Merge branch 'refactor' into pre-commit-ci-update-config

setup.cfg

@@ -21,7 +21,7 @@ classifiers =
     Topic :: Scientific/Engineering
     Topic :: Software Development :: Build Tools
 project_urls =
-    Github = https://github.com/segsell/dcegm
+    Github = https://github.com/OpenSourceEconomics/dcegm
 
 [options]
 packages = find:

src/dcegm/egm/interpolate_marginal_utility.py

@@ -3,10 +3,10 @@
 from jax import numpy as jnp
 from jax import vmap
 
-from dcegm.interpolation import interp_value_and_policy_on_wealth
+from dcegm.interpolation.interp1d import interpolate_policy_and_value_on_wealth
 
 
-def interpolate_value_and_marg_utility_on_next_period_wealth(
+def interpolate_value_and_marg_util(
     compute_marginal_utility: Callable,
     compute_utility: Callable,
     state_choice_vec: Dict[str, int],
@@ -15,25 +15,81 @@ def interpolate_value_and_marg_utility_on_next_period_wealth(
     policy_child_state_choice: jnp.ndarray,
     value_child_state_choice: jnp.ndarray,
     params: Dict[str, float],
-) -> Tuple[float, float]:
-    """Interpolate value and policy in the child states and compute the marginal value.
+) -> Tuple[jnp.ndarray, jnp.ndarray]:
+    """Interpolate value and policy for all child states and compute marginal utility.
 
     Args:
         compute_marginal_utility (callable): User-defined function to compute the
-            agent's marginal utility. The input ```params``` is already partialled in.
-        compute_value (callable): Function for calculating the value from consumption
-            level, discrete choice and expected value. The inputs ```discount_rate```
-            and ```compute_utility``` are already partialled in.
-        wealth_next_period (jnp.ndarray): 2d array of shape
+            agent's marginal utility of consumption.
+        compute_utility (callable): Function for calculating the utility of consumption.
+        state_choice_vec (dict): Dictionary containing the state and choice of the agent.
+        wealth_beginning_of_period (jnp.ndarray): 2d array of shape
             (n_quad_stochastic, n_grid_wealth,) containing the agent's beginning of
             period wealth.
-        choice (int): The agent's discrete choice.
         endog_grid_child_state_choice (jnp.ndarray): 1d array containing the endogenous
             wealth grid of the child state/choice pair. Shape (n_grid_wealth,).
-        choice_policies_child_state_choice (jnp.ndarray): 1d array containing the
+        policy_child_state_choice (jnp.ndarray): 1d array containing the
             corresponding policy function values of the endogenous wealth grid of the
             child state/choice pair. Shape (n_grid_wealth,).
-        choice_values_child_state_choice (jnp.ndarray): 1d array containing the
+        value_child_state_choice (jnp.ndarray): 1d array containing the
+            corresponding value function values of the endogenous wealth grid of the
+            child state/choice pair. Shape (n_grid_wealth,).
+        params (dict): Dictionary containing the model parameters.
+
+    Returns:
+        tuple:
+
+        - value_interp (jnp.ndarray): 2d array of shape (n_wealth_grid, n_income_shocks)
+            containing the interpolated value function.
+        - marg_util_interp (jnp.ndarray): 2d array of shape (n_wealth_grid, n_income_shocks)
+            containing the interpolated marginal utilities for each wealth level and
+            income shock.
+
+    """
+
+    interp_for_single_state_choice = vmap(
+        interpolate_value_and_marg_util_for_single_state_choice,
+        in_axes=(None, None, 0, 0, 0, 0, 0, None),
+    )
+
+    return interp_for_single_state_choice(
+        compute_marginal_utility,
+        compute_utility,
+        state_choice_vec,
+        wealth_beginning_of_period,
+        endog_grid_child_state_choice,
+        policy_child_state_choice,
+        value_child_state_choice,
+        params,
+    )
+
+
+def interpolate_value_and_marg_util_for_single_state_choice(
+    compute_marginal_utility: Callable,
+    compute_utility: Callable,
+    state_choice_vec: Dict[str, int],
+    wealth_beginning_of_period: jnp.ndarray,
+    endog_grid_child_state_choice: jnp.ndarray,
+    policy_child_state_choice: jnp.ndarray,
+    value_child_state_choice: jnp.ndarray,
+    params: Dict[str, float],
+) -> Tuple[jnp.ndarray, jnp.ndarray]:
+    """Interpolate value and policy for given child state and compute marginal utility.
+
+    Args:
+        compute_marginal_utility (callable): User-defined function to compute the
+            agent's marginal utility of consumption.
+        compute_utility (callable): Function for calculating the utility of consumption.
+        state_choice_vec (dict): Dictionary containing the state and choice of the agent.
+        wealth_beginning_of_period (jnp.ndarray): 2d array of shape
+            (n_quad_stochastic, n_grid_wealth,) containing the agent's beginning of
+            period wealth.
+        endog_grid_child_state_choice (jnp.ndarray): 1d array containing the endogenous
+            wealth grid of the child state/choice pair. Shape (n_grid_wealth,).
+        policy_child_state_choice (jnp.ndarray): 1d array containing the
+            corresponding policy function values of the endogenous wealth grid of the
+            child state/choice pair. Shape (n_grid_wealth,).
+        value_child_state_choice (jnp.ndarray): 1d array containing the
             corresponding value function values of the endogenous wealth grid of the
             child state/choice pair. Shape (n_grid_wealth,).
         params (dict): Dictionary containing the model parameters.
@@ -49,10 +105,8 @@ def interpolate_value_and_marg_utility_on_next_period_wealth(
 
