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28 changes: 18 additions & 10 deletions simuk/numpyro_adapter.py
Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,8 @@

import jax
import numpy as np
from arviz_base import from_numpyro
import xarray as xr
from arviz_base import dict_to_dataset, extract, from_numpyro
from numpyro.handlers import seed, trace
from numpyro.infer import MCMC, Predictive

Expand All @@ -24,13 +25,14 @@ def __init__(self, data_dir, numpyro_model, model, simulator, single_seed):
def compute_single_rank(self, transform, name, posterior, simulation_idx, ref_params):
transformed_posterior = np.array(
[
transform(name, posterior[name].sel(chain=0).isel(draw=i).values)
for i in range(posterior[name].sizes["draw"])
transform(name, posterior[name].isel(sample=i).values)
for i in range(posterior[name].sizes["sample"])
]
)
return (transformed_posterior < transform(name, ref_params[name][simulation_idx])).sum(
axis=0
)
return (
transformed_posterior
< transform(name, ref_params[name].isel(sample=simulation_idx).values)
).sum(axis=0)

def get_posterior_predictive_samples(self, num_simulations, seeds, progress_bar):
raise NotImplementedError("Posterior SBC is not implemented for numpyro")
Expand All @@ -51,9 +53,15 @@ def get_prior_predictive_samples(self, num_samples, seeds):
params = dict(zip(prior.keys(), vals))
params["seed"] = seeds[i]
results.append(self.simulator(**params))
prior_pred = {key: [result[key] for result in results] for key in results[0]}
prior_pred = {
key: np.asarray([result[key] for result in results]) for key in results[0]
}
else:
prior_pred = {k: v for k, v in samples.items() if k in self.observed_model_vars}

prior = dict_to_dataset(prior, sample_dims=["sample"])
prior_pred = dict_to_dataset(prior_pred, sample_dims=["sample"])

return prior, prior_pred

def _extract_model_info(self, single_seed):
Expand Down Expand Up @@ -126,14 +134,14 @@ def get_posterior_samples(
if k in simulation_parameters.observed_model_vars
}
mcmc.run(rng_seed, **free_vars_data, **prior_predictive_args)
return from_numpyro(mcmc)["posterior"]
return extract(from_numpyro(mcmc), group="posterior", keep_dataset=True)

def subsample(self, ref_params, predictive, seed, size):
log.info("Slicing isn't implemented for numpyro, skipping it.")
return ref_params, predictive

def replicate(self, predictive, idx, simulation_params):
return {k: v[idx] for k, v in predictive.items()}
return {k: v.isel(sample=idx).values for k, v in predictive.items()}

def stop_if_cant_run_without_simulator(self):
if not self.observed_model_vars:
Expand All @@ -154,4 +162,4 @@ class NumpyroSimulationParams(NamedTuple):
observed_vars: list[str]
observed_model_vars: list[str]
var_names: list[str]
ref_params: dict[str, jax.Array]
ref_params: xr.Dataset
3 changes: 2 additions & 1 deletion simuk/sbc.py
Original file line number Diff line number Diff line change
Expand Up @@ -30,6 +30,7 @@
pass

import numpy as np
import xarray as xr
from arviz_base import from_dict
from tqdm import tqdm

Expand Down Expand Up @@ -266,7 +267,7 @@ def __init__(
self.sample_kwargs = sample_kwargs
self.simulations = {name: [] for name in self.adapter.var_names}
self._simulations_complete = 0
self.posteriors = []
self.posteriors: list[xr.Dataset] = []
self.keep_fits = keep_fits

if simulator is not None and not callable(simulator):
Expand Down
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