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pdf.py
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"""The main module of pyhf."""
import copy
import logging
import pyhf.parameters
import pyhf
from pyhf.tensor.manager import get_backend
from pyhf import exceptions
from pyhf import utils
from pyhf import events
from pyhf import probability as prob
from pyhf.constraints import gaussian_constraint_combined, poisson_constraint_combined
from pyhf.parameters import reduce_paramsets_requirements, ParamViewer
from pyhf.tensor.common import _TensorViewer, _tensorviewer_from_sizes
from pyhf.mixins import _ChannelSummaryMixin
from pyhf.modifiers import histfactory_set
log = logging.getLogger(__name__)
__all__ = ["Model", "_ModelConfig"]
def __dir__():
return __all__
def _finalize_parameters_specs(user_parameters, _paramsets_requirements):
# build up a dictionary of the parameter configurations provided by the user
_paramsets_user_configs = {}
for parameter in user_parameters:
if parameter['name'] in _paramsets_user_configs:
raise exceptions.InvalidModel(
f"Multiple parameter configurations for {parameter['name']} were found."
)
_paramsets_user_configs[parameter.get('name')] = parameter
_reqs = reduce_paramsets_requirements(
_paramsets_requirements, _paramsets_user_configs
)
return _reqs
def _create_parameters_from_spec(_reqs):
_sets = {}
auxdata = []
auxdata_order = []
for param_name, paramset_requirements in _reqs.items():
paramset_type = getattr(pyhf.parameters, paramset_requirements['paramset_type'])
paramset = paramset_type(**paramset_requirements)
if paramset.constrained: # is constrained
auxdata += paramset.auxdata
auxdata_order.append(param_name)
_sets[param_name] = paramset
return _sets, auxdata, auxdata_order
class _nominal_builder:
def __init__(self, config):
self.mega_samples = {}
self.config = config
def append(self, channel, sample, defined_samp):
self.mega_samples.setdefault(sample, {'name': f'mega_{sample}', 'nom': []})
nom = (
defined_samp['data']
if defined_samp
else [0.0] * self.config.channel_nbins[channel]
)
if not len(nom) == self.config.channel_nbins[channel]:
raise exceptions.InvalidModel(
f'expected {self.config.channel_nbins[channel]} size sample data but got {len(nom)}'
)
self.mega_samples[sample]['nom'].append(nom)
def finalize(self):
default_backend = pyhf.default_backend
nominal_rates = default_backend.astensor(
[
default_backend.concatenate(self.mega_samples[sample]['nom'])
for sample in self.config.samples
]
)
_nominal_rates = default_backend.reshape(
nominal_rates,
(
1, # modifier dimension.. nominal_rates is the base
len(self.config.samples),
1, # alphaset dimension
sum(list(self.config.channel_nbins.values())),
),
)
return _nominal_rates
def _nominal_and_modifiers_from_spec(modifier_set, config, spec, batch_size):
# the mega-channel will consist of mega-samples that subscribe to
# mega-modifiers. i.e. while in normal histfactory, each sample might
# be affected by some modifiers and some not, here we change it so that
# samples are affected by all modifiers, but we set up the modifier
# data such that the application of the modifier does not actually
# change the bin value for bins that are not originally affected by
# that modifier
#
# We don't actually set up the modifier data here for no-ops, but we do
# set up the entire structure
# helper maps channel-name/sample-name to pairs of channel-sample structs
helper = {}
for c in spec['channels']:
for s in c['samples']:
moddict = {}
for x in s['modifiers']:
if x['type'] not in modifier_set:
raise exceptions.InvalidModifier(
f'{x["type"]} not among {list(modifier_set.keys())}'
)
moddict[f"{x['type']}/{x['name']}"] = x
helper.setdefault(c['name'], {})[s['name']] = (s, moddict)
# 1. setup nominal & modifier builders
nominal = _nominal_builder(config)
modifiers_builders = {}
for k, (builder, applier) in modifier_set.items():
modifiers_builders[k] = builder(config)
# 2. walk spec and call builders
for c in config.channels:
for s in config.samples:
helper_data = helper.get(c, {}).get(s)
defined_samp, defined_mods = (
(None, None) if not helper_data else helper_data
)
nominal.append(c, s, defined_samp)
for m, mtype in config.modifiers:
key = f'{mtype}/{m}'
