Source code for pyhf.pdf

import copy
import logging
import jsonpatch

from . import get_backend, default_backend
from . import exceptions
from . import modifiers
from . import utils
from .constraints import gaussian_constraint_combined, poisson_constraint_combined
from .paramsets import reduce_paramsets_requirements

log = logging.getLogger(__name__)


[docs]class _ModelConfig(object):
[docs] def __init__(self, spec, **config_kwargs): poiname = config_kwargs.get('poiname', 'mu') self.par_map = {} self.par_order = [] self.next_index = 0 self.poi_name = None self.poi_index = None self.auxdata = [] self.auxdata_order = [] default_modifier_settings = {'normsys': {'interpcode': 'code1'}} self.modifier_settings = ( config_kwargs.get('modifier_settings') or default_modifier_settings ) # build up a dictionary of the parameter configurations provided by the user _paramsets_user_configs = {} for parameter in spec.get('parameters', []): if parameter['name'] in _paramsets_user_configs: raise exceptions.InvalidModel( 'Multiple parameter configurations for {} were found.'.format( parameter['name'] ) ) _paramsets_user_configs[parameter.pop('name')] = parameter self.channels = [] self.samples = [] self.parameters = [] self.modifiers = [] # keep track of the width of each channel (how many bins) self.channel_nbins = {} # bookkeep all requirements for paramsets we need to build _paramsets_requirements = {} # need to keep track in which order we added the constraints # so that we can generate correctly-ordered data for channel in spec['channels']: self.channels.append(channel['name']) self.channel_nbins[channel['name']] = len(channel['samples'][0]['data']) for sample in channel['samples']: if len(sample['data']) != self.channel_nbins[channel['name']]: raise exceptions.InvalidModel( 'The sample {0:s} has {1:d} bins, but the channel it belongs to ({2:s}) has {3:d} bins.'.format( sample['name'], len(sample['data']), channel['name'], self.channel_nbins[channel['name']], ) ) self.samples.append(sample['name']) for modifier_def in sample['modifiers']: # get the paramset requirements for the given modifier. If # modifier does not exist, we'll have a KeyError self.parameters.append(modifier_def['name']) try: paramset_requirements = modifiers.registry[ modifier_def['type'] ].required_parset(len(sample['data'])) except KeyError: log.exception( 'Modifier not implemented yet (processing {0:s}). Available modifiers: {1}'.format( modifier_def['type'], modifiers.registry.keys() ) ) raise exceptions.InvalidModifier() self.modifiers.append( ( modifier_def['name'], # mod name modifier_def['type'], # mod type ) ) # check the shareability (e.g. for shapesys for example) is_shared = paramset_requirements['is_shared'] if ( not (is_shared) and modifier_def['name'] in _paramsets_requirements ): raise ValueError( "Trying to add unshared-paramset but other paramsets exist with the same name." ) if is_shared and not ( _paramsets_requirements.get( modifier_def['name'], [{'is_shared': True}] )[0]['is_shared'] ): raise ValueError( "Trying to add shared-paramset but other paramset of same name is indicated to be unshared." ) _paramsets_requirements.setdefault(modifier_def['name'], []).append( paramset_requirements ) self.channels = sorted(list(set(self.channels))) self.samples = sorted(list(set(self.samples))) self.parameters = sorted(list(set(self.parameters))) self.modifiers = sorted(list(set(self.modifiers))) self.channel_nbins = self.channel_nbins self._create_and_register_paramsets( _paramsets_requirements, _paramsets_user_configs ) self.set_poi(poiname)
[docs] def suggested_init(self): init = [] for name in self.par_order: init = init + self.par_map[name]['paramset'].suggested_init return init
[docs] def suggested_bounds(self): bounds = [] for name in self.par_order: bounds = bounds + self.par_map[name]['paramset'].suggested_bounds return bounds
[docs] def par_slice(self, name): return self.par_map[name]['slice']
[docs] def param_set(self, name): return self.par_map[name]['paramset']
[docs] def set_poi(self, name): if name not in [x for x, _ in self.modifiers]: raise exceptions.InvalidModel( "The parameter of interest '{0:s}' cannot be fit as it is not declared in the model specification.".format( name ) ) s = self.par_slice(name) assert s.stop - s.start == 1 self.poi_name = name self.poi_index = s.start
def _register_paramset(self, param_name, paramset): '''allocates n nuisance parameters and stores paramset > modifier map''' log.info( 'adding modifier %s (%s new nuisance parameters)', param_name, paramset.n_parameters, ) sl = slice(self.next_index, self.next_index + paramset.n_parameters) self.next_index = self.next_index + paramset.n_parameters self.par_order.append(param_name) self.par_map[param_name] = {'slice': sl, 'paramset': paramset} def _create_and_register_paramsets( self, paramsets_requirements, paramsets_user_configs ): for param_name, paramset_requirements in reduce_paramsets_requirements( paramsets_requirements, paramsets_user_configs ).items(): paramset_type = paramset_requirements.get('paramset_type') paramset = paramset_type(**paramset_requirements) self._register_paramset(param_name, paramset)
[docs]class Model(object):
[docs] def __init__(self, spec, **config_kwargs): self.spec = copy.deepcopy(spec) # may get modified by config self.schema = config_kwargs.pop('schema', 'model.json') self.version = config_kwargs.pop('version', None) # run jsonschema validation of input specification against the (provided) schema log.info("Validating spec against schema: {0:s}".format(self.schema)) utils.validate(self.spec, self.schema, version=self.version) # build up our representation of the specification self.config = _ModelConfig(self.spec, **config_kwargs) self._create_nominal_and_modifiers() # this is tricky, must happen before constraint # terms try to access auxdata but after # combined mods have been created that # set the aux data for k in sorted(self.config.par_map.keys()): parset = self.config.param_set(k) if hasattr(parset, 'pdf_type'): # is constrained self.config.auxdata += parset.auxdata self.config.auxdata_order.append(k) self.constraints_gaussian = gaussian_constraint_combined(self.config) self.constraints_poisson = poisson_constraint_combined(self.config) self._factor_mods = [ modtype for modtype, mod in modifiers.uncombined.items() if mod.op_code == 'multiplication' ] self._delta_mods = [ modtype for modtype, mod in modifiers.uncombined.items() if mod.op_code == 'addition' ]
def _create_nominal_and_modifiers(self): default_data_makers = { 'histosys': lambda: { 'hi_data': [], 'lo_data': [], 'nom_data': [], 'mask': [], }, 'lumi': lambda: {'mask': []}, 'normsys': lambda: {'hi': [], 'lo': [], 'nom_data': [], 'mask': []}, 'normfactor': lambda: {'mask': []}, 'shapefactor': lambda: {'mask': []}, 'shapesys': lambda: {'mask': [], 'uncrt': [], 'nom_data': []}, 'staterror': lambda: {'mask': [], 'uncrt': [], 'nom_data': []}, } # the mega-channel will consist of mega-samples that subscribe to # mega-modifiers. i.e. while in normal histfactory, each sample might # be affected by some modifiers and some not, here we change it so that # samples are affected by all modifiers, but we set up the modifier # data such that the application of the modifier does not actually # change the bin value for bins that are not originally affected by # that modifier # # We don't actually set up the modifier data here for no-ops, but we do # set up the entire structure mega_mods = {} for m, mtype in self.config.modifiers: key = '{}/{}'.format(mtype, m) for s in self.config.samples: mega_mods.setdefault(s, {})[key] = { 'type': mtype, 'name': m, 'data': default_data_makers[mtype](), } # helper maps channel-name/sample-name to pairs of channel-sample structs helper = {} for c in self.spec['channels']: for s in c['samples']: helper.setdefault(c['name'], {})[s['name']] = (c, s) mega_samples = {} for s in self.config.samples: mega_nom = [] for c in self.config.channels: defined_samp = helper.get(c, {}).get(s) defined_samp = None if not defined_samp else defined_samp[1] # set nominal to 0 for channel/sample if the pair doesn't exist nom = ( defined_samp['data'] if defined_samp else [0.0] * self.config.channel_nbins[c] ) mega_nom += nom defined_mods = ( { '{}/{}'.format(x['type'], x['name']): x for x in defined_samp['modifiers'] } if defined_samp else {} ) for m, mtype in self.config.modifiers: key = '{}/{}'.format(mtype, m) # this is None if modifier doesn't affect channel/sample. thismod = defined_mods.get(key) # print('key',key,thismod['data'] if thismod else None) if mtype == 'histosys': lo_data = thismod['data']['lo_data'] if thismod else nom hi_data = thismod['data']['hi_data'] if thismod else nom maskval = True if thismod else False mega_mods[s][key]['data']['lo_data'] += lo_data mega_mods[s][key]['data']['hi_data'] += hi_data mega_mods[s][key]['data']['nom_data'] += nom mega_mods[s][key]['data']['mask'] += [maskval] * len( nom ) # broadcasting pass elif mtype == 'normsys': maskval = True if thismod else False lo_factor = thismod['data']['lo'] if thismod else 1.0 hi_factor = thismod['data']['hi'] if thismod else 1.0 mega_mods[s][key]['data']['nom_data'] += [1.0] * len(nom) mega_mods[s][key]['data']['lo'] += [lo_factor] * len( nom ) # broadcasting mega_mods[s][key]['data']['hi'] += [hi_factor] * len(nom) mega_mods[s][key]['data']['mask'] += [maskval] * len( nom ) # broadcasting elif mtype in ['normfactor', 'shapefactor', 'lumi']: maskval = True if thismod else False mega_mods[s][key]['data']['mask'] += [maskval] * len( nom ) # broadcasting elif mtype in ['shapesys', 'staterror']: uncrt = thismod['data'] if thismod else [0.0] * len(nom) maskval = [True if thismod else False] * len(nom) mega_mods[s][key]['data']['mask'] += maskval mega_mods[s][key]['data']['uncrt'] += uncrt mega_mods[s][key]['data']['nom_data'] += nom else: raise RuntimeError( 'not sure how to combine {mtype} into the mega-channel'.format( mtype=mtype ) ) sample_dict = { 'name': 'mega_{}'.format(s), 'nom': mega_nom, 'modifiers': list(mega_mods[s].values()), } mega_samples[s] = sample_dict self.mega_mods = mega_mods tensorlib, _ = get_backend() thenom = default_backend.astensor( [mega_samples[s]['nom'] for s in self.config.samples] ) self.thenom = default_backend.reshape( thenom, ( 1, # modifier dimension.. thenom is the base len(self.config.samples), 1, # alphaset dimension sum(list(self.config.channel_nbins.values())), ), ) self.modifiers_appliers = { k: c( [x for x in self.config.modifiers if x[1] == k], # x[1] is mtype self.config, mega_mods, **self.config.modifier_settings.get(k, {}) ) for k, c in modifiers.combined.items() }
[docs] def expected_auxdata(self, pars): tensorlib, _ = get_backend() auxdata = None for parname in self.config.auxdata_order: # order matters! because we generated auxdata in a certain order thisaux = self.config.param_set(parname).expected_data( pars[self.config.par_slice(parname)] ) tocat = [thisaux] if auxdata is None else [auxdata, thisaux] auxdata = tensorlib.concatenate(tocat) return auxdata
def _modifications(self, pars): deltas = list( filter( lambda x: x is not None, [self.modifiers_appliers[k].apply(pars) for k in self._delta_mods], ) ) factors = list( filter( lambda x: x is not None, [self.modifiers_appliers[k].apply(pars) for k in self._factor_mods], ) ) return deltas, factors
[docs] def expected_actualdata(self, pars): """ For a single channel single sample, we compute Pois(d | fac(pars) * (delta(pars) + nom) ) * Gaus(a | pars[is_gaus], sigmas) * Pois(a * cfac | pars[is_poi] * cfac) where: - delta(pars) is the result of an apply(pars) of combined modifiers with 'addition' op_code - factor(pars) is the result of apply(pars) of combined modifiers with 'multiplication' op_code - pars[is_gaus] are the subset of parameters that are constrained by gauss (with sigmas accordingly, some of which are computed by modifiers) - pars[is_pois] are the poissons and their rates (they come with their own additional factors unrelated to factor(pars) which are also computed by the finalize() of the modifier) So in the end we only make 3 calls to pdfs 1. The main pdf of data and modified rates 2. All Gaussian constraint as one call 3. All Poisson constraints as one call """ tensorlib, _ = get_backend() pars = tensorlib.astensor(pars) deltas, factors = self._modifications(pars) allsum = tensorlib.concatenate(deltas + [tensorlib.astensor(self.thenom)]) nom_plus_delta = tensorlib.sum(allsum, axis=0) nom_plus_delta = tensorlib.reshape( nom_plus_delta, (1,) + tensorlib.shape(nom_plus_delta) ) allfac = tensorlib.concatenate(factors + [nom_plus_delta]) newbysample = tensorlib.product(allfac, axis=0) newresults = tensorlib.sum(newbysample, axis=0) return newresults[0] # only one alphas
[docs] def expected_data(self, pars, include_auxdata=True): tensorlib, _ = get_backend() pars = tensorlib.astensor(pars) expected_actual = self.expected_actualdata(pars) if not include_auxdata: return expected_actual expected_constraints = self.expected_auxdata(pars) tocat = ( [expected_actual] if expected_constraints is None else [expected_actual, expected_constraints] ) return tensorlib.concatenate(tocat)
[docs] def constraint_logpdf(self, auxdata, pars): normal = self.constraints_gaussian.logpdf(auxdata, pars) poisson = self.constraints_poisson.logpdf(auxdata, pars) return normal + poisson
[docs] def mainlogpdf(self, maindata, pars): tensorlib, _ = get_backend() lambdas_data = self.expected_actualdata(pars) summands = tensorlib.poisson_logpdf(maindata, lambdas_data) tosum = tensorlib.boolean_mask(summands, tensorlib.isfinite(summands)) mainpdf = tensorlib.sum(tosum) return mainpdf
[docs] def logpdf(self, pars, data): try: tensorlib, _ = get_backend() pars, data = tensorlib.astensor(pars), tensorlib.astensor(data) cut = tensorlib.shape(data)[0] - len(self.config.auxdata) actual_data, aux_data = data[:cut], data[cut:] mainpdf = self.mainlogpdf(actual_data, pars) constraint = self.constraint_logpdf(aux_data, pars) result = mainpdf + constraint return result * tensorlib.ones( (1) ) # ensure (1,) array shape also for numpy except: log.error( 'eval failed for data {} pars: {}'.format( tensorlib.tolist(data), tensorlib.tolist(pars) ) ) raise
[docs] def pdf(self, pars, data): tensorlib, _ = get_backend() return tensorlib.exp(self.logpdf(pars, data))
[docs]class Workspace(object): """ An object that is built from a JSON spec that follows `workspace.json`. """
[docs] def __init__(self, spec, **config_kwargs): self.spec = spec self.schema = config_kwargs.pop('schema', 'workspace.json') self.version = config_kwargs.pop('version', None) # run jsonschema validation of input specification against the (provided) schema log.info("Validating spec against schema: {0:s}".format(self.schema)) utils.validate(self.spec, self.schema, version=self.version) self.measurement_names = [] for measurement in self.spec.get('measurements', []): self.measurement_names.append(measurement['name']) self.observations = {} for obs in self.spec['observations']: self.observations[obs['name']] = obs['data']
# NB: this is a wrapper function to validate the returned measurement object against the spec
[docs] def get_measurement(self, **config_kwargs): """ Get (or create) a measurement object using the following logic: 1. if the poi name is given, create a measurement object for that poi 2. if the measurement name is given, find the measurement for the given name 3. if the measurement index is given, return the measurement at that index 4. if there are measurements but none of the above have been specified, return the 0th measurement 5. otherwise, raises `InvalidMeasurement` Args: poi_name: The name of the parameter of interest to create a new measurement from measurement_name: The name of the measurement to use measurement_index: The index of the measurement to use Returns: measurement: A measurement object adhering to the schema defs.json#/definitions/measurement """ m = self._get_measurement(**config_kwargs) utils.validate(m, 'measurement.json', self.version) return m
def _get_measurement(self, **config_kwargs): """ See `Workspace::get_measurement`. """ poi_name = config_kwargs.get('poi_name') if poi_name: return { 'name': 'NormalMeasurement', 'config': {'poi': poi_name, 'parameters': []}, } if self.measurement_names: measurement_name = config_kwargs.get('measurement_name') if measurement_name: if measurement_name not in self.measurement_names: log.debug( 'measurements defined:\n\t{0:s}'.format( '\n\t'.join(self.measurement_names) ) ) raise exceptions.InvalidMeasurement( 'no measurement by name \'{0:s}\' was found in the workspace, pick from one of the valid ones above'.format( measurement_name ) ) return self.spec['measurements'][ self.measurement_names.index(measurement_name) ] measurement_index = config_kwargs.get('measurement_index') if measurement_index: return self.spec['measurements'][measurement_index] if len(self.measurement_names) > 1: log.warning( 'multiple measurements defined. Taking the first measurement.' ) return self.spec['measurements'][0] raise exceptions.InvalidMeasurement( "A measurement was not given to create the Model." )
[docs] def model(self, **config_kwargs): """ Create a model object with/without patches applied. Args: patches: A list of JSON patches to apply to the model specification Returns: model: A model object adhering to the schema model.json """ measurement = self.get_measurement(**config_kwargs) log.debug( 'model being created for measurement {0:s}'.format(measurement['name']) ) patches = config_kwargs.get('patches', []) modelspec = { 'channels': self.spec['channels'], 'parameters': measurement['config']['parameters'], } for patch in patches: modelspec = jsonpatch.JsonPatch(patch).apply(modelspec) return Model(modelspec, poiname=measurement['config']['poi'], **config_kwargs)
[docs] def data(self, model, with_aux=True): """ Return the data for the supplied model with or without auxiliary data from the model. The model is needed as the order of the data depends on the order of the channels in the model. Args: model: A model object adhering to the schema model.json with_aux: Whether to include auxiliary data from the model or not Returns: data: A list of numbers """ try: observed_data = sum( (self.observations[c] for c in model.config.channels), [] ) except KeyError: log.error( "Invalid channel: the workspace does not have observation data for one of the channels in the model." ) raise if with_aux: observed_data += model.config.auxdata return observed_data