Parallelization layer supporting parallel models underlying a SamplingProblem. More...

#include <ParallelAbstractSamplingProblem.h>

Inheritance diagram for muq::SamplingAlgorithms::ParallelAbstractSamplingProblem:

Detailed Description

Parallelization layer supporting parallel models underlying a SamplingProblem.

This class passes a LogDensity call to all other ranks of the given communicator, initiated by rank zero.

Each other rank receives a copy of the parameter vector to work with. This allows computing a model (e.g. a PDE) underlying the LogDensity in parallel across all these ranks. It is assumed that rank 0 returns the exact LogDensity value. The actual model parallelization of course lies in the responsiblity of the user, since parallelization strategies vary extremely between different models.

This class is used by the controller rank responsible for handling the MCMC chains in a distributed model MCMC setting. To the controller, the ParallelAbstractSamplingProblem looks like a sequential SamplingProblem. The controller rank handles MCMC proposals, MCMC kernels and sample storage while the other ranks stand by, only joining the LogDensity computations.

Definition at line 37 of file ParallelAbstractSamplingProblem.h.

Public Member Functions
	ParallelAbstractSamplingProblem (std::shared_ptr< parcer::Communicator > comm, int id, std::shared_ptr< AbstractSamplingProblem > abstractSamplingProblem)

virtual	~ParallelAbstractSamplingProblem ()=default

virtual double	LogDensity (std::shared_ptr< SamplingState > const &state) override

virtual std::shared_ptr< SamplingState >	QOI () override

std::shared_ptr< AbstractSamplingProblem >	GetSequentialProblem ()

Public Member Functions inherited from muq::SamplingAlgorithms::AbstractSamplingProblem
	AbstractSamplingProblem (Eigen::VectorXi const &blockSizesIn, Eigen::VectorXi const &blockSizesQOIIn)

	AbstractSamplingProblem (Eigen::VectorXi const &blockSizesIn)

virtual	~AbstractSamplingProblem ()=default

virtual std::shared_ptr< AbstractSamplingProblem >	Clone () const

virtual Eigen::VectorXd	GradLogDensity (std::shared_ptr< SamplingState > const &state, unsigned const blockWrt)

virtual void	AddOptions (boost::property_tree::ptree &pt) const

Additional Inherited Members
Public Attributes inherited from muq::SamplingAlgorithms::AbstractSamplingProblem
const int	numBlocks

const Eigen::VectorXi	blockSizes

const int	numBlocksQOI

const Eigen::VectorXi	blockSizesQOI

Constructor & Destructor Documentation

◆ ParallelAbstractSamplingProblem()

muq::SamplingAlgorithms::ParallelAbstractSamplingProblem::ParallelAbstractSamplingProblem	(	std::shared_ptr< parcer::Communicator >	comm,
		int	id,
		std::shared_ptr< AbstractSamplingProblem >	abstractSamplingProblem
	)