Source code for ligo.skymap.kde

# Copyright (C) 2012-2020  Will M. Farr <>
#                          Leo P. Singer <>
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# GNU General Public License for more details.
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <>.

import copyreg
from functools import partial

import astropy_healpix as ah
from astropy.coordinates import SkyCoord
from astropy.table import Table
from astropy import units as u
from astropy.utils.misc import NumpyRNGContext
import healpy as hp
import logging
import numpy as np
from scipy.stats import gaussian_kde

from . import distance
from . import moc
from . import omp
from .coordinates import EigenFrame
from .util import progress_map

log = logging.getLogger()

__all__ = ('BoundedKDE', 'Clustered2DSkyKDE', 'Clustered3DSkyKDE',

[docs]class BoundedKDE(gaussian_kde): """Density estimation using a KDE on bounded domains. Bounds can be any combination of low or high (if no bound, set to ``float('inf')`` or ``float('-inf')``), and can be periodic or non-periodic. Cannot handle topologies that have multi-dimensional periodicities; will only handle topologies that are direct products of (arbitrary numbers of) R, [0,1], and S1. Parameters ---------- pts : :class:`numpy.ndarray` ``(Ndim, Npts)`` shaped array of points (as in :class:`gaussian_kde`). low Lower bounds; if ``None``, assume no lower bounds. high Upper bounds; if ``None``, assume no upper bounds. periodic Boolean array giving periodicity in each dimension; if ``None`` assume no dimension is periodic. bw_method : optional Bandwidth estimation method (see :class:`gaussian_kde`). """ def __init__(self, pts, low=-np.inf, high=np.inf, periodic=False, bw_method=None): super().__init__(pts, bw_method=bw_method) self._low = np.broadcast_to( low, self.d).astype(self.dataset.dtype) self._high = np.broadcast_to( high, self.d).astype(self.dataset.dtype) self._periodic = np.broadcast_to( periodic, self.d).astype(bool)
[docs] def evaluate(self, pts): """Evaluate the KDE at the given points.""" pts = np.atleast_2d(pts) d, m = pts.shape if d != self.d and d == 1 and m == self.d: pts = pts.T pts_orig = pts pts = np.copy(pts_orig) den = super().evaluate(pts) for i, (low, high, period) in enumerate(zip(self._low, self._high, self._periodic)): if period: p = high - low pts[i, :] += p den += super().evaluate(pts) pts[i, :] -= 2.0 * p den += super().evaluate(pts) pts[i, :] = pts_orig[i, :] else: if not np.isneginf(low): pts[i, :] = 2.0 * low - pts[i, :] den += super().evaluate(pts) pts[i, :] = pts_orig[i, :] if not np.isposinf(high): pts[i, :] = 2.0 * high - pts[i, :] den += super().evaluate(pts) pts[i, :] = pts_orig[i, :] return den
__call__ = evaluate
[docs] def quantile(self, pt): """Quantile of ``pt``, evaluated by a greedy algorithm. Parameters ---------- pt The point at which the quantile value is to be computed. Notes ----- The quantile of ``pt`` is the fraction of points used to construct the KDE that have a lower KDE density than ``pt``. """ return np.count_nonzero(self(self.dataset) < self(pt)) / self.n
def km_assign(mus, cov, pts): """Implement the assignment step in the k-means algorithm. Given a set of centers, ``mus``, a covariance matrix used to produce a metric on the space, ``cov``, and a set of points, ``pts`` (shape ``(npts, ndim)``), assigns each point to its nearest center, returning an array of indices of shape ``(npts,)`` giving the assignments. """ k = mus.shape[0] n = pts.shape[0] dists = np.zeros((k, n)) for i, mu in enumerate(mus): dx = pts - mu try: dists[i, :] = np.sum(dx * np.linalg.solve(cov, dx.T).T, axis=1) except np.linalg.LinAlgError: dists[i, :] = np.nan return np.nanargmin(dists, axis=0) def km_centroids(pts, assign, k): """Implement the