CUQIpy 1.1.1.post0.dev78__py3-none-any.whl → 1.1.1.post0.dev86__py3-none-any.whl

{CUQIpy-1.1.1.post0.dev78.dist-info → CUQIpy-1.1.1.post0.dev86.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: CUQIpy
-Version: 1.1.1.post0.dev78
+Version: 1.1.1.post0.dev86
 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.dev78.dist-info → CUQIpy-1.1.1.post0.dev86.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=gD2Xsdgd9KtxRR21WMPf1lwpL2_y736taJdOyU6AmrE,509
+cuqi/_version.py,sha256=uA6Xuy9UVnhc1O0rUPg4oXOvsCaEZeojsh5XqGatgOA,509
 cuqi/config.py,sha256=wcYvz19wkeKW2EKCGIKJiTpWt5kdaxyt4imyRkvtTRA,526
 cuqi/diagnostics.py,sha256=5OrbJeqpynqRXOe5MtOKKhe7EAVdOEpHIqHnlMW9G_c,3029
 cuqi/array/__init__.py,sha256=-EeiaiWGNsE3twRS4dD814BIlfxEsNkTCZUc5gjOXb0,30
@@ -34,12 +34,12 @@ cuqi/distribution/_posterior.py,sha256=zAfL0GECxekZ2lBt1W6_LN0U_xskMwK4VNce5xAF7
 cuqi/distribution/_smoothed_laplace.py,sha256=p-1Y23mYA9omwiHGkEuv3T2mwcPAAoNlCr7T8osNkjE,2925
 cuqi/distribution/_uniform.py,sha256=7xJmCZH_LPhuGkwEDGh-_CTtzcWKrXMOxtTJUFb7Ydo,1607
 cuqi/experimental/__init__.py,sha256=vhZvyMX6rl8Y0haqCzGLPz6PSUKyu75XMQbeDHqTTrw,83
-cuqi/experimental/mcmc/__init__.py,sha256=8Ce1mHvfbKPe0A5gCDl5Bj4ok8bvbn90LEDvfePfNT4,536
+cuqi/experimental/mcmc/__init__.py,sha256=1sn0U6Ep0x5zv2602og2DkV3Bs8hNFOiq7C3VcMimVw,4472
 cuqi/experimental/mcmc/_conjugate.py,sha256=VNPQkGity0mposcqxrx4UIeXm35EvJvZED4p2stffvA,9924
 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=JwQQgKd-5IPVErUgMyxtG4sCVhf7gdzSr8ttn3trktY,12596
+cuqi/experimental/mcmc/_gibbs.py,sha256=W0g-BY278XoGcpWvatCJWMKnm0sfaWv60I7YDtNZRXE,12622
 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
@@ -76,8 +76,8 @@ cuqi/sampler/_mh.py,sha256=V5tIdn-KdfWo4J_Nbf-AH6XwKWblWUyc4BeuSikUHsE,7062
 cuqi/sampler/_pcn.py,sha256=F0h9-nUFtkqn-o-1s8BCsmr8V7u6R7ycoCOeeV1uhj0,8601
 cuqi/sampler/_rto.py,sha256=-AtMiYq4fh7pF9zVqfYjYtQbIIEGayrWyRGTj8KecfE,11518
 cuqi/sampler/_sampler.py,sha256=TkZ_WAS-5Q43oICa-Elc2gftsRTBd7PEDUMDZ9tTGmU,5712
-cuqi/samples/__init__.py,sha256=E7B9IBUsiOBr-HAKH9o3_Lqhq4KeWO87hmesHkdbwTY,30
-cuqi/samples/_samples.py,sha256=axcneMWISG9Lz9fPac03Gs_-ouB4podTfBj0e74KvRs,34738
+cuqi/samples/__init__.py,sha256=vCs6lVk-pi8RBqa6cIN5wyn6u-K9oEf1Na4k1ZMrYv8,44
+cuqi/samples/_samples.py,sha256=hUc8OnCF9CTCuDTrGHwwzv3wp8mG_6vsJAFvuQ-x0uA,35832
 cuqi/solver/__init__.py,sha256=DGl8IdUnochRXHNDEy_13o_VT0vLFY6FjMmmSH6YUkY,169
 cuqi/solver/_solver.py,sha256=eRmpBkHv_RXFdZTWhYqebH-toNbQcPgEgklNd5zOyOw,22803
 cuqi/testproblem/__init__.py,sha256=DWTOcyuNHMbhEuuWlY5CkYkNDSAqhvsKmJXBLivyblU,202
@@ -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.dev78.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
-CUQIpy-1.1.1.post0.dev78.dist-info/METADATA,sha256=7AYkCLYMaKu0ow2DU_n9p2aq-1NPGYlgFHKb9sRGGGc,18410
-CUQIpy-1.1.1.post0.dev78.dist-info/WHEEL,sha256=cVxcB9AmuTcXqmwrtPhNK88dr7IR_b6qagTj0UvIEbY,91
-CUQIpy-1.1.1.post0.dev78.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
-CUQIpy-1.1.1.post0.dev78.dist-info/RECORD,,
+CUQIpy-1.1.1.post0.dev86.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
+CUQIpy-1.1.1.post0.dev86.dist-info/METADATA,sha256=2maTuUA5SybQincsfkR-eQhNYRNGNoPUxuER4K6FJpk,18410
+CUQIpy-1.1.1.post0.dev86.dist-info/WHEEL,sha256=cVxcB9AmuTcXqmwrtPhNK88dr7IR_b6qagTj0UvIEbY,91
+CUQIpy-1.1.1.post0.dev86.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
+CUQIpy-1.1.1.post0.dev86.dist-info/RECORD,,

cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2024-09-11T08:37:02+0200",
+ "date": "2024-09-12T20:00:34+0200",
  "dirty": false,
  "error": null,
- "full-revisionid": "e332fa9b589e70ff3171d724fcc381c556631eb4",
- "version": "1.1.1.post0.dev78"
+ "full-revisionid": "464aa149f16618852db3d404a3d6702f34ffed0d",
+ "version": "1.1.1.post0.dev86"
 }
 '''  # END VERSION_JSON
 

cuqi/experimental/mcmc/__init__.py

@@ -1,4 +1,112 @@
-""" Re-implementation of sampler module in a more object oriented way. """
+"""
+Re-implementation of sampler module in a more object-oriented way.
+
+Main changes for users
+----------------------
+
+1. Sampling API
+   ^^^^^^^^^^^^
+
+   Previously one would call the `.sample` or `sample_adapt` methods of a sampler instance at :py:mod:`cuqi.sampler` to sample from a target distribution and store the samples as the output as follows:
+
+   .. code-block:: python
+
+      from cuqi.sampler import MH
+      from cuqi.distribution import DistributionGallery
+
+      # Target distribution
+      target = DistributionGallery("donut")
+
+      # Set up sampler
+      sampler = MH(target)
+
+      # Sample from the target distribution (Alternatively calling sample with explicit scale parameter set in sampler)
+      samples = sampler.sample_adapt(Ns=100, Nb=100) # Burn-in (Nb) removed by default
+
+   This has now changed to to a more object-oriented API which provides more flexibility and control over the sampling process.
+
+   For example one can now more explicitly control when the sampler is tuned (warmup) and when it is sampling with fixed parameters.
+
+   .. code-block:: python
+
+      from cuqi.experimental.mcmc import MH
+      from cuqi.distribution import DistributionGallery
+
+      # Target distribution
+      target = DistributionGallery("donut")
+
+      # Set up sampler
+      sampler = MH(target)
+
+      # Sample from the target distribution
+      sampler.warmup(Nb=100)  # Explicit warmup (tuning) of sampler
+      sampler.sample(Ns=100)  # Sampling with fixed parameters
+      samples = sampler.get_samples().burnthin(Nb=100) # Getting samples and removing burn-in from warmup
+
+   Importantly, the removal of burn-in from e.g. warmup is now a separate step that is done after the sampling process is complete.
+
+2. Sampling API for BayesianProblem
+   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+   :py:class:`cuqi.problem.BayesianProblem` continues to have the same API for `sample_posterior` and the `UQ` method.
+
+   There is now a flag `experimental` that can be set to `True` to use the new MCMC samplers.
+   
+   By default, the flag is set to `False` and the old samplers are used.
+
+   For this more high-level interface, burn-in is automatically removed from the samples as was the case before.
+
+
+3. More options for Gibbs sampling
+   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+   There are now more options for Gibbs sampling. Previously it was only possible to sample with Gibbs for samplers  :py:class:`cuqi.sampler.LinearRTO`, :py:class:`cuqi.sampler.RegularizedLinearRTO`, :py:class:`cuqi.sampler.Conjugate`, and :py:class:`cuqi.sampler.ConjugateApprox`.
+
+   Now, it is possible to define a Gibbs sampling scheme using any sampler from the :py:mod:`cuqi.experimental.mcmc` module.
+
+   **Example using a NUTS-within-Gibbs scheme for a 1D deconvolution problem:**
+
+   .. code-block:: python
+
+      import cuqi
+      import numpy as np
+      from cuqi.distribution import Gamma, Gaussian, GMRF, JointDistribution
+      from cuqi.experimental.mcmc import NUTS, HybridGibbs, Conjugate
+      from cuqi.testproblem import Deconvolution1D
+
+      # Forward problem
+      A, y_data, info = Deconvolution1D(dim=128, phantom='sinc', noise_std=0.001).get_components()
+
+      # Bayesian Inverse Problem
+      s = Gamma(1, 1e-4)
+      x = GMRF(np.zeros(A.domain_dim), 50)
+      y = Gaussian(A @ x, lambda s: 1 / s)
+
+      # Posterior
+      target = JointDistribution(y, x, s)(y=y_data)
+
+      # Gibbs sampling strategy. Note we can define initial_points and various parameters for each sampler
+      sampling_strategy = {
+          "x": NUTS(max_depth=10, initial_point=np.zeros(A.domain_dim)),
+          "s": Conjugate()
+      }
+
+      # Here we do 10 internal steps with NUTS for each Gibbs step
+      num_sampling_steps = {
+          "x": 10,
+          "s": 1
+      }
+
+      sampler = HybridGibbs(target, sampling_strategy, num_sampling_steps)
+
+      sampler.warmup(50)
+      sampler.sample(200)
+      samples = sampler.get_samples().burnthin(Nb=50)
+
+      samples["x"].plot_ci(exact=info.exactSolution)
+"""
+
+
 
 from ._sampler import Sampler, ProposalBasedSampler
 from ._langevin_algorithm import ULA, MALA

cuqi/experimental/mcmc/_gibbs.py

@@ -1,6 +1,6 @@
 from cuqi.distribution import JointDistribution
 from cuqi.experimental.mcmc import Sampler
-from cuqi.samples import Samples
+from cuqi.samples import Samples, JointSamples
 from cuqi.experimental.mcmc import NUTS
 from typing import Dict
 import numpy as np
@@ -197,7 +197,7 @@ class HybridGibbs:
         return self
 
     def get_samples(self) -> Dict[str, Samples]:
-        samples_object = {}
+        samples_object = JointSamples()
         for par_name in self.par_names:
             samples_array = np.array(self.samples[par_name]).T
             samples_object[par_name] = Samples(samples_array, self.target.get_density(par_name).geometry)

cuqi/samples/__init__.py

@@ -1 +1 @@
-from ._samples import Samples
+from ._samples import Samples, JointSamples

cuqi/samples/_samples.py

@@ -867,3 +867,23 @@ class Samples(object):
                "Geometry:\n {}\n\n".format(self.geometry) + \
                "Shape:\n {}\n\n".format(self.shape) + \
                "Samples:\n {}\n\n".format(self.samples)
+
+class JointSamples(dict):
+    """ An object used to store samples from :class:`cuqi.distribution.JointDistribution`. 
+
+    This object is a simple overload of the dictionary class to allow easy access to certain methods 
+    of Samples objects without having to iterate over each key in the dictionary. 
+    
+    """
+
+    def burnthin(self, Nb, Nt=1):
+        """ Remove burn-in and thin samples for all samples in the dictionary. Returns a copy of the samples stored in the dictionary. """
+        return JointSamples({key: samples.burnthin(Nb, Nt) for key, samples in self.items()})
+
+    def __repr__(self) -> str: 
+        return "CUQIpy JointSamples Dict:\n" + \
+               "-------------------------\n\n" + \
+               "Keys:\n {}\n\n".format(list(self.keys())) + \
+               "Ns (number of samples):\n {}\n\n".format({key: samples.Ns for key, samples in self.items()}) + \
+               "Geometry:\n {}\n\n".format({key: samples.geometry for key, samples in self.items()}) + \
+               "Shape:\n {}\n\n".format({key: samples.shape for key, samples in self.items()})