Revision 1dc47c645fc08f07c8e491328494beb387f4d0d3 authored by veronica-villa on 09 October 2020, 15:00:13 UTC, committed by GitHub on 09 October 2020, 15:00:13 UTC
1 parent d801bc1
chisq.py
# Copyright (C) 2012 Alex Nitz
# 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
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 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, write to the Free Software Foundation, Inc.,
# 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
#
# =============================================================================
#
# Preamble
#
# =============================================================================
#
import numpy, logging, math, pycbc.fft
from pycbc.types import zeros, real_same_precision_as, TimeSeries, complex_same_precision_as
from pycbc.filter import sigmasq_series, make_frequency_series, matched_filter_core, get_cutoff_indices
from pycbc.scheme import schemed
import pycbc.pnutils
BACKEND_PREFIX="pycbc.vetoes.chisq_"
def power_chisq_bins_from_sigmasq_series(sigmasq_series, num_bins, kmin, kmax):
"""Returns bins of equal power for use with the chisq functions
Parameters
----------
sigmasq_series: FrequencySeries
A frequency series containing the cumulative power of a filter template
preweighted by a psd.
num_bins: int
The number of chisq bins to calculate.
kmin: int
DOCUMENTME
kmax: int
DOCUMENTME
Returns
-------
bins: List of ints
A list of the edges of the chisq bins is returned.
"""
sigmasq = sigmasq_series[kmax - 1]
edge_vec = numpy.arange(0, num_bins) * sigmasq / num_bins
bins = numpy.searchsorted(sigmasq_series[kmin:kmax], edge_vec, side='right')
bins += kmin
return numpy.append(bins, kmax)
def power_chisq_bins(htilde, num_bins, psd, low_frequency_cutoff=None,
high_frequency_cutoff=None):
"""Returns bins of equal power for use with the chisq functions
Parameters
----------
htilde: FrequencySeries
A frequency series containing the template waveform
num_bins: int
The number of chisq bins to calculate.
psd: FrequencySeries
A frequency series containing the psd. Its length must be commensurate
with the template waveform.
low_frequency_cutoff: {None, float}, optional
The low frequency cutoff to apply
high_frequency_cutoff: {None, float}, optional
The high frequency cutoff to apply
Returns
-------
bins: List of ints
A list of the edges of the chisq bins is returned.
"""
sigma_vec = sigmasq_series(htilde, psd, low_frequency_cutoff,
high_frequency_cutoff).numpy()
kmin, kmax = get_cutoff_indices(low_frequency_cutoff,
high_frequency_cutoff,
htilde.delta_f,
(len(htilde)-1)*2)
return power_chisq_bins_from_sigmasq_series(sigma_vec, num_bins, kmin, kmax)
@schemed(BACKEND_PREFIX)
def chisq_accum_bin(chisq, q):
err_msg = "This function is a stub that should be overridden using the "
err_msg += "scheme. You shouldn't be seeing this error!"
raise ValueError(err_msg)
@schemed(BACKEND_PREFIX)
def shift_sum(v1, shifts, bins):
""" Calculate the time shifted sum of the FrequencySeries
"""
err_msg = "This function is a stub that should be overridden using the "
err_msg += "scheme. You shouldn't be seeing this error!"
raise ValueError(err_msg)
def power_chisq_at_points_from_precomputed(corr, snr, snr_norm, bins, indices):
"""Calculate the chisq timeseries from precomputed values for only select points.
This function calculates the chisq at each point by explicitly time shifting
and summing each bin. No FFT is involved.
Parameters
----------
corr: FrequencySeries
The product of the template and data in the frequency domain.
snr: numpy.ndarray
The unnormalized array of snr values at only the selected points in `indices`.
snr_norm: float
The normalization of the snr (EXPLAINME : refer to Findchirp paper?)
bins: List of integers
The edges of the equal power bins
indices: Array
The indices where we will calculate the chisq. These must be relative
to the given `corr` series.
Returns
-------
chisq: Array
An array containing only the chisq at the selected points.
