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Documentation updated
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fjosw
parent
97334aa841
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0353836815
3 changed files with 103 additions and 289 deletions
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@ -1346,7 +1346,7 @@
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<span class="k">return</span> <span class="n">deltas</span><span class="p">,</span> <span class="n">idx</span>
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<span class="k">def</span> <span class="nf">derived_observable</span><span class="p">(</span><span class="n">func</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="k">def</span> <span class="nf">derived_observable</span><span class="p">(</span><span class="n">func</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="n">array_mode</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="sd">"""Construct a derived Obs according to func(data, **kwargs) using automatic differentiation.</span>
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<span class="sd"> Parameters</span>
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@ -1379,6 +1379,7 @@
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<span class="n">raveled_data</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">ravel</span><span class="p">()</span>
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<span class="c1"># Workaround for matrix operations containing non Obs data</span>
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<span class="c1"># TODO: Find more elegant solution here.</span>
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<span class="k">for</span> <span class="n">i_data</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
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<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">i_data</span><span class="p">,</span> <span class="n">Obs</span><span class="p">):</span>
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<span class="n">first_name</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
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@ -1401,11 +1402,13 @@
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<span class="n">n_obs</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">)</span>
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<span class="n">new_names</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="n">y</span> <span class="k">for</span> <span class="n">x</span> <span class="ow">in</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">names</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">]</span> <span class="k">for</span> <span class="n">y</span> <span class="ow">in</span> <span class="n">x</span><span class="p">]))</span>
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<span class="n">new_cov_names</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="n">y</span> <span class="k">for</span> <span class="n">x</span> <span class="ow">in</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">cov_names</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">]</span> <span class="k">for</span> <span class="n">y</span> <span class="ow">in</span> <span class="n">x</span><span class="p">]))</span>
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<span class="n">new_sample_names</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">(</span><span class="n">new_names</span><span class="p">)</span> <span class="o">-</span> <span class="nb">set</span><span class="p">(</span><span class="n">new_cov_names</span><span class="p">))</span>
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<span class="n">is_merged</span> <span class="o">=</span> <span class="p">{</span><span class="n">name</span><span class="p">:</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">is_merged</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="kc">False</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span><span class="p">)</span> <span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">}</span>
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<span class="n">is_merged</span> <span class="o">=</span> <span class="p">{</span><span class="n">name</span><span class="p">:</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">is_merged</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="kc">False</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span><span class="p">)</span> <span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">}</span>
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<span class="n">reweighted</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">reweighted</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span>
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<span class="n">new_idl_d</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">:</span>
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<span class="n">idl</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">i_data</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">idl</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span>
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@ -1427,7 +1430,7 @@
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<span class="n">multi</span> <span class="o">=</span> <span class="mi">1</span>
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<span class="n">new_r_values</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">:</span>
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<span class="n">tmp_values</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">n_obs</span><span class="p">)</span>
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<span class="k">for</span> <span class="n">i</span><span class="p">,</span> <span class="n">item</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">):</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">item</span><span class="o">.</span><span class="n">r_values</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span>
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@ -1469,15 +1472,48 @@
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<span class="n">final_result</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">new_values</span><span class="o">.</span><span class="n">shape</span><span class="p">,</span> <span class="n">dtype</span><span class="o">=</span><span class="nb">object</span><span class="p">)</span>
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<span class="k">if</span> <span class="n">array_mode</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
