file multinest_3.10/multinest_3.10/multinest.cpp
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Namespaces
| Name |
|---|
| Gambit TODO: see if we can use this one: |
| Gambit::MultiNest |
Types
| Name | |
|---|---|
| typedef Gambit::Scanner::like_ptr | scanPtr Typedef for the ScannerBit pointer to the external loglikelihood function. |
Functions
| Name | |
|---|---|
| scanner_plugin(multinest , version(3, 10) ) |
Detailed Description
ScannerBit interface to Multinest 3.10
Authors (add name and date if you modify):
Types Documentation
typedef scanPtr
typedef Gambit::Scanner::like_ptr scanPtr;
Typedef for the ScannerBit pointer to the external loglikelihood function.
Functions Documentation
function scanner_plugin
scanner_plugin(
multinest ,
version(3, 10)
)
=================================================
Interface to ScannerBit
The constructor to run when the MultiNest plugin is loaded.
The main routine to run for the MultiNest scanner.
TODO: Replace with some wrapper? Maybe not, this is already pretty straightforward, though perhaps a little counterintuitive that the printer is the place to get this information.
Source code
// GAMBIT: Global and Modular BSM Inference Tool
// *********************************************
/// \file
///
/// ScannerBit interface to Multinest 3.10
///
/// *********************************************
///
/// Authors (add name and date if you modify):
//
/// \author Ben Farmer
/// (ben.farmer@gmail.com)
/// \date October 2013 - Aug 2016
///
/// *********************************************
#include <vector>
#include <string>
#include <cmath>
#include <iostream>
#include <fstream>
#include <map>
#include <sstream>
#include <iomanip> // For debugging only
#include "gambit/ScannerBit/scanner_plugin.hpp"
#include "gambit/ScannerBit/scanners/multinest/multinest.hpp"
#include "gambit/Utils/yaml_options.hpp"
#include "gambit/Utils/util_functions.hpp"
namespace Gambit
{
namespace MultiNest
{
/// Global pointer to loglikelihood wrapper object, for use in the MultiNest callback functions
LogLikeWrapper *global_loglike_object;
}
}
/// Typedef for the ScannerBit pointer to the external loglikelihood function
typedef Gambit::Scanner::like_ptr scanPtr;
/// =================================================
/// Interface to ScannerBit
/// =================================================
scanner_plugin(multinest, version(3, 10))
{
// An error is thrown if any of the following entries are not present in the inifile (none absolutely required for MultiNest).
reqd_inifile_entries();
// Tell cmake system to search known paths for these libraries; any not found must be specified in config/scanner_locations.yaml.
reqd_libraries("nest3");
// Pointer to the (log)likelihood function
scanPtr LogLike;
/// The constructor to run when the MultiNest plugin is loaded.
plugin_constructor
{
// Retrieve the external likelihood calculator
LogLike = get_purpose(get_inifile_value<std::string>("like"));
if (LogLike->getRank() == 0) std::cout << "Loading MultiNest nested sampling plugin for ScannerBit." << std::endl;
}
/// The main routine to run for the MultiNest scanner.
int plugin_main (void)
{
/// ************
/// TODO: Replace with some wrapper? Maybe not, this is already pretty straightforward,
/// though perhaps a little counterintuitive that the printer is the place to get this
/// information.
bool resume_mode = get_printer().resume_mode();
/// ************
// Retrieve the dimensionality of the scan.
int ma = get_dimension();
// Retrieve the global option specifying the minimum interesting likelihood
double gl0 = get_inifile_value<double>("likelihood: model_invalid_for_lnlike_below");
// Retrieve the global option specifying the likelihood offset to use
double offset = get_inifile_value<double>("likelihood: lnlike_offset", 0.);
// Make sure the likleihood functor knows to apply the offset internally in ScannerBit
LogLike->setPurposeOffset(offset);
// Offset the minimum interesting likelihood by the offset
gl0 = gl0 + offset;
// MultiNest algorithm options.
int IS (get_inifile_value<bool>("IS", true) ); // do Nested Importance Sampling?
int mmodal (get_inifile_value<bool>("mmodal", true) ); // do mode separation?
int ceff (get_inifile_value<bool>("ceff", false) ); // run in constant efficiency mode?
