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Cobaya: Code for Bayesian Analysis of hierarchical physical models (2005.05290v2)

Published 11 May 2020 in astro-ph.IM and astro-ph.CO

Abstract: We present Cobaya, a general-purpose Bayesian analysis code aimed at models with complex internal interdependencies. Without the need for specific code by the user, interdependencies between different stages of a model pipeline are exploited for sampling efficiency: intermediate results are automatically cached, and parameters are grouped in blocks according to their dependencies and optimally sorted, taking into account their individual computational costs, so as to minimize the cost of their variation during sampling, thanks to a novel algorithm. Cobaya allows exploration of posteriors using a range of Monte Carlo samplers, and also has functions for maximization and importance-reweighting of Monte Carlo samples with new priors and likelihoods. Cobaya is written in Python in a modular way that allows for extendability, use of calculations provided by external packages, and dynamical reparameterization without modifying its source. It can exploit hybrid OpenMP/MPI parallelization, and has sub-millisecond overhead per posterior evaluation. Though Cobaya is a general purpose statistical framework, it includes interfaces to a set of cosmological Boltzmann codes and likelihoods (the latter being agnostic with respect to the choice of the former), and automatic installers for external dependencies.

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Summary

  • The paper introduces Cobaya as a versatile tool that optimizes Bayesian analysis of hierarchical physical models.
  • It implements a novel algorithm that groups parameters into blocks, caching intermediate results to reduce computational redundancy.
  • The framework effectively integrates with cosmological codes, offering scalable, high-performance solutions for complex model analyses.

Overview of Cobaya: A Bayesian Analysis Framework

The paper introduces Cobaya, a versatile code framework designed for executing Bayesian analysis within the context of hierarchical physical models. This framework operates to maximize computational efficiency by automatically analyzing and optimizing the sampling pipeline, addressing the challenges presented by complex dependencies among model parameters. Cobaya provides a generalized solution for Monte Carlo-based exploration of parameters and posteriors, encapsulating functionalities for efficient sampling, maximization, and re-weighting of Monte Carlo samples. Its inherent capability to utilize hybrid parallelization (OpenMP and MPI) minimizes computational overhead, making it well-suited for high-performance computing environments.

Key Features and Implementation

Cobaya is implemented in Python with a modular structure that permits dynamic extension and integration of external computational packages. One of the fundamental aspects of Cobaya is its ability to exploit a novel algorithm that effectively groups parameters into blocks, considering their interdependencies and computational costs. This feature is crucial for efficient sampling, as it automatically caches intermediate results and optimizes the order of parameter sampling to reduce computational redundancy. Users can define the model's parameter space in detail through a structured input format, either directly or via YAML serialization.

The framework includes cutting-edge sampling engines such as its MCMC variant and integration with the PolyChord nested sampler. These implementations benefit from an automated system that delineates parameter blocks based on computational hierarchy—ensuring steps on distinct but related subspaces are handled with minimal computational expenditure.

In terms of theoretical and practical application, Cobaya is proficient in handling multi-component models where individual components might consist of distinct theory calculations or observation-based likelihoods. This facilitates its application in fields like cosmology, where multiple datasets and theoretical models interplay.

Practical Applications and Future Directions

Practically, Cobaya is equipped with out-of-the-box support for cosmological parameter estimation, collaborating seamlessly with well-established cosmological Boltzmann codes like CAMB and CLASS. It also interfaces with various likelihoods from different cosmological datasets, including the consistency to employ linear and non-linear modelling in cosmological analyses.

The underlying philosophy of Cobaya emphasizes modularity, making it conducive for rapid prototyping of new models. Researchers can easily encapsulate their computational steps into Cobaya's framework without requiring direct modification of its source, ensuring broader accessibility to advanced Bayesian analysis techniques.

Future development could explore expanded support for additional samplers and integration of containerization for enhanced portability across computing platforms. Although the primary focus remains physical models, the general design architecture of Cobaya allows for potential expansion into broader scientific domains that could benefit from its approach to parameter space exploration.

Conclusion

Cobaya represents a substantial advancement in Bayesian analysis tools, addressing the intricacies of hierarchical models with interdependent calculations. It provides an efficient, scalable solution for high-dimensional parameter estimation, leveraging Python's flexibility alongside powerful computational backends. This offers a significant advantage for researchers tackling complex multi-component models, particularly in fields like cosmology, where its efficiency aligns closely with the demanding computational requirements of state-of-the-art scientific investigations.

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