workaround PicklingError from uqfoundation/dill#443

cache/__init__.py

@@ -20,6 +20,34 @@
 from klepto import lru_cache, lfu_cache, mru_cache
 from klepto import rr_cache, inf_cache, no_cache
 
+class _cached(object):
+    def __init__(self, func, multivalued=False):
+        self.func = func
+        self.multivalued = multivalued
+    def mvmodel(self, x, *argz, **kwdz):
+        axis = kwdz.pop('axis', None)
+        if axis is None: axis = slice(None)
+        return self.func(x, *argz, **kwdz)[axis]
+    def model(self, x, *argz, **kwdz):
+        axis = kwdz.pop('axis', None)
+        return self.func(x, *argz, **kwdz)
+    def __call__(self, x, *argz, **kwdz):
+        doit = self.mvmodel if self.multivalued else self.model
+        return doit(x, *argz, **kwdz)
+
+class _cache(object):
+    def __init__(self, func):
+       self.func = func
+    def __call__(self):
+       return self.func.__cache__()
+
+class _imodel(object):
+    def __init__(self, model):
+       self.model = model
+    def __call__(self, *args, **kwds):
+        return -self.model(*args, **kwds)
+
+
 def cached(**kwds):
     """build a caching archive for an objective function
 
@@ -73,22 +101,13 @@ def _model(x, *args, **kwds):
         _model.__inner__ = inner
 
         # when caching, always cache the multi-valued tuple
-        if multivalued:
-            def model(x, *argz, **kwdz):
-                axis = kwdz.pop('axis', None)
-                if axis is None: axis = slice(None)
-                return _model(x, *argz, **kwdz)[axis]
-        else:
-            def model(x, *argz, **kwdz):
-                axis = kwdz.pop('axis', None)
-                return _model(x, *argz, **kwdz)
+        model = _cached(_model, multivalued)
         # produce objective function that caches multi-valued output
-        model.__cache__ = lambda : inner.__cache__()
+        model.__cache__ = _cache(inner)
         model.__doc__ = objective.__doc__
 
         # produce model inverse with shared cache
-        imodel = lambda *args, **kwds: -model(*args, **kwds)
-        model.__inverse__ = imodel
+        model.__inverse__ = imodel = _imodel(model)
         imodel.__inverse__ = model
         imodel.__cache__ = model.__cache__
 

examples3/estimator.py

@@ -213,18 +213,27 @@ def learn_ax(i):
                     from mystic.math.interpolate import _getaxis
                     from ml import Estimator as Learner
                     func = Learner(estimator, transform)
+                    _z = _getaxis(z, i)
+                    #from ml import improve_score, MLData
+                    #_z = MLData(x, x, _z, _z)
+                    #kwds = dict(tries=10, verbose=True)
                     with np.warnings.catch_warnings(): #FIXME: enable warn=True
                         np.warnings.filterwarnings('ignore')
-                        func = func.train(x, _getaxis(z, i))
+                        func = func.train(x, _z)
+                        #func = improve_score(func, _z, **kwds)
                     return func
                 function.__axis__ = list(_map(learn_ax, range(len(z[0]))))
                 return function
         else:
             from mystic.math.interpolate import _getaxis
             z = _getaxis(z, axis)
+        #from ml import improve_score, MLData
+        #_z = MLData(x, x, z, z)
+        #kwds = dict(tries=10, verbose=True)
         with np.warnings.catch_warnings(): #FIXME: enable warn=True
             np.warnings.filterwarnings('ignore')
             function = learner.train(x, z)
+            #function = improve_score(learner, _z, **kwds)
         function.__axis__ = axis
         return function
 

examples3/ouq.py

@@ -230,6 +230,7 @@ def solve(self, objective, **kwds): #NOTE: single axis only
         maxfun: max number of objective evaluations [default: defined in solver]
         evalmon: mystic.monitor instance [default: Monitor], for evaluations
         stepmon: mystic.monitor instance [default: Monitor], for iterations
+        save: iteration frequency to save solver [default: None]
         opts: dict of configuration options for solver.Solve [default: {}]
 
     Returns:
@@ -251,6 +252,9 @@ def solve(self, objective, **kwds): #NOTE: single axis only
         else: # DiffEv/Nelder/Powell
             if x0 is None: solver.SetRandomInitialPoints(min=lb,max=ub)
             else: solver.SetInitialPoints(x0)
+        save = kwds.get('save', None)
+        if save is not None:
+            solver.SetSaveFrequency(save, 'Solver.pkl') #XXX: set name?
         mapper = kwds.get('pool', None)
         if mapper is not None:
             pool = mapper() #XXX: ThreadPool, ProcessPool, etc

examples3/ouq_models.py

@@ -7,6 +7,11 @@
 '''
 model objects (and helper functions) to be used with OUQ classes
 '''
+def _modelaxis(model, axis=None):
+    def axmodel(x):
+        return model(x, axis=axis)
+    return axmodel
+
 #FIXME: hardwired to multivalue function
 #FIXME: dict_archive('truth', cached=False) does not cache (is empty)
 #FIXME: option to cache w/o lookup (e.g. for model with randomness)
@@ -85,7 +90,7 @@ def sample(model, bounds, pts=None, **kwds):
     elif pts > 0: # sample pts without optimizing
         pts = pts if _pts is None else _pts
         def doit(axis=None):
-            _model = lambda x: model(x, axis=axis)
+            _model = _modelaxis(model, axis)
             s = searcher(bounds, _model, npts=pts, dist=dist, **kwds)
             s.sample()
             return s
@@ -97,12 +102,12 @@ def doit(axis=None):
     else: # search for minima until terminated
         pts = -pts if _pts is None else _pts
         def lower(axis=None):
-            _model = lambda x: model(x, axis=axis)
+            _model = _modelaxis(model, axis)
             s = searcher(bounds, _model, npts=pts, dist=dist, **kwds)
             s.sample_until(terminated=all)
             return s
         def upper(axis=None):
-            model_ = lambda x: imodel(x, axis=axis)
+            model_ = _modelaxis(imodel, axis)
             si = searcher(bounds, model_, npts=pts, dist=dist, **kwds)
             si.sample_until(terminated=all)
             return si