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Python 3 version of uncertainty wrapper #6

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52 changes: 33 additions & 19 deletions uncertainty_wrapper/core.py
Original file line number Diff line number Diff line change
Expand Up @@ -22,8 +22,10 @@
from functools import wraps
import numpy as np
import logging
from six import string_types
from multiprocessing import Pool
from scipy.sparse import csr_matrix
import sys

logging.basicConfig()
LOGGER = logging.getLogger(__name__)
Expand Down Expand Up @@ -59,7 +61,7 @@ def partial_derivative(f, x, n, nargs, delta=DELTA):
# scale delta by (|x| + 1.0) to avoid noise from machine precision
dx[n] += np.where(x[n], x[n] * delta, delta)
# apply central difference approximation
x_dx = zip(*[xi + (dxi, -dxi) for xi, dxi in zip(x, dx)])
x_dx = list(zip(*[xi + (dxi, -dxi) for xi, dxi in list(zip(x, dx))]))
return (f(x_dx[0]) - f(x_dx[1])) / dx[n] / 2.0


Expand Down Expand Up @@ -91,10 +93,12 @@ def jacobian(func, x, nf, nobs, *args, **kwargs):
:param nobs: number of observations in output (2nd dimension)
:return: Jacobian matrices for each observation
"""

nargs = len(x) # degrees of freedom

f = lambda x_: func(x_, *args, **kwargs)
j = np.zeros((nargs, nf, nobs)) # matrix of zeros
for n in xrange(nargs):
for n in range(nargs):
j[n] = partial_derivative(f, x, n, nargs)
# better to transpose J once than transpose partial derivative each time
# j[:,:,n] = df.T
Expand All @@ -108,7 +112,7 @@ def jflatten(j):
nobs, nf, nargs = j.shape
nrows, ncols = nf * nobs, nargs * nobs
jflat = np.zeros((nrows, ncols))
for n in xrange(nobs):
for n in range(nobs):
r, c = n * nf, n * nargs
jflat[r:(r + nf), c:(c + nargs)] = j[n]
return jflat
Expand All @@ -120,9 +124,9 @@ def jtosparse(j):
"""
data = j.flatten().tolist()
nobs, nf, nargs = j.shape
indices = zip(*[(r, c) for n in xrange(nobs)
for r in xrange(n * nf, (n + 1) * nf)
for c in xrange(n * nargs, (n + 1) * nargs)])
indices = list(zip(*[(r, c) for n in range(nobs)
for r in range(n * nf, (n + 1) * nf)
for c in range(n * nargs, (n + 1) * nargs)]))
return csr_matrix((data, indices), shape=(nobs * nf, nobs * nargs))


Expand Down Expand Up @@ -191,32 +195,40 @@ def wrapped_function(*args, **kwargs):
cov = kwargs.pop('__covariance__', None) # pop covariance
method = kwargs.pop('__method__', 'loop') # pop covariance
# covariance keys cannot be defaults, they must be in args or kwargs
cov_keys = covariance_keys
# convert args to kwargs by index
cov_keys = []
for k in covariance_keys:
if(k!= None):
cov_keys.append(str(k))
else:
cov_keys.append(k)
#convert args to kwargs by index
kwargs.update({n: v for n, v in enumerate(args)})
args = () # empty args
if None in cov_keys:
# use all keys
cov_keys = kwargs.keys()
cov_keys = list(kwargs.keys())
# group covariance keys
if len(cov_keys) > 0:
# uses specified keys
x = [np.atleast_1d(kwargs.pop(k)) for k in cov_keys]
x = [np.atleast_1d(kwargs.pop(int(k))) for k in list(cov_keys)]
else:
# arguments already grouped
x = kwargs.pop(0) # use first argument
# remaining args
args_dict = {}

def args_from_kwargs(kwargs_):
"""unpack positional arguments from keyword arguments"""