# this is None if modifier doesn't affect channel/sample.
thismod = defined_mods.get(key) if defined_mods else None
modifiers_builders[mtype].append(key, c, s, thismod, defined_samp)
# 3. finalize nominal & modifier builders
nominal_rates = nominal.finalize()
finalizd_builder_data = {}
for k, (builder, applier) in modifier_set.items():
finalizd_builder_data[k] = modifiers_builders[k].finalize()
# 4. collect parameters from spec and from user.
# At this point we know all constraints and so forth
_required_paramsets = {}
for v in list(modifiers_builders.values()):
for pname, req_list in v.required_parsets.items():
_required_paramsets.setdefault(pname, [])
_required_paramsets[pname] += req_list
user_parameters = spec.get('parameters', [])
_required_paramsets = _finalize_parameters_specs(
user_parameters,
_required_paramsets,
)
_prameter_objects, _auxdata, _auxdata_order = _create_parameters_from_spec(
_required_paramsets
)
if not _required_paramsets:
raise exceptions.InvalidModel('No parameters specified for the Model.')
config.set_parameters(_prameter_objects)
config.set_auxinfo(_auxdata, _auxdata_order)
# 6. use finalized modifier data to build reparametrization function for main likelihood part
the_modifiers = {}
for k, (builder, applier) in modifier_set.items():
the_modifiers[k] = applier(
modifiers=[
x for x in config.modifiers if x[1] == k
], # filter modifier names for that mtype (x[1])
pdfconfig=config,
builder_data=finalizd_builder_data.get(k),
batch_size=batch_size,
**config.modifier_settings.get(k, {}),
)
return the_modifiers, nominal_rates
class _ModelConfig(_ChannelSummaryMixin):
"""
Configuration for the :class:`~pyhf.pdf.Model`.
.. note::
:class:`_ModelConfig` should not be called directly.
It should instead by accessed through the :obj:`config` attribute
of :class:`~pyhf.pdf.Model`.
"""
def __init__(self, spec, **config_kwargs):
"""
Args:
spec (:obj:`jsonable`): The HistFactory JSON specification.
"""
super().__init__(channels=spec['channels'])
default_modifier_settings = {
'normsys': {'interpcode': 'code4'},
'histosys': {'interpcode': 'code4p'},
}
self.modifier_settings = config_kwargs.pop(
'modifier_settings', default_modifier_settings
)
if config_kwargs:
raise exceptions.Unsupported(
f"Unsupported options were passed in: {list(config_kwargs.keys())}."
)
self.par_map = {}
self.par_order = []
self.poi_name = None
self.poi_index = None
self.auxdata = []
self.auxdata_order = []
self.nmaindata = sum(self.channel_nbins.values())
def set_parameters(self, _required_paramsets):
"""
Evaluate the required parameters for the model configuration.
"""
self._create_and_register_paramsets(_required_paramsets)
self.npars = len(self.suggested_init())
self.parameters = sorted(k for k in self.par_map.keys())
def set_auxinfo(self, auxdata, auxdata_order):
"""
Sets a group of configuration data for the constraint terms.
"""
self.auxdata = auxdata
self.auxdata_order = auxdata_order
self.nauxdata = len(self.auxdata)
def suggested_init(self):
"""
Return suggested initial parameter values for the model.
Returns:
:obj:`list`: Suggested initial model parameters.
Example:
>>> import pyhf
>>> model = pyhf.simplemodels.uncorrelated_background(
... signal=[12.0, 11.0], bkg=[50.0, 52.0], bkg_uncertainty=[3.0, 7.0]
... )
>>> model.config.suggested_init()
[1.0, 1.0, 1.0]
"""
init = []
for name in self.par_order:
init = init + self.par_map[name]['paramset'].suggested_init
return init
def suggested_bounds(self):
"""
Return suggested parameter bounds for the model.
Returns:
:obj:`list`: Suggested bounds on model parameters.
