Welcome to my lessons

Bo Zhang (NAOC, mailto:bozhang@nao.cas.cn) will have a few lessons on python.

These are very useful knowledge, skills and code styles when you use python to process astronomical data.
All materials can be found on my github page.
jupyter notebook (formerly named ipython notebook) is recommeded to use

These lectures are organized as below:

install python
basic syntax
numerical computing
scientific computing
plotting
astronomical data processing
high performance computing
version control

numpy

Docs: http://docs.scipy.org/doc/numpy/user/index.html

scipy

Docs: http://docs.scipy.org/doc/scipy/reference/index.html

scipy.optimize.minimize

Docs: http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html

optimization / minimization



In [1]:

    
%pylab inline
np.random.seed(0)
p = [3.2, 5.6, 9.2]
x = np.arange(-8., 5., 0.1)
y = np.polyval(p, x) + np.random.randn(x.shape[0])*1.

plt.plot(x, y);









    



Populating the interactive namespace from numpy and matplotlib



In [2]:

    
# STEP 1 - define your model
def my_model(p, x):
    return np.polyval(p, x)

# STEP 2 - define your cost function
def my_costfun(p, x, y):
    return np.sum((my_model(p, x) - y)**2)

# STEP 3 - minimize cost function
from scipy.optimize import minimize
result = minimize(my_costfun, np.array([2., 3., 5.]), args=(x,y) )



In [3]:

    
print result









    



      fun: 126.0244494460525
 hess_inv: array([[  2.02383493e-05,   4.77774924e-05,  -2.59571115e-04],
       [  4.77774924e-05,   3.19604362e-04,  -2.88164085e-04],
       [ -2.59571115e-04,  -2.88164085e-04,   7.70768871e-03]])
      jac: array([  9.53674316e-06,   5.72204590e-06,   0.00000000e+00])
  message: 'Optimization terminated successfully.'
     nfev: 70
      nit: 7
     njev: 14
   status: 0
  success: True
        x: array([ 3.22413722,  5.69072788,  9.08476247])



In [4]:

    
print 'RESULT:\n', result
print ''
print 'RELATIVE ERROR:\n', (result.x - p)/p*100., '%'
print ''
print 'Hessian ERROR:' #err = sqrt(diag(inv(Hessian)))
hess_err = np.sqrt(np.diag(result['hess_inv']))
print hess_err









    



RESULT:
      fun: 126.0244494460525
 hess_inv: array([[  2.02383493e-05,   4.77774924e-05,  -2.59571115e-04],
       [  4.77774924e-05,   3.19604362e-04,  -2.88164085e-04],
       [ -2.59571115e-04,  -2.88164085e-04,   7.70768871e-03]])
      jac: array([  9.53674316e-06,   5.72204590e-06,   0.00000000e+00])
  message: 'Optimization terminated successfully.'
     nfev: 70
      nit: 7
     njev: 14
   status: 0
  success: True
        x: array([ 3.22413722,  5.69072788,  9.08476247])

RELATIVE ERROR:
[ 0.75428809  1.62014064 -1.25258181] %

Hessian ERROR:
[ 0.00449871  0.01787748  0.08779344]



In [ ]:

MCMC (emcee)

MCMC is a convenient tool for drawing a sample from a given probability distribution.
Therefore, is mostly used to estimate parameters in Bayesian way.
emcee: http://dan.iel.fm/emcee/current/#



In [5]:

    
from emcee import EnsembleSampler

a simple example - draw sample from uniformly distribution



In [6]:

    
def lnprob(theta):
    theta = np.array(theta)
    if np.all(theta>-3.) and np.all(theta<3.):
        return 0
    return -np.inf



In [7]:

    
nwalkers = 10
ndim = 3
p0 = [np.random.rand(ndim) for i in range(nwalkers)]
sampler = EnsembleSampler(nwalkers, ndim, lnprob)
pos = sampler.run_mcmc(p0, 2000)



In [ ]:

    
np.corrcoef(sampler.flatchain[0:2000, 0], sampler.flatchain[2000:4000, 0])









    Out[ ]:





array([[ 1.        ,  0.05307972],
       [ 0.05307972,  1.        ]])



In [ ]:

    
fig = plt.figure(figsize=(12,10))
ax = fig.add_subplot(311)
ax.plot(sampler.chain[:,:,0].T, '-', color='k', alpha=0.3)
ax = fig.add_subplot(312)
ax.plot(sampler.chain[:,:,1].T, '-', color='k', alpha=0.3)
ax = fig.add_subplot(313)
ax.plot(sampler.chain[:,:,2].T, '-', color='k', alpha=0.3);



In [ ]:

    
import corner
fig = corner.corner(sampler.flatchain, labels=["p0", "p1", "p2"],
                    truths=[0., 0., 0.])
# fig.savefig("triangle.png")

how about Gaussian distribution?

