fit_pixel_fixed_scatter() - Code Metrics - Inspection of "Merge pull request #79 from andycasey/refactor" - andycasey/AnniesLasso - Measure and Improve Code Quality continuously with Scrutinizer

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by Andy

created 2018-01-28 09:56 UTC

fit_pixel_fixed_scatter() F

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119

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cc	9
c	2
b	1
f	0
dl	0
loc	119
rs	3.1304

How to fix Long Method

#!/usr/bin/env python
# -*- coding: utf-8 -*-

"""
Fitting functions for use in The Cannon.
"""

from __future__ import (division, print_function, absolute_import,
                        unicode_literals)

__all__ = ["fit_spectrum", "fit_pixel_fixed_scatter", "fit_theta_by_linalg",
    "chi_sq", "L1Norm_variation"]

import logging
import numpy as np
import scipy.optimize as op
from time import time

logger = logging.getLogger(__name__)


def fit_spectrum(flux, ivar, initial_labels, vectorizer, theta, s2, fiducials,
    scales, dispersion=None, **kwargs):
    """
    Fit a single spectrum by least-squared fitting.
    
    :param flux:
        The normalized flux values.

    :param ivar:
        The inverse variance array for the normalized fluxes.

    :param initial_labels:
        The point(s) to initialize optimization from.

    :param vectorizer:
        The vectorizer to use when fitting the data.

    :param theta:
        The theta coefficients (spectral derivatives) of the trained model.

    :param s2:
        The pixel scatter (s^2) array for each pixel.

    :param dispersion: [optional]
        The dispersion (e.g., wavelength) points for the normalized fluxes.

    :returns:
        A three-length tuple containing: the optimized labels, the covariance
        matrix, and metadata associated with the optimization.
    """

    adjusted_ivar = ivar/(1. + ivar * s2)
    
    # Exclude non-finite points (e.g., points with zero inverse variance 
    # or non-finite flux values, but the latter shouldn't exist anyway).
    use = np.isfinite(flux * adjusted_ivar) * (adjusted_ivar > 0)
    L = len(vectorizer.label_names)

    if not np.any(use):
        logger.warn("No information in spectrum!")
        return (np.nan * np.ones(L), None, {
                "fail_message": "Pixels contained no information"})

    # Splice the arrays we will use most.
    flux = flux[use]
    weights = np.sqrt(adjusted_ivar[use]) # --> 1.0 / sigma
    use_theta = theta[use]

    initial_labels = np.atleast_2d(initial_labels)

    # Check the vectorizer whether it has a derivative built in.
    Dfun = kwargs.pop("Dfun", True)
    if Dfun not in (None, False):
        try:
            vectorizer.get_label_vector_derivative(initial_labels[0])
        
        except NotImplementedError:
            Dfun = None
            logger.warn("No label vector derivatives available in {}!".format(
                vectorizer))
            
        except:
            logger.exception("Exception raised when trying to calculate the "\
                             "label vector derivative at the fiducial values:")
            raise

        else:
            # Use the label vector derivative.
            Dfun = lambda parameters: weights * np.dot(use_theta,
                vectorizer.get_label_vector_derivative(parameters)).T

    else:
        Dfun = None

    def func(parameters):
        return np.dot(use_theta, vectorizer(parameters))[:, 0]
        
    def residuals(parameters):
        return weights * (func(parameters) - flux)

    kwds = {
        "func": residuals,
        "Dfun": Dfun,
        "col_deriv": True,

        # These get passed through to leastsq:
        "ftol": 7./3 - 4./3 - 1, # Machine precision.
        "xtol": 7./3 - 4./3 - 1, # Machine precision.
        "gtol": 0.0,
        "maxfev": 100000, # MAGIC
        "epsfcn": None,
        "factor": 1.0, 
    }

