modelbase2 0.3.0__py3-none-any.whl → 0.4.0__py3-none-any.whl

modelbase2/experimental/strikepy.py

@@ -0,0 +1,562 @@
+# ruff: noqa: D100, D101, D102, D103, D104, D105, D106, D107, D200, D203, D400, D401
+
+"""Reimplementation of strikepy from.
+
+StrikePy: https://github.com/afvillaverde/StrikePy
+STRIKE-GOLDD: https://github.com/afvillaverde/strike-goldd
+
+FIXME:
+- no handling of derived variables
+- performance issues of generic_rank
+"""
+
+import textwrap
+from concurrent.futures import ProcessPoolExecutor
+from dataclasses import dataclass, field
+from functools import partial
+from math import ceil, inf
+from time import time
+from typing import cast
+
+import numpy as np
+import numpy.typing as npt
+import symbtools as st
+import sympy
+import sympy as sym
+import tqdm
+from sympy import Matrix
+from sympy.matrices import zeros
+
+__all__ = ["Model", "Options", "Result", "strike_goldd"]
+
+
+@dataclass
+class Options:
+    check_observability: bool = True
+    max_lie_time: float = inf
+    non_zero_known_input_derivatives: list[int] = field(default_factory=lambda: [100])
+    non_zero_unknown_input_derivatives: list[int] = field(default_factory=lambda: [100])
+    prev_ident_pars: set[sympy.Symbol] = field(default_factory=set)
+
+
+@dataclass
+class Model:
+    states: list[sym.Symbol]
+    pars: list[sym.Symbol]
+    eqs: list[sym.Expr]
+    outputs: list[sym.Symbol]
+    known_inputs: list[sym.Symbol] = field(default_factory=list)
+    unknown_inputs: list[sym.Symbol] = field(default_factory=list)
+
+
+@dataclass
+class Result:
+    rank: int
+    model: Model
+    is_fispo: bool
+    par_ident: list
+    par_unident: list
+    state_obs: list
+    state_unobs: list
+    input_obs: list
+    input_unobs: list
+
+    def all_inputs_observable(self) -> bool:
+        return bool(
+            len(self.par_ident) == len(self.model.pars)
+            and len(self.model.unknown_inputs) > 0
+        )
+
+    def summary(self) -> str:
+        return textwrap.dedent(f"""\
+        Summary
+        =======
+        The model {"is" if self.is_fispo else "is not"} FISPO.
+        Identifiable parameters: {self.par_ident}
+        Unidentifiable parameters: {self.par_unident}
+        Identifiable variables: {self.state_obs}
+        Unidentifiable variables: {self.state_unobs}
+        Identifiable inputs: {self.input_obs}
+        Unidentifiable inputs: {self.input_unobs}
+        """)
+
+
+def _rationalize_all_numbers(expr: sym.Matrix) -> sym.Matrix:
+    """Convert all numbers in expr to sympy.Rational-objects."""
+    numbers_atoms = list(expr.atoms(sym.Number))
+    rationalized_number_tpls = [(n, sym.Rational(n)) for n in numbers_atoms]
+    return expr.subs(rationalized_number_tpls)
+
+
+def _calculate_num_rank(inp: tuple[int, list[int]], onx: Matrix) -> tuple[int, int]:
+    idx, indices = inp
+    return idx, st.generic_rank(onx.col(indices))
+
+
+def _elim_and_recalc(
+    *,
+    model: Model,
+    res: Result,
+    options: Options,
+    unmeas_xred_indices: list[int],
+    onx: sym.Matrix,
+    unidflag: bool,
+    w1: list[sym.Symbol],
+) -> None:
+    onx = _rationalize_all_numbers(onx)
+    par_ident = res.par_ident
+    state_obs = res.state_obs
+    input_obs = res.input_obs
+
+    r = sym.shape(onx)[1]
+    new_ident_pars = par_ident
+    new_nonid_pars = []
+    new_obs_states = state_obs
+    new_unobs_states = []
+    new_obs_in = input_obs
+    new_unobs_in = []
+
+    all_indices: list[tuple[int, list[int]]] = []
+    for idx in range(len(model.pars)):
+        if model.pars[idx] not in par_ident:
+            indices = list(range(r))
+            indices.pop(len(model.states) + idx)
+            all_indices.append((idx, indices))
+    with ProcessPoolExecutor() as ppe:
+        num_ranks = list(ppe.map(partial(_calculate_num_rank, onx=onx), all_indices))
