source: sasview/src/sas/fit/BumpsFitting.py @ 24d3a40

"""
BumpsFitting module runs the bumps optimizer.
"""
import os
from datetime import timedelta, datetime

import numpy

from bumps import fitters
from bumps.mapper import SerialMapper, MPMapper
from bumps import parameter

# TODO: remove globals from interface to bumps options!
# Default bumps to use the levenberg-marquardt optimizer
from bumps.fitproblem import FitProblem
fitters.FIT_DEFAULT = 'lm'

from sas.fit.AbstractFitEngine import FitEngine
from sas.fit.AbstractFitEngine import FResult
from sas.fit.expression import compile_constraints

class Progress(object):
    def __init__(self, history, max_step, pars, dof):
        remaining_time = int(history.time[0]*(float(max_step)/history.step[0]-1))
        # Depending on the time remaining, either display the expected
        # time of completion, or the amount of time remaining.  Use precision
        # appropriate for the duration.
        if remaining_time >= 1800:
            completion_time = datetime.now() + timedelta(seconds=remaining_time)
            if remaining_time >= 36000:
                time = completion_time.strftime('%Y-%m-%d %H:%M')
            else:
                time = completion_time.strftime('%H:%M')
        else:
            if remaining_time >= 3600:
                time = '%dh %dm'%(remaining_time//3600, (remaining_time%3600)//60)
            elif remaining_time >= 60:
                time = '%dm %ds'%(remaining_time//60, remaining_time%60)
            else:
                time = '%ds'%remaining_time
        chisq = "%.3g"%(2*history.value[0]/dof)
        step = "%d of %d"%(history.step[0], max_step)
        header = "=== Steps: %s  chisq: %s  ETA: %s\n"%(step, chisq, time)
        parameters = ["%15s: %-10.3g%s"%(k,v,("\n" if i%3==2 else " | "))
                      for i,(k,v) in enumerate(zip(pars,history.point[0]))]
        self.msg = "".join([header]+parameters)

    def __str__(self):
        return self.msg


class BumpsMonitor(object):
    def __init__(self, handler, max_step, pars, dof):
        self.handler = handler
        self.max_step = max_step
        self.pars = pars
        self.dof = dof

    def config_history(self, history):
        history.requires(time=1, value=2, point=1, step=1)

    def __call__(self, history):
        if self.handler is None: return
        self.handler.set_result(Progress(history, self.max_step, self.pars, self.dof))
        self.handler.progress(history.step[0], self.max_step)
        if len(history.step)>1 and history.step[1] > history.step[0]:
            self.handler.improvement()
        self.handler.update_fit()

class ConvergenceMonitor(object):
    """
    ConvergenceMonitor contains population summary statistics to show progress
    of the fit.  This is a list [ (best, 0%, 25%, 50%, 75%, 100%) ] or
    just a list [ (best, ) ] if population size is 1.
    """
    def __init__(self):
        self.convergence = []

    def config_history(self, history):
        history.requires(value=1, population_values=1)

    def __call__(self, history):
        best = history.value[0]
        try:
            p = history.population_values[0]
            n,p = len(p), numpy.sort(p)
            QI,Qmid, = int(0.2*n),int(0.5*n)
            self.convergence.append((best, p[0],p[QI],p[Qmid],p[-1-QI],p[-1]))
        except:
            self.convergence.append((best, best,best,best,best,best))


# Note: currently using bumps parameters for each parameter object so that
# a SasFitness can be used directly in bumps with the usual semantics.
# The disadvantage of this technique is that we need to copy every parameter
# back into the model each time the function is evaluated.  We could instead
# define reference parameters for each sas parameter, but then we would not
# be able to express constraints using python expressions in the usual way
# from bumps, and would instead need to use string expressions.
class SasFitness(object):
    """
    Wrap SAS model as a bumps fitness object
    """
    def __init__(self, model, data, fitted=[], constraints={},
                 initial_values=None, **kw):
        self.name = model.name
        self.model = model.model
        self.data = data
        if self.data.smearer is not None:
            self.data.smearer.model = self.model
        self._define_pars()
        self._init_pars(kw)
        if initial_values is not None:
            self._reset_pars(fitted, initial_values)
        self.constraints = dict(constraints)
        self.set_fitted(fitted)
        self.update()

