Classy Probabilistic Programming
Project description
PyAutoFit
PyAutoFit is a Python-based probabilistic programming language which:
- Makes it straight forward to compose and fit models using a range of Bayesian inference libraries, suchas
emcee <https://github.com/dfm/emcee>
_ anddynesty <https://github.com/joshspeagle/dynesty>
_. - Handles the 'heavy lifting' of model fitting, including model composition and customization, outputting results in a structured path format and model-specific visualization.
- Includes bespoke tools for big-data analysis, including massively parallel model fitting and database output structures so that large suites of results can be loaded into Jupyter notebooks post-analysis.
Advanced statistical methods in PyAutoFit include:
- Graphical Models: Combine fits to many different datasets and determine the global parameters of a model, using an
Expectation Propagation Bayesian framework <https://arxiv.org/abs/1412.4869v1>
_. - Non-Linear Search Grid-Search: Simplify the fitting of highly complex parameters spaces by using a grid of non-linear searches, which can be performed simultaneously in an embarrassingly parallel fashion.
- Transdimensional Pipelines: Chain together multiple fits of different models to streamline model comparison and automate complex model-fitting tasks.
Installation
PyAutoFit requires Python 3.6+ and you can install it via pip or conda (see
this link <https://pyautofit.readthedocs.io/en/latest/general/installation.html#installation-with-conda>
_
for conda instructions).
.. code-block:: bash
pip install autofit
Next, clone the autofit_workspace <https://github.com/Jammy2211/autofit_workspace>
_, which includes PyAutoFit
configuration files, example scripts and more!
.. code-block:: bash
cd /path/on/your/computer/you/want/to/put/the/autofit_workspace git clone https://github.com/Jammy2211/autofit_workspace --depth 1 cd autofit_workspace
Finally, run welcome.py in the autofit_workspace
to get started!
.. code-block:: bash
python3 welcome.py
If your installation had an error, please check the
troubleshooting section <https://pyautofit.readthedocs.io/en/latest/general/installation.html#trouble-shooting>
_ on
our readthedocs.
If you would prefer to Fork / Clone the PyAutoFit GitHub repo, please read the
cloning section <https://pyautofit.readthedocs.io/en/latest/general/installation.html#forking-cloning>
_ on our
readthedocs first.
API Overview
To illustrate the PyAutoFit API, we'll use an illustrative toy model of fitting a one-dimensional Gaussian to
noisy 1D data. Here's an example of the data
(blue) and the model we'll fit (orange):
.. image:: https://raw.githubusercontent.com/rhayes777/PyAutoFit/master/toy_model_fit.png :width: 400 :alt: Alternative text
We define our model, a 1D Gaussian by writing a Python class using the format below:
.. code-block:: python
class Gaussian:
def __init__(
self,
centre=0.0, # <- PyAutoFit recognises these
intensity=0.1, # <- constructor arguments are
sigma=0.01, # <- the Gaussian's parameters.
):
self.centre = centre
self.intensity = intensity
self.sigma = sigma
"""
An instance of the Gaussian class will be available during model fitting.
This method will be used to fit the model to ``data`` and compute a likelihood.
"""
def profile_from_xvalues(self, xvalues):
transformed_xvalues = xvalues - self.centre
return (self.intensity / (self.sigma * (2.0 * np.pi) ** 0.5)) * \
np.exp(-0.5 * transformed_xvalues / self.sigma)
PyAutoFit recognises that this Gaussian may be treated as a model component whose parameters can be fitted for via
a non-linear search like emcee <https://github.com/dfm/emcee>
_.
To fit this Gaussian to the data
we create an Analysis object, which gives PyAutoFit the data
and a likelihood
function describing how to fit the data
with the model:
.. code-block:: python
class Analysis(af.Analysis):
def __init__(self, data, noise_map):
self.data = data
self.noise_map = noise_map
def log_likelihood_function(self, instance):
"""
The 'instance' that comes into this method is an instance of the Gaussian class
above, with the parameters set to values chosen by the non-linear search.
"""
print("Gaussian Instance:")
print("Centre = ", instance.centre)
print("Intensity = ", instance.intensity)
print("Sigma = ", instance.sigma)
"""
We fit the ``data`` with the Gaussian instance, using its
"profile_from_xvalues" function to create the model data.
"""
xvalues = np.arange(self.data.shape[0])
model_data = instance.profile_from_xvalues(xvalues=xvalues)
residual_map = self.data - model_data
chi_squared_map = (residual_map / self.noise_map) ** 2.0
log_likelihood = -0.5 * sum(chi_squared_map)
return log_likelihood
We can now fit data
to the model using a non-linear search of our choice.
.. code-block:: python
model = af.PriorModel(Gaussian)
analysis = a.Analysis(data=data, noise_map=noise_map)
emcee = af.Emcee(nwalkers=50, nsteps=2000)
result = emcee.fit(model=model, analysis=analysis)
The result object contains information on the model-fit, for example the parameter samples, maximum log likelihood model and marginalized probability density functions.
Getting Started
To get started checkout our readthedocs <https://pyautofit.readthedocs.io/>
_,
where you'll find our installation guide, a complete overview of PyAutoFit's features, examples scripts and
tutorials and detailed API documentation.
Slack
We're building a PyAutoFit community on Slack, so you should contact us on our
Slack channel <https://pyautofit.slack.com/>
_ before getting started. Here, I give the latest updates on the
software & can discuss how best to use PyAutoFit for your science case.
Unfortunately, Slack is invitation-only, so first send me an email <https://github.com/Jammy2211>
_ requesting an invite.
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