+    for idx, num_rank in num_ranks:
+        if num_rank == res.rank:
+            if unidflag:
+                new_nonid_pars.append(model.pars[idx])
+        else:
+            new_ident_pars.append(model.pars[idx])
+
+    # At each iteration we try removing a different state from 'xred':
+    if options.check_observability:
+        all_indices = []
+        for idx in range(len(unmeas_xred_indices)):
+            orig_idx = unmeas_xred_indices[idx]
+            if model.states[orig_idx] not in state_obs:
+                indices = list(range(r))
+                indices.pop(orig_idx)
+                all_indices.append((orig_idx, indices))
+        with ProcessPoolExecutor() as ppe:
+            num_ranks = list(
+                ppe.map(partial(_calculate_num_rank, onx=onx), all_indices)
+            )
+        for orig_idx, num_rank in num_ranks:
+            if num_rank == res.rank:
+                if unidflag:
+                    new_unobs_states.append(model.states[orig_idx])
+            else:
+                new_obs_states.append(model.states[orig_idx])
+
+    # At each iteration we try removing a different column from onx:
+    all_indices = []
+    for idx in range(len(w1)):
+        if w1[idx] not in input_obs:
+            indices = list(range(r))
+            indices.pop(len(model.states) + len(model.pars) + idx)
+            all_indices.append((idx, indices))
+    with ProcessPoolExecutor() as ppe:
+        num_ranks = list(ppe.map(partial(_calculate_num_rank, onx=onx), all_indices))
+    for idx, num_rank in num_ranks:
+        if num_rank == res.rank:
+            if unidflag:
+                new_unobs_in.append(w1[idx])
+        else:
+            new_obs_in.append(w1[idx])
+
+    res.par_ident = new_ident_pars
+    res.par_unident = new_nonid_pars
+    res.state_obs = new_obs_states
+    res.state_unobs = new_unobs_states
+    res.input_obs = new_obs_in
+    res.input_unobs = new_unobs_in
+
+
+def _remove_identified_parameters(model: Model, options: Options) -> None:
+    if len(options.prev_ident_pars) != 0:
+        model.pars = [i for i in model.pars if i not in options.prev_ident_pars]
+
+
+def _get_measured_states(model: Model) -> tuple[list[sym.Symbol], list[int]]:
+    # Check which states are directly measured, if any.
+    # Basically it is checked if any state is directly on the output,
+    # then that state is directly measurable.
+    is_measured: list[bool] = [False for i in range(len(model.states))]
+    for i, state in enumerate(model.states):
+        if state in model.outputs:
+            is_measured[i] = True
+
+    measured_state_idxs: list[int] = [i for i, j in enumerate(is_measured) if j]
+    unmeasured_state_idxs = [i for i, j in enumerate(is_measured) if not j]
+    measured_state_names = [model.states[i] for i in measured_state_idxs]
+    return measured_state_names, unmeasured_state_idxs
+
+
+def _create_derivatives(
+    elements: list[sym.Symbol], n_min_lie_derivatives: int, n_derivatives: list[int]
+) -> list[list[sym.Symbol]]:
+    derivatives: list[list[float | sym.Symbol]] = []
+    for ind_u, element in enumerate(elements):
+        auxiliar: list[float | sym.Symbol] = [sym.Symbol(f"{element}")]
+        for k in range(n_min_lie_derivatives):
+            auxiliar.append(sym.Symbol(f"{element}_d{k + 1}"))  # noqa: PERF401
+        derivatives.append(auxiliar)
+
+        if len(derivatives[0]) >= n_derivatives[ind_u] + 1:
+            for i in range(len(derivatives[0][(n_derivatives[ind_u] + 1) :])):
+                derivatives[ind_u][(n_derivatives[ind_u] + 1) + i] = 0
+    return derivatives  # type: ignore
+
+
+def _create_w1_vector(
+    model: Model, w_der: list[list[sym.Symbol]]
+) -> tuple[list[sym.Symbol], list[sym.Symbol]]:
+    w1vector = []
