CUQIpy 1.3.0.post0.dev395__py3-none-any.whl → 1.4.0.post0.dev13__py3-none-any.whl

cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2025-09-19T16:37:46+0300",
+ "date": "2025-10-09T01:04:51+0300",
  "dirty": false,
  "error": null,
- "full-revisionid": "2cf72ec9af9af17dad4bb3870ee20d303376de24",
- "version": "1.3.0.post0.dev395"
+ "full-revisionid": "3b38e05b811faaaa6eb273ee4a1d03438734ddd6",
+ "version": "1.4.0.post0.dev13"
 }
 '''  # END VERSION_JSON
 

cuqi/density/_density.py

@@ -143,7 +143,15 @@ class Density(ABC):
     def enable_FD(self, epsilon=1e-8):
         """ Enable finite difference approximation for logd gradient. Note
         that if enabled, the FD approximation will be used even if the 
-        _gradient method is implemented. """
+        _gradient method is implemented. 
+        
+        Parameters
+        ----------
+        epsilon : float
+
+        Spacing (step size) to use for finite difference approximation for logd
+        gradient for each variable. Default is 1e-8.
+        """
         self._FD_enabled = True
         self._FD_epsilon = epsilon
 

cuqi/distribution/_joint_distribution.py

@@ -84,6 +84,8 @@ class JointDistribution:
         cond_vars = self._get_conditioning_variables()
         if len(cond_vars) > 0:
             raise ValueError(f"Every density parameter must have a distribution (prior). Missing prior for {cond_vars}.")
+        # Initialize finite difference gradient approximation settings
+        self.disable_FD()
 
     # --------- Public properties ---------
     @property
@@ -96,6 +98,38 @@ class JointDistribution:
         """ Returns the geometries of the joint distribution. """
         return [dist.geometry for dist in self._distributions]
 
+    @property
+    def FD_enabled(self):
+        """ Returns a dictionary of keys and booleans indicating for each
+        parameter name (key) if finite difference approximation of the logd
+        gradient is enabled. """
+        par_names = self.get_parameter_names()
+        FD_enabled = {
+            par_name: self.FD_epsilon[par_name] is not None for par_name in par_names
+        }
+        return FD_enabled
+
+    @property
+    def FD_epsilon(self):
+        """ Returns a dictionary indicating for each parameter name the
+        spacing for the finite difference approximation of the logd gradient."""
+        return self._FD_epsilon
+
+    @FD_epsilon.setter
+    def FD_epsilon(self, value):
+        """ Set the spacing for the finite difference approximation of the
+        logd gradient as a dictionary. The keys are the parameter names.
+        The value for each key is either None (no FD approximation) or a float
+        representing the FD step size.
+        """
+        par_names = self.get_parameter_names()
+        if value is None:
+            self._FD_epsilon = {par_name: None for par_name in par_names}
+        else:
+            if set(value.keys()) != set(par_names):
+                raise ValueError("Keys of FD_epsilon must match the parameter names of the distribution "+f" {par_names}")
+            self._FD_epsilon = value
+
     # --------- Public methods ---------
     def logd(self, *args, **kwargs):
         """ Evaluate the un-normalized log density function. """
@@ -136,6 +170,33 @@ class JointDistribution:
         # Can reduce to Posterior, Likelihood or Distribution.
         return new_joint._reduce_to_single_density()
 
+    def enable_FD(self, epsilon=None):
+        """ Enable finite difference approximation for logd gradient. Note
+        that if enabled, the FD approximation will be used even if the 
+        _gradient method is implemented. By default, all parameters
+        will have FD enabled with a step size of 1e-8.
+        
+        Parameters
+        ----------
+        epsilon : dict, *optional*
+
+        Dictionary indicating the spacing (step size) to use for finite
+        difference approximation for logd gradient for each variable.
+
+        Keys are variable names.
+        Values are either a float to enable FD with the given value as the FD
+        step size, or None to disable FD for that variable. Default is 1e-8 for
+        all variables.
+        """
+        if epsilon is None:
+            epsilon = {par_name: 1e-8 for par_name in self.get_parameter_names()}
+        self.FD_epsilon = epsilon
+
+    def disable_FD(self):
+        """ Disable finite difference approximation for logd gradient. """
+        par_names = self.get_parameter_names()
+        self.FD_epsilon = {par_name: None for par_name in par_names}
+
     def get_parameter_names(self) -> List[str]:
         """ Returns the parameter names of the joint distribution. """
         return [dist.name for dist in self._distributions]
@@ -202,34 +263,58 @@ class JointDistribution:
         # Count number of distributions and likelihoods
         n_dist = len(self._distributions)
         n_likelihood = len(self._likelihoods)
+        reduced_FD_epsilon = {par_name:self.FD_epsilon[par_name] for par_name in self.get_parameter_names()}
+        self.enable_FD(epsilon=reduced_FD_epsilon)
 
         # Cant reduce if there are multiple distributions or likelihoods
         if n_dist > 1:
             return self
 
+        # If only evaluated densities left return joint to ensure logd method is available
+        if n_dist == 0 and n_likelihood == 0:
+            return self
+
+        # Extract the parameter name of the distribution
+        if n_dist == 1:
+            par_name = self._distributions[0].name
+        elif n_likelihood == 1:
+            par_name = self._likelihoods[0].name
+        else:
+            par_name = None
+
         # If exactly one distribution and multiple likelihoods reduce
         if n_dist == 1 and n_likelihood > 1:
-            return MultipleLikelihoodPosterior(*self._densities)
-        
+            reduced_distribution = MultipleLikelihoodPosterior(*self._densities)
+            reduced_FD_epsilon = {par_name:self.FD_epsilon[par_name]}
+
         # If exactly one distribution and one likelihood its a Posterior
         if n_dist == 1 and n_likelihood == 1:
             # Ensure parameter names match, otherwise return the joint distribution
             if set(self._likelihoods[0].get_parameter_names()) != set(self._distributions[0].get_parameter_names()):
                 return self
-            return self._add_constants_to_density(Posterior(self._likelihoods[0], self._distributions[0]))
+            reduced_distribution = Posterior(self._likelihoods[0], self._distributions[0])
+            reduced_distribution = self._add_constants_to_density(reduced_distribution)
+            reduced_FD_epsilon = self.FD_epsilon[par_name]
 
         # If exactly one distribution and no likelihoods its a Distribution
         if n_dist == 1 and n_likelihood == 0:
-            return self._add_constants_to_density(self._distributions[0])        
-        
+            # Intentionally skip enabling FD here. If the user wants FD, they
+            # can enable it for this particular distribution before forming
+            # the joint distribution.
+            return self._add_constants_to_density(self._distributions[0])
+
         # If no distributions and exactly one likelihood its a Likelihood
         if n_likelihood == 1 and n_dist == 0:
-            return self._likelihoods[0]
+            # This case seems to not happen in practice, but we include it for
+            # completeness.
+            reduced_distribution = self._likelihoods[0]
+            reduced_FD_epsilon = self.FD_epsilon[par_name] 
+
+        if self.FD_enabled[par_name]:
+            reduced_distribution.enable_FD(epsilon=reduced_FD_epsilon)
+
+        return reduced_distribution
 
-        # If only evaluated densities left return joint to ensure logd method is available
-        if n_dist == 0 and n_likelihood == 0:
-            return self
-        
     def _add_constants_to_density(self, density: Density):
         """ Add the constants (evaluated densities) to a single density. Used when reducing to single density. """
 
@@ -274,7 +359,7 @@ class JointDistribution:
                     if len(cond_vars) > 0:
                         msg += f"|{cond_vars}"
                     msg += ")"
-        
+
         msg += "\n"
         msg += "    Densities: \n"
 

cuqi/experimental/mcmc/_sampler.py

@@ -203,13 +203,16 @@ class Sampler(ABC):
 
         self.set_state(state)
 
-    def sample(self, Ns, batch_size=0, sample_path='./CUQI_samples/') -> 'Sampler':
+    def sample(self, Ns, Nt=1, batch_size=0, sample_path='./CUQI_samples/') -> 'Sampler':
         """ Sample Ns samples from the target density.
 
