Issue/modules

pyproject.toml

@@ -19,6 +19,7 @@ seaborn = "^0.12.2"
 torch = "^2.0.1"
 sbi = "^0.21.0"
 pytest-cov = "^4.1.0"
+deepbench = "^0.2.2"
 
 
 [build-system]

src/scripts/analysis.py

@@ -0,0 +1,26 @@
+import numpy as np
+
+# how should the error propagate? 
+# its all partial derivatives
+def calc_error_prop(true_L, true_theta, true_a, dthing, time, wrt = 'theta_0'):
+    if wrt == 'theta_0':
+        dx_dthing = true_L * np.cos(true_theta * np.cos(np.sqrt(true_a / true_L) * time)) * \
+              np.cos(np.sqrt(true_a / true_L) * time) * dthing
+    if wrt == 'L':
+        dx_dthing = (0.5 * true_theta * time * np.sqrt(true_a / true_L) * np.sin(time * np.sqrt(true_a / true_L)) * \
+             np.cos(true_theta * np.cos(time * np.sqrt(true_a / true_L))) + \
+             np.sin(true_theta * np.cos(time * np.sqrt(true_a / true_L)))) * dthing
+    if wrt == 'a_g':
+        dx_dthing = (- 0.5 * np.sqrt(true_L / true_a) * true_theta * time * \
+            np.sin(np.sqrt(true_a / true_L) * time) * \
+            np.cos(true_theta * np.cos(np.sqrt(true_a / true_L) * time))) * dthing
+    if wrt == 'all':
+        dx_dthing = true_L * np.cos(true_theta * np.cos(np.sqrt(true_a / true_L) * time)) * \
+              np.cos(np.sqrt(true_a / true_L) * time) * dthing[1] + \
+                    (0.5 * true_theta * time * np.sqrt(true_a / true_L) * np.sin(time * np.sqrt(true_a / true_L)) * \
+             np.cos(true_theta * np.cos(time * np.sqrt(true_a / true_L))) + \
+             np.sin(true_theta * np.cos(time * np.sqrt(true_a / true_L)))) * dthing[0] + \
+                    (- 0.5 * np.sqrt(true_L / true_a) * true_theta * time * \
+            np.sin(np.sqrt(true_a / true_L) * time) * \
+            np.cos(true_theta * np.cos(np.sqrt(true_a / true_L) * time))) * dthing[2]
+    return abs(dx_dthing)