+    w1vector_dot = []
+
+    if len(model.unknown_inputs) == 0:
+        return w1vector, w1vector_dot
+
+    w1vector.extend(w_der[:-1])
+    w1vector_dot.extend(w_der[1:])
+
+    # -- Include as states only nonzero inputs / derivatives:
+    nzi = []
+    nzj = []
+    nz_w1vec = []
+    for fila in range(len(w1vector)):
+        if w1vector[fila][0] != 0:
+            nzi.append([fila])
+            nzj.append([1])
+            nz_w1vec.append(w1vector[fila])
+
+    w1vector = nz_w1vec
+    w1vector_dot = w1vector_dot[0 : len(nzi)]
+    return w1vector, w1vector_dot
+
+
+def _create_xaug_faug(
+    model: Model,
+    w1vector: list[sym.Symbol],
+    w1vector_dot: list[sym.Symbol],
+) -> tuple[npt.NDArray, npt.NDArray]:
+    xaug = np.array(model.states)
+    xaug = np.append(xaug, model.pars, axis=0)  # type: ignore
+    if len(w1vector) != 0:
+        xaug = np.append(xaug, w1vector, axis=0)  # type: ignore
+
+    faug = np.atleast_2d(np.array(model.eqs, dtype=object)).T
+    faug = np.append(faug, zeros(len(model.pars), 1), axis=0)
+    if len(w1vector) != 0:
+        faug = np.append(faug, w1vector_dot, axis=0)  # type: ignore
+    return xaug, faug
+
+
+def _compute_extra_term(
+    extra_term: npt.NDArray,
+    ind: int,
+    past_lie: sym.Matrix,
+    input_der: list[list[sym.Symbol]],
+    zero_input_der_dummy_name: sym.Symbol,
+) -> npt.NDArray:
+    for i in range(ind):
+        column = len(input_der) - 1
+        if i < column:
+            lo_u_der = input_der[i]
+            if lo_u_der == 0:
+                lo_u_der = zero_input_der_dummy_name
+            lo_u_der = np.array([lo_u_der])
+            hi_u_der = input_der[i + 1]
+            hi_u_der = Matrix([hi_u_der])
+            intermedio = past_lie.jacobian(lo_u_der) * hi_u_der
+            extra_term = extra_term + intermedio if extra_term else intermedio
+    return extra_term
+
+
+def _compute_n_min_lie_derivatives(model: Model) -> int:
+    n_outputs = len(model.outputs)
+    n_states = len(model.states)
+    n_unknown_pars = len(model.pars)
+    n_unknown_inp = len(model.unknown_inputs)
+    n_vars_to_observe = n_states + n_unknown_pars + n_unknown_inp
+    return ceil((n_vars_to_observe - n_outputs) / n_outputs)
+
+
+def _test_fispo(
+    model: Model,
+    res: Result,
+    measured_state_names: list[sym.Symbol],
+) -> bool:
+    if len(res.par_ident) == len(model.pars) and (
+        len(res.state_obs) + len(measured_state_names)
+    ) == len(model.states):
+        res.is_fispo = True
+        res.state_obs = model.states
+        res.input_obs = model.unknown_inputs
+        res.par_ident = model.pars
+
+    return res.is_fispo
+
+
+def _create_onx(
+    model: Model,
+    n_min_lie_derivatives: int,
+    options: Options,
+    w1vector: list[sym.Symbol],
+    xaug: npt.ArrayLike,
+    faug: npt.ArrayLike,
+    input_der: list[list[sym.Symbol]],
+    zero_input_der_dummy_name: sym.Symbol,
+) -> tuple[npt.NDArray, sym.Matrix]:
+    onx = np.array(
+        zeros(
+            len(model.outputs) * (1 + n_min_lie_derivatives),
+            len(model.states) + len(model.pars) + len(w1vector),
+        )
+    )
+    jacobian = sym.Matrix(model.outputs).jacobian(xaug)
+
+    # first row(s) of onx (derivative of the output with respect to the vector states+unknown parameters).
+    onx[0 : len(model.outputs)] = np.array(jacobian)
+
+    past_Lie = sym.Matrix(model.outputs)
+    extra_term = np.array(0)
+
+    # loop as long as I don't complete the preset Lie derivatives or go over the maximum time
+    t_start = time()
+
+    onx[(len(model.outputs)) : 2 * len(model.outputs)] = past_Lie.jacobian(xaug)
+    for ind in range(1, n_min_lie_derivatives):
+        if (time() - t_start) > options.max_lie_time:
+            msg = "More Lie derivatives would be needed to analyse the model."
