From 28616f1562478ff4c36787246ba3c666dabd4e0f Mon Sep 17 00:00:00 2001 From: Lindley Graham Date: Wed, 11 May 2016 17:14:26 -0400 Subject: [PATCH] working on local emulation --- bet/calculateP/calculateP.py | 71 +++++++++++++++++++++++++++++++++++- 1 file changed, 70 insertions(+), 1 deletion(-) diff --git a/bet/calculateP/calculateP.py b/bet/calculateP/calculateP.py index ddb7296e..481d71d6 100644 --- a/bet/calculateP/calculateP.py +++ b/bet/calculateP/calculateP.py @@ -321,7 +321,7 @@ def prob_mc(samples, data, rho_D_M, d_distr_samples, P[global_index] = P_global[:] return (P, lam_vol, lambda_emulate, io_ptr, emulate_ptr) -def estimate_volume(samples, lambda_emulate=None): +def estimate_volume(samples, lambda_emulate=None, p=2): r""" Estimate the volume fraction of the Voronoi cells associated with ``samples`` using ``lambda_emulate`` as samples for Monte Carlo @@ -332,6 +332,67 @@ def estimate_volume(samples, lambda_emulate=None): :type samples: :class:`~numpy.ndarray` of shape (num_samples, ndim) :param lambda_emulate: Samples used to partition the parameter space :type lambda_emulate: :class:`~numpy.ndarray` of shape (num_l_emulate, ndim) + :param int p: p for the L-p norm + + :rtype: tuple + :returns: (lam_vol, lam_vol_local, local_index) where ``lam_vol`` is the + global array of volume fractions, ``lam_vol_local`` is the local array + of volume fractions, and ``local_index`` a list of the global indices + for local arrays on this particular processor ``lam_vol_local = + lam_vol[local_index]`` + + """ + + if len(samples.shape) == 1: + samples = np.expand_dims(samples, axis=1) + if lambda_emulate is None: + lambda_emulate = samples + + # Determine which emulated samples match with which model run samples + l_Tree = spatial.KDTree(samples) + (_, emulate_ptr) = l_Tree.query(lambda_emulate, p=p) + + # Apply the standard MC approximation to determine the number of emulated + # samples per model run sample. This is for approximating + # \mu_Lambda(A_i \intersect b_j) + lam_vol = np.zeros((samples.shape[0],)) + for i in range(samples.shape[0]): + lam_vol[i] = np.sum(np.equal(emulate_ptr, i)) + clam_vol = np.copy(lam_vol) + comm.Allreduce([lam_vol, MPI.DOUBLE], [clam_vol, MPI.DOUBLE], op=MPI.SUM) + lam_vol = clam_vol + num_emulated = lambda_emulate.shape[0] + num_emulated = comm.allreduce(num_emulated, op=MPI.SUM) + lam_vol = lam_vol/(num_emulated) + + # Set up local arrays for parallelism + local_index = range(0+comm.rank, samples.shape[0], comm.size) + lam_vol_local = lam_vol[local_index] + + return (lam_vol, lam_vol_local, local_index) + +def estimate_local_volume(samples, input_domain, num_l_emulate, p=2, distribution='uniform', + a=None, b=None): + r""" + + Exactly calculates the volume fraction of the Voronoice cells associated + with ``samples``. Specifically we are calculating + :math:`\mu_\Lambda(\mathcal(V)_{i,N} \cap A)/\mu_\Lambda(\Lambda)`. + + .. todo:: + + Implement beta, normal, truncated normal distributions + + :param samples: The samples in parameter space for which the model was run. + :type samples: :class:`~numpy.ndarray` of shape (num_samples, ndim) + :param input_domain: The limits of the domain :math:`\mathcal{D}`. + :type input_domain: :class:`numpy.ndarray` of shape (ndim, 2) + :param int num_l_emulate: The number of emulated samples. + :param int p: p for the L-p norm + :param string distribution: Probability distribution (uniform, normal, + truncnorm, beta) + :param float a: mean or alpha (normal/truncnorm, beta) + :param float b: covariance or beta (normal/truncnorm, beta) :rtype: tuple :returns: (lam_vol, lam_vol_local, local_index) where ``lam_vol`` is the @@ -341,6 +402,13 @@ def estimate_volume(samples, lambda_emulate=None): lam_vol[local_index]`` """ + # Calculate the pairwise distances + pairwise_distance = spatial.distance.pdist(samples, p=p) + pairwise_distance = spatial.distance.squareform(pairwise_distance) + pairwise_distance_ma = np.ma.masked_less_equal(pairwise_distance, 0.) + # Calculate mean, std of minimum pairwise distances + mean_pw_dist = np. + if len(samples.shape) == 1: samples = np.expand_dims(samples, axis=1) @@ -373,6 +441,7 @@ def estimate_volume(samples, lambda_emulate=None): return (lam_vol, lam_vol_local, local_index) + def exact_volume_1D(samples, input_domain, distribution='uniform', a=None, b=None): r"""