    # Only update the keywords with things that op.curve_fit/op.leastsq expects.
    for key in set(kwargs).intersection(kwds):
        kwds[key] = kwargs[key]

    results = []
    for x0 in initial_labels:

        try:
            op_labels, cov, meta, mesg, ier = op.leastsq(
                x0=(x0 - fiducials)/scales, full_output=True, **kwds)
            
        except RuntimeError:
            logger.exception("Exception in fitting from {}".format(x0))
            continue

        meta.update(
            dict(x0=x0, chi_sq=np.sum(meta["fvec"]**2), ier=ier, mesg=mesg))
        results.append((op_labels, cov, meta))

    if len(results) == 0:
        logger.warn("No results found!")
        return (np.nan * np.ones(L), None, dict(fail_message="No results found"))

    best_result_index = np.nanargmin([m["chi_sq"] for (o, c, m) in results])
    op_labels, cov, meta = results[best_result_index]

    # De-scale the optimized labels.
    meta["model_flux"] = func(op_labels)
    op_labels = op_labels * scales + fiducials

    if np.allclose(op_labels, meta["x0"]):
        logger.warn(
            "Discarding optimized result because it is exactly the same as the "
            "initial value!")

        # We are in dire straits. We should not trust the result.
        op_labels *= np.nan
        meta["fail_message"] = "Optimized result same as initial value."

    if not np.any(np.isfinite(cov)):
        logger.warn("Non-finite covariance matrix returned!")
    
    # Save additional information.
    meta.update({
        "method": "leastsq",
        "label_names": vectorizer.label_names,
        "best_result_index": best_result_index,
        "derivatives_used": Dfun is not None,
        "snr": np.nanmedian(flux * weights),
        "r_chi_sq": meta["chi_sq"]/(use.sum() - L - 1),
    })
    for key in ("ftol", "xtol", "gtol", "maxfev", "factor", "epsfcn"):
        meta[key] = kwds[key]
    
    return (op_labels, cov, meta)



def fit_theta_by_linalg(flux, ivar, s2, design_matrix):
    """
    Fit theta coefficients to a set of normalized fluxes for a single pixel.

    :param flux:
        The normalized fluxes for a single pixel (across many stars).

    :param ivar:
        The inverse variance of the normalized flux values for a single pixel
        across many stars.

    :param s2:
        The noise residual (squared scatter term) to adopt in the pixel.

    :param design_matrix:
        The model design matrix.

    :returns:
        The label vector coefficients for the pixel, and the inverse variance 
        matrix.
    """

    adjusted_ivar = ivar/(1. + ivar * s2)
    CiA = design_matrix * np.tile(adjusted_ivar, (design_matrix.shape[1], 1)).T
    try:
        ATCiAinv = np.linalg.inv(np.dot(design_matrix.T, CiA))
    except np.linalg.linalg.LinAlgError:
        N = design_matrix.shape[1]
        return (np.hstack([1, np.zeros(N - 1)]), np.inf * np.eye(N))

    ATY = np.dot(design_matrix.T, flux * adjusted_ivar)
    theta = np.dot(ATCiAinv, ATY)

    return (theta, ATCiAinv)



# TODO: This logic should probably go somewhere else.

    
def chi_sq(theta, design_matrix, flux, ivar, axis=None, gradient=True):
    """
    Calculate the chi-squared difference between the spectral model and flux.

    :param theta:
        The theta coefficients.

    :param design_matrix:
        The model design matrix.

    :param flux:
        The normalized flux values.

    :param ivar:
        The inverse variances of the normalized flux values.

    :param axis: [optional]
        The axis to sum the chi-squared values across.

    :param gradient: [optional]
        Return the chi-squared value and its derivatives (Jacobian).

    :returns:
        The chi-squared difference between the spectral model and flux, and
        optionally, the Jacobian.
    """
    residuals = np.dot(theta, design_matrix.T) - flux

    ivar_residuals = ivar * residuals
    f = np.sum(ivar_residuals * residuals, axis=axis)
    if not gradient:
        return f

    g = 2.0 * np.dot(design_matrix.T, ivar_residuals)
    return (f, g)


def L1Norm_variation(theta):
    """
    Return the L1 norm of theta (except the first entry) and its derivative.

    :param theta:
        An array of finite values.

    :returns:
        A two-length tuple containing: the L1 norm of theta (except the first 
        entry), and the derivative of the L1 norm of theta.
    """

    return (np.sum(np.abs(theta[1:])), np.hstack([0.0, np.sign(theta[1:])]))


def _pixel_objective_function_fixed_scatter(theta, design_matrix, flux, ivar, 
    regularization, gradient=True):
    """
    The objective function for a single regularized pixel with fixed scatter.