    def _reset_pars(self, names, values):
        for k,v in zip(names, values):
            self._pars[k].value = v

    def _define_pars(self):
        self._pars = {}
        for k in self.model.getParamList():
            name = ".".join((self.name,k))
            value = self.model.getParam(k)
            bounds = self.model.details.get(k,["",None,None])[1:3]
            self._pars[k] = parameter.Parameter(value=value, bounds=bounds,
                                                fixed=True, name=name)
        #print parameter.summarize(self._pars.values())

    def _init_pars(self, kw):
        for k,v in kw.items():
            # dispersion parameters initialized with _field instead of .field
            if k.endswith('_width'): k = k[:-6]+'.width'
            elif k.endswith('_npts'): k = k[:-5]+'.npts'
            elif k.endswith('_nsigmas'): k = k[:-7]+'.nsigmas'
            elif k.endswith('_type'): k = k[:-5]+'.type'
            if k not in self._pars:
                formatted_pars = ", ".join(sorted(self._pars.keys()))
                raise KeyError("invalid parameter %r for %s--use one of: %s"
                               %(k, self.model, formatted_pars))
            if '.' in k and not k.endswith('.width'):
                self.model.setParam(k, v)
            elif isinstance(v, parameter.BaseParameter):
                self._pars[k] = v
            elif isinstance(v, (tuple,list)):
                low, high = v
                self._pars[k].value = (low+high)/2
                self._pars[k].range(low,high)
            else:
                self._pars[k].value = v

    def set_fitted(self, param_list):
        """
        Flag a set of parameters as fitted parameters.
        """
        for k,p in self._pars.items():
            p.fixed = (k not in param_list or k in self.constraints)
        self.fitted_par_names = [k for k in param_list if k not in self.constraints]
        self.computed_par_names = [k for k in param_list if k in self.constraints]
        self.fitted_pars = [self._pars[k] for k in self.fitted_par_names]
        self.computed_pars = [self._pars[k] for k in self.computed_par_names]

    # ===== Fitness interface ====
    def parameters(self):
        return self._pars

    def update(self):
        for k,v in self._pars.items():
            #print "updating",k,v,v.value
            self.model.setParam(k,v.value)
        self._dirty = True

    def _recalculate(self):
        if self._dirty:
            self._residuals, self._theory \
                = self.data.residuals(self.model.evalDistribution)
            self._dirty = False

    def numpoints(self):
        return numpy.sum(self.data.idx) # number of fitted points

    def nllf(self):
        return 0.5*numpy.sum(self.residuals()**2)

    def theory(self):
        self._recalculate()
        return self._theory

    def residuals(self):
        self._recalculate()
        return self._residuals

    # Not implementing the data methods for now:
    #
    #     resynth_data/restore_data/save/plot

class ParameterExpressions(object):
    def __init__(self, models):
        self.models = models
        self._setup()

    def _setup(self):
        exprs = {}
        for M in self.models:
            exprs.update((".".join((M.name, k)), v) for k, v in M.constraints.items())
        if exprs:
            symtab = dict((".".join((M.name, k)), p)
                          for M in self.models
                          for k,p in M.parameters().items())
            self.update = compile_constraints(symtab, exprs)
        else:
            self.update = lambda: 0

    def __call__(self):
        self.update()

    def __getstate__(self):
        return self.models

    def __setstate__(self, state):
        self.models = state
        self._setup()

class BumpsFit(FitEngine):
    """
    Fit a model using bumps.
    """
    def __init__(self):
        """
        Creates a dictionary (self.fit_arrange_dict={})of FitArrange elements
        with Uid as keys
        """
        FitEngine.__init__(self)
        self.curr_thread = None

    def fit(self, msg_q=None,
            q=None, handler=None, curr_thread=None,
            ftol=1.49012e-8, reset_flag=False):
        # Build collection of bumps fitness calculators
        models = [SasFitness(model=M.get_model(),
                             data=M.get_data(),
                             constraints=M.constraints,
                             fitted=M.pars,
                             initial_values=M.vals if reset_flag else None)
                  for M in self.fit_arrange_dict.values()
                  if M.get_to_fit()]
        if len(models) == 0:
            raise RuntimeError("Nothing to fit")
        problem = FitProblem(models)