"""
num_bins = len(bins) - 1
chisq = shift_sum(corr, indices, bins) # pylint:disable=assignment-from-no-return
return (chisq * num_bins - (snr.conj() * snr).real) * (snr_norm ** 2.0)
_q_l = None
_qtilde_l = None
_chisq_l = None
def power_chisq_from_precomputed(corr, snr, snr_norm, bins, indices=None, return_bins=False):
"""Calculate the chisq timeseries from precomputed values.
This function calculates the chisq at all times by performing an
inverse FFT of each bin.
Parameters
----------
corr: FrequencySeries
The produce of the template and data in the frequency domain.
snr: TimeSeries
The unnormalized snr time series.
snr_norm:
The snr normalization factor (true snr = snr * snr_norm) EXPLAINME - define 'true snr'?
bins: List of integers
The edges of the chisq bins.
indices: {Array, None}, optional
Index values into snr that indicate where to calculate
chisq values. If none, calculate chisq for all possible indices.
return_bins: {boolean, False}, optional
Return a list of the SNRs for each chisq bin.
Returns
-------
chisq: TimeSeries
"""
# Get workspace memory
global _q_l, _qtilde_l, _chisq_l
bin_snrs = []
if _q_l is None or len(_q_l) != len(snr):
q = zeros(len(snr), dtype=complex_same_precision_as(snr))
qtilde = zeros(len(snr), dtype=complex_same_precision_as(snr))
_q_l = q
_qtilde_l = qtilde
else:
q = _q_l
qtilde = _qtilde_l
if indices is not None:
snr = snr.take(indices)
if _chisq_l is None or len(_chisq_l) < len(snr):
chisq = zeros(len(snr), dtype=real_same_precision_as(snr))
_chisq_l = chisq
else:
chisq = _chisq_l[0:len(snr)]
chisq.clear()
num_bins = len(bins) - 1
for j in range(num_bins):
k_min = int(bins[j])
k_max = int(bins[j+1])
qtilde[k_min:k_max] = corr[k_min:k_max]
pycbc.fft.ifft(qtilde, q)
qtilde[k_min:k_max].clear()
if return_bins:
bin_snrs.append(TimeSeries(q * snr_norm * num_bins ** 0.5,
delta_t=snr.delta_t,
epoch=snr.start_time))
if indices is not None:
chisq_accum_bin(chisq, q.take(indices))
else:
chisq_accum_bin(chisq, q)
chisq = (chisq * num_bins - snr.squared_norm()) * (snr_norm ** 2.0)
if indices is None:
chisq = TimeSeries(chisq, delta_t=snr.delta_t, epoch=snr.start_time, copy=False)
if return_bins:
return chisq, bin_snrs
else:
return chisq
def fastest_power_chisq_at_points(corr, snr, snrv, snr_norm, bins, indices):
"""Calculate the chisq values for only selected points.
This function looks at the number of points to be evaluated and selects
the fastest method (FFT, or direct time shift and sum). In either case,
only the selected points are returned.
Parameters
----------
corr: FrequencySeries
The product of the template and data in the frequency domain.
snr: Array
The unnormalized snr
snr_norm: float
The snr normalization factor --- EXPLAINME
bins: List of integers
The edges of the equal power bins
indices: Array
The indices where we will calculate the chisq. These must be relative
to the given `snr` series.
Returns
-------
chisq: Array
An array containing only the chisq at the selected points.
"""
import pycbc.scheme
if isinstance(pycbc.scheme.mgr.state, pycbc.scheme.CPUScheme):
# We don't have that many points so do the direct time shift.
return power_chisq_at_points_from_precomputed(corr, snrv,
snr_norm, bins, indices)
else:
# We have a lot of points so it is faster to use the fourier transform
return power_chisq_from_precomputed(corr, snr, snr_norm, bins,
indices=indices)
def power_chisq(template, data, num_bins, psd,
low_frequency_cutoff=None,
high_frequency_cutoff=None,
return_bins=False):
"""Calculate the chisq timeseries
Parameters
----------
template: FrequencySeries or TimeSeries
A time or frequency series that contains the filter template.
data: FrequencySeries or TimeSeries
A time or frequency series that contains the data to filter. The length
must be commensurate with the template.