    :param theta:
        The spectral coefficients.

    :param normalized_flux:
        The normalized flux values for a single pixel across many stars.

    :param adjusted_ivar:
        The adjusted inverse variance of the normalized flux values for a single 
        pixel across many stars. This adjusted inverse variance array should
        already have the scatter included.

    :param regularization:
        The regularization term to scale the L1 norm of theta with.

    :param design_matrix:
        The design matrix for the model.

    :param gradient: [optional]
        Also return the analytic derivative of the objective function.
    """

    if gradient:
        csq, d_csq = chi_sq(theta, design_matrix, flux, ivar, gradient=True)
        L1, d_L1 = L1Norm_variation(theta)

        f = csq + regularization * L1
        g = d_csq + regularization * d_L1
        
        return (f, g)

    else:
        csq = chi_sq(theta, design_matrix, flux, ivar, gradient=False)
        L1, d_L1 = L1Norm_variation(theta)

        return csq + regularization * L1


def _scatter_objective_function(scatter, residuals_squared, ivar):
    adjusted_ivar = ivar/(1.0 + ivar * scatter**2)
    chi_sq = residuals_squared * adjusted_ivar
    return (np.mean(chi_sq) - 1.0)**2
    

def fit_pixel_fixed_scatter(flux, ivar, initial_thetas, design_matrix, 
    regularization, censoring_mask, **kwargs): 
    """
    Fit theta coefficients and noise residual for a single pixel, using
    an initially fixed scatter value.

    :param flux:
        The normalized flux values.

    :param ivar:
        The inverse variance array for the normalized fluxes.

    :param initial_thetas:
        A list of initial theta values to start from, and their source. For
        example: `[(theta_0, "guess"), (theta_1, "old_theta")]

    :param design_matrix:
        The model design matrix.

    :param regularization:
        The regularization strength to apply during optimization (Lambda).

    :param censoring_mask:
        A per-label censoring mask for each pixel.

    :keyword op_method:
        The optimization method to use. Valid options are: `l_bfgs_b`, `powell`.

    :keyword op_kwds:
        A dictionary of arguments that will be provided to the optimizer.

    :returns:
        The optimized theta coefficients, the noise residual `s2`, and
        metadata related to the optimization process.
    """ 

    if np.sum(ivar) < 1.0 * ivar.size: # MAGIC
        metadata = dict(message="No pixel information.", op_time=0.0)
        fiducial = np.hstack([1.0, np.zeros(design_matrix.shape[1] - 1)])
        return (fiducial, np.inf, metadata) # MAGIC

    feval = []
    for initial_theta, initial_theta_source in initial_thetas:
        feval.append(_pixel_objective_function_fixed_scatter(
            initial_theta, design_matrix, flux, ivar, regularization, False))

    initial_theta, initial_theta_source = initial_thetas[np.nanargmin(feval)]

    # If the initial_theta is the same size as the censored_mask, but different
    # to the design_matrix, then we need to censor the initial theta.
    if censoring_mask is not None:
        raise NotImplementedError

        if initial_theta.size == censoring_mask.size \
        and initial_theta.size != censoring_mask.sum():
            # Censor the initial theta.
            # Note: the fiducial theta (below) will have the correct size because
            #       the design matrix is already censored.
            initial_theta = initial_theta.copy()[censoring_mask]

    op_kwds = dict(args=(design_matrix, flux, ivar, regularization), 
        disp=False, maxfun=np.inf, maxiter=np.inf)

    # Allow either l_bfgs_b or powell
    t_init = time()
    op_method = kwargs.get("op_method", "l_bfgs_b").lower()
    if op_method == "l_bfgs_b":

        op_kwds.update(m=design_matrix.shape[1], factr=10.0, pgtol=1e-6)
        op_kwds.update(kwargs.get("op_kwds", {}))

        op_params, fopt, metadata = op.fmin_l_bfgs_b(
            _pixel_objective_function_fixed_scatter, initial_theta, 
            fprime=None, approx_grad=None, **op_kwds)

        metadata.update(dict(fopt=fopt))

    elif op_method == "powell":
        
        op_kwds.update(xtol=1e-6, ftol=1e-6)
        op_kwds.update(kwargs.get("op_kwds", {}))

