File: curve.py

package info (click to toggle)
python-bumps 1.0.0b2-2
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid, trixie
  • size: 6,144 kB
  • sloc: python: 23,941; xml: 493; ansic: 373; makefile: 209; sh: 91; javascript: 90
file content (498 lines) | stat: -rw-r--r-- 18,286 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
"""
Build a bumps model from a function and data.

Example
-------

Given a function *sin_model* which computes a sine wave at times *t*::

    from numpy import sin
    def sin_model(t, freq, phase):
        return sin(2*pi*(freq*t + phase))

and given data *(y,dy)* measured at times *t*, we can define the fit
problem as follows::

    from bumps.names import *
    M = Curve(sin_model, t, y, dy, freq=20)

The *freq* and *phase* keywords are optional initial values for the model
parameters which otherwise default to zero.  The model parameters can be
accessed as attributes on the model to set fit range::

    M.freq.range(2, 100)
    M.phase.range(0, 1)

As usual, you can initialize or assign parameter expressions to the the
parameters if you want to tie parameters together within or between models.

Note: there is sometimes difficulty getting bumps to recognize the function
during fits, which can be addressed by putting the definition in a separate
file on the python path.  With the windows binary distribution of bumps,
this can be done in the problem definition file with the following code::

    import os
    from bumps.names import *
    sys.path.insert(0, os.getcwd())

The model function can then be imported from the external module as usual::

    from sin_model import sin_model
"""

__all__ = ["Curve", "PoissonCurve", "plot_err"]

import inspect
import warnings
from typing import Callable, Literal
from copy import deepcopy

import numpy as np
from numpy import log, pi, sqrt

from .parameter import Parameter


def _parse_pars(fn, init=None, skip=0, name=""):
    """
    Extract parameter names from function definition.

    *fn* is the function definition.  This could be declared as
    *fn(p1, p2, p3, ...)* where *p1*, etc. are the fittable parameters.

    *init* is a dictionary of initial values for the parameters,
    overriding any default values.  If called from a constructor with
    **kwargs representing unknown named arguments, use *init=kwargs*.

    *skip* is the number of parameters to skip.  This will be *skip=0*
    for a function which defines the log likelihood directly or one
    that returns a set of residuals. For parameterized curves such as
    *fn(x, p1, p2, ...)* use *skip=1*.  For surfaces with
    *fn(x, y, p1, p2, ...)* use *skip=2*.

    *name* is added to each parameter name to differentiate it from other
    parameters in the same fit.

    A default value in the function definition such as *pk=value* will
    be set as the default value for the parameter.  If the default is
    *pk=None* then the parameter will be non-fittable, and instead set
    through *init*.
    """
    sig = inspect.signature(fn)
    params = sig.parameters.values()
    pnames = [p.name for p in params]

    valid = [p.kind in (inspect.Parameter.POSITIONAL_ONLY, inspect.Parameter.POSITIONAL_OR_KEYWORD) for p in params]
    if not all(valid):
        raise TypeError(f"Only positional and keyword arguments allowed for {fn.__name__}")

    # TODO: need "self" handling for passed methods
    # Skip the first argument if it is x or maybe skip x, y.
    pnames = pnames[skip:]

    # Parameters default to zero
    defaults = dict((p, 0) for p in pnames)

    # If the function provides default values, use those.
    for param in list(params)[skip:]:
        if param.default is not inspect.Parameter.empty:
            defaults[param.name] = param.default

    # Non-fittable parameters need to be sent in as None
    state_vars = set(p for p, v in defaults.items() if v is None)

    # Regardless, use any values specified in the constructor, but first
    # check that they exist as function parameters.
    invalid = set(init.keys()) - set(pnames)
    if invalid:
        raise TypeError("Invalid initializers: %s" % ", ".join(sorted(invalid)))
    defaults.update(init)

    # Build parameters out of ranges and initial values
    # maybe:  name=(p+name if name.startswith('_') else name+p)
    pars = dict((p, Parameter.default(defaults[p], name=name + p)) for p in pnames if p not in state_vars)

    state = dict((p, v) for p, v in defaults.items() if p in state_vars)

    # print("pars", pars)
    # print("state", state)
    return pars, state


def _assign_pars(obj, pars):
    # Make parameters accessible as model attributes
    for k, v in pars.items():
        if hasattr(obj, k):
            raise TypeError("Parameter cannot be named %s" % k)
        setattr(obj, k, v)


class Curve(object):
    r"""
    Model a measurement with a user defined function.

