Vectorize light curve functions (#141)

* starting to implement vectorization for light curves

* Adding tests and getting things working

* Updating docstrings

* remove manual vmaps from tutorial

Author: dfm

docs/tutorials/transit.ipynb

@@ -84,7 +84,7 @@
     "# Compute a limb-darkened light curve for this orbit\n",
     "t = np.linspace(-0.1, 0.1, 1000)\n",
     "u = [0.1, 0.06]  # Quadratic limb-darkening coefficients\n",
-    "light_curve = jax.vmap(limb_dark_light_curve(orbit, u))(t)\n",
+    "light_curve = limb_dark_light_curve(orbit, u)(t)\n",
     "\n",
     "# Plot the light curve\n",
     "plt.figure(dpi=150)\n",
@@ -129,7 +129,7 @@
     "orbit = TransitOrbit(\n",
     "    period=PERIOD, duration=DURATION, time_transit=T0, impact_param=B, radius=ROR\n",
     ")\n",
-    "y_true = jax.vmap(limb_dark_light_curve(orbit, U))(t)\n",
+    "y_true = limb_dark_light_curve(orbit, U)(t)\n",
     "y = y_true + yerr * random.normal(size=len(t))\n",
     "\n",
     "# Let's see what the light curve looks like\n",
@@ -190,7 +190,7 @@
     "    orbit = TransitOrbit(\n",
     "        period=period, duration=duration, time_transit=t0, impact_param=b, radius=r\n",
     "    )\n",
-    "    y_pred = jax.vmap(limb_dark_light_curve(orbit, u))(t)\n",
+    "    y_pred = limb_dark_light_curve(orbit, u)(t)\n",
     "\n",
     "    # Let's track the light curve\n",
     "    numpyro.deterministic(\"light_curve\", y_pred)\n",
@@ -505,7 +505,7 @@
     "    impact_param=inferred_b,\n",
     "    radius=inferred_r,\n",
     ")\n",
-    "y_model = jax.vmap(limb_dark_light_curve(orbit, inferred_u))(t)\n",
+    "y_model = limb_dark_light_curve(orbit, inferred_u)(t)\n",
     "\n",
     "fig, ax = plt.subplots(dpi=150)\n",
     "\n",

src/jaxoplanet/light_curves/__init__.py

@@ -0,0 +1,4 @@
+from jaxoplanet.light_curves import exposure_time as exposure_time
+from jaxoplanet.light_curves.limb_dark import (
+    limb_dark_light_curve as limb_dark_light_curve,
+)

src/jaxoplanet/exposure_time.py renamed to src/jaxoplanet/light_curves/exposure_time.py

@@ -1,11 +1,13 @@
 from functools import wraps
-from typing import Any, Optional, Protocol, TypeVar
+from typing import Any, Optional, Union
 
 import jax
 import jax.numpy as jnp
 import jpu.numpy as jnpu
 
 from jaxoplanet import units
+from jaxoplanet.light_curves.types import LightCurveFunc
+from jaxoplanet.light_curves.utils import vectorize
 from jaxoplanet.types import Array, Quantity
 from jaxoplanet.units import unit_registry as ureg
 
@@ -14,27 +16,21 @@
 except ImportError:
     from jax import linear_util as lu  # type: ignore
 
-T = TypeVar("T", Array, Quantity, covariant=True)
-
-
-class _LightCurveFunc(Protocol[T]):
-    def __call__(self, time: Quantity, *args: Any, **kwargs: Any) -> T: ...
-
 
 @units.quantity_input(exposure_time=ureg.d)
 def integrate(
-    func: _LightCurveFunc[T],
+    func: LightCurveFunc,
     exposure_time: Optional[Quantity] = None,
     order: int = 0,
     num_samples: int = 7,
-) -> _LightCurveFunc[T]:
+) -> LightCurveFunc:
     if exposure_time is None:
         return func
 
     if jnpu.ndim(exposure_time) != 0:
         raise ValueError(
             "The exposure time passed to 'integrate_exposure_time' has shape "
-            f"{jnpu.shape(exposure_time)}, but a scalar was expected; "  # type: ignore
+            f"{jnpu.shape(exposure_time)}, but a scalar was expected; "
             "To use exposure time integration with different exposures at different "
             "times, manually 'vmap' or 'vectorize' the function"
         )
@@ -65,13 +61,14 @@ def integrate(
 
     @wraps(func)
     @units.quantity_input(time=ureg.d)
-    def wrapped(time: Quantity, *args: Any, **kwargs: Any) -> T:
+    @vectorize
+    def wrapped(time: Quantity, *args: Any, **kwargs: Any) -> Union[Array, Quantity]:
         if jnpu.ndim(time) != 0:
             raise ValueError(
                 "The time passed to 'integrate_exposure_time' has shape "
-                f"{jnpu.shape(time)}, but a scalar was expected; "  # type: ignore
-                "To use exposure time integration for an array of times, "
-                "manually 'vmap' or 'vectorize' the function"
+                f"{jnpu.shape(time)}, but a scalar was expected; "
+                "this shouldn't typically happen so please open an issue "
+                "on GitHub demonstrating the problem"
             )
 
         f = lu.wrap_init(jax.vmap(func, in_axes=(0,) + (None,) * len(args)))

src/jaxoplanet/light_curves.py renamed to src/jaxoplanet/light_curves/limb_dark.py

@@ -6,6 +6,7 @@
 
 from jaxoplanet import units
 from jaxoplanet.core.limb_dark import light_curve as _limb_dark_light_curve
+from jaxoplanet.light_curves.utils import vectorize
 from jaxoplanet.proto import LightCurveOrbit
 from jaxoplanet.types import Array, Quantity
 from jaxoplanet.units import unit_registry as ureg
@@ -20,13 +21,14 @@ def limb_dark_light_curve(
         ld_u = jnp.array([])
 
     @units.quantity_input(time=ureg.d)
+    @vectorize
     def light_curve_impl(time: Quantity) -> Array:
         if jnpu.ndim(time) != 0:
             raise ValueError(
                 "The time passed to 'light_curve' has shape "
                 f"{jnpu.shape(time)}, but a scalar was expected; "
-                "To use exposure time integration for an array of times, "
-                "manually 'vmap' or 'vectorize' the function"
+                "this shouldn't typically happen so please open an issue "
+                "on GitHub demonstrating the problem"
             )
 
         # Evaluate the coordinates of the transiting body

src/jaxoplanet/light_curves/types.py

@@ -0,0 +1,3 @@
+from collections.abc import Callable
+
+LightCurveFunc = Callable

src/jaxoplanet/light_curves/utils.py

@@ -0,0 +1,32 @@
+from functools import wraps
+from typing import Any, Union
+
+import jax
+from jpu.core import is_quantity
+
+from jaxoplanet.light_curves.types import LightCurveFunc
+from jaxoplanet.types import Array, Quantity
+
+
+def vectorize(func: LightCurveFunc) -> LightCurveFunc:
+    @wraps(func)
+    def wrapped(time: Quantity, *args: Any, **kwargs: Any) -> Union[Array, Quantity]:
+        if is_quantity(time):
+            time_magnitude = time.magnitude
+            time_units = time.units
+        else:
+            time_magnitude = time
+            time_units = None
+
+        def inner(time_magnitude: Array) -> Union[Array, Quantity]:
+            if time_units is None:
+                return func(time_magnitude, *args, **kwargs)
+            else:
+                return func(time_magnitude * time_units, *args, **kwargs)
+
+        for _ in time.shape:
+            inner = jax.vmap(inner)
+
+        return inner(time_magnitude)
+
+    return wrapped