bartz 0.6.0__py3-none-any.whl → 0.8.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- bartz/.DS_Store +0 -0
- bartz/BART/__init__.py +27 -0
- bartz/BART/_gbart.py +522 -0
- bartz/__init__.py +6 -4
- bartz/_interface.py +937 -0
- bartz/_profiler.py +318 -0
- bartz/_version.py +1 -1
- bartz/debug.py +1217 -82
- bartz/grove.py +205 -103
- bartz/jaxext/__init__.py +287 -0
- bartz/jaxext/_autobatch.py +444 -0
- bartz/jaxext/scipy/__init__.py +25 -0
- bartz/jaxext/scipy/special.py +239 -0
- bartz/jaxext/scipy/stats.py +36 -0
- bartz/mcmcloop.py +662 -314
- bartz/mcmcstep/__init__.py +35 -0
- bartz/mcmcstep/_moves.py +904 -0
- bartz/mcmcstep/_state.py +1114 -0
- bartz/mcmcstep/_step.py +1603 -0
- bartz/prepcovars.py +140 -44
- bartz/testing/__init__.py +29 -0
- bartz/testing/_dgp.py +442 -0
- {bartz-0.6.0.dist-info → bartz-0.8.0.dist-info}/METADATA +18 -13
- bartz-0.8.0.dist-info/RECORD +25 -0
- {bartz-0.6.0.dist-info → bartz-0.8.0.dist-info}/WHEEL +1 -1
- bartz/BART.py +0 -603
- bartz/jaxext.py +0 -423
- bartz/mcmcstep.py +0 -2335
- bartz-0.6.0.dist-info/RECORD +0 -13
bartz/jaxext.py
DELETED
|
@@ -1,423 +0,0 @@
|
|
|
1
|
-
# bartz/src/bartz/jaxext.py
|
|
2
|
-
#
|
|
3
|
-
# Copyright (c) 2024-2025, Giacomo Petrillo
|
|
4
|
-
#
|
|
5
|
-
# This file is part of bartz.
|
|
6
|
-
#
|
|
7
|
-
# Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
8
|
-
# of this software and associated documentation files (the "Software"), to deal
|
|
9
|
-
# in the Software without restriction, including without limitation the rights
|
|
10
|
-
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
11
|
-
# copies of the Software, and to permit persons to whom the Software is
|
|
12
|
-
# furnished to do so, subject to the following conditions:
|
|
13
|
-
#
|
|
14
|
-
# The above copyright notice and this permission notice shall be included in all
|
|
15
|
-
# copies or substantial portions of the Software.
|
|
16
|
-
#
|
|
17
|
-
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
18
|
-
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
19
|
-
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
20
|
-
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
21
|
-
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
22
|
-
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
23
|
-
# SOFTWARE.
|
|
24
|
-
|
|
25
|
-
"""Additions to jax."""
|
|
26
|
-
|
|
27
|
-
import functools
|
|
28
|
-
import math
|
|
29
|
-
import warnings
|
|
30
|
-
|
|
31
|
-
import jax
|
|
32
|
-
from jax import lax, random, tree_util
|
|
33
|
-
from jax import numpy as jnp
|
|
34
|
-
from scipy import special
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
def float_type(*args):
|
|
38
|
-
"""Determine the jax floating point result type given operands/types."""
|
|
39
|
-
t = jnp.result_type(*args)
|
|
40
|
-
return jnp.sin(jnp.empty(0, t)).dtype
|
|
41
|
-
|
|
42
|
-
|
|
43
|
-
def _castto(func, type):
|
|
44
|
-
@functools.wraps(func)
|
|
45
|
-
def newfunc(*args, **kw):
|
|
46
|
-
return func(*args, **kw).astype(type)
|
|
47
|
-
|
|
48
|
-
return newfunc
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
class scipy:
|
|
52
|
-
"""Mockup of the :external:py:mod:`scipy` module."""
