I'm self study of Python and it's my first code.
I'm working for analyze logs from the servers. Usually I need analyze full day logs. I created script (this is example, simple logic) just for check speed. If I use normal coding the duration of analyzing 20mil rows about 12-13 minutes. I need 200mil rows by 5 min.
What I tried:
Use multiprocessing (met issue with share memory, think that fix it). But as the result - 300K rows = 20 sec and no matter how many processes. (PS: Also need control processors count in advance)
Use threading (I found that it's not give any speed, 300K rows = 2 sec. But normal code same, 300K = 2 sec)
Use asyncio (I think that script is slow because need reads many files). Result same as threading - 300K = 2 sec.
Finally I think that all three my script incorrect and didn't work correctly.
PS: I try to avoid use specific python modules (like pandas) because in this case it will be more difficult to execute on different servers. Better to use common lib.
Please help to check 1st - multiprocessing.
import csv
import os
from multiprocessing import Process, Queue, Value, Manager
file = {"hcs.log", "hcs1.log", "hcs2.log", "hcs3.log"}
def argument(m, a, n):
proc_num = os.getpid()
a_temp_m = a["vod_miss"]
a_temp_h = a["vod_hit"]
with open(os.getcwd() + '/' + m, newline='') as hcs_1:
hcs_2 = csv.reader(hcs_1, delimiter=' ')
for j in hcs_2:
if j[3].find('MISS') != -1:
a_temp_m[n] = a_temp_m[n] + 1
elif j[3].find('HIT') != -1:
a_temp_h[n] = a_temp_h[n] + 1
a["vod_miss"][n] = a_temp_m[n]
a["vod_hit"][n] = a_temp_h[n]
if __name__ == '__main__':
procs = []
manager = Manager()
vod_live_cuts = manager.dict()
i = "vod_hit"
ii = "vod_miss"
cpu = 1
n = 1
vod_live_cuts[i] = manager.list([0] * cpu)
vod_live_cuts[ii] = manager.list([0] * cpu)
for m in file:
proc = Process(target=argument, args=(m, vod_live_cuts, (n-1)))
procs.append(proc)
proc.start()
if n >= cpu:
n = 1
proc.join()
else:
n += 1
[proc.join() for proc in procs]
[proc.close() for proc in procs]
I'm expect, each file by def argument will be processed by independent process and finally all results will be saved in dict vod_live_cuts. For each process I added independent list in dict. I think it will help cross operation for use this parameter. But maybe it's wrong way :(
using IPC is costly, so only use "shared objects" for saving the final result, not for intermediate results while parsing the file.
limiting the number of processes is done by using a multiprocessing.Pool, the following code uses it to reach the max hard-disk speed, you only need to post-process the results.
you can only parse data as fast as your HDD can read it (typically 30-80 MB/s), so if you need to improve the performance further you should use SSD or RAID0 for higher disk speed, you cannot get much faster than this without changing your hardware.
import csv
import os
from multiprocessing import Process, Queue, Value, Manager, Pool
file = {"hcs.log", "hcs1.log", "hcs2.log", "hcs3.log"}
def argument(m, a):
proc_num = os.getpid()
a_temp_m_n = 0 # make it local to process
a_temp_h_n = 0 # as shared lists use IPC
with open(os.getcwd() + '/' + m, newline='') as hcs_1:
hcs_2 = csv.reader(hcs_1, delimiter=' ')
for j in hcs_2:
if j[3].find('MISS') != -1:
a_temp_m_n = a_temp_m_n + 1
elif j[3].find('HIT') != -1:
a_temp_h_n = a_temp_h_n + 1
a["vod_miss"].append(a_temp_m_n)
a["vod_hit"].append(a_temp_h_n)
if __name__ == '__main__':
manager = Manager()
vod_live_cuts = manager.dict()
i = "vod_hit"
ii = "vod_miss"
cpu = 1
vod_live_cuts[i] = manager.list()
vod_live_cuts[ii] = manager.list()
with Pool(cpu) as pool:
tasks = []
for m in file:
task = pool.apply_async(argument, args=(m, vod_live_cuts))
tasks.append(task)
for task in tasks:
task.get()
print(list(vod_live_cuts[i]))
print(list(vod_live_cuts[ii]))
I have a problem with training using tff.simulation.FilePerUserClientData - I am quickly running out of RAM after 5-6 rounds with 10 clients per round.
