distribution)} and prior {type(self.target.prior)}, in CUQIpy")
-
-    def __repr__(self):
-        msg = super().__repr__()
-        if hasattr(self, "_conjugatepair"):
-            msg += f"\n Conjugate pair:\n\t {type(self._conjugatepair).__name__.removeprefix('_')}"
-        return msg
-        
-class _ConjugatePair(ABC):
-    """ Abstract base class for conjugate pairs (likelihood, prior) used in the Conjugate sampler. """
-
-    def __init__(self, target):
-        self.target = target
-
-    @abstractmethod
-    def validate_target(self):
-        """ Validate the target distribution for the conjugate pair. """
-        pass
-
-    @abstractmethod
-    def sample(self):
-        """ Sample from the conjugate distribution. """
-        pass
-
-
-class _GaussianGammaPair(_ConjugatePair):
-    """ Implementation for the Gaussian-Gamma conjugate pair."""
-
-    def validate_target(self):
-        if not isinstance(self.target.likelihood.distribution, (Gaussian, GMRF)):
-            raise ValueError("Conjugate sampler only works with a Gaussian likelihood function")
-
-        if not isinstance(self.target.prior, Gamma):
-            raise ValueError("Conjugate sampler only works with Gamma prior")
-
-        if self.target.prior.dim != 1:
-            raise ValueError("Conjugate sampler only works with univariate Gamma prior")
-
-        key, value = _get_conjugate_parameter(self.target)
-        if key == "cov":
-            if not _check_conjugate_parameter_is_scalar_reciprocal(value):
-                raise ValueError("Gaussian-Gamma conjugate pair defined via covariance requires `cov` for the `Gaussian` to be: lambda x : 1.0/x for the conjugate parameter")
-        elif key == "prec":
-            if not _check_conjugate_parameter_is_scalar_identity(value):
-                raise ValueError("Gaussian-Gamma conjugate pair defined via precision requires `prec` for the `Gaussian` to be: lambda x : x for the conjugate parameter")
-        else:
-            raise ValueError("Conjugate sampler for Gaussian likelihood functions only works when conjugate parameter is defined via covariance or precision")
-
-    def sample(self):
-        # Extract variables
-        b = self.target.likelihood.data                                 # mu
-        m = len(b)                                                      # n
-        Ax = self.target.likelihood.distribution.mean                   # x_i
-        L = self.target.likelihood.distribution(np.array([1])).sqrtprec # L
-        alpha = self.target.prior.shape                                 # alpha
-        beta = self.target.prior.rate                                   # beta
-
-        # Create Gamma distribution and sample
-        dist = Gamma(shape=m/2 + alpha, rate=.5 * np.linalg.norm(L @ (Ax - b))**2 + beta)
-
-        return dist.sample()
-
-
-class _RegularizedGaussianGammaPair(_ConjugatePair):
-    """Implementation for the Regularized Gaussian-Gamma conjugate pair."""
-
-    def validate_target(self):
-        if not isinstance(self.target.likelihood.distribution, (RegularizedGaussian, RegularizedGMRF)):
-            raise ValueError("Conjugate sampler only works with a Regularized Gaussian likelihood function")
-
-        if not isinstance(self.target.prior, Gamma):
-            raise ValueError("Conjugate sampler only works with Gamma prior")
-
-        if self.target.prior.dim != 1:
-            raise ValueError("Conjugate sampler only works with univariate Gamma prior")
-
-        if self.target.likelihood.distribution.preset not in ["nonnegativity"]:
-            raise ValueError("Conjugate sampler only works with implicit regularized Gaussian likelihood with nonnegativity constraints")
-
-        key, value = _get_conjugate_parameter(self.target)
-        if key == "cov":
-            if not _check_conjugate_parameter_is_scalar_reciprocal(value):
-                raise ValueError("Regularized Gaussian-Gamma conjugate pair defined via covariance requires cov: lambda x : 1.0/x for the conjugate parameter")
-        elif key == "prec":
-            if not _check_conjugate_parameter_is_scalar_identity(value):
-                raise ValueError("Regularized Gaussian-Gamma conjugate pair defined via precision requires prec: lambda x : x for the conjugate parameter")
-        else:
-            raise ValueError("Conjugate sampler for a Regularized Gaussian likelihood functions only works when conjugate parameter is defined via covariance or precision")
-
-    def sample(self):
-        # Extract variables
-        b = self.target.likelihood.data                                 # mu
-        m = np.count_nonzero(b)                                         # n
-        Ax = self.target.likelihood.distribution.mean                   # x_i
-        L = self.target.likelihood.distribution(np.array([1])).sqrtprec # L
-        alpha = self.target.prior.shape                                 # alpha
-        beta = self.target.prior.rate                                   # beta
-
-        # Create Gamma distribution and sample
-        dist = Gamma(shape=m/2 + alpha, rate=.5 * np.linalg.norm(L @ (Ax - b))**2 + beta)
-
-        return dist.sample()
-
-def _get_conjugate_parameter(target):
-    """Extract the conjugate parameter name (e.g. d), and returns the mutable variable that is defined by the conjugate parameter, e.g. cov and its value e.g. lambda d:1/d"""
-    par_name = target.prior.name
-    mutable_likelihood_vars  = target.likelihood.distribution.get_mutable_variables()
-
-    found_parameter_pairs = []
-
-    for var_key in mutable_likelihood_vars:
-        attr = getattr(target.likelihood.distribution, var_key)
-        if callable(attr) and par_name in get_non_default_args(attr):
-            found_parameter_pairs.append((var_key, attr))
-    if len(found_parameter_pairs) == 1:
-        return found_parameter_pairs[0]
-    elif len(found_parameter_pairs) > 1:
-        raise ValueError(f"Multiple references of parameter {par_name} found in likelihood function for conjugate sampler with target {target}. This is not supported.")
-    else:
-        raise ValueError(f"Unable to find conjugate parameter {par_name} in likelihood function for conjugate sampler with target {target}")
-
-def _check_conjugate_parameter_is_scalar_identity(f):
-    """Tests whether a function (scalar to scalar) is the identity (lambda x: x)."""
-    test_values = [1.0, 10.0, 100.0]
-    return all(np.allclose(f(x), x) for x in test_values)
-
-def _check_conjugate_parameter_is_scalar_reciprocal(f):
-    """Tests whether a function (scalar to scalar) is the reciprocal (lambda x : 1.0/x)."""
-    return all(math.isclose(f(x), 1.0 / x) for x in [1.0, 10.0, 100.0])