.. module:: emcee

.. _blobs:

Blobs
=====

Way back in version 1.1 of emcee, the concept of blobs was introduced.
This allows a user to track arbitrary metadata associated with every sample in
the chain.
The interface to access these blobs was previously a little clunky because it
was stored as a list of lists of blobs.
In version 3, this interface has been updated to use NumPy arrays instead and
the sampler will do type inference to save the simplest possible
representation of the blobs.

Using blobs to track the value of the prior
-------------------------------------------

A common pattern is to save the value of the log prior at every step in the
chain.
To do this, you could do something like:

.. code-block:: python

    import emcee
    import numpy as np

    def log_prior(params):
        return -0.5 * np.sum(params**2)

    def log_like(params):
        return -0.5 * np.sum((params / 0.1)**2)

    def log_prob(params):
        lp = log_prior(params)
        if not np.isfinite(lp):
            return -np.inf, -np.inf
        ll = log_like(params)
        if not np.isfinite(ll):
            return lp, -np.inf
        return lp + ll, lp

    coords = np.random.randn(32, 3)
    nwalkers, ndim = coords.shape
    sampler = emcee.EnsembleSampler(nwalkers, ndim, log_prob)
    sampler.run_mcmc(coords, 100)

    log_prior_samps = sampler.get_blobs()
    flat_log_prior_samps = sampler.get_blobs(flat=True)

    print(log_prior_samps.shape)  # (100, 32)
    print(flat_log_prior_samps.shape)  # (3200,)

After running this, the "blobs" stored by the sampler will be a ``(nsteps,
nwalkers)`` NumPy array with the value of the log prior at every sample.

Named blobs & custom dtypes
---------------------------

If you want to save multiple pieces of metadata, it can be useful to name
them.
To implement this, we use the ``blobs_dtype`` argument in
:class:`EnsembleSampler`.
For example, let's say that, for some reason, we wanted to save the mean of
the parameters as well as the log prior.
To do this, we would update the above example as follows:

.. code-block:: python

    def log_prob(params):
        lp = log_prior(params)
        if not np.isfinite(lp):
            return -np.inf, -np.inf
        ll = log_like(params)
        if not np.isfinite(ll):
            return lp, -np.inf
        return lp + ll, lp, np.mean(params)

    coords = np.random.randn(32, 3)
    nwalkers, ndim = coords.shape

    # Here are the important lines
    dtype = [("log_prior", float), ("mean", float)]
    sampler = emcee.EnsembleSampler(nwalkers, ndim, log_prob,
                                    blobs_dtype=dtype)

    sampler.run_mcmc(coords, 100)

    blobs = sampler.get_blobs()
    log_prior_samps = blobs["log_prior"]
    mean_samps = blobs["mean"]
    print(log_prior_samps.shape)
    print(mean_samps.shape)

    flat_blobs = sampler.get_blobs(flat=True)
    flat_log_prior_samps = flat_blobs["log_prior"]
    flat_mean_samps = flat_blobs["mean"]
    print(flat_log_prior_samps.shape)
    print(flat_mean_samps.shape)

This will print

.. code-block:: python

    (100, 32)
    (100, 32)
    (3200,)
    (3200,)

and the ``blobs`` object will be a structured NumPy array with two columns
called ``log_prior`` and ``mean``.
