Classy Probabilistic Programming
Project description
PyAutoFit: Classy Probabilistic Programming
.. |binder| image:: https://mybinder.org/badge_logo.svg :target: https://mybinder.org/v2/gh/Jammy2211/autofit_workspace/HEAD
.. |JOSS| image:: https://joss.theoj.org/papers/10.21105/joss.02550/status.svg :target: https://doi.org/10.21105/joss.02550
|binder| |JOSS|
Installation Guide <https://pyautofit.readthedocs.io/en/latest/installation/overview.html>
_ |
readthedocs <https://pyautofit.readthedocs.io/en/latest/index.html>
_ |
Introduction on Binder <https://mybinder.org/v2/gh/Jammy2211/autofit_workspace/26262bc184d0c77795db70636a004c9dce9c52b0?filepath=introduction.ipynb>
_ |
HowToFit <https://pyautofit.readthedocs.io/en/latest/howtofit/howtofit.html>
_
PyAutoFit is a Python-based probabilistic programming language which:
-
Makes it simple to compose and fit models using a range of Bayesian inference libraries, such as
emcee <https://github.com/dfm/emcee>
_ anddynesty <https://github.com/joshspeagle/dynesty>
_. -
Handles the 'heavy lifting' that comes with model-fitting, including model composition & customization, outputting results, model-specific visualization and posterior analysis.
-
Is built for big-data analysis, whereby results are output as a database which can be loaded after model-fitting is complete.
PyAutoFit supports advanced statistical methods such as massively parallel non-linear search grid-searches <https://pyautofit.readthedocs.io/en/latest/features/search_grid_search.html>
, chaining together model-fits <https://pyautofit.readthedocs.io/en/latest/features/search_chaining.html>
and sensitivity mapping <https://pyautofit.readthedocs.io/en/latest/features/sensitivity_mapping.html>
_.
Getting Started
You can try PyAutoFit now by following the introduction Jupyter Notebook on Binder <https://mybinder.org/v2/gh/Jammy2211/autofit_workspace/26262bc184d0c77795db70636a004c9dce9c52b0?filepath=introduction.ipynb>
_.
On readthedocs <https://pyautofit.readthedocs.io/>
_ you'll find the installation guide, a complete overview
of PyAutoFit's features, examples scripts, and
the HowToFit Jupyter notebook tutorials <https://pyautofit.readthedocs.io/en/latest/howtofit/howtofit.html>
_ which
introduces new users to PyAutoFit.
Why PyAutoFit?
PyAutoFit began
as an Astronomy project for fitting large imaging datasets of galaxies after the developers found that existing PPLs
(e.g., PyMC3 <https://github.com/pymc-devs/pymc3>
, Pyro <https://github.com/pyro-ppl/pyro>
, STAN <https://github.com/stan-dev/stan>
_)
were not suited to the type of model fitting problems Astronomers faced. This includes:
-
Efficiently analysing large and homogenous datasets with an identical model fitting procedure, with tools for processing the large libraries of results output.
-
Problems where likelihood evaluations are expensive, leading to run times of days per fit and necessitating support for massively parallel computing.
-
Fitting many different models to the same dataset with tools that streamline model comparison.
If these challenges sound familiar, then PyAutoFit may be the right software for your model-fitting needs!
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.
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
Built Distribution
File details
Details for the file autofit-0.73.1.tar.gz
.
File metadata
- Download URL: autofit-0.73.1.tar.gz
- Upload date:
- Size: 2.6 MB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.1.1 pkginfo/1.4.2 requests/2.22.0 setuptools/45.2.0 requests-toolbelt/0.8.0 tqdm/4.30.0 CPython/3.8.5
File hashes
Algorithm | Hash digest | |
---|---|---|
SHA256 | b1d34f9d0d0c2a8a6fd4a9b46b73d71e05c072f03214e1f042c84e077f029d3d |
|
MD5 | 4270ada377da7af50c3e1fde2a817c77 |
|
BLAKE2b-256 | 5433d732b213c9eb7a937d0df4d2dba8f35d43486866d9bcb3d8beba626c8387 |
File details
Details for the file autofit-0.73.1-py3-none-any.whl
.
File metadata
- Download URL: autofit-0.73.1-py3-none-any.whl
- Upload date:
- Size: 1.9 MB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.1.1 pkginfo/1.4.2 requests/2.22.0 setuptools/45.2.0 requests-toolbelt/0.8.0 tqdm/4.30.0 CPython/3.8.5
File hashes
Algorithm | Hash digest | |
---|---|---|
SHA256 | 6f82cf34608f7092d408cf23384e4793a6b75b5fed7b58ffee8dbcdb27a4ea6f |
|
MD5 | 63b07dbb037bc3e6e78575c7c3afc3d4 |
|
BLAKE2b-256 | 1e7e46f30d6472844c9e0598f4dfe80477d3c81f292da03f5e6340b7a50b7035 |