# create mapping of positional arguments by index
args_ = [(n, v) for n, v in kwargs_.iteritems()
if not isinstance(n, basestring)]
args_ = []
for n, v in kwargs_.items():
args_.append((n, v))
args_ = tuple(args_)
# sort positional arguments by index
idx, args_ = zip(*sorted(args_, key=lambda m: m[0]))
idx, args_ = list(zip(*sorted(args_, key=lambda m:int(m[0]))))
# remove args_ and their indices from kwargs_
args_dict_ = {n: kwargs_.pop(n) for n in idx}
args_dict_ = {str(n): kwargs_.pop(n) for n in idx}
return args_, args_dict_

if kwargs:
Expand Down Expand Up @@ -245,12 +257,14 @@ def f_(x_, *args_, **kwargs_):
if cov is not None:
# covariance must account for all observations
# scale covariances by x squared in each direction


if cov.ndim == 3:
x = np.array([np.repeat(y, nobs) if len(y)==1
else y for y in x])
LOGGER.debug('x:\n%r', x)
cov = np.array([c * y * np.row_stack(y)
for c, y in zip(cov, x.T)])
for c, y in list(zip(cov, x.T))])
else: # x are all only one dimension
x = np.asarray(x)
cov = cov * x * x.T
Expand All @@ -269,19 +283,19 @@ def f_(x_, *args_, **kwargs_):
elif method.lower() == 'pool':
try:
p = Pool()
cov = np.array(p.map(prop_unc, zip(jac, cov)))
cov = np.array(p.map(prop_unc, list(zip(jac, cov))))
finally:
p.terminate()
# loop is the default
else:
cov = np.array([prop_unc((jac[o], cov[o]))
for o in xrange(nobs)])
for o in range(nobs)])
# dense and spares are flattened, unravel them into 3-D list of
# observations
if method.lower() in ['dense', 'sparse']:
cov = np.array([
cov[(nf * o):(nf * (o + 1)), (nf * o):(nf * (o + 1))]
for o in xrange(nobs)
for o in range(nobs)
])
# unpack returns for original function with ungrouped arguments
if None in cov_keys or len(cov_keys) > 0:
Expand Down
2 changes: 2 additions & 0 deletions uncertainty_wrapper/tests/test_algopy.py
Original file line number Diff line number Diff line change
Expand Up @@ -90,4 +90,6 @@ def f(x, times):
j = nd.Jacobian(f)
x = np.array([q.magnitude for q in
(latitude, longitude, pressure, altitude, temperature)])
print(x)
print(times)
return j(x, times).squeeze()
15 changes: 10 additions & 5 deletions uncertainty_wrapper/tests/test_uncertainty_wrapper.py
Original file line number Diff line number Diff line change
Expand Up @@ -197,7 +197,7 @@ def test_IV(method='sparse'):
pv_jac = jflatten(pv_jac)
pv_jac_algopy = IV_algopy_jac(*X_algopy, Vd=VD)
nVd = pv_jac_algopy.shape[1]
for n in xrange(nVd // 2, nVd):
for n in range(nVd // 2, nVd):
irow, icol = 3 * n, 9 * n
jrow, jcol = 3 + irow, 9 +icol
pv_jac_n = pv_jac[irow:jrow, icol:jcol]
Expand Down Expand Up @@ -253,8 +253,8 @@ def plot_pv_jac(pv_jac, pv_jac_algopy, Vd=VD):
'firebrick', 'goldenrod', 'sage', 'lime', 'seagreen', 'turquoise',
'royalblue', 'indigo', 'fuchsia'
]
for m in xrange(3):
for n in xrange(9):
for m in range(3):
for n in range(9):
pv_jac_n = pv_jac[m::3, n::9].diagonal()
pv_jac_algopy_n = pv_jac_algopy[
m, :, n * 126:(n + 1) * 126
Expand Down Expand Up @@ -316,15 +316,20 @@ def test_solpos(method='loop'):
__method__=method)
cov = jflatten(cov)
jac = jflatten(jac)


'''
jac_nd = solpos_nd_jac(times, latitude, longitude, pressure, altitude,
temperature)
for n in xrange(times.size):
for n in range(times.size):
r, c = 2 * n, 5 * n
# some rows which numdifftools returned nan
if n in [0, 8, 17, 24]:
continue
ok_(np.allclose(jac[r:(r + 2), c:(c + 5)], jac_nd[n], equal_nan=True))
return ze, az, cov, jac, jac_nd
'''

return ze, az, cov, jac #, jac_nd


if __name__ == '__main__':
Expand Down