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23 changes: 23 additions & 0 deletions src/easyreflectometry/fitting.py
Original file line number Diff line number Diff line change
Expand Up @@ -416,13 +416,36 @@
y_vals = data['data'][f'R_{i}'].values
variances = data['data'][f'R_{i}'].variances

if obj != 'mighell' and np.all(np.asarray(variances) <= 0.0):
raise ValueError(

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f'Cannot run Bayesian sampling on reflectivity {i}: all points have zero variance. '
'The likelihood is undefined without measurement uncertainties. Supply uncertainties, '
"or explicitly opt in to the Mighell transform with objective='mighell' "
'(a chi-square bias correction, not a true likelihood).'
)

x_out, y_eff, weights, stats = _prepare_fit_arrays(x_vals, y_vals, variances, obj)

if stats['masked'] > 0:
warnings.warn(
f'Masked {stats["masked"]} data point(s) in reflectivity {i} due to zero variance during sampling.',
UserWarning,
)
if stats.get('transformed_all_points'):
warnings.warn(

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f'Applied Mighell transform to all {len(y_vals)} point(s) in reflectivity {i} during sampling. '
'The Mighell transform is a chi-square bias correction, not a true likelihood; '
'posterior widths may be unreliable.',
UserWarning,
)
elif stats['mighell_substituted'] > 0:
warnings.warn(

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f'Applied Mighell substitution to {stats["mighell_substituted"]} '
f'zero-variance point(s) in reflectivity {i} during sampling. '
'The Mighell transform is a chi-square bias correction, not a true likelihood; '
'posterior widths may be unreliable.',
UserWarning,
)
x.append(x_out)
y.append(y_eff)
dy.append(weights)
Expand Down
187 changes: 187 additions & 0 deletions tests/test_fitting.py
Original file line number Diff line number Diff line change
Expand Up @@ -1079,3 +1079,190 @@ def test_per_call_objective_override(self):
fitter.mcmc_sample(data, samples=100, burn=20, thin=2, objective='hybrid')

assert len(capture['x'][0]) == 10 # all points kept (Mighell-substituted)


class TestMCMCSampleMighellWarningsAndZeroVarianceGuard:
"""mcmc_sample() must warn about Mighell-transformed points feeding the
Bayesian likelihood, and refuse data with no uncertainties at all."""

@staticmethod
def _make_fitter(objective='hybrid'):
model = Model()
model.interface = CalculatorFactory()
fitter = MultiFitter(model, objective=objective)
fitter.easy_science_multi_fitter = MagicMock()
fitter.easy_science_multi_fitter.minimizer.package = 'bumps'
return fitter

@staticmethod
def _make_data(variances):
qz = np.linspace(0.01, 0.3, 10)
r = np.exp(-qz * 50)
return sc.DataGroup({
'coords': {'Qz_0': sc.array(dims=['Qz_0'], values=qz)},
'data': {'R_0': sc.array(dims=['Qz_0'], values=r, variances=variances)},
})

def test_hybrid_partial_zero_variance_warns_mighell_substitution(self):
fitter = self._make_fitter()
variances = np.ones(10) * 0.01
variances[3:5] = 0.0
data = self._make_data(variances)

capture = {}
with pytest.warns(
UserWarning,
match=r'Mighell substitution to 2 zero-variance point\(s\) in reflectivity 0 during sampling',
):
with _patch_sampler(capture):
fitter.mcmc_sample(data, samples=100, burn=20, thin=2)

assert len(capture['x'][0]) == 10

def test_mighell_objective_warns_transform_all_points(self):
fitter = self._make_fitter(objective='mighell')
data = self._make_data(np.ones(10) * 0.01)

capture = {}
with pytest.warns(
UserWarning,
match=r'Applied Mighell transform to all 10 point\(s\) in reflectivity 0 during sampling',
):
with _patch_sampler(capture):
fitter.mcmc_sample(data, samples=100, burn=20, thin=2)

assert len(capture['x'][0]) == 10

def test_all_zero_variance_hybrid_raises(self):
fitter = self._make_fitter()
data = self._make_data(np.zeros(10))

capture = {}
with _patch_sampler(capture) as sampler_cls:
with pytest.raises(ValueError, match='all points have zero variance'):
fitter.mcmc_sample(data, samples=100, burn=20, thin=2)
sampler_cls.assert_not_called()

def test_all_zero_variance_legacy_mask_raises(self):
fitter = self._make_fitter(objective='legacy_mask')
data = self._make_data(np.zeros(10))

capture = {}
with _patch_sampler(capture) as sampler_cls:
with pytest.raises(ValueError, match='all points have zero variance'):
fitter.mcmc_sample(data, samples=100, burn=20, thin=2)
sampler_cls.assert_not_called()

def test_all_zero_variance_allowed_with_explicit_mighell(self):
"""Explicitly opting in to objective='mighell' keeps working on
variance-free (e.g. raw count) data, with a warning."""
fitter = self._make_fitter(objective='mighell')
data = self._make_data(np.zeros(10))

capture = {}
with pytest.warns(UserWarning, match='not a true likelihood'):
with _patch_sampler(capture):
fitter.mcmc_sample(data, samples=100, burn=20, thin=2)

assert len(capture['x'][0]) == 10


# ---------------------------------------------------------------------------
# Analytic weighted-least-squares convention test (issue #370)
# ---------------------------------------------------------------------------


def _analytic_wls(design, y, point_weights):
"""Solve min_beta sum_i (point_weights_i * (y_i - design_i . beta))^2.

