CUQIpy 1.2.0.post0.dev30__py3-none-any.whl → 1.2.0.post0.dev42__py3-none-any.whl

{CUQIpy-1.2.0.post0.dev30.dist-info → CUQIpy-1.2.0.post0.dev42.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: CUQIpy
-Version: 1.2.0.post0.dev30
+Version: 1.2.0.post0.dev42
 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-1.2.0.post0.dev30.dist-info → CUQIpy-1.2.0.post0.dev42.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=QJEhKLIZcwiFhDOxL5fW3HoGva9HIMdu-ceQvUCHsjs,509
+cuqi/_version.py,sha256=8yG6yaTIxWU2I_4MDAqgTgzlSR5m8uT0oqard7PIDds,509
 cuqi/config.py,sha256=wcYvz19wkeKW2EKCGIKJiTpWt5kdaxyt4imyRkvtTRA,526
 cuqi/diagnostics.py,sha256=5OrbJeqpynqRXOe5MtOKKhe7EAVdOEpHIqHnlMW9G_c,3029
 cuqi/array/__init__.py,sha256=-EeiaiWGNsE3twRS4dD814BIlfxEsNkTCZUc5gjOXb0,30
@@ -39,14 +39,14 @@ cuqi/experimental/mcmc/_conjugate.py,sha256=VNPQkGity0mposcqxrx4UIeXm35EvJvZED4p
 cuqi/experimental/mcmc/_conjugate_approx.py,sha256=uEnY2ea9su5ivcNagyRAwpQP2gBY98sXU7N0y5hTADo,3653
 cuqi/experimental/mcmc/_cwmh.py,sha256=50v3uZaWhlVnfrEB5-lB_7pn8QoUVBe-xWxKGKbmNHg,7234
 cuqi/experimental/mcmc/_direct.py,sha256=9pQS_2Qk2-ybt6m8WTfPoKetcxQ00WaTRN85-Z0FrBY,777
-cuqi/experimental/mcmc/_gibbs.py,sha256=a_Zr007F233R6A3CJ_0zlQppsQrVuX8-oWCbNJWJxmA,12745
-cuqi/experimental/mcmc/_hmc.py,sha256=AR8ucnjPe9Q78em3IMoihLoifdBxu9oAjrQ51AYPHH4,19390
+cuqi/experimental/mcmc/_gibbs.py,sha256=evgxf2tLFLlKB3hN0qz9a9NcZQSES8wdacnn3uNWocQ,12005
+cuqi/experimental/mcmc/_hmc.py,sha256=8p4QxZBRpFLzwamH-DWHSdZE0aXX3FqonBzczz_XkDw,19340
 cuqi/experimental/mcmc/_langevin_algorithm.py,sha256=yNO7ABxmkixzcLG-lv57GOTyeTr7HwFs2DrrhuZW9OI,8398
 cuqi/experimental/mcmc/_laplace_approximation.py,sha256=rdiE3cMQFq6FLQcOQwPpuGIxrTAp3aoGPxMDSdeopV0,5688
 cuqi/experimental/mcmc/_mh.py,sha256=MXo0ahXP4KGFkaY4HtvcBE-TMQzsMlTmLKzSvpz7drU,2941
 cuqi/experimental/mcmc/_pcn.py,sha256=wqJBZLuRFSwxihaI53tumAg6AWVuceLMOmXssTetd1A,3374
 cuqi/experimental/mcmc/_rto.py,sha256=OtzgiYCxDoTdXp7y4mkLa2upj74qadesoqHYpr11ZCg,10061
-cuqi/experimental/mcmc/_sampler.py,sha256=lWb0ORdkYcVkZ6G0ypHfmrWXZPfaXnsUj1wAncKxa7g,20339
+cuqi/experimental/mcmc/_sampler.py,sha256=xtoT70T8xe3Ye7yYdIFQD_kivjXlqUImyV3bMt406nk,20106
 cuqi/experimental/mcmc/_utilities.py,sha256=kUzHbhIS3HYZRbneNBK41IogUYX5dS_bJxqEGm7TQBI,525
 cuqi/geometry/__init__.py,sha256=Tz1WGzZBY-QGH3c0GiyKm9XHN8MGGcnU6TUHLZkzB3o,842
 cuqi/geometry/_geometry.py,sha256=SDRZdiN2CIuS591lXxqgFoPWPIpwY-MHk75116QvdYY,46901
@@ -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-1.2.0.post0.dev30.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
-CUQIpy-1.2.0.post0.dev30.dist-info/METADATA,sha256=lPVBe_Ad6ghqiE2CkcVDyABxmJ8Hb610VL0cZSxmVeo,18495
-CUQIpy-1.2.0.post0.dev30.dist-info/WHEEL,sha256=GV9aMThwP_4oNCtvEC2ec3qUYutgWeAzklro_0m4WJQ,91
-CUQIpy-1.2.0.post0.dev30.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
-CUQIpy-1.2.0.post0.dev30.dist-info/RECORD,,
+CUQIpy-1.2.0.post0.dev42.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
+CUQIpy-1.2.0.post0.dev42.dist-info/METADATA,sha256=HICsNy9FiNUfy2rnCMBDZxqvBsM__s0hbLpGAOccHG0,18495
+CUQIpy-1.2.0.post0.dev42.dist-info/WHEEL,sha256=GV9aMThwP_4oNCtvEC2ec3qUYutgWeAzklro_0m4WJQ,91
+CUQIpy-1.2.0.post0.dev42.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
+CUQIpy-1.2.0.post0.dev42.dist-info/RECORD,,

cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2024-10-11T09:05:14+0200",
+ "date": "2024-10-11T13:31:57+0300",
  "dirty": false,
  "error": null,
- "full-revisionid": "e46192df9743f4e53f2ad126462ed1fd95a97dd0",
- "version": "1.2.0.post0.dev30"
+ "full-revisionid": "85645ceb5eccff9ab309005d62defa609b9f53b2",
+ "version": "1.2.0.post0.dev42"
 }
 '''  # END VERSION_JSON
 

cuqi/experimental/mcmc/_gibbs.py

@@ -136,13 +136,7 @@ class HybridGibbs:
         self._set_targets()
 
         # Initialize the samplers
-        self._initialize_samplers() 
-
-        # Run over pre-sample methods for samplers that have it
-        # TODO. Some samplers (NUTS) seem to require to run _pre_warmup before _pre_sample
-        # This is not ideal and should be fixed in the future
-        for sampler in self.samplers.values():
-            self._pre_warmup_and_pre_sample_sampler(sampler)
+        self._initialize_samplers()
 
         # Validate all targets for samplers.
         self.validate_targets()
@@ -239,10 +233,6 @@ class HybridGibbs:
                 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)
-
             # Allow for multiple sampling steps in each Gibbs step
             for _ in range(self.num_sampling_steps[par_name]):
                 # Sampling step
@@ -291,10 +281,6 @@ class HybridGibbs:
                 self.num_sampling_steps[par_name] = 1
 
 
-    def _pre_warmup_and_pre_sample_sampler(self, sampler):
-        if hasattr(sampler, '_pre_warmup'): sampler._pre_warmup()
-        if hasattr(sampler, '_pre_sample'): sampler._pre_sample()
-
     def _set_targets(self):
         """ Set targets for all samplers using the current samples """
         par_names = self.par_names

cuqi/experimental/mcmc/_hmc.py

@@ -199,6 +199,9 @@ class NUTS(Sampler):
         self._reset_run_diagnostic_attributes()
 
     def step(self):
+        if isinstance(self._epsilon_bar, str) and self._epsilon_bar == "unset":
+            self._epsilon_bar = self._epsilon
+
         # Convert current_point, logd, and grad to numpy arrays
         # if they are CUQIarray objects
         if isinstance(self.current_point, CUQIarray):
@@ -212,9 +215,9 @@ class NUTS(Sampler):
         self._num_tree_node = 0
 
         # copy current point, logd, and grad in local variables
-        point_k = self.current_point.copy() # initial position (parameters)
+        point_k = self.current_point # initial position (parameters)
         logd_k = self.current_target_logd
-        grad_k = self.current_target_grad.copy() # initial gradient
+        grad_k = self.current_target_grad # initial gradient
         
         # compute r_k and Hamiltonian
         r_k = self._Kfun(1, 'sample') # resample momentum vector
@@ -225,9 +228,9 @@ class NUTS(Sampler):
 
         # initialization
         j, s, n = 0, 1, 1
-        point_minus, point_plus = np.copy(point_k), np.copy(point_k)
-        grad_minus, grad_plus = np.copy(grad_k), np.copy(grad_k)
-        r_minus, r_plus = np.copy(r_k), np.copy(r_k)
+        point_minus, point_plus = point_k.copy(), point_k.copy()
+        grad_minus, grad_plus = grad_k.copy(), grad_k.copy()
+        r_minus, r_plus = r_k.copy(), r_k.copy()
 
