CUQIpy 1.3.0.post0.dev401__tar.gz → 1.4.0.post0.dev41__tar.gz

{cuqipy-1.3.0.post0.dev401 → cuqipy-1.4.0.post0.dev41}/CUQIpy.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: CUQIpy
-Version: 1.3.0.post0.dev401
+Version: 1.4.0.post0.dev41
 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.dev401 → cuqipy-1.4.0.post0.dev41}/CUQIpy.egg-info/SOURCES.txt

@@ -52,19 +52,6 @@ cuqi/experimental/algebra/_orderedset.py
 cuqi/experimental/algebra/_randomvariable.py
 cuqi/experimental/geometry/__init__.py
 cuqi/experimental/geometry/_productgeometry.py
-cuqi/experimental/mcmc/__init__.py
-cuqi/experimental/mcmc/_conjugate.py
-cuqi/experimental/mcmc/_conjugate_approx.py
-cuqi/experimental/mcmc/_cwmh.py
-cuqi/experimental/mcmc/_direct.py
-cuqi/experimental/mcmc/_gibbs.py
-cuqi/experimental/mcmc/_hmc.py
-cuqi/experimental/mcmc/_langevin_algorithm.py
-cuqi/experimental/mcmc/_laplace_approximation.py
-cuqi/experimental/mcmc/_mh.py
-cuqi/experimental/mcmc/_pcn.py
-cuqi/experimental/mcmc/_rto.py
-cuqi/experimental/mcmc/_sampler.py
 cuqi/geometry/__init__.py
 cuqi/geometry/_geometry.py
 cuqi/implicitprior/__init__.py
@@ -72,6 +59,19 @@ cuqi/implicitprior/_regularizedGMRF.py
 cuqi/implicitprior/_regularizedGaussian.py
 cuqi/implicitprior/_regularizedUnboundedUniform.py
 cuqi/implicitprior/_restorator.py
+cuqi/legacy/__init__.py
+cuqi/legacy/sampler/__init__.py
+cuqi/legacy/sampler/_conjugate.py
+cuqi/legacy/sampler/_conjugate_approx.py
+cuqi/legacy/sampler/_cwmh.py
+cuqi/legacy/sampler/_gibbs.py
+cuqi/legacy/sampler/_hmc.py
+cuqi/legacy/sampler/_langevin_algorithm.py
+cuqi/legacy/sampler/_laplace_approximation.py
+cuqi/legacy/sampler/_mh.py
+cuqi/legacy/sampler/_pcn.py
+cuqi/legacy/sampler/_rto.py
+cuqi/legacy/sampler/_sampler.py
 cuqi/likelihood/__init__.py
 cuqi/likelihood/_likelihood.py
 cuqi/model/__init__.py
@@ -86,6 +86,7 @@ cuqi/sampler/__init__.py
 cuqi/sampler/_conjugate.py
 cuqi/sampler/_conjugate_approx.py
 cuqi/sampler/_cwmh.py
+cuqi/sampler/_direct.py
 cuqi/sampler/_gibbs.py
 cuqi/sampler/_hmc.py
 cuqi/sampler/_langevin_algorithm.py
@@ -112,12 +113,12 @@ tests/test_distributions_shape.py
 tests/test_geometry.py
 tests/test_implicit_priors.py
 tests/test_joint_distribution.py
+tests/test_legacy_sampler.py
 tests/test_likelihood.py
 tests/test_model.py
 tests/test_pde.py
 tests/test_posterior.py
 tests/test_problem.py
-tests/test_sampler.py
 tests/test_samples.py
 tests/test_solver.py
 tests/test_testproblem.py

{cuqipy-1.3.0.post0.dev401 → cuqipy-1.4.0.post0.dev41}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: CUQIpy
-Version: 1.3.0.post0.dev401
+Version: 1.4.0.post0.dev41
 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.dev401 → cuqipy-1.4.0.post0.dev41}/cuqi/__init__.py

@@ -11,6 +11,7 @@ from . import operator
 from . import pde
 from . import problem
 from . import sampler
+from . import legacy
 from . import array
 from . import samples
 from . import solver