         Parameters
         ----------
         Ns : int
             The number of samples to draw.
+        
+        Nt : int, optional, default=1
+            The thinning interval. If Nt >= 1, every Nt'th sample is stored. The larger Nt, the fewer samples are stored.
 
         batch_size : int, optional
             The batch size for saving samples to disk. If 0, no batching is used. If positive, samples are saved to disk in batches of the specified size.
@@ -233,7 +236,8 @@ class Sampler(ABC):
 
             # Store samples
             self._acc.append(acc)
-            self._samples.append(self.current_point)
+            if (Nt > 0) and ((idx + 1) % Nt == 0):
+                self._samples.append(self.current_point)
 
             # display acc rate at progress bar
             pbar.set_postfix_str(f"acc rate: {np.mean(self._acc[-1-idx:]):.2%}")
@@ -248,7 +252,7 @@ class Sampler(ABC):
         return self
     
 
-    def warmup(self, Nb, tune_freq=0.1) -> 'Sampler':
+    def warmup(self, Nb, Nt=1, tune_freq=0.1) -> 'Sampler':
         """ Warmup the sampler by drawing Nb samples.
 
         Parameters
@@ -256,6 +260,9 @@ class Sampler(ABC):
         Nb : int
             The number of samples to draw during warmup.
 
+        Nt : int, optional, default=1
+            The thinning interval. If Nt >= 1, every Nt'th sample is stored. The larger Nt, the fewer samples are stored.
+            
         tune_freq : float, optional
             The frequency of tuning. Tuning is performed every tune_freq*Nb samples.
 
@@ -278,7 +285,8 @@ class Sampler(ABC):
 
             # Store samples
             self._acc.append(acc)
-            self._samples.append(self.current_point)
+            if (Nt > 0) and ((idx + 1) % Nt == 0):
+                self._samples.append(self.current_point)
 
