# Copyright 2024 - present The PyMC Developers # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import numpy as np import scipy.integrate as ode from pymc.ode.utils import augment_system def test_gradients(): """Tests the computation of the sensitivities from the PyTensor computation graph""" # ODE system for which to compute gradients def ode_func(y, t, p): return np.exp(-t) - p[0] * y[0] # Computation of graidients with PyTensor augmented_ode_func = augment_system(ode_func, n_states=1, n_theta=1) # This is the new system, ODE + Sensitivities, which will be integrated def augmented_system(Y, t, p): dydt, ddt_dydp = augmented_ode_func(Y[:1], t, p, Y[1:]) derivatives = np.concatenate([dydt, ddt_dydp]) return derivatives # Create real sensitivities y0 = 0.0 t = np.arange(0, 12, 0.25).reshape(-1, 1) a = 0.472 p = np.array([y0, a]) # Derivatives of the analytic solution with respect to y0 and alpha # Treat y0 like a parameter and solve analytically. Then differentiate. # I used CAS to get these derivatives y0_sensitivity = np.exp(-a * t) a_sensitivity = ( -(np.exp(t * (a - 1)) - 1 + (a - 1) * (y0 * a - y0 - 1) * t) * np.exp(-a * t) / (a - 1) ** 2 ) sensitivity = np.c_[y0_sensitivity, a_sensitivity] integrated_solutions = ode.odeint(func=augmented_system, y0=[y0, 1, 0], t=t.ravel(), args=(p,)) simulated_sensitivity = integrated_solutions[:, 1:] np.testing.assert_allclose(sensitivity, simulated_sensitivity, rtol=1e-5)