{cuqipy-1.3.0.post0.dev401 → cuqipy-1.4.0.post0.dev41}/cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2025-09-21T15:00:42+0200",
+ "date": "2025-10-09T13:25:50+0200",
  "dirty": false,
  "error": null,
- "full-revisionid": "f08eb2ae4f6f5209d4a06a4e031bc61bb746ce01",
- "version": "1.3.0.post0.dev401"
+ "full-revisionid": "92bb2e16f3828d8074c008d4ed6a08edcae0889d",
+ "version": "1.4.0.post0.dev41"
 }
 '''  # END VERSION_JSON
 

{cuqipy-1.3.0.post0.dev401 → cuqipy-1.4.0.post0.dev41}/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
 

{cuqipy-1.3.0.post0.dev401 → cuqipy-1.4.0.post0.dev41}/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"
 

{cuqipy-1.3.0.post0.dev401 → cuqipy-1.4.0.post0.dev41}/cuqi/experimental/__init__.py

@@ -1,5 +1,4 @@
 """ Experimental module for testing new features and ideas.  """
-from . import mcmc
 from . import algebra
 from . import geometry
-from ._recommender import SamplerRecommender
+from ._recommender import SamplerRecommender

{cuqipy-1.3.0.post0.dev401 → cuqipy-1.4.0.post0.dev41}/cuqi/experimental/_recommender.py

@@ -3,7 +3,7 @@ import inspect
 import numpy as np
 
 # This import makes suggest_sampler easier to read
-import cuqi.experimental.mcmc as samplers 
+import cuqi.sampler as samplers 
 
 
 class SamplerRecommender(object):
@@ -15,7 +15,7 @@ class SamplerRecommender(object):
     target: Density or JointDistribution
         Distribution to get sampler recommendations for.
 
-    exceptions: list[cuqi.experimental.mcmc.Sampler], *optional*
+    exceptions: list[cuqi.sampler.Sampler], *optional*
         Samplers not to be recommended.
     
     Example
@@ -104,7 +104,7 @@ class SamplerRecommender(object):
 
         """
 
-        all_samplers = [(name, cls) for name, cls in inspect.getmembers(cuqi.experimental.mcmc, inspect.isclass) if issubclass(cls, cuqi.experimental.mcmc.Sampler)]
+        all_samplers = [(name, cls) for name, cls in inspect.getmembers(cuqi.sampler, inspect.isclass) if issubclass(cls, cuqi.sampler.Sampler)]
         valid_samplers = []
 
         for name, sampler in all_samplers:
@@ -116,7 +116,7 @@ class SamplerRecommender(object):
 
         # Need a separate case for HybridGibbs
         if self.valid_HybridGibbs_sampling_strategy() is not None:
-            valid_samplers += [cuqi.experimental.mcmc.HybridGibbs.__name__ if as_string else cuqi.experimental.mcmc.HybridGibbs]
+            valid_samplers += [cuqi.sampler.HybridGibbs.__name__ if as_string else cuqi.sampler.HybridGibbs]
 
         return valid_samplers
 

cuqipy-1.4.0.post0.dev41/cuqi/legacy/__init__.py

@@ -0,0 +1,2 @@
+""" Legacy module for functionalities that are no longer supported or developed. """
+from . import sampler

{cuqipy-1.3.0.post0.dev401/cuqi → cuqipy-1.4.0.post0.dev41/cuqi/legacy}/sampler/_cwmh.py

@@ -1,6 +1,6 @@
 import numpy as np
 import cuqi
-from cuqi.sampler import ProposalBasedSampler
+from cuqi.legacy.sampler import ProposalBasedSampler
 
 
 class CWMH(ProposalBasedSampler):
@@ -48,7 +48,7 @@ class CWMH(ProposalBasedSampler):
         target = cuqi.distribution.UserDefinedDistribution(dim=dim, logpdf_func=logpdf_func)
 