        # Set 'False' in args so that we don't return the gradient, because fmin
        # doesn't want it.
        args = list(op_kwds["args"])
        args.append(False)
        op_kwds["args"] = tuple(args)

        t_init = time()

        op_params, fopt, direc, n_iter, n_funcs, warnflag = op.fmin_powell(
            _pixel_objective_function_fixed_scatter, initial_theta,
            full_output=True, **op_kwds)

        metadata = dict(fopt=fopt, direc=direc, n_iter=n_iter, n_funcs=n_funcs,
            warnflag=warnflag)

    else:
        raise ValueError("unknown optimization method '{}' -- "
                         "powell or l_bfgs_b are available".format(op_method))

    # Additional metadata common to both optimizers.
    metadata.update(dict(op_method=op_method, op_time=time() - t_init,
        initial_theta=initial_theta, initial_theta_source=initial_theta_source))

    # De-censor the optimized parameters.
    if censoring_mask is not None:
        theta = np.zeros(censoring_mask.size)
        theta[censoring_mask] = op_params

    else:
        theta = op_params

    # Fit the scatter.
    residuals_squared = (flux - np.dot(theta, design_matrix.T))**2
    scatter = op.fmin(_scatter_objective_function, 0.0,
        args=(residuals_squared, ivar), disp=False)

    return (theta, scatter**2, metadata)