centroid-update step of the k-means algorithm. Given a set of points, ``pts``, of shape ``(npts, ndim)``, and an assignment of each point to a region, ``assign``, and the number of means, ``k``, returns an array of shape ``(k, ndim)`` giving the centroid of each region. """ mus = np.zeros((k, pts.shape[1])) for i in range(k): sel = assign == i if np.sum(sel) > 0: mus[i, :] = np.mean(pts[sel, :], axis=0) else: mus[i, :] = pts[np.random.randint(pts.shape[0]), :] return mus def k_means(pts, k): """Perform k-means clustering on the set of points. Parameters ---------- pts Array of shape ``(npts, ndim)`` giving the points on which k-means is to operate. k Positive integer giving the number of regions. Returns ------- centroids An ``(k, ndim)`` array giving the centroid of each region. assign An ``(npts,)`` array of integers between 0 (inclusive) and k (exclusive) indicating the assignment of each point to a region. """ assert pts.shape[0] > k, 'must have more points than means' cov = np.cov(pts, rowvar=0) mus = np.random.permutation(pts)[:k, :] assign = km_assign(mus, cov, pts) while True: old_assign = assign mus = km_centroids(pts, assign, k) assign = km_assign(mus, cov, pts) if np.all(assign == old_assign): break return mus, assign def _cluster(cls, pts, trials, i, seed, jobs): # FIXME: This is an inelegant hack to disable OpenMP inside subprocesses. # See if jobs != 1: omp.num_threads = 1 k = i // trials if k == 0: raise ValueError('Expected at least one cluster') try: if k == 1: assign = np.zeros(len(pts), dtype=np.intp) else: with NumpyRNGContext(i + seed): _, assign = k_means(pts, k) obj = cls(pts, assign=assign) except np.linalg.LinAlgError: return -np.inf, else: return obj.bic, k, obj.kdes class ClusteredKDE: def __init__(self, pts, max_k=40, trials=5, assign=None, jobs=1): = jobs if assign is None:'clustering ...') # Make sure that each thread gets a different random number state. # We start by drawing a random integer s in the main thread, and # then the i'th subprocess will seed itself with the integer i + s. # # The seed must be an unsigned 32-bit integer, so if there are n # threads, then s must be drawn from the interval [0, 2**32 - n). seed = np.random.randint(0, 2**32 - max_k * trials) func = partial(_cluster, type(self), pts, trials, seed=seed, jobs=jobs) self.bic, self.k, self.kdes = max( self._map(func, range(trials, (max_k + 1) * trials)), key=lambda items: items[:2]) else: # Build KDEs for each cluster, skipping degenerate clusters self.kdes = [] npts, ndim = pts.shape self.k = assign.max() + 1 for i in range(self.k): sel = (assign == i) cluster_pts = pts[sel, :] # Equivalent to but faster than len(set(pts)) nuniq = len(np.unique(cluster_pts, axis=0)) # Skip if there are fewer unique points than dimensions if nuniq <= ndim: continue try: kde = gaussian_kde(cluster_pts.T) except (np.linalg.LinAlgError, ValueError): # If there are fewer unique points than degrees of freedom, # then the KDE will fail because the covariance matrix is # singular. In that case, don't bother adding that cluster. pass else: self.kdes.append(kde) # Calculate BIC # The number of parameters is: # # * ndim for each centroid location # # * (ndim+1)*ndim/2 Kernel covariances for each cluster # # * one weighting factor for the cluster (minus one for the # overall constraint that the weights must sum to one) nparams = (self.k * ndim + 0.5 * self.k * (ndim + 1) * ndim + self.k - 1) with np.errstate(divide='ignore'): self.bic = ( np.sum(np.log(self.eval_kdes(pts))) - 0.5 * nparams * np.log(npts)) def eval_kdes(self, pts): pts = pts.T return sum(w * kde(pts) for w, kde in zip(self.weights, self.kdes)) def __call__(self, pts): return self.eval_kdes(pts) @property def weights(self): """Get the cluster weights: the fraction of the points within each cluster. """ w = np.asarray([kde.n for kde in self.kdes]) return w / np.sum(w) def _map(self, func, items): return progress_map(func, items, class SkyKDE(ClusteredKDE): @classmethod def transform(cls, pts): """Override in sub-classes to transform points.""" raise NotImplementedError def __init__(self, pts, max_k=40, trials=5, assign=None, jobs=1): if assign is None: pts = self.transform(pts) super().