Fetch upstream

.circleci/config.yml

@@ -6,32 +6,42 @@ jobs:
   build:
 
     docker:
-      - image: circleci/python:3.7.0
+      - image: cimg/base:2024.12
+      #- image: cimg/base:2021.04
+      #- image: circleci/python:3.13.1
 
     steps: 
 
       - checkout
 
       - run: sudo apt-get update -y
-      - run: sudo apt-get install -y python3-dev python3-mpi4py python3-h5py python3-numpy python3-scipy python3-matplotlib python3-pandas openmpi-common libopenmpi-dev libhdf5-dev
-      - run: sudo ln -s /usr/lib/python3/dist-packages/numpy/core/include/numpy/ /usr/include/numpy
+      - run: sudo apt-get install -y python3-pip openmpi-common libopenmpi-dev liblapack-dev libopenblas-dev libhdf5-dev 
+
+      - run: python3 -m pip install --user -r pip-requirements.txt pytest-html coveralls pyyaml mpi4py pydocstyle pycodestyle flake8
 
-      - run: sudo pip3 install -r pip-requirements.txt pytest-html coveralls pyyaml mpi4py
       - run: mkdir -p test-reports
 
-      - run: python3 setup.py install --user
+      - run: python3 -m pip install --user .
       - run: for i in examples/test*.py; do python3 $i --help; done
 
       - run: coverage3 run --parallel-mode setup.py test
       - run: |
             echo "backend: Agg" > matplotlibrc
 
       - run: python3 examples/testfeatures.py
-      - run: python3 examples/rundirichlet.py
+      - run: 
+            no_output_timeout: 20m
+            command: python3 examples/rundirichlet.py
+      - run: coverage3 run --parallel-mode docs/simple.py
+      - run: coverage3 run --parallel-mode docs/gauss.py --x_dim=1 --log_dir=tmp
       - run: coverage3 combine
       - run: coverage3 report --include="$PWD/*" --omit="$PWD/.eggs/*"
       - run: coverage3 html --include="$PWD/*" --omit="$PWD/.eggs/*" && mv htmlcov test-reports
 
+      - run: flake8 $(ls ultranest/*.py | grep -Ev '^ultranest/(flatnuts|dychmc|dyhmc).py')
+      - run: pycodestyle $(ls ultranest/*.py | grep -Ev '^ultranest/(flatnuts|dychmc|dyhmc).py')
+      - run: pydocstyle $(ls ultranest/*.py | grep -Ev '^ultranest/(flatnuts|dychmc|dyhmc).py')
+
       - run: coveralls
 
       - store_test_results:

.github/workflows/tests.yml

@@ -0,0 +1,44 @@
+# This workflow will install Python dependencies, run tests and lint with a variety of Python versions
+# For more information see: https://help.github.com/actions/language-and-framework-guides/using-python-with-github-actions
+
+name: build
+
+on:
+  push:
+  pull_request:
+  schedule:
+    - cron: '42 4 5,20 * *'
+
+jobs:
+  build:
+
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: [3.8, 3.9, "3.10", 3.11, 3.12]
+
+    steps:
+    - uses: actions/checkout@v2
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v2
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Install dependencies
+      run: python -m pip install cython numpy scipy matplotlib corner getdist h5py pandas flake8 pycodestyle pydocstyle pytest-html pytest-xdist
+
+    - name: Lint with flake8
+      run: flake8 $(ls ultranest/*.py | grep -Ev '^ultranest/(flatnuts|dychmc|dyhmc|pathsampler).py')
+
+    - name: Check code style
+      run: pycodestyle $(ls ultranest/*.py | grep -Ev '^ultranest/(flatnuts|dychmc|dyhmc|pathsampler).py')
+
+    - name: Check doc style
+      run: pydocstyle $(ls ultranest/*.py | grep -Ev '^ultranest/(flatnuts|dychmc|dyhmc|pathsampler).py')
+
+    - name: Install package
+      run: python -m pip install -e .
+
+    - name: Test with pytest
+      run: pytest -v -k 'not SLOW'

