Skip to main content

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, such as emcee <https://github.com/dfm/emcee>_ and dynesty <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 the data (black) and the model (red) we'll fit:

.. 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 NonLinearSearch 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 log_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 our model to the data using a NonLinearSearch:

.. code-block:: python

model = af.PriorModel(Gaussian)

analysis = Analysis(data=data, noise_map=noise_map)

emcee = af.Emcee(nwalkers=50, nsteps=2000)

result = emcee.fit(model=model, analysis=analysis)

The result 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, detailed API documentation and the HowToFit lecture series <https://pyautofit.readthedocs.io/en/latest/howtofit/howtofit.html> on how to integrate PyAutoFit into your modeling software.

Support

Support for installation issues and integrating your modeling software with PyAutoFit is available by raising an issue on the autofit_workspace GitHub page <https://github.com/Jammy2211/autofit_workspace/issues>. or joining the PyAutoFit Slack channel <https://pyautofit.slack.com/>, where we also provide the latest updates on PyAutoFit.

Slack is invitation-only, so if you'd like to join send an email <https://github.com/Jammy2211>_ requesting an invite.

Project details


Release history Release notifications | RSS feed

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

autofit-0.69.1.tar.gz (202.6 kB view details)

Uploaded Source

Built Distribution

autofit-0.69.1-py3-none-any.whl (303.6 kB view details)

Uploaded Python 3

File details

Details for the file autofit-0.69.1.tar.gz.

File metadata

  • Download URL: autofit-0.69.1.tar.gz
  • Upload date:
  • Size: 202.6 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/1.12.1 pkginfo/1.4.2 requests/2.19.1 setuptools/39.0.1 requests-toolbelt/0.8.0 tqdm/4.26.0 CPython/3.6.9

File hashes

Hashes for autofit-0.69.1.tar.gz
Algorithm Hash digest
SHA256 6e80048591affa05bf653d3677ced9f18cbb663aee8b5e901a6847e1196e3460
MD5 98d70e2576f95aae39ba96408c8d5921
BLAKE2b-256 30a0d6864b524b06444d27856074cc9be465e8f5e87a4d6361efe92f86767985

See more details on using hashes here.

File details

Details for the file autofit-0.69.1-py3-none-any.whl.

File metadata

  • Download URL: autofit-0.69.1-py3-none-any.whl
  • Upload date:
  • Size: 303.6 kB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/1.12.1 pkginfo/1.4.2 requests/2.19.1 setuptools/39.0.1 requests-toolbelt/0.8.0 tqdm/4.26.0 CPython/3.6.9

File hashes

Hashes for autofit-0.69.1-py3-none-any.whl
Algorithm Hash digest
SHA256 969f69fd2721bc0a54d9329dde750224d739814e3f53acf2e76edeb066b4ac1b
MD5 99d7b094cf574a759d8fb1a37573e9a9
BLAKE2b-256 f11d7eb9d8ce75acdc71d01e2f70de15dfeb4afb096c255bbd13b522051b4c61

See more details on using hashes here.

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page