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SNR optimisation options for pycbc_live #4432

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4 changes: 2 additions & 2 deletions bin/pycbc_live
Original file line number Diff line number Diff line change
Expand Up @@ -118,7 +118,7 @@ class LiveEventManager(object):
if platform.system() != 'Darwin':
available_cores = len(os.sched_getaffinity(0))
self.fu_cores = available_cores - analysis_cores
self.optimizer = args.optimizer
self.optimizer = args.snr_opt_method
if self.fu_cores <= 0:
logging.warning(
'Insufficient number of CPU cores (%d) to '
Expand Down Expand Up @@ -915,7 +915,7 @@ parser.add_argument('--run-snr-optimization', action='store_true',
'any trigger uploaded to GraceDB')
parser.add_argument('--snr-opt-timeout', type=int, default=400, metavar='SECONDS',
help='Maximum allowed duration of followup process to maximize SNR')
parser.add_argument('--snr-opt-label', type=str, default='SNR_OPTIMIZED',
parser.add_argument('--snr-opt-label', default='SNR_OPTIMIZED',
help='Label to apply to snr-optimized GraceDB uploads')

parser.add_argument('--enable-embright-has-massgap', action='store_true', default=False,
Expand Down
9 changes: 5 additions & 4 deletions bin/pycbc_optimize_snr
Original file line number Diff line number Diff line change
Expand Up @@ -68,8 +68,9 @@ args = parser.parse_args()

pycbc.init_logging(args.verbose)

if args.optimizer_seed:
numpy.random.seed(args.optimizer_seed)
if args.snr_opt_seed is not None and args.snr_opt_seed != 'random':
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logging.info('Setting snr optimizer random seed.')
numpy.random.seed(int(args.snr_opt_seed))

# Input checking
if args.snr_threshold != 4:
Expand Down Expand Up @@ -163,7 +164,7 @@ bounds = {
'spin2z': (minspin2z, maxspin2z)
}

if args.include_candidate_in_optimizer:
if args.snr_opt_include_candidate:
# Initial point from found candidate
mchirp_init = cv.mchirp_from_mass1_mass2(fp['mass1'][()], fp['mass2'][()])
eta_init = cv.eta_from_mass1_mass2(fp['mass1'][()], fp['mass2'][()])
Expand All @@ -182,7 +183,7 @@ else:
with scheme_context:
logging.info('Starting optimization')

optimize_func = snr_optimizer.optimize_funcs[args.optimizer]
optimize_func = snr_optimizer.optimize_funcs[args.snr_opt_method]
opt_params = optimize_func(bounds, args, extra_args, initial_point)

logging.info('Optimization complete')
Expand Down
23 changes: 13 additions & 10 deletions examples/live/run.sh
Original file line number Diff line number Diff line change
Expand Up @@ -195,11 +195,14 @@ python -m mpi4py `which pycbc_live` \
--src-class-eff-to-lum-distance 0.74899 \
--src-class-lum-distance-to-delta -0.51557 -0.32195 \
--run-snr-optimization \
--optimizer differential_evolution \
--differential-evolution-maxiter 50 \
--differential-evolution-popsize 100 \
--include-candidate-in-optimizer \
--optimizer-seed 42 \
--snr-opt-di-maxiter 50 \
--snr-opt-di-popsize 100 \
--snr-opt-include-candidate \
--snr-opt-seed 42 \
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--sngl-ifar-est-dist conservative \
--single-newsnr-threshold 9 \
--single-duration-threshold 7 \
--single-reduced-chisq-threshold 2 \
--sngl-ifar-est-dist conservative \
--single-newsnr-threshold 9 \
--single-duration-threshold 7 \
Expand All @@ -210,11 +213,11 @@ python -m mpi4py `which pycbc_live` \
# If you would like to use the pso optimizer, change --optimizer to pso
# and include these arguments while removing other optimizer args.
# You will need to install the pyswarms package into your environment.
# --pso-iters 5 \
# --pso-particles 250 \
# --pso-c1 0.5 \
# --pso-c2 2.0 \
# --pso-w 0.01 \
# --snr-opt-pso-iters 5 \
# --snr-opt-pso-particles 250 \
# --snr-opt-pso-c1 0.5 \
# --snr-opt-pso-c2 2.0 \
# --snr-opt-pso-w 0.01 \

