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26 changes: 18 additions & 8 deletions src/pyrecest/filters/hypertoroidal_particle_filter.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,17 +2,16 @@
from typing import Union

import numpy as np
from scipy.stats import qmc

# pylint: disable=redefined-builtin,no-name-in-module,no-member
# pylint: disable=no-name-in-module,no-member
from pyrecest.backend import (
arange,
int32,
int64,
linspace,
mod,
pi,
tile,
)
from pyrecest.distributions import (
AbstractHypertoroidalDistribution,
Expand Down Expand Up @@ -57,6 +56,22 @@ def _validate_positive_integer(value, name: str) -> int:
return integer


def _initial_particle_locations(n_particles: int, dim: int):
if dim == 1:
return linspace(0.0, 2.0 * pi, num=n_particles, endpoint=False)

# Tiling one circular grid across dimensions confines every particle to the
# diagonal x_1 = ... = x_dim. A deterministic Latin hypercube preserves one
# evenly spaced angular sample per marginal bin without imposing that
# artificial perfect dependence between coordinates.
unit_hypercube_points = qmc.LatinHypercube(
d=dim,
scramble=False,
seed=0,
).random(n=n_particles)
return 2.0 * np.pi * unit_hypercube_points


class HypertoroidalParticleFilter(AbstractParticleFilter, HypertoroidalFilterMixin):
def __init__(
self,
Expand All @@ -65,12 +80,7 @@ def __init__(
):
n_particles = _validate_positive_integer(n_particles, "n_particles")
dim = _validate_positive_integer(dim, "dim")
if dim == 1:
points = linspace(0.0, 2.0 * pi, num=n_particles, endpoint=False)
else:
points = tile(
arange(0.0, 2.0 * pi, 2.0 * pi / n_particles), (dim, 1)
).T.squeeze()
points = _initial_particle_locations(n_particles, dim)
filter_state = HypertoroidalDiracDistribution(points, dim=dim)
HypertoroidalFilterMixin.__init__(self)
AbstractParticleFilter.__init__(self, filter_state)
Expand Down
31 changes: 31 additions & 0 deletions tests/filters/test_hypertoroidal_particle_filter.py
Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
import unittest

import numpy as np
import numpy.testing as npt
import pyrecest.backend

Expand Down Expand Up @@ -41,6 +42,36 @@ def test_constructor_rejects_invalid_dimension(self):
with self.assertRaisesRegex(ValueError, "dim"):
HypertoroidalParticleFilter(5, dim)

def test_multidimensional_constructor_does_not_collapse_to_diagonal(self):
n_particles = 32
particles = np.asarray(
HypertoroidalParticleFilter(n_particles, 3).filter_state.d
)

self.assertEqual(particles.shape, (n_particles, 3))
self.assertFalse(np.allclose(particles[:, 0], particles[:, 1]))

expected_spacing = 2.0 * np.pi / n_particles
for dimension in range(particles.shape[1]):
sorted_angles = np.sort(particles[:, dimension])
wrapped_angles = np.concatenate(
(sorted_angles, [sorted_angles[0] + 2.0 * np.pi])
)
npt.assert_allclose(np.diff(wrapped_angles), expected_spacing)

def test_constructor_preserves_requested_particle_count(self):
hpf = HypertoroidalParticleFilter(61, 2)

self.assertEqual(hpf.filter_state.d.shape, (61, 2))
self.assertEqual(hpf.filter_state.w.shape, (61,))

def test_constructor_preserves_singleton_particle_axis(self):
hpf = HypertoroidalParticleFilter(1, 3)

self.assertEqual(hpf.filter_state.d.shape, (1, 3))
self.assertEqual(hpf.filter_state.w.shape, (1,))
self.assertEqual(hpf.get_point_estimate().shape, (3,))

@unittest.skipIf(
pyrecest.backend.__backend_name__ == "jax", reason="Backend not supported'"
)
Expand Down
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