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model_utils.jl
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model_utils.jl
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"""
varnames_in_chain(model:::Model, chain)
varnames_in_chain(varinfo::VarInfo, chain)
Return `true` if all variable names in `model`/`varinfo` are in `chain`.
"""
varnames_in_chain(model::Model, chain) = varnames_in_chain(VarInfo(model), chain)
function varnames_in_chain(varinfo::VarInfo, chain)
return all(vn -> varname_in_chain(varinfo, vn, chain, 1, 1), keys(varinfo))
end
"""
varnames_in_chain!(model::Model, chain, out)
varnames_in_chain!(varinfo::VarInfo, chain, out)
Return `out` with `true` for all variable names in `model` that are in `chain`.
"""
function varnames_in_chain!(model::Model, chain, out)
return varnames_in_chain!(VarInfo(model), chain, out)
end
function varnames_in_chain!(varinfo::VarInfo, chain, out)
for vn in keys(varinfo)
varname_in_chain!(varinfo, vn, chain, 1, 1, out)
end
return out
end
"""
varname_in_chain(model::Model, vn, chain, chain_idx, iteration_idx)
varname_in_chain(varinfo::VarInfo, vn, chain, chain_idx, iteration_idx)
Return `true` if `vn` is in `chain` at `chain_idx` and `iteration_idx`.
"""
function varname_in_chain(model::Model, vn, chain, chain_idx, iteration_idx)
return varname_in_chain(VarInfo(model), vn, chain, chain_idx, iteration_idx)
end
function varname_in_chain(varinfo::AbstractVarInfo, vn, chain, chain_idx, iteration_idx)
!haskey(varinfo, vn) && return false
return varname_in_chain(varinfo[vn], vn, chain, chain_idx, iteration_idx)
end
function varname_in_chain(x, vn, chain, chain_idx, iteration_idx)
out = OrderedDict{VarName,Bool}()
varname_in_chain!(x, vn, chain, chain_idx, iteration_idx, out)
return all(values(out))
end
"""
varname_in_chain!(model::Model, vn, chain, chain_idx, iteration_idx, out)
varname_in_chain!(varinfo::VarInfo, vn, chain, chain_idx, iteration_idx, out)
Return a dictionary mapping the varname `vn` to `true` if `vn` is in `chain` at
`chain_idx` and `iteration_idx`.
If `chain_idx` and `iteration_idx` are not provided, then they default to `1`.
This differs from [`varname_in_chain`](@ref) in that it returns a dictionary
rather than a single boolean. This can be quite useful for debugging purposes.
"""
function varname_in_chain!(model::Model, vn, chain, chain_idx, iteration_idx, out)
return varname_in_chain!(VarInfo(model), vn, chain, chain_idx, iteration_idx, out)
end
function varname_in_chain!(
vi::AbstractVarInfo, vn_parent, chain, chain_idx, iteration_idx, out
)
return varname_in_chain!(vi[vn_parent], vn_parent, chain, chain_idx, iteration_idx, out)
end
function varname_in_chain!(x, vn_parent, chain, chain_idx, iteration_idx, out)
sym = Symbol(vn_parent)
out[vn_parent] = sym ∈ names(chain) && !ismissing(chain[iteration_idx, sym, chain_idx])
return out
end
function varname_in_chain!(
x::AbstractArray, vn_parent::VarName{sym}, chain, chain_idx, iteration_idx, out
) where {sym}
# We use `VarName{sym}()` so that the resulting leaf `vn` only contains the tail of the optic.
# This way we can use `getoptic(vn)` to extract the value from `x` and use `getoptic(vn) ∘ vn_parent`
# to extract the value from the `chain`.
for vn in varname_leaves(VarName{sym}(), x)
# Update `out`, possibly in place, and return.
l = AbstractPPL.getoptic(vn)
varname_in_chain!(x, l ∘ vn_parent, chain, chain_idx, iteration_idx, out)
end
return out
end
"""
values_from_chain(model::Model, chain, chain_idx, iteration_idx)
values_from_chain(varinfo::VarInfo, chain, chain_idx, iteration_idx)
Return a dictionary mapping each variable name in `model`/`varinfo` to its
value in `chain` at `chain_idx` and `iteration_idx`.
