bool
ImageBuf::write (ImageOutput *out,
ProgressCallback progress_callback,
void *progress_callback_data) const
{
stride_t as = AutoStride;
bool ok = true;
if (m_localpixels) {
// In-core pixel buffer for the whole image
ok = out->write_image (m_spec.format, m_localpixels, as, as, as,
progress_callback, progress_callback_data);
} else if (deep()) {
// Deep image record
ok = out->write_deep_image (m_deepdata);
} else {
// Backed by ImageCache
std::vector<char> tmp (m_spec.image_bytes());
get_pixels (xbegin(), xend(), ybegin(), yend(), zbegin(), zend(),
m_spec.format, &tmp[0]);
ok = out->write_image (m_spec.format, &tmp[0], as, as, as,
progress_callback, progress_callback_data);
// FIXME -- not good for huge images. Instead, we should read
// little bits at a time (scanline or tile blocks).
}
if (! ok)
error ("%s", out->geterror ());
return ok;
}
bool
ImageBuf::write (ImageOutput *out,
ProgressCallback progress_callback,
void *progress_callback_data) const
{
stride_t as = AutoStride;
bool ok = true;
if (m_localpixels) {
ok = out->write_image (m_spec.format, &m_pixels[0], as, as, as,
progress_callback, progress_callback_data);
} else {
std::vector<char> tmp (m_spec.image_bytes());
copy_pixels (xbegin(), xend(), ybegin(), yend(), m_spec.format,
&tmp[0]);
ok = out->write_image (m_spec.format, &tmp[0], as, as, as,
progress_callback, progress_callback_data);
// FIXME -- not good for huge images. Instead, we should read
// little bits at a time (scanline or tile blocks).
}
if (! ok)
m_err = out->geterror ();
return ok;
}
void function_minimizer::shmc_mcmc_routine(int nmcmc,int iseed0,double dscale,
int restart_flag) {
if (nmcmc<=0)
{
cerr << endl << "Error: Negative iterations for MCMC not meaningful" << endl;
ad_exit(1);
}
uostream * pofs_psave=NULL;
if (mcmc2_flag==1)
{
initial_params::restore_start_phase();
}
initial_params::set_inactive_random_effects();
initial_params::set_active_random_effects();
int nvar_re=initial_params::nvarcalc();
int nvar=initial_params::nvarcalc(); // get the number of active parameters
if (mcmc2_flag==0)
{
initial_params::set_inactive_random_effects();
nvar=initial_params::nvarcalc(); // get the number of active parameters
}
initial_params::restore_start_phase();
independent_variables parsave(1,nvar_re);
// dvector x(1,nvar);
// initial_params::xinit(x);
// dvector pen_vector(1,nvar);
// {
// initial_params::reset(dvar_vector(x),pen_vector);
// }
initial_params::mc_phase=1;
int old_Hybrid_bounded_flag=-1;
int on,nopt = 0;
//// ------------------------------ Parse input options
// Step size. If not specified, will be adapted. If specified must be >0
// and will not be adapted.
double eps=0.1;
double _eps=-1.0;
int useDA=1; // whether to adapt step size
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-hyeps",nopt))>-1)
{
if (!nopt) // not specified means to adapt, using function below to find reasonable one
{
cerr << "Warning: No step size given after -hyeps, ignoring" << endl;
useDA=1;
}
else // read in specified value and do not adapt
{
istringstream ist(ad_comm::argv[on+1]);
ist >> _eps;
if (_eps<=0)
{
cerr << "Error: step size (-hyeps argument) needs positive number";
ad_exit(1);
}
else
{
eps=_eps;
useDA=0;
}
}
}
// Chain number -- for console display purposes only
int chain=1;
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-chain",nopt))>-1) {
if (nopt) {
int iii=atoi(ad_comm::argv[on+1]);
if (iii <1) {
cerr << "Error: chain must be >= 1" << endl;
ad_exit(1);
} else {
chain=iii;
}
}
}
// Number of leapfrog steps. Defaults to 10.
int L=10;
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-hynstep",nopt))>-1)
{
if (nopt)
{
int _L=atoi(ad_comm::argv[on+1]);
if (_L < 1 )
{
cerr << "Error: hynstep argument must be integer > 0 " << endl;
ad_exit(1);
}
else
{
L=_L;
}
}
}
// Number of warmup samples if using adaptation of step size. Defaults to
// half of iterations.