     """
 
-    # Generate interpolation function for single wealth point where the endogenous grid,
-    # policy and value are fixed.
-    def interp_on_single_wealth(wealth):
-        policy_interp, value_interp = interp_value_and_policy_on_wealth(
+    def interp_on_single_wealth_point(wealth):
+        policy_interp, value_interp = interpolate_policy_and_value_on_wealth(
             wealth=wealth,
             endog_grid=endog_grid_child_state_choice,
             policy=policy_child_state_choice,
@@ -61,14 +115,17 @@ def interp_on_single_wealth(wealth):
             state_choice_vec=state_choice_vec,
             params=params,
         )
-        marg_utility_interp = compute_marginal_utility(
+        marg_util_interp = compute_marginal_utility(
             consumption=policy_interp, params=params, **state_choice_vec
         )
-        return marg_utility_interp, value_interp
-
-    # Generate vectorized function for savings and income shock dimension
-    vector_interp_func = vmap(vmap(interp_on_single_wealth))
+        return value_interp, marg_util_interp
 
-    marg_utils, value_interp = vector_interp_func(wealth_beginning_of_period)
+    # Vectorize over savings and income shock dimension
+    interp_for_savings_point_and_income_shock_draw = vmap(
+        vmap(interp_on_single_wealth_point)
+    )
+    value_interp, marg_util_interp = interp_for_savings_point_and_income_shock_draw(
+        wealth_beginning_of_period
+    )
 
-    return marg_utils, value_interp
+    return value_interp, marg_util_interp

src/dcegm/interface.py

@@ -1,9 +1,9 @@
 import jax.numpy as jnp
 
-from dcegm.interpolation import (
+from dcegm.interpolation.interp1d import (
     interp_policy_on_wealth,
-    interp_value_and_policy_on_wealth,
     interp_value_on_wealth,
+    interpolate_policy_and_value_on_wealth,
 )
 
 
@@ -34,7 +34,7 @@ def policy_and_value_for_state_choice_vec(
     )
 
     state_choice_index = map_state_choice_to_index[state_choice_tuple]
-    policy, value = interp_value_and_policy_on_wealth(
+    policy, value = interpolate_policy_and_value_on_wealth(
         wealth=wealth,
         endog_grid=jnp.take(endog_grid_solved, state_choice_index, axis=0),
         policy=jnp.take(policy_solved, state_choice_index, axis=0),

src/dcegm/interpolation.py → src/dcegm/interpolation/interp1d.py

@@ -36,7 +36,7 @@ def get_index_high_and_low(x, x_new):
     return ind_high, ind_high - 1
 