Example:
>>> import pyhf
>>> model = pyhf.simplemodels.uncorrelated_background(
... signal=[12.0, 11.0], bkg=[50.0, 52.0], bkg_uncertainty=[3.0, 7.0]
... )
>>> model.config.suggested_bounds()
[(0, 10), (1e-10, 10.0), (1e-10, 10.0)]
"""
bounds = []
for name in self.par_order:
bounds = bounds + self.par_map[name]['paramset'].suggested_bounds
return bounds
def par_slice(self, name):
"""
The slice of the model parameter tensor corresponding to the model
parameter ``name``.
Returns:
:obj:`slice`: Slice of the model parameter tensor.
Example:
>>> import pyhf
>>> model = pyhf.simplemodels.uncorrelated_background(
... signal=[12.0, 11.0], bkg=[50.0, 52.0], bkg_uncertainty=[3.0, 7.0]
... )
>>> model.config.par_slice("uncorr_bkguncrt")
slice(1, 3, None)
"""
return self.par_map[name]['slice']
def par_names(self):
"""
The names of the parameters in the model including binned-parameter indexing.
Returns:
:obj:`list`: Names of the model parameters.
Example:
>>> import pyhf
>>> model = pyhf.simplemodels.uncorrelated_background(
... signal=[12.0, 11.0], bkg=[50.0, 52.0], bkg_uncertainty=[3.0, 7.0]
... )
>>> model.config.par_names()
['mu', 'uncorr_bkguncrt[0]', 'uncorr_bkguncrt[1]']
"""
_names = []
for name in self.par_order:
param_set = self.param_set(name)
if param_set.is_scalar:
_names.append(name)
continue
_names.extend(
[f'{name}[{index}]' for index in range(param_set.n_parameters)]
)
return _names
def param_set(self, name):
"""
The :class:`~pyhf.parameters.paramset` for the model parameter ``name``.
Returns:
:obj:`~pyhf.parameters.paramsets`: Corresponding :obj:`paramset`.
Example:
>>> import pyhf
>>> model = pyhf.simplemodels.uncorrelated_background(
... signal=[12.0, 11.0], bkg=[50.0, 52.0], bkg_uncertainty=[3.0, 7.0]
... )
>>> param_set = model.config.param_set("uncorr_bkguncrt")
>>> param_set.pdf_type
'poisson'
"""
return self.par_map[name]['paramset']
def suggested_fixed(self):
"""
Identify the fixed parameters in the model.
Returns:
:obj:`list`: A list of booleans, ``True`` for fixed and ``False``
for not fixed.
Example:
>>> import pyhf
>>> model = pyhf.simplemodels.uncorrelated_background(
... signal=[12.0, 11.0], bkg=[50.0, 52.0], bkg_uncertainty=[3.0, 7.0]
... )
>>> model.config.suggested_fixed()
[False, False, False]
Something like the following to build ``fixed_vals`` appropriately:
.. code:: python
fixed_pars = model.config.suggested_fixed()
inits = model.config.suggested_init()
fixed_vals = [
(index, init)
for index, (init, is_fixed) in enumerate(zip(inits, fixed_pars))
if is_fixed
]
"""
fixed = []
for name in self.par_order:
paramset = self.par_map[name]['paramset']
fixed += paramset.suggested_fixed
return fixed
def set_poi(self, name):
"""
Set the model parameter of interest to be model parameter ``name``.
Example:
>>> import pyhf
>>> model = pyhf.simplemodels.uncorrelated_background(
... signal=[12.0, 11.0], bkg=[50.0, 52.0], bkg_uncertainty=[3.0, 7.0]
... )
>>> model.config.set_poi("mu")
>>> model.config.poi_name
'mu'
"""
if name not in self.parameters:
raise exceptions.InvalidModel(
f"The parameter of interest '{name:s}' cannot be fit as it is not declared in the model specification."