int nwarmup= (int)nmcmc/2;
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-nwarmup",nopt))>-1)
{
if (nopt)
{
int iii=atoi(ad_comm::argv[on+1]);
if (iii <=0 || iii > nmcmc)
{
cerr << "Error: nwarmup must be 0 < nwarmup < nmcmc" << endl;
ad_exit(1);
}
else
{
nwarmup=iii;
}
}
}
// Target acceptance rate for step size adaptation. Must be
// 0<adapt_delta<1. Defaults to 0.8.
double adapt_delta=0.8; // target acceptance rate specified by the user
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-adapt_delta",nopt))>-1)
{
if (nopt)
{
istringstream ist(ad_comm::argv[on+1]);
double _adapt_delta;
ist >> _adapt_delta;
if (_adapt_delta < 0 || _adapt_delta > 1 )
{
cerr << "Error: adapt_delta must be between 0 and 1"
" using default of 0.8" << endl;
}
else
{
adapt_delta=_adapt_delta;
}
}
}
// Use diagnoal covariance (identity mass matrix)
int diag_option=0;
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-mcdiag"))>-1)
{
diag_option=1;
cout << " Setting covariance matrix to diagonal with entries " << dscale
<< endl;
}
// Restart chain from previous run?
int mcrestart_flag=option_match(ad_comm::argc,ad_comm::argv,"-mcr");
if(mcrestart_flag > -1){
cerr << endl << "Error: -mcr option not implemented for HMC" << endl;
ad_exit(1);
}
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-mcec"))>-1)
{
cerr << endl << "Error: -mcec option not yet implemented with HMC" << endl;
ad_exit(1);
// use_empirical_flag=1;
// read_empirical_covariance_matrix(nvar,S,ad_comm::adprogram_name);
}
// Prepare the mass matrix for use. Depends on many factors below.
dmatrix S(1,nvar,1,nvar);
dvector old_scale(1,nvar);
int old_nvar;
// Need to grab old_scale values still, since it is scaled below
read_covariance_matrix(S,nvar,old_Hybrid_bounded_flag,old_scale);
if (diag_option) // set covariance to be diagonal
{
S.initialize();
for (int i=1;i<=nvar;i++)
{
S(i,i)=dscale;
}
}
// How much to thin, for now fixed at 1.
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-mcsave"))>-1)
{
cerr << "Option -mcsave does not currently work with HMC -- every iteration is saved" << endl;
ad_exit(1);
}
//// ------------------------------ End of input processing
//// Setup more inputs and outputs
pofs_psave=
new uostream((char*)(ad_comm::adprogram_name + adstring(".psv")));
if (!pofs_psave|| !(*pofs_psave))
{
cerr << "Error trying to open file" <<
ad_comm::adprogram_name + adstring(".psv") << endl;
ad_exit(1);
}
if (mcrestart_flag == -1 )
{
(*pofs_psave) << nvar;
}
// need to rescale the hessian
// get the current scale
dvector x0(1,nvar);
dvector current_scale(1,nvar);
initial_params::xinit(x0);
int mctmp=initial_params::mc_phase;
initial_params::mc_phase=0;
initial_params::stddev_scale(current_scale,x0);
initial_params::mc_phase=mctmp;
// cout << "old scale=" << old_scale << endl;
// cout << "current scale=" << current_scale << endl;
// cout << "S before=" << S << endl;
// I think this is only needed if mcmc2 is used??
