#! /usr/bin/env python # -*- coding: utf-8 -*- # # graph_tool -- a general graph manipulation python module # # Copyright (C) 2006-2025 Tiago de Paula Peixoto # # This program is free software; you can redistribute it and/or modify it under # the terms of the GNU Lesser General Public License as published by the Free # Software Foundation; either version 3 of the License, or (at your option) any # later version. # # This program is distributed in the hope that it will be useful, but WITHOUT # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more # details. # # You should have received a copy of the GNU Lesser General Public License # along with this program. If not, see . from .. import Vector_size_t, Vector_double import numpy as np from . util import * from . base_states import * from . nested_blockmodel import NestedBlockState def mcmc_equilibrate(state, wait=1000, nbreaks=2, max_niter=np.inf, force_niter=None, epsilon=0, gibbs=False, multiflip=True, mcmc_args={}, entropy_args={}, history=False, callback=None, verbose=False): r"""Equilibrate a MCMC with a given starting state. Parameters ---------- state : Any state class (e.g. :class:`~graph_tool.inference.BlockState`) Initial state. This state will be modified during the algorithm. wait : ``int`` (optional, default: ``1000``) Number of iterations to wait for a record-breaking event. nbreaks : ``int`` (optional, default: ``2``) Number of iteration intervals (of size ``wait``) without record-breaking events necessary to stop the algorithm. max_niter : ``int`` (optional, default: ``numpy.inf``) Maximum number of iterations. force_niter : ``int`` (optional, default: ``None``) If given, will force the algorithm to run this exact number of iterations. epsilon : ``float`` (optional, default: ``0``) Relative changes in entropy smaller than epsilon will not be considered as record-breaking. gibbs : ``bool`` (optional, default: ``False``) If ``True``, each step will call ``state.gibbs_sweep`` instead of ``state.mcmc_sweep``. multiflip : ``bool`` (optional, default: ``True``) If ``True`` and ``state`` is an instance of :class:`~graph_tool.inference.MultiflipMCMCState`, each step will call ``state.multiflip_mcmc_sweep`` instead of ``state.mcmc_sweep``. mcmc_args : ``dict`` (optional, default: ``{}``) Arguments to be passed to ``state.mcmc_sweep`` (or ``state.gibbs_sweep``). history : ``bool`` (optional, default: ``False``) If ``True``, a list of tuples of the form ``(nattempts, nmoves, entropy)`` will be kept and returned, where ``entropy`` is the current entropy and ``nmoves`` is the number of vertices moved. callback : ``function`` (optional, default: ``None``) If given, this function will be called after each iteration. The function must accept the current state as an argument, and its return value must be either `None` or a (possibly empty) list of values that will be append to the history, if ``history == True``. verbose : ``bool`` or ``tuple`` (optional, default: ``False``) If ``True``, progress information will be shown. Optionally, this accepts arguments of the type ``tuple`` of the form ``(level, prefix)`` where ``level`` is a positive integer that specifies the level of detail, and ``prefix`` is a string that is prepended to the all output messages. Notes ----- The MCMC equilibration is attempted by keeping track of the maximum and minimum values, and waiting sufficiently long without a record-breaking event. This function calls ``state.mcmc_sweep`` (or ``state.gibbs_sweep``) at each iteration (e.g. :meth:`graph_tool.inference.BlockState.mcmc_sweep` and :meth:`graph_tool.inference.BlockState.gibbs_sweep`), and keeps track of the value of ``state.entropy(**args)`` with ``args`` corresponding to ``mcmc_args["entropy_args"]``. Returns ------- history : list of tuples of the form ``(nattempts, nmoves, entropy)`` Summary of the MCMC run. This is returned only if ``history == True``. entropy : ``float`` Current entropy value after run. This is returned only if ``history == False``. nattempts : ``int`` Number of node move attempts. nmoves : ``int`` Number of node moves. References ---------- .. [peixoto-efficient-2014] Tiago P. Peixoto, "Efficient Monte Carlo and greedy heuristic for the inference of stochastic block models", Phys. Rev. E 89, 012804 (2014), :doi:`10.1103/PhysRevE.89.012804`, :arxiv:`1310.4378` """ count = 0 break_count = 0 niter = 0 total_nmoves = 0 total_nattempts = 0 S = state.entropy(**mcmc_args.get("entropy_args", {})) min_S = max_S = S m_eps = 1e-6 hist = [] while count < wait: if gibbs: delta, nattempts, nmoves = state.gibbs_sweep(**mcmc_args) elif multiflip and hasattr(state, "multiflip_mcmc_sweep"): delta, nattempts, nmoves = state.multiflip_mcmc_sweep(**mcmc_args) else: delta, nattempts, nmoves = state.mcmc_sweep(**mcmc_args) S += delta niter += 1 total_nmoves += nmoves total_nattempts += nattempts if force_niter is not None: max_S = max((S, max_S)) min_S = min((S, min_S)) if niter >= force_niter: break else: if abs(delta) >= (S - delta) * epsilon: if S > max_S + m_eps: max_S = S count = 0 elif S < min_S - m_eps: min_S = S count = 0 else: count += 1 else: count += 1 if count >= wait: break_count += 1 if break_count < nbreaks: count = 0 min_S = max_S = S extra = [] if callback is not None: extra = callback(state) if extra is None: extra = [] if check_verbose(verbose): print((verbose_pad(verbose) + u"niter: %5d count: %4d breaks: %2d min_S: %#8.8g " + u"max_S: %#8.8g S: %#8.8g ΔS: %#12.6g moves: %5d %s") % (niter, count, break_count, min_S, max_S, S, delta, nmoves, str(extra) if len(extra) > 0 else "")) if history: hist.append(tuple([nattempts, nmoves, S] + extra)) if niter >= max_niter: break if history: return hist else: return (S, total_nattempts, total_nmoves) def mcmc_anneal(state, beta_range=(1., 10.), niter=100, history=False, mcmc_equilibrate_args={}, verbose=False): r"""Equilibrate a MCMC at a specified target temperature by performing simulated annealing. Parameters ---------- state : Any state class (e.g. :class:`~graph_tool.inference.BlockState`) Initial state. This state will be modified during the algorithm. beta_range : ``tuple`` of two floats (optional, default: ``(1., 10.)``) Inverse temperature range. niter : ``int`` (optional, default: ``100``) Number of steps (in logspace) from the starting temperature to the final one. history : ``bool`` (optional, default: ``False``) If ``True``, a list of tuples of the form ``(nattempts, nmoves, beta, entropy)`` mcmc_equilibrate_args : ``dict`` (optional, default: ``{}``) Arguments to be passed to :func:`~graph_tool.inference.mcmc_equilibrate`. verbose : ``bool`` or ``tuple`` (optional, default: ``False``) If ``True``, progress information will be shown. Optionally, this accepts arguments of the type ``tuple`` of the form ``(level, prefix)`` where ``level`` is a positive integer that specifies the level of detail, and ``prefix`` is a string that is prepended to the all output messages. Notes ----- This algorithm employs exponential cooling, where the value of beta is multiplied by a constant at each iteration, so that starting from `beta_range[0]` the value of `beta_range[1]` is reached after `niter` iterations. At each iteration, the function :func:`~graph_tool.inference.mcmc_equilibrate` is called with the current value of `beta` (via the ``mcmc_args`` parameter). Returns ------- history : list of tuples of the form ``(nattempts, nmoves, beta, entropy)`` Summary of the MCMC run. This is returned only if ``history == True``. entropy : ``float`` Current entropy value after run. This is returned only if ``history == False``. nattempts : ``int`` Number of node move attempts. nmoves : ``int`` Number of node moves. References ---------- .. [peixoto-efficient-2014] Tiago P. Peixoto, "Efficient Monte Carlo and greedy heuristic for the inference of stochastic block models", Phys. Rev. E 89, 012804 (2014), :doi:`10.1103/PhysRevE.89.012804`, :arxiv:`1310.4378` """ beta = beta_range[0] hist = ([], [], [], []) nattempts = 0 nmoves = 0 speed = np.exp((np.log(beta_range[1]) - np.log(beta_range[0])) / niter) mcmc_args = mcmc_equilibrate_args.get("mcmc_args", {}) while beta < beta_range[1] * speed: ret = mcmc_equilibrate(state, **dict(mcmc_equilibrate_args, mcmc_args=dict(mcmc_args, beta=beta), history=history, verbose=verbose_push(verbose, ("β: %#8.6g " % beta)))) if history: ret = list(zip(*ret)) hist[0].extend(ret[0]) hist[1].extend(ret[1]) hist[2].extend([beta] * len(ret[0])) hist[3].extend(ret[2]) S = ret[0][-1] else: S = ret[0] nattempts += ret[1] nmoves += ret[2] beta *= speed if history: return list(zip(hist)) else: return S, nattempts, nmoves class MulticanonicalState(object): r"""The density of states of a multicanonical Monte Carlo algorithm. It is used by :func:`graph_tool.inference.multicanonical_equilibrate`. Parameters ---------- state : :class:`~graph_tool.inference.BlockState` or :class:`~graph_tool.inference.OverlapBlockState` or :class:`~graph_tool.inference.NestedBlockState` Block state to be used. S_min : ``float`` Minimum energy. S_max : ``float`` Maximum energy. nbins : ``int`` (optional, default: ``1000``) Number of bins. """ def __init__(self, state, S_min, S_max, nbins=1000): self._state = state self._g = state.g self._N = self._g.num_vertices() self._S_min = S_min self._S_max = S_max self._density = Vector_double() self._density.resize(nbins) self._hist = Vector_size_t() self._hist.resize(nbins) self._perm_hist = np.zeros(nbins, dtype=self._hist.a.dtype) self._f = None def __getstate__(self): state = [self._state, self._S_min, self._S_max, np.array(self._density.a), np.array(self._hist.a), np.array(self._perm_hist), self._f] return state def __setstate__(self, state): bstate, S_min, S_max, density, hist, phist, self._f = state self.__init__(bstate, S_min, S_max, len(hist)) self._density.a[:] = density self._hist.a[:] = hist self._perm_hist[:] = phist def sweep(self, **kwargs): self._state.multicanonical_sweep(self, **kwargs) def get_energies(self): "Get energy bounds." return self._S_min, self._S_max def get_allowed_energies(self): "Get allowed energy bounds." h = self._hist.a.copy() h += self._perm_hist Ss = self.get_range() Ss = Ss[h > 0] return Ss[0], Ss[-1] def get_range(self): "Get energy range." return np.linspace(self._S_min, self._S_max, len(self._hist)) def get_density(self, B=None): """Get density of states, normalized so that total sum is :math:`B^N`, where :math:`B` is the number of groups, and :math:`N` is the number of nodes. If not supplied :math:`B=N` is assumed. """ r = np.array(self._density.a) r -= r.max() r -= np.log(np.exp(r).sum()) if B is None: B = self._g.num_vertices() r += self._g.num_vertices() * np.log(B) return r def get_entropy(self, S, B=None): r = self.get_density(B) j = self.get_bin() return r[j] def get_bin(self, S): return int(round((len(self._hist) - 1) * ((S - self._S_min) / (self._S_max - self._S_min)))) def get_hist(self): "Get energy histogram." return np.array(self._hist.a) def get_perm_hist(self): "Get permanent energy histogram." return self._perm_hist def get_flatness(self, h=None, allow_gaps=True): "Get energy histogram flatness." if h is None: h = self._hist.a if h.sum() == 0: return 0 if allow_gaps: idx = (h + self._perm_hist) > 0 else: Ss = self.get_range() S_min, S_max = self.get_allowed_energies() idx = np.logical_and(Ss >= S_min, Ss <= S_max) h = array(h[idx], dtype="float") if len(h) == 1: h = array([1e-6] + list(h)) h_mean = h.mean() return min((h.min() / h_mean, h_mean / h.max())) def get_posterior(self, N=None): "Get posterior probability." r = self.get_density(N) Ss = np.linspace(self._S_min, self._S_max, len(r)) y = -Ss + r y_max = y.max() y -= y_max return y_max + np.log(np.exp(y).sum()) def reset_hist(self): "Reset energy histogram." self._perm_hist += self._hist.a self._hist.a = 0 def multicanonical_equilibrate(m_state, f_range=(1., 1e-6), r=2, flatness=.95, allow_gaps=True, callback=None, multicanonical_args={}, verbose=False): r"""Equilibrate a multicanonical Monte Carlo sampling using the Wang-Landau algorithm. Parameters ---------- m_state : :class:`~graph_tool.inference.MulticanonicalState` Initial multicanonical state, where the state density will be stored. f_range : ``tuple`` of two floats (optional, default: ``(1., 1e-6)``) Range of density updates. r : ``float`` (optional, default: ``2.