+            raise TimeoutError(msg)
+
+        lie_derivatives = Matrix(
+            (onx[(ind * len(model.outputs)) : (ind + 1) * len(model.outputs)][:]).dot(
+                faug
+            )
+        )
+        extra_term = _compute_extra_term(
+            extra_term,
+            ind=ind,
+            past_lie=past_Lie,
+            input_der=input_der,
+            zero_input_der_dummy_name=zero_input_der_dummy_name,
+        )
+
+        ext_Lie = lie_derivatives + extra_term if extra_term else lie_derivatives
+        past_Lie = ext_Lie
+        onx[((ind + 1) * len(model.outputs)) : (ind + 2) * len(model.outputs)] = (
+            sym.Matrix(ext_Lie).jacobian(xaug)
+        )
+    return onx, cast(sym.Matrix, past_Lie)
+
+
+def strike_goldd(model: Model, options: Options | None = None) -> Result:
+    options = Options() if options is None else options
+
+    # Check if the size of nnzDerU and nnzDerW are appropriate
+    if len(model.known_inputs) > len(options.non_zero_known_input_derivatives):
+        msg = (
+            "The number of known inputs is higher than the size of nnzDerU "
+            "and must have the same size."
+        )
+        raise ValueError(msg)
+    if len(model.unknown_inputs) > len(options.non_zero_unknown_input_derivatives):
+        msg = (
+            "The number of unknown inputs is higher than the size of nnzDerW "
+            "and must have the same size."
+        )
+        raise ValueError(msg)
+
+    _remove_identified_parameters(model, options)
+
+    res = Result(
+        rank=0,
+        is_fispo=False,
+        model=model,
+        par_ident=[],
+        par_unident=[],
+        state_obs=[],
+        state_unobs=[],
+        input_obs=[],
+        input_unobs=[],
+    )
+
+    lastrank = None
+    unidflag = False
+    skip_elim: bool = False
+
+    n_min_lie_derivatives = _compute_n_min_lie_derivatives(model)
+    measured_state_names, unmeasured_state_idxs = _get_measured_states(model)
+
+    input_der = _create_derivatives(
+        model.known_inputs,
+        n_min_lie_derivatives=n_min_lie_derivatives,
+        n_derivatives=options.non_zero_known_input_derivatives,
+    )
+    zero_input_der_dummy_name = sym.Symbol("zero_input_der_dummy_name")
+
+    w_der: list[list[sym.Symbol]] = _create_derivatives(
+        model.unknown_inputs,
+        n_min_lie_derivatives=n_min_lie_derivatives,
+        n_derivatives=options.non_zero_unknown_input_derivatives,
+    )
+
+    w1vector, w1vector_dot = _create_w1_vector(
+        model,
+        w_der=w_der,
+    )
+
+    xaug, faug = _create_xaug_faug(
+        model,
+        w1vector=w1vector,
+        w1vector_dot=w1vector_dot,
+    )
+
+    onx, past_Lie = _create_onx(
+        model,
+        n_min_lie_derivatives=n_min_lie_derivatives,
+        options=options,
+        w1vector=w1vector,
+        xaug=xaug,
+        faug=faug,
+        input_der=input_der,
+        zero_input_der_dummy_name=zero_input_der_dummy_name,
+    )
+
+    t_start = time()
+
+    pbar = tqdm.tqdm(desc="Main loop")
+    while True:
+        pbar.update(1)
+        if time() - t_start > options.max_lie_time:
+            msg = "More Lie derivatives would be needed to see if the model is structurally unidentifiable as a whole."
