Add more arguments to psense_summary (#34)

* add more arguments to psense_summary * rST and api formatting * use alphas instead of delta * fix test due to small numerical difference in lower_alpha computation * fix bug delta --------- Co-authored-by: Oriol Abril-Pla <[email protected]>
arviz-devs · Nov 5, 2024 · 1a499b6 · 1a499b6
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diff --git a/docs/source/api/index.md b/docs/source/api/index.md
@@ -1,5 +1,15 @@
 # API reference
 
+## Functions
+
+```{eval-rst}
+.. autosummary::
+   :toctree: generated/
+
+   arviz_stats.psense
+   arviz_stats.psense_summary
+```
+
 ## Accessors
 Currently, using accessors is the recommended way to call functions from `arviz_stats`.
 

diff --git a/docs/source/conf.py b/docs/source/conf.py
@@ -40,6 +40,8 @@
     "sphinx_design",
     "jupyter_sphinx",
     "sphinx_autosummary_accessors",
+    "IPython.sphinxext.ipython_directive",
+    "IPython.sphinxext.ipython_console_highlighting",
 ]
 
 templates_path = ["_templates", sphinx_autosummary_accessors.templates_path]

diff --git a/src/arviz_stats/accessors.py b/src/arviz_stats/accessors.py
@@ -96,10 +96,17 @@ def power_scale_lw(self, alpha=1, dims=None):
         """Compute log weights for power-scaling of the DataTree."""
         return get_function("power_scale_lw")(self._obj, alpha=alpha, dims=dims)
 
-    def power_scale_sense(self, lower_w=None, upper_w=None, delta=None, dims=None):
+    def power_scale_sense(
+        self, lower_w=None, upper_w=None, lower_alpha=None, upper_alpha=None, dims=None
+    ):
         """Compute power-scaling sensitivity."""
         return get_function("power_scale_sense")(
-            self._obj, lower_w=lower_w, upper_w=upper_w, delta=delta, dims=dims
+            self._obj,
+            lower_w=lower_w,
+            upper_w=upper_w,
+            lower_alpha=lower_alpha,
+            upper_alpha=upper_alpha,
+            dims=dims,
         )
 
 

diff --git a/src/arviz_stats/base/array.py b/src/arviz_stats/base/array.py
@@ -168,7 +168,9 @@ def power_scale_lw(self, ary, alpha=0, axes=-1):
         )
         return psl_ufunc(ary, out_shape=(ary.shape[i] for i in axes), alpha=alpha)
 
-    def power_scale_sense(self, ary, lower_w, upper_w, delta, chain_axis=-2, draw_axis=-1):
+    def power_scale_sense(
+        self, ary, lower_w, upper_w, lower_alpha, upper_alpha, chain_axis=-2, draw_axis=-1
+    ):
         """Compute power-scaling sensitivity."""
         if chain_axis is None:
             ary = np.expand_dims(ary, axis=0)
@@ -181,7 +183,7 @@ def power_scale_sense(self, ary, lower_w, upper_w, delta, chain_axis=-2, draw_ax
         pss_array = make_ufunc(
             self._power_scale_sense, n_output=1, n_input=3, n_dims=2, ravel=False
         )
-        return pss_array(ary, lower_w, upper_w, delta=delta)
+        return pss_array(ary, lower_w, upper_w, lower_alpha=lower_alpha, upper_alpha=upper_alpha)
 
     def compute_ranks(self, ary, axes=-1, relative=False):
         """Compute ranks of MCMC samples."""

diff --git a/src/arviz_stats/base/dataarray.py b/src/arviz_stats/base/dataarray.py
@@ -299,14 +299,15 @@ def power_scale_lw(self, da, alpha=0, dims=None):
             kwargs={"axes": np.arange(-len(dims), 0, 1)},
         )
 
-    def power_scale_sense(self, da, lower_w, upper_w, delta, dims=None):
+    def power_scale_sense(self, da, lower_w, upper_w, lower_alpha, upper_alpha, dims=None):
         """Compute power-scaling sensitivity."""
         dims, chain_axis, draw_axis = validate_dims_chain_draw_axis(dims)
         return apply_ufunc(
             self.array_class.power_scale_sense,
             *broadcast(da, lower_w, upper_w),
-            delta,
-            input_core_dims=[dims, dims, dims, []],
+            lower_alpha,
+            upper_alpha,
+            input_core_dims=[dims, dims, dims, [], []],
             output_core_dims=[[]],
             kwargs={"chain_axis": chain_axis, "draw_axis": draw_axis},
         )

