seedable rng

This commit is contained in:
Daniel Bauer
2020-03-08 12:29:52 +01:00
parent 936cbe1c58
commit 08e7c93327
4 changed files with 28 additions and 9 deletions

View File

@@ -86,6 +86,11 @@ args:
help: Number of bayesian bootstrapping runs for error analysis by assigning random weights (defaults to 0). help: Number of bayesian bootstrapping runs for error analysis by assigning random weights (defaults to 0).
takes_value: true takes_value: true
required: false required: false
- bootstrap_seed:
long: seed
help: Random seed for bootstrapping runs.
takes_value: true
required: false
- start: - start:
long: start long: start
help: Skip rows in timeseries with an index smaller than this value (defaults to 0) help: Skip rows in timeseries with an index smaller than this value (defaults to 0)

View File

@@ -1,4 +1,4 @@
use rand; use rand::{SeedableRng, StdRng, Rng};
use super::histogram::{Dataset}; use super::histogram::{Dataset};
use super::perform_wham; use super::perform_wham;
use super::Config; use super::Config;
@@ -7,9 +7,9 @@ use rgsl::statistics;
// returns a set of num_windows continious weights by // returns a set of num_windows continious weights by
// a) generate num_windows-1 random variables and sort them // a) generate num_windows-1 random variables and sort them
// b) each weight n is the difference between n+1 and n, where n0=0 and nN+1=1 // b) each weight n is the difference between n+1 and n, where n0=0 and nN+1=1
fn generate_random_weights(num_windows: usize) -> Vec<f64> { fn generate_random_weights(num_windows: usize, rng: &mut StdRng) -> Vec<f64> {
// create a list of num_windows - 1 sorted random numbers and append/prepend 0 and 1 // create a list of num_windows - 1 sorted random numbers and append/prepend 0 and 1
let mut tmp = (0..num_windows-1).map(|_| rand::random::<f64>()).collect::<Vec<f64>>(); let mut tmp = (0..num_windows-1).map(|_| rng.gen::<f64>()).collect::<Vec<f64>>();
tmp.sort_by(|a,b| { a.partial_cmp(b).unwrap() }); tmp.sort_by(|a,b| { a.partial_cmp(b).unwrap() });
let mut rnds = vec![0.0]; let mut rnds = vec![0.0];
rnds.append(&mut tmp); rnds.append(&mut tmp);
@@ -24,8 +24,8 @@ fn generate_random_weights(num_windows: usize) -> Vec<f64> {
} }
// Generate a random weighted dataset from the given dataset by changing the weights // Generate a random weighted dataset from the given dataset by changing the weights
fn generate_random_weighted_dataset(ds: Dataset) -> Dataset { fn generate_random_weighted_dataset(ds: Dataset, rng: &mut StdRng) -> Dataset {
let weights = generate_random_weights(ds.num_windows); let weights = generate_random_weights(ds.num_windows, rng);
Dataset::new_weighted(ds, weights) Dataset::new_weighted(ds, weights)
} }
@@ -33,10 +33,13 @@ fn generate_random_weighted_dataset(ds: Dataset) -> Dataset {
// datasets. The standard deviation is calculated on the bootstrapped probabilities of each bin. The // datasets. The standard deviation is calculated on the bootstrapped probabilities of each bin. The
// standard deviation of the free eneergy is then deduced by error propagation (A_std = kT*1/P*P_std) // standard deviation of the free eneergy is then deduced by error propagation (A_std = kT*1/P*P_std)
pub fn run_bootstrap(cfg: &Config, ds: Dataset, P: &[f64], num_runs: usize) -> (Vec<f64>,Vec<f64>) { pub fn run_bootstrap(cfg: &Config, ds: Dataset, P: &[f64], num_runs: usize) -> (Vec<f64>,Vec<f64>) {
// seed the rng
let mut rng: StdRng = SeedableRng::seed_from_u64(cfg.bootstrap_seed);
// Calculate bootstrapped probabilities // Calculate bootstrapped probabilities
let bootstrapped_Ps: Vec<Vec<f64>> = (0..num_runs).map(|x| { let bootstrapped_Ps: Vec<Vec<f64>> = (0..num_runs).map(|x| {
println!("Bootstrap run {}/{}", x, num_runs); println!("Bootstrap run {}/{}", x, num_runs);
let rnd_weighted_dataset = generate_random_weighted_dataset(ds.clone()); let rnd_weighted_dataset = generate_random_weighted_dataset(ds.clone(), &mut rng);
perform_wham(cfg, &rnd_weighted_dataset).unwrap().0 perform_wham(cfg, &rnd_weighted_dataset).unwrap().0
}).collect(); }).collect();

