Changeset 173

Timestamp:

05/05/08 16:21:36 (7 months ago)

Author:

edsuom

Message:

Starting work on Rao-Blackwellization

Files:

• projects/AsynCluster/trunk/doc/svpmc/example/svpmc.conf (modified) (3 diffs)
• projects/AsynCluster/trunk/svpmc/model.py (modified) (1 diff)
• projects/AsynCluster/trunk/svpmc/params.py (modified) (2 diffs)
• projects/AsynCluster/trunk/svpmc/pmc.py (modified) (7 diffs)
• projects/AsynCluster/trunk/svpmc/project.py (modified) (5 diffs)
• projects/AsynCluster/trunk/svpmc/test/svpmc.conf (added)
• projects/AsynCluster/trunk/svpmc/test/test_pmc.py (modified) (1 diff)
• projects/AsynCluster/trunk/svpmc/test/test_project.py (modified) (3 diffs)

projects/AsynCluster/trunk/doc/svpmc/example/svpmc.conf

@@ -57 +57 @@
-a           Distribution    Loc         Scale       a       b
--------------------------------------------------------------------------------
-4        2       4
+05       2       5
-
-
@@ -73 +73 @@
-d           Distribution    Loc         Scale       a       b
--------------------------------------------------------------------------------
-3         2       3
+4         2       2
-
-
@@ -89 +89 @@
-fr          Distribution    Loc         Scale       a       b
--------------------------------------------------------------------------------
-3
+2
-
-
-g           Distribution    Loc         Scale       a       b
--------------------------------------------------------------------------------
-2
+3

projects/AsynCluster/trunk/svpmc/model.py

@@ -44 +44 @@
-    """
-    remoteMode = False
-4
+8
-
-    nodecode = """

projects/AsynCluster/trunk/svpmc/params.py

@@ -348 +348 @@
-        return paramContainer
-
-
+
+
-        """
-        Returns a new instance of L{ParameterContainer} with a random-walk
-        proposal based on the supplied I{paramContainer}, my priors, and the
-I{wiggle
+jump deviation I{v
-
-        The returned parameter container object will have a copy of the
-        supplied instance's latent parameter array I{z} and new values of I{Lp} and
-        I{Lj} corresponding to the proposal.
+
+        The value of I{Lj} is 
-        """
-        if wiggle < 0.0:
@@ -379 +382 @@
-                    break
-            else:
-
+#
-                return paramContainer
-            Lp += s.log(pPriors).sum()

projects/AsynCluster/trunk/svpmc/pmc.py

@@ -47 +47 @@
-        self.rMax = N - self.rMin*(self.P-1)
-        self.updateAllocations()
+
+    def allocations(self):
+        """
+        Returns a list of 2-tuples containing each jump deviation and the
+        number of population members currently allocated to it.
+        """
+        result = []
+        for k, v in enumerate(self.V):
+            result.append((v, self.R[k]))
+        return result
-    
-    def subsetIndex(self, k):
@@ -186 +196 @@
-        def weight(paramContainer):
-            if s.isfinite(paramContainer.Lx):
-
+
+
-                print "-+"[int(L>-1000)],
-            else:
@@ -213 +224 @@
-
-    @defer.deferredGenerator
-, V=None
-
-upplied sequence I{V}
-of jump deviations. The portion of the population members allocated to
-each jump variance will go up or down, depending on the performance for
-
+
+
+equence of jump
+deviations in my I{V} attribute. The portion of the population members
+allocated to each jump variance will go up or down, depending on the
+performance for 
-
-        Returns a deferred that fires when the run is done. No output value is
@@ -226 +237 @@
-        @param N_iter: The number of iterations to produce after burn-in.
-
-        @param V: A sequence of variance values to use instead of the default.
-        
-        """
-        if self.socket:
@@ -233 +242 @@
-            yield wfd; wfd.getResult()
-        N_members = self.pm.m
-
-
-
-
+
-        # Initialize some arrays
-        X = self.initialPopulation(N_members)
@@ -245 +251 @@
-            print "\n%03d:" % (i+1,),
-            dList, resultList = [], []
+            self.mixInfo = allocator.allocations()
-            for v, I, d in allocator.assembler(resultList):
-                d.addCallback(lambda _: self.weightedProposals(X[I], v))
@@ -252 +259 @@
-            if i > 0:
-                self.pm.writeParams(X)
+            # "Wait" here for all the proposals to be evaluated
-            wfd = defer.waitForDeferred(defer.DeferredList(dList))
-            yield wfd
-            wfd.getResult()
-            XP, W = resultList
-
-
-
-
-
+
+
-                # Resample everything together
-
-
-
+
+
-                allocator.updateAllocations(I)
-            else:
-                # Nothing in the proposed population had any plausibility
-                allocator.updateAllocations()
-                #print "I []"
-        wfd = defer.waitForDeferred(self.pm.done())
-        yield wfd

