file src/likelihood_container.cpp
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| Name |
|---|
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Detailed Description
Author:
- Christoph Weniger (c.weniger@uva.nl)
- Gregory Martinez (gregory.david.martinez@gmail.com)
- Pat Scott (patscott@physics.mcgill.ca)
- Tomas Gonzalo (tomas.gonzalo@monash.edu)
- Anders Kvellestad (anders.kvellestad@fys.uio.no
- Chris Chang (christopher.chang@uqconnect.edu.au)
Date:
- 2013 May, June, July
- 2013 July
- 2014 Feb
- 2013 Aug
- 2014 May, June, onwards…
- 2019 May
- 2021 Feb
- 2022 Aug
Likelihood container implementations.
Authors (add name and date if you modify):
Source code
// GAMBIT: Global and Modular BSM Inference Tool
// *********************************************
/// \file
///
/// Likelihood container implementations.
///
/// *********************************************
///
/// Authors (add name and date if you modify):
///
/// \author Christoph Weniger
/// (c.weniger@uva.nl)
/// \date 2013 May, June, July
///
/// \author Gregory Martinez
/// (gregory.david.martinez@gmail.com)
/// \date 2013 July
/// \date 2014 Feb
///
/// \author Pat Scott
/// (patscott@physics.mcgill.ca)
/// \date 2013 Aug
/// \date 2014 May, June, onwards...
///
/// \author Tomas Gonzalo
/// (tomas.gonzalo@monash.edu)
/// \date 2019 May
///
/// \author Anders Kvellestad
/// (anders.kvellestad@fys.uio.no
/// \date 2021 Feb
///
/// \author Chris Chang
/// (christopher.chang@uqconnect.edu.au)
/// \date 2022 Aug
///
/// *********************************************
#include "gambit/Core/likelihood_container.hpp"
#include "gambit/Utils/signal_helpers.hpp"
#include "gambit/Utils/signal_handling.hpp"
#include "gambit/Utils/mpiwrapper.hpp"
#include "gambit/Utils/lnlike_modifiers.hpp"
//#define CORE_DEBUG
namespace Gambit
{
// Methods for Likelihood_Container class.
/// Constructor
Likelihood_Container::Likelihood_Container(const std::map<str, primary_model_functor *> &functorMap,
DRes::DependencyResolver &dependencyResolver, IniParser::IniFile &iniFile,
const str &purpose, Printers::BaseBasePrinter& printer)
: dependencyResolver (dependencyResolver),
printer (printer),
functorMap (functorMap),
min_valid_lnlike (iniFile.getValueOrDef<double>(0.9*std::numeric_limits<double>::lowest(), "likelihood", "model_invalid_for_lnlike_below")),
alt_min_valid_lnlike (iniFile.getValueOrDef<double>(0.5*min_valid_lnlike, "likelihood", "model_invalid_for_lnlike_below_alt")),
active_min_valid_lnlike (min_valid_lnlike), // can be switched to the alternate value by the scanner
print_invalid_points (iniFile.getValueOrDef<bool>(true, "likelihood", "print_invalid_points")),
disable_print_for_lnlike_below (iniFile.getValueOrDef<double>(min_valid_lnlike, "likelihood", "disable_print_for_lnlike_below")),
lnlike_modifier_name (iniFile.getValueOrDef<str>("identity", "likelihood", "use_lnlike_modifier")),
intralooptime_label ("Runtime(ms) intraloop"),
interlooptime_label ("Runtime(ms) interloop"),
totallooptime_label ("Runtime(ms) totalloop"),
/* Note, likelihood container should be constructed after dependency
resolution, so that new printer IDs can be safely acquired without
risk of collision with graph vertex IDs */
intraloopID(Printers::get_main_param_id(intralooptime_label)),
interloopID(Printers::get_main_param_id(interlooptime_label)),
totalloopID(Printers::get_main_param_id(totallooptime_label)),
invalidcodeID(Printers::get_main_param_id("Invalidation Code")),
scancodeID(Printers::get_main_param_id("scanID")),
print_scanID(iniFile.getValueOrDef<bool>(true, "print_scanID")),
#ifdef CORE_DEBUG
debug (true)
#else
debug (iniFile.getValueOrDef<bool>(false, "debug") or iniFile.getValueOrDef<bool>(false, "likelihood", "debug"))
#endif
{
// Get the parameter node for the chosen lnlike_modifier (if any)
if (lnlike_modifier_name != "identity")
{
lnlike_modifier_params = Options(iniFile.getValue<YAML::Node>("likelihood", "lnlike_modifiers", lnlike_modifier_name));
}
// Set the list of valid return types of functions that can be used for 'purpose' by this container class.