|
|
53
|
-
|
|
54
|
-
class special:
|
|
55
|
-
"""Mockup of the :external:py:mod:`scipy.special` module."""
|
|
56
|
-
|
|
57
|
-
@staticmethod
|
|
58
|
-
def gammainccinv(a, y):
|
|
59
|
-
"""Survival function inverse of the Gamma(a, 1) distribution."""
|
|
60
|
-
a = jnp.asarray(a)
|
|
61
|
-
y = jnp.asarray(y)
|
|
62
|
-
shape = jnp.broadcast_shapes(a.shape, y.shape)
|
|
63
|
-
dtype = float_type(a.dtype, y.dtype)
|
|
64
|
-
dummy = jax.ShapeDtypeStruct(shape, dtype)
|
|
65
|
-
ufunc = _castto(special.gammainccinv, dtype)
|
|
66
|
-
return jax.pure_callback(ufunc, dummy, a, y, vmap_method='expand_dims')
|
|
67
|
-
|
|
68
|
-
class stats:
|
|
69
|
-
"""Mockup of the :external:py:mod:`scipy.stats` module."""
|
|
70
|
-
|
|
71
|
-
class invgamma:
|
|
72
|
-
"""Class that represents the distribution InvGamma(a, 1)."""
|
|
73
|
-
|
|
74
|
-
@staticmethod
|
|
75
|
-
def ppf(q, a):
|
|
76
|
-
"""Percentile point function."""
|
|
77
|
-
return 1 / scipy.special.gammainccinv(a, q)
|
|
78
|
-
|
|
79
|
-
|
|
80
|
-
def vmap_nodoc(fun, *args, **kw):
|
|
81
|
-
"""
|
|
82
|
-
Acts like `jax.vmap` but preserves the docstring of the function unchanged.
|
|
83
|
-
|
|
84
|
-
This is useful if the docstring already takes into account that the
|
|
85
|
-
arguments have additional axes due to vmap.
|
|
86
|
-
"""
|
|
87
|
-
doc = fun.__doc__
|
|
88
|
-
fun = jax.vmap(fun, *args, **kw)
|
|
89
|
-
fun.__doc__ = doc
|
|
90
|
-
return fun
|
|
91
|
-
|
|
92
|
-
|
|
93
|
-
def huge_value(x):
|
|
94
|
-
"""
|
|
95
|
-
Return the maximum value that can be stored in `x`.
|
|
96
|
-
|
|
97
|
-
Parameters
|
|
98
|
-
----------
|
|
99
|
-
x : array
|
|
100
|
-
A numerical numpy or jax array.
|
|
101
|
-
|
|
102
|
-
Returns
|
|
103
|
-
-------
|
|
104
|
-
maxval : scalar
|
|
105
|
-
The maximum value allowed by `x`'s type (+inf for floats).
|
|
106
|
-
"""
|
|
107
|
-
if jnp.issubdtype(x.dtype, jnp.integer):
|
|
108
|
-
return jnp.iinfo(x.dtype).max
|
|
109
|
-
else:
|
|
110
|
-
return jnp.inf
|
|
111
|
-
|
|
112
|
-
|
|
113
|
-
def minimal_unsigned_dtype(value):
|
|
114
|
-
"""Return the smallest unsigned integer dtype that can represent `value`."""
|
|
115
|
-
if value < 2**8:
|
|
116
|
-
return jnp.uint8
|
|
117
|
-
if value < 2**16:
|
|
118
|
-
return jnp.uint16
|
|
119
|
-
if value < 2**32:
|
|
120
|
-
return jnp.uint32
|
|
121
|
-
return jnp.uint64
|
|
122
|
-
|
|
123
|
-
|
|
124
|
-
def signed_to_unsigned(int_dtype):
|
|
125
|
-
"""
|
|
126
|
-
Map a signed integer type to its unsigned counterpart.
|
|
127
|
-
|
|
128
|
-
Unsigned types are passed through.