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<span class="n">new_covobs_lengths</span> <span class="o">=</span> <span class="nb">dict</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="n">y</span> <span class="k">for</span> <span class="n">x</span> <span class="ow">in</span> <span class="p">[[(</span><span class="n">n</span><span class="p">,</span> <span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">n</span><span class="p">]</span><span class="o">.</span><span class="n">N</span><span class="p">)</span> <span class="k">for</span> <span class="n">n</span> <span class="ow">in</span> <span class="n">o</span><span class="o">.</span><span class="n">cov_names</span><span class="p">]</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">]</span> <span class="k">for</span> <span class="n">y</span> <span class="ow">in</span> <span class="n">x</span><span class="p">]))</span>
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<span class="k">class</span> <span class="nc">_Zero_grad</span><span class="p">():</span>
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<span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">N</span><span class="p">):</span>
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<span class="c1"># self.grad = np.zeros(N)</span>
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<span class="bp">self</span><span class="o">.</span><span class="n">grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
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<span class="n">d_extracted</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="n">g_extracted</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">:</span>
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<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="n">ens_length</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
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<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
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<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">_expand_deltas_for_merge</span><span class="p">(</span><span class="n">o</span><span class="o">.</span><span class="n">deltas</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">ens_length</span><span class="p">)),</span> <span class="n">o</span><span class="o">.</span><span class="n">idl</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">]),</span> <span class="n">o</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="n">ens_length</span><span class="p">),</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">dat</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">prod</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span><span class="p">))])</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="p">(</span><span class="n">ens_length</span><span class="p">,</span> <span class="p">)))</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_cov_names</span><span class="p">:</span>
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<span class="n">g_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="n">zero_grad</span> <span class="o">=</span> <span class="n">_Zero_grad</span><span class="p">(</span><span class="n">new_covobs_lengths</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
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<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
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<span class="n">g_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="n">zero_grad</span><span class="p">)</span><span class="o">.</span><span class="n">grad</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">dat</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">prod</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span><span class="p">))])</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="p">(</span><span class="n">new_covobs_lengths</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="mi">1</span><span class="p">)))</span>
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<span class="k">for</span> <span class="n">i_val</span><span class="p">,</span> <span class="n">new_val</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">ndenumerate</span><span class="p">(</span><span class="n">new_values</span><span class="p">):</span>
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<span class="n">new_deltas</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="n">new_grad</span> <span class="o">=</span> <span class="p">{}</span>
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<span class="k">for</span> <span class="n">j_obs</span><span class="p">,</span> <span class="n">obs</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">ndenumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">obs</span><span class="o">.</span><span class="n">names</span><span class="p">:</span>
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<span class="k">if</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">obs</span><span class="o">.</span><span class="n">cov_names</span><span class="p">:</span>
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<span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">new_grad</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span> <span class="o">+</span> <span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="n">j_obs</span><span class="p">]</span> <span class="o">*</span> <span class="n">obs</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">grad</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">new_deltas</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span> <span class="o">+</span> <span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="n">j_obs</span><span class="p">]</span> <span class="o">*</span> <span class="n">_expand_deltas_for_merge</span><span class="p">(</span><span class="n">obs</span><span class="o">.</span><span class="n">deltas</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">obs</span><span class="o">.</span><span class="n">idl</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">obs</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
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<span class="k">if</span> <span class="n">array_mode</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
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<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">:</span>
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<span class="n">ens_length</span> <span class="o">=</span> <span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">][</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span>