    The function *fn(x,p1,p2,...)* should return the expected value *y* for
    each point *x* given the parameters *p1*, *p2*, etc.  *dy* is the
    uncertainty for each measured value *y*.  If not specified, it defaults
    to 1. Multi-valued functions, which return multiple *y* values for each
    *x* value, should have *x* as a vector of length *n* and *y*, *dy* as
    arrays of size *[n, k]*.

    Initial values for the parameters can be set as *p=value* arguments to
    *Curve*. If no value is set, then the initial value will be taken from
    the default value given in the definition of *fn*, or set to 0 if the
    parameter is not defined with an initial value.  Arbitrary non-fittable
    data can be passed to the function as parameters, but only if the
    parameter is given a default value of *None* in the function definition,
    and has the initial value set as an argument to *Curve*.  Defining
    *state=dict(key=value, ...)* before *Curve*, and calling *Curve* as
    *Curve(..., \*\*state)* works pretty well.

    *Curve* takes the following special keyword arguments:

    * *name* is added to each parameter name when the parameter is defined.
      The filename for the data is a good choice, since this allows you to keep
      the parameters straight when fitting multiple datasets simultaneously.

    * *plot* is an alternative plotting function. The function should be
      defined as *plot(x,y,dy,fy,\*\*kw)*. The keyword arguments will be
      filled with the values of the parameters used to compute *fy*.  It
      will be easiest to list the parameters you need to make your plot
      as positional arguments after *x,y,dy,fy* in the plot function
      declaration.  For example, *plot(x,y,dy,fy,p3,\*\*kw)* will make the
      value of parameter *p3* available as a variable in your function.  The
      special keyword *view* will be a string containing *linear*, *log*,
      *logx*, or *loglog*.  If only showing the residuals, the string
      will be *residual*.

    * *plot_x* is an array giving the sample points to use when plotting
      the theory function, if different from the *x* values at which the
      function is sampled.  Use this to draw a smooth curve between the
      fitted points.  This value is ignored if you provide your own plot
      function.

    * *labels* are the axis labels for the plot.  This should include
      units in parentheses. If the function is multi-valued then
      use *['x axis', 'y axis', 'line 1', 'line 2', ...]*.

    The data uncertainty is assumed to follow a gaussian distribution.
    If measurements draw from some other uncertainty distribution, then
    subclass Curve and replace nllf with the correct probability given the
    residuals.  See the implementation of :class:`PoissonCurve` for an example.
    """

    def __init__(self, fn, x, y, dy=None, name="", labels=None, plot=None, plot_x=None, **kwargs):
        self.x, self.y = np.asarray(x), np.asarray(y)
        if dy is None:
            self.dy = 1
        else:
            self.dy = np.asarray(dy)
            if (self.dy <= 0).any():
                raise ValueError("measurement uncertainty must be positive")

        if len(self.x.shape) == 1 and len(self.y.shape) > 1:
            num_curves = self.y.shape[0]
        else:
            num_curves = 1
        self._num_curves = num_curves  # use same value everywhere

        # interpret labels parameter
        if labels is None:
            labels = ["x", "y"]
        elif len(labels) < 2 or len(labels) != num_curves + 2:
            if num_curves > 1:
                lines = "line1, ..., line%d" % num_curves
            else:
                lines = "line"
            raise TypeError("labels should be [x, y, %s]" % lines)

        if len(labels) == 2:
            if num_curves > 1:
                line_labels = ["y%d" % k for k in range(num_curves)]
            else:
                line_labels = [labels[1]]
            labels = list(labels) + line_labels
        self.labels = labels

        # TODO: self.fn is a duplicate of self._function below. Deprecated?
        self.fn = fn
        self.name = name  # if name else fn.__name__ + " "
        self.plot_x = plot_x

        pars, state = _parse_pars(fn, init=kwargs, skip=1, name=name)

        # Make parameters accessible as model attributes
        _assign_pars(self, pars)
        # _assign_pars(state, self)  # ... and state variables as well