(EXPLAINME - does this mean 'the same as' or something else?)
num_bins: int
The number of bins in the chisq. Note that the dof goes as 2*num_bins-2.
psd: FrequencySeries
The psd of the data.
low_frequency_cutoff: {None, float}, optional
The low frequency cutoff for the filter
high_frequency_cutoff: {None, float}, optional
The high frequency cutoff for the filter
return_bins: {boolean, False}, optional
Return a list of the individual chisq bins
Returns
-------
chisq: TimeSeries
TimeSeries containing the chisq values for all times.
"""
htilde = make_frequency_series(template)
stilde = make_frequency_series(data)
bins = power_chisq_bins(htilde, num_bins, psd, low_frequency_cutoff,
high_frequency_cutoff)
corra = zeros((len(htilde)-1)*2, dtype=htilde.dtype)
total_snr, corr, tnorm = matched_filter_core(htilde, stilde, psd,
low_frequency_cutoff, high_frequency_cutoff,
corr_out=corra)
return power_chisq_from_precomputed(corr, total_snr, tnorm, bins, return_bins=return_bins)
class SingleDetPowerChisq(object):
"""Class that handles precomputation and memory management for efficiently
running the power chisq in a single detector inspiral analysis.
"""
def __init__(self, num_bins=0, snr_threshold=None):
if not (num_bins == "0" or num_bins == 0):
self.do = True
self.column_name = "chisq"
self.table_dof_name = "chisq_dof"
self.num_bins = num_bins
else:
self.do = False
self.snr_threshold = snr_threshold
@staticmethod
def parse_option(row, arg):
safe_dict = {}
safe_dict.update(row.__dict__)
safe_dict.update(math.__dict__)
safe_dict.update(pycbc.pnutils.__dict__)
return eval(arg, {"__builtins__":None}, safe_dict)
def cached_chisq_bins(self, template, psd):
from pycbc.opt import LimitedSizeDict
key = id(psd)
if not hasattr(psd, '_chisq_cached_key'):
psd._chisq_cached_key = {}
if not hasattr(template, '_bin_cache'):
template._bin_cache = LimitedSizeDict(size_limite=2**2)
if key not in template._bin_cache or id(template.params) not in psd._chisq_cached_key:
psd._chisq_cached_key[id(template.params)] = True
num_bins = int(self.parse_option(template, self.num_bins))
if hasattr(psd, 'sigmasq_vec') and template.approximant in psd.sigmasq_vec:
kmin = int(template.f_lower / psd.delta_f)
kmax = template.end_idx
bins = power_chisq_bins_from_sigmasq_series(
psd.sigmasq_vec[template.approximant], num_bins, kmin, kmax)
else:
bins = power_chisq_bins(template, num_bins, psd, template.f_lower)
template._bin_cache[key] = bins
return template._bin_cache[key]
def values(self, corr, snrv, snr_norm, psd, indices, template):
""" Calculate the chisq at points given by indices.
Returns
-------
chisq: Array
Chisq values, one for each sample index
chisq_dof: Array
Number of statistical degrees of freedom for the chisq test
in the given template
"""
if self.do:
num_above = len(indices)
if self.snr_threshold:
above = abs(snrv * snr_norm) > self.snr_threshold
num_above = above.sum()
logging.info('%s above chisq activation threshold' % num_above)
above_indices = indices[above]
above_snrv = snrv[above]
rchisq = numpy.zeros(len(indices), dtype=numpy.float32)
dof = -100
else:
above_indices = indices
above_snrv = snrv
if num_above > 0:
bins = self.cached_chisq_bins(template, psd)
dof = (len(bins) - 1) * 2 - 2
chisq = power_chisq_at_points_from_precomputed(corr,
above_snrv, snr_norm, bins, above_indices)
if self.snr_threshold:
if num_above > 0:
rchisq[above] = chisq
else:
rchisq = chisq
return rchisq, numpy.repeat(dof, len(indices))# dof * numpy.ones_like(indices)
else:
return None, None
class SingleDetSkyMaxPowerChisq(SingleDetPowerChisq):
"""Class that handles precomputation and memory management for efficiently
running the power chisq in a single detector inspiral analysis when
maximizing analytically over sky location.
