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Data fitting with bayesian uncertainty analysis

Project description

Bumps provides data fitting and Bayesian uncertainty modeling for inverse problems. It has a variety of optimization algorithms available for locating the most like value for function parameters given data, and for exploring the uncertainty around the minimum.

Installation is with the usual python installation command:

pip install bumps

Once the system is installed, you can verify that it is working with:

bumps doc/examples/peaks/model.py --chisq

Documentation is available at readthedocs

If a compiler is available, then significant speedup is possible for DREAM using:

(cd bumps/dream && cc compiled.c -I ../../Random123/include/ -O2 -fopenmp -shared -lm -o _compiled.so -fPIC)

For now this requires an install from source rather than pip.

TravisStatus DOI

Release notes

v0.8.0 2020-12-16

  • add stopping conditions to DREAM, using –alpha=p-value to reject convergence
  • require –overwrite or –resume when reusing a store directory
  • enable outlier trimming in DREAM with –outliers=iqr
  • add fitted slope and loglikelihood distribution to the loglikelihood plot
  • display seed value used for fit so it can be rerun with –seed
  • save MCMC files using gzip
  • remove R stat from saved state
  • restore –pars option, which was broken in 0.7.17
  • terminate the MPI session when the fit is complete instead of waiting for the allocation to expire
  • allow a series of fits in the same MPI session
  • support newest matplotlib

v0.7.18 2020-11-16

  • restore python 2.7 support

v0.7.17 2020-11-06

  • restore DREAM fitter efficiency (it should now require fewer burn-in steps)
  • errplot.reload_errors allows full path to model file
  • clip values within bounds at start of fit so constraints aren’t infinite
  • allow –entropy=gmm|mvn|wnn|llf to specify entropy estimation algorithm
  • allow duplicate parameter names in model on reload
  • expand tilde in path names
  • GUI: restore parallel processing
  • GUI: suppress uncertainty updates during fit to avoid memory leak
  • disable broken fitters: particle swarm, random lines, snobfit
  • minor doc changes

v0.7.16 2020-06-11

  • improved handling of parameters for to_dict() json pickling

v0.7.15 2020-06-09

  • parallel fitting suppressed in GUI for now—need to reuse thread pool
  • support limits=(min, max) for pm and pmp parameter ranges
  • cleaner handling of single/multiple fit specification
  • fix –entropy command line option
  • better support for pathlib with virtual file system

v0.7.14 2020-01-03

  • support for –checkpoint=n, which updates the .mc files every n hours
  • fix bug for stuck fits on –resume: probabilities contain NaN
  • better error message for missing store directory
  • Python 3.8 support (time.clock no longer exists)

v0.7.13 2019-10-15

  • fix pickle problem for parameterized functions
  • support multi-valued functions in Curve, shown with a coupled ODE example
  • update support for newer numpy and matplotlib

v0.7.12 2019-07-30

  • –parallel defaults to using one process per CPU.
  • –pop=-k sets population size to k rather than k times num parameters
  • –resume=- resumes from –store=/path/to/store
  • use expanded canvas for parameter histograms to make plots more readable
  • use regular spaced tics for parameter histograms rather than 1- and 2-sigma
  • improve consistency between values of cov, stderr and chisq
  • fix handling of degenerate ranges on parameter output
  • add entropy calculator using gaussian mixture models (default is still Kramer)
  • vfs module allows loading of model and data from zip file (not yet enabled)
  • warn when model has no fitted parameters
  • update mpfit to support python 3
  • support various versions of scipy and numpy

v0.7.11 2018-09-24

  • add support for parameter serialization

v0.7.10 2018-06-15

  • restructure parameter table in gui

v0.7.9 2018-06-14

  • full support for python 3 in wx GUI
  • allow added or missing parameters in reloaded .par file
  • add dream state to return from fit() call

v0.7.8 2018-05-18

  • fix source distribution (bin directory was missing)

v0.7.7 2018-05-17

  • merge in amdahl branch for improved performance
  • update plot so that the displayed “chisq” is consistent with nllf
  • slight modification to the DREAM DE crossover ratio so that no crossover weight ever goes to zero.
  • par.dev(std) now uses the initial value of the parameter as the center of the distribution for a gaussian prior on par, as stated in the documentation. In older releases it was incorrectly defaulting to mean=0 if the mean was not specified.
  • save parameters and uncertainties as JSON as well as text
  • convert discrete variables to integer prior to computing DREAM statistics
  • allow relative imports from model files
  • support latest numpy/matplotlib stack
  • initial support for wxPhoenix/python 4 GUI (fit ranges can’t yet be set)

v0.7.6 2016-08-05

  • add –view option to command line which gets propagated to the model plotter
  • add support for probability p(x) for vector x using VectorPDF(f,x0)
  • rename DirectPDF to DirectProblem, and allow it to run in GUI
  • data reader supports multi-part files, with parts separated by blank lines
  • add gaussian mixture and laplace examples
  • bug fix: plots were failing if model name contains a ‘.’
  • miscellaneous code cleanup

v0.7.5.10 2016-05-04

  • gui: undo code cleaning operation which broke the user interface

v0.7.5.9 2016-04-22

  • population initializers allow indefinite bounds
  • use single precision criterion for levenberg-marquardt and bfgs
  • implement simple, faster, less accurate Hessian & Jacobian
  • compute uncertainty estimate from Jacobian if problem is sum of squares
  • gui: fit selection window acts like a dialog

v0.7.5.8 2016-04-18

  • accept model.par output from a different model
  • show residuals with curve fit output
  • only show correlations for selected variables
  • show tics on correlations if small number
  • improve handling of uncertainty estimate from curvature
  • tweak dream algorithm – maybe improve the acceptance ratio?
  • allow model to set visible variables in output
  • improve handling of arbitrary probability density functions
  • simplify loading of pymc models
  • update to numdifftools 0.9.14
  • bug fix: improved handling of ill-conditioned fits
  • bug fix: avoid copying mcmc chain during run
  • bug fix: more robust handling of –time limit
  • bug fix: support newer versions of matplotlib and numpy
  • miscellaneous tweaks and fixes

v0.7.5.7 2015-09-21

  • add entropy calculator (still unreliable for high dimensional problems)
  • adjust scaling of likelihood (the green line) to match histogram area
  • use –samples to specify the number of samples from the distribution
  • mark this and future releases with a DOI at zenodo.org

v0.7.5.6 2015-06-03

  • tweak uncertainty calculations so they don’t fail on bad models

v0.7.5.5 2015-05-07

  • documentation updates

v0.7.5.4 2014-12-05

  • use relative rather than absolute noise in dream, which lets us fit target values in the order of 1e-6 or less.
  • fix covariance population initializer

v0.7.5.3 2014-11-21

  • use –time to stop after a given number of hours
  • Levenberg-Marquardt: fix “must be 1-d or 2-d” bug
  • improve curvefit interface

v0.7.5.2 2014-09-26

  • pull numdifftools dependency into the repository

v0.7.5.1 2014-09-25

  • improve the load_model interface

v0.7.5 2014-09-10

  • Pure python release

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