__init__( pts, max_k=max_k, trials=trials, assign=assign, jobs=jobs) def __call__(self, pts): return super().__call__(self.transform(pts)) def _bayestar_adaptive_grid(self, top_nside=16, rounds=8): """Implement of the BAYESTAR adaptive mesh refinement scheme as described in Section VI of Singer & Price 2016, PRD, 93, 024013 :doi:`10.1103/PhysRevD.93.024013`. FIXME: Consider refactoring BAYESTAR itself to perform the adaptation step in Python. """ top_npix = ah.nside_to_npix(top_nside) nrefine = top_npix // 4 cells = zip([0] * nrefine, [top_nside // 2] * nrefine, range(nrefine)) for iround in range(rounds - 1): print('adaptive refinement round {} of {} ...'.format( iround + 1, rounds - 1)) cells = sorted(cells, key=lambda p_n_i: p_n_i[0] / p_n_i[1]**2) new_nside, new_ipix = np.transpose([ (nside * 2, ipix * 4 + i) for _, nside, ipix in cells[-nrefine:] for i in range(4)]) theta, phi = hp.pix2ang(new_nside, new_ipix, nest=True) ra = phi dec = 0.5 * np.pi - theta p = self(np.column_stack((ra, dec))) cells[-nrefine:] = zip(p, new_nside, new_ipix) return cells def as_healpix(self, top_nside=16): """Return a HEALPix multi-order map of the posterior density.""" post, nside, ipix = zip(*self._bayestar_adaptive_grid( top_nside=top_nside)) post = np.asarray(list(post)) nside = np.asarray(list(nside)) ipix = np.asarray(list(ipix)) # Make sure that sky map is normalized (it should be already) post /= np.sum(post * ah.nside_to_pixel_area(nside).to_value( # Convert from NESTED to UNIQ pixel indices order = np.log2(nside).astype(int) uniq = moc.nest2uniq(order.astype(np.int8), ipix) # Done! return Table([uniq, post], names=['UNIQ', 'PROBDENSITY'], copy=False) # We have to put in some hooks to make instances of Clustered2DSkyKDE picklable # because we dynamically create subclasses with different values of the 'frame' # class variable. This gets even trickier because we need both the class and # instance objects to be picklable. class _Clustered2DSkyKDEMeta(type): # noqa: N802 """Metaclass to make dynamically created subclasses of Clustered2DSkyKDE picklable. """ def _Clustered2DSkyKDEMeta_pickle(cls): # noqa: N802 """Pickle dynamically created subclasses of Clustered2DSkyKDE.""" return type, (cls.__name__, cls.__bases__, {'frame': cls.frame}) # Register function to pickle subclasses of Clustered2DSkyKDE. copyreg.pickle(_Clustered2DSkyKDEMeta, _Clustered2DSkyKDEMeta_pickle) def _Clustered2DSkyKDE_factory(name, frame): # noqa: N802 """Unpickle instances of dynamically created subclasses of Clustered2DSkyKDE. FIXME: In Python 3, we could make this a class method of Clustered2DSkyKDE. Unfortunately, Python 2 is picky about pickling bound class methods. """ new_cls = type(name, (Clustered2DSkyKDE,), {'frame': frame}) return super(Clustered2DSkyKDE, Clustered2DSkyKDE).__new__(new_cls)
[docs]class Clustered2DSkyKDE(SkyKDE, metaclass=_Clustered2DSkyKDEMeta): r"""Represents a kernel-density estimate of a sky-position PDF that has been decomposed into clusters, using a different kernel for each cluster. The estimated PDF is .. math:: p\left( \vec{\theta} \right) = \sum_{i = 0}^{k-1} \frac{N_i}{N} \sum_{\vec{x} \in C_i} N\left[\vec{x}, \Sigma_i\right]\left( \vec{\theta} \right) where :math:`C_i` is the set of points belonging to cluster :math:`i`, :math:`N_i` is the number of points in this cluster, :math:`\Sigma_i` is the optimally-converging KDE covariance associated to cluster :math:`i`. The number of clusters, :math:`k` is chosen to maximize the `BIC <>`_ for the given set of points being drawn from the clustered KDE. The points are assigned to clusters using the k-means algorithm, with a decorrelated metric. The overall clustering behavior is similar to the well-known `X-Means <>`_ algorithm. """ frame = None