"""
def __init__(self, **kwds):
super(SingleDetSkyMaxPowerChisq, self).__init__(**kwds)
self.template_mem = None
self.corr_mem = None
def calculate_chisq_bins(self, template, psd):
""" Obtain the chisq bins for this template and PSD.
"""
num_bins = int(self.parse_option(template, self.num_bins))
if hasattr(psd, 'sigmasq_vec') and \
template.approximant in psd.sigmasq_vec:
kmin = int(template.f_lower / psd.delta_f)
kmax = template.end_idx
bins = power_chisq_bins_from_sigmasq_series(
psd.sigmasq_vec[template.approximant], num_bins, kmin, kmax)
else:
bins = power_chisq_bins(template, num_bins, psd, template.f_lower)
return bins
def values(self, corr_plus, corr_cross, snrv, psd,
indices, template_plus, template_cross, u_vals,
hplus_cross_corr, hpnorm, hcnorm):
""" Calculate the chisq at points given by indices.
Returns
-------
chisq: Array
Chisq values, one for each sample index
chisq_dof: Array
Number of statistical degrees of freedom for the chisq test
in the given template
"""
if self.do:
num_above = len(indices)
if self.snr_threshold:
above = abs(snrv) > self.snr_threshold
num_above = above.sum()
logging.info('%s above chisq activation threshold' % num_above)
above_indices = indices[above]
above_snrv = snrv[above]
rchisq = numpy.zeros(len(indices), dtype=numpy.float32)
dof = -100
else:
above_indices = indices
above_snrv = snrv
if num_above > 0:
chisq = []
curr_tmplt_mult_fac = 0.
curr_corr_mult_fac = 0.
if self.template_mem is None or \
(not len(self.template_mem) == len(template_plus)):
self.template_mem = zeros(len(template_plus),
dtype=complex_same_precision_as(corr_plus))
if self.corr_mem is None or \
(not len(self.corr_mem) == len(corr_plus)):
self.corr_mem = zeros(len(corr_plus),
dtype=complex_same_precision_as(corr_plus))
tmplt_data = template_cross.data
corr_data = corr_cross.data
numpy.copyto(self.template_mem.data, template_cross.data)
numpy.copyto(self.corr_mem.data, corr_cross.data)
template_cross._data = self.template_mem.data
corr_cross._data = self.corr_mem.data
for lidx, index in enumerate(above_indices):
above_local_indices = numpy.array([index])
above_local_snr = numpy.array([above_snrv[lidx]])
local_u_val = u_vals[lidx]
# Construct template from _plus and _cross
# Note that this modifies in place, so we store that and
# revert on the next pass.
template = template_cross.multiply_and_add(template_plus,
local_u_val-curr_tmplt_mult_fac)
curr_tmplt_mult_fac = local_u_val
template.f_lower = template_plus.f_lower
template.params = template_plus.params
# Construct the corr vector
norm_fac = local_u_val*local_u_val + 1
norm_fac += 2 * local_u_val * hplus_cross_corr
norm_fac = hcnorm / (norm_fac**0.5)
hp_fac = local_u_val * hpnorm / hcnorm
corr = corr_cross.multiply_and_add(corr_plus,
hp_fac - curr_corr_mult_fac)
curr_corr_mult_fac = hp_fac
bins = self.calculate_chisq_bins(template, psd)
dof = (len(bins) - 1) * 2 - 2
curr_chisq = power_chisq_at_points_from_precomputed(corr,
above_local_snr/ norm_fac, norm_fac,
bins, above_local_indices)
chisq.append(curr_chisq[0])
chisq = numpy.array(chisq)
# Must reset corr and template to original values!
template_cross._data = tmplt_data
corr_cross._data = corr_data
if self.snr_threshold:
if num_above > 0:
rchisq[above] = chisq
else:
rchisq = chisq
return rchisq, numpy.repeat(dof, len(indices))# dof * numpy.ones_like(indices)
else:
return None, None
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