// for (int i=1;i<=nvar;i++)
// {
// for (int j=1;j<=nvar;j++)
// {
// S(i,j)*=old_scale(i)*old_scale(j);
// }
// }
if(diag_option){
for (int i=1;i<=nvar;i++)
{
for (int j=1;j<=nvar;j++)
{
S(i,j)*=current_scale(i)*current_scale(j);
}
}
}
// cout << "S after=" << S << endl;
gradient_structure::set_NO_DERIVATIVES();
if (mcmc2_flag==0)
{
initial_params::set_inactive_random_effects();
}
// Setup random number generator, based on seed passed
int iseed=2197;
if (iseed0) iseed=iseed0;
random_number_generator rng(iseed);
gradient_structure::set_YES_DERIVATIVES();
initial_params::xinit(x0);
// Dual averaging components
dvector epsvec(1,nmcmc+1), epsbar(1,nmcmc+1), Hbar(1,nmcmc+1);
epsvec.initialize(); epsbar.initialize(); Hbar.initialize();
double time_warmup=0;
double time_total=0;
std::clock_t start = clock();
time_t now = time(0);
tm* localtm = localtime(&now);
cout << endl << "Starting static HMC for model '" << ad_comm::adprogram_name <<
"' at " << asctime(localtm);
// write sampler parameters
ofstream adaptation("adaptation.csv", ios::trunc);
adaptation << "accept_stat__,stepsize__,int_time__,energy__,lp__" << endl;
// Declare and initialize the variables needed for the algorithm
dmatrix chd = choleski_decomp(S); // cholesky decomp of mass matrix
dvector y(1,nvar); // unbounded parameters
y.initialize();
// transformed params
independent_variables z(1,nvar); z=chd*y;
dvector gr(1,nvar); // gradients in unbounded space
// Need to run this to fill gr with current gradients and initial NLL.
double nllbegin=get_hybrid_monte_carlo_value(nvar,z,gr);
if(std::isnan(nllbegin)){
cerr << "Starting MCMC trajectory at NaN -- something is wrong!" << endl;
ad_exit(1);
}
// initial rotated gradient
dvector gr2(1,nvar); gr2=gr*chd;
dvector p(1,nvar); // momentum vector
p.fill_randn(rng);
// Copy initial value to parsave in case first trajectory rejected
initial_params::copy_all_values(parsave,1.0);
double iaccept=0.0;
// The gradient and params at beginning of trajectory, in case rejected.
dvector gr2begin(1,nvar); gr2begin=gr2;
dvector ybegin(1,nvar); ybegin=y;
double nll=nllbegin;
// if(useDA){
// eps=find_reasonable_stepsize(nvar,y,p,chd);
// epsvec(1)=eps; epsbar(1)=eps; Hbar(1)=0;
// }
double mu=log(10*eps);
// Start of MCMC chain
for (int is=1;is<=nmcmc;is++) {
// Random momentum for next iteration, only affects Ham values
p.fill_randn(rng);
double H0=nll+0.5*norm2(p);
// Generate trajectory
int divergence=0;
for (int i=1;i<=L;i++) {
// leapfrog updates gr, p, y, and gr2 by reference
nll=leapfrog(nvar, gr, chd, eps, p, y, gr2);
// Break trajectory early if a divergence occurs to save computation
if(std::isnan(nll)){
divergence=1; break;
}
} // end of trajectory
// Test whether to accept the proposed state
double Ham=nll+0.5*norm2(p); // Update Hamiltonian for proposed set
double alpha=min(1.0, exp(H0-Ham)); // acceptance ratio
double rr=randu(rng); // Runif(1)
if (rr<alpha && !divergence){ // accept
iaccept++;
// Update for next iteration: params, Hamiltonian and gr2
ybegin=y;
gr2begin=gr2;
nllbegin=nll;
initial_params::copy_all_values(parsave,1.0);
} else {
// Reject and don't update anything to reuse initials for next trajectory
y=ybegin;
gr2=gr2begin;
nll=nllbegin;
}
// Save parameters to psv file, duplicated if rejected
(*pofs_psave) << parsave;
// Adaptation of step size (eps).
if(useDA && is <= nwarmup){
eps=adapt_eps(is, eps, alpha, adapt_delta, mu, epsvec, epsbar, Hbar);
}
adaptation << alpha << "," << eps << "," << eps*L << "," << H0 << "," << -nll << endl;
if(is ==nwarmup) time_warmup = ( std::clock()-start)/(double) CLOCKS_PER_SEC;
print_mcmc_progress(is, nmcmc, nwarmup, chain);
} // end of MCMC chain
// This final ratio should closely match adapt_delta
if(useDA){
cout << "Final acceptance ratio=" << iaccept/nmcmc << " and target is " << adapt_delta<<endl;
cout << "Final step size=" << eps << "; after " << nwarmup << " warmup iterations"<< endl;
} else {
cout << "Final acceptance ratio=" << iaccept/nmcmc << endl;
}
time_total = ( std::clock() - start ) / (double) CLOCKS_PER_SEC;
print_mcmc_timing(time_warmup, time_total);
// I assume this closes the connection to the file??
if (pofs_psave)
{
delete pofs_psave;
pofs_psave=NULL;
}
} // end of HMC function