|
|
129
|
-
"""
|
|
130
|
-
assert jnp.issubdtype(int_dtype, jnp.integer)
|
|
131
|
-
if jnp.issubdtype(int_dtype, jnp.unsignedinteger):
|
|
132
|
-
return int_dtype
|
|
133
|
-
if int_dtype == jnp.int8:
|
|
134
|
-
return jnp.uint8
|
|
135
|
-
if int_dtype == jnp.int16:
|
|
136
|
-
return jnp.uint16
|
|
137
|
-
if int_dtype == jnp.int32:
|
|
138
|
-
return jnp.uint32
|
|
139
|
-
if int_dtype == jnp.int64:
|
|
140
|
-
return jnp.uint64
|
|
141
|
-
|
|
142
|
-
|
|
143
|
-
def ensure_unsigned(x):
|
|
144
|
-
"""If x has signed integer type, cast it to the unsigned dtype of the same size."""
|
|
145
|
-
return x.astype(signed_to_unsigned(x.dtype))
|
|
146
|
-
|
|
147
|
-
|
|
148
|
-
@functools.partial(jax.jit, static_argnums=(1,))
|
|
149
|
-
def unique(x, size, fill_value):
|
|
150
|
-
"""
|
|
151
|
-
Restricted version of `jax.numpy.unique` that uses less memory.
|
|
152
|
-
|
|
153
|
-
Parameters
|
|
154
|
-
----------
|
|
155
|
-
x : 1d array
|
|
156
|
-
The input array.
|
|
157
|
-
size : int
|
|
158
|
-
The length of the output.
|
|
159
|
-
fill_value : scalar
|
|
160
|
-
The value to fill the output with if `size` is greater than the number
|
|
161
|
-
of unique values in `x`.
|
|
162
|
-
|
|
163
|
-
Returns
|
|
164
|
-
-------
|
|
165
|
-
out : array (size,)
|
|
166
|
-
The unique values in `x`, sorted, and right-padded with `fill_value`.
|
|
167
|
-
actual_length : int
|
|
168
|
-
The number of used values in `out`.
|
|
169
|
-
"""
|
|
170
|
-
if x.size == 0:
|
|
171
|
-
return jnp.full(size, fill_value, x.dtype), 0
|
|
172
|
-
if size == 0:
|
|
173
|
-
return jnp.empty(0, x.dtype), 0
|
|
174
|
-
x = jnp.sort(x)
|
|
175
|
-
|
|
176
|
-
def loop(carry, x):
|
|
177
|
-
i_out, i_in, last, out = carry
|
|
178
|
-
i_out = jnp.where(x == last, i_out, i_out + 1)
|
|
179
|
-
out = out.at[i_out].set(x)
|
|
180
|
-
return (i_out, i_in + 1, x, out), None
|
|
181
|
-
|
|
182
|
-
carry = 0, 0, x[0], jnp.full(size, fill_value, x.dtype)
|
|
183
|
-
(actual_length, _, _, out), _ = jax.lax.scan(loop, carry, x[:size])
|
|
184
|
-
return out, actual_length + 1
|
|
185
|
-
|
|
186
|
-
|
|
187
|
-
def autobatch(func, max_io_nbytes, in_axes=0, out_axes=0, return_nbatches=False):
|
|
188
|
-
"""
|
|
189
|
-
Batch a function such that each batch is smaller than a threshold.
|
|
190
|
-
|
|
191
|
-
Parameters
|
|
192
|
-
----------
|
|
193
|
-
func : callable
|
|
194
|
-
A jittable function with positional arguments only, with inputs and
|
|
195
|
-
outputs pytrees of arrays.
|
|
196
|
-
max_io_nbytes : int
|
|
197
|
-
The maximum number of input + output bytes in each batch (excluding
|
|
198
|
-
unbatched arguments.)
|
|
199
|
-
in_axes : pytree of int or None, default 0
|
|
200
|
-
A tree matching the structure of the function input, indicating along
|
|
201
|
-
which axes each array should be batched. If a single integer, it is
|
|
202
|
-
used for all arrays. A `None` axis indicates to not batch an argument.