1-D Gauassian

$p(x|\mu, \sigma) \propto \exp{(-\frac{(x-\mu)^2}{2\sigma^2})}$

N-D Gauassian

$p(\overrightarrow{x}|\overrightarrow{\mu}, \Sigma) \propto \exp{(-\frac{1}{2}(\overrightarrow{x}-\overrightarrow{\mu})^T\Sigma (\overrightarrow{x}-\overrightarrow{\mu}))}$

where $\Sigma$ is the covariance matrix



In [ ]:

    
def lnprob(x, mu, ivar):
#     if np.all(np.abs(x)<100.):
    x = x.reshape(-1, 1)
    mu = mu.reshape(-1, 1)
    return -np.dot(np.dot((x-mu).T, ivar), x-mu)
#     else:
#         return -np.inf



In [ ]:

    
mu = np.array([0.1, 0.2, 0.5])
cov = np.array([[1.0, 0.0, 0.0],
                [0.0, 10, 9],
                [0.0, 9, 10]])
ivar = np.linalg.inv(cov)
print 'ivar: \n', ivar
print 'det(cov): \n', np.linalg.det(cov)
print 'det(ivar): \n', np.linalg.det(ivar)



In [ ]:

    
nwalkers = 10
ndim = 3
p0 = [np.random.rand(ndim) for i in range(nwalkers)]
sampler = EnsembleSampler(nwalkers, ndim, lnprob, args=(mu, ivar), threads=10)
pos,prob,state = sampler.run_mcmc(p0, 2000)



In [ ]:

    
p0



In [ ]:

    
fig = plt.figure(figsize=(12,10))
ax = fig.add_subplot(311)
ax.plot(sampler.chain[:,:,0].T, '-', color='k', alpha=0.3)
ax = fig.add_subplot(312)
ax.plot(sampler.chain[:,:,1].T, '-', color='k', alpha=0.3)
ax = fig.add_subplot(313)
ax.plot(sampler.chain[:,:,2].T, '-', color='k', alpha=0.3);



In [ ]:

    
fig = corner.corner(sampler.flatchain, labels=["mu1", "mu2", "mu3"],
                    truths=mu)



In [ ]:

    
print mu
print ivar



In [ ]:

how to use MCMC to estimate model parameters?

suppose you choose a Gaussian likelihood:

$L(\theta|x_i,model) \propto \exp{(-\frac{(x_i-x_{i, model})^2}{2\sigma^2})} $

$ \log{(L(\theta|x_i,model))} \propto -\frac{(x_i-x_{i, model})^2}{2\sigma^2} = -\frac{1}{2}{\chi^2}$



In [ ]:

    
def lnprior(theta):
    if np.all(np.abs(theta)<10000.):
        return 0
    else:
        return -np.inf



In [ ]:

    
def lnlike(theta, x, y):
    y_model = np.polyval(theta, x)
    return -np.sum((y_model-y)**2)



In [ ]:

    
def lnprob(theta, x, y):
    return lnprior(theta)+lnlike(theta, x, y)



In [ ]:

    
nwalkers = 10
ndim = 3
p0 = [np.random.rand(ndim) for i in range(nwalkers)]
sampler = EnsembleSampler(nwalkers, ndim, lnprob, args=(x, y), threads=10)
pos,prob,state = sampler.run_mcmc(p0, 500)



In [ ]:

    
np.corrcoef(sampler.flatchain[0:500, 0], sampler.flatchain[500:1000, 0])



In [ ]:

    
fig = plt.figure(figsize=(12,10))
ax = fig.add_subplot(311)
ax.plot(sampler.chain[:,:,0].T, '-', color='k', alpha=0.3)
ax = fig.add_subplot(312)
ax.plot(sampler.chain[:,:,1].T, '-', color='k', alpha=0.3)
ax = fig.add_subplot(313)
ax.plot(sampler.chain[:,:,2].T, '-', color='k', alpha=0.3);



In [ ]:

    
fig = corner.corner(sampler.flatchain, labels=["p0", "p1", "p2"],
                    truths=p)



In [ ]:



In [ ]:

    
sampler.reset()
pos,prob,state = sampler.run_mcmc(pos, 2000)



In [ ]:

    
np.corrcoef(sampler.flatchain[0:2000, 0], sampler.flatchain[4000:6000, 0])



In [ ]:

    
fig = plt.figure(figsize=(12,10))
ax = fig.add_subplot(311)
ax.plot(sampler.chain[:,:,0].T, '-', color='k', alpha=0.3)
ax = fig.add_subplot(312)
ax.plot(sampler.chain[:,:,1].T, '-', color='k', alpha=0.3)
ax = fig.add_subplot(313)
ax.plot(sampler.chain[:,:,2].T, '-', color='k', alpha=0.3);



In [ ]:

    
fig = corner.corner(sampler.flatchain, labels=["p0", "p1", "p2"],
                    truths=p)
fig = corner.corner(sampler.flatchain, labels=["p0", "p1", "p2"],
                    truths=result.x)

comparison with the results from optimization



In [ ]:

    
# truth
p



In [ ]:

    
# MCMC results
np.percentile(sampler.flatchain, [15., 50., 85.], axis=0)



In [ ]:

    
print result.x - hess_err
print result.x
print result.x + hess_err



In [ ]: