Type stability

SciML · Jul 13, 2023 · 6771d15 · 6771d15
1 parent fba4498
commit 6771d15
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Showing 2 changed files with 63 additions and 26 deletions.
diff --git a/src/datafit.jl b/src/datafit.jl
@@ -206,24 +206,24 @@ function bayes_unpack_data(prob, p::AbstractVector{<:Pair})
     (pdist, IndexKeyMap(prob, pkeys))
 end
 
-Turing.@model function bayesianODE(prob, t, pdist, pkeys, data, noise_prior)
+Turing.@model function bayesianODE(prob, alg, t, pdist, pkeys, data, datamap, noise_prior)
     σ ~ noise_prior
 
     pprior ~ product_distribution(pdist)
 
     prob = _remake(prob, (prob.tspan[1], t[end]), pkeys, pprior)
-    sol = solve(prob, saveat = t)
+    sol = solve(prob, alg, saveat = t)
     if !SciMLBase.successful_retcode(sol)
         Turing.DynamicPPL.acclogp!!(__varinfo__, -Inf)
         return nothing
     end
     for i in eachindex(data)
-        data[i].second ~ MvNormal(sol[data[i].first], σ^2 * I)
+        data[i] ~ MvNormal(datamap(sol), σ^2 * I)
     end
     return nothing
 end
 
-Turing.@model function bayesianODE(prob,
+Turing.@model function bayesianODE(prob, alg,
     pdist,
     pkeys,
     ts,
@@ -236,7 +236,7 @@ Turing.@model function bayesianODE(prob,
     pprior ~ product_distribution(pdist)
 
     prob = _remake(prob, (prob.tspan[1], lastt), pkeys, pprior)
-    sol = solve(prob)
+    sol = solve(prob, alg)
     if !SciMLBase.successful_retcode(sol)
         Turing.DynamicPPL.acclogp!!(__varinfo__, -Inf)
         return nothing
@@ -264,18 +264,19 @@ end
 Base.length(ws::WeightedSol) = length(first(ws.sols))
 Base.size(ws::WeightedSol) = (length(first(ws.sols)),)
 function Base.getindex(ws::WeightedSol{T}, i::Int) where {T}
-    s = zero(T)
-    w = zero(T)
-    for j in eachindex(ws.weights)
+    s::T = zero(T)
+    w::T = zero(T)
+    @inbounds for j in eachindex(ws.weights)
         w += ws.weights[j]
         s += ws.weights[j] * ws.sols[j][i]
     end
     return s + (one(T) - w) * ws.sols[end][i]
 end
-function WeightedSol(sols, select, weights)
-    T = eltype(weights)
-    s = map(Base.Fix2(getindex, select), sols)
-    WeightedSol{T}(s, weights)
+function WeightedSol(sols, select, i::Int, weights)
+    s = map(sols, select) do sol, sel
+        @view(sol[sel.indices[i], :])
+    end
+    WeightedSol{eltype(weights)}(s, weights)
 end
 function bayes_unpack_data(probs, p::Tuple{Vararg{<:AbstractVector{<:Pair}}}, data)
     pdist, pkeys = bayes_unpack_data(probs, p)
@@ -305,43 +306,46 @@ function flatten(x::Tuple)
     reduce(vcat, x), Grouper(map(length, x))
 end
 
-function getsols(probs, probspkeys, ppriors, t::AbstractArray)
-    map(probs, probspkeys, ppriors) do prob, pkeys, pprior
+function getsols(probs, algs, probspkeys, ppriors, t::AbstractArray)
+    map(probs, algs, probspkeys, ppriors) do prob, alg, pkeys, pprior
         newprob = _remake(prob, (prob.tspan[1], t[end]), pkeys, pprior)
-        solve(newprob, saveat = t)
+        solve(newprob, alg, saveat = t)
     end
 end
-function getsols(probs, probspkeys, ppriors, lastt::Number)
-    map(probs, probspkeys, ppriors) do prob, pkeys, pprior
+function getsols(probs, algs, probspkeys, ppriors, lastt::Number)
+    map(probs, algs, probspkeys, ppriors) do prob, alg, pkeys, pprior
         newprob = _remake(prob, (prob.tspan[1], lastt), pkeys, pprior)
-        solve(newprob)
+        solve(newprob, alg)
     end
 end
 
 Turing.@model function ensemblebayesianODE(probs::Union{Tuple, AbstractVector},
+    algs,
     t,
     pdist,
     grouppriorsfunc,
     probspkeys,
     data,
+    datamaps,
     noise_prior)
     σ ~ noise_prior
     ppriors ~ product_distribution(pdist)
 
