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%load_ext autoreload
%autoreload 2
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from pearce.emulator import OriginalRecipe, ExtraCrispy
from pearce.mocks import cat_dict
import numpy as np
from os import path
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import tensorflow as tf
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import matplotlib
#matplotlib.use('Agg')
from matplotlib import pyplot as plt
%matplotlib inline
import seaborn as sns
sns.set()
The files include:
cosmology_camb.dat : the input training cosmology, only 5 parameters: Om, Ob, sigma_8, h, n_s. w and N_eff are not used here because the analytic method is only for LCDM.
HOD_design_m_4_n_400_tinker.dat : 400 HOD designs for the training set.
EH_test_200COSMO_tinker.dat : the 200 test cosmologies from Tinker.
EH_test_200COSMO_tinker.dat : the 1000 test HODs, just use the first 200.
Cosmo_err.dat : the fractional error of wp estimated from the test boxes.
wp_clustering_emu: folder contains the wp data for training, the columns are rp, wp
test_200COSMO_tinker_wp_clustering_emu: folder contains the wp data for test, same format as training set.
example.py: is an example script for my GP modeling. you should fill out the missing places. My comment on line 31 may not be right: because 0-49 for line 1 and 50-99 for line 2 etc will result repeated HOD sampling for different cosmologies, 400/50=8<40, so a better choice might be just randomly choose 50 HOD for each cosmology. (edited)
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dir = '/home/sean/Downloads/Zhongxu_data/for_Sean/'
cosmo_data_fname = 'EH_test_200COSMO_tinker.dat'
hod_data_fname = 'GP_test_HOD_1000.dat'
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from os.path import join
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cosmo_colnames = ['Om', 'Ob', 'sigma_8', 'h', 'n_s']
cosmo_data = np.loadtxt(join(dir, cosmo_data_fname), delimiter=' ')
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hod_colnames = ['M1', 'alpha', 'Mmin', 'sigma_logM']
hod_data = np.loadtxt(join(dir, hod_data_fname), delimiter = ' ')
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training_file = '/home/sean/PearceRedMagicXiCosmoFixedNd.hdf5'
#test_file = '/home/sean/PearceRedMagicXiCosmoTest.hdf5'
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em_method = 'nn'
split_method = 'random'
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a = 1.0
z = 1.0/a - 1.0
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fixed_params = {'z':z}#, 'r':17.0389993 }
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emu = OriginalRecipe(training_file, method = em_method, fixed_params=fixed_params,
hyperparams = {'hidden_layer_sizes': (10),
'activation': 'relu', 'verbose': True,
'tol': 1e-8, 'learning_rate_init':1e-4,\
'max_iter':10, 'alpha':0, 'early_stopping':False, 'validation_fraction':0.3})
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clustering_dir = 'test_200COSMO_tinker_wp_clustering_emu/'
from glob import glob
clustering_files = sorted(glob(join(dir, clustering_dir) + '*') )
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nbins = 9
zx = np.zeros((len(clustering_files)*nbins, 12))
zy = np.zeros((len(clustering_files)*nbins,))
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for i, cf in enumerate(clustering_files):
if i%1000==0:
print i
data = np.loadtxt(cf, delimiter = ' ')
rs = np.log10(data[:,0])
wp = np.log10(data[:,1])
fbase = cf.split('/')[-1]
split_fbase = fbase.split('_')
cosmo, hod = int(split_fbase[1]), int(split_fbase[3])
zx[i*nbins:(i+1)*nbins, :7] = my_cosmo_data[cosmo]
zx[i*nbins:(i+1)*nbins, 7:-1] = my_hod_data[hod]
zx[i*nbins:(i+1)*nbins, -1] = rs
zy[i*nbins:(i+1)*nbins] = wp
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np.savetxt('zx.npy', zx)
np.savetxt('zy.npy', zy)