projects/AsynCluster/trunk/svpmc/project.py

@@ -42 +42 @@
-    def shutdown(self):
-        return self.defer.succeed(None)
+
+
+class CDF_Wrapper(object):
+    """
+    With python2.5, as of 2008-05-01, accessing a NetCDF variable object with a
+    slice raises a 'Floating Point Exception'! So I am a wrapper for the poor
+    vulnerable little thing...
+
+    B{YAGNI Strikes Again!!!!}
+
+    Just installed the latest development version (2.7.8) of Scientific from
+    http://sourcesup.cru.fr/frs/download.php/1835/ScientificPython-2.7.8.tar.gz
+    and problem solved.
+    """
+    class VariableDict_Wrapper(object):
+        """
+        I emulate the I{variables} dict-like object of an open NetCDF file
+        object.
+        """
+        class Variable_Wrapper(object):
+            """
+            I emulate a single variable of an open NetCDF file object.
+            """
+            def __init__(self, var, *dims):
+                self.var = var
+                self.dims = dims
+
+            def __getitem__(self, key):
+                # TODO
+                pass
+
+            def __setitem__(self, key, value):
+                print "SI", key, value
+
+        
+        def __init__(self, variables, dimensions):
+            self._variables = {}
+            self.variables = variables
+            self.dimensions = dimensions
+
+        def __getitem__(self, name):
+            if name not in self._variables:
+                var = self.variables[name]
+                dims = [self.dimensions[dimName] for dimName in var.dimensions]
+                self._variables[name] = self.Variable_Wrapper(var, *dims)
+            return self._variables[name]
+            
+            
+    def __init__(self, cdf):
+        self.cdf = cdf
+        self.variables = self.VariableDict_Wrapper(
+            self.cdf.variables, self.cdf.dimensions)
+
+    def __getattr__(self, name):
+        return getattr(self.cdf, name)
+
+    def __setattr__(self, name, value):
+        if name not in ('cdf', 'variables'):
+            setattr(self.cdf, name, value)
+        else:
+            object.__setattr__(self, name, value)
-
-
@@ -91 +152 @@
-        self.p, self.n = tsData.shape
-        paramTitles, dimensions = self._setupParams()
+        self.mgr = model.ModelManager(self, tsData)
-        self._setupCDF(
-            os.path.join(specDir, ncFileName),
-            tsData, seriesTitles, paramTitles, dimensions)
-
-
+
+
+
+
+
+
-    def _parseSpec(self, filePath):
-        tables = {}
@@ -206 +272 @@
-        """
-        """
-
+
+
+
-        cdf.title = self.tables['project'][0][0]
-        # Dimensions
@@ -217 +285 @@
-        obs.long_name = "Observations, %d time series " % self.p +\
-                        "with %d samples each" % self.n
-        for k, title in enumerate(sTitles):
-            obs[k,:] = tsData[k,:].astype('f')
-            setattr(obs, "series_%02d" % (k,), title)
-        # Last-Sample Log-Volatility
-        logVol = cdf.createVariable(
@@ -234 +299 @@
-        # Done setting up, save what we've got thus far
-        cdf.sync()
-        return cdf
-            
-    def writeParams(self, parameters):

projects/AsynCluster/trunk/svpmc/test/test_pmc.py

@@ -41 +41 @@
-    def test_init(self):
-        self.failUnlessElementsEqual(self.allocator.R, [34, 33, 33])
+
+    def test_allocations(self):
+        self.failUnlessEqual(
+            self.allocator.allocations(),
+            [(0.1,34), (0.01,33), (0.001,33)])
-    
-    def test_subsetIndex(self):

projects/AsynCluster/trunk/svpmc/test/test_project.py

@@ -43 +43 @@
-
-    def _parseSpec(self):
-project-spec.txt
+svpmc.conf
-        self.mgr.tables = self.mgr._parseSpec(specFile)
-        return self.mgr.tables
@@ -89 +89 @@
-        tsData, seriesTitles = self.mgr._setupTimeSeries(self.specDir)
-        paramTitles, dimensions = self.mgr._setupParams()
-cdf = 
+
-            cdfPath, tsData, seriesTitles, paramTitles, dimensions)
-        # Make sure we can write to the open file
+        cdf = self.mgr.cdf
-        var = cdf.variables['a']
-        x = s.rand(self.mgr.p, 2).astype('f')
@@ -114 +115 @@
-        projectDir = os.path.dirname(__file__)
-        self.cdfPath = os.path.join(projectDir, "svpmc.nc")
-project-spec.txt
+svpmc.conf
-        self.mgr = project.ProjectManager(self.specFile, m=5)
-