1			#!/usr/bin/env python
2			# -- coding: utf-8 --
3
4			"""
5			Fitting functions for use in The Cannon.
6			"""
7
8			from __future__ import (division, print_function, absolute_import,
9			unicode_literals)
10
11			__all__ = ["fit_spectrum", "fit_pixel_fixed_scatter", "fit_theta_by_linalg",
12			"chi_sq", "L1Norm_variation"]
13
14			import logging
15			import numpy as np
16			import scipy.optimize as op
17			from time import time
18
19			logger = logging.getLogger(__name__)
20
21
22			def fit_spectrum(flux, ivar, initial_labels, vectorizer, theta, s2, fiducials,
23			scales, dispersion=None, **kwargs):
24			"""
25			Fit a single spectrum by least-squared fitting.
26
27			:param flux:
28			The normalized flux values.
29
30			:param ivar:
31			The inverse variance array for the normalized fluxes.
32
33			:param initial_labels:
34			The point(s) to initialize optimization from.
35
36			:param vectorizer:
37			The vectorizer to use when fitting the data.
38
39			:param theta:
40			The theta coefficients (spectral derivatives) of the trained model.
41
42			:param s2:
43			The pixel scatter (s^2) array for each pixel.
44
45			:param dispersion: [optional]
46			The dispersion (e.g., wavelength) points for the normalized fluxes.
47
48			:returns:
49			A three-length tuple containing: the optimized labels, the covariance
50			matrix, and metadata associated with the optimization.
51			"""
52
53			adjusted_ivar = ivar/(1. + ivar * s2)
54
55			# Exclude non-finite points (e.g., points with zero inverse variance
56			# or non-finite flux values, but the latter shouldn't exist anyway).
57			use = np.isfinite(flux * adjusted_ivar) * (adjusted_ivar > 0)
58			L = len(vectorizer.label_names)
59
60			if not np.any(use):
61			logger.warn("No information in spectrum!")
62			return (np.nan * np.ones(L), None, {
63			"fail_message": "Pixels contained no information"})
64
65			# Splice the arrays we will use most.
66			flux = flux[use]
67			weights = np.sqrt(adjusted_ivar[use]) # --> 1.0 / sigma
68			use_theta = theta[use]
69
70			initial_labels = np.atleast_2d(initial_labels)
71
72			# Check the vectorizer whether it has a derivative built in.
73			Dfun = kwargs.pop("Dfun", True)
74			if Dfun not in (None, False):
75			try:
76			vectorizer.get_label_vector_derivative(initial_labels[0])
77
78			except NotImplementedError:
79			Dfun = None
80			logger.warn("No label vector derivatives available in {}!".format(
81			vectorizer))
82
83			except:
84			logger.exception("Exception raised when trying to calculate the "\
85			"label vector derivative at the fiducial values:")
86			raise
87
88			else:
89			# Use the label vector derivative.
90			Dfun = lambda parameters: weights * np.dot(use_theta,
91			vectorizer.get_label_vector_derivative(parameters)).T
92
93			else:
94			Dfun = None
95
96			def func(parameters):
97			return np.dot(use_theta, vectorizer(parameters))[:, 0]
98
99			def residuals(parameters):
100			return weights * (func(parameters) - flux)
101
102			kwds = {
103			"func": residuals,
104			"Dfun": Dfun,
105			"col_deriv": True,
106
107			# These get passed through to leastsq:
108			"ftol": 7./3 - 4./3 - 1, # Machine precision.
109			"xtol": 7./3 - 4./3 - 1, # Machine precision.
110			"gtol": 0.0,
111			"maxfev": 100000, # MAGIC
112			"epsfcn": None,
113			"factor": 1.0,
114			}
115
116			# Only update the keywords with things that op.curve_fit/op.leastsq expects.
117			for key in set(kwargs).intersection(kwds):
118			kwds[key] = kwargs[key]
119
120			results = []
121			for x0 in initial_labels:
122
123			try:
124			op_labels, cov, meta, mesg, ier = op.leastsq(
125			x0=(x0 - fiducials)/scales, full_output=True, **kwds)
126
127			except RuntimeError:
128			logger.exception("Exception in fitting from {}".format(x0))
129			continue
130
131			meta.update(
132			dict(x0=x0, chi_sq=np.sum(meta["fvec"]**2), ier=ier, mesg=mesg))
133			results.append((op_labels, cov, meta))
134
135			if len(results) == 0:
136			logger.warn("No results found!")
137			return (np.nan * np.ones(L), None, dict(fail_message="No results found"))
138
139			best_result_index = np.nanargmin([m["chi_sq"] for (o, c, m) in results])
140			op_labels, cov, meta = results[best_result_index]
141
142			# De-scale the optimized labels.
143			meta["model_flux"] = func(op_labels)
144			op_labels = op_labels * scales + fiducials
145
146			if np.allclose(op_labels, meta["x0"]):
147			logger.warn(
148			"Discarding optimized result because it is exactly the same as the "
149			"initial value!")
150
151			# We are in dire straits. We should not trust the result.
152			op_labels *= np.nan
153			meta["fail_message"] = "Optimized result same as initial value."
154
155			if not np.any(np.isfinite(cov)):
156			logger.warn("Non-finite covariance matrix returned!")
157
158			# Save additional information.
159			meta.update({
160			"method": "leastsq",
161			"label_names": vectorizer.label_names,
162			"best_result_index": best_result_index,
163			"derivatives_used": Dfun is not None,
164			"snr": np.nanmedian(flux * weights),
165			"r_chi_sq": meta["chi_sq"]/(use.sum() - L - 1),
166			})
167			for key in ("ftol", "xtol", "gtol", "maxfev", "factor", "epsfcn"):
168			meta[key] = kwds[key]
169
170			return (op_labels, cov, meta)
171
172
173
174			def fit_theta_by_linalg(flux, ivar, s2, design_matrix):
175			"""
176			Fit theta coefficients to a set of normalized fluxes for a single pixel.
177
178			:param flux:
179			The normalized fluxes for a single pixel (across many stars).
180
181			:param ivar:
182			The inverse variance of the normalized flux values for a single pixel
183			across many stars.
184
185			:param s2:
186			The noise residual (squared scatter term) to adopt in the pixel.
187
188			:param design_matrix:
189			The model design matrix.
190
191			:returns:
192			The label vector coefficients for the pixel, and the inverse variance
193			matrix.
194			"""
195
196			adjusted_ivar = ivar/(1. + ivar * s2)
197			CiA = design_matrix * np.tile(adjusted_ivar, (design_matrix.shape[1], 1)).T
198			try:
199			ATCiAinv = np.linalg.inv(np.dot(design_matrix.T, CiA))
200			except np.linalg.linalg.LinAlgError:
201			N = design_matrix.shape[1]
202			return (np.hstack([1, np.zeros(N - 1)]), np.inf * np.eye(N))
203
204			ATY = np.dot(design_matrix.T, flux * adjusted_ivar)
205			theta = np.dot(ATCiAinv, ATY)
206
207			return (theta, ATCiAinv)
208
209
210
211			# TODO: This logic should probably go somewhere else.
212
213
214			def chi_sq(theta, design_matrix, flux, ivar, axis=None, gradient=True):
215			"""
216			Calculate the chi-squared difference between the spectral model and flux.
217
218			:param theta:
219			The theta coefficients.
220
221			:param design_matrix:
222			The model design matrix.
223
224			:param flux:
225			The normalized flux values.
226
227			:param ivar:
228			The inverse variances of the normalized flux values.
229
230			:param axis: [optional]
231			The axis to sum the chi-squared values across.
232
233			:param gradient: [optional]
234			Return the chi-squared value and its derivatives (Jacobian).
235
236			:returns:
237			The chi-squared difference between the spectral model and flux, and
238			optionally, the Jacobian.
239			"""
240			residuals = np.dot(theta, design_matrix.T) - flux
241
242			ivar_residuals = ivar * residuals
243			f = np.sum(ivar_residuals * residuals, axis=axis)
244			if not gradient:
245			return f
246
247			g = 2.0 * np.dot(design_matrix.T, ivar_residuals)
248			return (f, g)
249
250
251			def L1Norm_variation(theta):
252			"""
253			Return the L1 norm of theta (except the first entry) and its derivative.
254
255			:param theta:
256			An array of finite values.
257
258			:returns:
259			A two-length tuple containing: the L1 norm of theta (except the first
260			entry), and the derivative of the L1 norm of theta.
261			"""
262
263			return (np.sum(np.abs(theta[1:])), np.hstack([0.0, np.sign(theta[1:])]))
264
265
266			def _pixel_objective_function_fixed_scatter(theta, design_matrix, flux, ivar,
267			regularization, gradient=True):
268			"""
269			The objective function for a single regularized pixel with fixed scatter.
270
271			:param theta:
272			The spectral coefficients.
273
274			:param normalized_flux:
275			The normalized flux values for a single pixel across many stars.
276
277			:param adjusted_ivar:
278			The adjusted inverse variance of the normalized flux values for a single
279			pixel across many stars. This adjusted inverse variance array should
280			already have the scatter included.
281
282			:param regularization:
283			The regularization term to scale the L1 norm of theta with.
284
285			:param design_matrix:
286			The design matrix for the model.
287
288			:param gradient: [optional]
289			Also return the analytic derivative of the objective function.
290			"""
291
292			if gradient:
293			csq, d_csq = chi_sq(theta, design_matrix, flux, ivar, gradient=True)
294			L1, d_L1 = L1Norm_variation(theta)
295
296			f = csq + regularization * L1
297			g = d_csq + regularization * d_L1
298
299			return (f, g)
300
301			else:
302			csq = chi_sq(theta, design_matrix, flux, ivar, gradient=False)
303			L1, d_L1 = L1Norm_variation(theta)
304
305			return csq + regularization * L1
306
307