         # Set up sampler
-        sampler = cuqi.sampler.CWMH(target, scale=1)
+        sampler = cuqi.legacy.sampler.CWMH(target, scale=1)
 
         # Sample
         samples = sampler.sample(2000)

{cuqipy-1.3.0.post0.dev401/cuqi → cuqipy-1.4.0.post0.dev41/cuqi/legacy}/sampler/_gibbs.py

@@ -1,10 +1,10 @@
 from cuqi.distribution import JointDistribution
-from cuqi.sampler import Sampler
+from cuqi.legacy.sampler import Sampler
 from cuqi.samples import Samples
 from typing import Dict, Union
 import numpy as np
 import sys
-
+import warnings
 
 class Gibbs:
     """
@@ -52,12 +52,12 @@ class Gibbs:
 
         # Define sampling strategy
         sampling_strategy = {
-            'x': cuqi.sampler.LinearRTO,
-            ('d', 'l'): cuqi.sampler.Conjugate,
+            'x': cuqi.legacy.sampler.LinearRTO,
+            ('d', 'l'): cuqi.legacy.sampler.Conjugate,
         }
 
         # Define Gibbs sampler
-        sampler = cuqi.sampler.Gibbs(posterior, sampling_strategy)
+        sampler = cuqi.legacy.sampler.Gibbs(posterior, sampling_strategy)
 
         # Run sampler
         samples = sampler.sample(Ns=1000, Nb=200)
@@ -71,6 +71,10 @@ class Gibbs:
 
     def __init__(self, target: JointDistribution, sampling_strategy: Dict[Union[str,tuple], Sampler]):
 
+        warnings.warn(f"\nYou are using the legacy sampler '{self.__class__.__name__}'.\n"
+                      f"This will be removed in a future release of CUQIpy.\n"
+                      f"Please consider using the new samplers in the 'cuqi.sampler' module.\n", UserWarning, stacklevel=2)
+
         # Store target and allow conditioning to reduce to a single density
         self.target = target() # Create a copy of target distribution (to avoid modifying the original)
 

{cuqipy-1.3.0.post0.dev401/cuqi → cuqipy-1.4.0.post0.dev41/cuqi/legacy}/sampler/_hmc.py

@@ -1,5 +1,5 @@
 import numpy as np
-from cuqi.sampler import Sampler
+from cuqi.legacy.sampler import Sampler
 
 
 # another implementation is in https://github.com/mfouesneau/NUTS
@@ -50,7 +50,7 @@ class NUTS(Sampler):
         target = tp.posterior
 
         # Set up sampler
-        sampler = cuqi.sampler.NUTS(target)
+        sampler = cuqi.legacy.sampler.NUTS(target)
 
         # Sample
         samples = sampler.sample(10000, 5000)

{cuqipy-1.3.0.post0.dev401/cuqi → cuqipy-1.4.0.post0.dev41/cuqi/legacy}/sampler/_langevin_algorithm.py

@@ -1,6 +1,6 @@
 import numpy as np
 import cuqi
-from cuqi.sampler import Sampler
+from cuqi.legacy.sampler import Sampler
 
 class ULA(Sampler):
     """Unadjusted Langevin algorithm (ULA) (Roberts and Tweedie, 1996)
@@ -55,7 +55,7 @@ class ULA(Sampler):
             gradient_func=gradient_func)
 
         # Set up sampler
-        sampler = cuqi.sampler.ULA(target, scale=1/dim**2)
+        sampler = cuqi.legacy.sampler.ULA(target, scale=1/dim**2)
 
         # Sample
         samples = sampler.sample(2000)
@@ -162,7 +162,7 @@ class MALA(ULA):
             gradient_func=gradient_func)
 
         # Set up sampler
-        sampler = cuqi.sampler.MALA(target, scale=1/5**2)
+        sampler = cuqi.legacy.sampler.MALA(target, scale=1/5**2)
 
         # Sample
         samples = sampler.sample(2000)

{cuqipy-1.3.0.post0.dev401/cuqi → cuqipy-1.4.0.post0.dev41/cuqi/legacy}/sampler/_laplace_approximation.py

