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Merge pull request #105 from fjebaker/fergus/cash
Cash money
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,160 @@ | ||
| struct FittingConfig{ImplType,CacheType,StatT,ProbT,P,D,O} | ||
| cache::CacheType | ||
| stat::StatT | ||
| prob::ProbT | ||
| parameters::P | ||
| model_domain::D | ||
| output_domain::D | ||
| objective::O | ||
| variance::O | ||
| covariance::O | ||
| function FittingConfig( | ||
| impl::AbstractSpectralModelImplementation, | ||
| cache::C, | ||
| stat::AbstractStatistic, | ||
| prob::FP, | ||
| params::P, | ||
| model_domain::D, | ||
| output_domain::D, | ||
| objective::O, | ||
| variance::O; | ||
| covariance::O = inv.(variance), | ||
| ) where {C<:AbstractFittingCache,FP,P,D,O} | ||
| new{typeof(impl),C,typeof(stat),FP,P,D,O}( | ||
| cache, | ||
| stat, | ||
| prob, | ||
| params, | ||
| model_domain, | ||
| output_domain, | ||
| objective, | ||
| variance, | ||
| covariance, | ||
| ) | ||
| end | ||
| end | ||
|
|
||
| fit_statistic(::Type{<:FittingConfig{Impl,Cache,Stat}}) where {Impl,Cache,Stat} = Stat() | ||
| fit_statistic(::T) where {T<:FittingConfig} = fit_statistic(T) | ||
|
|
||
| function make_single_config(prob::FittingProblem, stat::AbstractStatistic) | ||
| model = prob.model.m[1] | ||
| dataset = prob.data.d[1] | ||
|
|
||
| layout = common_support(model, dataset) | ||
| model_domain = make_model_domain(layout, dataset) | ||
| output_domain = make_output_domain(layout, dataset) | ||
| objective = make_objective(layout, dataset) | ||
| variance = make_objective_variance(layout, dataset) | ||
| params::Vector{paramtype(model)} = collect(filter(isfree, parameter_tuple(model))) | ||
| cache = SpectralCache( | ||
| layout, | ||
| model, | ||
| model_domain, | ||
| objective, | ||
| objective_transformer(layout, dataset), | ||
| ) | ||
| FittingConfig( | ||
| implementation(model), | ||
| cache, | ||
| stat, | ||
| prob, | ||
| params, | ||
| model_domain, | ||
| output_domain, | ||
| objective, | ||
| variance, | ||
| ) | ||
| end | ||
|
|
||
| function make_multi_config(prob::FittingProblem, stat::AbstractStatistic) | ||
| impl = | ||
| all(model -> implementation(model) isa JuliaImplementation, prob.model.m) ? | ||
| JuliaImplementation() : XSPECImplementation() | ||
|
|
||
| layout = common_support(prob.model.m..., prob.data.d...) | ||
|
|
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| variances = map(d -> make_objective_variance(layout, d), prob.data.d) | ||
| # build index mappings for pulling out the data | ||
| domains, domain_mapping = _build_domain_mapping(layout, prob.data) | ||
| output_domains, output_domain_mapping = _build_output_domain_mapping(layout, prob.data) | ||
| objectives, objective_mapping = _build_objective_mapping(layout, prob.data) | ||
| parameters, parameter_mapping = _build_parameter_mapping(prob.model, prob.bindings) | ||
|
|
||
| i::Int = 1 | ||
| caches = map(prob.model.m) do m | ||
| c = SpectralCache( | ||
| layout, | ||
| m, | ||
| domains[i], | ||
| objectives[i], | ||
| objective_transformer(layout, prob.data.d[i]), | ||
| param_diff_cache_size = length(parameters), | ||
| ) | ||
| i += 1 | ||
| c | ||
| end | ||
|
|
||
| all_objectives = reduce(vcat, objectives) | ||
|
|
||
| cache = MultiModelCache( | ||
| caches, | ||
| DiffCache(similar(all_objectives)), | ||
| domain_mapping, | ||
| output_domain_mapping, | ||
| objective_mapping, | ||
| parameter_mapping, | ||
| ) | ||
| FittingConfig( | ||
| impl, | ||
| cache, | ||
| stat, | ||
| prob, | ||
| parameters, | ||
| reduce(vcat, domains), | ||
| reduce(vcat, output_domains), | ||
| all_objectives, | ||
| reduce(vcat, variances), | ||
| ) | ||
| end | ||
|
|
||
| function FittingConfig(prob::FittingProblem; stat = ChiSquared()) | ||
| config = if model_count(prob) == 1 && data_count(prob) == 1 | ||
| make_single_config(prob, stat) | ||
| elseif model_count(prob) == data_count(prob) | ||
| make_multi_config(prob, stat) | ||
| elseif model_count(prob) < data_count(prob) | ||
| error("Single model, many data not yet implemented.") | ||
| else | ||
| error("Multi model, single data not yet implemented.") | ||
| end | ||
|
|
||
| return config | ||
| end | ||
|
|
||
| function _unpack_config(prob::FittingProblem; stat = ChiSquared(), kwargs...) | ||
| config = FittingConfig(prob; stat = stat) | ||
| kwargs, config | ||
| end | ||
|
|
||
| function _f_objective(config::FittingConfig) | ||
| function f!!(domain, parameters) | ||
| _invoke_and_transform!(config.cache, domain, parameters) | ||
| end | ||
| end | ||
|
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||
|
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| supports_autodiff(config::FittingConfig{<:JuliaImplementation}) = true | ||
| supports_autodiff(config::FittingConfig) = false | ||
|
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| function Base.show(io::IO, @nospecialize(config::FittingConfig)) | ||
| descr = "FittingConfig" | ||
| print(io, descr) | ||
| end | ||
|
|
||
| function Base.show(io::IO, ::MIME"text/plain", @nospecialize(config::FittingConfig)) | ||
| descr = "FittingConfig" | ||
| print(io, descr) | ||
| end | ||
|
|
||
| export FittingConfig |
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