mcmc-0.4.0.0: src/Mcmc/Settings.hs
{-# LANGUAGE OverloadedStrings #-}
{-# LANGUAGE TemplateHaskell #-}
-- |
-- Module : Mcmc.Settings
-- Description : Settings of Markov chain Monte Carlo samplers
-- Copyright : (c) Dominik Schrempf, 2020
-- License : GPL-3.0-or-later
--
-- Maintainer : dominik.schrempf@gmail.com
-- Stability : unstable
-- Portability : portable
--
-- Creation date: Mon Nov 16 11:13:01 2020.
module Mcmc.Settings
( -- * Data types
AnalysisName (..),
BurnInSpecification (..),
burnInIterations,
Iterations (..),
ExecutionMode (..),
openWithExecutionMode,
ParallelizationMode (..),
SaveMode (..),
Verbosity (..),
-- * Settings
Settings (..),
settingsSave,
settingsLoad,
settingsCheck,
)
where
import Data.Aeson
import Data.Aeson.TH
import qualified Data.ByteString.Lazy.Char8 as BL
import System.Directory
import System.IO
-- | Analysis name of the MCMC sampler.
newtype AnalysisName = AnalysisName {fromAnalysisName :: String}
deriving (Eq, Read, Show)
$(deriveJSON defaultOptions ''AnalysisName)
-- | Burn in specification.
data BurnInSpecification
= -- | No burn in.
NoBurnIn
| -- | Burn in for a given number of iterations.
BurnInWithoutAutoTuning Int
| -- | Burn in for a given number of iterations. Enable auto tuning with a
-- given period.
BurnInWithAutoTuning Int Int
deriving (Eq, Read, Show)
$(deriveJSON defaultOptions ''BurnInSpecification)
-- | Get the number of burn in iterations.
burnInIterations :: BurnInSpecification -> Int
burnInIterations NoBurnIn = 0
burnInIterations (BurnInWithoutAutoTuning n) = n
burnInIterations (BurnInWithAutoTuning n _) = n
-- | Number of normal iterations after burn in.
--
-- Note that auto tuning only happens during burn in.
newtype Iterations = Iterations {fromIterations :: Int}
deriving (Eq, Read, Show)
$(deriveJSON defaultOptions ''Iterations)
-- | Execution mode.
data ExecutionMode
= -- | Perform new run.
--
-- Call 'error' if an output files exists.
Fail
| -- | Perform new run.
--
-- Overwrite existing output files.
Overwrite
| -- | Continue a previous run and append to output files.
--
-- Call 'error' if an output file does not exist.
Continue
deriving (Eq, Read, Show)
$(deriveJSON defaultOptions ''ExecutionMode)
-- | Open a file honoring the execution mode.
--
-- Call 'error' if execution mode is
--
-- - 'Continue' and file does not exist.
--
-- - 'Fail' and file exists.
openWithExecutionMode :: ExecutionMode -> FilePath -> IO Handle
openWithExecutionMode em fn = do
fe <- doesFileExist fn
case (em, fe) of
(Continue, False) ->
error $ "openWithExecutionMode: Cannot continue; file does not exist: " ++ fn ++ "."
(Continue, True) ->
openFile fn AppendMode
(Fail, True) ->
error $ "openWithExecutionMode: File exists: " ++ fn ++ "; use 'Overwrite'?"
_ -> do
h <- openFile fn WriteMode
hSetBuffering h LineBuffering
return h
-- One could automatically select 'Parallel' or 'Sequential' according to the
-- number of capabilities when initializing the environment or according to the
-- iteration time in dependence of the number of used capabilities. However, I
-- decided to opt for a manual configuration, because more capabilities may be
-- available and other parts of the program may be executed in parallel even if
-- sequential execution of the MCMC sampler is beneficial.
-- | Parallelization mode.