)
s = self.par_slice(name)
assert s.stop - s.start == 1
self.poi_name = name
self.poi_index = s.start
def _create_and_register_paramsets(self, required_paramsets):
next_index = 0
for param_name, paramset in required_paramsets.items():
log.info(
'adding modifier %s (%s new nuisance parameters)',
param_name,
paramset.n_parameters,
)
sl = slice(next_index, next_index + paramset.n_parameters)
next_index = next_index + paramset.n_parameters
self.par_order.append(param_name)
self.par_map[param_name] = {'slice': sl, 'paramset': paramset}
class _ConstraintModel:
"""Factory class to create pdfs for the constraint terms."""
def __init__(self, config, batch_size):
self.batch_size = batch_size
self.config = config
self.constraints_gaussian = gaussian_constraint_combined(
config, batch_size=self.batch_size
)
self.constraints_poisson = poisson_constraint_combined(
config, batch_size=self.batch_size
)
self.viewer_aux = ParamViewer(
(self.batch_size or 1, self.config.npars),
self.config.par_map,
self.config.auxdata_order,
)
assert self.constraints_gaussian.batch_size == self.batch_size
assert self.constraints_poisson.batch_size == self.batch_size
indices = []
if self.constraints_gaussian.has_pdf():
indices.append(self.constraints_gaussian._normal_data)
if self.constraints_poisson.has_pdf():
indices.append(self.constraints_poisson._poisson_data)
if self.has_pdf():
self.constraints_tv = _TensorViewer(indices, self.batch_size)
def has_pdf(self):
"""
Indicate whether this model has a constraint.
Returns:
Bool: Whether the model has a constraint term
"""
return self.constraints_gaussian.has_pdf() or self.constraints_poisson.has_pdf()
def make_pdf(self, pars):
"""
Construct a pdf object for a given set of parameter values.
Args:
pars (:obj:`tensor`): The model parameters
Returns:
pdf: A distribution object implementing the constraint pdf of HistFactory.
Either a Poissonn, a Gaussian or a joint pdf of both depending on the
constraints used in the specification.
"""
pdfobjs = []
gaussian_pdf = self.constraints_gaussian.make_pdf(pars)
if gaussian_pdf:
pdfobjs.append(gaussian_pdf)
poisson_pdf = self.constraints_poisson.make_pdf(pars)
if poisson_pdf:
pdfobjs.append(poisson_pdf)
if pdfobjs:
simpdf = prob.Simultaneous(pdfobjs, self.constraints_tv, self.batch_size)
return simpdf
def logpdf(self, auxdata, pars):
"""
Compute the logarithm of the value of the probability density.
Args:
auxdata (:obj:`tensor`): The auxiliary data (a subset of the full data in a HistFactory model)
pars (:obj:`tensor`): The model parameters
Returns:
Tensor: The log of the pdf value
"""
simpdf = self.make_pdf(pars)
return simpdf.log_prob(auxdata)
class _MainModel:
"""Factory class to create pdfs for the main measurement."""
def __init__(self, config, modifiers, nominal_rates, batch_size=None):
default_backend = pyhf.default_backend
self.config = config
self._factor_mods = []
self._delta_mods = []
self.batch_size = batch_size
self._nominal_rates = default_backend.tile(
nominal_rates, (1, 1, self.batch_size or 1, 1)
)
self.modifiers_appliers = modifiers
for modifier_applier in self.modifiers_appliers.values():
if modifier_applier.op_code == "addition":
self._delta_mods.append(modifier_applier.name)
elif modifier_applier.op_code == "multiplication":
self._factor_mods.append(modifier_applier.name)
self._precompute()
events.subscribe('tensorlib_changed')(self._precompute)
def _precompute(self):
tensorlib, _ = get_backend()
self.nominal_rates = tensorlib.astensor(self._nominal_rates)
def has_pdf(self):
"""
Indicate whether the main model exists.
Returns:
Bool: Whether the model has a Main Model component (yes it does)
"""
return True
def make_pdf(self, pars):
lambdas_data = self.expected_data(pars)
return prob.Independent(prob.Poisson(lambdas_data))
def logpdf(self, maindata, pars):
"""
Compute the logarithm of the value of the probability density.