        # Remember the function, parameters, and number of parameters
        # Note: we are remembering the parameter names and not the
        # parameters themselves so that the caller can tie parameters
        # together using model1.par = model2.par.  Otherwise we would
        # need to override __setattr__ to intercept assignment to the
        # parameter attributes and redirect them to the a _pars dictionary.
        # ... and similarly for state if we decide to make them attributes.
        self._function = fn
        self._pnames = list(sorted(pars.keys()))
        self._state = state
        self._plot = plot
        self._cached_theory = None
        self._webview_plots = {}

    def update(self):
        self._cached_theory = None

    def parameters(self):
        return dict((p, getattr(self, p)) for p in self._pnames)

    def numpoints(self):
        return np.prod(self.y.shape)

    def theory(self, x=None):
        # Use cache if x is None, otherwise compute theory with x.
        if x is None:
            if self._cached_theory is None:
                self._cached_theory = self._compute_theory(self.x)
            return self._cached_theory
        return self._compute_theory(x)

    def _compute_theory(self, x):
        kw = self._fetch_pars()
        return self._function(x, **kw)

    def _fetch_pars(self):
        kw = dict((p, getattr(self, p).value) for p in self._pnames)
        kw.update(self._state)
        return kw

    def simulate_data(self, noise=None):
        theory = self.theory()
        if noise is not None:
            if noise == "data":
                pass
            elif noise < 0:
                self.dy = np.full_like(theory, -noise)
            else:
                self.dy = 0.01 * noise * abs(theory)
        self.y = theory + np.random.randn(*theory.shape) * self.dy

    def residuals(self):
        return (self.theory() - self.y) / self.dy

    def nllf(self):
        r = self.residuals()
        return 0.5 * np.sum(r**2)

    def save(self, basename):
        # TODO: need header line with state vars as json
        # TODO: need to support nD x,y,dy
        if len(self.x.shape) > 1:
            warnings.warn("Save not supported for nD x values")
            return

        theory = self.theory()
        if self._num_curves > 1:
            # Multivalued y, dy for single valued x.
            columns = [self.x]
            headers = ["x"]
            for k, (y, dy, fx) in enumerate(zip(self.y, self.dy, theory)):
                columns.extend((y, dy, fx))
                headers.extend(("y[%d]" % (k + 1), "dy[%d]" % (k + 1), "fx[%d]" % (k + 1)))
        else:
            # Single-valued y, dy for single valued x.
            headers = ["x", "y", "dy", "fy"]
            columns = [self.x, self.y, self.dy, theory]
        data = np.vstack(columns)
        outfile = basename + ".dat"
        with open(outfile, "w") as fd:
            fd.write("# " + "\t ".join(headers) + "\n")
            np.savetxt(fd, data.T)

    def plot(self, view=None):
        if self._plot is not None:
            kw = self._fetch_pars()
            self._plot(self.x, self.y, self.dy, self.theory(), view=view, **kw)
            return

        import pylab
        from .plotutil import coordinated_colors

        x = self.x
        if self.plot_x is not None:
            theory_x, theory_y = self.plot_x, self.theory(self.plot_x)
        else:
            theory_x, theory_y = x, self.theory()
        resid = self.residuals()

        if self._num_curves > 1:
            y, dy, theory_y, resid = self.y.T, self.dy.T, theory_y.T, resid.T
        else:
            y, dy, theory_y, resid = (v[:, None] for v in (self.y, self.dy, theory_y, resid))

        colors = tuple(coordinated_colors() for _ in range(self._num_curves))
        labels = self.labels

        # print "kw_plot",kw
        if view == "residual":
            _plot_resids(x, resid, colors, labels=labels, view=view)
        else:
            plot_ratio = 4
            h = pylab.subplot2grid((plot_ratio, 1), (0, 0), rowspan=plot_ratio - 1)
            for tick_label in h.get_xticklabels():
                tick_label.set_visible(False)
            _plot_fits(data=(x, y, dy), theory=(theory_x, theory_y), colors=colors, labels=labels, view=view)
            # pylab.gca().xaxis.set_visible(False)
            # pylab.gca().spines['bottom'].set_visible(False)
            # pylab.gca().set_xticks([])

            pylab.subplot2grid((plot_ratio, 1), (plot_ratio - 1, 0), sharex=h)
            _plot_resids(x, resid, colors=colors, labels=labels, view=view)

    def register_webview_plot(
        self, plot_title: str, plot_function: Callable, change_with: Literal["parameter", "uncertainty"]
    ):
        # Plot function syntax: f(model, problem, state)
        # change_with = 'parameter' or 'uncertainty'

        self._webview_plots[plot_title] = dict(func=plot_function, change_with=change_with)