[docs] @classmethod def transform(cls, pts): pts = SkyCoord(*pts.T, unit='rad').transform_to(cls.frame).spherical return np.column_stack((pts.lon.rad, np.sin(
def __new__(cls, pts, *args, **kwargs): frame = EigenFrame.for_coords(SkyCoord(*pts.T, unit='rad')) name = '{:s}_{:x}'.format(cls.__name__, id(frame)) new_cls = type(name, (cls,), {'frame': frame}) return super().__new__(new_cls) def __reduce__(self): """Pickle instances of dynamically created subclasses of Clustered2DSkyKDE. """ factory_args = self.__class__.__name__, self.frame return _Clustered2DSkyKDE_factory, factory_args, self.__dict__ def eval_kdes(self, pts): base = super().eval_kdes dphis = (0.0, 2 * np.pi, -2 * np.pi) phi, z = pts.T return sum(base(np.column_stack((phi + dphi, z))) for dphi in dphis)
[docs]class Clustered3DSkyKDE(SkyKDE): """Like :class:`Clustered2DSkyKDE`, but clusters in 3D space. Can compute volumetric posterior density (per cubic Mpc), and also produce Healpix maps of the mean and standard deviation of the log-distance. """
[docs] @classmethod def transform(cls, pts): return SkyCoord(*pts.T, unit='rad')
def __call__(self, pts, distances=False): """Given an array of positions in RA, DEC, compute the marginal sky posterior and optinally the conditional distance parameters. """ func = partial(distance.cartesian_kde_to_moments, datasets=[_.dataset for _ in self.kdes], inverse_covariances=[_.inv_cov for _ in self.kdes], weights=self.weights) probdensity, mean, std = zip(*self._map(func, self.transform(pts))) if distances: mu, sigma, norm = distance.moments_to_parameters(mean, std) return probdensity, mu, sigma, norm else: return probdensity
[docs] def posterior_spherical(self, pts): """Evaluate the posterior probability density in spherical polar coordinates, as a function of (ra, dec, distance). """ return super().__call__(pts)
[docs] def as_healpix(self, top_nside=16): """Return a HEALPix multi-order map of the posterior density and conditional distance distribution parameters. """ m = super().as_healpix(top_nside=top_nside) order, ipix = moc.uniq2nest(m['UNIQ']) nside = 2 ** order.astype(int) theta, phi = hp.pix2ang(nside, ipix, nest=True) p = np.column_stack((phi, 0.5 * np.pi - theta)) print('evaluating distance layers ...') _, m['DISTMU'], m['DISTSIGMA'], m['DISTNORM'] = self(p, distances=True) return m
[docs]class Clustered2Plus1DSkyKDE(Clustered3DSkyKDE): """A hybrid sky map estimator that uses a 2D clustered KDE for the marginal distribution as a function of (RA, Dec) and a 3D clustered KDE for the conditional distance distribution. """ def __init__(self, pts, max_k=40, trials=5, assign=None, jobs=1): if assign is None: self.twod = Clustered2DSkyKDE( pts, max_k=max_k, trials=trials, assign=assign, jobs=jobs) super().__init__( pts, max_k=max_k, trials=trials, assign=assign, jobs=jobs) def __call__(self, pts, distances=False): probdensity = self.twod(pts) if distances: _, distmu, distsigma, distnorm = super().__call__( pts, distances=True) return probdensity, distmu, distsigma, distnorm else: return probdensity
[docs] def posterior_spherical(self, pts): """Evaluate the posterior probability density in spherical polar coordinates, as a function of (ra, dec, distance). """ return self(pts) * super().posterior_spherical(pts) / super().__call__( pts)