CUQIpy 1.1.1.post0.dev38__py3-none-any.whl → 1.1.1.post0.dev57__py3-none-any.whl

{CUQIpy-1.1.1.post0.dev38.dist-info → CUQIpy-1.1.1.post0.dev57.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: CUQIpy
-Version: 1.1.1.post0.dev38
+Version: 1.1.1.post0.dev57
 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-1.1.1.post0.dev38.dist-info → CUQIpy-1.1.1.post0.dev57.dist-info}/RECORD

@@ -1,6 +1,6 @@
 cuqi/__init__.py,sha256=LsGilhl-hBLEn6Glt8S_l0OJzAA1sKit_rui8h-D-p0,488
 cuqi/_messages.py,sha256=fzEBrZT2kbmfecBBPm7spVu7yHdxGARQB4QzXhJbCJ0,415
-cuqi/_version.py,sha256=3KpJ9KDrHyWyhVheV_2POh7YE6IniyOZ6NJqYlKpZYU,509
+cuqi/_version.py,sha256=53dy_Qkm9OoHIFU5wgFEUHbx-_0QHgR5Hu1r9G4ga8c,509
 cuqi/config.py,sha256=wcYvz19wkeKW2EKCGIKJiTpWt5kdaxyt4imyRkvtTRA,526
 cuqi/diagnostics.py,sha256=5OrbJeqpynqRXOe5MtOKKhe7EAVdOEpHIqHnlMW9G_c,3029
 cuqi/array/__init__.py,sha256=-EeiaiWGNsE3twRS4dD814BIlfxEsNkTCZUc5gjOXb0,30
@@ -39,7 +39,7 @@ cuqi/experimental/mcmc/_conjugate.py,sha256=VNPQkGity0mposcqxrx4UIeXm35EvJvZED4p
 cuqi/experimental/mcmc/_conjugate_approx.py,sha256=uEnY2ea9su5ivcNagyRAwpQP2gBY98sXU7N0y5hTADo,3653
 cuqi/experimental/mcmc/_cwmh.py,sha256=BQE7-4kbiC32TJ38rlVtfSQieoKBK5GDca3HCqHJ7zE,7135
 cuqi/experimental/mcmc/_direct.py,sha256=9pQS_2Qk2-ybt6m8WTfPoKetcxQ00WaTRN85-Z0FrBY,777
-cuqi/experimental/mcmc/_gibbs.py,sha256=6CCbasY8YJwDUnvHMKeV5pK0nr4T89BSklGaE-ZIP4I,10569
+cuqi/experimental/mcmc/_gibbs.py,sha256=JwQQgKd-5IPVErUgMyxtG4sCVhf7gdzSr8ttn3trktY,12596
 cuqi/experimental/mcmc/_hmc.py,sha256=h63KT0jYq86H541hQzhHHzuLEn7vrRE_2r1o1mTEcZo,19261
 cuqi/experimental/mcmc/_langevin_algorithm.py,sha256=GKC_mlix3si_3J8E6I58ozh3ErB0XPmHMjV7sFyKLEQ,8200
 cuqi/experimental/mcmc/_laplace_approximation.py,sha256=rdiE3cMQFq6FLQcOQwPpuGIxrTAp3aoGPxMDSdeopV0,5688
@@ -85,8 +85,8 @@ cuqi/testproblem/_testproblem.py,sha256=x769LwwRdJdzIiZkcQUGb_5-vynNTNALXWKato7s
 cuqi/utilities/__init__.py,sha256=H7xpJe2UinjZftKvE2JuXtTi4DqtkR6uIezStAXwfGg,428
 cuqi/utilities/_get_python_variable_name.py,sha256=QwlBVj2koJRA8s8pWd554p7-ElcI7HUwY32HknaR92E,1827
 cuqi/utilities/_utilities.py,sha256=Jc4knn80vLoA7kgw9FzXwKVFGaNBOXiA9kgvltZU3Ao,11777
-CUQIpy-1.1.1.post0.dev38.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
-CUQIpy-1.1.1.post0.dev38.dist-info/METADATA,sha256=9IgjNCMFhKM_SpVro0PcDrLpD86gGG4rHD261xleUqw,18410
-CUQIpy-1.1.1.post0.dev38.dist-info/WHEEL,sha256=cVxcB9AmuTcXqmwrtPhNK88dr7IR_b6qagTj0UvIEbY,91
-CUQIpy-1.1.1.post0.dev38.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
-CUQIpy-1.1.1.post0.dev38.dist-info/RECORD,,
+CUQIpy-1.1.1.post0.dev57.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
+CUQIpy-1.1.1.post0.dev57.dist-info/METADATA,sha256=K1z-0CsdGJFdgy_GUhJuf0G7lmo5QZKlVH6yM0xfYJI,18410
+CUQIpy-1.1.1.post0.dev57.dist-info/WHEEL,sha256=cVxcB9AmuTcXqmwrtPhNK88dr7IR_b6qagTj0UvIEbY,91
+CUQIpy-1.1.1.post0.dev57.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
+CUQIpy-1.1.1.post0.dev57.dist-info/RECORD,,

cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2024-09-09T21:48:47+0200",
+ "date": "2024-09-10T22:51:38+0200",
  "dirty": false,
  "error": null,
- "full-revisionid": "98a74d508a1aa4659a6176a0126a90371a6be581",
- "version": "1.1.1.post0.dev38"
+ "full-revisionid": "528481d0e961831e7e64f9dd6e48ddced1e10ae8",
+ "version": "1.1.1.post0.dev57"
 }
 '''  # END VERSION_JSON
 

