CUQIpy 1.3.0__py3-none-any.whl → 1.4.0.post0.dev61__py3-none-any.whl

cuqi/solver/_solver.py

@@ -196,8 +196,11 @@ class ScipyLSQ(object):
         'trf', Trust Region Reflective algorithm: for large sparse problems with bounds.
         'dogbox', dogleg algorithm with rectangular trust regions, for small problems with bounds.
         'lm', Levenberg-Marquardt algorithm as implemented in MINPACK. Doesn't handle bounds and sparse Jacobians.
+    tol : The numerical tolerance for convergence checks.
+    maxit : The maximum number of iterations.
+    kwargs : Additional keyword arguments passed to scipy's least_squares. Empty by default. See documentation for scipy.optimize.least_squares
     """
-    def __init__(self, func, x0, jacfun='2-point', method='trf', loss='linear', tol=1e-6, maxit=1e4):
+    def __init__(self, func, x0, jacfun='2-point', method='trf', loss='linear', tol=1e-6, maxit=1e4, **kwargs):
         self.func = func
         self.x0 = x0
         self.jacfun = jacfun
@@ -205,6 +208,7 @@ class ScipyLSQ(object):
         self.loss = loss
         self.tol = tol
         self.maxit = int(maxit)
+        self.kwargs = kwargs
     
     def solve(self):
         """Runs optimization algorithm and returns solution and info.
@@ -215,7 +219,7 @@ class ScipyLSQ(object):
             Solution found (array_like) and optimization information (dictionary).
         """
         solution = least_squares(self.func, self.x0, jac=self.jacfun, \
-                                method=self.method, loss=self.loss, xtol=self.tol, max_nfev=self.maxit)
+                                method=self.method, loss=self.loss, xtol=self.tol, max_nfev=self.maxit, **self.kwargs)
         info = {"success": solution['success'],
                 "message": solution['message'],
                 "func": solution['fun'],

cuqi/testproblem/_testproblem.py

@@ -863,10 +863,9 @@ class Heat1D(BayesianProblem):
         # Bayesian model
         x = cuqi.distribution.Gaussian(np.zeros(model.domain_dim), 1)
         y = cuqi.distribution.Gaussian(model(x), sigma2)
-        
-        # Initialize Deconvolution as BayesianProblem problem
-        super().__init__(y, x, y=data)
 
+        # Initialize Heat1D as BayesianProblem problem
+        super().__init__(y, x, y=data)
         # Store exact values
         self.exactSolution = x_exact
         self.exactData = y_exact

cuqi/utilities/__init__.py

@@ -14,8 +14,10 @@ from ._utilities import (
     plot_1D_density,
     plot_2D_density,
     count_nonzero,
+    count_within_bounds,
     count_constant_components_1D,
-    count_constant_components_2D
+    count_constant_components_2D,
+    piecewise_linear_1D_DoF
 )
 
 from ._get_python_variable_name import _get_python_variable_name

cuqi/utilities/_utilities.py

@@ -188,7 +188,7 @@ def approx_derivative(func, wrt, direction=None, epsilon=np.sqrt(np.finfo(float)
     # We compute the Jacobian matrix of func using forward differences.
     # If the function is scalar-valued, we compute the gradient instead.
     # If the direction is provided, we compute the direction-Jacobian product.
-    wrt = np.asfarray(wrt)
+    wrt = force_ndarray(wrt, flatten=True)
     f0 = func(wrt)
     Matr = np.zeros([infer_len(wrt), infer_len(f0)])
     dx = np.zeros(len(wrt))
@@ -360,8 +360,29 @@ def count_nonzero(x, threshold = 1e-6):
             Theshold for considering a value as nonzero.
         """
         return np.sum([np.abs(v) >= threshold for v in x])
+
+        
+def count_within_bounds(x, lower_bounds, upper_bounds, threshold = 1e-6, exception = np.nan):
+        """ Returns the number of values in an array whose value lies between the provided lower and upper bounds.
+
+        Parameters
+        ----------
+        x : `np.ndarray` 
+            Array to count elements of.
+
+        lower_bounds : `np.ndarray` 
+            Lower bound on values to disregard when counting.
+
+        upper_bounds : `np.ndarray` 
+            Upper bound on values to disregard.
+
+        threshold : float
+            Theshold for considering a value as nonzero.
+        """
+        return np.sum([l + threshold <= v and v <= u - threshold and not (exception - threshold <= v and v <= exception + threshold) for v, l, u in zip(x, lower_bounds, upper_bounds)])
+        
     
-def count_constant_components_1D(x, threshold = 1e-2, lower = -np.inf, upper = np.inf):
+def count_constant_components_1D(x, threshold = 1e-2, lower = -np.inf, upper = np.inf, exception = np.nan):
         """ Returns the number of piecewise constant components in a one-dimensional array
 
         Parameters
@@ -372,29 +393,40 @@ def count_constant_components_1D(x, threshold = 1e-2, lower = -np.inf, upper = n
         threshold : float
             Strict theshold on when the difference of neighbouring values is considered zero.
 
-        lower : float
+        lower : float or numpy.ndarray
             Piecewise constant components below this value are not counted.
 