Returns the solution and the unscaled covariance (X^T W X)^-1 of the
corresponding weighted least-squares problem.
"""
a = design * point_weights[:, None]
b = y * point_weights
beta, *_ = np.linalg.lstsq(a, b, rcond=None)
covariance = np.linalg.inv(a.T @ a)
return beta, covariance


@pytest.mark.parametrize('minimizer', [AvailableMinimizers.LMFit, AvailableMinimizers.Bumps])
def test_fit_weight_convention_matches_analytic_wls(minimizer):
"""Pin the weights = 1/sigma convention end-to-end against analytic WLS.

A reflectometry model is exactly linear in (scale, background):
R(q) = scale * f(q) + background, so weighted least squares has the
closed-form solution beta = (X^T W X)^-1 X^T W y with W = diag(1/sigma^2).
On heteroscedastic data the candidate weight conventions (1/sigma, sigma,
1/sigma^2) give measurably different solutions, so this test fails if the
convention between ``_prepare_fit_arrays`` and the EasyScience core
minimizers ever drifts. See issue #370.
"""
construction_background = 1e-7
si = Material(2.07, 0, 'Si')
sio2 = Material(3.47, 0, 'SiO2')
d2o = Material(6.36, 0, 'D2O')
sample = Sample(
Multilayer(Layer(si, 0, 0, 'Si layer')),
Multilayer(Layer(sio2, 30, 3, 'SiO2 layer')),
Multilayer(Layer(d2o, 0, 3, 'D2O Subphase')),
name='WLS Structure',
)
model = Model(sample, 1.0, construction_background, PercentageFwhm(0.02), 'WLS Model')
model.interface = CalculatorFactory()
fitter = MultiFitter(model)
fitter.easy_science_multi_fitter.switch_minimizer(minimizer)

# Unit-scale, zero-background reflectivity curve of the fixed structure
q = np.linspace(0.01, 0.25, 30)
f = fitter._fit_func[0](q) - construction_background
assert np.all(f > 0)

# Deterministic heteroscedastic data that does NOT lie on the model
scale_true, background_true = 1.3, 4.0e-6
signal = scale_true * f + background_true
fractional_error = 0.03 + 0.02 * np.cos(40.0 * q) ** 2
sigma = fractional_error * signal
perturbation = 0.8 * np.cos(7.0 * np.arange(q.size) + 0.3)
y = signal + perturbation * sigma
variances = sigma**2

design = np.column_stack([f, np.ones_like(f)])
beta, covariance = _analytic_wls(design, y, 1.0 / sigma)
beta_if_sigma, _ = _analytic_wls(design, y, sigma)
beta_if_inverse_variance, _ = _analytic_wls(design, y, 1.0 / sigma**2)

# Sanity check: the conventions are distinguishable well beyond the fit tolerance
scale_tolerance = 1e-3
background_tolerance = 5e-8
scale_margin = min(abs(beta_if_sigma[0] - beta[0]), abs(beta_if_inverse_variance[0] - beta[0]))
assert scale_margin > 10 * scale_tolerance, 'test data cannot discriminate weight conventions'

model.scale.fixed = False
model.scale.bounds = (0.5, 3.0)
model.scale.value = 1.0
model.background.fixed = False
model.background.bounds = (1e-9, 1e-4)
model.background.value = 1e-6

data = DataSet1D(
name='wls_convention',
x=q,
y=y,
ye=variances,
model=model,
auto_background=False,
)
result = fitter.fit_single_data_set_1d(data)

assert result.success
assert model.scale.value == pytest.approx(beta[0], abs=scale_tolerance)
assert model.background.value == pytest.approx(beta[1], abs=background_tolerance)

if minimizer == AvailableMinimizers.LMFit:
# lmfit scales the covariance by reduced chi-square (scale_covar=True)
residual = y - design @ beta
chi2 = float(np.sum((residual / sigma) ** 2))
reduced_chi2 = chi2 / (q.size - 2)
expected_errors = np.sqrt(np.diag(covariance) * reduced_chi2)
assert model.scale.error == pytest.approx(expected_errors[0], rel=0.05)
assert model.background.error == pytest.approx(expected_errors[1], rel=0.05)
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