``) Greediness of convergence. At each iteration, the density updates will be reduced by a factor ``r``. flatness : ``float`` (optional, default: ``.95``) Sufficient histogram flatness threshold used to continue the algorithm. allow_gaps : ``bool`` (optional, default: ``True``) If ``True``, gaps in the histogram (regions with zero count) will be ignored when computing the flatness. callback : ``function`` (optional, default: ``None``) If given, this function will be called after each iteration. The function must accept the current ``state`` and ``m_state`` as arguments. multicanonical_args : ``dict`` (optional, default: ``{}``) Arguments to be passed to ``state.multicanonical_sweep`` (e.g. :meth:`graph_tool.inference.BlockState.multicanonical_sweep`). verbose : ``bool`` or ``tuple`` (optional, default: ``False``) If ``True``, progress information will be shown. Optionally, this accepts arguments of the type ``tuple`` of the form ``(level, prefix)`` where ``level`` is a positive integer that specifies the level of detail, and ``prefix`` is a string that is prepended to the all output messages. Returns ------- niter : ``int`` Number of iterations required for convergence. References ---------- .. [wang-efficient-2001] Fugao Wang, D. P. Landau, "An efficient, multiple range random walk algorithm to calculate the density of states", Phys. Rev. Lett. 86, 2050 (2001), :doi:`10.1103/PhysRevLett.86.2050`, :arxiv:`cond-mat/0011174` .. [belardinelli-wang-2007] R. E. Belardinelli, V. D. Pereyra, "Wang-Landau algorithm: A theoretical analysis of the saturation of the error", J. Chem. Phys. 127, 184105 (2007), :doi:`10.1063/1.2803061`, :arxiv:`cond-mat/0702414` """ count = 0 if m_state._f is None: m_state._f = f_range[0] while m_state._f >= f_range[1]: m_state.sweep(**multicanonical_args) hf = m_state.get_flatness(allow_gaps=allow_gaps) if callback is not None: callback(m_state) if check_verbose(verbose): print(verbose_pad(verbose) + "count: %d f: %#8.8g flatness: %#8.8g nonempty bins: %d S: %#8.8g B: %d" % \ (count, m_state._f, hf, (m_state._hist.a > 0).sum(), m_state._state.entropy(**multicanonical_args.get("entropy_args", {})), m_state._state.get_nonempty_B())) if hf > flatness: m_state._f /= r if m_state._f >= f_range[1]: m_state.reset_hist() count += 1 return count class TemperingState(object): """This class aggregates several state classes and corresponding inverse-temperature values to implement `parallel tempering MCMC `_. This is meant to be used with :func:`~graph_tool.inference.mcmc_equilibrate`. Parameters ---------- states : list of state objects (e.g. :class:`~graph_tool.inference.BlockState`) Initial parallel states. betas : list of floats Inverse temperature values. """ def __init__(self, states, betas, idx=None, beta_dl=False): if not (len(states) == len(betas)): raise ValueError("states and betas must be of the same size") self.states = states self.betas = betas if idx is None: self.idx = list(range(len(betas))) self.beta_dl = beta_dl self.swap_attempts = 0 self.swaps = np.zeros(len(states), dtype="int") def entropy(self, **kwargs): """Returns the sum of the entropy of the parallel states. All keyword arguments are propagated to the individual states' `entropy()` method. """ if self.beta_dl: return sum(s.entropy(beta_dl=beta, **kwargs) for s, beta in zip(self.states, self.betas)) else: return sum(s.entropy(**kwargs) * beta for s, beta in zip(self.states, self.betas)) def entropies(self, **kwargs): """Returns the entropies of the parallel states. All keyword arguments are propagated to the individual states' `entropy()` method. """ if self.beta_dl: return [s.entropy(beta_dl=beta, **kwargs) for s, beta in