const std::vector<str> allowed_types_for_purpose = initVector<str>("double", "std::vector<double>", "float", "std::vector<float>");
// Set the ScanID
set_scanID();
// Find subset of vertices that match requested purpose
auto all_vertices = dependencyResolver.getObsLikeOrder();
for (auto it = all_vertices.begin(); it != all_vertices.end(); ++it)
{
if (dependencyResolver.getPurpose(*it) == purpose)
{
return_types[*it] = dependencyResolver.checkTypeMatch(*it, purpose, allowed_types_for_purpose);
target_vertices.push_back(std::move(*it));
}
else
{
aux_vertices.push_back(std::move(*it));
}
}
}
/// Work out what the scanID should be and set it
void Likelihood_Container::set_scanID()
{
scancode = dependencyResolver.scanID;
}
/// Do the prior transformation and populate the parameter map
void Likelihood_Container::setParameters (const std::unordered_map<std::string, double> ¶meterMap)
{
// Set up a stream containing the parameter values, for diagnostic output
std::ostringstream parstream;
// Iterate over the primary_model_parameters functors of all the models being scanned.
for (auto act_it = functorMap.begin(), act_end = functorMap.end(); act_it != act_end; act_it++)
{
parstream << " " << act_it->first << ":" << endl;
// Get the names of the parameters for this model.
auto paramkeys = act_it->second->getcontentsPtr()->getKeys();
// Iterate over the parameters, setting their values in the primary_model_parameters functors from the parameterMap.
for (auto par_it = paramkeys.begin(), par_end = paramkeys.end(); par_it != par_end; par_it++)
{
str key = act_it->first + "::" + *par_it;
auto tmp_it = parameterMap.find(key);
if(tmp_it == parameterMap.end())
{
std::ostringstream err;
err << "Error! Failed to set parameter '"<<key<<"' following prior transformation! The parameter could not be found in the map returned by the prior. This probably means that the prior you are using contains a bug." << std::endl;
err << "The parameters and values that *were* returned by the prior were:" <<std::endl;
if(parameterMap.size()==0){ err << "None! Size of map was zero." << std::endl; }
else {
for (auto par_jt = parameterMap.begin(); par_jt != parameterMap.end(); ++par_jt)
{
err << par_jt->first << "=" << par_jt->second << std::endl;
}
}
core_error().raise(LOCAL_INFO,err.str());
}
parstream << " " << *par_it << ": " << tmp_it->second << endl;
act_it->second->getcontentsPtr()->setValue(*par_it, tmp_it->second);
}
}
// Notify all exceptions of the values of the parameters for this point.
exception::set_parameters("\n\nYAML-ready parameter values at failed point:\n"+parstream.str());
// Print out the MPI rank and values of the parameters for this point if in debug mode.
if (debug)
{
#ifdef WITH_MPI
GMPI::Comm COMM_WORLD;
std::cout << "MPI process rank: "<< COMM_WORLD.Get_rank() << std::endl;
#endif
cout << parstream.str();
logger() << LogTags::core << "\nBeginning computations for parameter point:\n" << parstream.str() << EOM;
}
// Print the parameter point to the logs, even if not in debug mode
//logger() << LogTags::core << "\nBeginning computations for parameter point:\n" << parstream.str() << EOM;
}
/// Evaluate total likelihood function
double Likelihood_Container::main(std::unordered_map<std::string, double> &in)
{
logger() << LogTags::core << LogTags::debug << "Entered Likelihood_Container::main" << EOM;
// Print the scanID
if (print_scanID)
{
printer.print(scancode, "scanID", scancodeID, printer.getRank(), getPtID());
}
double lnlike = 0;
bool point_invalidated = false;
// Check for signals from the scanner to switch to an alternate minimum log likelihood value. TODO: could let scanner plugin set the actual value?
