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Allow the numba cache to be used, for development #441

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4 changes: 4 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -5,9 +5,13 @@
**Features**

- An `allow_unary` flag (``False by default``) has been added to all methods.

- A `set_metadata` flag has been added so that node and mutation metadata can be
omitted, saved (default), or overwritten even if this requires changing the schema.

- An environment variable `TSDATE_ENABLE_NUMBA_CACHE` can be set to cache JIT
compiled code, speeding up loading time (useful when testing).

**Documentation**

- Various fixes in documentation, including documenting returned fits.
Expand Down
21 changes: 21 additions & 0 deletions docs/installation.md
Original file line number Diff line number Diff line change
Expand Up @@ -35,3 +35,24 @@ or

Alternatively, the {ref}`Python API <sec_python_api>` allows more fine-grained control
of the inference process.

(sec_installation_testing)=

## Testing

Unit tests can be run from a clone of the
[Github repository](https://github.com/tskit-dev/tsdate) by running pytest
at the top level of the repository

$python -m pytest

_Tsdate_ makes extensive use of [numba](https://numba.pydata.org)'s
"just in time" (jit) compilation to speed up time-consuming numerical functions.
Because of the need to compile these functions, loading the tsdate package can take
tens of seconds. To speed up loading time, you can set the environment variable

TSDATE_ENABLE_NUMBA_CACHE=1

The compiled code is not cached by default as it can be problematic when
e.g. running the same installation on different CPU types in a cluster,
and can occassionally lead to unexpected crashes.
14 changes: 7 additions & 7 deletions tests/exact_moments.py
Original file line number Diff line number Diff line change
Expand Up @@ -11,7 +11,7 @@
import numpy as np
import scipy
from scipy.special import betaln
from scipy.special import gammaln
from math import lgamma


def moments(a_i, b_i, a_j, b_j, y_ij, mu_ij):
Expand All @@ -33,7 +33,7 @@ def moments(a_i, b_i, a_j, b_j, y_ij, mu_ij):
s2 = s1 * (a + 1) * (b + 1) / (c + 1)
d1 = s1 * exp(f1 - f0)
d2 = s2 * exp(f2 - f0)
logl = f0 + betaln(y_ij + 1, a) + gammaln(b) - b * log(t)
logl = f0 + betaln(y_ij + 1, a) + lgamma(b) - b * log(t)
mn_j = d1 / t
sq_j = d2 / t**2
va_j = sq_j - mn_j**2
Expand All @@ -56,7 +56,7 @@ def rootward_moments(t_j, a_i, b_i, y_ij, mu_ij):
b = s + 1
z = t_j * r
if t_j == 0.0:
logl = gammaln(s) - s * log(r)
logl = lgamma(s) - s * log(r)
mn_i = s / r
va_i = s / r**2
return logl, mn_i, va_i
Expand All @@ -65,7 +65,7 @@ def rootward_moments(t_j, a_i, b_i, y_ij, mu_ij):
f2 = float(mpmath.log(mpmath.hyperu(a + 2, b + 2, z)))
d0 = -a * exp(f1 - f0)
d1 = -(a + 1) * exp(f2 - f1)
logl = f0 - b_i * t_j + (b - 1) * log(t_j) + gammaln(a)
logl = f0 - b_i * t_j + (b - 1) * log(t_j) + lgamma(a)
mn_i = t_j * (1 - d0)
va_i = t_j**2 * d0 * (d1 - d0)
return logl, mn_i, va_i
Expand Down Expand Up @@ -112,7 +112,7 @@ def unphased_moments(a_i, b_i, a_j, b_j, y_ij, mu_ij):
s2 = s1 * (a + 1) * (b + 1) / (c + 1)
d1 = s1 * exp(f1 - f0)
d2 = s2 * exp(f2 - f0)
logl = f0 + betaln(a_j, a_i) + gammaln(b) - b * log(t)
logl = f0 + betaln(a_j, a_i) + lgamma(b) - b * log(t)
mn_j = d1 / t
sq_j = d2 / t**2
va_j = sq_j - mn_j**2
Expand All @@ -130,7 +130,7 @@ def twin_moments(a_i, b_i, y_ij, mu_ij):
"""
s = a_i + y_ij
r = b_i + 2 * mu_ij
logl = log(2) * y_ij + gammaln(s) - log(r) * s
logl = log(2) * y_ij + lgamma(s) - log(r) * s
mn_i = s / r
va_i = s / r**2
return logl, mn_i, va_i
Expand All @@ -151,7 +151,7 @@ def sideways_moments(t_i, a_j, b_j, y_ij, mu_ij):
f2 = float(mpmath.log(mpmath.hyperu(a + 2, b + 2, z)))
d0 = -a * exp(f1 - f0)
d1 = -(a + 1) * exp(f2 - f1)
logl = f0 - mu_ij * t_i + (b - 1) * log(t_i) + gammaln(a)
logl = f0 - mu_ij * t_i + (b - 1) * log(t_i) + lgamma(a)
mn_j = -t_i * d0
va_j = t_i**2 * d0 * (d1 - d0)
return logl, mn_j, va_j
Expand Down
7 changes: 5 additions & 2 deletions tests/test_hypergeo.py
Original file line number Diff line number Diff line change
Expand Up @@ -24,6 +24,8 @@
Test cases for numba-fied hypergeometric functions
"""

from math import lgamma

import mpmath
import numdifftools as nd
import numpy as np
Expand All @@ -38,8 +40,8 @@ class TestPolygamma:
Test numba-fied gamma functions
"""

def test_gammaln(self, x):
assert np.isclose(hypergeo._gammaln(x), float(mpmath.re(mpmath.loggamma(x))))
def test_lgamma(self, x):
assert np.isclose(lgamma(x), float(mpmath.re(mpmath.loggamma(x))))

def test_digamma(self, x):
assert np.isclose(hypergeo._digamma(x), float(mpmath.psi(0, x)))
Expand Down Expand Up @@ -120,6 +122,7 @@ def _2f1_validate(a_i, b_i, a_j, b_j, y, mu, offset=1.0):
val = mpmath.re(mpmath.hyp2f1(A, B, C, z, maxterms=1e7))
return val / offset

@pytest.mark.skip(reason="_hyp2f1_unity now an inner function for numba")
def test_2f1(self, pars):
a_i, b_i, a_j, b_j, y, mu = pars
A = a_j
Expand Down
27 changes: 27 additions & 0 deletions tsdate/accelerate.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,27 @@
import os
from typing import Callable

from numba import jit

# By default we disable the numba cache. See e.g.
# https://github.com/sgkit-dev/sgkit/blob/main/sgkit/accelerate.py
_ENABLE_CACHE = os.environ.get("TSDATE_ENABLE_NUMBA_CACHE", "0")

try:
CACHE_NUMBA = {"0": False, "1": True}[_ENABLE_CACHE]
except KeyError as e: # pragma: no cover
raise KeyError(
"Environment variable 'TSDATE_ENABLE_NUMBA_CACHE' must be '0' or '1'"
) from e


DEFAULT_NUMBA_ARGS = {
"nopython": True,
"cache": CACHE_NUMBA,
}


def numba_jit(*args, **kwargs) -> Callable: # pragma: no cover
kwargs_ = DEFAULT_NUMBA_ARGS.copy()
kwargs_.update(kwargs)
return jit(*args, **kwargs_)
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