--- type: implementation id: path_integral_implementation_001 created: 2024-02-05 modified: 2024-02-05 tags: [implementation, numerical-methods, path-integrals, active-inference] aliases: [path-implementation, numerical-path-methods] --- # Implementation Guide for Path Integral Methods ## Numerical Foundations ### Discretization Framework ```python class PathDiscretizer: """Framework for path discretization schemes.""" def __init__(self, dt: float, scheme: str = 'symplectic'): self.dt = dt self.scheme = self._initialize_scheme(scheme) def discretize_action(self, lagrangian: Callable, path: np.ndarray) -> float: """Discretize continuous action functional.""" discrete_points = self.scheme(path, self.dt) return self.compute_discrete_action(lagrangian, discrete_points) ``` Links to: - [[numerical_discretization]] - [[finite_elements]] - [[discrete_mechanics]] ### Stability Analysis ```python def analyze_stability(scheme: Callable, test_system: Callable, params: Dict) -> Dict[str, float]: """Analyze numerical stability of discretization.""" return { 'local_error': compute_local_error(scheme, test_system), 'global_error': compute_global_error(scheme, test_system), 'energy_drift': compute_energy_conservation(scheme, test_system) } ``` Links to: - [[numerical_stability]] - [[error_analysis]] - [[conservation_laws]] ## Path Sampling Methods ### MCMC Implementation ```python class PathMCMC: """Markov Chain Monte Carlo for path sampling.""" def __init__(self, action: Callable, temperature: float): self.action = action self.beta = 1.0 / temperature def hamiltonian_mc(self, initial_path: np.ndarray, num_steps: int) -> List[np.ndarray]: """Hamiltonian Monte Carlo sampling.""" paths = [] current = initial_path momentum = self.sample_momentum(current.shape) for _ in range(num_steps): # Leapfrog integration next_path, next_momentum = self.leapfrog_step( current, momentum) # Metropolis acceptance if self.accept_state(current, next_path, momentum, next_momentum): current = next_path momentum = next_momentum paths.append(current.copy()) return paths ``` Links to: - [[hamiltonian_monte_carlo]] - [[leapfrog_integration]] - [[metropolis_hastings]] ### Variational Methods ```python class VariationalPathSampler: """Variational inference for path distributions.""" def optimize_variational_parameters(self, target_density: Callable, variational_family: str, **params) -> Dict: """Optimize variational approximation.""" elbo_history = [] current_params = self.initialize_parameters(variational_family) while not self.converged(elbo_history): # Compute ELBO gradient grad = self.compute_elbo_gradient( current_params, target_density) # Update parameters current_params = self.update_parameters( current_params, grad, **params) # Track progress elbo = self.compute_elbo( current_params, target_density) elbo_history.append(elbo) return current_params ``` Links to: - [[variational_inference]] - [[elbo_optimization]] - [[natural_gradients]] ## Active Inference Specifics ### Free Energy Computation ```python class PathFreeEnergy: """Compute free energy for path ensembles.""" def __init__(self, model_density: Callable): self.model = model_density def compute_path_free_energy(self, paths: np.ndarray, variational_density: Callable) -> float: """Compute free energy for path ensemble.""" # Energy term energy = self.compute_path_energy(paths) # Entropy term entropy = self.compute_path_entropy( paths, variational_density) return energy - entropy ``` Links to: - [[free_energy_principle]] - [[path_entropy]] - [[energy_functionals]] ### Policy Optimization ```python class PathBasedPolicyOptimizer: """Optimize policies using path integral methods.""" def optimize_policy(self, initial_state: np.ndarray, horizon: int, num_samples: int) -> Callable: """Optimize policy using path sampling.""" # Generate path ensemble paths = self.sample_paths( initial_state, horizon, num_samples) # Compute path weights weights = self.compute_path_weights(paths) # Update policy return self.update_policy_parameters(paths, weights) ``` Links to: - [[policy_gradients]] - [[path_integral_control]] - [[importance_sampling]] ## Advanced Implementation Topics ### Parallel Computing ```python class ParallelPathSampler: """Parallel implementation of path sampling.""" def parallel_sample_paths(self, num_paths: int, num_workers: int) -> np.ndarray: """Generate paths in parallel.""" with ProcessPoolExecutor(max_workers=num_workers) as executor: paths = list(executor.map( self.generate_single_path, range(num_paths))) return np.array(paths) ``` Links to: - [[parallel_processing]] - [[distributed_computing]] - [[gpu_acceleration]] ### Adaptive Methods ```python class AdaptivePathSampling: """Adaptive sampling methods for paths.""" def adapt_step_size(self, acceptance_rate: float, current_step: float) -> float: """Adapt integration step size.""" target_rate = 0.65 # Optimal acceptance rate log_step = np.log(current_step) return np.exp(log_step + self.learning_rate * (acceptance_rate - target_rate)) ``` Links to: - [[adaptive_mcmc]] - [[dual_averaging]] - [[step_size_adaptation]] ## Validation and Testing ### Unit Tests ```python class PathIntegralTests: """Test suite for path integral implementations.""" def test_energy_conservation(self): """Test energy conservation in sampling.""" sampler = PathSampler(self.test_system) paths = sampler.generate_paths(num_paths=1000) energy_fluctuation = compute_energy_fluctuation(paths) assert energy_fluctuation < self.tolerance ``` Links to: - [[unit_testing]] - [[integration_testing]] - [[test_driven_development]] ### Performance Benchmarks ```python class PathBenchmarks: """Benchmark suite for path methods.""" def benchmark_sampling(self, methods: List[Callable], system: Callable) -> Dict[str, float]: """Benchmark different sampling methods.""" results = {} for method in methods: start_time = time.time() paths = method(system) end_time = time.time() results[method.__name__] = { 'time': end_time - start_time, 'efficiency': compute_sampling_efficiency(paths) } return results ``` Links to: - [[performance_testing]] - [[benchmarking]] - [[profiling]] ## References - [[neal_2011]] - MCMC Using Hamiltonian Dynamics - [[girolami_2011]] - Riemann Manifold Langevin and Hamiltonian Monte Carlo - [[hoffman_2014]] - The No-U-Turn Sampler - [[betancourt_2017]] - A Conceptual Introduction to Hamiltonian Monte Carlo