"""
function values_from_chain(x, vn_parent, chain, chain_idx, iteration_idx)
# HACK: If it's not an array, we fall back to just returning the first value.
return only(chain[iteration_idx, Symbol(vn_parent), chain_idx])
end
function values_from_chain(
x::AbstractArray, vn_parent::VarName{sym}, chain, chain_idx, iteration_idx
) where {sym}
# We use `VarName{sym}()` so that the resulting leaf `vn` only contains the tail of the optic.
# This way we can use `getoptic(vn)` to extract the value from `x` and use `getoptic(vn) ∘ vn_parent`
# to extract the value from the `chain`.
out = similar(x)
for vn in varname_leaves(VarName{sym}(), x)
# Update `out`, possibly in place, and return.
l = AbstractPPL.getoptic(vn)
out = Accessors.set(
out,
BangBang.prefermutation(l),
chain[iteration_idx, Symbol(l ∘ vn_parent), chain_idx],
)
end
return out
end
function values_from_chain(vi::AbstractVarInfo, vn_parent, chain, chain_idx, iteration_idx)
# Use the value `vi[vn_parent]` to obtain a buffer.
return values_from_chain(vi[vn_parent], vn_parent, chain, chain_idx, iteration_idx)
end
"""
values_from_chain!(model::Model, chain, chain_idx, iteration_idx, out)
values_from_chain!(varinfo::VarInfo, chain, chain_idx, iteration_idx, out)
Mutate `out` to map each variable name in `model`/`varinfo` to its value in
`chain` at `chain_idx` and `iteration_idx`.
"""
function values_from_chain!(model::Model, chain, chain_idx, iteration_idx, out)
return values_from_chain(VarInfo(model), chain, chain_idx, iteration_idx, out)
end
function values_from_chain!(vi::AbstractVarInfo, chain, chain_idx, iteration_idx, out)
for vn in keys(vi)
out[vn] = values_from_chain(vi, vn, chain, chain_idx, iteration_idx)
end
return out
end
"""
value_iterator_from_chain(model::Model, chain)
value_iterator_from_chain(varinfo::AbstractVarInfo, chain)
Return an iterator over the values in `chain` for each variable in `model`/`varinfo`.
# Example
```julia
julia> using MCMCChains, DynamicPPL, Distributions, StableRNGs
julia> rng = StableRNG(42);
julia> @model function demo_model(x)
s ~ InverseGamma(2, 3)
m ~ Normal(0, sqrt(s))
for i in eachindex(x)
x[i] ~ Normal(m, sqrt(s))
end
return s, m
end
demo_model (generic function with 2 methods)
julia> model = demo_model([1.0, 2.0]);
julia> chain = Chains(rand(rng, 10, 2, 3), [:s, :m]);
julia> iter = value_iterator_from_chain(model, chain);
julia> first(iter)
OrderedDict{VarName, Any} with 2 entries:
s => 0.580515
m => 0.739328
julia> collect(iter)
10×3 Matrix{OrderedDict{VarName, Any}}:
OrderedDict(s=>0.580515, m=>0.739328) … OrderedDict(s=>0.186047, m=>0.402423)
OrderedDict(s=>0.191241, m=>0.627342) OrderedDict(s=>0.776277, m=>0.166342)
OrderedDict(s=>0.971133, m=>0.637584) OrderedDict(s=>0.651655, m=>0.712044)
OrderedDict(s=>0.74345, m=>0.110359) OrderedDict(s=>0.469214, m=>0.104502)
OrderedDict(s=>0.170969, m=>0.598514) OrderedDict(s=>0.853546, m=>0.185399)
OrderedDict(s=>0.704776, m=>0.322111) … OrderedDict(s=>0.638301, m=>0.853802)
OrderedDict(s=>0.441044, m=>0.162285) OrderedDict(s=>0.852959, m=>0.0956922)
OrderedDict(s=>0.803972, m=>0.643369) OrderedDict(s=>0.245049, m=>0.871985)
OrderedDict(s=>0.772384, m=>0.646323) OrderedDict(s=>0.906603, m=>0.385502)
OrderedDict(s=>0.70882, m=>0.253105) OrderedDict(s=>0.413222, m=>0.953288)
julia> # This can be used to `condition` a `Model`.
conditioned_model = model | first(iter);
julia> conditioned_model() # <= results in same values as the `first(iter)` above
(0.5805148626851955, 0.7393275279160691)
```
"""
function value_iterator_from_chain(model::Model, chain)
return value_iterator_from_chain(VarInfo(model), chain)
end
function value_iterator_from_chain(vi::AbstractVarInfo, chain)
return Iterators.map(
Iterators.product(1:size(chain, 1), 1:size(chain, 3))
) do (iteration_idx, chain_idx)
values_from_chain!(vi, chain, chain_idx, iteration_idx, OrderedDict{VarName,Any}())
end
end