|
|
203
|
-
out_axes : pytree of ints, default 0
|
|
204
|
-
The same for outputs (but non-batching is not allowed).
|
|
205
|
-
return_nbatches : bool, default False
|
|
206
|
-
If True, the number of batches is returned as a second output.
|
|
207
|
-
|
|
208
|
-
Returns
|
|
209
|
-
-------
|
|
210
|
-
batched_func : callable
|
|
211
|
-
A function with the same signature as `func`, but that processes the
|
|
212
|
-
input and output in batches in a loop.
|
|
213
|
-
"""
|
|
214
|
-
|
|
215
|
-
def expand_axes(axes, tree):
|
|
216
|
-
if isinstance(axes, int):
|
|
217
|
-
return tree_util.tree_map(lambda _: axes, tree)
|
|
218
|
-
return tree_util.tree_map(lambda _, axis: axis, tree, axes)
|
|
219
|
-
|
|
220
|
-
def check_no_nones(axes, tree):
|
|
221
|
-
def check_not_none(_, axis):
|
|
222
|
-
assert axis is not None
|
|
223
|
-
|
|
224
|
-
tree_util.tree_map(check_not_none, tree, axes)
|
|
225
|
-
|
|
226
|
-
def extract_size(axes, tree):
|
|
227
|
-
def get_size(x, axis):
|
|
228
|
-
if axis is None:
|
|
229
|
-
return None
|
|
230
|
-
else:
|
|
231
|
-
return x.shape[axis]
|
|
232
|
-
|
|
233
|
-
sizes = tree_util.tree_map(get_size, tree, axes)
|
|
234
|
-
sizes, _ = tree_util.tree_flatten(sizes)
|
|
235
|
-
assert all(s == sizes[0] for s in sizes)
|
|
236
|
-
return sizes[0]
|
|
237
|
-
|
|
238
|
-
def sum_nbytes(tree):
|
|
239
|
-
def nbytes(x):
|
|
240
|
-
return math.prod(x.shape) * x.dtype.itemsize
|
|
241
|
-
|
|
242
|
-
return tree_util.tree_reduce(lambda size, x: size + nbytes(x), tree, 0)
|
|
243
|
-
|
|
244
|
-
def next_divisor_small(dividend, min_divisor):
|
|
245
|
-
for divisor in range(min_divisor, int(math.sqrt(dividend)) + 1):
|
|
246
|
-
if dividend % divisor == 0:
|
|
247
|
-
return divisor
|
|
248
|
-
return dividend
|
|
249
|
-
|
|
250
|
-
def next_divisor_large(dividend, min_divisor):
|
|
251
|
-
max_inv_divisor = dividend // min_divisor
|
|
252
|
-
for inv_divisor in range(max_inv_divisor, 0, -1):
|
|
253
|
-
if dividend % inv_divisor == 0:
|
|
254
|
-
return dividend // inv_divisor
|
|
255
|
-
return dividend
|
|
256
|
-
|
|
257
|
-
def next_divisor(dividend, min_divisor):
|
|
258
|
-
if dividend == 0:
|
|
259
|
-
return min_divisor
|
|
260
|
-
if min_divisor * min_divisor <= dividend:
|
|
261
|
-
return next_divisor_small(dividend, min_divisor)
|
|
262
|
-
return next_divisor_large(dividend, min_divisor)
|
|
263
|
-
|
|
264
|
-
def pull_nonbatched(axes, tree):
|
|
265
|
-
def pull_nonbatched(x, axis):
|
|
266
|
-
if axis is None:
|
|
267
|
-
return None
|
|
268
|
-
else:
|
|
269
|
-
return x
|
|
270
|
-
|
|
271
|
-
return tree_util.tree_map(pull_nonbatched, tree, axes), tree
|
|
272
|
-
|