Args:
maindata (:obj:`tensor`): The main channel data (a subset of the full data in a HistFactory model)
pars (:obj:`tensor`): The model parameters
Returns:
Tensor: The log of the pdf value
"""
return self.make_pdf(pars).log_prob(maindata)
def _modifications(self, pars):
deltas = list(
filter(
lambda x: x is not None,
[self.modifiers_appliers[k].apply(pars) for k in self._delta_mods],
)
)
factors = list(
filter(
lambda x: x is not None,
[self.modifiers_appliers[k].apply(pars) for k in self._factor_mods],
)
)
return deltas, factors
def expected_data(self, pars, return_by_sample=False):
"""
Compute the expected rates for given values of parameters.
For a single channel single sample, we compute:
Pois(d | fac(pars) * (delta(pars) + nom) ) * Gaus(a | pars[is_gaus], sigmas) * Pois(a * cfac | pars[is_poi] * cfac)
where:
- delta(pars) is the result of an apply(pars) of combined modifiers
with 'addition' op_code
- factor(pars) is the result of apply(pars) of combined modifiers
with 'multiplication' op_code
- pars[is_gaus] are the subset of parameters that are constrained by
gauss (with sigmas accordingly, some of which are computed by
modifiers)
- pars[is_pois] are the poissons and their rates (they come with
their own additional factors unrelated to factor(pars) which are
also computed by the finalize() of the modifier)
So in the end we only make 3 calls to pdfs
1. The pdf of data and modified rates
2. All Gaussian constraint as one call
3. All Poisson constraints as one call
"""
tensorlib, _ = get_backend()
pars = tensorlib.astensor(pars)
deltas, factors = self._modifications(pars)
allsum = tensorlib.concatenate(deltas + [self.nominal_rates])
nom_plus_delta = tensorlib.sum(allsum, axis=0)
nom_plus_delta = tensorlib.reshape(
nom_plus_delta, (1,) + tensorlib.shape(nom_plus_delta)
)
allfac = tensorlib.concatenate(factors + [nom_plus_delta])
newbysample = tensorlib.product(allfac, axis=0)
if return_by_sample:
batch_first = tensorlib.einsum('ij...->ji...', newbysample)
if self.batch_size is None:
return batch_first[0]
return batch_first
newresults = tensorlib.sum(newbysample, axis=0)
if self.batch_size is None:
return newresults[0]
return newresults
class Model:
"""The main pyhf model class."""
def __init__(
self, spec, modifier_set=None, batch_size=None, validate=True, **config_kwargs
):
"""
Construct a HistFactory Model.
Args:
spec (:obj:`jsonable`): The HistFactory JSON specification
batch_size (:obj:`None` or :obj:`int`): Number of simultaneous (batched) Models to compute.
config_kwargs: Possible keyword arguments for the model configuration
Returns:
model (:class:`~pyhf.pdf.Model`): The Model instance.
"""
modifier_set = modifier_set or histfactory_set
self.batch_size = batch_size
# deep-copy "spec" as it may be modified by config
self.spec = copy.deepcopy(spec)
self.schema = config_kwargs.pop('schema', 'model.json')
self.version = config_kwargs.pop('version', None)
# run jsonschema validation of input specification against the (provided) schema
log.info(f"Validating spec against schema: {self.schema:s}")
if validate:
utils.validate(self.spec, self.schema, version=self.version)
# build up our representation of the specification
poi_name = config_kwargs.pop('poi_name', 'mu')
self.config = _ModelConfig(self.spec, **config_kwargs)
modifiers, _nominal_rates = _nominal_and_modifiers_from_spec(
modifier_set, self.config, self.spec, self.batch_size
)
poi_name = None if poi_name == "" else poi_name
if poi_name is not None:
self.config.set_poi(poi_name)
self.main_model = _MainModel(
self.config,
modifiers=modifiers,
nominal_rates=_nominal_rates,
batch_size=self.batch_size,
)
# the below call needs auxdata order for example
self.constraint_model = _ConstraintModel(
config=self.config, batch_size=self.batch_size
)
sizes = []
if self.main_model.has_pdf():
sizes.append(self.config.nmaindata)
if self.constraint_model.has_pdf():
sizes.append(self.config.nauxdata)
self.fullpdf_tv = _tensorviewer_from_sizes(
sizes, ['main', 'aux'], self.batch_size
)
def expected_auxdata(self, pars):
"""
Compute the expected value of the auxiliary measurements.