int nlive (get_inifile_value<int>("nlive", 1000) ); // number of live points
double efr (get_inifile_value<double>("efr", 0.8) ); // set the required efficiency
double tol (get_inifile_value<double>("tol", 0.5) ); // tol, defines the stopping criteria
int ndims = ma; // dimensionality (no. of free parameters)
int nPar = ma+2; // Total no. of parameters including free & derived; +2 == {point ID code, MPI rank}
int nClsPar (get_inifile_value<int>("nClsPar",std::min(ma,4))); // No. of parameters to do mode separation on; don't use more than 4
int updInt (get_inifile_value<int>("updInt", 1000) ); // after how many iterations feedback is required & the output files should be updated (*10 for dumper)
double Ztol (get_inifile_value<double>("Ztol", -1E90) ); // all the modes with logZ < Ztol are ignored
int maxModes (get_inifile_value<int>("maxModes", 100) ); // expected max no. of modes (used only for memory allocation)
int seed (get_inifile_value<int>("seed", -1) ); // random no. generator seed, if < 0 then take the seed from system clock
int fb (get_inifile_value<bool>("fb", true) ); // need feedback on standard output?
int resume ( resume_mode ); // resume from a previous job?
int outfile (get_inifile_value<bool>("outfile", true) ); // write output files?
double ln0 (get_inifile_value<double>("logZero",0.9999*gl0)); // points with loglike < logZero will be ignored by MultiNest
int maxiter (get_inifile_value<int>("maxiter", 0) ); // Max no. of iterations, a non-positive value means infinity.
int initMPI(0); // Initialise MPI in ScannerBit, not in MultiNest
void *context = 0; // any additional information user wants to pass (not required by MN)
// Which parameters to have periodic boundary conditions?
std::vector<int> pWrap(ndims, 0);
// TODO: check what happens if resume mode is active but multinest native output is not written. I guess it will resume writing to the printer output, but actually start a new scan?
// Root for output files
std::string root_str;
std::string defpath = Gambit::Utils::ensure_path_exists(
get_inifile_value<std::string>("default_output_path")+"MultiNest/native-"
); // from gambit global default
root_str = get_inifile_value<std::string>("root", defpath);
char root[1000]; // I think MultiNest will truncate this to 100. But lets use a larger array just in case.
Gambit::Utils::strcpy2f(root, 1000, root_str);// (copy std::string into char array for transport to Fortran)
if(resume==1 and outfile==0)
{
// It is stupid to be in resume mode while not writing output files.
// Means subsequent resumes will be impossible. Throw an error.
scan_error().raise(LOCAL_INFO,"Error from MultiNest ScannerBit plugin! Resume mode is activated, however "
"MultiNest native output files are set to not be written. These are needed "
"for resuming; please change this setting in your yaml file (set option \"outfile: 1\")");
}
// Setup auxilliary streams. These are only needed by the master process,
// so let's create them only for that process
int myrank = get_printer().get_stream()->getRank(); // MPI rank of this process
if(myrank==0)
{
// Get inifile options for each print stream
Gambit::Options txt_options = get_inifile_node("aux_printer_txt_options");
//Gambit::Options stats_options = get_inifile_node("aux_printer_stats_options"); //FIXME
Gambit::Options live_options = get_inifile_node("aux_printer_live_options");
// Options to desynchronise print streams from the main Gambit iterations. This allows for random access writing, or writing of global scan data.
//stats_options.setValue("synchronised",false); //FIXME
txt_options.setValue("synchronised",false);
live_options.setValue("synchronised",false);
// Initialise auxiliary print streams
get_printer().new_stream("txt",txt_options);
//get_printer().new_stream("stats",stats_options); //FIXME
get_printer().new_stream("live",live_options);
}
// Ensure that MPI processes have the same IDs for auxiliary print streams;
Gambit::Scanner::assign_aux_numbers("Posterior","LastLive");
// Create the object that interfaces to the MultiNest LogLike callback function
Gambit::MultiNest::LogLikeWrapper loglwrapper(LogLike, get_printer());
Gambit::MultiNest::global_loglike_object = &loglwrapper;
//Run MultiNest, passing callback functions for the loglike and dumper.
