mirror of
https://github.com/Richard-Sti/csiborgtools.git
synced 2024-12-22 15:58:03 +00:00
3d1e1c0ae3
* Add Laplace evidence * Numerically stable laplace evidence * Minor edits to Laplace * Remove rmax * Rm old things * Rm comments * Add script * Add super toy selection * Add super toy selection * Update script
60 lines
1.9 KiB
Python
60 lines
1.9 KiB
Python
from argparse import ArgumentParser, ArgumentTypeError
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def parse_args():
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parser = ArgumentParser()
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parser.add_argument("--device", type=str, default="cpu",
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help="Device to use.")
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return parser.parse_args()
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ARGS = parse_args()
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# This must be done before we import JAX etc.
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from numpyro import set_host_device_count, set_platform # noqa
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set_platform(ARGS.device) # noqa
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from jax import numpy as jnp # noqa
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import numpy as np # noqa
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import csiborgtools # noqa
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from scipy.stats import multivariate_normal # noqa
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def get_harmonic_evidence(samples, log_posterior, nchains_harmonic, epoch_num):
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"""Compute evidence using the `harmonic` package."""
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data, names = csiborgtools.dict_samples_to_array(samples)
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data = data.reshape(nchains_harmonic, -1, len(names))
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log_posterior = log_posterior.reshape(nchains_harmonic, -1)
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return csiborgtools.harmonic_evidence(
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data, log_posterior, return_flow_samples=False, epochs_num=epoch_num)
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ndim = 250
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nsamples = 100_000
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nchains_split = 10
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loc = jnp.zeros(ndim)
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cov = jnp.eye(ndim)
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gen = np.random.default_rng()
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X = gen.multivariate_normal(loc, cov, size=nsamples)
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samples = {f"x_{i}": X[:, i] for i in range(ndim)}
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logprob = multivariate_normal(loc, cov).logpdf(X)
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neg_lnZ_laplace, neg_lnZ_laplace_error = csiborgtools.laplace_evidence(
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samples, logprob, nchains_split)
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print(f"neg_lnZ_laplace: {neg_lnZ_laplace} +/- {neg_lnZ_laplace_error}")
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neg_lnZ_harmonic, neg_lnZ_harmonic_error = get_harmonic_evidence(
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samples, logprob, nchains_split, epoch_num=30)
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print(f"neg_lnZ_harmonic: {neg_lnZ_harmonic} +/- {neg_lnZ_harmonic_error}")
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