 
-def interp_value_and_policy_on_wealth(
+def interpolate_policy_and_value_on_wealth(
     wealth: float | jnp.ndarray,
     endog_grid: jnp.ndarray,
     policy: jnp.ndarray,
@@ -45,7 +45,7 @@ def interp_value_and_policy_on_wealth(
     state_choice_vec: Dict[str, int],
     params: Dict[str, float],
 ) -> Tuple[float, float]:
-    """Interpolate value and policy given a single wealth value.
+    """Interpolate policy and value function given a single wealth grid point.
 
     Args:
         wealth (float): Wealth value to interpolate.

src/dcegm/likelihood.py

@@ -14,7 +14,7 @@
     calculate_choice_probs_and_unsqueezed_logsum,
 )
 from dcegm.interface import get_state_choice_index_per_state
-from dcegm.interpolation import interp_value_on_wealth
+from dcegm.interpolation.interp1d import interp_value_on_wealth
 from dcegm.solve import get_solve_func_for_model
 
 

src/dcegm/simulation/sim_utils.py

@@ -6,7 +6,7 @@
 
 from dcegm.budget import calculate_resources_for_all_agents
 from dcegm.interface import get_state_choice_index_per_state
-from dcegm.interpolation import interp_value_and_policy_on_wealth
+from dcegm.interpolation.interp1d import interpolate_policy_and_value_on_wealth
 
 
 def interpolate_policy_and_value_for_all_agents(
@@ -172,7 +172,7 @@ def interpolate_policy_and_value_function(
 ):
     state_choice_vec = {**state, "choice": choice}
 
-    policy_interp, value_interp = interp_value_and_policy_on_wealth(
+    policy_interp, value_interp = interpolate_policy_and_value_on_wealth(
         wealth=resources_beginning_of_period,
         endog_grid=endog_grid_agent,
         policy=policy_agent,

src/dcegm/solve_single_period.py

@@ -1,9 +1,7 @@
 from jax import vmap
 
 from dcegm.egm.aggregate_marginal_utility import aggregate_marg_utils_and_exp_values
-from dcegm.egm.interpolate_marginal_utility import (
-    interpolate_value_and_marg_utility_on_next_period_wealth,
-)
+from dcegm.egm.interpolate_marginal_utility import interpolate_value_and_marg_util
 from dcegm.egm.solve_euler_equation import (
     calculate_candidate_solutions_from_euler_equation,
 )
@@ -19,8 +17,7 @@ def solve_single_period(
     model_funcs,
     taste_shock_scale,
 ):
-    """This function solves a single period of the model using the discrete continuous
-    endogenous grid method (DCEGM)."""
+    """Solve a single period of the model using the DCEGM method."""
     (value_solved, policy_solved, endog_grid_solved) = carry
 
     (
@@ -34,10 +31,7 @@ def solve_single_period(
     ) = xs
 
     # EGM step 1)
-    marginal_utility_interpolated, value_interpolated = vmap(
-        interpolate_value_and_marg_utility_on_next_period_wealth,
-        in_axes=(None, None, 0, 0, 0, 0, 0, None),
-    )(
+    value_interpolated, marginal_utility_interpolated = interpolate_value_and_marg_util(
         model_funcs["compute_marginal_utility"],
         model_funcs["compute_utility"],
         state_choice_mat_child,

tests/utils/interpolations.py

@@ -1,7 +1,10 @@
 import numpy as np
 from jax import numpy as jnp
 
-from dcegm.interpolation import get_index_high_and_low, linear_interpolation_formula
+from dcegm.interpolation.interp1d import (
+    get_index_high_and_low,
+    linear_interpolation_formula,
+)
 
 
 def linear_interpolation_with_extrapolation(x, y, x_new):