     Nprobs = length(probs)
     Nprobs⁻¹ = inv(Nprobs)
     weights ~ MvNormal(Distributions.Fill(Nprobs⁻¹, Nprobs - 1), Nprobs⁻¹)
-    sols = getsols(probs, probspkeys, grouppriorsfunc(ppriors), t)
+    sols = getsols(probs, algs, probspkeys, grouppriorsfunc(ppriors), t)
     if !all(SciMLBase.successful_retcode, sols)
         Turing.DynamicPPL.acclogp!!(__varinfo__, -Inf)
         return nothing
     end
     for i in eachindex(data)
-        data[i].second ~ MvNormal(WeightedSol(sols, data[i].first, weights), σ^2 * I)
+        data[i] ~ MvNormal(WeightedSol(sols, datamaps, i, weights), σ^2 * I)
     end
     return nothing
 end
 Turing.@model function ensemblebayesianODE(probs::Union{Tuple, AbstractVector},
+    algs,
     pdist,
     grouppriorsfunc,
     probspkeys,
@@ -353,7 +357,7 @@ Turing.@model function ensemblebayesianODE(probs::Union{Tuple, AbstractVector},
     σ ~ noise_prior
     ppriors ~ product_distribution(pdist)
 
-    sols = getsols(probs, probspkeys, grouppriorsfunc(ppriors), lastt)
+    sols = getsols(probs, algs, probspkeys, grouppriorsfunc(ppriors), lastt)
 
     Nprobs = length(probs)
     Nprobs⁻¹ = inv(Nprobs)
@@ -411,7 +415,14 @@ function bayesian_datafit(prob,
     nchains = 4,
     niter = 1000)
     (pdist, pkeys) = bayes_unpack_data(prob, p)
-    model = bayesianODE(prob, t, pdist, pkeys, data, noise_prior)
+    model = bayesianODE(prob,
+        first(default_algorithm(prob)),
+        t,
+        pdist,
+        pkeys,
+        last.(data),
+        IndexKeyMap(prob, data),
+        noise_prior)
     chain = Turing.sample(model,
         Turing.NUTS(0.65),
         mcmcensemble,
@@ -430,7 +441,15 @@ function bayesian_datafit(prob,
     nchains = 4,
     niter = 1_000)
     pdist, pkeys, ts, lastt, timeseries, datakeys = bayes_unpack_data(prob, p, data)
-    model = bayesianODE(prob, pdist, pkeys, ts, lastt, timeseries, datakeys, noise_prior)
+    model = bayesianODE(prob,
+        first(default_algorithm(prob)),
+        pdist,
+        pkeys,
+        ts,
+        lastt,
+        timeseries,
+        datakeys,
+        noise_prior)
     chain = Turing.sample(model,
         Turing.NUTS(0.65),
         mcmcensemble,
@@ -451,7 +470,10 @@ function bayesian_datafit(probs::Union{Tuple, AbstractVector},
     (pdist_, pkeys) = bayes_unpack_data(p)
     pdist, grouppriorsfunc = flatten(pdist_)
 
-    model = ensemblebayesianODE(probs, t, pdist, grouppriorsfunc, pkeys, data, noise_prior)
+    model = ensemblebayesianODE(probs,
+        map(first ∘ default_algorithm, probs),
+        t, pdist, grouppriorsfunc, pkeys, last.(data),
+        map(Base.Fix2(IndexKeyMap, data), probs), noise_prior)
     chain = Turing.sample(model,
         Turing.NUTS(0.65),
         mcmcensemble,
@@ -472,6 +494,7 @@ function bayesian_datafit(probs::Union{Tuple, AbstractVector},
     pdist_, pkeys, ts, lastt, timeseries, datakeys = bayes_unpack_data(p, data)
     pdist, grouppriorsfunc = flatten(pdist_)
     model = ensemblebayesianODE(probs,
+        map(first ∘ default_algorithm, probs),
         pdist,
         grouppriorsfunc,
         pkeys,

diff --git a/src/keyindexmap.jl b/src/keyindexmap.jl
@@ -3,6 +3,7 @@ struct IndexKeyMap
     indices::Vector{Int}
 end
 
+# probs support
 function IndexKeyMap(prob, keys)
     params = ModelingToolkit.parameters(prob.f.sys)
     indices = Vector{Int}(undef, length(keys))
@@ -12,7 +13,8 @@ function IndexKeyMap(prob, keys)
     return IndexKeyMap(indices)
 end
 
-Base.@propagate_inbounds function (ikm::IndexKeyMap)(prob, v::AbstractVector)
+Base.@propagate_inbounds function (ikm::IndexKeyMap)(prob::SciMLBase.AbstractDEProblem,
+    v::AbstractVector)
     @boundscheck checkbounds(v, length(ikm.indices))
     def = prob.p
     ret = Vector{Base.promote_eltype(v, def)}(undef, length(def))
@@ -22,8 +24,20 @@ Base.@propagate_inbounds function (ikm::IndexKeyMap)(prob, v::AbstractVector)
     end
     return ret
 end
-
 function _remake(prob, tspan, ikm::IndexKeyMap, pprior)
     p = ikm(prob, pprior)
     remake(prob; tspan, p)
 end
+
+# data support
+function IndexKeyMap(prob, data::AbstractVector{<:Pair})
+    states = ModelingToolkit.states(prob.f.sys)
+    indices = Vector{Int}(undef, length(data))
+    for i in eachindex(data)
+        indices[i] = findfirst(Base.Fix1(isequal, data[i].first), states)
+    end
+    return IndexKeyMap(indices)
+end
+function (ikm::IndexKeyMap)(sol::SciMLBase.AbstractTimeseriesSolution)
+    (@view(sol[i, :]) for i in ikm.indices)
+end