The RAM usage is steadily increasing with each round.
I tried to narrow it down and realized that the issue is not the actual iterative process but the creation of the client datasets.
Simply calling create_tf_dataset_for_client(client) in a loop causes the problem.
So this is a minimal version of my code:
import tensorflow as tf
import tensorflow_federated as tff
import numpy as np
import pickle
BATCH_SIZE = 16
EPOCHS = 2
MAX_SEQUENCE_LEN = 20
NUM_ROUNDS = 100
CLIENTS_PER_ROUND = 10
def decode_fn(record_bytes):
return tf.io.parse_single_example(
record_bytes,
{"x": tf.io.FixedLenFeature([MAX_SEQUENCE_LEN], dtype=tf.string),
"y": tf.io.FixedLenFeature([MAX_SEQUENCE_LEN], dtype=tf.string)}
)
def dataset_fn(path):
return tf.data.TFRecordDataset([path]).map(decode_fn).padded_batch(BATCH_SIZE).repeat(EPOCHS)
def sample_client_data(data, client_ids, sampling_prob):
clients_total = len(client_ids)
x = np.random.uniform(size=clients_total)
sampled_ids = [client_ids[i] for i in range(clients_total) if x[i] < sampling_prob]
data = [train_data.create_tf_dataset_for_client(client) for client in sampled_ids]
return data
with open('users.pkl', 'rb') as f:
users = pickle.load(f)
train_client_ids = users["train"]
client_id_to_train_file = {i: "reddit_leaf_tf/" + i for i in train_client_ids}
train_data = tff.simulation.datasets.FilePerUserClientData(
client_ids_to_files=client_id_to_train_file,
dataset_fn=dataset_fn
)
sampling_prob = CLIENTS_PER_ROUND / len(train_client_ids)
for round_num in range(0, NUM_ROUNDS):
print('Round {r}'.format(r=round_num))
participants_data = sample_client_data(train_data, train_client_ids, sampling_prob)
print("Round Completed")
I am using tensorflow-federated 19.0.
Is there something wrong with the way I create the client datasets or is it somehow expected that the RAM from the previous round is not freed?
schmana# noticed this occurs when changing the cardinality of the CLIENTS placement (different number of client datasets) each round. This results in a cache filing up as documented in http://github.com/tensorflow/federated/issues/1215.
A workaround in the immediate term would be to call:
tff.framework.get_context_stack().current.executor_factory.clean_up_executors()
At the start or end of every round.
I'm trying to learn more about pyhf and my understanding of what the goals are might be limited. I would love to fit my HEP data outside of ROOT, but I could be imposing expectations on pyhf which are not what the authors intended for it's use.
I'd like to write myself a hello-world example, but I might just not know what I'm doing. My misunderstanding could also be gaps in my statistical knowledge.
With that preface, let me explain what I'm trying to explore.
I have some observed set of events for which I calculate some observable and make a binned histogram of that data. I hypothesize that there are two contributing physics processes, which I call signal and background. I generate some Monte Carlo samples for these processes and the theorized total number of events is close to, but not exactly what I observe.
I would like to:
Fit the data to this two process hypothesis
Get from the fit the optimal values for the number of events for each process
Get the uncertainties on these fitted values
If appropriate, calculate an upper limit on the number of signal events.
My starter code is below, where all I'm doing is an ML fit but I'm not sure where to go. I know it's not set up to do what I want, but I'm getting lost in the examples I find on RTD. I'm sure it's me, this is not a criticism of the documentation.
import pyhf
import numpy as np
import matplotlib.pyplot as plt
nbins = 15
# Generate a background and signal MC sample`
MC_signal_events = np.random.normal(5,1.0,200)
MC_background_events = 10*np.random.random(1000)
signal_data = np.histogram(MC_signal_events,bins=nbins)[0]
bkg_data = np.histogram(MC_background_events,bins=nbins)[0]
# Generate an observed dataset with a slightly different
# number of events
signal_events = np.random.normal(5,1.0,180)
background_events = 10*np.random.random(1050)
observed_events = np.array(signal_events.tolist() + background_events.tolist())
observed_sample = np.histogram(observed_events,bins=nbins)[0]
# Plot these samples, if you like
plt.figure(figsize=(12,4))
plt.subplot(1,3,1)
plt.hist(observed_events,bins=nbins,label='Observations')
plt.legend()
plt.subplot(1,3,2)
plt.hist(MC_signal_events,bins=nbins,label='MC signal')
plt.legend()
plt.subplot(1,3,3)
plt.hist(MC_background_events,bins=nbins,label='MC background')
plt.legend()
# Use a very naive estimate of the background
# uncertainties
bkg_uncerts = np.sqrt(bkg_data)
print("Defining the PDF.......")