static bool switch_done(false); // Disable this check once the switch occurs
if(not switch_done)
{
if(check_for_switch_to_alternate_min_LogL())
{
active_min_valid_lnlike = alt_min_valid_lnlike; // starts off equal to min_valid_lnlike
logger() << "Switched to using alt_min_valid_lnlike ("<<alt_min_valid_lnlike<<") instead of original value ("<<min_valid_lnlike<<")" << EOM;
switch_done = true;
}
}
// Check for signals to abort run
if(signaldata().check_if_shutdown_begun())
{
tell_scanner_early_shutdown_in_progress(); // e.g. sets 'quit' flag in Diver
logger() << "Informed scanner that early shutdown is in progress and it should secure all its output files if possible." << EOM;
}
// Decide if we need to skip the likelihood calculation due to shutdown procedure
if(signaldata().shutdown_begun() and not scanner_can_quit())
{
// If the scanner does not have a built-in mechanism for halting the scan early, then we will assume
// responsiblity for the process and attempt to shut the scan down from our side.
signaldata().attempt_soft_shutdown();
lnlike = alt_min_valid_lnlike; // Always use this larger value to avoid scanner deadlocks (e.g. MultiNest refuses to progress without a likelihood above its minimum threshold)
point_invalidated = true; // Will prevent this likelihood value from being flagged as 'valid' by the printer
logger() << "Shutdown in progess! The scanner is not flagged as being able to shut itself down, so are managing the shutdown from the likelihood container side. Returning min_valid_lnlike to ScannerBit instead of computing likelihood." << EOM;
}
else // Do the normal likelihood calculation
{
// If the shutdown has been triggered but the quit flag is present, then we let the likelihood evaluation proceed as normal.
bool compute_aux = true;
// Set the values of the parameter point in the PrimaryParameters functor, and log them to cout and/or the logs if desired.
setParameters(in);
// Logger debug output; things labelled 'LogTags::debug' only get logged if the logger::debug or master debug flags are true, not if only 'likelihood::debug' is true.
logger() << LogTags::core << LogTags::debug << "Number of target vertices to calculate: " << target_vertices.size() << endl
<< "Number of auxiliary vertices to calculate: " << aux_vertices.size() << EOM;
// Begin timing of total likelihood evaluation
std::chrono::time_point<std::chrono::system_clock> startL = std::chrono::system_clock::now();
// Compute time since the previous likelihood evaluation ended
std::chrono::duration<double> interloop_time = startL - previous_endL;
// First work through the target functors, i.e. the ones contributing to the likelihood.
for (auto it = target_vertices.begin(), end = target_vertices.end(); it != end; ++it)
{
// Log the likelihood being tried.
str likelihood_tag = "ikelihood contribution from " + dependencyResolver.get_functor(*it)->origin()
+ "::" + dependencyResolver.get_functor(*it)->name();
if (debug) logger() << LogTags::core << "Calculating l" << likelihood_tag << "." << EOM;
try
{
// Set up debug output streams.
std::ostringstream debug_to_cout;
if (debug) debug_to_cout << " L" << likelihood_tag << ": ";
// Calculate the likelihood component.
dependencyResolver.calcObsLike(*it);
// Switch depending on whether the functor returns floats or doubles and a single likelihood or a vector of them.
str rtype = return_types[*it];
if (rtype == "double")
{
double result = dependencyResolver.getObsLike<double>(*it);
if (debug) debug_to_cout << result;
lnlike += result;
}
else if (rtype == "std::vector<double>")
{
std::vector<double> result = dependencyResolver.getObsLike<std::vector<double> >(*it);
for (auto jt = result.begin(); jt != result.end(); ++jt)
{
if (debug) debug_to_cout << *jt << " ";
lnlike += *jt;
}
}
else if (rtype == "float")
{
float result = dependencyResolver.getObsLike<float>(*it);
if (debug) debug_to_cout << result;
lnlike += result;
}
else if (rtype == "std::vector<float>")
{
std::vector<float> result = dependencyResolver.getObsLike<std::vector<float> >(*it);
for (auto jt = result.begin(); jt != result.end(); ++jt)
{
if (debug) debug_to_cout << *jt << " ";
lnlike += *jt;
}
}
else core_error().raise(LOCAL_INFO, "Unexpected target functor type.");
// Print debug info
if (debug) cout << debug_to_cout.str() << endl;
// Don't just roll over if it's a NaN, kill the scan and force the developer to fix it.
if (Utils::isnan(lnlike))
{
core_error().raise(LOCAL_INFO, "L" + likelihood_tag + " is NaN!");
}
// If we've dropped below the likelihood corresponding to effective zero already, skip the rest of the vertices.
if (lnlike <= active_min_valid_lnlike) dependencyResolver.invalidatePointAt(*it, false);
// Log completion of this likelihood.
if (debug) logger() << LogTags::core << "Computed l" << likelihood_tag << "." << EOM;
}
// Catch points that are invalid, either due to low like or pathology. Skip the rest of the vertices if a point is invalid.
