def test_normal_errors():
model = Normal()
assert model._diag_type == 'diag'
model._diag_type = 'FAKE'
try:
model.log_prob(None)
except NotImplementedError:
pass
try:
model.sample(4)
except NotImplementedError:
pass
try:
model.entropy()
except NotImplementedError:
pass
try:
model.scale
except NotImplementedError:
pass
model = Normal([0., 0.], [3., 1.0, 1., 3.])
assert model._diag_type == 'cholesky'
try:
model.cdf(5.)
except NotImplementedError:
pass
try:
model.icdf(5.)
except NotImplementedError:
pass
def test_normal_affine():
model = Normal(1.0, 4.0)
transform = TransformDistribution(Normal(0.0, 1.0),
[Affine(1.0, 2.0)])
x = model.sample(4)
assert torch.all(transform.log_prob(x)- model.log_prob(x) < 1e-5)
x = transform.sample(4)
assert torch.all(transform.log_prob(x)- model.log_prob(x) < 1e-5)
transform.get_parameters()
def sample(self, X, compute_logprob=False):
dist = Normal(F.linear(X, self.W),
self.noise * torch.eye(self.K),
learnable=False)
z = dist.sample(1).squeeze(0)
if compute_logprob:
return z, dist.log_prob(z)
return z
class PMF(Distribution):
def __init__(self, N, M, D=5, tau=None):
super().__init__()
self.N = N
self.M = M
self.D = D # latent
self.U = Parameter(torch.Tensor(D, N).float())
self.V = Parameter(torch.Tensor(D, M).float())
if tau is None:
self.prior = None
else:
self.prior = Normal(0., tau, learnable=False)
self.reset_parameters()
def reset_parameters(self):
init.kaiming_uniform_(self.U, a=math.sqrt(5))
init.kaiming_uniform_(self.V, a=math.sqrt(5))
def prior_penalty(self):
if not self.prior: return 0.
return self.prior.log_prob(
torch.cat([p.view(-1) for p in self.parameters()]).view(-1,
1)).sum()
def reconstruct(self):
return self.U.t().mm(self.V)
def log_prob(self, R):
if not isinstance(R, torch.Tensor):
R = torch.tensor(R)
R = R.view(-1, self.N * self.M).float()
mean = self.reconstruct().view(-1)
return Normal(mean, torch.ones_like(mean),
learnable=False).log_prob(R) + self.prior_penalty()
def sample(self, batch_size, noise_std=1.0):
return self.reconstruct().expand(
(batch_size, self.N, self.M)) + noise_std * torch.randn(
(batch_size, self.N, self.M))
def fit(self, R, **kwargs):
data = Data(R.view(-1, self.N * self.M))
stats = train(data, self, cross_entropy, **kwargs)
return stats
def mse(self, R):
if not isinstance(R, torch.Tensor):
R = torch.tensor(R)
return (self.reconstruct() - R.float()).pow(2).mean()
def mae(self, R):
if not isinstance(R, torch.Tensor):
R = torch.tensor(R)
return (self.reconstruct() - R.float()).abs().mean()
class ProbabilisticPCA(Distribution):
has_latents = True
def __init__(self, D, K=2, noise=1., tau=None):
super().__init__()
self.D = D
self.K = K
self.W = Parameter(torch.Tensor(D, K).float())
self.noise = torch.tensor(noise)
self.latent = Normal(torch.zeros(K), torch.ones(K), learnable=False)
self.tau = tau
self.prior = None
if tau:
self.prior = Normal(torch.zeros(K),
torch.full((K, ), tau),
learnable=False)
self.reset_parameters()
def reset_parameters(self):
init.kaiming_uniform_(self.W, a=math.sqrt(5))
def prior_probability(self, z):
if self.prior is None:
return 0.
return self.prior.log_prob(z)
def log_prob(self, X, z):
dist = Normal(F.linear(z, self.W),
torch.full((z.size(0), self.D), self.noise),
learnable=False)
return dist.log_prob(X) + self.prior_probability(z)
def sample(self, z=None, batch_size=1):
if z is None:
if self.prior is None:
raise ValueError(
'PPCA has no prior distribution to sample latents from, please set tau in init'
)
z = self.prior.sample(batch_size)
dist = Normal(F.linear(z, self.W),
torch.full((z.size(0), self.D), self.noise),
learnable=False)
return dist.sample(1).squeeze(0)
def fit(self, X, variational_dist=None, elbo_kwargs={}, **kwargs):
if variational_dist is None:
variational_dist = PPCA_Variational_V2(self)
data = Data(X)
stats = train(data, self, ELBO(variational_dist, **elbo_kwargs),
**kwargs)
return stats
def transform(self, X):
return X.mm(self.W)
class VAE(Distribution):
has_latents = True
def __init__(self,
encoder_args={},
decoder_args={},
prior=None,
elbo_kwargs={}):
super().__init__()
preset_encoder_args = {
'input_dim': 1,
'hidden_sizes': [24, 24],
'activation': 'ReLU',
'output_shapes': [1, 1],
'output_activations': [None, 'Softplus'],
'distribution': partial(Normal, learnable=False)
}
preset_decoder_args = {
'input_dim': 1,
'hidden_sizes': [24, 24],
'activation': 'ReLU',
'output_shapes': [1],
'output_activations': [Sigmoid()],
'distribution': partial(Bernoulli, learnable=False)
}
preset_encoder_args.update(encoder_args)
preset_decoder_args.update(decoder_args)
self.encoder = ConditionalModel(**preset_encoder_args)
self.decoder = ConditionalModel(**preset_decoder_args)
self.criterion = ELBO(self.encoder, **elbo_kwargs)
self.prior = prior
if prior is None:
latent_dim = preset_decoder_args['input_dim']
self.prior = Normal(torch.zeros(latent_dim),
torch.ones(latent_dim),
learnable=False)
def log_prob(self, X, Z=None):
# latent given
if Z is not None:
return self.decoder.log_prob(X, Z) + self.prior.log_prob(Z)
Z, encoder_probs = self.encoder.sample(X, compute_logprob=True)
prior_probs = self.prior.log_prob(Z)
decoder_log_probs = self.decoder.log_prob(X, Z)
return decoder_log_probs + prior_probs - encoder_probs
def sample(self, batch_size, compute_logprob=False):
Z = self.prior.sample(batch_size)
return self.decoder.sample(Z, compute_logprob)
def fit(self, x, use_elbo=True, **kwargs):
data = Data(x)
if use_elbo:
return train(data, self, self.criterion, **kwargs)
return train(data, self, cross_entropy, **kwargs)
def parameters(self):
for name, param in self.named_parameters(recurse=True):
if 'encoder' in name:
continue
yield param
def log_prob(self, X, z):
dist = Normal(F.linear(z, self.W),
torch.full((z.size(0), self.D), self.noise),
learnable=False)
return dist.log_prob(X) + self.prior_probability(z)
def log_prob(self, z, X):
dist = Normal(self.ppca.W.t().mm(X),
self.ppca.noise * torch.eye(self.ppca.D),
learnable=False)
return dist.log_prob(z)