--
-- Parallel execution of the chains is only beneficial when the algorithm allows
-- for parallelization, and if computation of the next iteration takes a long
-- time. If the calculation of the next state is fast, sequential execution is
-- usually beneficial, even for algorithms involving parallel chains. If the
-- calculation of the next state is slow, parallel execution may be beneficial.
--
-- - The "Mcmc.Algorithm.Metropolis" algorithm is inherently sequential.
--
-- - The "Mcmc.Algorithm.MC3" algorithm works well with parallelization.
--
-- Of course, also the prior or likelihood functions can be computed in
-- parallel. However, this library is not aware of how these functions are
-- computed.
data ParallelizationMode
= Sequential
| Parallel
deriving (Eq, Read, Show)
$(deriveJSON defaultOptions ''ParallelizationMode)
-- | Should the MCMC run be saved at the end of the run?
data SaveMode = NoSave | Save
deriving (Eq, Read, Show)
$(deriveJSON defaultOptions ''SaveMode)
-- $(deriveJSON defaultOptions ''CleaningMode)
-- | Not much to say here.
data Verbosity = Quiet | Warn | Info | Debug
deriving (Eq, Ord, Read, Show)
$(deriveJSON defaultOptions ''Verbosity)
-- | Settings of an MCMC sampler.
data Settings = Settings
{ sAnalysisName :: AnalysisName,
sBurnIn :: BurnInSpecification,
sIterations :: Iterations,
sExecutionMode :: ExecutionMode,
sParallelizationMode :: ParallelizationMode,
sSaveMode :: SaveMode,
sVerbosity :: Verbosity
}
deriving (Eq, Show)
$(deriveJSON defaultOptions ''Settings)
settingsFn :: String -> FilePath
settingsFn n = n ++ ".settings"
-- | Save settings to a file determined by the analysis name.
settingsSave :: Settings -> IO ()
settingsSave s = BL.writeFile fn $ encode s
where
fn = settingsFn $ fromAnalysisName $ sAnalysisName s
-- | Load settings.
settingsLoad :: AnalysisName -> IO Settings
settingsLoad (AnalysisName n) = either error id . eitherDecode <$> BL.readFile fn
where
fn = settingsFn n
-- Show settings and call 'error'.
settingsError :: Settings -> Int -> String -> a
settingsError s i err =
error $
show s
++ "\n"
++ "Current iteration: "
++ show i
++ "\n"
++ "settingsError: "
++ err
-- | Check settings.
--
-- Call 'error' if:
--
-- - The analysis name is the empty string.
--
-- - The number of burn in iterations is negative.
--
-- - Auto tuning period is zero or negative.
--
-- - The number of iterations is negative.
--
-- - The current iteration is larger than the total number of iterations.
--
-- - The current iteration is non-zero but the execution mode is not 'Continue'.
--
-- - The current iteration is zero but the execution mode is 'Continue'.
settingsCheck ::
Settings ->
-- | Current iteration.
Int ->
IO ()
settingsCheck s@(Settings nm bi i em _ _ _) iCurrent
| null (fromAnalysisName nm) = serr "Analysis name is the empty string."
| burnInIterations bi < 0 = serr "Number of burn in iterations is negative."
| not $ burnInAutoTuningPeriodValid bi = serr "Auto tuning period is zero or negative."
| fromIterations i < 0 = serr "Number of iterations is negative."
| burnInIterations bi + fromIterations i - iCurrent < 0 =
serr "Current iteration is larger than the total number of iterations."
| iCurrent /= 0 && em /= Continue =
serr "Current iteration is non-zero but execution mode is not 'Continue'."
| iCurrent == 0 && em == Continue =
serr "Current iteration is zero but execution mode is 'Continue'."
| otherwise = return ()
where
serr = settingsError s iCurrent
burnInAutoTuningPeriodValid :: BurnInSpecification -> Bool
burnInAutoTuningPeriodValid (BurnInWithAutoTuning _ t) = t > 0
burnInAutoTuningPeriodValid _ = True