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| 1 | +#!/usr/bin/env python3 |
| 2 | +""" |
| 3 | +Generate plots for Oscillatory Model Fitting example. |
| 4 | +
|
| 5 | +This script demonstrates fitting an oscillatory model to synthetic data using |
| 6 | +tempest, with comprehensive visualization of results. |
| 7 | +""" |
| 8 | + |
| 9 | +import os |
| 10 | +import sys |
| 11 | + |
| 12 | +# Add project root to path |
| 13 | +sys.path.insert(0, os.path.join(os.path.dirname(__file__), "..", "..", "..")) |
| 14 | + |
| 15 | +import numpy as np |
| 16 | +import tempest as tp |
| 17 | +import matplotlib |
| 18 | +import matplotlib.pyplot as plt |
| 19 | + |
| 20 | +matplotlib.use("Agg") # Use non-interactive backend |
| 21 | +import corner |
| 22 | + |
| 23 | +# Configuration |
| 24 | +# Determine project root and correct output directory |
| 25 | +script_dir = os.path.dirname(os.path.abspath(__file__)) |
| 26 | +project_root = os.path.dirname(os.path.dirname(os.path.dirname(script_dir))) |
| 27 | +output_dir = os.path.join(project_root, "docs", "examples", "assets", "examples") |
| 28 | +os.makedirs(output_dir, exist_ok=True) |
| 29 | + |
| 30 | +print("Generating synthetic oscillatory data...") |
| 31 | + |
| 32 | +# True parameters for oscillatory model |
| 33 | +A_true = 0.5 # Amplitude coefficient for linear trend |
| 34 | +B_true = 2.0 # Offset coefficient |
| 35 | +omega_true = 2 * np.pi # Frequency (period = 1) |
| 36 | +phi_true = np.pi / 4 # Phase offset |
| 37 | +sigma_true = 0.25 # 25% noise level |
| 38 | + |
| 39 | +# Generate data |
| 40 | +np.random.seed(42) |
| 41 | +n_data = 50 |
| 42 | +x = np.linspace(0, 3, n_data) |
| 43 | +y_true = (A_true * x + B_true) * np.sin(omega_true * x + phi_true) |
| 44 | +y_obs = y_true + np.random.normal(0, sigma_true, size=len(x)) |
| 45 | + |
| 46 | +print(f"Generated {n_data} data points with {sigma_true:.1%} noise") |
| 47 | +print(f"True parameters: A={A_true}, B={B_true}, ω={omega_true:.2f}, φ={phi_true:.2f}") |
| 48 | + |
| 49 | + |
| 50 | +# Model definition: Oscillatory Model (5 parameters: A, B, omega, phi, sigma) |
| 51 | +def log_likelihood_oscillatory(theta): |
| 52 | + """Log-likelihood for oscillatory model.""" |
| 53 | + A, B, omega, phi, sigma = theta |
| 54 | + y_pred = (A * x + B) * np.sin(omega * x + phi) |
| 55 | + return -0.5 * np.sum(((y_obs - y_pred) / sigma) ** 2 + np.log(2 * np.pi * sigma**2)) |
| 56 | + |
| 57 | + |
| 58 | +def prior_transform_oscillatory(u): |
| 59 | + """Prior transform for oscillatory model.""" |
| 60 | + A = u[0] # U(0, 1) |
| 61 | + B = 5 * u[1] # U(0, 5) |
| 62 | + omega = 8 * np.pi * u[2] # U(0, 8π), wide enough for the problem |
| 63 | + phi = 2 * np.pi * u[3] # U(0, 2π) |
| 64 | + sigma = 10 ** (3 * u[4] - 2) # Log-uniform from 0.01 to 10 |
| 65 | + return np.array([A, B, omega, phi, sigma]) |
| 66 | + |
| 67 | + |
| 68 | +print("\nRunning Tempest sampler for oscillatory model...") |
| 69 | +sampler = tp.Sampler( |
| 70 | + prior_transform=prior_transform_oscillatory, |
| 71 | + log_likelihood=log_likelihood_oscillatory, |
| 72 | + n_dim=5, |
| 73 | + n_effective=512, |
| 74 | + n_active=256, |
| 75 | + random_state=42, |
| 76 | +) |
| 77 | + |
| 78 | +sampler.run(n_total=4096, progress=False) |
| 79 | +samples, weights, logl = sampler.posterior() |