    @property
    def webview_plots(self):
        return self._webview_plots


def _plot_resids(x, resid, colors, labels, view):
    import pylab

    pylab.axhline(y=1, ls="dotted", color="k")
    pylab.axhline(y=0, ls="solid", color="k")
    pylab.axhline(y=-1, ls="dotted", color="k")
    for k, color in enumerate(colors):
        pylab.plot(x, resid[:, k], ".", color=color["base"])
    pylab.gca().locator_params(axis="y", tight=True, nbins=4)
    pylab.xlabel(labels[0])
    pylab.ylabel("(f(x)-y)/dy")
    if view == "logx":
        pylab.xscale("log")
    elif view == "loglog":
        pylab.xscale("log")


def _plot_fits(data, theory, colors, labels, view):
    import pylab

    x, y, dy = data
    theory_x, theory_y = theory
    for k, color in enumerate(colors):
        pylab.errorbar(x, y[:, k], yerr=dy[:, k], fmt=".", color=color["base"], label="_")
        pylab.plot(theory_x, theory_y[:, k], "-", color=color["dark"], label=labels[k + 2])
    # Note: no xlabel since it is supplied by the residual plot below this plot
    pylab.ylabel(labels[1])
    if len(colors) > 1:
        pylab.legend()
    if view == "log":
        pylab.xscale("linear")
        pylab.yscale("log")
    elif view == "logx":
        pylab.xscale("log")
        pylab.yscale("linear")
    elif view == "logy":
        pylab.xscale("linear")
        pylab.yscale("log")
    elif view == "loglog":
        pylab.xscale("log")
        pylab.yscale("log")
    else:  # view == 'linear'
        pylab.xscale("linear")
        pylab.yscale("linear")


def plot_resid(x, resid):
    """
    **DEPRECATED**
    """
    import pylab

    pylab.axhline(y=1, ls="dotted", color="k")
    pylab.axhline(y=0, ls="solid", color="k")
    pylab.axhline(y=-1, ls="dotted", color="k")
    pylab.plot(x, resid, ".")
    pylab.gca().locator_params(axis="y", tight=True, nbins=4)
    pylab.ylabel("Residuals")


def plot_err(x, y, dy, fy, view=None, **kw):
    """
    **DEPRECATED**: subclass Curve and override the plot function.

    Plot data *y* and error *dy* against *x*.

    *view* is one of linear, log, logx or loglog.
    """
    import pylab

    pylab.errorbar(x, y, yerr=dy, fmt=".")
    pylab.plot(x, fy, "-")
    if view == "log":
        pylab.xscale("linear")
        pylab.yscale("log")
    elif view == "logx":
        pylab.xscale("log")
        pylab.yscale("linear")
    elif view == "loglog":
        pylab.xscale("log")
        pylab.yscale("log")
    else:  # view == 'linear'
        pylab.xscale("linear")
        pylab.yscale("linear")


_LOGFACTORIAL = np.array([log(np.prod(np.arange(1.0, k + 1))) for k in range(21)])


def logfactorial(n):
    """Compute the log factorial for each element of an array"""
    result = np.empty(n.shape, dtype="double")
    idx = n <= 20
    result[idx] = _LOGFACTORIAL[np.asarray(n[idx], "int32")]
    n = n[~idx]
    result[~idx] = n * log(n) - n + log(n * (1 + 4 * n * (1 + 2 * n))) / 6 + log(pi) / 2
    return result


class PoissonCurve(Curve):
    r"""
    Model a measurement with Poisson uncertainty.

    The nllf is calculated using Poisson probabilities, but the curve itself
    is displayed using the approximation that $\sigma_y \approx \sqrt(y)$.

    See :class:`Curve` for details.
    """

    def __init__(self, fn, x, y, name="", **fnkw):
        dy = sqrt(y) + (y == 0) if y is not None else None
        Curve.__init__(self, fn, x, y, dy, name=name, **fnkw)
        self._logfacty = logfactorial(y) if y is not None else None
        self._logfactysum = np.sum(self._logfacty)

    ## Assume gaussian residuals for now
    # def residuals(self):
    #    # TODO: provide individual probabilities as residuals
    #    # or perhaps the square roots --- whatever gives a better feel for
    #    # which points are driving the fit
    #    theory = self.theory()
    #    return np.sqrt(self.y * log(theory) - theory - self._logfacty)

    def nllf(self):
        theory = self.theory()
        if (theory <= 0).any():
            return 1e308
        return -sum(self.y * log(theory) - theory) + self._logfactysum

    def simulate_data(self, noise=None):
        theory = self.theory()
        self.y = np.random.poisson(theory)
        self.dy = sqrt(self.y) + (self.y == 0)
        self._logfacty = logfactorial(self.y)
        self._logfactysum = np.sum(self._logfacty)