pdf = pyhf.simplemodels.hepdata_like(signal_data=signal_data.tolist(), \
bkg_data=bkg_data.tolist(), \
bkg_uncerts=bkg_uncerts.tolist())
print("Fit.......")
data = pyhf.tensorlib.astensor(observed_sample.tolist() + pdf.config.auxdata)
bestfit_pars, twice_nll = pyhf.infer.mle.fit(data, pdf, return_fitted_val=True)
print(bestfit_pars)
print(twice_nll)
plt.show()
Note: this answer is based on pyhf v0.5.2.
Alright, so it looks like you've managed to figure most of the big pieces for sure. However, there's two different ways to do this depending on how you prefer to set things up. In both cases, I assume you want an unconstrained fit and you want to...
fit your signal+background model to observed data
fit your background model to observed data
First, let's discuss uncertainties briefly. At the moment, we default to numpy for the tensor background and scipy for the optimizer. See documentation:
numpy backend
scipy optimizer
However, one unfortunate drawback right now with the scipy optimizer is that it cannot return the uncertainties. What you need to do anywhere in your code before the fit (although we generally recommend as early as possible) is to use the minuit optimizer instead:
pyhf.set_backend('numpy', 'minuit')
This will get you the nice features of being able to get the correlation matrix, the uncertainties on the fitted parameters, and the hessian -- amongst other things. We're working to make this consistent for scipy as well, but this is not ready right now.
All optimizations go through our optimizer API which you can currently view through the mixin here in our documentation. Specifically, the signature is
minimize(
objective,
data,
pdf,
init_pars,
par_bounds,
fixed_vals=None,
return_fitted_val=False,
return_result_obj=False,
do_grad=None,
do_stitch=False,
**kwargs)
There are a lot of options here. Let's just focus on the fact that one of the keyword arguments we can pass through is return_uncertainties which will change the bestfit parameters by adding a column for the fitted parameter uncertainty which you want.
1. Signal+Background
In this case, we want to just use the default model
result, twice_nll = pyhf.infer.mle.fit(
data,
pdf,
return_uncertainties=True,
return_fitted_val=True
)
bestfit_pars, errors = result.T
2. Background-Only
In this case, we need to turn off the signal. The way we do this is by setting the parameter of interest (POI) fixed to 0.0. Then we can get the fitted parameters for the background-only model in a similar way, but using fixed_poi_fit instead of an unconstrained fit:
result, twice_nll = pyhf.infer.mle.fixed_poi_fit(
0.0,
data,
pdf,
return_uncertainties=True,
return_fitted_val=True
)
bestfit_pars, errors = result.T
Note that this is quite simply a quick way of doing the following unconstrained fit
bkg_params = pdf.config.suggested_init()
fixed_params = pdf.config.suggested_fixed()
bkg_params[pdf.config.poi_index] = 0.0
fixed_params[pdf.config.poi_index] = True
result, twice_nll = pyhf.infer.mle.fit(
data,
pdf,
init_pars=bkg_params,
fixed_params=fixed_params,
return_uncertainties=True,
return_fitted_val=True
)
bestfit_pars, errors = result.T
Hopefully that clarifies things up more!
Giordon's solution should answer all of your question, but I thought I'd also write out the code to basically address everything we can.
I also take the liberty of changing some of your values a bit so that the signal isn't so strong that the observed CLs value isn't far off to the right of the Brazil band (the results aren't wrong obviously, but it probably makes more sense to be talking about using the discovery test statistic at that point then setting limits. :))
Environment
For this example I'm going to setup a clean Python 3 virtual environment and then install the dependencies (here we're going to be using pyhf v0.5.2)
$ python3 -m venv "${HOME}/.venvs/question"
$ . "${HOME}/.venvs/question/bin/activate"
(question) $ cat requirements.txt
pyhf[minuit,contrib]~=0.5.2
black
(question) $ python -m pip install -r requirements.txt
Code
While we can't easily get the best fit value for both the number of signal events as well as the background events we definitely can do inference to get the best fit value for the signal strength.
