Method 2: Bivariate model mixing
In this method, we use pointwise bivariate model mixing, or precision-weighted mixing, requiring models to be evaluated at every point in the input space where we desire a prediction to be made. This method can be written succinctly as
$$ f_{\dagger} = \frac{1}{Z_P}\sum_{k=1}^{K} \frac{1}{v_k}f_k, \qquad Z_P \equiv \sum_{k=1}^{K}\frac{1}{v_k}, $$
where we can also define
$$ f_{\dagger} \sim \mathcal{N}\bigl(Z_P^{-1}\sum_k \frac{1}{v_k}f_k, Z_P^{-1}\bigr). $$
This method is precision-weighted because it uses the variances of the models at each point in the input space as the inverse weights of the corresponding model prediction, hence the model with the smallest variance at a given point will dominate the mixed model at that location.
Bivariate
Bases: Models
, Uncertainties
Source code in samba/discrepancy.py
9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 |
|
__init__(loworder, highorder, error_model='informative', ci=68)
The bivariate BMM method used to construct the mixed model of two series expansions. This class contains the fdagger function and the plotter.
Example
Bivariate(loworder=5, highorder=10)
Parameters:
Name | Type | Description | Default |
---|---|---|---|
loworder |
(ndarray, int, float)
|
The value of N_s to be used to truncate the small-g expansion. |
required |
highorder |
(ndarray, int, float)
|
The value of N_l to be used to truncate the large-g expansion. |
required |
error_model |
str
|
The error model to be used in the calculation. Options are 'uninformative' and 'informative'. Default is 'informative'. |
'informative'
|
ci |
int
|
The value of the credibility interval desired (can be 68 or 95). |
68
|
Returns:
Type | Description |
---|---|
None. |
Source code in samba/discrepancy.py
11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 |
|
fdagger(g, GP_mean=np.zeros([2]), GP_var=np.zeros([2]))
A do-it-all function to determine the pdf of the mixed model. Can use models indicated by inputting arrays into the loworder and highorder variables, and accept GP mean and variance arrays in the GP_mean and GP_var options.
Example
Bivariate.fdagger(g=np.linspace(1e-6, 0.5, 100), GP_mean=np.array([]), GP_var=np.array([]))
Parameters:
Name | Type | Description | Default |
---|---|---|---|
g |
linspace
|
The linspace over which this calculation is performed. |
required |
GP_mean |
ndarray
|
An array of mean values from a Gaussian process to be mixed in as a third model (optional). |
zeros([2])
|
GP_var |
ndarray
|
An array of variances from a Gaussian process to be mixed in as a third model (optional). |
zeros([2])
|
Returns:
Name | Type | Description |
---|---|---|
mean |
ndarray
|
The mixed model mean (either including a GP or not depending on the function arguments). |
intervals |
ndarray
|
The credibility interval of the mixed model mean. |
interval_low |
ndarray
|
The variance interval for the small-g expansion (calculated from the next order after the truncation). |
interval_high |
ndarray
|
The variance interval for the large-g expansion (calculated from the next order after the truncation). |
Source code in samba/discrepancy.py
59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 |
|
plot_error_models(g)
A plotter to compare the uninformative error model results of two models to the informative error model results for the same two models. Panel a refers to the uninformative error model panel in the subplot, and panel b corresponds to the informative error model panel.
Example
Bivariate.plot_error_models(g=np.linspace(1e-6, 0.5, 100))
Parameters:
Name | Type | Description | Default |
---|---|---|---|
g |
linspace
|
The space over which the models are calculated. |
required |
Returns:
Type | Description |
---|---|
None. |
Source code in samba/discrepancy.py
393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 |
|
plot_mix(g, plot_fdagger=True, plot_true=True, GP_mean=np.zeros([2]), GP_var=np.zeros([2]))
An all-in-one plotting function that will plot the results of fdagger for N numbers of models, the next orders of the expansion models, and the validation step of the model mixing in fdagger to test fdagger results.
Example
Bivariate.plot_mix(g=np.linspace(1e-6, 0.5, 100), plot_fdagger=True)
Parameters:
Name | Type | Description | Default |
---|---|---|---|
g |
linspace
|
The space over which the models are calculated. |
required |
plot_fdagger |
bool
|
If True, this parameter will allow for the plotting of fdagger and its credibility interval. |
True
|
plot_true |
bool
|
Determines whether or not to plot the true model curve. Default is True. |
True
|
GP_mean |
ndarray
|
The mean array from the GP being included. |
zeros([2])
|
GP_var |
ndarray
|
The variance array from the GP being included. |
zeros([2])
|
Returns:
Name | Type | Description |
---|---|---|
mean |
ndarray
|
The mean of the mixed model at each point in g. |
intervals |
ndarray
|
The values of the credibility intervals at each point in g. |
Source code in samba/discrepancy.py
165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 |
|
subplot_mix(g, GP_mean=np.zeros([2]), GP_var=np.zeros([2]), log=False)
An all-in-one plotting function that will plot the results of fdagger for N numbers of models side-by-side with the 2 model case to compare. Currently used to plot the GP results alongside those without the GP; N models case not color-coded yet.
Example
Bivariate.subplot_mix(g=np.linspace(1e-6, 0.5, 100))
Parameters:
Name | Type | Description | Default |
---|---|---|---|
g |
linspace
|
The space over which the models are calculated. |
required |
GP_mean |
ndarray
|
An array of GP PPD results (that MUST be at input points in g) to be mixed in with the expansions chosen. Optional. |
zeros([2])
|
GP_var |
ndarray
|
An array of GP variance results (that MUST be at input points in g) to be mixed in with the expansions chosen. Optional. |
zeros([2])
|
log |
bool
|
A toggle for logscale. Default is False. |
False
|
Returns:
Type | Description |
---|---|
None. |
Source code in samba/discrepancy.py
269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 |
|
vertical_plot_fdagger(g1, g2, gp_mean1=np.zeros([2]), gp_mean2=np.zeros([2]), gp_var1=np.zeros([2]), gp_var2=np.zeros([2]))
Vertical panel plotter for the paper to generate two mixed model plots.
Example
Bivariate.vertical_plot_fdagger(g1=np.linspace(1e-6, 0.5, 100), g2=np.linspace(1e-6,1.0,100), gp_mean1=np.array([]), gp_mean2=np.array([]), gp_var1=np.array([,]), gp_var2=np.array([,]))
Parameters:
Name | Type | Description | Default |
---|---|---|---|
g1 |
linspace
|
The space over which the models (and GP) were calculated for panel a. |
required |
g2 |
linspace
|
The space over which the models (and GP) were calculated for panel b. |
required |
gp_mean1 |
ndarray
|
GP mean results to be mixed with the models in panel a. Optional. |
zeros([2])
|
gp_mean2 |
ndarray
|
GP mean results to be mixed with the models in panel b. Optional. |
zeros([2])
|
gp_var1 |
ndarray
|
GP variance results for panel a. Optional. |
zeros([2])
|
gp_var2 |
ndarray
|
GP variance results for panel b. Optional. |
zeros([2])
|
Returns:
Type | Description |
---|---|
None. |
Source code in samba/discrepancy.py
498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 |
|