The Ensemble Sampler
The Ensemble Sampler#
Standard usage of emcee
involves instantiating an
EnsembleSampler
.
- class emcee.EnsembleSampler(nwalkers, ndim, log_prob_fn, pool=None, moves=None, args=None, kwargs=None, backend=None, vectorize=False, blobs_dtype=None, parameter_names: Optional[Union[Dict[str, int], List[str]]] = None, a=None, postargs=None, threads=None, live_dangerously=None, runtime_sortingfn=None)#
An ensemble MCMC sampler
If you are upgrading from an earlier version of emcee, you might notice that some arguments are now deprecated. The parameters that control the proposals have been moved to the Moves interface (
a
andlive_dangerously
), and the parameters related to parallelization can now be controlled via thepool
argument (Parallelization).- Parameters
nwalkers (int) – The number of walkers in the ensemble.
ndim (int) – Number of dimensions in the parameter space.
log_prob_fn (callable) – A function that takes a vector in the parameter space as input and returns the natural logarithm of the posterior probability (up to an additive constant) for that position.
moves (Optional) – This can be a single move object, a list of moves, or a “weighted” list of the form
[(emcee.moves.StretchMove(), 0.1), ...]
. When running, the sampler will randomly select a move from this list (optionally with weights) for each proposal. (default:StretchMove
)args (Optional) – A list of extra positional arguments for
log_prob_fn
.log_prob_fn
will be called with the sequencelog_pprob_fn(p, *args, **kwargs)
.kwargs (Optional) – A dict of extra keyword arguments for
log_prob_fn
.log_prob_fn
will be called with the sequencelog_pprob_fn(p, *args, **kwargs)
.pool (Optional) – An object with a
map
method that follows the same calling sequence as the built-inmap
function. This is generally used to compute the log-probabilities for the ensemble in parallel.backend (Optional) – Either a
backends.Backend
or a subclass (likebackends.HDFBackend
) that is used to store and serialize the state of the chain. By default, the chain is stored as a set of numpy arrays in memory, but new backends can be written to support other mediums.vectorize (Optional[bool]) – If
True
,log_prob_fn
is expected to accept a list of position vectors instead of just one. Note thatpool
will be ignored if this isTrue
. (default:False
)parameter_names (Optional[Union[List[str], Dict[str, List[int]]]]) – names of individual parameters or groups of parameters. If specified, the
log_prob_fn
will recieve a dictionary of parameters, rather than anp.ndarray
.
- property acceptance_fraction#
The fraction of proposed steps that were accepted
- compute_log_prob(coords)#
Calculate the vector of log-probability for the walkers
- Parameters
coords – (ndarray[…, ndim]) The position vector in parameter space where the probability should be calculated.
This method returns:
log_prob: A vector of log-probabilities with one entry for each walker in this sub-ensemble.
blob: The list of meta data returned by the
log_post_fn
at this position orNone
if nothing was returned.
- get_autocorr_time(**kwargs)#
Compute an estimate of the autocorrelation time for each parameter
- Parameters
thin (Optional[int]) – Use only every
thin
steps from the chain. The returned estimate is multiplied bythin
so the estimated time is in units of steps, not thinned steps. (default:1
)discard (Optional[int]) – Discard the first
discard
steps in the chain as burn-in. (default:0
)
Other arguments are passed directly to
emcee.autocorr.integrated_time()
.- Returns
- The integrated autocorrelation time estimate for the
chain for each parameter.
- Return type
array[ndim]
- get_blobs(**kwargs)#
Get the chain of blobs for each sample in the chain
- Parameters
flat (Optional[bool]) – Flatten the chain across the ensemble. (default:
False
)thin (Optional[int]) – Take only every
thin
steps from the chain. (default:1
)discard (Optional[int]) – Discard the first
discard
steps in the chain as burn-in. (default:0
)
- Returns
The chain of blobs.
