pcompress

Previously, it was hard to store the state of every single step of a Markov Chain Monte Carlo run from GerryChain Python or GerryChain Julia. This repo produces an efficient, streamable intermediate binary representation of partitions/districting assignments that enables generated plans to be saved (and analyzed) on-the-fly. Each step is represented as the diff from the previous step, enabling a significant reduction in disk usage per step. The intermediate representation is then compressed with LZMA2 (via XZ).

With pcompress, you can save/replay MCMC runs in a common portable format, enabling our current use cases such as:

• proactively running MCMC on various states, then replaying at much higher speeds (e.g. 10-30x in PA at the congressional level) for quick analysis turnaround time
• taking advantage of the speed of GerryChain Julia (or frcw.rs) while using the rich analysis tooling in GerryChain Python
• comparing the various MCMC implementations (Julia, Rust, and Python) using pcompress's interoperability features
• saving MCMC runs for easy, exact reproducibility of experiments
• etc.

pcompress is currently used within MGGG to power nearly all of our MCMC/ensemble analysis in order to provide quick analysis turnaround times and ensure reproducibility.

Performance

These stats are from the initial annoucement of pcompress at lab meeting. Note that these metrics may be slightly outdated -- you may see better real-world performance. Additionally, these metrics do not take into account updaters/scoring overhead (as this is dependent on the user's code).

The upper bounds given are intended to give an estimate of how fast pcompress could go, if we optimized further and implemented sharding.

Installation

cargo install pcompress
pip install pcompress

Python Usage (with GerryChain)

Note that chain is a normal MarkovChain object and graph is a normal GerryChain graph.

Recording

from pcompress import Record

for partition in Record(chain, "pa-run.chain"):
    # normal chain stuff here

Replaying

from pcompress import Record

for partition in Replay(graph, "pa-run.chain", updaters=my_updaters):
   # normal chain stuff here

For more examples with GerryChain Python, look here.

License and Credit

pcompress is written and maintained by Max Fan and is licensed under the AGPLv3 license. If you want to contribute, PRs are always welcome.