|
273
|
-
def push_nonbatched(axes, tree, original_tree):
|
|
274
|
-
def push_nonbatched(original_x, x, axis):
|
|
275
|
-
if axis is None:
|
|
276
|
-
return original_x
|
|
277
|
-
else:
|
|
278
|
-
return x
|
|
279
|
-
|
|
280
|
-
return tree_util.tree_map(push_nonbatched, original_tree, tree, axes)
|
|
281
|
-
|
|
282
|
-
def move_axes_out(axes, tree):
|
|
283
|
-
def move_axis_out(x, axis):
|
|
284
|
-
return jnp.moveaxis(x, axis, 0)
|
|
285
|
-
|
|
286
|
-
return tree_util.tree_map(move_axis_out, tree, axes)
|
|
287
|
-
|
|
288
|
-
def move_axes_in(axes, tree):
|
|
289
|
-
def move_axis_in(x, axis):
|
|
290
|
-
return jnp.moveaxis(x, 0, axis)
|
|
291
|
-
|
|
292
|
-
return tree_util.tree_map(move_axis_in, tree, axes)
|
|
293
|
-
|
|
294
|
-
def batch(tree, nbatches):
|
|
295
|
-
def batch(x):
|
|
296
|
-
return x.reshape((nbatches, x.shape[0] // nbatches) + x.shape[1:])
|
|
297
|
-
|
|
298
|
-
return tree_util.tree_map(batch, tree)
|
|
299
|
-
|
|
300
|
-
def unbatch(tree):
|
|
301
|
-
def unbatch(x):
|
|
302
|
-
return x.reshape((x.shape[0] * x.shape[1],) + x.shape[2:])
|
|
303
|
-
|
|
304
|
-
return tree_util.tree_map(unbatch, tree)
|
|
305
|
-
|
|
306
|
-
def check_same(tree1, tree2):
|
|
307
|
-
def check_same(x1, x2):
|
|
308
|
-
assert x1.shape == x2.shape
|
|
309
|
-
assert x1.dtype == x2.dtype
|
|
310
|
-
|
|
311
|
-
tree_util.tree_map(check_same, tree1, tree2)
|
|
312
|
-
|
|
313
|
-
initial_in_axes = in_axes
|
|
314
|
-
initial_out_axes = out_axes
|
|
315
|
-
|
|
316
|
-
@jax.jit
|
|
317
|
-
@functools.wraps(func)
|
|
318
|
-
def batched_func(*args):
|
|
319
|
-
example_result = jax.eval_shape(func, *args)
|
|
320
|
-
|
|
321
|
-
in_axes = expand_axes(initial_in_axes, args)
|
|
322
|
-
out_axes = expand_axes(initial_out_axes, example_result)
|
|
323
|
-
check_no_nones(out_axes, example_result)
|
|
324
|
-
|
|
325
|
-
size = extract_size((in_axes, out_axes), (args, example_result))
|
|
326
|
-
|
|
327
|
-
args, nonbatched_args = pull_nonbatched(in_axes, args)
|
|
328
|
-
|
|
329
|
-
total_nbytes = sum_nbytes((args, example_result))
|
|
330
|
-
min_nbatches = total_nbytes // max_io_nbytes + bool(
|
|
331
|
-
total_nbytes % max_io_nbytes
|
|
332
|
-
)
|
|
333
|
-
min_nbatches = max(1, min_nbatches)
|
|
334
|
-
nbatches = next_divisor(size, min_nbatches)
|
|
335
|
-
assert 1 <= nbatches <= max(1, size)
|
|
336
|
-
assert size % nbatches == 0
|
|
337
|
-
assert total_nbytes % nbatches == 0
|
|
338
|
-
|
|
339
|
-
batch_nbytes = total_nbytes // nbatches
|
|
340
|
-
if batch_nbytes > max_io_nbytes:
|
|
341
|
-
assert size == nbatches
|
|
342
|
-
warnings.warn(
|
|
343
|
-
f'batch_nbytes = {batch_nbytes} > max_io_nbytes = {max_io_nbytes}'
|
|
344
|
-
)
|
|
345
|
-
|
|
346
|
-
def loop(_, args):
|
|
347
|
-
args = move_axes_in(in_axes, args)
|
|
348
|
-
args = push_nonbatched(in_axes, args, nonbatched_args)
|
|
349
|
-
result = func(*args)
|
|
350
|
-
result = move_axes_out(out_axes, result)
|
|
351
|
-
return None, result
|
|
352
|
-
|
|
353
|
-
args = move_axes_out(in_axes, args)
|
|
354
|
-
args = batch(args, nbatches)
|
|
355
|
-
_, result = lax.scan(loop, None, args)
|
|
356
|
-
result = unbatch(result)
|
|
357
|
-
result = move_axes_in(out_axes, result)
|
|
358
|
-
|
|
359
|
-
check_same(example_result, result)
|
|
360
|
-
|
|
361
|
-
if return_nbatches:
|
|
362
|
-
return result, nbatches
|
|
363
|
-
return result
|
|
364
|
-
|
|
365
|
-
return batched_func
|
|
366
|
-
|
|
367
|
-
|
|
368
|
-
class split:
|
|
369
|
-
"""
|
|
370
|
-
Split a key into `num` keys.
|
|
371
|
-
|
|
372
|
-
Parameters
|
|
373
|
-
----------
|
|
374
|
-
key : jax.dtypes.prng_key array
|
|
375
|
-
The key to split.
|
|
376
|
-
num : int
|
|
377
|
-
The number of keys to split into.
|
|
378
|
-
"""
|
|
379
|
-
|
|
380
|
-
def __init__(self, key, num=2):
|
|
381
|
-
self._keys = random.split(key, num)
|
|
382
|
-
|
|
383
|
-
def __len__(self):
|
|
384
|
-
return self._keys.size
|
|
385
|
-
|
|
386
|
-
def pop(self, shape=None):
|
|
387
|
-
"""
|
|
388
|
-
Pop one or more keys from the list.
|
|
389
|
-
|
|
390
|
-
Parameters
|
|
391
|
-
----------
|
|
392
|
-
shape : int or tuple of int, optional
|
|
393
|
-
The shape of the keys to pop. If `None`, a single key is popped.
|
|
394
|
-
If an integer, that many keys are popped. If a tuple, the keys are
|
|
395
|
-
reshaped to that shape.
|
|
396
|
-
|
|
397
|
-
Returns
|
|
398
|
-
-------
|
|
399
|
-
keys : jax.dtypes.prng_key array
|
|
400
|
-
The popped keys.
|
|
401
|
-
|
|
402
|
-
Raises
|
|
403
|
-
------
|
|
404
|
-
IndexError
|
|
405
|
-
If `shape` is larger than the number of keys left in the list.
|
|
406
|
-
|
|
407
|
-
Notes
|
|
408
|
-
-----
|
|
409
|
-
The keys are popped from the beginning of the list, so for example
|
|
410
|
-
``list(keys.pop(2))`` is equivalent to ``[keys.pop(), keys.pop()]``.
|
|
411
|
-
"""
|
|
412
|
-
if shape is None:
|
|
413
|
-
shape = ()
|
|
414
|
-
elif not isinstance(shape, tuple):
|
|
415
|
-
shape = (shape,)
|
|
416
|
-
size_to_pop = math.prod(shape)
|
|
417
|
-
if size_to_pop > self._keys.size:
|
|
418
|
-
raise IndexError(
|
|
419
|
-
f'Cannot pop {size_to_pop} keys from {self._keys.size} keys'
|
|
420
|
-
)
|
|
421
|
-
popped_keys = self._keys[:size_to_pop]
|
|
422
|
-
self._keys = self._keys[size_to_pop:]
|
|
423
|
-
return popped_keys.reshape(shape)
|