Sampler

class orbitize.sampler.MCMC(system, num_temps=20, num_walkers=1000, num_threads=1, like='chi2_lnlike', custom_lnlike=None)[source]

MCMC sampler. Supports either parallel tempering or just regular MCMC. Parallel tempering will be run if num_temps > 1 Parallel-Tempered MCMC Sampler uses ptemcee, a fork of the emcee Affine-infariant sampler Affine-Invariant Ensemble MCMC Sampler uses emcee.

Warning

may not work well for multi-modal distributions

Parameters
  • system (system.System) – system.System object

  • num_temps (int) – number of temperatures to run the sampler at. Parallel tempering will be used if num_temps > 1 (default=20)

  • num_walkers (int) – number of walkers at each temperature (default=1000)

  • num_threads (int) – number of threads to use for parallelization (default=1)

  • like (str) – name of likelihood function in lnlike.py

  • custom_lnlike (func) – ability to include an addition custom likelihood function in the fit. the function looks like clnlikes = custon_lnlike(params) where params is a RxM array of fitting parameters, where R is the number of orbital paramters (can be passed in system.compute_model()), and M is the number of orbits we need model predictions for. It returns ``clnlikes which is an array of length M, or it can be a single float if M = 1.

Written: Jason Wang, Henry Ngo, 2018

chop_chains(burn, trim=0)[source]

Permanently removes steps from beginning (and/or end) of chains from the Results object. Also updates curr_pos if steps are removed from the end of the chain

Parameters
  • burn (int) – The number of steps to remove from the beginning of the chains

  • trim (int) – The number of steps to remove from the end of the chians (optional)

Returns

None. Updates self.curr_pos and the Results object. .. Warning:: Does not update bookkeeping arrays within MCMC sampler object.

(written): Henry Ngo, 2019

examine_chains(param_list=None, walker_list=None, n_walkers=None, step_range=None)[source]

Plots position of walkers at each step from Results object. Returns list of figures, one per parameter :param param_list: List of strings of parameters to plot (e.g. “sma1”)

If None (default), all parameters are plotted

Parameters
  • walker_list – List or array of walker numbers to plot If None (default), all walkers are plotted

  • n_walkers (int) – Randomly select n_walkers to plot Overrides walker_list if this is set If None (default), walkers selected as per walker_list

  • step_range (array or tuple) – Start and end values of step numbers to plot If None (default), all the steps are plotted

Returns

Walker position plot for each parameter selected

Return type

List of matplotlib.pyplot.Figure objects

(written): Henry Ngo, 2019

run_sampler(total_orbits, burn_steps=0, thin=1, examine_chains=False)[source]

Runs PT MCMC sampler. Results are stored in self.chain and self.lnlikes. Results also added to orbitize.results.Results object (self.results)

Note

Can be run multiple times if you want to pause and inspect things. Each call will continue from the end state of the last execution.

Parameters
  • total_orbits (int) – total number of accepted possible orbits that are desired. This equals num_steps_per_walker x num_walkers

  • burn_steps (int) – optional paramter to tell sampler to discard certain number of steps at the beginning

  • thin (int) – factor to thin the steps of each walker by to remove correlations in the walker steps

  • examine_chains (boolean) – Displays plots of walkers at each step by running examine_chains after total_orbits sampled.

Returns

the sampler used to run the MCMC

Return type

emcee.sampler object

class orbitize.sampler.OFTI(system, like='chi2_lnlike', custom_lnlike=None)[source]

OFTI Sampler

Parameters
  • like (string) – name of likelihood function in lnlike.py

  • system (system.System) – system.System object

  • custom_lnlike (func) – ability to include an addition custom likelihood function in the fit. the function looks like clnlikes = custon_lnlike(params) where params is a RxM array of fitting parameters, where R is the number of orbital paramters (can be passed in system.compute_model()), and M is the number of orbits we need model predictions for. It returns ``clnlikes which is an array of length M, or it can be a single float if M = 1.

Written: Isabel Angelo, Sarah Blunt, Logan Pearce, 2018

prepare_samples(num_samples)[source]

Prepare some orbits for rejection sampling. This draws random orbits from priors, and performs scale & rotate.

Parameters

num_samples (int) – number of orbits to draw and scale & rotate for OFTI to run rejection sampling on

Returns

array of prepared samples. The first dimension has size of num_samples. This should be passed into OFTI.reject()

Return type

np.array

reject(samples)[source]

Runs rejection sampling on some prepared samples.

Parameters

samples (np.array) – array of prepared samples. The first dimension has size num_samples. This should be the output of prepare_samples().

Returns

np.array: a subset of samples that are accepted based on the data.

np.array: the log likelihood values of the accepted orbits.

Return type

tuple

run_sampler(total_orbits, num_samples=10000, num_cores=None)[source]

Runs OFTI in parallel on multiple cores until we get the number of total accepted orbits we want. :param total_orbits: total number of accepted orbits desired by user :type total_orbits: int :param num_samples: number of orbits to prepare for OFTI to run

rejection sampling on. Defaults to 10000.

Parameters

num_cores (int) – the number of cores to run OFTI on. Defaults to number of cores availabe.

Returns

array of accepted orbits. Size: total_orbits.

Return type

output_orbits (np.array)

Written by: Vighnesh Nagpal(2019)

class orbitize.sampler.Sampler(system, like='chi2_lnlike', custom_lnlike=None)[source]

Abstract base class for sampler objects. All sampler objects should inherit from this class.

Written: Sarah Blunt, 2018