-        upper : float
+        upper : float or numpy.ndarray
             Piecewise constant components above this value are not counted.
         """
 
+        if not isinstance(lower, np.ndarray):
+            lower = lower*np.ones_like(x)
+
+        if not isinstance(upper, np.ndarray):
+            upper = upper*np.ones_like(x)
+
         counter = 0
-        if x[0] > lower and x[0] < upper:
+        index = 0
+        if (x[index] > lower[index] and
+            x[index] < upper[index] and
+            not (exception - threshold <= x[index] and x[index] <= exception + threshold)):
             counter += 1
         
         x_previous = x[0]
 
         for x_current in x[1:]:
+            index += 1
             if (abs(x_previous - x_current) >= threshold and
-                x_current > lower and
-                x_current < upper):
+                x_current > lower[index] and
+                x_current < upper[index] and
+                not (exception - threshold <= x_current and x_current <= exception + threshold)):
                     counter += 1
 
             x_previous = x_current
     
         return counter
-        
+
 def count_constant_components_2D(x, threshold = 1e-2, lower = -np.inf, upper = np.inf):
         """ Returns the number of piecewise constant components in a two-dimensional array
 
@@ -406,12 +438,19 @@ def count_constant_components_2D(x, threshold = 1e-2, lower = -np.inf, upper = n
         threshold : float
             Strict theshold on when the difference of neighbouring values is considered zero.
 
-        lower : float
+        lower : float or numpy.ndarray
             Piecewise constant components below this value are not counted.
 
-        upper : float
+        upper : float or numpy.ndarray
             Piecewise constant components above this value are not counted.
         """
+
+        if not isinstance(lower, np.ndarray):
+            lower = lower*np.ones_like(x)
+
+        if not isinstance(upper, np.ndarray):
+            upper = upper*np.ones_like(x)
+
         filled = np.zeros_like(x, dtype = int)
         counter = 0
 
@@ -438,8 +477,51 @@ def count_constant_components_2D(x, threshold = 1e-2, lower = -np.inf, upper = n
         for i in range(x.shape[0]):
             for j in range(x.shape[1]):
                 if filled[i,j] == 0:
-                    if x[i,j] > lower and x[i,j] < upper:
+                    if x[i,j] > lower[i,j] and x[i,j] < upper[i,j]:
                         counter += 1
                     process(i, j)
         return counter
-                    
+                    
+
+
+def piecewise_linear_1D_DoF(x, threshold = 1e-5, exception_zero = False, exception_flat = False):
+        """ Returns the degrees of freedom of a piecewise linear signal.
+        Assuming linear interpolation, this corresponds to the number of non-differentiable points, including end-points.
+
+        Parameters
+        ----------
+        x : `np.ndarray` 
+            1D Array to compute degrees of freedom of.
+
+        threshold : float
+            Strict theshold on when values are considered zero.
+
+        exception_zero : Boolean
+            Whether a zero piecewise linear components should be considered.
+
+        exception_flat : Boolean
+            Whether a flat piecewise linear components should be considered.
+        """
+
+        differences = x[1:] - x[:-1]
+        double_differences = differences[1:] - differences[:-1]
+
+        joints = [True] + [np.abs(d) >= threshold for d in double_differences] + [True]
+        
+        if not exception_zero and not exception_flat:
+            return np.sum(joints)
+        elif exception_zero:
+            return np.sum(joints and [np.abs(v) < threshold for v in x])
+        elif exception_flat:
+            prev_joint = None
+            counter = 0
+            for i in range(len(joints)):
+                if joints[i]:
+                    counter += 1
+                    if prev_joint is None:
+                        prev_joint = i
+                    else:
+                        if np.abs(x[i] - x[prev_joint]) < threshold:
+                            counter -= 1
+                        prev_joint = i
+            return counter

{CUQIpy-1.3.0.dist-info → cuqipy-1.4.0.post0.dev61.dist-info}/METADATA

@@ -1,6 +1,6 @@
-Metadata-Version: 2.2
+Metadata-Version: 2.4
 Name: CUQIpy
-Version: 1.3.0
+Version: 1.4.0.post0.dev61
 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
@@ -197,14 +197,16 @@ Project-URL: Source, https://github.com/CUQI-DTU/CUQIpy
 Project-URL: Documentation, https://cuqi-dtu.github.io/CUQIpy/
 Project-URL: Download, https://github.com/CUQI-DTU/CUQIpy/releases
 Project-URL: Tracker, https://github.com/CUQI-DTU/CUQIpy/issues
-Requires-Python: >=3.8
+Requires-Python: >=3.9
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: matplotlib
 Requires-Dist: numpy>=1.17.0
-Requires-Dist: scipy<1.13
+Requires-Dist: scipy==1.12.0; python_version <= "3.9"
+Requires-Dist: scipy; python_version > "3.9"
 Requires-Dist: arviz
 Requires-Dist: tqdm
+Dynamic: license-file
 
 <div align="center">
 <img src="https://cuqi-dtu.github.io/CUQIpy/_static/logo.png" alt="CUQIpy logo" width="250"/>

cuqipy-1.4.0.post0.dev61.dist-info/RECORD

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{CUQIpy-1.3.0.dist-info → cuqipy-1.4.0.post0.dev61.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (75.8.0)
+Generator: setuptools (80.9.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

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cuqi/experimental/mcmc/__init__.py

@@ -1,123 +0,0 @@
-"""
-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, MYULA, PnPULA
-from ._mh import MH
-from ._pcn import PCN
-from ._rto import LinearRTO, RegularizedLinearRTO
-from ._cwmh import CWMH
-from ._laplace_approximation import UGLA
-from ._hmc import NUTS
-from ._gibbs import HybridGibbs
-from ._conjugate import Conjugate
-from ._conjugate_approx import ConjugateApprox
-from ._direct import Direct
-from ._utilities import find_valid_samplers