@@ -3,7 +3,7 @@ import numpy as np
 import cuqi
 from cuqi.distribution import Normal
 from cuqi.solver import CGLS
-from cuqi.sampler import Sampler
+from cuqi.legacy.sampler import Sampler
 
 
 class UGLA(Sampler):

{cuqipy-1.3.0.post0.dev401/cuqi → cuqipy-1.4.0.post0.dev41/cuqi/legacy}/sampler/_mh.py

@@ -1,6 +1,6 @@
 import numpy as np
 import cuqi
-from cuqi.sampler import ProposalBasedSampler
+from cuqi.legacy.sampler import ProposalBasedSampler
 
 
 class MH(ProposalBasedSampler):
@@ -48,7 +48,7 @@ class MH(ProposalBasedSampler):
         target = cuqi.distribution.UserDefinedDistribution(dim=dim, logpdf_func=logpdf_func)
 
         # Set up sampler
-        sampler = cuqi.sampler.MH(target, scale=1)
+        sampler = cuqi.legacy.sampler.MH(target, scale=1)
 
         # Sample
         samples = sampler.sample(2000)

{cuqipy-1.3.0.post0.dev401/cuqi → cuqipy-1.4.0.post0.dev41/cuqi/legacy}/sampler/_pcn.py

@@ -1,6 +1,6 @@
 import numpy as np
 import cuqi
-from cuqi.sampler import Sampler
+from cuqi.legacy.sampler import Sampler
 
 class pCN(Sampler):   
     #Samples target*proposal
@@ -48,7 +48,7 @@ class pCN(Sampler):
         prior = cuqi.distribution.UserDefinedDistribution(dim=dim, sample_func=sample_func)
 
         # Set up sampler
-        sampler = cuqi.sampler.pCN((likelihood,prior), scale = 0.1)
+        sampler = cuqi.legacy.sampler.pCN((likelihood,prior), scale = 0.1)
 
         # Sample
         samples = sampler.sample(5000)
@@ -73,7 +73,7 @@ class pCN(Sampler):
         target = cuqi.distribution.Posterior(likelihood, prior)
 
         # Set up sampler
-        sampler = cuqi.sampler.pCN(target, scale = 0.1)
+        sampler = cuqi.legacy.sampler.pCN(target, scale = 0.1)
 
         # Sample
         samples = sampler.sample(5000)

{cuqipy-1.3.0.post0.dev401/cuqi → cuqipy-1.4.0.post0.dev41/cuqi/legacy}/sampler/_rto.py

@@ -4,7 +4,7 @@ from scipy.sparse.linalg import LinearOperator as scipyLinearOperator
 import numpy as np
 import cuqi
 from cuqi.solver import CGLS, FISTA
-from cuqi.sampler import Sampler
+from cuqi.legacy.sampler import Sampler
 
 
 class LinearRTO(Sampler):
@@ -209,7 +209,7 @@ class RegularizedLinearRTO(LinearRTO):
     Parameters
     ------------
     target : `cuqi.distribution.Posterior`
-        See `cuqi.sampler.LinearRTO`
+        See `cuqi.legacy.sampler.LinearRTO`
 
     x0 : `np.ndarray` 
         Initial point for the sampler. *Optional*.

{cuqipy-1.3.0.post0.dev401/cuqi → cuqipy-1.4.0.post0.dev41/cuqi/legacy}/sampler/_sampler.py

@@ -3,11 +3,16 @@ import sys
 import numpy as np
 import cuqi
 from cuqi.samples import Samples
+import warnings
 
 class Sampler(ABC):
 
     def __init__(self, target, x0=None, dim=None, callback=None):
 
+        warnings.warn(f"\nYou are using the legacy sampler '{self.__class__.__name__}'.\n"
+                      f"This will be removed in a future release of CUQIpy.\n"
+                      f"Please consider using the new samplers in the 'cuqi.sampler' module.\n", UserWarning, stacklevel=2)
+
         self._dim = dim
         if hasattr(target,'dim'): 
             if self._dim is None: