improved parallel distribution of tasks based on discussion with Rob …

…Boer
tilmantroester · May 11, 2020 · ed81ed4 · ed81ed4
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diff --git a/docs/_build/doctrees/environment.pickle b/docs/_build/doctrees/environment.pickle
diff --git a/docs/_build/doctrees/index.doctree b/docs/_build/doctrees/index.doctree
diff --git a/docs/_build/html/.buildinfo b/docs/_build/html/.buildinfo
@@ -1,4 +1,4 @@
 # Sphinx build info version 1
 # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
-config: 3ed64e5c0523c57284ad7d6da93281b4
+config: 98cbb77c72c006cb43bcbbf181b412bc
 tags: 645f666f9bcd5a90fca523b33c5a78b7
diff --git a/docs/_build/html/_sources/index.rst.txt b/docs/_build/html/_sources/index.rst.txt
@@ -79,6 +79,13 @@ Copyright 2019-2020 Minas Karamanis and contributors.
 zeus is free software made available under the GPL-3.0 License.
 
 
+Changelog
+=========
+
+**1.0.7 (11/05/20)**
+
+- Improved parallel distribution of tasks
+
 
 .. toctree::
    :maxdepth: 2

diff --git a/docs/_build/html/_static/documentation_options.js b/docs/_build/html/_static/documentation_options.js
@@ -1,6 +1,6 @@
 var DOCUMENTATION_OPTIONS = {
     URL_ROOT: document.getElementById("documentation_options").getAttribute('data-url_root'),
-    VERSION: '1.0.6',
+    VERSION: '1.0.7',
     LANGUAGE: 'None',
     COLLAPSE_INDEX: false,
     BUILDER: 'html',

diff --git a/docs/_build/html/api.html b/docs/_build/html/api.html
@@ -3,7 +3,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>API &#8212; zeus 1.0.6 documentation</title>
+    <title>API &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="_static/_static/default.css" />

diff --git a/docs/_build/html/cookbook.html b/docs/_build/html/cookbook.html
@@ -3,7 +3,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>Cookbook &#8212; zeus 1.0.6 documentation</title>
+    <title>Cookbook &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="_static/_static/default.css" />

diff --git a/docs/_build/html/faq.html b/docs/_build/html/faq.html
@@ -3,7 +3,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>Frequently Asked Questions &#8212; zeus 1.0.6 documentation</title>
+    <title>Frequently Asked Questions &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="_static/_static/default.css" />

diff --git a/docs/_build/html/genindex.html b/docs/_build/html/genindex.html
@@ -4,7 +4,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>Index &#8212; zeus 1.0.6 documentation</title>
+    <title>Index &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="_static/_static/default.css" />

diff --git a/docs/_build/html/index.html b/docs/_build/html/index.html
@@ -3,7 +3,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>zeus documentation &#8212; zeus 1.0.6 documentation</title>
+    <title>zeus documentation &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="_static/_static/default.css" />
@@ -109,6 +109,7 @@
 <li><a class="reference internal" href="#getting-started">Getting Started</a></li>
 <li><a class="reference internal" href="#attribution">Attribution</a></li>
 <li><a class="reference internal" href="#licence">Licence</a></li>
+<li><a class="reference internal" href="#changelog">Changelog</a></li>
 </ul>
 </ul>
 </li>
@@ -208,6 +209,13 @@ <h1>Attribution<a class="headerlink" href="#attribution" title="Permalink to thi
 <h1>Licence<a class="headerlink" href="#licence" title="Permalink to this headline">¶</a></h1>
 <p>Copyright 2019-2020 Minas Karamanis and contributors.</p>
 <p>zeus is free software made available under the GPL-3.0 License.</p>
+</div>
+<div class="section" id="changelog">
+<h1>Changelog<a class="headerlink" href="#changelog" title="Permalink to this headline">¶</a></h1>
+<p><strong>1.0.7 (11/05/20)</strong></p>
+<ul class="simple">
+<li><p>Improved parallel distribution of tasks</p></li>
+</ul>
 <div class="toctree-wrapper compound">
 </div>
 </div>

diff --git a/docs/_build/html/notebooks/MPI.html b/docs/_build/html/notebooks/MPI.html
@@ -3,7 +3,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>Parallelizing sampling using MPI &#8212; zeus 1.0.6 documentation</title>
+    <title>Parallelizing sampling using MPI &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="../_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="../_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="../_static/_static/default.css" />

diff --git a/docs/_build/html/notebooks/datafit.html b/docs/_build/html/notebooks/datafit.html
@@ -3,7 +3,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>Fitting a model to data &#8212; zeus 1.0.6 documentation</title>
+    <title>Fitting a model to data &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="../_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="../_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="../_static/_static/default.css" />

diff --git a/docs/_build/html/notebooks/multiprocessing.html b/docs/_build/html/notebooks/multiprocessing.html
@@ -3,7 +3,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>Parallelizing sampling using multiprocessing &#8212; zeus 1.0.6 documentation</title>
+    <title>Parallelizing sampling using multiprocessing &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="../_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="../_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="../_static/_static/default.css" />

diff --git a/docs/_build/html/notebooks/normal_distribution.html b/docs/_build/html/notebooks/normal_distribution.html
@@ -3,7 +3,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>Sampling from a multivariate Normal distribution &#8212; zeus 1.0.6 documentation</title>
+    <title>Sampling from a multivariate Normal distribution &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="../_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="../_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="../_static/_static/default.css" />

diff --git a/docs/_build/html/objects.inv b/docs/_build/html/objects.inv
diff --git a/docs/_build/html/search.html b/docs/_build/html/search.html
@@ -3,7 +3,7 @@
 <html xmlns="http://www.w3.org/1999/xhtml">
   <head>
     <meta charset="utf-8" />
-    <title>Search &#8212; zeus 1.0.6 documentation</title>
+    <title>Search &#8212; zeus 1.0.7 documentation</title>
     <link rel="stylesheet" href="_static/bootstrap-sphinx.css" type="text/css" />
     <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
     <link rel="stylesheet" type="text/css" href="_static/_static/default.css" />

diff --git a/docs/_build/html/searchindex.js b/docs/_build/html/searchindex.js
diff --git a/docs/conf.py b/docs/conf.py
@@ -29,7 +29,7 @@
 author = 'Minas Karamanis'
 
 # The full version, including alpha/beta/rc tags
-release = '1.0.6'
+release = '1.0.7'
 
 # -- General configuration ---------------------------------------------------
 

diff --git a/docs/index.rst b/docs/index.rst
@@ -79,6 +79,13 @@ Copyright 2019-2020 Minas Karamanis and contributors.
 zeus is free software made available under the GPL-3.0 License.
 
 
+Changelog
+=========
+
+**1.0.7 (11/05/20)**
+
+- Improved parallel distribution of tasks
+
 
 .. toctree::
    :maxdepth: 2

diff --git a/setup.py b/setup.py
@@ -5,7 +5,7 @@
 
 setuptools.setup(
     name="zeus-mcmc",
-    version="1.0.6",
+    version="1.0.7",
     author="Minas Karamanis",
     author_email="[email protected]",
     description="zeus: Lightning Fast MCMC",

diff --git a/zeus/__init__.py b/zeus/__init__.py
@@ -1,5 +1,5 @@
 name = "zeus-mcmc"
-__version__ = "1.0.6"
+__version__ = "1.0.7"
 __url__ = "https://zeus-mcmc.readthedocs.io"
 __author__ = "Minas Karamanis"
 __email__ = "[email protected]"

diff --git a/zeus/zeus.py b/zeus/zeus.py
@@ -214,18 +214,43 @@ def run(self,
                 # Initialise number of Log prob calls
                 ncall = 0
 
-                # Left stepping-out
+                # Left stepping-out initialisation
                 mask_J = np.full(int(self.nwalkers/2),True)
                 Z_L = np.empty(int(self.nwalkers/2))
                 X_L = np.empty((int(self.nwalkers/2),self.ndim))
 
+                # Right stepping-out initialisation
+                mask_K = np.full(int(self.nwalkers/2),True)
+                Z_R = np.empty(int(self.nwalkers/2))
+                X_R = np.empty((int(self.nwalkers/2),self.ndim))
+
                 cnt = 0
-                while len(mask_J[mask_J])>0:
+                # Stepping-Out procedure
+                while len(mask_J[mask_J])>0 or len(mask_K[mask_K])>0:
+                    if len(mask_J[mask_J])>0:
+                        cnt += 1
+                    if len(mask_K[mask_K])>0:
+                        cnt += 1
+                    if cnt > self.maxiter:
+                        raise RuntimeError('Number of expansions exceeded maximum limit! \n' +
+                                           'Make sure that the pdf is well-defined. \n' +
+                                           'Otherwise increase the maximum limit (maxiter=10^4 by default).')
+
                     for j in indeces[mask_J]:
                         if J[j] < 1:
                             mask_J[j] = False
+
+                    for j in indeces[mask_K]:
+                        if K[j] < 1:
+                            mask_K[j] = False
+
                     X_L[mask_J] = directions[mask_J] * L[mask_J][:,np.newaxis] + X[active][mask_J]
-                    Z_L[mask_J] = np.asarray(list(distribute(self.logprob_fn,X_L[mask_J])))
+                    X_R[mask_K] = directions[mask_K] * R[mask_K][:,np.newaxis] + X[active][mask_K]
+
+                    Z_LR_masked = np.asarray(list(distribute(self.logprob_fn, np.concatenate([X_L[mask_J],X_R[mask_K]]))))
+                    Z_L[mask_J] = Z_LR_masked[:X_L[mask_J].shape[0]]
+                    Z_R[mask_K] = Z_LR_masked[X_L[mask_J].shape[0]:]
+
                     for j in indeces[mask_J]:
                         ncall += 1
                         if Z0[j] < Z_L[j]:
@@ -234,24 +259,7 @@ def run(self,
                             nexp += 1
                         else:
                             mask_J[j] = False
-                    cnt += 1
-                    if cnt > self.maxiter:
-                        raise RuntimeError('Number of expansions exceeded maximum limit! \n' +
-                                           'Make sure that the pdf is well-defined. \n' +
-                                           'Otherwise increase the maximum limit (maxiter=10^4 by default).')
 
-                # Right stepping-out
-                mask_K = np.full(int(self.nwalkers/2),True)
-                Z_R = np.empty(int(self.nwalkers/2))
-                X_R = np.empty((int(self.nwalkers/2),self.ndim))
-
-                cnt = 0
-                while len(mask_K[mask_K])>0:
-                    for j in indeces[mask_K]:
-                        if K[j] < 1:
-                            mask_K[j] = False
-                    X_R[mask_K] = directions[mask_K] * R[mask_K][:,np.newaxis] + X[active][mask_K]
-                    Z_R[mask_K] = np.asarray(list(distribute(self.logprob_fn,X_R[mask_K])))
                     for j in indeces[mask_K]:
                         ncall += 1
                         if Z0[j] < Z_R[j]:
@@ -260,11 +268,7 @@ def run(self,
                             nexp += 1
                         else:
                             mask_K[j] = False
-                    cnt += 1
-                    if cnt > self.maxiter:
-                        raise RuntimeError('Number of expansions exceeded maximum limit! \n' +
-                                           'Make sure that the pdf is well-defined. \n' +
-                                           'Otherwise increase the maximum limit (maxiter=10^4 by default).')
+
 
                 # Shrinking procedure
                 Widths = np.empty(int(self.nwalkers/2))