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Fix/windows mogp #107

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merged 3 commits into from
Jun 17, 2020
Merged

Fix/windows mogp #107

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4e358fd
default to single process when running on windows
edaub Jun 16, 2020
6380307
made multi output tests only use a single processor for consistency
edaub Jun 16, 2020
88ea56d
incremented version number
edaub Jun 16, 2020
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8 changes: 6 additions & 2 deletions mogp_emulator/MultiOutputGP.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
from multiprocessing import Pool
import platform
import numpy as np
from mogp_emulator.GaussianProcess import GaussianProcess, PredictResult
from mogp_emulator.MeanFunction import MeanBase
Expand Down Expand Up @@ -137,8 +138,11 @@ def predict(self, testing, unc=True, deriv=True, processes=None):
processes = int(processes)
assert processes > 0, "number of processes must be a positive integer"

with Pool(processes) as p:
predict_vals = p.starmap(GaussianProcess.predict, [(gp, testing, unc, deriv) for gp in self.emulators])
if platform.system() == "Windows":
predict_vals = [GaussianProcess.predict(gp, testing, unc, deriv) for gp in self.emulators]
else:
with Pool(processes) as p:
predict_vals = p.starmap(GaussianProcess.predict, [(gp, testing, unc, deriv) for gp in self.emulators])

# repackage predictions into numpy arrays

Expand Down
11 changes: 8 additions & 3 deletions mogp_emulator/fitting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@
from mogp_emulator.MultiOutputGP import MultiOutputGP
from multiprocessing import Pool
from functools import partial
import platform

def fit_GP_MAP(*args, n_tries=15, theta0=None, method="L-BFGS-B", **kwargs):
"""
Expand Down Expand Up @@ -165,9 +166,13 @@ def _fit_MOGP_MAP(gp, n_tries=15, theta0=None, method='L-BFGS-B', **kwargs):

n_tries = int(n_tries)

with Pool(processes) as p:
fit_MOGP = p.starmap(partial(fit_GP_MAP, n_tries=n_tries, theta0=theta0, method=method, **kwargs),
[(emulator,) for emulator in gp.emulators])
if platform.system() == "Windows":
fit_MOGP = [fit_GP_MAP(emulator, n_tries=n_tries, theta0=theta0, method=method, **kwargs)
for emulator in gp.emulators]
else:
with Pool(processes) as p:
fit_MOGP = p.starmap(partial(fit_GP_MAP, n_tries=n_tries, theta0=theta0, method=method, **kwargs),
[(emulator,) for emulator in gp.emulators])

gp.emulators = fit_MOGP

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14 changes: 7 additions & 7 deletions mogp_emulator/tests/test_fitting.py
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Expand Up @@ -71,13 +71,13 @@ def test_fit_GP_MAP_MOGP():

theta_exp = np.zeros((2, 3))
theta_exp[0] = np.array([ 1.6030532031342832, -2.090511425471982 , -0.7803960307137198])
theta_exp[1] = np.array([ 1.2807839212942222, -0.5095550757153631, -2.009987161484929 ])
theta_exp[1] = np.array([ 1.414112951818647 , -0.5974688573393576, 0.6857536842773265])
logpost_exp = np.zeros(2)
logpost_exp[0] = -296.0297245831661
logpost_exp[1] = -249.82550942156362
logpost_exp[1] = -250.06025683867367
Comment on lines +74 to +77
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Why did these change?

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I changed these to make the test run on a single process to test that the single thread version gives the same results as the old version (and to ensure general consistency across systems). The lack of multiple threads changed the sequence of random seeds, meaning that the second emulator started from a different point, so this corrects that. This is really a regression test, so the numbers don't really mean anything, just that we get consistent results when starting from the same point.

np.random.seed(4335)

gp = fit_GP_MAP(gp)
gp = fit_GP_MAP(gp, processes=1)

assert isinstance(gp, MultiOutputGP)
for i in range(2):
Expand All @@ -88,7 +88,7 @@ def test_fit_GP_MAP_MOGP():

np.random.seed(4335)

gp = fit_GP_MAP(x, y, mean="0.", use_patsy=False, method="L-BFGS-B")
gp = fit_GP_MAP(x, y, mean="0.", use_patsy=False, method="L-BFGS-B", processes=1)
assert isinstance(gp, MultiOutputGP)
for i in range(2):
assert_allclose(gp.emulators[i].theta, theta_exp[i])
Expand Down Expand Up @@ -176,13 +176,13 @@ def test_fit_MOGP_MAP_MOGP():

theta_exp = np.zeros((2, 3))
theta_exp[0] = np.array([ 1.6030532031342832, -2.090511425471982 , -0.7803960307137198])
theta_exp[1] = np.array([ 1.2807839212942222, -0.5095550757153631, -2.009987161484929 ])
theta_exp[1] = np.array([ 1.414112951818647 , -0.5974688573393576, 0.6857536842773265])
logpost_exp = np.zeros(2)
logpost_exp[0] = -296.0297245831661
logpost_exp[1] = -249.82550942156362
logpost_exp[1] = -250.06025683867367
np.random.seed(4335)

gp = _fit_MOGP_MAP(gp)
gp = _fit_MOGP_MAP(gp, processes=1)

assert isinstance(gp, MultiOutputGP)
for i in range(2):
Expand Down
2 changes: 1 addition & 1 deletion setup.py
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@
MAJOR = 0
MINOR = 3
MICRO = 0
PRERELEASE = 9
PRERELEASE = 10
ISRELEASED = False
version = "{}.{}.{}".format(MAJOR, MINOR, MICRO)

Expand Down