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zx = np.loadtxt('zx.npy')
zy = np.loadtxt('zy.npy')
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idxs = np.random.choice(emu.x.shape[0], size = int(emu.x.shape[0]*1.0), replace=False)
x_train, y_train,yerr_train = emu.x[idxs, :],emu.y[idxs],emu.yerr[idxs]
y_train = y_train*(emu._y_std + 1e-5) + emu._y_mean
yerr_train = yerr_train*(emu._y_std+1e-5)
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idxs
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len(emu.get_param_names())
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unique_cosmos = np.unique(x_train[:, :7], axis =0)#*(emu._x_std[:7]+1e-5) + emu._x_mean[:7]
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unique_cosmos.shape
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left_out_cosmo = unique_cosmos[0]
is_loc = np.all(x_train[:,:7] == left_out_cosmo, axis = 1)
x_test = x_train[is_loc]
x_train = x_train[~is_loc]
y_test = y_train[is_loc]
y_train = y_train[~is_loc]
yerr_test = yerr_train[is_loc]
yerr_train = yerr_train[~is_loc]
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def n_layer_fc(x, hidden_sizes, training=False, l = 1e-8):
initializer = tf.variance_scaling_initializer(scale=2.0)
regularizer = tf.contrib.layers.l2_regularizer(l)
fc_output = tf.layers.dense(x, hidden_sizes[0], activation=tf.nn.relu,
kernel_initializer = initializer, kernel_regularizer = regularizer)
#kernel_regularizer = tf.nn.l2_loss)
#fc2_output = tf.layers.dense(fc1_output, hidden_sizes[1], activation=tf.nn.relu,
# kernel_initializer = initializer, kernel_regularizer = regularizer)
for size in hidden_sizes[1:]:
fc_output = tf.layers.dense(fc_output, size, activation=tf.nn.relu, kernel_initializer=initializer,
kernel_regularizer = regularizer)
pred = tf.layers.dense(fc_output, 1, kernel_initializer=initializer,
kernel_regularizer = regularizer)[:,0]#,
return pred
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def novel_fc(x, hidden_sizes, training=False, l = (1e-6, 1e-6, 1e-6), p = (0.5, 0.5, 0.5),\
n_cosmo_params = 7, n_hod_params = 4):
cosmo_sizes, hod_sizes, cap_sizes = hidden_sizes
if type(l) is float:
cosmo_l, hod_l, cap_l = l, l, l
else:
cosmo_l, hod_l, cap_l = l
if type(p) is float:
cosmo_p, hod_p, cap_p = p,p,p
else:
cosmo_p, hod_p, cap_p = p
initializer = tf.variance_scaling_initializer(scale=2.0)
#onlly for duplicating r
n_params = n_cosmo_params+n_hod_params
cosmo_x = tf.slice(x, [0,0], [-1, n_cosmo_params])
cosmo_x = tf.concat(values=[cosmo_x, tf.slice(x, [0, n_params-1], [-1, -1]) ], axis = 1)
#print tf.shape(cosmo_x)
#print tf.shape(tf.slice(x, [0, n_params-1], [-1, -1]))
hod_x = tf.slice(x, [0, n_cosmo_params], [-1, -1])
cosmo_regularizer = tf.contrib.layers.l2_regularizer(cosmo_l)
cosmo_out = cosmo_x
for size in cosmo_sizes:
fc_output = tf.layers.dense(cosmo_out, size,
kernel_initializer = initializer,\
kernel_regularizer = cosmo_regularizer)
bd_out = tf.layers.dropout(fc_output, cosmo_p, training = training)
bn_out = tf.layers.batch_normalization(bd_out, axis = -1, training=training)
cosmo_out = tf.nn.relu(bn_out)#tf.nn.leaky_relu(bn_out, alpha=0.01)
hod_regularizer = tf.contrib.layers.l1_regularizer(hod_l)
hod_out = hod_x
for size in hod_sizes:
fc_output = tf.layers.dense(hod_out, size,
kernel_initializer = initializer,\
kernel_regularizer = hod_regularizer)
bd_out = tf.layers.dropout(fc_output, hod_p, training = training)
bn_out = tf.layers.batch_normalization(bd_out, axis = -1, training=training)
hod_out = tf.nn.relu(bn_out)#tf.nn.leaky_relu(bn_out, alpha=0.01)
cap_out=tf.concat(values=[cosmo_out, hod_out], axis = 1)
return cap_out
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def pretrain_cap(cap_input, hidden_sizes, training=False, l = (1e-6, 1e-6, 1e-6), p = (0.5, 0.5, 0.5)):
initializer = tf.variance_scaling_initializer(scale=2.0)
cosmo_sizes, hod_sizes, cap_sizes = hidden_sizes
if type(l) is float:
cosmo_l, hod_l, cap_l = l, l, l
else:
cosmo_l, hod_l, cap_l = l
if type(p) is float:
cosmo_p, hod_p, cap_p = p,p,p
else:
cosmo_p, hod_p, cap_p = p
cap_out=cap_input
cap_regularizer = tf.contrib.layers.l2_regularizer(cap_l)
for size in cap_sizes:
fc_output = tf.layers.dense(cap_out, size,
kernel_initializer = initializer,\
kernel_regularizer = cap_regularizer)
bd_out = tf.layers.dropout(fc_output, cap_p, training = training)
bn_out = tf.layers.batch_normalization(bd_out, axis = -1, training=training)
cap_out = tf.nn.relu(bn_out)#tf.nn.leaky_relu(bn_out, alpha=0.01)
pred = tf.layers.dense(cap_out, 1, kernel_initializer=initializer,
kernel_regularizer = cap_regularizer)[:,0]#,
return pred
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def final_cap(cap_input, hidden_sizes, training=False, l = (1e-6, 1e-6, 1e-6), p = (0.5, 0.5, 0.5)):
initializer = tf.variance_scaling_initializer(scale=2.0)
cosmo_sizes, hod_sizes, cap_sizes = hidden_sizes
if type(l) is float:
cosmo_l, hod_l, cap_l = l, l, l
else:
cosmo_l, hod_l, cap_l = l
if type(p) is float:
cosmo_p, hod_p, cap_p = p,p,p
else:
cosmo_p, hod_p, cap_p = p
cap_out=cap_input
cap_regularizer = tf.contrib.layers.l2_regularizer(cap_l)
for size in cap_sizes:
fc_output = tf.layers.dense(cap_out, size,
kernel_initializer = initializer,\
kernel_regularizer = cap_regularizer)
bd_out = tf.layers.dropout(fc_output, cap_p, training = training)
bn_out = tf.layers.batch_normalization(bd_out, axis = -1, training=training)
cap_out = tf.nn.relu(bn_out)#tf.nn.leaky_relu(bn_out, alpha=0.01)
pred = tf.layers.dense(cap_out, 1, kernel_initializer=initializer,
kernel_regularizer = cap_regularizer)[:,0]#,
return pred
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def optimizer_init_fn(learning_rate = 1e-7):
return tf.train.AdamOptimizer(learning_rate)#, beta1=0.9, beta2=0.999, epsilon=1e-6)
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from sklearn.metrics import r2_score, mean_squared_error
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def check_accuracy(sess, val_data,batch_size, x, weights, preds, is_training=None):
val_x, val_y = val_data
perc_acc, scores = [],[]
for idx in xrange(0, val_x.shape[0], batch_size):
feed_dict = {x: val_x[idx:idx+batch_size],
is_training: 0}
y_pred = sess.run(preds, feed_dict=feed_dict)
#print y_pred.shape, val_y[idx:idx+batch_size].shape
score = r2_score(val_y[idx:idx+batch_size], y_pred)
scores.append(score)
perc_acc = np.mean(emu._y_std*np.abs(val_y[idx:idx+batch_size]-y_pred)/np.abs(emu._y_std*val_y[idx:idx+batch_size] + emu._y_mean) )
print 'Val score: %.6f, %.2f %% Loss'%(np.mean(np.array(scores)), 100*np.mean(np.array(perc_acc)))
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device = '/device:GPU:0'
#device = '/cpu:0'
def train(model_init_fn, optimizer_init_fn,num_params, pretrain_data, train_data, val_data, hidden_sizes,\
num_pretrain_epochs = 500, num_epochs=1000, batch_size = 200, l = 1e-6, p = 0.5, print_every=10):
tf.reset_default_graph()
pretrain = True
with tf.device(device):
# Construct the computational graph we will use to train the model. We
# use the model_init_fn to construct the model, declare placeholders for
# the data and labels
x = tf.placeholder(tf.float32, [None,num_params])
y = tf.placeholder(tf.float32, [None])
weights = tf.placeholder(tf.float32, [None])
is_training = tf.placeholder(tf.bool, name='is_training')
cap_input = model_init_fn(x, hidden_sizes, is_training, l = l, p=p)
if pretrain:
preds = pretrain_cap(cap_input, hidden_sizes, is_training, l=l, p=p)
else:
preds = final_cap(cap_input, hidden_sizes, is_training, l=l, p=p)
# Compute the loss like we did in Part II
#loss = tf.reduce_mean(loss)
with tf.device('/cpu:0'):
loss = tf.losses.mean_squared_error(labels=y,\
predictions=preds, weights = weights)#weights?
#loss = tf.losses.absolute_difference(labels=y, predictions=preds, weights = tf.abs(1.0/y))#weights?