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<span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">ens_length</span><span class="p">)</span>
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<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]):</span>
|
||||
<span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">+=</span> <span class="n">np</span><span class="o">.</span><span class="n">tensordot</span><span class="p">(</span><span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="p">(</span><span class="n">i_dat</span><span class="p">,</span> <span class="p">)],</span> <span class="n">dat</span><span class="p">)</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_cov_names</span><span class="p">:</span>
|
||||
<span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
|
||||
<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">g_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]):</span>
|
||||
<span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">+=</span> <span class="n">np</span><span class="o">.</span><span class="n">tensordot</span><span class="p">(</span><span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="p">(</span><span class="n">i_dat</span><span class="p">,</span> <span class="p">)],</span> <span class="n">dat</span><span class="p">)</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="k">for</span> <span class="n">j_obs</span><span class="p">,</span> <span class="n">obs</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">ndenumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">obs</span><span class="o">.</span><span class="n">names</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">obs</span><span class="o">.</span><span class="n">cov_names</span><span class="p">:</span>
|
||||
<span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">new_grad</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span> <span class="o">+</span> <span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="n">j_obs</span><span class="p">]</span> <span class="o">*</span> <span class="n">obs</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">grad</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">new_deltas</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span> <span class="o">+</span> <span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="n">j_obs</span><span class="p">]</span> <span class="o">*</span> <span class="n">_expand_deltas_for_merge</span><span class="p">(</span><span class="n">obs</span><span class="o">.</span><span class="n">deltas</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">obs</span><span class="o">.</span><span class="n">idl</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">obs</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
|
||||
<span class="n">new_covobs</span> <span class="o">=</span> <span class="p">{</span><span class="n">name</span><span class="p">:</span> <span class="n">Covobs</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">allcov</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">name</span><span class="p">,</span> <span class="n">grad</span><span class="o">=</span><span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">])</span> <span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_grad</span><span class="p">}</span>
|
||||
|
||||
|
|
@ -4587,12 +4623,12 @@ should agree with samples from a full jackknife analysis up to O(1/N).</li>
|
|||
|
||||
|
||||
<span class="def">def</span>
|
||||
<span class="name">derived_observable</span><span class="signature">(func, data, **kwargs)</span>:
|
||||
<span class="name">derived_observable</span><span class="signature">(func, data, array_mode=False, **kwargs)</span>:
|
||||
</div>
|
||||
|
||||
<details>
|
||||
<summary>View Source</summary>
|
||||
<div class="codehilite"><pre><span></span><span class="k">def</span> <span class="nf">derived_observable</span><span class="p">(</span><span class="n">func</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
|
||||
<div class="codehilite"><pre><span></span><span class="k">def</span> <span class="nf">derived_observable</span><span class="p">(</span><span class="n">func</span><span class="p">,</span> <span class="n">data</span><span class="p">,</span> <span class="n">array_mode</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
|
||||
<span class="sd">"""Construct a derived Obs according to func(data, **kwargs) using automatic differentiation.</span>
|
||||
|
||||
<span class="sd"> Parameters</span>
|
||||
|
|
@ -4625,6 +4661,7 @@ should agree with samples from a full jackknife analysis up to O(1/N).</li>
|
|||
<span class="n">raveled_data</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">ravel</span><span class="p">()</span>
|
||||
|
||||
<span class="c1"># Workaround for matrix operations containing non Obs data</span>
|
||||
<span class="c1"># TODO: Find more elegant solution here.</span>
|
||||
<span class="k">for</span> <span class="n">i_data</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">i_data</span><span class="p">,</span> <span class="n">Obs</span><span class="p">):</span>
|
||||
<span class="n">first_name</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
|
||||
|
|
@ -4647,11 +4684,13 @@ should agree with samples from a full jackknife analysis up to O(1/N).</li>
|
|||
|
||||
<span class="n">n_obs</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">)</span>
|
||||
<span class="n">new_names</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="n">y</span> <span class="k">for</span> <span class="n">x</span> <span class="ow">in</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">names</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">]</span> <span class="k">for</span> <span class="n">y</span> <span class="ow">in</span> <span class="n">x</span><span class="p">]))</span>
|
||||
<span class="n">new_cov_names</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="n">y</span> <span class="k">for</span> <span class="n">x</span> <span class="ow">in</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">cov_names</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">]</span> <span class="k">for</span> <span class="n">y</span> <span class="ow">in</span> <span class="n">x</span><span class="p">]))</span>
|
||||
<span class="n">new_sample_names</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">(</span><span class="n">new_names</span><span class="p">)</span> <span class="o">-</span> <span class="nb">set</span><span class="p">(</span><span class="n">new_cov_names</span><span class="p">))</span>
|
||||
|
||||
<span class="n">is_merged</span> <span class="o">=</span> <span class="p">{</span><span class="n">name</span><span class="p">:</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">is_merged</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="kc">False</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span><span class="p">)</span> <span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">}</span>
|
||||
<span class="n">is_merged</span> <span class="o">=</span> <span class="p">{</span><span class="n">name</span><span class="p">:</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">is_merged</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="kc">False</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span><span class="p">)</span> <span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">}</span>
|
||||
<span class="n">reweighted</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="nb">list</span><span class="p">(</span><span class="nb">filter</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">reweighted</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">,</span> <span class="n">raveled_data</span><span class="p">)))</span> <span class="o">></span> <span class="mi">0</span>
|
||||
<span class="n">new_idl_d</span> <span class="o">=</span> <span class="p">{}</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">:</span>
|
||||
<span class="n">idl</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="k">for</span> <span class="n">i_data</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">:</span>
|
||||
<span class="n">tmp</span> <span class="o">=</span> <span class="n">i_data</span><span class="o">.</span><span class="n">idl</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span>
|
||||
|
|
@ -4673,7 +4712,7 @@ should agree with samples from a full jackknife analysis up to O(1/N).</li>
|
|||
<span class="n">multi</span> <span class="o">=</span> <span class="mi">1</span>
|
||||
|
||||
<span class="n">new_r_values</span> <span class="o">=</span> <span class="p">{}</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_names</span><span class="p">:</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">:</span>
|
||||
<span class="n">tmp_values</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">n_obs</span><span class="p">)</span>
|
||||
<span class="k">for</span> <span class="n">i</span><span class="p">,</span> <span class="n">item</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">raveled_data</span><span class="p">):</span>
|
||||
<span class="n">tmp</span> <span class="o">=</span> <span class="n">item</span><span class="o">.</span><span class="n">r_values</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span>
|
||||
|
|
@ -4715,15 +4754,48 @@ should agree with samples from a full jackknife analysis up to O(1/N).</li>
|
|||
|
||||
<span class="n">final_result</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">new_values</span><span class="o">.</span><span class="n">shape</span><span class="p">,</span> <span class="n">dtype</span><span class="o">=</span><span class="nb">object</span><span class="p">)</span>
|
||||
|
||||
<span class="k">if</span> <span class="n">array_mode</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
|
||||
|
||||
<span class="n">new_covobs_lengths</span> <span class="o">=</span> <span class="nb">dict</span><span class="p">(</span><span class="nb">set</span><span class="p">([</span><span class="n">y</span> <span class="k">for</span> <span class="n">x</span> <span class="ow">in</span> <span class="p">[[(</span><span class="n">n</span><span class="p">,</span> <span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">n</span><span class="p">]</span><span class="o">.</span><span class="n">N</span><span class="p">)</span> <span class="k">for</span> <span class="n">n</span> <span class="ow">in</span> <span class="n">o</span><span class="o">.</span><span class="n">cov_names</span><span class="p">]</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">raveled_data</span><span class="p">]</span> <span class="k">for</span> <span class="n">y</span> <span class="ow">in</span> <span class="n">x</span><span class="p">]))</span>
|
||||
|
||||
<span class="k">class</span> <span class="nc">_Zero_grad</span><span class="p">():</span>
|
||||
<span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">N</span><span class="p">):</span>
|
||||
<span class="c1"># self.grad = np.zeros(N)</span>
|
||||
<span class="bp">self</span><span class="o">.</span><span class="n">grad</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">N</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
|
||||
|
||||
<span class="n">d_extracted</span> <span class="o">=</span> <span class="p">{}</span>
|
||||
<span class="n">g_extracted</span> <span class="o">=</span> <span class="p">{}</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">:</span>
|
||||
<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="n">ens_length</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
|
||||
<span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">_expand_deltas_for_merge</span><span class="p">(</span><span class="n">o</span><span class="o">.</span><span class="n">deltas</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">ens_length</span><span class="p">)),</span> <span class="n">o</span><span class="o">.</span><span class="n">idl</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">]),</span> <span class="n">o</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="n">ens_length</span><span class="p">),</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">dat</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">prod</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span><span class="p">))])</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="p">(</span><span class="n">ens_length</span><span class="p">,</span> <span class="p">)))</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_cov_names</span><span class="p">:</span>
|
||||
<span class="n">g_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="n">zero_grad</span> <span class="o">=</span> <span class="n">_Zero_grad</span><span class="p">(</span><span class="n">new_covobs_lengths</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
|
||||
<span class="n">g_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="n">o</span><span class="o">.</span><span class="n">covobs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="n">zero_grad</span><span class="p">)</span><span class="o">.</span><span class="n">grad</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">dat</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">prod</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span><span class="p">))])</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">dat</span><span class="o">.</span><span class="n">shape</span> <span class="o">+</span> <span class="p">(</span><span class="n">new_covobs_lengths</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="mi">1</span><span class="p">)))</span>
|
||||
|
||||
<span class="k">for</span> <span class="n">i_val</span><span class="p">,</span> <span class="n">new_val</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">ndenumerate</span><span class="p">(</span><span class="n">new_values</span><span class="p">):</span>
|
||||
<span class="n">new_deltas</span> <span class="o">=</span> <span class="p">{}</span>
|
||||
<span class="n">new_grad</span> <span class="o">=</span> <span class="p">{}</span>
|
||||
<span class="k">for</span> <span class="n">j_obs</span><span class="p">,</span> <span class="n">obs</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">ndenumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">obs</span><span class="o">.</span><span class="n">names</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">obs</span><span class="o">.</span><span class="n">cov_names</span><span class="p">:</span>
|
||||
<span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">new_grad</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span> <span class="o">+</span> <span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="n">j_obs</span><span class="p">]</span> <span class="o">*</span> <span class="n">obs</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">grad</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">new_deltas</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span> <span class="o">+</span> <span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="n">j_obs</span><span class="p">]</span> <span class="o">*</span> <span class="n">_expand_deltas_for_merge</span><span class="p">(</span><span class="n">obs</span><span class="o">.</span><span class="n">deltas</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">obs</span><span class="o">.</span><span class="n">idl</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">obs</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
<span class="k">if</span> <span class="n">array_mode</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_sample_names</span><span class="p">:</span>
|
||||
<span class="n">ens_length</span> <span class="o">=</span> <span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">][</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span>
|
||||
<span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">(</span><span class="n">ens_length</span><span class="p">)</span>
|
||||
<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">d_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]):</span>
|
||||
<span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">+=</span> <span class="n">np</span><span class="o">.</span><span class="n">tensordot</span><span class="p">(</span><span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="p">(</span><span class="n">i_dat</span><span class="p">,</span> <span class="p">)],</span> <span class="n">dat</span><span class="p">)</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_cov_names</span><span class="p">:</span>
|
||||
<span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
|
||||
<span class="k">for</span> <span class="n">i_dat</span><span class="p">,</span> <span class="n">dat</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">g_extracted</span><span class="p">[</span><span class="n">name</span><span class="p">]):</span>
|
||||
<span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">+=</span> <span class="n">np</span><span class="o">.</span><span class="n">tensordot</span><span class="p">(</span><span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="p">(</span><span class="n">i_dat</span><span class="p">,</span> <span class="p">)],</span> <span class="n">dat</span><span class="p">)</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="k">for</span> <span class="n">j_obs</span><span class="p">,</span> <span class="n">obs</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">ndenumerate</span><span class="p">(</span><span class="n">data</span><span class="p">):</span>
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">obs</span><span class="o">.</span><span class="n">names</span><span class="p">:</span>
|
||||
<span class="k">if</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">obs</span><span class="o">.</span><span class="n">cov_names</span><span class="p">:</span>
|
||||
<span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">new_grad</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span> <span class="o">+</span> <span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="n">j_obs</span><span class="p">]</span> <span class="o">*</span> <span class="n">obs</span><span class="o">.</span><span class="n">covobs</span><span class="p">[</span><span class="n">name</span><span class="p">]</span><span class="o">.</span><span class="n">grad</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">new_deltas</span><span class="p">[</span><span class="n">name</span><span class="p">]</span> <span class="o">=</span> <span class="n">new_deltas</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">,</span> <span class="mi">0</span><span class="p">)</span> <span class="o">+</span> <span class="n">deriv</span><span class="p">[</span><span class="n">i_val</span> <span class="o">+</span> <span class="n">j_obs</span><span class="p">]</span> <span class="o">*</span> <span class="n">_expand_deltas_for_merge</span><span class="p">(</span><span class="n">obs</span><span class="o">.</span><span class="n">deltas</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">obs</span><span class="o">.</span><span class="n">idl</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">obs</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">new_idl_d</span><span class="p">[</span><span class="n">name</span><span class="p">])</span>
|
||||
|
||||
<span class="n">new_covobs</span> <span class="o">=</span> <span class="p">{</span><span class="n">name</span><span class="p">:</span> <span class="n">Covobs</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="n">allcov</span><span class="p">[</span><span class="n">name</span><span class="p">],</span> <span class="n">name</span><span class="p">,</span> <span class="n">grad</span><span class="o">=</span><span class="n">new_grad</span><span class="p">[</span><span class="n">name</span><span class="p">])</span> <span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="n">new_grad</span><span class="p">}</span>
|
||||
|
||||
|
|
|
|||
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