The following chunk of code (which is long only because of the visualization) should address all of the points of your question.
# answer.py
import numpy as np
import pyhf
import matplotlib.pyplot as plt
import pyhf.contrib.viz.brazil
# Goals:
# - Fit the model to the observed data
# - Infer the best fit signal strength given the model
# - Get the uncertainties on the best fit signal strength
# - Calculate an 95% CL upper limit on the signal strength
def plot_hist(ax, bins, data, bottom=0, color=None, label=None):
bin_width = bins[1] - bins[0]
bin_leftedges = bins[:-1]
bin_centers = [edge + bin_width / 2.0 for edge in bin_leftedges]
ax.bar(
bin_centers, data, bin_width, bottom=bottom, alpha=0.5, color=color, label=label
)
def plot_data(ax, bins, data, label="Data"):
bin_width = bins[1] - bins[0]
bin_leftedges = bins[:-1]
bin_centers = [edge + bin_width / 2.0 for edge in bin_leftedges]
ax.scatter(bin_centers, data, color="black", label=label)
def invert_interval(test_mus, hypo_tests, test_size=0.05):
# This will be taken care of in v0.5.3
cls_obs = np.array([test[0] for test in hypo_tests]).flatten()
cls_exp = [
np.array([test[1][idx] for test in hypo_tests]).flatten() for idx in range(5)
]
crossing_test_stats = {"exp": [], "obs": None}
for cls_exp_sigma in cls_exp:
crossing_test_stats["exp"].append(
np.interp(
test_size, list(reversed(cls_exp_sigma)), list(reversed(test_mus))
)
)
crossing_test_stats["obs"] = np.interp(
test_size, list(reversed(cls_obs)), list(reversed(test_mus))
)
return crossing_test_stats
def main():
np.random.seed(0)
pyhf.set_backend("numpy", "minuit")
observable_range = [0.0, 10.0]
bin_width = 0.5
_bins = np.arange(observable_range[0], observable_range[1] + bin_width, bin_width)
n_bkg = 2000
n_signal = int(np.sqrt(n_bkg))
# Generate simulation
bkg_simulation = 10 * np.random.random(n_bkg)
signal_simulation = np.random.normal(5, 1.0, n_signal)
bkg_sample, _ = np.histogram(bkg_simulation, bins=_bins)
signal_sample, _ = np.histogram(signal_simulation, bins=_bins)
# Generate observations
signal_events = np.random.normal(5, 1.0, int(n_signal * 0.8))
bkg_events = 10 * np.random.random(int(n_bkg + np.sqrt(n_bkg)))
observed_events = np.array(signal_events.tolist() + bkg_events.tolist())
observed_sample, _ = np.histogram(observed_events, bins=_bins)
# Visualize the simulation and observations
fig, ax = plt.subplots()
fig.set_size_inches(7, 5)
plot_hist(ax, _bins, bkg_sample, label="Background")
plot_hist(ax, _bins, signal_sample, bottom=bkg_sample, label="Signal")
plot_data(ax, _bins, observed_sample)
ax.legend(loc="best")
ax.set_ylim(top=np.max(observed_sample) * 1.4)
ax.set_xlabel("Observable")
ax.set_ylabel("Count")
fig.savefig("components.png")
# Build the model
bkg_uncerts = np.sqrt(bkg_sample)
model = pyhf.simplemodels.hepdata_like(
signal_data=signal_sample.tolist(),
bkg_data=bkg_sample.tolist(),
bkg_uncerts=bkg_uncerts.tolist(),
)
data = pyhf.tensorlib.astensor(observed_sample.tolist() + model.config.auxdata)
# Perform inference
fit_result = pyhf.infer.mle.fit(data, model, return_uncertainties=True)
bestfit_pars, par_uncerts = fit_result.T
print(
f"best fit parameters:\
\n * signal strength: {bestfit_pars[0]} +/- {par_uncerts[0]}\
\n * nuisance parameters: {bestfit_pars[1:]}\
\n * nuisance parameter uncertainties: {par_uncerts[1:]}"
)
# Perform hypothesis test scan
_start = 0.0
_stop = 5
_step = 0.1
poi_tests = np.arange(_start, _stop + _step, _step)