pass
with tf.device(device):
optimizer = optimizer_init_fn()
update_ops = tf.get_collection(tf.GraphKeys.UPDATE_OPS)
with tf.control_dependencies(update_ops):
train_op = optimizer.minimize(loss)
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
#t = 0
pretrain_x, pretrain_y = pretrain_data
rand_idxs = range(pretrain_x.shape[0])
for epoch in range(num_pretrain_epochs):
#print('Starting epoch %d' % epoch)
np.random.shuffle(rand_idxs)
losses = []
for idx in xrange(0, pretrain_x.shape[0], batch_size):
feed_dict = {x: pretrain_x[rand_idxs[idx:idx+batch_size]],\
y: pretrain_y[rand_idxs[idx:idx+batch_size]],\
weights: np.ones_like(pretrain_y[rand_idxs[idx:idx+batch_size]]),\
is_training:1}
loss_np, _ = sess.run([loss, train_op], feed_dict=feed_dict)
losses.append(loss_np)
if epoch % print_every == 0:
loss_avg = np.mean(np.array(losses))
print('Epoch %d, loss = %e' % (epoch, loss_avg))
check_accuracy(sess, val_data, batch_size, x, weights, preds, is_training=is_training)
pretrain = False
train_x, train_y, train_yerr = train_data
rand_idxs = range(train_x.shape[0])
for epoch in range(num_epochs):
#print('Starting epoch %d' % epoch)
np.random.shuffle(rand_idxs)
losses = []
for idx in xrange(0, train_x.shape[0], batch_size):
yerrbatch = train_yerr[rand_idxs[idx:idx+batch_size]]
_bs = yerrbatch.shape[0]
feed_dict = {x: train_x[rand_idxs[idx:idx+batch_size]],\
y: train_y[rand_idxs[idx:idx+batch_size]] + np.random.randn(_bs)*yerrbatch,\
weights: 1/yerrbatch,\
is_training:1}
loss_np, _ = sess.run([loss, train_op,], feed_dict=feed_dict)
losses.append(loss_np)
if epoch % print_every == 0:
loss_avg = np.mean(np.array(losses))
print('Epoch %d, loss = %e' % (epoch, loss_avg))
check_accuracy(sess, val_data, batch_size, x, weights, preds, is_training=is_training)
#t += 1
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train(novel_fc, optimizer_init_fn, x_train.shape[1],\
(zx, zy), (x_train, y_train, yerr_train), (x_test, y_test),\
[(100,100), (200,100,200), (500,100)], num_pretrain_epochs = 500, num_epochs= int(1e3),\
batch_size = 200, l = (1e-6, 1e-8, 1e-8), p = (0.333, 0.1, 0.1),\
print_every = 100)
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np.abs(emu.goodness_of_fit(training_file, statistic = 'log_frac')).mean()
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np.abs(emu.goodness_of_fit(training_file, statistic = 'frac')).mean()
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fit_idxs = np.argsort(gof.mean(axis = 1))
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emu.goodness_of_fit(training_file).mean()#, statistic = 'log_frac')).mean()
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model = emu._emulator
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ypred = model.predict(emu.x)
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plt.hist( np.log10( (emu._y_std+1e-5)*np.abs(ypred-emu.y)/np.abs((emu._y_std+1e-5)*emu.y+emu._y_mean) ))
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( (emu._y_std+1e-5)*np.abs(ypred-emu.y)/np.abs((emu._y_std+1e-5)*emu.y+emu._y_mean) ).mean()
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emu._y_mean, emu._y_std
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for idx in fit_idxs[:10]:
print gof[idx].mean()
print (ypred[idx*emu.n_bins:(idx+1)*emu.n_bins]-emu.y[idx*emu.n_bins:(idx+1)*emu.n_bins])/emu.y[idx*emu.n_bins:(idx+1)*emu.n_bins]
plt.plot(emu.scale_bin_centers, ypred[idx*emu.n_bins:(idx+1)*emu.n_bins], label = 'Emu')
plt.plot(emu.scale_bin_centers, emu.y[idx*emu.n_bins:(idx+1)*emu.n_bins], label = 'True')
plt.legend(loc='best')
plt.xscale('log')
plt.show()
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print dict(zip(emu.get_param_names(), emu.x[8*emu.n_bins, :]*emu._x_std+emu._x_mean))
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emu.get_param_names()
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emu._ordered_params
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gof = emu.goodness_of_fit(training_file, statistic = 'frac')
print gof.mean()
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for row in gof:
print row
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gof = emu.goodness_of_fit(training_file, statistic = 'frac')
print gof.mean()
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model = emu._emulator
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model.score(emu.x, emu.y)
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ypred = model.predict(emu.x)
np.mean(np.abs(ypred-emu.y)/emu.y)
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plt.plot(emu.scale_bin_centers, np.abs(gof.mean(axis = 0)) )
plt.plot(emu.scale_bin_centers, np.ones_like(emu.scale_bin_centers)*0.01)
plt.plot(emu.scale_bin_centers, np.ones_like(emu.scale_bin_centers)*0.05)
plt.plot(emu.scale_bin_centers, np.ones_like(emu.scale_bin_centers)*0.1)
plt.loglog();
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plt.plot(emu.scale_bin_centers, np.abs(gof.T),alpha = 0.1, color = 'b')
plt.plot(emu.scale_bin_centers, np.ones_like(emu.scale_bin_centers)*0.01, lw = 2, color = 'k')
plt.loglog();
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gof[:,i].shape
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for i in xrange(gof.shape[1]):
plt.hist(np.log10(gof[:, i]), label = str(i), alpha = 0.2);
plt.legend(loc='best')
plt.show()
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