if(myrank == 0) std::cout << "Starting MultiNest run..." << std::endl;
run(IS, mmodal, ceff, nlive, tol, efr, ndims, nPar, nClsPar, maxModes, updInt, Ztol,
root, seed, &pWrap[0], fb, resume, outfile, initMPI, ln0, maxiter,
Gambit::MultiNest::callback_loglike, Gambit::MultiNest::callback_dumper, context);
if(myrank == 0) std::cout << "Multinest run finished!" << std::endl;
return 0;
}
}
/// =================================================
/// Function definitions
/// =================================================
namespace Gambit {
namespace MultiNest {
///@{ Plain-vanilla functions to pass to Multinest for the callback
// Note: we are using the c interface from cwrapper.f90, so the function
// signature is a little different than in the multinest examples.
double callback_loglike(double *Cube, int ndim, int npars, void*)
{
// Call global interface to ScannerBit loglikelihood function
// Could also pass this object in via context pointer, but that
// involves some casting and could risk a segfault.
return global_loglike_object->LogLike(Cube, ndim, npars);
}
void callback_dumper(int nSamples, int nlive, int nPar, double *physLive,
double *posterior, double *paramConstr,
double maxLogLike, double logZ, double logZerr,
void*)
{
global_loglike_object->
dumper(nSamples, nlive, nPar, physLive, posterior, paramConstr,
maxLogLike, logZ, logZerr);
}
///@}
/// LogLikeWrapper Constructor
LogLikeWrapper::LogLikeWrapper(scanPtr loglike, printer_interface& printer)
: boundLogLike(loglike), boundPrinter(printer), dumper_runonce(false)
{ }
/// Main interface function from MultiNest to ScannerBit-supplied loglikelihood function
/// This is the function that will be passed to Multinest as the
/// loglike callback routine
///
/// Input arguments
/// ndim = dimensionality (total number of free parameters) of the problem
/// npars = total number of free plus derived parameters
/// context = void pointer, any additional information
///
/// Input/Output arguments
/// Cube[npars] = on entry has the ndim parameters in unit-hypercube
/// on exit, the physical parameters plus copy any derived parameters
/// you want to store with the free parameters
///
/// Output arguments
/// lnew = loglikelihood
///
double LogLikeWrapper::LogLike(double *Cube, int ndim, int)
{
//convert C style array to C++ vector class
std::vector<double> unitpars(Cube, Cube + ndim);
double lnew = boundLogLike(unitpars);
// Extract the primary printer from the printer manager
//printer* primary_stream( boundPrinter.get_stream() );
// Get, set and ouptut the process rank and this point's ID
int myrank = boundLogLike->getRank(); // MPI rank of this process
int pointID = boundLogLike->getPtID(); // point ID number
Cube[ndim+0] = myrank;
Cube[ndim+1] = pointID;
// Done! (lnew will be used by MultiNest to guide the search)
return lnew;
}
/// Main interface to MultiNest dumper routine
/// The dumper routine will be called every updInt*10 iterations
/// MultiNest does not need to the user to do anything. User can use the arguments in whichever way he/she wants
///
/// Arguments:
///
/// nSamples = total number of samples in posterior distribution
/// nlive = total number of live points
/// nPar = total number of parameters (free + derived)
/// physLive[1][nlive * (nPar + 1)] = 2D array containing the last set of live points
/// (physical parameters plus derived parameters) along
/// with their loglikelihood values
/// TODO: Multinest uses the likelihood of the lowest live point as the "threshold" for iterating, i.e. it throws out the live point if it finds a better one. So we can use this number to update the GAMBIT 'cutoff' threshold when evaluating the likelihood function.
/// posterior[1][nSamples * (nPar + 2)] = posterior distribution containing nSamples points.
/// Each sample has nPar parameters (physical + derived)
/// along with the their loglike value & posterior probability
/// paramConstr[0][0] to paramConstr[0][nPar - 1] = mean values of the parameters
/// paramConstr[0][nPar] to paramConstr[0][2*nPar - 1] = standard deviation of the parameters
/// paramConstr[0][nPar*2] to paramConstr[0][3*nPar - 1] = best-fit (maxlike) parameters
/// paramConstr[0][nPar*4] to paramConstr[0][4*nPar - 1] = MAP (maximum-a-posteriori) parameters
/// paramConstr[1][4*nPar] = ????