         # run NUTS
         acc = 0
@@ -255,9 +258,14 @@ class NUTS(Sampler):
                 (np.random.rand() <= alpha2) and \
                 (not np.isnan(logd_prime)) and \
                 (not np.isinf(logd_prime)):
-                self.current_point = point_prime
-                self.current_target_logd = logd_prime
-                self.current_target_grad = np.copy(grad_prime)
+                self.current_point = point_prime.copy()
+                # copy if array, else assign if scalar
+                self.current_target_logd = (
+                        logd_prime.copy()
+                        if isinstance(logd_prime, np.ndarray)
+                        else logd_prime
+                    )
+                self.current_target_grad = grad_prime.copy()
                 acc = 1
 
 
@@ -281,6 +289,9 @@ class NUTS(Sampler):
 
     def tune(self, skip_len, update_count):
         """ adapt epsilon during burn-in using dual averaging"""
+        if isinstance(self._epsilon_bar, str) and self._epsilon_bar == "unset":
+            self._epsilon_bar = 1
+
         k = update_count+1
 
         # Fixed parameters that do not change during the run
@@ -294,26 +305,6 @@ class NUTS(Sampler):
         self._epsilon_bar =\
             np.exp(eta*np.log(self._epsilon) +(1-eta)*np.log(self._epsilon_bar))
 
-    def _pre_warmup(self):
-
-        # Set up tuning parameters (only first time tuning is called)
-        # Note:
-        #  Parameters changes during the tune run
-        #    self._epsilon_bar
-        #    self._H_bar
-        #    self._epsilon
-        #  Parameters that does not change during the run
-        #    self._mu
-        self._ensure_initialized()
-        if self._epsilon_bar == "unset": # Initial value of epsilon_bar for tuning
-            self._epsilon_bar = 1
-
-    def _pre_sample(self):
-        self._ensure_initialized()
-        if self._epsilon_bar == "unset": # Initial value of epsilon_bar for sampling
-            self._epsilon_bar = self._epsilon
-            
-
     #=========================================================================
     def _nuts_target(self, x): # returns logposterior tuple evaluation-gradient
         return self.target.logd(x), self.target.gradient(x)
@@ -423,9 +414,14 @@ class NUTS(Sampler):
                 # Metropolis step
                 alpha2 = n_2prime / max(1, (n_prime + n_2prime))
                 if (np.random.rand() <= alpha2):
-                    point_prime = np.copy(point_2prime)
-                    logd_prime = np.copy(logd_2prime)
-                    grad_prime = np.copy(grad_2prime)
+                    point_prime = point_2prime.copy()
+                    # copy if array, else assign if scalar
+                    logd_prime = (
+                        logd_2prime.copy()
+                        if isinstance(logd_2prime, np.ndarray)
+                        else logd_2prime
+                    )
+                    grad_prime = grad_2prime.copy()
 
                 # update number of particles and stopping criterion
                 alpha_prime += alpha_2prime
@@ -465,4 +461,4 @@ class NUTS(Sampler):
         # Store the step size used in iteration k
         self.epsilon_list.append(eps)
         # Store the step size suggestion during adaptation in iteration k
-        self.epsilon_bar_list.append(eps_bar)
+        self.epsilon_bar_list.append(eps_bar)

cuqi/experimental/mcmc/_sampler.py

@@ -216,9 +216,6 @@ class Sampler(ABC):
         if batch_size > 0:
             batch_handler = _BatchHandler(batch_size, sample_path)
 
-        # Any code that needs to be run before sampling
-        if hasattr(self, "_pre_sample"): self._pre_sample()
-
         # Draw samples
         pbar = tqdm(range(Ns), "Sample: ")
         for idx in pbar:
@@ -260,9 +257,6 @@ class Sampler(ABC):
 
         tune_interval = max(int(tune_freq * Nb), 1)
 
-        # Any code that needs to be run before warmup
-        if hasattr(self, "_pre_warmup"): self._pre_warmup()
-
         # Draw warmup samples with tuning
         pbar = tqdm(range(Nb), "Warmup: ")
         for idx in pbar:
@@ -566,4 +560,4 @@ class _BatchHandler:
 
     def finalize(self):
         """ Finalize the batch handler. Flush any remaining samples to disk. """
-        self.flush()
+        self.flush()