        # TODO: need better handling of parameter expressions and bounds constraints
        # so that they are applied during polydispersity calculations.  This
        # will remove the immediate need for the setp_hook in bumps, though
        # bumps may still need something similar, such as a sane class structure
        # which allows a subclass to override setp.
        problem.setp_hook = ParameterExpressions(models)

        # Run the fit
        result = run_bumps(problem, handler, curr_thread)
        if handler is not None:
            handler.update_fit(last=True)

        # TODO: shouldn't reference internal parameters of fit problem
        varying = problem._parameters
        # collect the results
        all_results = []
        for M in problem.models:
            fitness = M.fitness
            fitted_index = [varying.index(p) for p in fitness.fitted_pars]
            param_list = fitness.fitted_par_names + fitness.computed_par_names
            R = FResult(model=fitness.model, data=fitness.data,
                        param_list=param_list)
            R.theory = fitness.theory()
            R.residuals = fitness.residuals()
            R.index = fitness.data.idx
            R.fitter_id = self.fitter_id
            # TODO: should scale stderr by sqrt(chisq/DOF) if dy is unknown
            R.success = result['success']
            if R.success:
                R.stderr = numpy.hstack((result['stderr'][fitted_index],
                                         numpy.NaN*numpy.ones(len(fitness.computed_pars))))
                R.pvec = numpy.hstack((result['value'][fitted_index],
                                      [p.value for p in fitness.computed_pars]))
                R.fitness = numpy.sum(R.residuals**2)/(fitness.numpoints() - len(fitted_index))
            else:
                R.stderr = numpy.NaN*numpy.ones(len(param_list))
                R.pvec = numpy.asarray( [p.value for p in fitness.fitted_pars+fitness.computed_pars])
                R.fitness = numpy.NaN
            R.convergence = result['convergence']
            if result['uncertainty'] is not None:
                R.uncertainty_state = result['uncertainty']
            all_results.append(R)

        if q is not None:
            q.put(all_results)
            return q
        else:
            return all_results

def run_bumps(problem, handler, curr_thread):
    def abort_test():
        if curr_thread is None: return False
        try: curr_thread.isquit()
        except KeyboardInterrupt:
            if handler is not None:
                handler.stop("Fitting: Terminated!!!")
            return True
        return False

    fitopts = fitters.FIT_OPTIONS[fitters.FIT_DEFAULT]
    fitclass = fitopts.fitclass
    options = fitopts.options.copy()
    max_step = fitopts.options.get('steps', 0) + fitopts.options.get('burn', 0)
    pars = [p.name for p in problem._parameters]
    #x0 = numpy.asarray([p.value for p in problem._parameters])
    options['monitors'] = [
        BumpsMonitor(handler, max_step, pars, problem.dof),
        ConvergenceMonitor(),
        ]
    fitdriver = fitters.FitDriver(fitclass, problem=problem,
                                  abort_test=abort_test, **options)
    omp_threads = int(os.environ.get('OMP_NUM_THREADS','0'))
    mapper = MPMapper if omp_threads == 1 else SerialMapper
    fitdriver.mapper = mapper.start_mapper(problem, None)
    #import time; T0 = time.time()
    try:
        best, fbest = fitdriver.fit()
    except:
        import traceback; traceback.print_exc()
        raise
    finally:
        mapper.stop_mapper(fitdriver.mapper)


    convergence_list = options['monitors'][-1].convergence
    convergence = (2*numpy.asarray(convergence_list)/problem.dof
                   if convergence_list else numpy.empty((0,1),'d'))

    success = best is not None
    return {
        'value': best if success else None,
        'stderr': fitdriver.stderr() if success else None,
        'success': success,
        'convergence': convergence,
        'uncertainty': getattr(fitdriver.fitter, 'state', None),
        }