| """The batched sampler must reproduce propagating each sample alone. |
| |
| All J BALLAST samples share one fused scan over time (a ~20x win, since the |
| per-sample scans are latency-bound). Key derivation is arranged to match the |
| per-sample loop exactly, so this is a refactor, not a change of method -- and |
| that is checked here rather than assumed. |
| |
| Agreement is to ~1e-14 rather than bit-exact: the batched step contracts |
| L_space @ Z @ L_Q as one einsum, so XLA associates the products differently from |
| the per-sample `L_space @ Z @ L_Q.T`. Trajectories are chaotic (a drifter's path |
| is an Euler integration through a sampled field), so this tolerance is asserted |
| on the *positions*, where it stays at 1e-14 over the horizon tested; the |
| validity masks must match exactly. |
| """ |
|
|
| import jax |
| import jax.numpy as jnp |
| import numpy as np |
|
|
| jax.config.update("jax_enable_x64", True) |
|
|
| from ballast.experiment import SYNTH_PARAMS as P |
| from ballast.gp import posterior_ext_state, sample_ext_state |
| from ballast.policies import sample_and_project |
| from ballast.spde import make_ops, propagate |
| from ballast.trajectory import Grid, advect |
|
|
| DT, OBS_EVERY, J = 0.01, 5, 3 |
|
|
|
|
| def _setup(): |
| grid = Grid(jnp.linspace(-2, 2, 7), jnp.linspace(-2, 2, 7)) |
| ops = make_ops(grid.R, P, DT) |
| k = jax.random.PRNGKey(0) |
| S = jax.random.uniform(k, (9, 2), minval=-2, maxval=2) |
| t = jax.random.uniform(jax.random.fold_in(k, 1), (9,), minval=0, maxval=1.0) |
| y = jax.random.normal(jax.random.fold_in(k, 2), (9, 2)) |
| mean, chol = posterior_ext_state(S, t, y, grid.R, 1.0, P, 0.1) |
| exist = jnp.array([[0.3, -0.2], [-1.0, 0.7]]) |
| return grid, ops, mean, chol, exist |
|
|
|
|
| def test_batched_matches_per_sample_loop(): |
| grid, ops, mean, chol, exist = _setup() |
| n_steps, t_m = 60, 1.0 |
| key = jax.random.PRNGKey(7) |
|
|
| cpos, cval, epos, eval_, t_traj, raw = sample_and_project( |
| key, ops, mean, chol, exist, t_m, grid=grid, n_steps=n_steps, |
| obs_every=OBS_EVERY, n_samples=J, dt=DT, |
| ) |
|
|
| |
| keys = jax.random.split(key, J) |
| for j in range(J): |
| ka, kb = jax.random.split(keys[j]) |
| X0 = sample_ext_state(ka, mean, chol, grid.n) |
| fields = propagate(X0, kb, ops, n_steps) |
| s0 = jnp.concatenate([grid.R, exist], axis=0) |
| pos_r, val_r, tidx_r = advect( |
| grid, fields, s0, jnp.ones(s0.shape[0], dtype=bool), DT, OBS_EVERY |
| ) |
| np.testing.assert_allclose(raw[:, j], pos_r, rtol=1e-12, atol=1e-12) |
| np.testing.assert_array_equal( |
| np.concatenate([cval[:, j], eval_[:, j]], axis=1), val_r |
| ) |
| np.testing.assert_allclose(t_traj, t_m + tidx_r * DT, rtol=1e-12) |
| snapped = grid.snap(pos_r) |
| np.testing.assert_allclose(cpos[:, j], snapped[:, : grid.n], rtol=0, atol=0) |
| np.testing.assert_allclose(epos[:, j], snapped[:, grid.n :], rtol=0, atol=0) |
|
|
|
|
| def test_grid_is_hashable_by_value(): |
| """Static jit args must hash by value, or every campaign recompiles.""" |
| a = Grid(jnp.linspace(-2, 2, 5), jnp.linspace(-2, 2, 5)) |
| b = Grid(jnp.linspace(-2, 2, 5), jnp.linspace(-2, 2, 5)) |
| c = Grid(jnp.linspace(-2, 2, 6), jnp.linspace(-2, 2, 5)) |
| assert hash(a) == hash(b) and a == b |
| assert hash(a) != hash(c) and a != c |
|
|