308			def _scatter_objective_function(scatter, residuals_squared, ivar):
309			adjusted_ivar = ivar/(1.0 + ivar * scatter**2)
310			chi_sq = residuals_squared * adjusted_ivar
311			return (np.mean(chi_sq) - 1.0)**2
312
313
314			def fit_pixel_fixed_scatter(flux, ivar, initial_thetas, design_matrix,
315			regularization, censoring_mask, **kwargs):
316			"""
317			Fit theta coefficients and noise residual for a single pixel, using
318			an initially fixed scatter value.
319
320			:param flux:
321			The normalized flux values.
322
323			:param ivar:
324			The inverse variance array for the normalized fluxes.
325
326			:param initial_thetas:
327			A list of initial theta values to start from, and their source. For
328			example: `[(theta_0, "guess"), (theta_1, "old_theta")]
329
330			:param design_matrix:
331			The model design matrix.
332
333			:param regularization:
334			The regularization strength to apply during optimization (Lambda).
335
336			:param censoring_mask:
337			A per-label censoring mask for each pixel.
338
339			:keyword op_method:
340			The optimization method to use. Valid options are: `l_bfgs_b`, `powell`.
341
342			:keyword op_kwds:
343			A dictionary of arguments that will be provided to the optimizer.
344
345			:returns:
346			The optimized theta coefficients, the noise residual `s2`, and
347			metadata related to the optimization process.
348			"""
349
350			if np.sum(ivar) < 1.0 * ivar.size: # MAGIC
351			metadata = dict(message="No pixel information.", op_time=0.0)
352			fiducial = np.hstack([1.0, np.zeros(design_matrix.shape[1] - 1)])
353			return (fiducial, np.inf, metadata) # MAGIC
354
355			feval = []
356			for initial_theta, initial_theta_source in initial_thetas:
357			feval.append(_pixel_objective_function_fixed_scatter(
358			initial_theta, design_matrix, flux, ivar, regularization, False))
359
360			initial_theta, initial_theta_source = initial_thetas[np.nanargmin(feval)]
361
362			# If the initial_theta is the same size as the censored_mask, but different
363			# to the design_matrix, then we need to censor the initial theta.
364			if censoring_mask is not None:
365			raise NotImplementedError
366
367			if initial_theta.size == censoring_mask.size \
368			and initial_theta.size != censoring_mask.sum():
369			# Censor the initial theta.
370			# Note: the fiducial theta (below) will have the correct size because
371			# the design matrix is already censored.
372			initial_theta = initial_theta.copy()[censoring_mask]
373
374			op_kwds = dict(args=(design_matrix, flux, ivar, regularization),
375			disp=False, maxfun=np.inf, maxiter=np.inf)
376
377			# Allow either l_bfgs_b or powell
378			t_init = time()
379			op_method = kwargs.get("op_method", "l_bfgs_b").lower()
380			if op_method == "l_bfgs_b":
381
382			op_kwds.update(m=design_matrix.shape[1], factr=10.0, pgtol=1e-6)
383			op_kwds.update(kwargs.get("op_kwds", {}))
384
385			op_params, fopt, metadata = op.fmin_l_bfgs_b(
386			_pixel_objective_function_fixed_scatter, initial_theta,
387			fprime=None, approx_grad=None, **op_kwds)
388
389			metadata.update(dict(fopt=fopt))
390
391			elif op_method == "powell":
392
393			op_kwds.update(xtol=1e-6, ftol=1e-6)
394			op_kwds.update(kwargs.get("op_kwds", {}))
395
396			# Set 'False' in args so that we don't return the gradient, because fmin
397			# doesn't want it.
398			args = list(op_kwds["args"])
399			args.append(False)
400			op_kwds["args"] = tuple(args)
401
402			t_init = time()
403
404			op_params, fopt, direc, n_iter, n_funcs, warnflag = op.fmin_powell(
405			_pixel_objective_function_fixed_scatter, initial_theta,
406			full_output=True, **op_kwds)
407
408			metadata = dict(fopt=fopt, direc=direc, n_iter=n_iter, n_funcs=n_funcs,
409			warnflag=warnflag)
410
411			else:
412			raise ValueError("unknown optimization method '{}' -- "
413			"powell or l_bfgs_b are available".format(op_method))
414
415			# Additional metadata common to both optimizers.
416			metadata.update(dict(op_method=op_method, op_time=time() - t_init,
417			initial_theta=initial_theta, initial_theta_source=initial_theta_source))
418
419			# De-censor the optimized parameters.
420			if censoring_mask is not None:
421			theta = np.zeros(censoring_mask.size)
422			theta[censoring_mask] = op_params
423
424			else:
425			theta = op_params
426
427			# Fit the scatter.
428			residuals_squared = (flux - np.dot(theta, design_matrix.T))**2
429			scatter = op.fmin(_scatter_objective_function, 0.0,
430			args=(residuals_squared, ivar), disp=False)
431
432			return (theta, scatter**2, metadata)
433

andycasey / AnniesLasso

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