+            raise TimeoutError(msg)
+
+        # FIXME: For some problems this starts to be really slow
+        # can't directly be fixed by using numpy.linalg.matrix_rank because
+        # that can't handle the symbolic stuff
+        res.rank = st.generic_rank(_rationalize_all_numbers(Matrix(onx)))
+
+        # If the onx matrix already has full rank... all is observable and identifiable
+        if res.rank == len(xaug):
+            res.state_obs = model.states
+            res.input_obs = model.unknown_inputs
+            res.par_ident = model.pars
+            break
+
+        # If there are unknown inputs, we may want to check id/obs of (x,p,w) and not of dw/dt:
+        if len(model.unknown_inputs) > 0:
+            _elim_and_recalc(
+                model=model,
+                res=res,
+                options=options,
+                unmeas_xred_indices=unmeasured_state_idxs,
+                onx=Matrix(onx),
+                unidflag=unidflag,
+                w1=w1vector,
+            )
+
+            if _test_fispo(
+                model=model, res=res, measured_state_names=measured_state_names
+            ):
+                break
+
+        # If possible (& necessary), calculate one more Lie derivative and retry:
+        if n_min_lie_derivatives < len(xaug) and res.rank != lastrank:
+            ind = n_min_lie_derivatives
+            n_min_lie_derivatives = (
+                n_min_lie_derivatives + 1
+            )  # One is added to the number of derivatives already made
+            extra_term = np.array(0)  # reset for each new Lie derivative
+            # - Known input derivatives: ----------------------------------
+            # Extra terms of extended Lie derivatives
+            # may have to add extra input derivatives (note that 'nd' has grown):
+            if len(model.known_inputs) > 0:
+                input_der = _create_derivatives(
+                    model.known_inputs,
+                    n_min_lie_derivatives=n_min_lie_derivatives,
+                    n_derivatives=options.non_zero_known_input_derivatives,
+                )
+                extra_term = _compute_extra_term(
+                    extra_term,
+                    ind=ind,
+                    past_lie=past_Lie,
+                    input_der=input_der,
+                    zero_input_der_dummy_name=zero_input_der_dummy_name,
+                )
+
+            # add new derivatives, if they are not zero
+            if len(model.unknown_inputs) > 0:
+                prev_size = len(w1vector)
+                w_der = _create_derivatives(
+                    model.unknown_inputs,
+                    n_min_lie_derivatives=n_min_lie_derivatives + 1,
+                    n_derivatives=options.non_zero_unknown_input_derivatives,
+                )
+                w1vector, w1vector_dot = _create_w1_vector(
+                    model,
+                    w_der=w_der,
+                )
+                xaug, faug = _create_xaug_faug(
+                    model, w1vector=w1vector, w1vector_dot=w1vector_dot
+                )
+
+                # Augment size of the Obs-Id matrix if needed
+                new_size = len(w1vector)
+                onx = np.append(
+                    onx,
+                    zeros((ind + 1) * len(model.outputs), new_size - prev_size),
+                    axis=1,
+                )
+
+            newLie = Matrix(
+                (
+                    onx[(ind * len(model.outputs)) : (ind + 1) * len(model.outputs)][:]  # type: ignore
+                ).dot(faug)  # type: ignore
+            )
+            past_Lie = newLie + extra_term if extra_term else newLie
+            newOnx = sym.Matrix(past_Lie).jacobian(xaug)
+            onx = np.append(onx, newOnx, axis=0)
+            lastrank = res.rank
+
+        # If that is not possible, there are several possible causes:
+        # This is the case when you have onx with all possible derivatives done
+        # and it is not full rank, the maximum time for the next derivative has passed
+        # or the matrix no longer increases in rank as derivatives are increased.
+        else:
+            # The maximum number of Lie derivatives has been reached
+            if n_min_lie_derivatives >= len(xaug):
+                unidflag = True
+            elif res.rank == lastrank:
+                onx = onx[0 : (-1 - (len(model.outputs) - 1))]  # type: ignore
+                # It is indicated that the number of derivatives needed was
+                # one less than the number of derivatives made
+                n_min_lie_derivatives = n_min_lie_derivatives - 1
+                unidflag = True
+
+            if not skip_elim and not res.is_fispo:
+                # Eliminate columns one by one to check identifiability
+                # of the associated parameters
+                _elim_and_recalc(
+                    model=model,
+                    res=res,
+                    options=options,
+                    unmeas_xred_indices=unmeasured_state_idxs,
+                    onx=Matrix(onx),
+                    unidflag=unidflag,
+                    w1=w1vector,
+                )
+
+                if _test_fispo(
+                    model=model, res=res, measured_state_names=measured_state_names
+                ):
+                    break
+
+                break
+    pbar.close()
+    return res