Support multiple integrands and update vegas map

.github/workflows/CI.yml

@@ -0,0 +1,79 @@
+name: CI
+
+on: 
+  push:
+    branches:
+      - master
+  pull_request:
+    branches:
+      - master
+
+permissions:
+  contents: write
+
+jobs:
+  test:
+    name: Python ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        version:
+          - "3.12"
+        os:
+          - ubuntu-latest
+        arch:
+          - x64
+          - x86
+
+    steps:
+      - uses: actions/checkout@v2
+
+      - name: Set up Python ${{ matrix.version }}
+        uses: actions/setup-python@v2
+        with:
+          python-version: ${{ matrix.version }}
+
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install coverage
+          pip install pytest pytest-cov
+          pip install -r requirements.txt
+
+      - name: Run tests
+        run: |
+          export PYTHONPATH=src
+          pytest --cov --cov-report=xml
+
+      - name: Upload coverage to Codecov
+        uses: codecov/codecov-action@v4
+        with:
+          token: ${{ secrets.CODECOV_TOKEN }}
+
+  docs:
+    name: Documentation
+    runs-on: ubuntu-latest
+    needs: test
+
+    steps:
+      - uses: actions/checkout@v2
+
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install sphinx
+          pip install -r requirements.txt
+
+      - name: Build documentation
+        run: |
+          cd docs
+          sphinx-apidoc -o source ../src
+          python ../remove_prefix.py
+          make html
+
+      - name: Deploy documentation to GitHub Pages
+        uses: peaceiris/actions-gh-pages@v3
+        with:
+          github_token: ${{ secrets.GITHUB_TOKEN }}
+          publish_dir: docs/build/html

README.md

@@ -1 +1,3 @@
 # MCintegration
+[![alpha](https://img.shields.io/badge/docs-alpha-blue.svg)](https://numericaleft.github.io/MCintegration.py/)
+[![codecov](https://codecov.io/gh/numericalEFT/MCintegration.py/graph/badge.svg?token=851N2CNOTN)](https://codecov.io/gh/numericalEFT/MCintegration.py)

docs/Makefile

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+# Minimal makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line, and also
+# from the environment for the first two.
+SPHINXOPTS    ?=
+SPHINXBUILD   ?= sphinx-build
+SOURCEDIR     = source
+BUILDDIR      = build
+
+# Put it first so that "make" without argument is like "make help".
+help:
+	@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+
+.PHONY: help Makefile
+
+# Catch-all target: route all unknown targets to Sphinx using the new
+# "make mode" option.  $(O) is meant as a shortcut for $(SPHINXOPTS).
+%: Makefile
+	@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

docs/make.bat

@@ -0,0 +1,35 @@
+@ECHO OFF
+
+pushd %~dp0
+
+REM Command file for Sphinx documentation
+
+if "%SPHINXBUILD%" == "" (
+	set SPHINXBUILD=sphinx-build
+)
+set SOURCEDIR=source
+set BUILDDIR=build
+
+%SPHINXBUILD% >NUL 2>NUL
+if errorlevel 9009 (
+	echo.
+	echo.The 'sphinx-build' command was not found. Make sure you have Sphinx
+	echo.installed, then set the SPHINXBUILD environment variable to point
+	echo.to the full path of the 'sphinx-build' executable. Alternatively you
+	echo.may add the Sphinx directory to PATH.
+	echo.
+	echo.If you don't have Sphinx installed, grab it from
+	echo.https://www.sphinx-doc.org/
+	exit /b 1
+)
+
+if "%1" == "" goto help
+
+%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
+goto end
+
+:help
+%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
+
+:end
+popd

docs/source/conf.py

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+# Configuration file for the Sphinx documentation builder.
+#
+# For the full list of built-in configuration values, see the documentation:
+# https://www.sphinx-doc.org/en/master/usage/configuration.html
+
+# -- Project information -----------------------------------------------------
+# https://www.sphinx-doc.org/en/master/usage/configuration.html#project-information
+import os
+import sys
+
+sys.path.insert(0, os.path.abspath('../../src'))
+
+project = 'MCintegration'
+copyright = '2024, Authors'
+author = 'Authors'
+release = '1.0.0'
+
+# -- General configuration ---------------------------------------------------
+# https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration
+
+extensions = [
+    'sphinx.ext.autodoc',
+    'sphinx.ext.viewcode',
+    'sphinx.ext.napoleon',
+    'sphinx.ext.autosummary'
+]
+
+templates_path = ['_templates']
+exclude_patterns = []
+
+
+
+# -- Options for HTML output -------------------------------------------------
+# https://www.sphinx-doc.org/en/master/usage/configuration.html#options-for-html-output
+
+templates_path = ['_templates']
+
+exclude_trees = ['_build']
+
+exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
+
+source_suffix = '.rst'
+
+source_encoding = 'utf-8'
+
+master_doc = 'index'
+
+napoleon_google_docstring = True
+napoleon_numpy_docstring = True
+napoleon_include_private_with_doc = False
+napoleon_include_special_with_doc = True
+napoleon_use_admonition_for_examples = False
+napoleon_use_admonition_for_notes = False
+napoleon_use_admonition_for_references = False
+napoleon_use_ivar = False
+napoleon_use_param = True
+napoleon_use_rtype = True
+
+html_theme = 'sphinxdoc'
+html_theme = 'nature'
+html_theme = 'pyramid'
+html_static_path = ['_static']

docs/source/index.rst

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+.. MCintegration documentation master file, created by
+   sphinx-quickstart on Tue Oct 15 10:32:44 2024.
+   You can adapt this file completely to your liking, but it should at least
+   contain the root `toctree` directive.
+
+MCintegration documentation
+===============
+
+Add your content using ``reStructuredText`` syntax. See the
+`reStructuredText <https://www.sphinx-doc.org/en/master/usage/restructuredtext/index.html>`_
+documentation for details.
+
+
+.. toctree::
+   :maxdepth: 2
+   :caption: Contents:
+

examples/benchmark_vegas.py

@@ -0,0 +1,93 @@
+import vegas
+import numpy as np
+import gvar
+import torch
+
+dim = 4
+nitn = 10
+ninc = 1000
+
+
+@vegas.lbatchintegrand
+def f_batch(x):
+    dx2 = 0.0
+    for d in range(dim):
+        dx2 += (x[:, d] - 0.5) ** 2
+    return np.exp(-200 * dx2)
+    # ans = np.empty((x.shape[0], 3), float)
+    # dx2 = 0.0
+    # for d in range(dim):
+    #     dx2 += (x[:, d] - 0.5) ** 2
+    # ans[:, 0] = np.exp(-200 * dx2)
+    # ans[:, 1] = x[:, 0] * ans[:, 0]
+    # ans[:, 2] = x[:, 0] ** 2 * ans[:, 0]
+    # return ans
+
+
+def smc(f, map, neval, dim):
+    "integrates f(y) over dim-dimensional unit hypercube"
+    y = np.random.uniform(0, 1, (neval, dim))
+    jac = np.empty(y.shape[0], float)
+    x = np.empty(y.shape, float)
+    map.map(y, x, jac)
+    fy = jac * f(x)
+    return (np.average(fy), np.std(fy) / neval**0.5)
+
+
+def mc(f, neval, dim):
+    "integrates f(y) over dim-dimensional unit hypercube"
+    y = np.random.uniform(0, 1, (neval, dim))
+    fy = f(y)
+    return (np.average(fy), np.std(fy) / neval**0.5)
+
+
+m = vegas.AdaptiveMap(dim * [[0, 1]], ninc=ninc)
+ny = 20000
+# torch.manual_seed(0)
+# y = torch.rand((ny, dim), dtype=torch.float64).numpy()
+y = np.random.uniform(0.0, 1.0, (ny, dim))  # 1000 random y's
+
+x = np.empty(y.shape, float)  # work space
+jac = np.empty(y.shape[0], float)
+f2 = np.empty(y.shape[0], float)
+
+for itn in range(10):  # 5 iterations to adapt
+    m.map(y, x, jac)  # compute x's and jac
+
+    f2 = (jac * f_batch(x)) ** 2
+    m.add_training_data(y, f2)  # adapt
+    # if itn == 0:
+    #     print(np.array(memoryview(m.sum_f)))
+    #     print(np.array(memoryview(m.n_f)))
+    m.adapt(alpha=0.5)
+
+
+# with map
+r = smc(f_batch, m, 50_000, dim)
+print("   SMC + map:", f"{r[0]} +- {r[1]}")
+
+# without map
+r = mc(f_batch, 50_000, dim)
+print("SMC (no map):", f"{r[0]} +- {r[1]}")
+
+
+# vegas with adaptive stratified sampling
+print("VEGAS using adaptive stratified sampling")
+integ = vegas.Integrator(dim * [[0, 1]])
+training = integ(f_batch, nitn=10, neval=20000)  # adapt grid
+
+# final analysis
+result = integ(f_batch, nitn=1, neval=50_000, adapt=False)
+print(result)
+result = integ(f_batch, nitn=5, neval=10_000, adapt=False)
+print(result)
+result = integ(f_batch, nitn=5, neval=10_000)
+print(result)
+# print("I[0] =", result[0], "  I[1] =", result[1], "  I[2] =", result[2])
+# print("Q = %.2f\n" % result.Q)
+# print("<x> =", result[1] / result[0])
+# print(
+#     "sigma_x**2 = <x**2> - <x>**2 =",
+#     result[2] / result[0] - (result[1] / result[0]) ** 2,
+# )
+# print("\ncorrelation matrix:\n", gv.evalcorr(result))

remove_prefix.py

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+import os
+
+docs_source_dir = './source'
+
+target_file = 'src.rst'
+
+target_file_path = os.path.join(docs_source_dir, target_file)
+
+if os.path.exists(target_file_path):
+    with open(target_file_path, 'r') as f:
+        content = f.read()
+    content = content.replace('src.', '')
+    with open(target_file_path, 'w') as f:
+        f.write(content)

requirements.txt

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+torch
+numpy
+normflows
+vegas
+mpmath
+matplotlib
+tqdm
+absl-py