/// maxLogLike = maximum loglikelihood value
/// logZ = log evidence value
/// logZerr = error on log evidence value
/// context = void pointer, any additional information
void LogLikeWrapper::dumper(int nSamples, int nlive, int nPar, double *physLive, double *posterior, double* /*paramConstr*/,
double /*maxLogLike*/, double /*logZ*/, double /*logZerr*/)
{
int thisrank = boundPrinter.get_stream()->getRank(); // MPI rank of this process
if(thisrank!=0)
{
scan_err <<"Error! ScannerBit MultiNest plugin attempted to run 'dumper' function on a worker process "
<<"(thisrank=="<<thisrank<<")! MultiNest should only try to run this function on the master "
<<"process. Most likely this means that your multinest installation is not running in MPI mode "
<<"correctly, and is actually running independent scans on each process. Alternatively, the "
<<"version of MultiNest you are using may be too far ahead of what this plugin can handle, "
<<"if e.g. the described behaviour has changed since this plugin was written."
<< scan_end;
}
// Send signal to other processes to switch to higher min_logL value.
// MultiNest was sometimes getting stuck looking for live point candidates;
// increasing this above the MultiNext zero_LogL value should avoid that
// issue.
// We do this here because initial live point generation should be finished
// once the dumper runs, and we want the original min_logL value while generating
// live points.
if (!dumper_runonce)
{
dumper_runonce = true;
boundLogLike->switch_to_alternate_min_LogL();
std::cerr << "Multinest dumper first ran on process "<<boundLogLike->getRank()<<" at iteration "<<boundLogLike->getPtID()<<std::endl;
}
// Get printers for each auxiliary stream
//printer* stats_stream( boundPrinter.get_stream("stats") ); //FIXME see below
printer* txt_stream( boundPrinter.get_stream("txt") );
printer* live_stream( boundPrinter.get_stream("live") );
// Reset the print streams. WARNING! This potentially deletes the old data (here we overwrite it on purpose)
//stats_stream->reset(); // FIXME
txt_stream->reset();
live_stream->reset();
// Ensure the "quantity" IDcode is UNIQUE across all printers! This way fancy printers
// have the option of ignoring duplicate writes and doing things like combine all the
// auxiliary streams into a single database. But must be able to assume IDcodes are
// unique for a given quanity to do this.
// Negative numbers not used by functors, so those are 'safe' to use here
// FIXME this is buggy atm
// Stats file
// For now, MPIrank set to 0 and pointID set to -1, as not needed. Might change how this works later.
// Quantity Label IDcode MPIrank pointID
//stats_stream->print(maxLogLike, "maxLogLike", -1, 0, -1);
//stats_stream->print(logZ, "logZ", -2, 0, -1);
//stats_stream->print(logZerr, "logZerr", -3, 0, -1);
// txt file stuff
// Send info for each point to printer one command at a time
int pointID; // ID number for each point
int myrank; // MPI rank which wrote each point
// The discarded live points (and rejected candidate live points if IS = 1)
for( int i = 0; i < nSamples; i++ )
{
myrank = posterior[(nPar-2)*nSamples + i]; //MPI rank stored in second last entry of cube
pointID = posterior[(nPar-1)*nSamples + i]; //pointID stored in last entry of cube
txt_stream->print( posterior[(nPar+1)*nSamples + i], "Posterior", myrank, pointID);
// Put rest of parameters into a vector for printing all together // TODO: not needed, delete?
// std::vector<double> parameters;
// for( int j = 0; j < nPar-2; j++ )
// {
// parameters.push_back( posterior[j*nSamples + i] );
// }
}
// The last set of live points
for( int i = 0; i < nlive; i++ )
{
myrank = physLive[(nPar-2)*nlive + i]; //MPI rank number stored in second last entry of cube
pointID = physLive[(nPar-1)*nlive + i]; //pointID stored in last entry of cube
live_stream->print( true, "LastLive", myrank, pointID); // Flag which points were the last live set
// // Put rest of parameters into a vector for printing all together // TODO: not needed, delete?
// std::vector<double> parameters;
// for( int j = 0; j < nPar-2; j++ )
// {
// parameters.push_back( physLive[j*nlive + i] );
// }
// //live_stream->print(parameters, "Parameters", myrank, pointID);
}
}
}
}
Updated on 2024-07-18 at 13:53:33 +0000