Args:
pars (:obj:`tensor`): The parameter values
Returns:
Tensor: The expected data of the auxiliary pdf
"""
tensorlib, _ = get_backend()
pars = tensorlib.astensor(pars)
return self.make_pdf(pars)[1].expected_data()
def _modifications(self, pars):
return self.main_model._modifications(pars)
@property
def nominal_rates(self):
"""Nominal value of bin rates of the main model."""
return self.main_model.nominal_rates
def expected_actualdata(self, pars):
"""
Compute the expected value of the main model.
Args:
pars (:obj:`tensor`): The parameter values
Returns:
Tensor: The expected data of the main model (no auxiliary data)
"""
tensorlib, _ = get_backend()
pars = tensorlib.astensor(pars)
return self.make_pdf(pars)[0].expected_data()
def expected_data(self, pars, include_auxdata=True):
"""
Compute the expected value of the main model
Args:
pars (:obj:`tensor`): The parameter values
Returns:
Tensor: The expected data of the main and auxiliary model
"""
tensorlib, _ = get_backend()
pars = tensorlib.astensor(pars)
if not include_auxdata:
return self.make_pdf(pars)[0].expected_data()
return self.make_pdf(pars).expected_data()
def constraint_logpdf(self, auxdata, pars):
"""
Compute the log value of the constraint pdf.
Args:
auxdata (:obj:`tensor`): The auxiliary measurement data
pars (:obj:`tensor`): The parameter values
Returns:
Tensor: The log density value
"""
return self.make_pdf(pars)[1].log_prob(auxdata)
def mainlogpdf(self, maindata, pars):
"""
Compute the log value of the main term.
Args:
maindata (:obj:`tensor`): The main measurement data
pars (:obj:`tensor`): The parameter values
Returns:
Tensor: The log density value
"""
return self.make_pdf(pars)[0].log_prob(maindata)
def make_pdf(self, pars):
"""
Construct a pdf object for a given set of parameter values.
Args:
pars (:obj:`tensor`): The model parameters
Returns:
pdf: A distribution object implementing the main measurement pdf of HistFactory
"""
tensorlib, _ = get_backend()
pdfobjs = []
mainpdf = self.main_model.make_pdf(pars)
if mainpdf:
pdfobjs.append(mainpdf)
constraintpdf = self.constraint_model.make_pdf(pars)
if constraintpdf:
pdfobjs.append(constraintpdf)
simpdf = prob.Simultaneous(pdfobjs, self.fullpdf_tv, self.batch_size)
return simpdf
def logpdf(self, pars, data):
"""
Compute the log value of the full density.
Args:
pars (:obj:`tensor`): The parameter values
data (:obj:`tensor`): The measurement data
Returns:
Tensor: The log density value
"""
try:
tensorlib, _ = get_backend()
pars, data = tensorlib.astensor(pars), tensorlib.astensor(data)
# Verify parameter and data shapes
if pars.shape[-1] != self.config.npars:
raise exceptions.InvalidPdfParameters(
f'eval failed as pars has len {pars.shape[-1]} but {self.config.npars} was expected'
)
if data.shape[-1] != self.nominal_rates.shape[-1] + len(
self.config.auxdata
):
raise exceptions.InvalidPdfData(
f'eval failed as data has len {data.shape[-1]} but {self.config.nmaindata + self.config.nauxdata} was expected'
)
result = self.make_pdf(pars).log_prob(data)
if (
not self.batch_size
): # force to be not scalar, should we changed with #522
return tensorlib.reshape(result, (1,))
return result
except Exception:
log.error(
f"Eval failed for data {tensorlib.tolist(data)} pars: {tensorlib.tolist(pars)}",
exc_info=True,
)
raise
def pdf(self, pars, data):
"""
Compute the density at a given observed point in data space of the full model.
Args:
pars (:obj:`tensor`): The parameter values
data (:obj:`tensor`): The measurement data
Returns:
Tensor: The density value
"""
tensorlib, _ = get_backend()
return tensorlib.exp(self.logpdf(pars, data))