HISTORY.rst

@@ -2,6 +2,81 @@
 Release Notes
 ==============
 
+4.4.0 (2024-12-13)
+------------------
+* Compatible with numpy version 2 and above. Any remaining errors like "ValueError: numpy.dtype size changed, may indicate binary incompatibility. Expected 96 from C header, got 88 from PyObject" are due to ultranest and numpy being installed with different versions. Reinstall numpy and ultranest in that case.
+
+4.3.0 (2024-04-12)
+------------------
+* added :py:class:`ultranest.popstepsampler.PopulationSimpleSliceSampler`: Vectorized, fixed-batch size slice sampler. (`PR <https://github.com/JohannesBuchner/UltraNest/pull/118>`_ by Benjamin Beauchesne) 
+* validation of passed parameter names (`PR <https://github.com/JohannesBuchner/UltraNest/pull/133>`_ by svaverbe)
+* documentation improvements, including documenting results dictionary (`PR <https://github.com/JohannesBuchner/UltraNest/pull/138>`_ by Jacopo Tissino)
+* make scipy actually optional (`PR <https://github.com/JohannesBuchner/UltraNest/pull/141>`_ by Matthew Kirk)
+* linting
+
+4.2.0 (2024-02-15)
+------------------
+
+* new :py:class:`ultranest.mlfriends.LocalAffineLayer` for metric learning, set as default (see `issue 124 <https://github.com/JohannesBuchner/UltraNest/issues/124>`_)
+* add Highest Density Interval function (ultranest.plot.highest_density_interval_from_samples)
+* corner plot style with higher signal-to-ink ratio.
+* bug fixes in popstepsampler
+
+4.1.0 (2024-02-15)
+------------------
+
+* add number of steps calibrator :py:class:`ultranest.calibrator.ReactiveNestedCalibrator`
+* add relative jump distance diagnostic for step samplers
+* make population step samplers more consistent with other step samplers
+
+4.0.0 (2024-02-15)
+------------------
+
+* new :py:class:`ultranest.mlfriends.MaxPrincipleGapAffineLayer` for metric learning, set as default
+
+3.6.5 (2023-07-18)
+------------------
+
+* documentation improvements
+* logging with MPI fixes `by adipol-ph <https://github.com/JohannesBuchner/UltraNest/issues/109>`_ and `by gregorydavidmartinez <https://github.com/JohannesBuchner/UltraNest/issues/110>`_
+* more flexible plotting `by facero <https://github.com/JohannesBuchner/UltraNest/issues/108>`_
+
+3.6.0 (2023-06-22)
+------------------
+
+* add PopulationRandomWalkSampler: vectorized Gaussian random walks for GPU/JAX-powered likelihoods
+* limit initial widening to escape plateau (issue #81)
+
+
+3.5.0 (2022-09-05)
+------------------
+
+* add hot-resume: resume from a similar fit (with different data)
+* fix post_summary.csv column order
+* fix build handling for non-pip systems (pyproject.toml)
+* more efficient handling of categorical variables
+
+
+3.4.0 (2022-04-05)
+------------------
+
+* add differential evolution proposal for slice sampling, recommend it
+* fix revert of step sampler when run out of constraint, in MPI
+* add SimpleRegion: axis-aligned ellipsoidal for very high-d.
+
+
+3.3.3 (2021-09-17)
+------------------
+
+* pretty marginal posterior plot to stdout
+* avoid non-terminations when logzerr cannot be reached
+* add RobustEllipsoidRegion: ellipsoidal without MLFriends for high-d.
+* add WrappingEllipsoid: for additional rejection.
+* bug fixes on rank order test
+* add resume-similar
+* modular step samplers
+
+
 3.0.0 (2020-10-03)
 ------------------
 

MANIFEST.in

@@ -5,8 +5,21 @@ include README.rst
 include requirements_dev.txt
 include pip-requirements.txt
 
+recursive-include * *.pyx
+recursive-include * *.pxd
+
 recursive-include tests *
 recursive-exclude * __pycache__
 recursive-exclude * *.py[co]
+recursive-exclude * *.c
+recursive-exclude * *.orig
+recursive-exclude * *.pdf
 
 recursive-include docs *.rst conf.py Makefile make.bat *.jpg *.png *.gif
+
+# remove extraneous doc and test outputs
+prune docs/static/mcmc-demo
+prune tests/reports
+prune tests/.pytype
+recursive-exclude tests conetestdata.npz
+recursive-exclude tests region-stuck*.npz

Makefile

@@ -1,4 +1,4 @@
-.PHONY: clean clean-test clean-pyc clean-build docs help
+.PHONY: clean clean-test clean-pyc clean-build docs servedocs help install release release-test dist 
 .DEFAULT_GOAL := help
 
 define BROWSER_PYSCRIPT
@@ -43,6 +43,7 @@ clean-build: ## remove build artifacts
 clean-pyc: ## remove Python file artifacts
 	find . -name '*.pyc' -exec rm -f {} +
 	find . -name '*.pyo' -exec rm -f {} +
+	find . -name '*.pyx.py' -exec rm -f {} +
 	find . -name '*~' -exec rm -f {} +
 	find . -name '__pycache__' -exec rm -fr {} +
 	find . -name '*.so' -exec rm -f {} +
@@ -58,15 +59,22 @@ clean-doc:
 	rm -rf docs/build
 	nbstripout docs/*.ipynb
 
-lint: ## check style with flake8
-	flake8 ultranest tests
+SOURCES := $(shell ls ultranest/*.py | grep -Ev '^ultranest/(flatnuts|dychmc|dyhmc|pathsampler).py' | grep -v .pyx.py)
+
+lint: ${SOURCES} ## check style
+	flake8 ${SOURCES}
+	pycodestyle ${SOURCES}
+	pydocstyle ${SOURCES}
 
 test: ## run tests quickly with the default Python
 	PYTHONPATH=. pytest
 
 test-all: ## run tests on every Python version with tox
 	tox
 
+build:
+	$(PYTHON) setup.py build_ext --inplace
+
 coverage: ## check code coverage quickly with the default Python
 	PYTHONPATH=. coverage run --source ultranest -m pytest
 	coverage report -m
@@ -76,27 +84,34 @@ coverage: ## check code coverage quickly with the default Python
 docs: ## generate Sphinx HTML documentation, including API docs
 	rm -f docs/ultranest.rst
 	rm -f docs/modules.rst
+	rm -f docs/API.rst
 	python3 setup.py build_ext --inplace
 	#nbstripout docs/*.ipynb
 	sphinx-apidoc -H API -o docs/ ultranest
+	cd docs; python3 modoverview.py
 	$(MAKE) -C docs clean
 	$(MAKE) -C docs html O=-jauto
 	sed --in-place '/href="ultranest\/mlfriends.html"/d' docs/build/html/_modules/index.html
+	sed --in-place '/href="ultranest\/stepfuncs.html"/d' docs/build/html/_modules/index.html
 	$(BROWSER) docs/build/html/index.html
 
 servedocs: docs ## compile the docs watching for changes
 	watchmedo shell-command -p '*.rst' -c '$(MAKE) -C docs html' -R -D .
 
-release: dist ## package and upload a release
+release-test: install
 	rm -rf logs/features-*
-	echo testfeatures/runsettings-*-iterated.json | xargs --max-args=1 mpiexec -np 3 coverage run --parallel-mode examples/testfeatures.py
-	bash -c 'echo $$RANDOM' | xargs mpiexec -np 5 coverage run --parallel-mode examples/testfeatures.py --random --seed
-	twine upload -s dist/*.tar.gz
+	grep -v iterated examples/runfeatures.sh | sed 's,python3,mpiexec -np 5 coverage3 run --parallel-mode,g' | OMP_NUM_THREADS=4 bash
+	grep    iterated examples/runfeatures.sh | sed 's,python3,mpiexec -np 3 coverage3 run --parallel-mode,g' | OMP_NUM_THREADS=4 bash
+	#echo testfeatures/runsettings-*-iterated.json | xargs --max-args=1 mpiexec -np 3 coverage run --parallel-mode examples/testfeatures.py
+	#grep -- --random examples/runfeatures.sh | sed s,python3,,g | xargs -rt --max-lines=1 mpiexec -np 5 coverage run --parallel-mode 
+
+release: release-test dist ## package and upload a release
+	twine upload --verbose dist/*.tar.gz
 
 dist: clean ## builds source and wheel package
 	$(PYTHON) setup.py sdist
 	$(PYTHON) setup.py bdist_wheel
 	ls -l dist
 
 install: clean ## install the package to the active Python's site-packages
-	$(PYTHON) setup.py install
+	$(PYTHON) setup.py install --user

README.rst

@@ -71,33 +71,25 @@ Features
   * Can control the run programmatically and check status
   * Reasonable defaults, but customizable
   * Thoroughly tested with many unit and integration tests
-  * NEW: allows likelihood functions written in `Python <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/python>`_, `C <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/c>`_, `C++ <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/c%2B%2B>`_, `Fortran <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/fortran>`_, `Julia <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/julia>`_ and `R <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/r>`_
+  * NEW: supports likelihood functions written in `Python <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/python>`_, `C <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/c>`_, `C++ <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/c%2B%2B>`_, `Fortran <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/fortran>`_, `Julia <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/julia>`_ and `R <https://github.com/JohannesBuchner/UltraNest/tree/master/languages/r>`_
 
 * Robust exploration easily handles:
 
   * Degenerate parameter spaces such as bananas or tight correlations
   * Multiple modes/solutions in the parameter space
   * Robust, parameter-free MLFriends algorithm 
     (metric learning RadFriends, Buchner+14,+19), with new improvements
-    (region follows new live points, clustering improves metric iteratively).
+    (region follows new live points, clustering improves metric iteratively, 
+    NEW in v4.0: refined local metric).
   * High-dimensional problems with hit-and-run sampling
   * Wrapped/circular parameters, derived parameters
   * Fast-slow parameters
 
-* strategic nested sampling
-
-  * can vary (increase) number of live points (akin to dynamic nested sampling, but with different targets)
-  * can sample clusters optimally (e.g., at least 50 points per cluster/mode/solution)
-  * can target minimizing parameter estimation uncertainties
-  * can target a desired evidence uncertainty threshold
-  * can target a desired number of effective samples
-  * or any combination of the above
-  * Robust ln(Z) uncertainties by bootstrapping live points.
-
 * Lightweight and fast
 
   * some functions implemented in Cython
-  * `vectorized likelihood function calls <https://johannesbuchner.github.io/UltraNest/performance.html>`__
+  * `vectorized likelihood function calls <https://johannesbuchner.github.io/UltraNest/performance.html>`__, 
+    optimally supporting models with deep learning emulators
   * Use multiple cores, fully parallelizable from laptops to computing clusters
   * `MPI support <https://johannesbuchner.github.io/UltraNest/performance.html>`__
 
@@ -107,20 +99,28 @@ Features
   * Publication-ready visualisations
   * Corner plots, run and parameter exploration diagnostic plots
   * Checkpointing and resuming, even with different number of live points
-  * NEW: `Warm-start: resume from modified data / model <https://johannesbuchner.github.io/UltraNest/example-warmstart.html>`__
+  * `Warm-start: resume from modified data / model <https://johannesbuchner.github.io/UltraNest/example-warmstart.html>`__
 
-Usage
-^^^^^
+* strategic nested sampling
 
-`Get started! <https://johannesbuchner.github.io/UltraNest/using-ultranest.html>`_
+  * can vary (increase) number of live points (akin to dynamic nested sampling, but with different targets)
+  * can sample clusters optimally (e.g., at least 50 points per cluster/mode/solution)
+  * can target minimizing parameter estimation uncertainties
+  * can target a desired evidence uncertainty threshold
+  * can target a desired number of effective samples
+  * or any combination of the above
+  * Robust ln(Z) uncertainties by bootstrapping live points.
 
-Read the full documentation with tutorials at:
+Usage
+^^^^^
 
-https://johannesbuchner.github.io/UltraNest/
+* `Get started! <https://johannesbuchner.github.io/UltraNest/using-ultranest.html>`_
 
-`API Reference: <https://johannesbuchner.github.io/UltraNest/ultranest.html#ultranest.integrator.ReactiveNestedSampler>`_.
+* Read the full documentation with tutorials at:
 
-`Code repository: https://github.com/JohannesBuchner/UltraNest/ <https://github.com/JohannesBuchner/UltraNest/>`_
+  * https://johannesbuchner.github.io/UltraNest/
+  * `API Reference <https://johannesbuchner.github.io/UltraNest/ultranest.html#ultranest.integrator.ReactiveNestedSampler>`_.
+  * `Code repository: https://github.com/JohannesBuchner/UltraNest/ <https://github.com/JohannesBuchner/UltraNest/>`_
 
 Licence
 ^^^^^^^
@@ -130,3 +130,25 @@ How to `cite UltraNest <https://johannesbuchner.github.io/UltraNest/issues.html#
 GPLv3 (see LICENCE file). If you require another license, please contact me.
 
 The cute hedgehog icon was made by `Freepik <https://www.flaticon.com/authors/freepik>`_.
+It symbolises UltraNest's approach of carefully walking up a likelihood,
+ready to defend against any encountered danger.
+
+Contributors
+^^^^^^^^^^^^
+
+* Nicholas Susemiehl
+* Quinn Gao
+* Sigfried Vanaverbeke
+* Warrick Ball
+* Adipol Phosrisom
+* Pieter Vuylsteke
+* Alexander Harvey Nitz
+* Gregory David Martinez
+* Grigorii Smirnov-Pinchukov
+* Fabio F Acero
+* Jacopo Tissino
+* Benjamin Beauchesne
+* Kyle Barbary (some ellipsoid code adopted from https://github.com/kbarbary/nestle)
+* Adam Moss (some architecture and parallelisation adopted from https://github.com/adammoss/nnest)
+* Josh Speagle (some visualisations adopted from https://github.com/joshspeagle/dynesty/)
+* Johannes Buchner