src/scripts/models.py

@@ -0,0 +1,153 @@
+import numpyro
+import numpyro.distributions as dist
+import numpy as np
+import jax
+import jax.numpy as jnp # yes i know this is confusing
+import torch.nn as nn
+
+# tensorflow sucks
+# build a similar thing in pytorch
+
+
+class de_no_var(nn.Module):
+    def __init__(self):
+        super().__init__()
+        drop_percent = 0.1
+        self.ln_1 = nn.Linear(3, 100)
+        self.act1 = nn.ReLU()
+        self.drop1 = nn.Dropout(drop_percent)
+        self.ln_2 = nn.Linear(100, 100)
+        self.act2 = nn.ReLU()
+        self.drop2 = nn.Dropout(drop_percent)
+        self.ln_3 = nn.Linear(100, 100)
+        self.act3 = nn.ReLU()
+        self.drop3 = nn.Dropout(drop_percent)
+        self.ln_4 = nn.Linear(100,1) # needs to be 2 if using the GaussianNLLoss
+
+    def forward(self, x):
+        x = self.drop1(self.act1(self.ln_1(x)))
+        x = self.drop2(self.act2(self.ln_2(x)))
+        x = self.drop3(self.act3(self.ln_3(x)))
+        x = self.ln_4(x)
+        return x
+
+
+class de_var(nn.Module):
+    def __init__(self):
+        super().__init__()
+        drop_percent = 0.1
+        self.ln_1 = nn.Linear(3, 100)
+        self.act1 = nn.ReLU()
+        self.drop1 = nn.Dropout(drop_percent)
+        self.ln_2 = nn.Linear(100, 100)
+        self.act2 = nn.ReLU()
+        self.drop2 = nn.Dropout(drop_percent)
+        self.ln_3 = nn.Linear(100, 100)
+        self.act3 = nn.ReLU()
+        self.drop3 = nn.Dropout(drop_percent)
+        self.ln_4 = nn.Linear(100,2) # needs to be 2 if using the GaussianNLLoss
+
+    def forward(self, x):
+        x = self.drop1(self.act1(self.ln_1(x)))
+        x = self.drop2(self.act2(self.ln_2(x)))
+        x = self.drop3(self.act3(self.ln_3(x)))
+        x = self.ln_4(x)
+        return x
+
+## in numpyro, you must specify number of sampling chains you will use upfront
+
+# words of wisdom from Tian Li and crew:
+# on gpu, don't use conda, use pip install
+# HMC after SBI to look at degeneracies between params
+# different guides (some are slower but better at showing degeneracies)
+
+## define the platform and number of cores (one chain per core)
+numpyro.set_platform('cpu')
+core_num = 4
+numpyro.set_host_device_count(core_num)
+
+def hierarchical_model(planet_code,
+                       pendulum_code,
+                       times,
+                       exponential,
+                       pos_obs=None):
+    """
+    """
+    ## inputs to a numpyro model are rows from a dataframe:
+    ## planet code - array of embedded numbers representing which planet {0...1}
+    ## pendulum code - array of embedded numbers representing which pendulum {0...7}
+    ## times - moments in time (s)
+    ## pos_obs - this is optional, set to None but used to compare the model with data
+    ## (when data, xpos, is defined)
+
+    ## numpyro models function by drawing parameters from samples 
+    ## first, we define the global parameters, mean and sigma of a normal from
+    ## which the individual a_g values of each planet will be drawn
+
+
+    #μ_a_g = numpyro.sample("μ_a_g", dist.LogUniform(5.0,15.0))
+    μ_a_g = numpyro.sample("μ_a_g", dist.TruncatedNormal(12.5, 5, low=0.01))
+    # scale parameters should be log uniform so that they don't go negative 
+    # and so that they're not uniform
+    # 1 / x in linear space
+    σ_a_g = numpyro.sample("σ_a_g", dist.TruncatedNormal(0.1, 0.01, low=0.01))
+    n_planets = len(np.unique(planet_code))
+    n_pendulums = len(np.unique(pendulum_code))
+
+    ## plates are a numpyro primitive or context manager for handing conditionally independence
+    ## for instance, we wish to model a_g for each planet independently
+    with numpyro.plate("planet_i", n_planets):
+        a_g = numpyro.sample("a_g", dist.TruncatedNormal(μ_a_g, σ_a_g,
+                                                         low=0.01))
+        # helps because a_gs are being pulled from same normal dist
+        # removes dependency of a_g on sigma_a_g on a prior level
+        # removing one covariance from model, model is easier
+        # to sample from
+
+    ## we also wish to model L and theta for each pendulum independently
+    ## here we draw from an uniform distribution
+    with numpyro.plate("pend_i", n_pendulums):
+        L = numpyro.sample("L", dist.TruncatedNormal(5, 2, low=0.01))
+        theta = numpyro.sample("theta", dist.TruncatedNormal(jnp.pi/100,
+                                                             jnp.pi/500,
+                                                             low=0.00001))
+
+    ## σ is the error on the position measurement for each moment in time
+    ## we also model this
+    ## eventually, we should also model the error on each parameter independently?
+    ## draw from an exponential distribution parameterized by a rate parameter
+    ## the mean of an exponential distribution is 1/r where r is the rate parameter
+    ## exponential distributions are never negative. This is good for error.
+    σ = numpyro.sample("σ", dist.Exponential(exponential))
+
+    ## the moments in time are not independent, so we do not place the following in a plate
+    ## instead, the brackets segment the model by pendulum and by planet,
+    ## telling us how to conduct the inference
+    modelx = L[pendulum_code] * jnp.sin(theta[pendulum_code] * jnp.cos(jnp.sqrt(a_g[planet_code] / L[pendulum_code]) * times))
+    ## don't forget to use jnp instead of np so jax knows what to do
+    ## A BIG QUESTION I STILL HAVE IS WHAT IS THE LIKELIHOOD? IS IT JUST SAMPLED FROM?
+    ## again, for each pendulum we compare the observed to the modeled position:
+    with numpyro.plate("data", len(pendulum_code)):
+        pos = numpyro.sample("obs", dist.Normal(modelx, σ), obs=pos_obs)
+
+
+def unpooled_model(planet_code,
+                   pendulum_code,
+                   times,
+                   exponential,
+                   pos_obs=None):
+    n_planets = len(np.unique(planet_code))
+    n_pendulums = len(np.unique(pendulum_code))
+    with numpyro.plate("planet_i", n_planets):
+        a_g = numpyro.sample("a_g", dist.TruncatedNormal(12.5, 5,
+                                                         low=0, high=25))
+    with numpyro.plate("pend_i", n_pendulums):
+        L = numpyro.sample("L", dist.TruncatedNormal(5, 2, low = 0.01))
+        theta = numpyro.sample("theta", dist.TruncatedNormal(jnp.pi/100,
+                                                             jnp.pi/500,
+                                                             low=0.00001))
+    σ = numpyro.sample("σ", dist.Exponential(exponential))
+    modelx = L[pendulum_code] * jnp.sin(theta[pendulum_code] *
+                         jnp.cos(jnp.sqrt(a_g[planet_code] / L[pendulum_code]) * times))
+    with numpyro.plate("data", len(pendulum_code)):
+        pos = numpyro.sample("obs", dist.Normal(modelx, σ), obs=pos_obs)