- Return type
array[…, nwalkers]
- get_chain(**kwargs)#
Get the stored chain of MCMC samples
- Parameters
flat (Optional[bool]) – Flatten the chain across the ensemble. (default:
False
)thin (Optional[int]) – Take only every
thin
steps from the chain. (default:1
)discard (Optional[int]) – Discard the first
discard
steps in the chain as burn-in. (default:0
)
- Returns
The MCMC samples.
- Return type
array[…, nwalkers, ndim]
- get_last_sample(**kwargs)#
Access the most recent sample in the chain
- get_log_prob(**kwargs)#
Get the chain of log probabilities evaluated at the MCMC samples
- Parameters
flat (Optional[bool]) – Flatten the chain across the ensemble. (default:
False
)thin (Optional[int]) – Take only every
thin
steps from the chain. (default:1
)discard (Optional[int]) – Discard the first
discard
steps in the chain as burn-in. (default:0
)
- Returns
The chain of log probabilities.
- Return type
array[…, nwalkers]
- property random_state#
The state of the internal random number generator. In practice, it’s the result of calling
get_state()
on anumpy.random.mtrand.RandomState
object. You can try to set this property but be warned that if you do this and it fails, it will do so silently.
- reset()#
Reset the bookkeeping parameters
- run_mcmc(initial_state, nsteps, **kwargs)#
Iterate
sample()
fornsteps
iterations and return the result- Parameters
initial_state – The initial state or position vector. Can also be
None
to resume from where :func:run_mcmc
left off the last time it executed.nsteps – The number of steps to run.
Other parameters are directly passed to
sample()
.This method returns the most recent result from
sample()
.
- sample(initial_state, log_prob0=None, rstate0=None, blobs0=None, iterations=1, tune=False, skip_initial_state_check=False, thin_by=1, thin=None, store=True, progress=False, progress_kwargs=None)#
Advance the chain as a generator
- Parameters
initial_state (State or ndarray[nwalkers, ndim]) – The initial
State
or positions of the walkers in the parameter space.iterations (Optional[int or NoneType]) – The number of steps to generate.
None
generates an infinite stream (requiresstore=False
).tune (Optional[bool]) – If
True
, the parameters of some moves will be automatically tuned.thin_by (Optional[int]) – If you only want to store and yield every
thin_by
samples in the chain, setthin_by
to an integer greater than 1. When this is set,iterations * thin_by
proposals will be made.store (Optional[bool]) – By default, the sampler stores (in memory) the positions and log-probabilities of the samples in the chain. If you are using another method to store the samples to a file or if you don’t need to analyze the samples after the fact (for burn-in for example) set
store
toFalse
.progress (Optional[bool or str]) – If
True
, a progress bar will be shown as the sampler progresses. If a string, will select a specifictqdm
progress bar - most notable is'notebook'
, which shows a progress bar suitable for Jupyter notebooks. IfFalse
, no progress bar will be shown.progress_kwargs (Optional[dict]) – A
dict
of keyword arguments to be passed to the tqdm call.skip_initial_state_check (Optional[bool]) – If
True
, a check that the initial_state can fully explore the space will be skipped. (default:False
)
Every
thin_by
steps, this generator yields theState
of the ensemble.
Note that several of the EnsembleSampler
methods return or consume
State
objects:
- class emcee.State(coords, log_prob=None, blobs=None, random_state=None, copy=False)#
The state of the ensemble during an MCMC run
For backwards compatibility, this will unpack into
coords, log_prob, (blobs), random_state
when iterated over (whereblobs
will only be included if it exists and is notNone
).- Parameters
coords (ndarray[nwalkers, ndim]) – The current positions of the walkers in the parameter space.
log_prob (ndarray[nwalkers, ndim], Optional) – Log posterior probabilities for the walkers at positions given by
coords
.blobs (Optional) – The metadata “blobs” associated with the current position. The value is only returned if lnpostfn returns blobs too.
random_state (Optional) – The current state of the random number generator.