# note that, at this point, some SNR optimization processes may still be
# running, so the checks below may ignore their results
Expand Down
80 changes: 43 additions & 37 deletions pycbc/live/snr_optimizer.py
Original file line number Diff line number Diff line change
Expand Up @@ -194,9 +194,9 @@ def optimize_di(bounds, cli_args, extra_args, initial_point):

# Currently only implemented for random seed initial array
rng = numpy.random.mtrand._rand
population_shape = (int(cli_args.differential_evolution_popsize), 4)
population_shape = (int(cli_args.snr_opt_di_popsize), 4)
population = rng.uniform(size=population_shape)
if cli_args.include_candidate_in_optimizer:
if cli_args.snr_opt_include_candidate:
# Re-normalize the initial point into the correct range
point_init = normalize_initial_point(initial_point, bounds)
# add the initial point to the population
Expand All @@ -205,9 +205,9 @@ def optimize_di(bounds, cli_args, extra_args, initial_point):
results = differential_evolution(
compute_minus_network_snr,
bounds,
maxiter=int(cli_args.differential_evolution_maxiter),
maxiter=int(cli_args.snr_opt_di_maxiter),
workers=(cli_args.cores or -1),
popsize=int(cli_args.differential_evolution_popsize),
popsize=int(cli_args.snr_opt_di_popsize),
mutation=(0.5, 1),
recombination=0.7,
callback=callback_func,
Expand All @@ -228,8 +228,8 @@ def optimize_shgo(bounds, cli_args, extra_args, initial_point): # pylint: disabl
compute_minus_network_snr,
bounds=bounds,
args=extra_args,
iters=cli_args.shgo_iters,
n=cli_args.shgo_samples,
iters=cli_args.snr_opt_shgo_iters,
n=cli_args.snr_opt_shgo_samples,
sampling_method="sobol"
)
return results.x
Expand All @@ -243,9 +243,9 @@ def normalize_population(population, min_bounds, max_bounds):

def optimize_pso(bounds, cli_args, extra_args, initial_point):
options = {
'c1': cli_args.pso_c1,
'c2': cli_args.pso_c2,
'w': cli_args.pso_w
'c1': cli_args.snr_opt_pso_c1,
'c2': cli_args.snr_opt_pso_c2,
'w': cli_args.snr_opt_pso_w
}
min_bounds = numpy.array([
bounds['mchirp'][0],
Expand All @@ -263,25 +263,25 @@ def optimize_pso(bounds, cli_args, extra_args, initial_point):
# Manually generate the initial points, this is the same as the default
# method, but allows us to make some modifications
population = numpy.random.uniform(
low=0.0, high=1.0, size=(int(cli_args.pso_particles), 4)
low=0.0, high=1.0, size=(int(cli_args.snr_opt_pso_particles), 4)
)
population = normalize_population(population, min_bounds, max_bounds)

if cli_args.include_candidate_in_optimizer:
if cli_args.snr_opt_include_candidate:
# add the initial point to the population
population = numpy.concatenate((population[:-1],
initial_point))

optimizer = ps.single.GlobalBestPSO(
n_particles=int(cli_args.pso_particles),
n_particles=int(cli_args.snr_opt_pso_particles),
dimensions=4,
options=options,
bounds=(min_bounds, max_bounds),
init_pos=population
)
_, results = optimizer.optimize(
compute_minus_network_snr_pso,
iters=int(cli_args.pso_iters),
iters=int(cli_args.snr_opt_pso_iters),
n_processes=cli_args.cores,
args=extra_args
)
Expand Down Expand Up @@ -328,30 +328,30 @@ def insert_snr_optimizer_options(parser):
"options.")
# Option to choose which optimizer to use:
optimizer_choices = sorted(list(option_dict.keys()))
opt_opt_group.add_argument('--optimizer',
type=str,
opt_opt_group.add_argument('--snr-opt-method',
default='differential_evolution',
choices=optimizer_choices,
help='SNR Optimizer choices: ' + ', '.join(optimizer_choices))

# Add the generic options
opt_opt_group.add_argument('--include-candidate-in-optimizer',
opt_opt_group.add_argument('--snr-opt-include-candidate',
action='store_true',
help='Include parameters of the candidate event in the initialized '
'array for the optimizer. Only relevant for --optimizer pso or '
'differential_evolution')
opt_opt_group.add_argument('--optimizer-seed',
type=int,
default=42,
opt_opt_group.add_argument('--snr-opt-seed',
default='42',
help='Seed to supply to the random generation of initial array to '
'pass to the optimizer. Only relevant for --optimizer pso or '
'differential_evolution')
'differential_evolution. Set to ''random'' for a random seed')

# For each optimizer, add the possible options
for optimizer, option_subdict in option_dict.items():
optimizer_name = optimizer.replace('_', '-')
if optimizer_name == 'differential-evolution':
optimizer_name = 'di'
for opt_name, opt_help_default in option_subdict.items():
option_name = f"--{optimizer_name}-{opt_name}"
option_name = f"--snr-opt-{optimizer_name}-{opt_name}"
opt_opt_group.add_argument(option_name,
type=float,
help=f'Only relevant for --optimizer {optimizer}: ' +
Expand All @@ -364,26 +364,30 @@ def check_snr_optimizer_options(args, parser):
Deal with default options and required parameters given optimizer option
"""
options = {}
options['differential_evolution'] = [args.differential_evolution_maxiter,
args.differential_evolution_popsize]
options['shgo'] = [args.shgo_samples, args.shgo_iters]
options['pso'] = [args.pso_iters, args.pso_particles, args.pso_c1,
args.pso_c2, args.pso_w]

if args.optimizer == 'pso' and ps is None:
options['differential_evolution'] = [args.snr_opt_di_maxiter,
args.snr_opt_di_popsize]
options['shgo'] = [args.snr_opt_shgo_samples, args.snr_opt_shgo_iters]
options['pso'] = [args.snr_opt_pso_iters, args.snr_opt_pso_particles,
args.snr_opt_pso_c1, args.snr_opt_pso_c2,
args.snr_opt_pso_w]

if args.snr_opt_method == 'pso' and ps is None:
parser.error('You need to install pyswarms to use the pso optimizer.')

# Check all the options are suitable for the chosen optimizer
for k in options.keys():
if args.optimizer == k:
if args.snr_opt_method == k:
continue
if any(options[k]):
parser.error("Argument has been supplied which is not suitable " +
f"for the optimizer given ({args.optimizer})")
f"for the optimizer given ({args.snr_opt_method})")

# Give the arguments the default values according to the dictionary
for key, value in option_dict[args.optimizer].items():
key_name = f'{args.optimizer}_{key}'
optimizer_name = args.snr_opt_method.replace('_', '-')
if optimizer_name == 'differential-evolution':
optimizer_name = 'di'
for key, value in option_dict[args.snr_opt_method].items():
key_name = f'snr_opt_{optimizer_name}_{key}'
if not getattr(args, key_name):
setattr(args, key_name, value[1])

Expand All @@ -392,11 +396,13 @@ def args_to_string(args):
Convert the supplied arguments for SNR optimization config into
a string - this is to be used when running subprocesses
"""
argstr = f'--optimizer {args.optimizer} '
optimizer_name = args.optimizer.replace('_', '-')
for opt in option_dict[args.optimizer]:
option_fullname = f'--{optimizer_name}-{opt}'
key_name = f'{args.optimizer}_{opt}'
argstr = f'--snr-opt-method {args.snr_opt_method} '
optimizer_name = args.snr_opt_method.replace('_', '-')
if optimizer_name == 'differential-evolution':
optimizer_name = 'di'
for opt in option_dict[args.snr_opt_method]:
option_fullname = f'--snr-opt-{optimizer_name}-{opt}'
key_name = f'snr_opt_{optimizer_name}_{opt}'
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option_value = getattr(args, key_name)
argstr += f'{option_fullname} {option_value} '
return argstr