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fitness.py
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import os
from typing import Optional
from autoconf import conf
from autofit import exc
from autofit.jax_wrapper import numpy as np
from autofit.mapper.prior_model.abstract import AbstractPriorModel
from autofit.non_linear.paths.abstract import AbstractPaths
from autofit.non_linear.analysis import Analysis
from timeout_decorator import timeout
from autofit import jax_wrapper
def get_timeout_seconds():
try:
return conf.instance["general"]["test"]["lh_timeout_seconds"]
except KeyError:
pass
timeout_seconds = get_timeout_seconds()
class Fitness:
def __init__(
self,
model : AbstractPriorModel,
analysis : Analysis,
paths : Optional[AbstractPaths] = None,
fom_is_log_likelihood: bool = True,
resample_figure_of_merit: float = -np.inf,
convert_to_chi_squared: bool = False,
store_history: bool = False,
):
"""
Interfaces with any non-linear search to fit the model to the data and return a log likelihood via
the analysis.
The interface of a non-linear search and fitness function is summarised as follows:
1) The non-linear search samples a new set of model parameters, which are passed to the fitness
function's `__call__` method.
2) The list of parameter values are mapped to an instance of the model.
3) The instance is passed to the analysis class's log likelihood function, which fits the model to the
data and returns the log likelihood.
4) A final figure-of-merit is computed and returned to the non-linear search, which is either the log
likelihood or log posterior (e.g. adding the log prior to the log likelihood).
Certain searches (commonly nested samplers) require the parameters to be mapped from unit values to physical
values, which is performed internally by the fitness object in step 2.
Certain searches require the returned figure of merit to be a log posterior (often MCMC methods) whereas
others require it to be a log likelihood (often nested samples which account for priors internally) in step 4.
Which values is returned by the `fom_is_log_likelihood` bool.
Some searches require a chi-squared value (which they minimized), given by the log likelihood multiplied
by -2.0. This is returned by the fitness if the `convert_to_chi_squared` bool is `True`.
If a model-fit raises an exception or returns a `np.nan`, a `resample_figure_of_merit` value is returned
instead. The appropriate value depends on the search, but is typically either `None`, `-np.inf` or `1.0e99`.
All values indicate to the non-linear search that the model-fit should be resampled or ignored.
Many searches do not store the history of the parameters and log likelihood values, often to save
memory on large model-fits. However, this can be useful, for example to plot the results of a model-fit
versus iteration number. If the `store_history` bool is `True`, the parameters and log likelihoods are stored
in the `parameters_history_list` and `figure_of_merit_history_list` attribute of the fitness object.
Parameters
----------
analysis
An object that encapsulates the data and a log likelihood function which fits the model to the data
via the non-linear search.
model
The model that is fitted to the data, which is used by the non-linear search to create instances of
the model that are fitted to the data via the log likelihood function.
paths
The paths of the search, which if the search is being resumed from an old run is used to check that
the likelihood function has not changed from the previous run.
fom_is_log_likelihood
If `True`, the figure of merit returned by the fitness function is the log likelihood. If `False`, the
figure of merit is the log posterior.
resample_figure_of_merit
The figure of merit returned if the model-fit raises an exception or returns a `np.nan`.
convert_to_chi_squared
If `True`, the figure of merit returned is the log likelihood multiplied by -2.0, such that it is a
chi-squared value that is minimized.
store_history
If `True`, the parameters and log likelihood values of every model-fit are stored in lists.
"""
self.analysis = analysis
self.model = model
self.paths = paths
self.fom_is_log_likelihood = fom_is_log_likelihood
self.resample_figure_of_merit = resample_figure_of_merit
self.convert_to_chi_squared = convert_to_chi_squared
self.store_history = store_history
self._log_likelihood_function = None
if self.paths is not None:
self.check_log_likelihood(fitness=self)
self.parameters_history_list = []
self.log_likelihood_history_list = []
def __getstate__(self):
state = self.__dict__.copy()
del state["_log_likelihood_function"]
return state
def __setstate__(self, state):
self.__dict__.update(state)
self._log_likelihood_function = None
@property
def log_likelihood_function(self):
if self._log_likelihood_function is None:
self._log_likelihood_function = jax_wrapper.jit(
self.analysis.log_likelihood_function
)
return self._log_likelihood_function
@timeout(timeout_seconds)
def __call__(self, parameters, *kwargs):
"""
Interfaces with any non-linear in order to fit a model to the data and return a log likelihood via
an `Analysis` class.
The interface is described in full in the `__init__` docstring above.
Parameters
----------
parameters
The parameters (typically a list) chosen by a non-linear search, which are mapped to an instance of the
model via its priors and fitted to the data.
kwargs
Addition key-word arguments that may be necessary for specific non-linear searches.
Returns
-------
The figure of merit returned to the non-linear search, which is either the log likelihood or log posterior.
"""
try:
instance = self.model.instance_from_vector(vector=parameters)
log_likelihood = self.log_likelihood_function(instance=instance)
log_likelihood = np.where(np.isnan(log_likelihood), self.resample_figure_of_merit, log_likelihood)
except exc.FitException:
return self.resample_figure_of_merit
if self.fom_is_log_likelihood:
figure_of_merit = log_likelihood
else:
log_prior_list = self.model.log_prior_list_from_vector(vector=parameters)
figure_of_merit = log_likelihood + sum(log_prior_list)
if self.store_history:
self.parameters_history_list.append(parameters)
self.log_likelihood_history_list.append(log_likelihood)
if self.convert_to_chi_squared:
figure_of_merit *= -2.0
return figure_of_merit
def check_log_likelihood(self, fitness):
"""
Changes to the PyAutoGalaxy source code may inadvertantly change the numerics of how a log likelihood is
computed. Equally, one may set off a model-fit that resumes from previous results, but change the settings of
the pixelization or inversion in a way that changes the log likelihood function.
This function performs an optional sanity check, which raises an exception if the log likelihood calculation
changes, to ensure a model-fit is not resumed with a different likelihood calculation to the previous run.
If the model-fit has not been performed before (e.g. it is not a resume) this function outputs
the `figure_of_merit` (e.g. the log likelihood) of the maximum log likelihood model at the end of the model-fit.
If the model-fit is a resume, it loads this `figure_of_merit` and compares it against a new value computed for
the resumed run (again using the maximum log likelihood model inferred). If the two likelihoods do not agree
and therefore the log likelihood function has changed, an exception is raised and the code execution terminated.
Parameters
----------
paths
certain searches the non-linear search outputs are stored,
visualization, and pickled objects used by the database and aggregator.
result
The result containing the maximum log likelihood fit of the model.
"""
if os.environ.get("PYAUTOFIT_TEST_MODE") == "1":
return
if not conf.instance["general"]["test"]["check_likelihood_function"]:
return
try:
samples_summary = self.paths.load_samples_summary()
except FileNotFoundError:
return
try:
max_log_likelihood_sample = samples_summary.max_log_likelihood_sample
except AttributeError:
return
log_likelihood_old = samples_summary.max_log_likelihood_sample.log_likelihood
parameters = max_log_likelihood_sample.parameter_lists_for_model(model=self.model)
log_likelihood_new = fitness(parameters=parameters)
if not np.isclose(log_likelihood_old, log_likelihood_new):
raise exc.SearchException(
f"""
Figure of merit sanity check failed.
This means that the existing results of a model fit used a different
likelihood function compared to the one implemented now.
Old Figure of Merit = {log_likelihood_old}
New Figure of Merit = {log_likelihood_new}
"""
)