| 80 | +logz, logz_err = sampler.evidence() |
| 81 | + |
| 82 | +print(f"Sampling completed: logZ = {logz:.2f}") |
| 83 | +if logz_err is not None: |
| 84 | + print(f" logZ error = {logz_err:.2f}") |
| 85 | +print(f"Number of posterior samples: {len(samples)}") |
| 86 | + |
| 87 | +# Get best-fit parameters (weighted posterior mean) |
| 88 | +params = np.average(samples, weights=weights, axis=0) |
| 89 | +stds = np.sqrt(np.average((samples - params) ** 2, weights=weights, axis=0)) |
| 90 | + |
| 91 | +A_fit, B_fit, omega_fit, phi_fit, sigma_fit = params |
| 92 | +A_err, B_err, omega_err, phi_err, sigma_err = stds |
| 93 | + |
| 94 | +print(f"\nParameter estimates:") |
| 95 | +print(f" A = {A_fit:.3f} ± {A_err:.3f} (true: {A_true})") |
| 96 | +print(f" B = {B_fit:.3f} ± {B_err:.3f} (true: {B_true})") |
| 97 | +print(f" ω = {omega_fit:.3f} ± {omega_err:.3f} (true: {omega_true:.3f})") |
| 98 | +print(f" φ = {phi_fit:.3f} ± {phi_err:.3f} (true: {phi_true:.3f})") |
| 99 | +print(f" σ = {sigma_fit:.3f} ± {sigma_err:.3f} (true: {sigma_true})") |
| 100 | + |
| 101 | +# Generate predictions |
| 102 | +y_pred = (A_fit * x + B_fit) * np.sin(omega_fit * x + phi_fit) |
| 103 | + |
| 104 | +print("\nGenerating visualizations...") |
| 105 | + |
| 106 | +# Figure 1: Data, true model, and best-fit |
| 107 | +fig, ax = plt.subplots(figsize=(10, 6)) |
| 108 | +ax.scatter(x, y_obs, alpha=0.6, s=50, color="black", label="Observed data", zorder=3) |
| 109 | +ax.plot(x, y_true, "g-", linewidth=2, label="True model", alpha=0.7, zorder=1) |
| 110 | +ax.plot(x, y_pred, "r-", linewidth=2, label="Best-fit model", zorder=2) |
| 111 | +ax.set_xlabel("x", fontsize=12) |
| 112 | +ax.set_ylabel("y", fontsize=12) |
| 113 | +ax.set_title("Oscillatory Model Fit", fontsize=14, fontweight="bold") |
| 114 | +ax.legend(fontsize=10, loc="upper right") |
| 115 | +ax.grid(True, alpha=0.3) |
| 116 | + |
| 117 | +output_path = os.path.join(output_dir, "oscillatory_fit.png") |
| 118 | +plt.savefig(output_path, dpi=150, bbox_inches="tight") |
| 119 | +plt.close() |
| 120 | +print(f"Saved: {output_path}") |
| 121 | + |
| 122 | +# Figure 2: Corner plot of posterior distributions |
| 123 | +fig_corner = corner.corner( |
| 124 | + samples[:, :4], # Exclude sigma for cleaner visualization |
| 125 | + labels=["A", "B", r"$\omega$", r"$\phi$"], |
| 126 | + truths=[A_true, B_true, omega_true, phi_true], |
| 127 | + show_titles=True, |
| 128 | + title_fmt=".2f", |
| 129 | + quantiles=[0.16, 0.5, 0.84], |
| 130 | + title_kwargs={"fontsize": 10}, |
| 131 | + label_kwargs={"fontsize": 12}, |
| 132 | +) |
| 133 | + |
| 134 | +output_path = os.path.join(output_dir, "oscillatory_corner.png") |
| 135 | +fig_corner.savefig(output_path, dpi=150, bbox_inches="tight") |
| 136 | +plt.close(fig_corner) |
| 137 | +print(f"Saved: {output_path}") |
| 138 | + |
| 139 | +# Figure 3: Posterior predictive distribution with uncertainty bands |
| 140 | +print("\nGenerating posterior predictive samples...") |
| 141 | +n_predictive = 200 |
| 142 | +idx = np.random.choice(len(samples), size=n_predictive, p=weights, replace=True) |
| 143 | +predictive_samples = samples[idx] |
| 144 | + |
| 145 | +# Generate predictions for each sample |
| 146 | +x_dense = np.linspace(0, 3, 200) |
| 147 | +predictions = np.zeros((n_predictive, len(x_dense))) |