diff --git a/src/arviz_stats/base/diagnostics.py b/src/arviz_stats/base/diagnostics.py
@@ -551,15 +551,16 @@ def _gpinv(probs, kappa, sigma, mu):
 
         return q
 
-    def _power_scale_sense(self, ary, lower_w, upper_w, delta=0.01):
+    def _power_scale_sense(self, ary, lower_w, upper_w, lower_alpha, upper_alpha):
         """Compute power-scaling sensitivity by finite difference second derivative of CJS."""
         ary = np.ravel(ary)
         lower_w = np.ravel(lower_w)
         upper_w = np.ravel(upper_w)
         lower_cjs = max(self._cjs_dist(ary, lower_w), self._cjs_dist(-1 * ary, lower_w))
         upper_cjs = max(self._cjs_dist(ary, upper_w), self._cjs_dist(-1 * ary, upper_w))
-        grad = (lower_cjs + upper_cjs) / (2 * np.log2(1 + delta))
-        return grad
+        lower_grad = -1 * lower_cjs / np.log2(lower_alpha)
+        upper_grad = upper_cjs / np.log2(upper_alpha)
+        return (lower_grad + upper_grad) / 2
 
     def _power_scale_lw(self, ary, alpha):
         """Compute log weights for power-scaling component by alpha."""

diff --git a/src/arviz_stats/psense.py b/src/arviz_stats/psense.py
@@ -19,14 +19,14 @@
 
 def psense(
     dt,
+    var_names=None,
+    filter_vars=None,
     group="prior",
+    coords=None,
     sample_dims=None,
+    alphas=(0.99, 1.01),
     group_var_names=None,
     group_coords=None,
-    var_names=None,
-    coords=None,
-    filter_vars=None,
-    delta=0.01,
 ):
     """
     Compute power-scaling sensitivity values.
@@ -38,28 +38,30 @@ def psense(
         Refer to documentation of :func:`arviz.convert_to_dataset` for details.
         For ndarray: shape = (chain, draw).
         For n-dimensional ndarray transform first to dataset with ``az.convert_to_dataset``.
+    var_names : list of str, optional
+        Names of posterior variables to include in the power scaling sensitivity diagnostic
+    filter_vars: {None, "like", "regex"}, default None
+        Used for `var_names` only.
+        If ``None`` (default), interpret var_names as the real variables names.
+        If "like", interpret var_names as substrings of the real variables names.
+        If "regex", interpret var_names as regular expressions on the real variables names.
     group : {"prior", "likelihood"}, default "prior"
         If "likelihood", the pointsize log likelihood values are retrieved
         from the ``log_likelihood`` group and added together.
         If "prior", the log prior values are retrieved from the ``log_prior`` group.
+    coords : dict, optional
+        Coordinates defining a subset over the posterior. Only these variables will
+        be used when computing the prior sensitivity.
+    sample_dims : str or sequence of hashable, optional
+        Dimensions to reduce unless mapped to an aesthetic.
+        Defaults to ``rcParams["data.sample_dims"]``
+    alphas : tuple
+        Lower and upper alpha values for gradient calculation. Defaults to (0.99, 1.01).
     group_var_names : str, optional
         Name of the prior or log likelihood variables to use
     group_coords : dict, optional
         Coordinates defining a subset over the group element for which to
         compute the prior sensitivity diagnostic.
-    var_names : list of str, optional
-        Names of posterior variables to include in the power scaling sensitivity diagnostic
-    coords : dict, optional
-        Coordinates defining a subset over the posterior. Only these variables will
-        be used when computing the prior sensitivity.
-    filter_vars: {None, "like", "regex"}, default None
-        Used for `var_names` only.
-        If ``None`` (default), interpret var_names as the real variables names.
-        If "like", interpret var_names as substrings of the real variables names.
-        If "regex", interpret var_names as regular expressions on the real variables names.
-    delta : float
-        Value for finite difference derivative calculation.
-
 
     Returns
     -------
@@ -78,20 +80,22 @@ def psense(
     References
     ----------
     .. [1] Kallioinen et al, *Detecting and diagnosing prior and likelihood sensitivity with
-       power-scaling*, 2022, https://arxiv.org/abs/2107.14054
+       power-scaling*, Stat Comput 34, 57 (2024), https://doi.org/10.1007/s11222-023-10366-5
     """
     dataset = extract(
-        dt, var_names=var_names, filter_vars=filter_vars, group="posterior", combined=False
+        dt,
+        var_names=var_names,
+        filter_vars=filter_vars,
+        group="posterior",
+        combined=False,
+        keep_dataset=True,
     )
     if coords is not None:
         dataset = dataset.sel(coords)
 
-    lower_alpha = 1 / (1 + delta)
-    upper_alpha = 1 + delta
-
     lower_w, upper_w = _get_power_scale_weights(
         dt,
-        alphas=(lower_alpha, upper_alpha),
+        alphas=alphas,
         group=group,
         sample_dims=sample_dims,
         group_var_names=group_var_names,
@@ -101,20 +105,52 @@ def psense(
     return dataset.azstats.power_scale_sense(
         lower_w=lower_w,
         upper_w=upper_w,
-        delta=delta,
+        lower_alpha=alphas[0],
+        upper_alpha=alphas[1],
         dims=sample_dims,
     )
 
 
-def psense_summary(data, threshold=0.05, round_to=3):
+def psense_summary(
+    data,
+    var_names=None,
+    filter_vars=None,
+    coords=None,
+    sample_dims=None,
+    threshold=0.05,
+    alphas=(0.99, 1.01),
+    group_var_names=None,
+    group_coords=None,
+    round_to=3,
+):
     """
     Compute the prior/likelihood sensitivity based on power-scaling perturbations.
 
     Parameters
     ----------
     data : DataTree
+    var_names : list of str, optional
+        Names of posterior variables to include in the power scaling sensitivity diagnostic
+    filter_vars: {None, "like", "regex"}, default None
+        Used for `var_names` only.
+        If ``None`` (default), interpret var_names as the real variables names.
+        If "like", interpret var_names as substrings of the real variables names.
+        If "regex", interpret var_names as regular expressions on the real variables names.
+    coords : dict, optional
+        Coordinates defining a subset over the posterior. Only these variables will
+        be used when computing the prior sensitivity.
+    sample_dims : str or sequence of hashable, optional
+        Dimensions to reduce unless mapped to an aesthetic.
+        Defaults to ``rcParams["data.sample_dims"]``
     threshold : float, optional
         Threshold value to determine the sensitivity diagnosis. Default is 0.05.
+    alphas : tuple
+        Lower and upper alpha values for gradient calculation. Defaults to (0.99, 1.01).
+    group_var_names : str, optional
+        Name of the prior or log likelihood variables to use
+    group_coords : dict, optional
+        Coordinates defining a subset over the group element for which to
+        compute the prior sensitivity diagnostic
     round_to : int, optional
         Number of decimal places to round the sensitivity values. Default is 3.
 
@@ -127,9 +163,38 @@ def psense_summary(data, threshold=0.05, round_to=3):
         - "strong prior / weak likelihood" if the prior sensitivity is above threshold
         and the likelihood sensitivity is below the threshold
         - "-" otherwise
+
+    Examples
+    --------
+    .. ipython::
+
+        In [1]: from arviz_base import load_arviz_data
+           ...: from arviz_stats import psense_summary
+           ...: rugby = load_arviz_data("rugby")
+           ...: psense_summary(rugby, var_names="atts")
     """
-    pssdp = psense(data, group="prior")
-    pssdl = psense(data, group="likelihood")
+    pssdp = psense(
+        data,
+        var_names=var_names,
+        filter_vars=filter_vars,
+        group="prior",
+        sample_dims=sample_dims,
+        coords=coords,
+        alphas=alphas,
+        group_var_names=group_var_names,
+        group_coords=group_coords,
+    )
+    pssdl = psense(
+        data,
+        var_names=var_names,
+        filter_vars=filter_vars,
+        group="likelihood",
+        coords=coords,
+        sample_dims=sample_dims,
+        alphas=alphas,
+        group_var_names=group_var_names,
+        group_coords=group_coords,
+    )
 
     joined = xr.concat([pssdp, pssdl], dim="component").assign_coords(
         component=["prior", "likelihood"]

diff --git a/tests/test_psense.py b/tests/test_psense.py
@@ -19,9 +19,9 @@ def test_psense_var_names():
     result_0 = psense(uni_dt, group="prior", group_var_names=["mu"], var_names=["mu"])
     result_1 = psense(uni_dt, group="prior", var_names=["mu"])
     for result in (result_0, result_1):
-        assert "sigma" != result.name
-        assert "mu" == result.name
-    assert not isclose(result_0, result_1)
+        assert "sigma" not in result.data_vars
+        assert "mu" in result.data_vars
+    assert not isclose(result_0["mu"], result_1["mu"])
 
 
 def test_psense_summary():