View File

@@ -38,14 +38,17 @@ pub struct Config {
pub cyclic: bool, pub cyclic: bool,
pub output: String, pub output: String,
pub bootstrap: usize, pub bootstrap: usize,
pub bootstrap_seed: u64,
pub start: f64, pub start: f64,
pub end: f64, pub end: f64,
} }
impl fmt::Display for Config { impl fmt::Display for Config {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "Metadata={}, hist_min={:?}, hist_max={:?}, bins={:?} verbose={}, tolerance={}, iterations={}, temperature={}, cyclic={:?}, bootstrap={:?}", self.metadata_file, self.hist_min, self.hist_max, self.num_bins, write!(f, "Metadata={}, hist_min={:?}, hist_max={:?}, bins={:?} verbose={}, tolerance={}, iterations={}, temperature={}, cyclic={:?}, bootstrap={:?}, seed={:?}",
self.verbose, self.tolerance, self.max_iterations, self.temperature, self.cyclic, self.bootstrap) self.metadata_file, self.hist_min, self.hist_max, self.num_bins,
self.verbose, self.tolerance, self.max_iterations, self.temperature,
self.cyclic, self.bootstrap, self.bootstrap_seed)
} }
} }

View File

@@ -1,6 +1,7 @@
extern crate wham; extern crate wham;
#[macro_use] #[macro_use]
extern crate clap; extern crate clap;
extern crate rand;
use clap::App; use clap::App;
use wham::Config; use wham::Config;
@@ -46,6 +47,13 @@ fn cli() -> Result<Config> {
.split(',').map(|x| { x.parse().unwrap() }).collect(); .split(',').map(|x| { x.parse().unwrap() }).collect();
let bootstrap: usize = matches.value_of("bootstrap").unwrap_or("0").parse() let bootstrap: usize = matches.value_of("bootstrap").unwrap_or("0").parse()
.chain_err(|| "Cannot parse bootstrap iteration.")?; .chain_err(|| "Cannot parse bootstrap iteration.")?;
let bootstrap_seed: u64 = matches.value_of("bootstrap_seed")
.unwrap_or({
use rand::Rng;
let mut rng = rand::thread_rng();
&rng.gen::<u32>().to_string()
}).parse()
.chain_err(|| "Cannot parse bootstrap iteration.")?;
let start: f64 = matches.value_of("start").unwrap_or("0").parse() let start: f64 = matches.value_of("start").unwrap_or("0").parse()
.chain_err(|| "Cannot parse start time.")?; .chain_err(|| "Cannot parse start time.")?;
let end: f64 = matches.value_of("end").unwrap_or("1e+20").parse() let end: f64 = matches.value_of("end").unwrap_or("1e+20").parse()
@@ -61,7 +69,7 @@ fn cli() -> Result<Config> {
Ok(wham::Config{metadata_file, hist_min, hist_max, num_bins, dimens, Ok(wham::Config{metadata_file, hist_min, hist_max, num_bins, dimens,
verbose, tolerance, max_iterations, temperature, cyclic, output, verbose, tolerance, max_iterations, temperature, cyclic, output,
bootstrap, start, end}) bootstrap, bootstrap_seed, start, end})
} }
fn main() { fn main() {