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Copy pathpymc_worker.py
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164 lines (137 loc) · 6.28 KB
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from __future__ import annotations
import json
import os
import sys
from pathlib import Path
import numpy as np
os.environ.setdefault("MPLCONFIGDIR", "/tmp/matplotlib")
os.environ.setdefault("XDG_CACHE_HOME", "/tmp")
MODE = sys.argv[1] if len(sys.argv) > 1 else "stable"
SERVER_MODE = "--server" in sys.argv[2:]
BASE_DIR = Path(__file__).resolve().parent
CACHE_ROOT = BASE_DIR / ".pytensor_cache"
CACHE_ROOT.mkdir(exist_ok=True)
if MODE == "fast":
compiledir = CACHE_ROOT / "fast"
compiledir.mkdir(exist_ok=True)
os.environ.setdefault(
"PYTENSOR_FLAGS",
f"base_compiledir={compiledir},compiledir={compiledir / 'compiledir'}",
)
else:
compiledir = CACHE_ROOT / "stable"
compiledir.mkdir(exist_ok=True)
os.environ.setdefault(
"PYTENSOR_FLAGS",
f"base_compiledir={compiledir},compiledir={compiledir / 'compiledir'},mode=FAST_COMPILE,linker=py,cxx=",
)
def main() -> int:
try:
import pymc as pm
except Exception as exc:
sys.stdout.write(json.dumps({"error": f"PyMC konnte nicht importiert werden: {exc}"}))
return 1
model_cache: dict[tuple[int, int], object] = {}
def get_model(n_zu: int, n_ab: int):
cache_key = (n_zu, n_ab)
cached_model = model_cache.get(cache_key)
if cached_model is not None:
return cached_model
with pm.Model() as model:
log_zulauf_data = pm.Data("log_zulauf_data", np.zeros(n_zu, dtype=float))
ablauf_data = pm.Data("ablauf_data", np.zeros(n_ab, dtype=int))
meanlog_in = pm.Normal("meanlog_in", mu=0.0, sigma=5.0)
sdlog_in = pm.HalfNormal("sdlog_in", sigma=2.0)
pm.Normal("log_zulauf_obs", mu=meanlog_in, sigma=sdlog_in, observed=log_zulauf_data)
log_mu_out = pm.Normal("log_mu_out", mu=0.0, sigma=5.0)
mu_out = pm.Deterministic("mu_out", pm.math.exp(log_mu_out))
alpha_out = pm.HalfNormal("alpha_out", sigma=10.0)
pm.NegativeBinomial("ablauf_obs", mu=mu_out, alpha=alpha_out, observed=ablauf_data)
model_cache[cache_key] = model
return model
def run_single(task_payload: dict[str, object]) -> dict[str, object]:
vals_zu_arr = np.asarray(task_payload["vals_zu"], dtype=float)
vals_ab_arr = np.asarray(task_payload["vals_ab"], dtype=int)
if np.any(vals_zu_arr <= 0):
raise ValueError("PyMC benoetigt Zulaufwerte groesser als 0.")
log_zu = np.log(vals_zu_arr)
model = get_model(len(log_zu), len(vals_ab_arr))
initvals = {
"meanlog_in": float(np.mean(log_zu)),
"sdlog_in_log__": np.log(max(float(np.std(log_zu, ddof=1)) if len(log_zu) > 1 else 0.1, 0.1)),
"log_mu_out": float(np.log(float(np.mean(vals_ab_arr) + 0.5))),
"alpha_out_log__": np.log(max(float(np.std(vals_ab_arr, ddof=1)) if len(vals_ab_arr) > 1 else 1.0, 0.5)),
}
with model:
pm.set_data({"log_zulauf_data": log_zu, "ablauf_data": vals_ab_arr})
trace = pm.sample(
draws=int(task_payload["draws"]),
tune=int(task_payload["warmup"]),
chains=int(task_payload["chains"]),
cores=1,
random_seed=task_payload["seed"],
initvals=initvals,
init="jitter+adapt_diag" if MODE == "fast" else "adapt_diag",
progressbar=False,
compute_convergence_checks=False,
return_inferencedata=True,
target_accept=0.9,
)
posterior = trace.posterior
meanlog_draws = posterior["meanlog_in"].values.reshape(-1)
sdlog_draws = posterior["sdlog_in"].values.reshape(-1)
mu_draws = posterior["mu_out"].values.reshape(-1)
alpha_draws = posterior["alpha_out"].values.reshape(-1)
rng = np.random.default_rng(task_payload["seed"])
posterior_draw_count = min(len(meanlog_draws), len(sdlog_draws), len(mu_draws), len(alpha_draws))
q10_samples = np.empty(posterior_draw_count)
for i in range(posterior_draw_count):
in_sim = rng.lognormal(mean=meanlog_draws[i], sigma=sdlog_draws[i], size=int(task_payload["n_sim"]))
prob = alpha_draws[i] / (alpha_draws[i] + mu_draws[i])
out_sim = rng.negative_binomial(alpha_draws[i], prob, size=int(task_payload["n_sim"])).astype(float)
if task_payload["add_one"]:
out_sim = out_sim + 1.0
lrv = np.log10(in_sim / out_sim)
q10_samples[i] = np.percentile(lrv, int(task_payload["q"]))
return {
"L_alpha": float(np.percentile(q10_samples, 100 * float(task_payload["alpha"]))),
"median": float(np.percentile(q10_samples, 50)),
"upper_(1-alpha)": float(np.percentile(q10_samples, 100 * (1 - float(task_payload["alpha"])))),
"mean": float(np.mean(q10_samples)),
"std_dev": float(np.std(q10_samples)),
"q10_samples": q10_samples.tolist(),
}
def process_payload(payload: dict[str, object]) -> dict[str, object]:
if "tasks" in payload:
results: dict[str, dict[str, object]] = {}
errors: dict[str, str] = {}
for task_id, task_payload in payload["tasks"].items():
try:
results[task_id] = run_single(task_payload)
except Exception as exc:
errors[task_id] = str(exc)
return {"results": results, "errors": errors}
return run_single(payload)
try:
if SERVER_MODE:
for line in sys.stdin:
request = line.strip()
if not request:
continue
try:
payload = json.loads(request)
result = process_payload(payload)
except Exception as exc:
result = {"error": str(exc)}
sys.stdout.write(json.dumps(result) + "\n")
sys.stdout.flush()
return 0
payload = json.loads(sys.stdin.read())
result = process_payload(payload)
sys.stdout.write(json.dumps(result))
return 0
except Exception as exc:
sys.stdout.write(json.dumps({"error": str(exc)}))
return 1
if __name__ == "__main__":
raise SystemExit(main())