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Supressed warning referenced in issue #440 #512

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373 changes: 188 additions & 185 deletions src/emcee/tests/unit/test_ensemble.py
Original file line number Diff line number Diff line change
@@ -1,185 +1,188 @@
"""
Unit tests of some functionality in ensemble.py when the parameters are named
"""

import string
from unittest import TestCase

import numpy as np
import pytest

from emcee.ensemble import EnsembleSampler, ndarray_to_list_of_dicts


class TestNP2ListOfDicts(TestCase):
def test_ndarray_to_list_of_dicts(self):
# Try different numbers of keys
for n_keys in [1, 2, 10, 26]:
keys = list(string.ascii_lowercase[:n_keys])
key_set = set(keys)
key_dict = {key: i for i, key in enumerate(keys)}
# Try different number of walker/procs
for N in [1, 2, 3, 10, 100]:
x = np.random.rand(N, n_keys)

LOD = ndarray_to_list_of_dicts(x, key_dict)
assert len(LOD) == N, "need 1 dict per row"
for i, dct in enumerate(LOD):
assert dct.keys() == key_set, "keys are missing"
for j, key in enumerate(keys):
assert dct[key] == x[i, j], f"wrong value at {(i, j)}"


class TestNamedParameters(TestCase):
"""
Test that a keyword-based log-probability function instead of
a positional.
"""

# Keyword based lnpdf
def lnpdf(self, pars) -> np.float64:
mean = pars["mean"]
var = pars["var"]
if var <= 0:
return -np.inf
return (
-0.5 * ((mean - self.x) ** 2 / var + np.log(2 * np.pi * var)).sum()
)

def lnpdf_mixture(self, pars) -> np.float64:
mean1 = pars["mean1"]
var1 = pars["var1"]
mean2 = pars["mean2"]
var2 = pars["var2"]
if var1 <= 0 or var2 <= 0:
return -np.inf
return (
-0.5
* (
(mean1 - self.x) ** 2 / var1
+ np.log(2 * np.pi * var1)
+ (mean2 - self.x - 3) ** 2 / var2
+ np.log(2 * np.pi * var2)
).sum()
)

def lnpdf_mixture_grouped(self, pars) -> np.float64:
mean1, mean2 = pars["means"]
var1, var2 = pars["vars"]
const = pars["constant"]
if var1 <= 0 or var2 <= 0:
return -np.inf
return (
-0.5
* (
(mean1 - self.x) ** 2 / var1
+ np.log(2 * np.pi * var1)
+ (mean2 - self.x - 3) ** 2 / var2
+ np.log(2 * np.pi * var2)
).sum()
+ const
)

def setUp(self):
# Draw some data from a unit Gaussian
self.x = np.random.randn(100)
self.names = ["mean", "var"]

def test_named_parameters(self):
sampler = EnsembleSampler(
nwalkers=10,
ndim=len(self.names),
log_prob_fn=self.lnpdf,
parameter_names=self.names,
)
assert sampler.params_are_named
assert list(sampler.parameter_names.keys()) == self.names

def test_asserts(self):
# ndim name mismatch
with pytest.raises(AssertionError):
_ = EnsembleSampler(
nwalkers=10,
ndim=len(self.names) - 1,
log_prob_fn=self.lnpdf,
parameter_names=self.names,
)

# duplicate names
with pytest.raises(AssertionError):
_ = EnsembleSampler(
nwalkers=10,
ndim=3,
log_prob_fn=self.lnpdf,
parameter_names=["a", "b", "a"],
)

# vectorize turned on
with pytest.raises(AssertionError):
_ = EnsembleSampler(
nwalkers=10,
ndim=len(self.names),
log_prob_fn=self.lnpdf,
parameter_names=self.names,
vectorize=True,
)

def test_compute_log_prob(self):
# Try different numbers of walkers
for N in [4, 8, 10]:
sampler = EnsembleSampler(
nwalkers=N,
ndim=len(self.names),
log_prob_fn=self.lnpdf,
parameter_names=self.names,
)
coords = np.random.rand(N, len(self.names))
lnps, _ = sampler.compute_log_prob(coords)
assert len(lnps) == N
assert lnps.dtype == np.float64

def test_compute_log_prob_mixture(self):
names = ["mean1", "var1", "mean2", "var2"]
# Try different numbers of walkers
for N in [8, 10, 20]:
sampler = EnsembleSampler(
nwalkers=N,
ndim=len(names),
log_prob_fn=self.lnpdf_mixture,
parameter_names=names,
)
coords = np.random.rand(N, len(names))
lnps, _ = sampler.compute_log_prob(coords)
assert len(lnps) == N
assert lnps.dtype == np.float64

def test_compute_log_prob_mixture_grouped(self):
names = {"means": [0, 1], "vars": [2, 3], "constant": 4}
# Try different numbers of walkers
for N in [8, 10, 20]:
sampler = EnsembleSampler(
nwalkers=N,
ndim=5,
log_prob_fn=self.lnpdf_mixture_grouped,
parameter_names=names,
)
coords = np.random.rand(N, 5)
lnps, _ = sampler.compute_log_prob(coords)
assert len(lnps) == N
assert lnps.dtype == np.float64

def test_run_mcmc(self):
# Sort of an integration test
n_walkers = 4
sampler = EnsembleSampler(
nwalkers=n_walkers,
ndim=len(self.names),
log_prob_fn=self.lnpdf,
parameter_names=self.names,
)
guess = np.random.rand(n_walkers, len(self.names))
n_steps = 50
results = sampler.run_mcmc(guess, n_steps)
assert results.coords.shape == (n_walkers, len(self.names))
chain = sampler.chain
assert chain.shape == (n_walkers, n_steps, len(self.names))
"""
Unit tests of some functionality in ensemble.py when the parameters are named
"""

import string
import warnings
from unittest import TestCase

import numpy as np
import pytest

from emcee.ensemble import EnsembleSampler, ndarray_to_list_of_dicts


class TestNP2ListOfDicts(TestCase):
def test_ndarray_to_list_of_dicts(self):
# Try different numbers of keys
for n_keys in [1, 2, 10, 26]:
keys = list(string.ascii_lowercase[:n_keys])
key_set = set(keys)
key_dict = {key: i for i, key in enumerate(keys)}
# Try different number of walker/procs
for N in [1, 2, 3, 10, 100]:
x = np.random.rand(N, n_keys)

LOD = ndarray_to_list_of_dicts(x, key_dict)
assert len(LOD) == N, "need 1 dict per row"
for i, dct in enumerate(LOD):
assert dct.keys() == key_set, "keys are missing"
for j, key in enumerate(keys):
assert dct[key] == x[i, j], f"wrong value at {(i, j)}"


class TestNamedParameters(TestCase):
"""
Test that a keyword-based log-probability function instead of
a positional.
"""

# Keyword based lnpdf
def lnpdf(self, pars) -> np.float64:
mean = pars["mean"]
var = pars["var"]
if var <= 0:
return -np.inf
return (
-0.5 * ((mean - self.x) ** 2 / var + np.log(2 * np.pi * var)).sum()
)

def lnpdf_mixture(self, pars) -> np.float64:
mean1 = pars["mean1"]
var1 = pars["var1"]
mean2 = pars["mean2"]
var2 = pars["var2"]
if var1 <= 0 or var2 <= 0:
return -np.inf
return (
-0.5
* (
(mean1 - self.x) ** 2 / var1
+ np.log(2 * np.pi * var1)
+ (mean2 - self.x - 3) ** 2 / var2
+ np.log(2 * np.pi * var2)
).sum()
)

def lnpdf_mixture_grouped(self, pars) -> np.float64:
mean1, mean2 = pars["means"]
var1, var2 = pars["vars"]
const = pars["constant"]
if var1 <= 0 or var2 <= 0:
return -np.inf
return (
-0.5
* (
(mean1 - self.x) ** 2 / var1
+ np.log(2 * np.pi * var1)
+ (mean2 - self.x - 3) ** 2 / var2
+ np.log(2 * np.pi * var2)
).sum()
+ const
)

def setUp(self):
# Draw some data from a unit Gaussian
self.x = np.random.randn(100)
self.names = ["mean", "var"]

def test_named_parameters(self):
sampler = EnsembleSampler(
nwalkers=10,
ndim=len(self.names),
log_prob_fn=self.lnpdf,
parameter_names=self.names,
)
assert sampler.params_are_named
assert list(sampler.parameter_names.keys()) == self.names

def test_asserts(self):
# ndim name mismatch
with pytest.raises(AssertionError):
_ = EnsembleSampler(
nwalkers=10,
ndim=len(self.names) - 1,
log_prob_fn=self.lnpdf,
parameter_names=self.names,
)

# duplicate names
with pytest.raises(AssertionError):
_ = EnsembleSampler(
nwalkers=10,
ndim=3,
log_prob_fn=self.lnpdf,
parameter_names=["a", "b", "a"],
)

# vectorize turned on
with pytest.raises(AssertionError):
_ = EnsembleSampler(
nwalkers=10,
ndim=len(self.names),
log_prob_fn=self.lnpdf,
parameter_names=self.names,
vectorize=True,
)

def test_compute_log_prob(self):
# Try different numbers of walkers
for N in [4, 8, 10]:
sampler = EnsembleSampler(
nwalkers=N,
ndim=len(self.names),
log_prob_fn=self.lnpdf,
parameter_names=self.names,
)
coords = np.random.rand(N, len(self.names))
lnps, _ = sampler.compute_log_prob(coords)
assert len(lnps) == N
assert lnps.dtype == np.float64

def test_compute_log_prob_mixture(self):
names = ["mean1", "var1", "mean2", "var2"]
# Try different numbers of walkers
for N in [8, 10, 20]:
sampler = EnsembleSampler(
nwalkers=N,
ndim=len(names),
log_prob_fn=self.lnpdf_mixture,
parameter_names=names,
)
coords = np.random.rand(N, len(names))
lnps, _ = sampler.compute_log_prob(coords)
assert len(lnps) == N
assert lnps.dtype == np.float64

def test_compute_log_prob_mixture_grouped(self):
names = {"means": [0, 1], "vars": [2, 3], "constant": 4}
# Try different numbers of walkers
for N in [8, 10, 20]:
sampler = EnsembleSampler(
nwalkers=N,
ndim=5,
log_prob_fn=self.lnpdf_mixture_grouped,
parameter_names=names,
)
coords = np.random.rand(N, 5)
lnps, _ = sampler.compute_log_prob(coords)
assert len(lnps) == N
assert lnps.dtype == np.float64

def test_run_mcmc(self):
# Sort of an integration test
n_walkers = 4
sampler = EnsembleSampler(
nwalkers=n_walkers,
ndim=len(self.names),
log_prob_fn=self.lnpdf,
parameter_names=self.names,
)
guess = np.random.rand(n_walkers, len(self.names))
n_steps = 50
results = sampler.run_mcmc(guess, n_steps)
assert results.coords.shape == (n_walkers, len(self.names))
with warnings.catch_warnings():
warnings.simplefilter("ignore", category=DeprecationWarning)
chain = sampler.chain
assert chain.shape == (n_walkers, n_steps, len(self.names))