zip(self.states, self.betas)] else: return [s.entropy(**kwargs) * beta for s, beta in zip(self.states, self.betas)] def states_swap(self, **kwargs): """Perform a full sweep of the parallel states, where swaps are attempted. All relevant keyword arguments are propagated to the individual states' `entropy()` method.""" verbose = kwargs.get("verbose", False) eargs = kwargs.get("entropy_args", {}) self.swap_attempts += 1 idx = np.arange(len(self.states) - 1) np.random.shuffle(idx) nswaps = 0 dS = 0 for i in idx: j = i + 1 s1 = self.states[i] s2 = self.states[j] b1 = self.betas[i] b2 = self.betas[j] if self.beta_dl: P1_f = -s1.entropy(beta_dl=b2, **eargs) P2_f = -s2.entropy(beta_dl=b1, **eargs) P1_b = -s1.entropy(beta_dl=b1, **eargs) P2_b = -s2.entropy(beta_dl=b2, **eargs) else: S1 = s1.entropy(**eargs) S2 = s2.entropy(**eargs) P1_f = -S1 * b2 P2_f = -S2 * b1 P1_b = -S1 * b1 P2_b = -S2 * b2 ddS = -(P1_f + P2_f - P1_b - P2_b) if ddS < 0 or np.random.random() < exp(-ddS): self.states[j], self.states[i], self.idx[j], self.idx[i] = \ self.states[i], self.states[j], self.idx[i], self.idx[j] nswaps += 1 self.swaps[i] += 1 dS += ddS if check_verbose(verbose): print(verbose_pad(verbose) + u"swapped states: %d [β = %g] <-> %d [β = %g], a: %g" % \ (i, b1, j, b2, exp(-ddS))) return dS, nswaps def states_move(self, sweep_algo, **kwargs): """Perform a full sweep of the parallel states, where state moves are attempted by calling `sweep_algo(state, beta=beta, **kwargs)`.""" algo_states = [] if isinstance(self.states[0], NestedBlockState): ls = list(kwargs.pop("ls", range(len(self.states[0].levels)))) if kwargs.pop("ls_shuffle", True): np.random.shuffle(ls) kwargs["ls"] = ls kwargs["ls_shuffle"] = False for state, beta in zip(self.states, self.betas): entropy_args = dict(kwargs.get("entropy_args", {})) if self.beta_dl: algo_state = sweep_algo[0](state, dispatch=False, **dict(kwargs, entropy_args=dict(entropy_args, beta_dl=beta))) else: algo_state = sweep_algo[0](state, dispatch=False, **dict(kwargs, beta=beta)) algo_states.append(algo_state) return sweep_algo[1](self.states, algo_states) def _sweep(self, algo, r=0.1, adjacent=True, **kwargs): if np.random.random() < r: return self.states_swap(adjacent=adjacent, **kwargs) else: return self.states_move(algo, **dict(kwargs, verbose=False)) def mcmc_sweep(self, **kwargs): """Perform a full mcmc sweep of the parallel states, where swap or moves are chosen randomly. It accepts an keyword argument ``r`` (default: ``0.1``) specifying the relative probability with which state swaps are performed with respect to node moves. All remaining keyword arguments are propagated to the individual states' `mcmc_sweep()` method. """ algo = (lambda s, **kw: s.mcmc_sweep(**kw), lambda states, sweeps: type(self.states[0])._mcmc_sweep_parallel_dispatch(states, sweeps)) return self._sweep(algo, **kwargs) def multiflip_mcmc_sweep(self, **kwargs): """Perform a full mcmc sweep of the parallel states, where swap or moves are chosen randomly. It accepts an keyword argument ``r`` (default: ``0.1``) specifying the relative probability with which state swaps are performed with respect to node moves. All remaining keyword arguments are propagated to the individual states' `mcmc_sweep()` method. """ algo = (lambda s, **kw: s.multiflip_mcmc_sweep(**kw), lambda states, sweeps: type(self.states[0])._multiflip_mcmc_sweep_parallel_dispatch(states, sweeps)) return self._sweep(algo, **kwargs) def gibbs_sweep(self, **kwargs): """Perform a full Gibbs mcmc sweep of the parallel states, where swap or moves are chosen randomly. It accepts an keyword argument ``r`` (default: ``0.1``) specifying the relative probability with which state swaps are performed with respect to node moves. All remaining keyword arguments are propagated to the individual states' `gibbs_sweep()` method. """ algo = (lambda s, **kw: s.gibbs_sweep(**kw), lambda states, sweeps: type(self.states[0])._gibbs_sweep_parallel_dispatch(states, sweeps)) return self._sweep(algo, **kwargs)