print("\nPerforming hypothesis tests\n")
hypo_tests = [
pyhf.infer.hypotest(
mu_test,
data,
model,
return_expected_set=True,
return_test_statistics=True,
qtilde=True,
)
for mu_test in poi_tests
]
# Upper limits on signal strength
results = invert_interval(poi_tests, hypo_tests)
print(f"Observed Limit on µ: {results['obs']:.2f}")
print("-----")
for idx, n_sigma in enumerate(np.arange(-2, 3)):
print(
"Expected {}Limit on µ: {:.3f}".format(
" " if n_sigma == 0 else "({} σ) ".format(n_sigma),
results["exp"][idx],
)
)
# Visualize the "Brazil band"
fig, ax = plt.subplots()
fig.set_size_inches(7, 5)
ax.set_title("Hypothesis Tests")
ax.set_ylabel(r"$\mathrm{CL}_{s}$")
ax.set_xlabel(r"$\mu$")
pyhf.contrib.viz.brazil.plot_results(ax, poi_tests, hypo_tests)
fig.savefig("brazil_band.png")
if __name__ == "__main__":
main()
which when run gives
(question) $ python answer.py
best fit parameters:
* signal strength: 1.5884737977889158 +/- 0.7803435235862329
* nuisance parameters: [0.99020988 1.06040191 0.90488207 1.03531383 1.09093327 1.00942088
1.07789316 1.01125627 1.06202964 0.95780043 0.94990993 1.04893286
1.0560711 0.9758487 0.93692481 1.04683181 1.05785515 0.92381263
0.93812855 0.96751869]
* nuisance parameter uncertainties: [0.06966439 0.07632218 0.0611428 0.07230328 0.07872258 0.06899675
0.07472849 0.07403246 0.07613661 0.08606657 0.08002775 0.08655314
0.07564512 0.07308117 0.06743479 0.07383134 0.07460864 0.06632003
0.06683251 0.06270965]
Performing hypothesis tests
/home/stackoverflow/.venvs/question/lib/python3.7/site-packages/pyhf/infer/calculators.py:229: RuntimeWarning: invalid value encountered in double_scalars
teststat = (qmu - qmu_A) / (2 * self.sqrtqmuA_v)
Observed Limit on µ: 2.89
-----
Expected (-2 σ) Limit on µ: 0.829
Expected (-1 σ) Limit on µ: 1.110
Expected Limit on µ: 1.542
Expected (1 σ) Limit on µ: 2.147
Expected (2 σ) Limit on µ: 2.882
Let us know if you have any further questions!
I read this topic because I forget a method I found in the net few month ago, and I don't know why I can't find it today, it was very simple and works good but...
So I tried one method but I think it doesn't work good or maybe my computer which is 5 years old is better than today's computer...
import time
debut=time.clock()
def t(n):
aaa=[]
b=n-1
c=0
if n==0 or n==1:
return 1
else:
while n != 1:
if n % 2==0:
n=n//2
aaa.append(n)
else:
n = n+b
aaa.append(n)
return [b,b+1]+aaa, len(aaa)+2
fin=time.clock()
print(t(100000),fin-debut)
For n=10.000.000 i can count in my head approx 5 secondes and computer always return 3.956927685067058e-06 ... can someone explain me ?
And the method I found, used this from time import perf_counter as pc
And I had to return print(pc()-t)
If someone can enlighten me because i really don't remember the method.
Thank you in advance
Look at the timeit module, https://docs.python.org/3.0/library/timeit.html.
you would set yours something like...
time = Timer( "t(100000)", "from __main__ import t")
print("time: ", timer.timeit(number=1000))
You are measuring the time it takes to define the function.
This will measure the execution of the function:
import time
def t(n):
aaa=[]
b=n-1
c=0
if n==0 or n==1:
return 1
else:
while n != 1:
if n % 2==0:
n=n//2
aaa.append(n)
else:
n = n+b
aaa.append(n)
return [b,b+1]+aaa, len(aaa)+2
start = time.time()
value = t(100000)
end = time.time()
duration = end - start
print(value, duration)