             # display acc rate at progress bar
             pbar.set_postfix_str(f"acc rate: {np.mean(self._acc[-1-idx:]):.2%}")

{cuqipy-1.3.0.post0.dev395.dist-info → cuqipy-1.4.0.post0.dev13.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: CUQIpy
-Version: 1.3.0.post0.dev395
+Version: 1.4.0.post0.dev13
 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-1.3.0.post0.dev395.dist-info → cuqipy-1.4.0.post0.dev13.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=0Bl2L2hPa3CoCMdXl3Uvvm9V61FnZBKRh8f9MyEAouw,510
+cuqi/_version.py,sha256=n3wBTk9HDuwBoLqZlr2Jn26qcapqa2Tm0KOGV3YF5fY,509
 cuqi/config.py,sha256=wcYvz19wkeKW2EKCGIKJiTpWt5kdaxyt4imyRkvtTRA,526
 cuqi/diagnostics.py,sha256=5OrbJeqpynqRXOe5MtOKKhe7EAVdOEpHIqHnlMW9G_c,3029
 cuqi/array/__init__.py,sha256=-EeiaiWGNsE3twRS4dD814BIlfxEsNkTCZUc5gjOXb0,30
@@ -13,7 +13,7 @@ cuqi/data/cat.npz,sha256=9H9iJqkvlCCVZZ2IWMfwwfVHbShpQTkZo_WGr7rrp3k,406164
 cuqi/data/cookie.png,sha256=mr6wUeoIUc5VC2qYj8vafOmTbcRwz0fHz4IIPK9_PnE,984680
 cuqi/data/satellite.mat,sha256=a0Nz_Ak-Y0m360dH74pa_rpk-MhaQ91ftGTKhQX7I8g,16373
 cuqi/density/__init__.py,sha256=0zfVcPgqdqiPkss5n_WP_PUt-G3ovHXjokhqEKIlLwA,48
-cuqi/density/_density.py,sha256=BG7gtP0cbFYLVgjYQGkNAhM95PR5ocBVLKRlOVX2PyM,7253
+cuqi/density/_density.py,sha256=Pfcq8b9MuTAuXxVwORRyNru_KIAFN1yHp2Y1yNwdyrg,7467
 cuqi/distribution/__init__.py,sha256=f-HM-SUrvPO66_FAJ6k4TffBq4H94OusRMDOJgcJU2w,779
 cuqi/distribution/_beta.py,sha256=QlibnuHNcvWjl-du5aRc9QuzS3n4PsyD_8Nc47w-E0Q,2903
 cuqi/distribution/_cauchy.py,sha256=Qwi21WkwUBnBkLbhR-yCGO0tQ_U_3mmvR0pDMPPPB5c,3296
@@ -24,7 +24,7 @@ cuqi/distribution/_gamma.py,sha256=VcvBJS51N-MxuX42r9L2j2QYRlzhdgAtQ6Wa5IFO_YE,3
 cuqi/distribution/_gaussian.py,sha256=3L1L_3W6i6YuPQ8vnFmju5QsvkLlg4VsgCnj11lYBUE,32977
 cuqi/distribution/_gmrf.py,sha256=OwId8qQWEtmC2fxVhL4iBHZnc8ZCrZzfV6yGXDE3k30,9522
 cuqi/distribution/_inverse_gamma.py,sha256=oPJuiYp3O1m547pmmIz9OWesky9YpwLTHT7-9MmcYss,3159
-cuqi/distribution/_joint_distribution.py,sha256=gBWDb9Aj27m74mSsm9Jj_0mSu0pcEk9Cwdxrzybiwx8,16710
+cuqi/distribution/_joint_distribution.py,sha256=ALOnQsIrzE8Rx_FYOs4f276u4QZQeN_e0CLC7CJpb-E,20396
 cuqi/distribution/_laplace.py,sha256=5exLvlzJm2AgfvZ3KUSkjfwlGwwbsktBxP8z0iLMik8,1401
 cuqi/distribution/_lmrf.py,sha256=rdGoQ-fPe1oW6Z29P-l3woq0NX3_RxUQ2rzm1VzemNM,3290
 cuqi/distribution/_lognormal.py,sha256=8_hOFQ3iu88ujX8vxmfVEZ0fdmlhTY98PlG5PasPjEg,2612
@@ -54,7 +54,7 @@ cuqi/experimental/mcmc/_laplace_approximation.py,sha256=I5ZLtU0lA34YflRbqxKi5UgJ
 cuqi/experimental/mcmc/_mh.py,sha256=MXo0ahXP4KGFkaY4HtvcBE-TMQzsMlTmLKzSvpz7drU,2941
 cuqi/experimental/mcmc/_pcn.py,sha256=wqJBZLuRFSwxihaI53tumAg6AWVuceLMOmXssTetd1A,3374
 cuqi/experimental/mcmc/_rto.py,sha256=O_bBeQbaYy5im5LKAhwin3uRCJpyFPcKVDH8GxriXEY,17196
-cuqi/experimental/mcmc/_sampler.py,sha256=lClOyxTnHpjohb7hQcO9SSYMvOGxZMXWK_SrEsTTsvw,20570
+cuqi/experimental/mcmc/_sampler.py,sha256=7_a9i6A7AX3NNz7qK1jTsEYt6bFCUR5WK464KfH_Kvc,21034
 cuqi/geometry/__init__.py,sha256=Tz1WGzZBY-QGH3c0GiyKm9XHN8MGGcnU6TUHLZkzB3o,842
 cuqi/geometry/_geometry.py,sha256=W-oQTZPelVS7fN9qZj6bNBuh-yY0eqOHJ39UwB-WmQY,47562
 cuqi/implicitprior/__init__.py,sha256=6Fl4Lmld8ikg9sW9tReKRGTCJC6_WCTExHaYuIv34nM,323
@@ -93,8 +93,8 @@ cuqi/testproblem/_testproblem.py,sha256=EJWG_zXUtmo6GlHBZFqHlRpDC_48tE0XZEu0_C66
 cuqi/utilities/__init__.py,sha256=d5QXRzmI6EchS9T4b7eTezSisPWuWklO8ey4YBx9kI0,569
 cuqi/utilities/_get_python_variable_name.py,sha256=wxpCaj9f3ZtBNqlGmmuGiITgBaTsY-r94lUIlK6UAU4,2043
 cuqi/utilities/_utilities.py,sha256=R7BdNysrE36a4D729DvfrTisWY4paP5nfqdkQxSX3Mg,18431
-cuqipy-1.3.0.post0.dev395.dist-info/licenses/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
-cuqipy-1.3.0.post0.dev395.dist-info/METADATA,sha256=grtqGn8cVeCBwMxwOyJ1OjN6I1tXqZfvUie8KZU9y_Q,18624
-cuqipy-1.3.0.post0.dev395.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-cuqipy-1.3.0.post0.dev395.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
-cuqipy-1.3.0.post0.dev395.dist-info/RECORD,,
+cuqipy-1.4.0.post0.dev13.dist-info/licenses/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
+cuqipy-1.4.0.post0.dev13.dist-info/METADATA,sha256=ViQ-17Ja0AYhdceHup8JwJPCXesTy5af9iCE7gjJqcU,18623
+cuqipy-1.4.0.post0.dev13.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+cuqipy-1.4.0.post0.dev13.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
+cuqipy-1.4.0.post0.dev13.dist-info/RECORD,,