cuqi/experimental/mcmc/_gibbs.py

@@ -1,6 +1,7 @@
 from cuqi.distribution import JointDistribution
 from cuqi.experimental.mcmc import Sampler
 from cuqi.samples import Samples
+from cuqi.experimental.mcmc import NUTS
 from typing import Dict
 import numpy as np
 import warnings
@@ -151,18 +152,50 @@ class HybridGibbs:
             sampler.validate_target()
 
     def sample(self, Ns) -> 'HybridGibbs':
-        """ Sample from the joint distribution using Gibbs sampling """
+        """ Sample from the joint distribution using Gibbs sampling
+
+        Parameters
+        ----------
+        Ns : int
+            The number of samples to draw.
+
+        """
+
         for _ in tqdm(range(Ns)):
+
             self.step()
+
             self._store_samples()
 
-    def warmup(self, Nb) -> 'HybridGibbs':
-        """ Warmup (tune) the Gibbs sampler """
+        return self
+
+    def warmup(self, Nb, tune_freq=0.1) -> 'HybridGibbs':
+        """ Warmup (tune) the samplers in the Gibbs sampling scheme
+
+        Parameters
+        ----------
+        Nb : int
+            The number of samples to draw during warmup.
+
+        tune_freq : float, optional
+            Frequency of tuning the samplers. Tuning is performed every tune_freq*Nb steps.
+
+        """
+
+        tune_interval = max(int(tune_freq * Nb), 1)
+
         for idx in tqdm(range(Nb)):
+
             self.step()
-            self.tune(idx)
+
+            # Tune the sampler at tuning intervals (matching behavior of Sampler class)
+            if (idx + 1) % tune_interval == 0:
+                self.tune(tune_interval, idx // tune_interval) 
+                
             self._store_samples()
 
+        return self
+
     def get_samples(self) -> Dict[str, Samples]:
         samples_object = {}
         for par_name in self.par_names:
@@ -182,38 +215,65 @@ class HybridGibbs:
             # Get sampler
             sampler = self.samplers[par_name]
 
-            # Set initial parameters using current point and scale (subset of state)
-            # This does not store the full state from e.g. NUTS sampler
-            # But works on samplers like MH, PCN, ULA, MALA, LinearRTO, UGLA, CWMH
-            # that only use initial_point and initial_scale
-            sampler.initial_point = self.current_samples[par_name]
-            if hasattr(sampler, 'initial_scale'): sampler.initial_scale = sampler.scale
+            # Instead of simply changing the target of the sampler, we reinitialize it.
+            # This is to ensure that all internal variables are set to match the new target.
+            # To return the sampler to the old state and history, we first extract the state and history
+            # before reinitializing the sampler and then set the state and history back to the sampler
+
+            # Extract state and history from sampler
+            if isinstance(sampler, NUTS): # Special case for NUTS as it is not playing nice with get_state and get_history
+                sampler.initial_point = sampler.current_point
+            else:
+                sampler_state = sampler.get_state()
+                sampler_history = sampler.get_history()
 
             # Reinitialize sampler
-            # This makes the sampler lose all of its state.
-            # This is only OK because we set the initial values above from the previous state
             sampler.reinitialize()
 
+            # Set state and history back to sampler
+            if not isinstance(sampler, NUTS): # Again, special case for NUTS.
+                sampler.set_state(sampler_state)
+                sampler.set_history(sampler_history)
+
             # Run pre_warmup and pre_sample methods for sampler
             # TODO. Some samplers (NUTS) seem to require to run _pre_warmup before _pre_sample
             self._pre_warmup_and_pre_sample_sampler(sampler)
 
-            # Take MCMC steps
+            # Allow for multiple sampling steps in each Gibbs step
             for _ in range(self.num_sampling_steps[par_name]):
-                sampler.step()
+                # Sampling step
+                acc = sampler.step()
+
+                # Store acceptance rate in sampler (matching behavior of Sampler class Sample method)
+                sampler._acc.append(acc)
 
             # Extract samples (Ensure even 1-dimensional samples are 1D arrays)
-            self.current_samples[par_name] = sampler.current_point.reshape(-1)
+            if isinstance(sampler.current_point, np.ndarray):
+                self.current_samples[par_name] = sampler.current_point.reshape(-1)
+            else:
+                self.current_samples[par_name] = sampler.current_point
+
+    def tune(self, skip_len, update_count):
+        """ Run a single tuning step on each of the samplers in the Gibbs sampling scheme
+
+        Parameters
+        ----------
+        skip_len : int
+            Defines the number of steps in between tuning (i.e. the tuning interval).
+
+        update_count : int
+            The number of times tuning has been performed. Can be used for internal bookkeeping.
 
-    def tune(self, idx):
-        """ Tune each of the samplers """
+        """
         for par_name in self.par_names:
-            self.samplers[par_name].tune(skip_len=1, update_count=idx)
+            self.samplers[par_name].tune(skip_len=skip_len, update_count=update_count)
 
     # ------------ Private methods ------------
     def _initialize_samplers(self):
         """ Initialize samplers """
         for sampler in self.samplers.values():
+            if isinstance(sampler, NUTS):
+                print(f'Warning: NUTS sampler is not fully stateful in HybridGibbs. Sampler will be reinitialized in each Gibbs step.')
             sampler.initialize()
 
     def _initialize_num_sampling_steps(self):