| 148 | +for i, theta in enumerate(predictive_samples): |
| 149 | + A, B, omega, phi, _ = theta |
| 150 | + predictions[i] = (A * x_dense + B) * np.sin(omega * x_dense + phi) |
| 151 | + |
| 152 | +# Compute percentiles for credible intervals |
| 153 | +q16, q50, q84 = np.percentile(predictions, [16, 50, 84], axis=0) |
| 154 | + |
| 155 | +fig, ax = plt.subplots(figsize=(10, 6)) |
| 156 | +# Plot 68% credible interval |
| 157 | +ax.fill_between( |
| 158 | + x_dense, q16, q84, alpha=0.3, color="red", label="68% credible interval" |
| 159 | +) |
| 160 | +# Plot median prediction |
| 161 | +ax.plot(x_dense, q50, "r-", linewidth=2, label="Median prediction") |
| 162 | +# Plot observed data |
| 163 | +ax.scatter(x, y_obs, alpha=0.6, s=50, color="black", label="Observed data", zorder=3) |
| 164 | +# Plot true model |
| 165 | +ax.plot( |
| 166 | + x_dense, |
| 167 | + (A_true * x_dense + B_true) * np.sin(omega_true * x_dense + phi_true), |
| 168 | + "g--", |
| 169 | + linewidth=1, |
| 170 | + alpha=0.7, |
| 171 | + label="True model", |
| 172 | +) |
| 173 | + |
| 174 | +ax.set_xlabel("x", fontsize=12) |
| 175 | +ax.set_ylabel("y", fontsize=12) |
| 176 | +ax.set_title("Posterior Predictive Distribution", fontsize=14, fontweight="bold") |
| 177 | +ax.legend(fontsize=10, loc="upper right") |
| 178 | +ax.grid(True, alpha=0.3) |
| 179 | + |
| 180 | +output_path = os.path.join(output_dir, "oscillatory_predictive.png") |
| 181 | +plt.savefig(output_path, dpi=150, bbox_inches="tight") |
| 182 | +plt.close() |
| 183 | +print(f"Saved: {output_path}") |
| 184 | + |
| 185 | +# Figure 4: Residuals analysis |
| 186 | +residuals = y_obs - y_pred |
| 187 | +fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(12, 5)) |
| 188 | + |
| 189 | +# Residuals vs fitted |
| 190 | +ax1.scatter(y_pred, residuals, alpha=0.6, s=50, color="black") |
| 191 | +ax1.axhline(y=0, color="r", linestyle="--", alpha=0.7) |
| 192 | +ax1.set_xlabel("Fitted values", fontsize=12) |
| 193 | +ax1.set_ylabel("Residuals", fontsize=12) |
| 194 | +ax1.set_title("Residuals vs Fitted", fontsize=12, fontweight="bold") |
| 195 | +ax1.grid(True, alpha=0.3) |
| 196 | + |
| 197 | +# Histogram of residuals |
| 198 | +ax2.hist(residuals, bins=15, alpha=0.7, color="gray", edgecolor="black", density=True) |
| 199 | +ax2.axvline(x=0, color="r", linestyle="--", alpha=0.7) |
| 200 | +# Overlay expected normal distribution |
| 201 | +x_norm = np.linspace(residuals.min(), residuals.max(), 100) |
| 202 | +y_norm = np.exp(-0.5 * (x_norm / sigma_fit) ** 2) / (sigma_fit * np.sqrt(2 * np.pi)) |
| 203 | +ax2.plot(x_norm, y_norm, "r-", linewidth=2, label=f"N(0, {sigma_fit:.3f})") |
| 204 | +ax2.set_xlabel("Residuals", fontsize=12) |
| 205 | +ax2.set_ylabel("Density", fontsize=12) |
| 206 | +ax2.set_title("Residual Distribution", fontsize=12, fontweight="bold") |
| 207 | +ax2.legend() |
| 208 | +ax2.grid(True, alpha=0.3) |
| 209 | + |
| 210 | +plt.tight_layout() |
| 211 | +output_path = os.path.join(output_dir, "oscillatory_residuals.png") |
| 212 | +plt.savefig(output_path, dpi=150, bbox_inches="tight") |
| 213 | +plt.close() |
| 214 | +print(f"Saved: {output_path}") |
| 215 | + |
| 216 | +print("\nAll visualizations generated successfully!") |
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