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Removed class attributes and added class documentation instead. Related
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to #55
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@Retiefasaurus
Retiefasaurus committed Nov 24, 2023
1 parent a1e4f2f commit ef4e2f2
Showing 1 changed file with 108 additions and 120 deletions.
228 changes: 108 additions & 120 deletions grainlearning/dynamic_systems.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2,11 +2,12 @@
This module contains various classes of state-space systems that describe
the time evolution of the system's hidden state based on partial observations from the real world.
"""
from typing import Type, List, Callable
import os
from datetime import datetime
from math import floor, log
from glob import glob
from math import floor, log
from typing import Callable, List, Type

import numpy as np
from grainlearning.tools import get_keys_and_data, write_to_table

Expand Down Expand Up @@ -85,13 +86,16 @@ class DynamicSystem:
The simulation data is a numpy array of shape (num_samples, num_obs, num_steps).
:param obs_data: observation or reference data
:param obs_data: Observation or reference data
:param num_samples: Sample size of the ensemble of model evaluations
:param num_steps: Number of steps or sequence size in the dataset
:param num_obs: Number of observations in the dataset
:param num_ctrl: Number of control data (identical between simulation and observation)
:param param_min: List of parameter lower bounds
:param param_max: List of parameter Upper bounds
:param callback: Callback function, defaults to None
:param curr_iter: current iteration ID, defaults to 0
:param ctrl_data: control data (e.g, time), defaults to None, optional
:param callback: Callback function to run simulations, defaults to None
:param curr_iter: Current iteration ID, defaults to 0
:param ctrl_data: Control data (e.g, time), defaults to None, optional
:param obs_names: Column names of the observation data, defaults to None, optional
:param ctrl_name: Column name of the control data, defaults to None, optional
:param inv_obs_weight: Inverse of the observation weight, defaults to None, optional
Expand All @@ -101,91 +105,12 @@ class DynamicSystem:
:param sigma_max: Maximum uncertainty, defaults to 1.0e6, optional
:param sigma_tol: Tolerance of the estimated uncertainty, defaults to 1.0e-3, optional
:param sim_name: Name of the simulation, defaults to 'sim', optional
:param sigma_min: Minimum uncertainty, defaults to 1.0e-6, optional
:param _inv_normalized_sigma: Calculated normalized sigma to weigh the covariance matrix
:param estimated_params: Estimated parameter as the first moment of the distribution (:math:`x_\mu = \sum_i w_i * x_i`), defaults to None, optional
:param estimated_params_cv: Estimated parameter coefficient of variation as the second moment of the distribution (:math:`x_\sigma = \sqrt{\sum_i w_i * (x_i - x_\mu)^2} / x_\mu`), defaults to None, optional
"""

##### Parameters #####

#: Parameter data of shape (num_samples, num_params)
param_data: np.ndarray

#: Parameter data of previous iteration
param_data_prev: np.ndarray

#: Number of unknown parameters
num_params: int

#: Lower bound of the parameters
param_min: List

#: Upper bound of the parameters
param_max: List

#: Names of the parameters
param_names: List[str]

##### Observations #####

#: Observation (or reference) data of shape (num_obs, num_steps)
obs_data: np.ndarray

#: Observation keys
obs_names: List[str]

#: Inverse of the observation weight
inv_obs_weight: List[float]

#: Number of steps or sequence size in the dataset
num_steps: int

#: Number of observations in the dataset
num_obs: int

#: Control dataset (num_ctrl, num_steps)
ctrl_data: np.ndarray

#: Observation control (e.g., time)
ctrl_name: str

#: Number of control data (identical between simulation and observation)
num_ctrl: int

##### Simulations #####

#: Name of the simulation (e.g., sim)
sim_name: str = 'sim'

#: Simulation data of shape (num_samples, num_obs, num_steps)
sim_data: np.ndarray

#: Number of samples (usually specified by user)
num_samples: int

#: Callback function to run the forward predictions
callback: Callable

#: Current iteration ID
curr_iter: int

##### Uncertainty #####

#: Minimum value of the uncertainty
sigma_min: float = 1.0e-6

#: Maximum value of the uncertainty
sigma_max: float = 1.0e6

#: Sigma tolerance
sigma_tol: float = 1.0e-3

#: Calculated normalized sigma to weigh the covariance matrix
_inv_normalized_sigma: np.array

#: Estimated parameter as the first moment of the distribution (:math:`x_\mu = \sum_i w_i * x_i`)
estimated_params: np.ndarray = None

#: Parameter uncertainty as the second moment of the distribution (:math:`x_\sigma = \sum_i w_i \cdot (x_i - x_\mu)^2 / x_\mu`)
estimated_params_cv: np.ndarray = None