catch(invalid_point_exception& e)
{
logger() << LogTags::core << "Point invalidated by " << e.thrower()->origin() << "::" << e.thrower()->name() << ": " << e.message() << "Invalidation code " << e.invalidcode << EOM;
logger().leaving_module();
lnlike = active_min_valid_lnlike;
compute_aux = false;
point_invalidated = true;
int rankinv = printer.getRank();
// If print_invalid_points is false disable the printer
if(!print_invalid_points)
printer.disable();
printer.print(e.invalidcode, "Invalidation Code", invalidcodeID, rankinv, getPtID());
if (debug) cout << "Point invalid. Invalidation code: " << e.invalidcode << endl;
break;
}
}
// If none of the likelihood calculations have invalidated the point, calculate the additional auxiliary observables.
if (compute_aux)
{
if (debug) logger() << LogTags::core << "Completed likelihoods. Calculating additional observables." << EOM;
for (auto it = aux_vertices.begin(), end = aux_vertices.end(); it != end; ++it)
{
// Log the observables being tried.
str aux_tag = "dditional observable from " + dependencyResolver.get_functor(*it)->origin()
+ "::" + dependencyResolver.get_functor(*it)->name();
if (debug) logger() << LogTags::core << "Calculating a" << aux_tag << "." << EOM;
try
{
dependencyResolver.calcObsLike(*it);
if (debug) logger() << LogTags::core << "Computed a" << aux_tag << "." << EOM;
}
catch(Gambit::invalid_point_exception& e)
{
logger() << LogTags::core << "Additional observable invalidated by " << e.thrower()->origin()
<< "::" << e.thrower()->name() << ": " << e.message() << "Invalidation code " << e.invalidcode << EOM;
}
}
}
// If the point is invalid and print_invalid_points = false disable the printer, otherwise print vertices
if(point_invalidated and !print_invalid_points)
printer.disable();
// If the likelihood is below the limit given in disable_print_for_lnlike_below, disable the printer
else if(lnlike <= disable_print_for_lnlike_below)
printer.disable();
else
{
for (auto it = target_vertices.begin(), end = target_vertices.end(); it != end; ++it)
dependencyResolver.printObsLike(*it,getPtID());
for (auto it = aux_vertices.begin(), end = aux_vertices.end(); it != end; ++it)
dependencyResolver.printObsLike(*it,getPtID());
}
// End timing of total likelihood evaluation
std::chrono::time_point<std::chrono::system_clock> endL = std::chrono::system_clock::now();
// Compute time since the previous likelihood evaluation ended
// I.e. computing time of this likelihood, plus overhead from previous inter-loop time.
std::chrono::duration<double> true_total_loop_time = endL - previous_endL;
// Update stored timing information for use in next loop
previous_startL = startL;
previous_endL = endL;
std::chrono::duration<double> runtimeL = endL - startL;
typedef std::chrono::milliseconds ms;
// Print timing data
if(dependencyResolver.printTiming())
{
int rank = printer.getRank();
// Convert time counts to doubles (had weird problem with long long ints on some systems)
double d_runtime = std::chrono::duration_cast<ms>(runtimeL).count();
double d_interloop = std::chrono::duration_cast<ms>(interloop_time).count();
double d_total = std::chrono::duration_cast<ms>(true_total_loop_time).count();
printer.print(d_runtime, intralooptime_label, intraloopID, rank, getPtID());
printer.print(d_interloop, interlooptime_label, interloopID, rank, getPtID());
printer.print(d_total, totallooptime_label, totalloopID, rank, getPtID());
}
}
if (debug) cout << "Total log-likelihood: " << lnlike << endl << endl;
logger() << "Total lnL: " << lnlike << EOM;
dependencyResolver.resetAll();
// Disable the printer so that it doesn't try to output the min_valid_lnlike as a valid likelihood value. ScannerBit will re-enable it when needed again.
// Disable only for the next print call
if(point_invalidated) printer.disable(1);
logger() << LogTags::core << LogTags::debug << "Returning control to ScannerBit" << EOM;
return lnlike;
}
/// Use this to modify the total likelihood function before passing it to the scanner
double Likelihood_Container::purposeModifier(double lnlike)
{
return Utils::run_lnlike_modifier(lnlike, lnlike_modifier_name, lnlike_modifier_params);
}
}
Updated on 2024-07-18 at 13:53:34 +0000