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David Keitel
PyFstat
Commits
63b939ed
Commit
63b939ed
authored
Feb 12, 2018
by
Gregory Ashton
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Clean up evidence calculations
parent
7d8e0ae6
Changes
1
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1 changed file
with
22 additions
and
19 deletions
+22
-19
pyfstat/mcmc_based_searches.py
pyfstat/mcmc_based_searches.py
+22
-19
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pyfstat/mcmc_based_searches.py
View file @
63b939ed
...
...
@@ -1508,7 +1508,7 @@ class MCMCSearch(core.BaseSearchClass):
print
(
'p-value = {}'
.
format
(
p_val
))
return
p_val
def
compute_evidence
(
self
,
write_to_file
=
'Evidences.txt'
):
def
compute_evidence
(
self
,
make_plots
=
False
,
write_to_file
=
None
):
""" Computes the evidence/marginal likelihood for the model """
betas
=
self
.
betas
mean_lnlikes
=
np
.
mean
(
np
.
mean
(
self
.
all_lnlikelihood
,
axis
=
1
),
axis
=
1
)
...
...
@@ -1516,8 +1516,6 @@ class MCMCSearch(core.BaseSearchClass):
mean_lnlikes
=
mean_lnlikes
[::
-
1
]
betas
=
betas
[::
-
1
]
fig
,
(
ax1
,
ax2
)
=
plt
.
subplots
(
nrows
=
2
,
figsize
=
(
6
,
8
))
if
any
(
np
.
isinf
(
mean_lnlikes
)):
print
(
"WARNING mean_lnlikes contains inf: recalculating without"
" the {} infs"
.
format
(
len
(
betas
[
np
.
isinf
(
mean_lnlikes
)])))
...
...
@@ -1539,22 +1537,27 @@ class MCMCSearch(core.BaseSearchClass):
EvidenceDict
[
self
.
label
]
=
[
log10evidence
,
log10evidence_err
]
self
.
write_evidence_file_from_dict
(
EvidenceDict
,
write_to_file
)
ax1
.
semilogx
(
betas
,
mean_lnlikes
,
"-o"
)
ax1
.
set_xlabel
(
r
"$\beta$"
)
ax1
.
set_ylabel
(
r
"$\langle \log(\mathcal{L}) \rangle$"
)
min_betas
=
[]
evidence
=
[]
for
i
in
range
(
len
(
betas
)
/
2
):
min_betas
.
append
(
betas
[
i
])
lnZ
=
np
.
trapz
(
mean_lnlikes
[
i
:],
betas
[
i
:])
evidence
.
append
(
lnZ
/
np
.
log
(
10
))
ax2
.
semilogx
(
min_betas
,
evidence
,
"-o"
)
ax2
.
set_ylabel
(
r
"$\int_{\beta_{\textrm{Min}}}^{\beta=1}"
+
r
"\langle \log(\mathcal{L})\rangle d\beta$"
,
size
=
16
)
ax2
.
set_xlabel
(
r
"$\beta_{\textrm{min}}$"
)
plt
.
tight_layout
()
fig
.
savefig
(
"{}/{}_beta_lnl.png"
.
format
(
self
.
outdir
,
self
.
label
))
if
make_plots
:
fig
,
(
ax1
,
ax2
)
=
plt
.
subplots
(
nrows
=
2
,
figsize
=
(
6
,
8
))
ax1
.
semilogx
(
betas
,
mean_lnlikes
,
"-o"
)
ax1
.
set_xlabel
(
r
"$\beta$"
)
ax1
.
set_ylabel
(
r
"$\langle \log(\mathcal{L}) \rangle$"
)
min_betas
=
[]
evidence
=
[]
for
i
in
range
(
int
(
len
(
betas
)
/
2.
)):
min_betas
.
append
(
betas
[
i
])
lnZ
=
np
.
trapz
(
mean_lnlikes
[
i
:],
betas
[
i
:])
evidence
.
append
(
lnZ
/
np
.
log
(
10
))
ax2
.
semilogx
(
min_betas
,
evidence
,
"-o"
)
ax2
.
set_ylabel
(
r
"$\int_{\beta_{\textrm{Min}}}^{\beta=1}"
+
r
"\langle \log(\mathcal{L})\rangle d\beta$"
,
size
=
16
)
ax2
.
set_xlabel
(
r
"$\beta_{\textrm{min}}$"
)
plt
.
tight_layout
()
fig
.
savefig
(
"{}/{}_beta_lnl.png"
.
format
(
self
.
outdir
,
self
.
label
))
return
log10evidence
,
log10evidence_err
@
staticmethod
def
read_evidence_file_to_dict
(
evidence_file_name
=
'Evidences.txt'
):
...
...
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