def __init__(
self,
obs_data: np.ndarray,
Expand All @@ -196,7 +121,7 @@ def __init__(
obs_names: List[str] = None,
ctrl_name: str = None,
inv_obs_weight: List[float] = None,
sim_name: str = None,
sim_name: str = 'sim',
sim_data: np.ndarray = None,
callback: Callable = None,
curr_iter: int = 0,
Expand All @@ -205,14 +130,49 @@ def __init__(
sigma_max: float = 1.0e6,
sigma_tol: float = 1.0e-3
):
"""Initialize the dynamic system class"""
"""Initialize the dynamic system class
Parameters
----------
obs_data : np.ndarray
Observation (or reference) data of shape (num_obs, num_steps)
num_samples : int
Number of samples (usually specified by user)
param_min : List[float]
Lower bound of the parameters
param_max : List[float]
Upper bound of the parameters
ctrl_data : np.ndarray, optional
Control dataset (num_ctrl, num_steps), by default None
obs_names : List[str], optional
Observation keys, by default None
ctrl_name : str, optional
Observation control (e.g., time), by default None
inv_obs_weight : List[float], optional
Inverse of the observation weight, by default None
sim_name : str, optional
Name of the simulation, by default None
sim_data : np.ndarray, optional
Simulation data of shape (num_samples, num_obs, num_steps), by default None
callback : Callable, optional
Callback function to run simulations, by default None
curr_iter : int, optional
Current iteration ID, by default 0
param_data : np.ndarray, optional
Parameter data of shape (num_samples, num_params), by default None
param_names : List[str], optional
Names of the parameters, by default None
sigma_max : float, optional
Maximum value of the uncertainty, by default 1.0e6
sigma_tol : float, optional
Tolerance of the estimated uncertainty, by default 1.0e-3
"""
#### Observations ####
self.obs_data = np.array(
obs_data, ndmin=2
) # ensure data is of shape (num_obs,num_step).

if ctrl_data is not None:
self.ctrl_data = ctrl_data
self.ctrl_data = ctrl_data

self.obs_names = obs_names

Expand Down Expand Up @@ -247,19 +207,27 @@ def __init__(

if param_min:
self.num_params = len(param_min)
else:
self.num_params = 0

self.param_data = param_data

self.param_names = param_names

#### Uncertainty ####

self.sigma_min = 1.0e-6

self.sigma_max = sigma_max

self.sigma_tol = sigma_tol

self._inv_normalized_sigma = None
self.compute_inv_normalized_sigma()

self.estimated_params = None
self.estimated_params_cv = None

@classmethod
def from_dict(cls: Type["DynamicSystem"], obj: dict):
""" Initialize the class using a dictionary style
Expand All @@ -283,7 +251,7 @@ def from_dict(cls: Type["DynamicSystem"], obj: dict):
obs_names=obj.get("obs_names", None),
ctrl_name=obj.get("ctrl_name", None),
inv_obs_weight=obj.get("inv_obs_weight", None),
sim_name=obj.get("sim_name", None),
sim_name=obj.get("sim_name", 'sim'),
sim_data=obj.get("sim_data", None),
callback=obj.get("callback", None),
param_data=obj.get("param_data", None),
Expand Down Expand Up @@ -416,7 +384,7 @@ class IODynamicSystem(DynamicSystem):
obs_data_file = 'obs_data.txt',
obs_names = ['y_obs'],
ctrl_name = 'y_ctrl',
sim_name = 'linear',
sim_name = 'linear',_description_
sim_data_file_ext = '.txt',
callback = run_sim
)
Expand All @@ -439,29 +407,9 @@ class IODynamicSystem(DynamicSystem):
:param inv_obs_weight: Inverse of the observation weight, defaults to None, optional
:param param_data: Parameter data, defaults to None, optional
:param sim_data: Simulation data, defaults to None, optional
:param sim_data_files: List pf simulation data files (num_samples), defaults to None, optional
"""

##### Parameters #####

#: Name of the parameter data file
param_data_file: str

##### Observations #####

#: Name of the observation data file
obs_data_file: str

##### Simulations #####

#: Simulation data files (num_samples)
sim_data_files: List[str]

#: Name of the directory where simulation data is stored
sim_data_dir: str = './sim_data'

#: Extension of simulation data files
sim_data_file_ext: str = '.npy'

def __init__(
self,
sim_name: str,
Expand All @@ -483,9 +431,47 @@ def __init__(
param_data: np.ndarray = None,
param_names: List[str] = None,
):
"""Initialize the IO dynamic system class"""

#### Calling base constructor ####
"""Initialize the I/O dynamic system class
Parameters
----------
sim_name : str
Name of the simulation
sim_data_dir : str
Name of the directory where simulation data is stored
sim_data_file_ext : str
Extension of simulation data files (e.g., .txt, .npy)
obs_data_file : str
Name of the observation data file
obs_names : List[str]
Observation names
ctrl_name : str
Control name
num_samples : int
Number of samples
param_min : List[float]
List of parameter lower bounds
param_max : List[float]
List of parameter upper bounds
obs_data : np.ndarray, optional
Observation (or reference) data of shape (num_obs, num_steps), by default None
ctrl_data : np.ndarray, optional
_description_, by default None
inv_obs_weight : List[float], optional
_description_, by default None
sim_data : np.ndarray, optional
_description_, by default None
callback : Callable, optional
_description_, by default None
curr_iter : int, optional
_description_, by default 0
param_data_file : str, optional
Parameter data file, by default ''
param_data : np.ndarray, optional
_description_, by default None
param_names : List[str], optional
_description_, by default None
"""

super().__init__(
obs_data,
Expand Down Expand Up @@ -535,6 +521,8 @@ def __init__(

self.compute_inv_normalized_sigma()

self.sim_data_files = []

@classmethod
def from_dict(cls: Type["IODynamicSystem"], obj: dict):
""" Initialize the class using a dictionary style
Expand Down Expand Up @@ -710,4 +698,4 @@ def backup_sim_data(self):
path = self.sim_data_dir.rstrip('/')
backup_dir = f'{path}_backup_{formatted_time}'
os.makedirs(backup_dir, exist_ok=True)
os.rename(self.sim_data_dir, backup_dir)
os.rename(self.sim_data_dir, backup_dir)

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