def train_mcmc(self,
num_samples=1000,
burn=500,
thin=2,
epsilon=0.05,
lmin=10,
lmax=20):
"""
MCMC
"""
k = gpflow.kernels.Matern52(input_dim=self.X.shape[1], ARD=True)
l = gpflow.likelihoods.Gaussian()
m = gpflow.models.GPMC(self.X, self.y[:, None], k, l)
m.clear()
m.likelihood.variance.prior = gpflow.priors.Gamma(1., 1.)
m.kern.lengthscales.prior = gpflow.priors.Gamma(1., 1.)
m.kern.variance.prior = gpflow.priors.Gamma(1., 1.)
m.compile()
#o = gpflow.train.AdamOptimizer(0.01)
#o.minimize(m, maxiter=notebook_niter(15)) # start near MAP
gpflow.train.ScipyOptimizer().minimize(m)
sampler = gpflow.train.HMC()
samples = sampler.sample(m,
num_samples=notebook_niter(num_samples),
burn=notebook_niter(burn),
thin=notebook_niter(thin),
epsilon=epsilon,
lmin=lmin,
lmax=lmax,
logprobs=False)
self.m = m
self.samples = samples
print('GP MCMC training is done ...')
def ex2b():
fX_dim = 5
minibatch_size = notebook_niter(1000, test_n=10)
M = notebook_niter(100, test_n=5)
# annoyingly only float32 and lower is supported by the conv layers
f = lambda x: tf.cast(cnn_fn(tf.cast(x, tf.float32), fX_dim), float_type)
kern = KernelWithNN(gpflow.kernels.Matern32(fX_dim), f)
# reset inducing (they live in a different space as X, so need to be careful with this)
ind = np.random.choice(Mnist.X.shape[0], minibatch_size, replace=False)
# currently we need a hack due to model initialization.
feat = KernelSpaceInducingPoints(np.empty((M, fX_dim)))
# feat = FFeature(Z_0) # ideally, we could move the calculation of Z_0
# build the model
lik = gpflow.likelihoods.MultiClass(Mnist.Nclasses)
# Z = kmeans2(Mnist.X, M, minit='points')[0]
model = NN_SVGP(Mnist.X,
Mnist.Y,
kern,
lik,
feat=feat,
num_latent=Mnist.Nclasses,
minibatch_size=minibatch_size)
fZ = model.kern.compute_f(Mnist.X[ind])
# Z_0 = kmeans2(fZ, M)[0] might fail
Z_0 = fZ[np.random.choice(len(fZ), M, replace=False)]
model.feature.Z = Z_0
# use gpflow wrappers to train. NB all session handling is done for us
gpflow.training.AdamOptimizer(0.001).minimize(model, maxiter=ITERATIONS)
# predictions
m, v = model.predict_y(Mnist.Xtest)
preds = np.argmax(m, 1).reshape(Mnist.Ytest.shape)
correct = preds == Mnist.Ytest.astype(int)
acc = np.average(correct.astype(float)) * 100.
print('accuracy is {:.4f}%'.format(acc))
def repeatMinimization(model, xtest, ytest):
callback = cb(model, xtest, ytest)
opt = gpflow.train.ScipyOptimizer()
#print("Optimising for {} repetitions".format(nRepeats))
for repeatIndex in range(nRepeats):
opt.minimize(model,
disp=False,
maxiter=notebook_niter(2000),
step_callback=callback)
return callback
def trainSparseModel(xtrain,ytrain,exact_model,isFITC, xtest, ytest):
sparse_model = getSparseModel(xtrain,ytrain,isFITC)
sparse_model.likelihood.variance = exact_model.likelihood.variance.read_value().copy()
sparse_model.kern.lengthscales = exact_model.kern.lengthscales.read_value().copy()
sparse_model.kern.variance = exact_model.kern.variance.read_value().copy()
callback = cb(sparse_model, xtest, ytest)
opt = gpflow.train.ScipyOptimizer()
for repeatIndex in range(nRepeats):
print("repeatIndex ", repeatIndex)
opt.minimize(sparse_model, disp=False, maxiter=notebook_niter(2000), step_callback=callback)
return sparse_model, callback
def snelsonDemo():
from matplotlib import pyplot as plt
from IPython import embed
xtrain, ytrain, xtest, ytest = getTrainingTestData()
# run exact inference on training data.
exact_model = getRegressionModel(xtrain, ytrain)
opt = gpflow.train.ScipyOptimizer()
opt.minimize(exact_model, maxiter=notebook_niter(2000000))
figA, axes = plt.subplots(1, 1)
inds = np.argsort(xtrain.flatten())
axes.plot(xtrain[inds, :], ytrain[inds, :], 'ro')
plotPredictions(axes, exact_model, 'g', None)
figB, axes = plt.subplots(3, 2)
# run sparse model on training data initialized from exact optimal solution.
VFEmodel, VFEcb = trainSparseModel(xtrain, ytrain, exact_model, False,
xtest, ytest)
FITCmodel, FITCcb = trainSparseModel(xtrain, ytrain, exact_model, True,
xtest, ytest)
print("Exact model parameters \n")
printModelParameters(exact_model)
print("Sparse model parameters for VFE optimization \n")
printModelParameters(VFEmodel)
print("Sparse model parameters for FITC optimization \n")
printModelParameters(FITCmodel)
VFEiters = FITCcb.n_iters
VFElog_likelihoods = stretch(len(VFEiters), VFEcb.log_likelihoods)
VFEhold_out_likelihood = stretch(len(VFEiters), VFEcb.hold_out_likelihood)
plotComparisonFigure(xtrain, VFEmodel, exact_model, axes[0, 0], axes[1, 0],
axes[2, 0], VFEiters, VFElog_likelihoods,
VFEhold_out_likelihood, "VFE")
plotComparisonFigure(xtrain, FITCmodel, exact_model, axes[0, 1], axes[1,
1],
axes[2, 1], FITCcb.n_iters, FITCcb.log_likelihoods,
FITCcb.hold_out_likelihood, "FITC")
axes[0, 0].set_title('VFE', loc='center', fontdict={'fontsize': 22})
axes[0, 1].set_title('FITC', loc='center', fontdict={'fontsize': 22})
embed()
def snelsonDemo():
from matplotlib import pyplot as plt
from IPython import embed
xtrain,ytrain,xtest,ytest = getTrainingTestData()
#run exact inference on training data.
exact_model = getRegressionModel(xtrain,ytrain)
opt = gpflow.train.ScipyOptimizer()
opt.minimize(exact_model, maxiter=notebook_niter(2000000))
figA, axes = plt.subplots(1,1)
inds = np.argsort(xtrain.flatten())
axes.plot(xtrain[inds,:], ytrain[inds,:], 'ro')
plotPredictions(axes, exact_model, 'g', None)
figB, axes = plt.subplots(3,2)
#run sparse model on training data intialized from exact optimal solution.
VFEmodel, VFEcb = trainSparseModel(xtrain,ytrain,exact_model,False,xtest,ytest)
FITCmodel, FITCcb = trainSparseModel(xtrain,ytrain,exact_model,True,xtest,ytest)
print("Exact model parameters \n")
printModelParameters(exact_model)
print("Sparse model parameters for VFE optimization \n")
printModelParameters(VFEmodel)
print("Sparse model parameters for FITC optimization \n")
printModelParameters(FITCmodel)
VFEiters = FITCcb.n_iters
VFElog_likelihoods = stretch(len(VFEiters), VFEcb.log_likelihoods)
VFEhold_out_likelihood = stretch(len(VFEiters), VFEcb.hold_out_likelihood)
plotComparisonFigure(xtrain, VFEmodel, exact_model, axes[0,0], axes[1,0], axes[2,0], VFEiters, VFElog_likelihoods.tolist(), VFEhold_out_likelihood.tolist(), "VFE")
plotComparisonFigure(xtrain, FITCmodel, exact_model, axes[0,1], axes[1,1], axes[2,1],FITCcb.n_iters, FITCcb.log_likelihoods, FITCcb.hold_out_likelihood , "FITC")
axes[0,0].set_title('VFE', loc='center', fontdict = {'fontsize': 22})
axes[0,1].set_title('FITC', loc='center', fontdict = {'fontsize': 22})
embed()
from __future__ import print_function
import gpflow
from gpflow.test_util import notebook_niter
import tensorflow as tf
import os
import numpy as np
import cProfile
import csv
nRepeats = notebook_niter(50)
predict_limits = [-4., 4.]
inducing_points_limits = [-1., 9]
hold_out_limits = [0.20, 0.60]
optimization_limits = [18., 25.]
def readCsvFile(fileName):
reader = csv.reader(open(fileName,'r'))
dataList = []
for row in reader:
dataList.append([float(elem) for elem in row])
return np.array(dataList)
def getTrainingTestData():
overallX = readCsvFile('data/snelson_train_inputs')
overallY = readCsvFile('data/snelson_train_outputs')
trainIndeces = []
testIndeces = []
import tensorflow as tf
from self_awareness import networks
import gpflow
from gpflow.test_util import notebook_niter, is_continuous_integration
import gpflow.multioutput.kernels as mk
import tensorflow.contrib.distributions as tfd
from scipy.cluster.vq import kmeans2
import numpy as np
float_type = gpflow.settings.float_type
ITERATIONS = notebook_niter(1000)
class Model():
def __init__(self, args, is_training=True):
# Store the arguments
self.args = args
# args.rnn_size contains the dimension of the hidden state of the LSTM
# TODO: (resolve) Do we need to use a fixed seq_length?
# Input data contains sequence of (x,y) points
self.input_data = tf.placeholder(tf.float32, [
args.batch_size, args.target_image_size[0],
args.target_image_size[1], 1
])
def ex2():
minibatch_size = notebook_niter(1000, test_n=10)
gp_dim = 5
M = notebook_niter(100, test_n=5)
## placeholders
X = tf.placeholder(tf.float32, [minibatch_size, Mnist.input_dim
]) # fixed shape so num_data works in SVGP
Y = tf.placeholder(tf.float32, [minibatch_size, 1])
Xtest = tf.placeholder(tf.float32, [None, Mnist.input_dim])
## build graph
with tf.variable_scope('cnn'):
f_X = tf.cast(cnn_fn(X, gp_dim), dtype=float_type)
with tf.variable_scope('cnn', reuse=True):
f_Xtest = tf.cast(cnn_fn(Xtest, gp_dim), dtype=float_type)
gp_model = gpflow.models.SVGP(
f_X,
tf.cast(Y, dtype=float_type),
gpflow.kernels.RBF(gp_dim),
gpflow.likelihoods.MultiClass(Mnist.Nclasses),
Z=np.zeros((M, gp_dim)), # we'll set this later
num_latent=Mnist.Nclasses)
loss = -gp_model.likelihood_tensor
m, v = gp_model._build_predict(f_Xtest)
my, yv = gp_model.likelihood.predict_mean_and_var(m, v)
with tf.variable_scope('adam'):
opt_step = tf.train.AdamOptimizer(0.001).minimize(loss)
tf_vars = tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES, scope='adam')
tf_vars += tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES, scope='cnn')
## initialize
sess = tf.Session()
sess.run(tf.variables_initializer(var_list=tf_vars))
gp_model.initialize(session=sess)
## reset inducing (they live in a different space as X, so need to be careful with this)
ind = np.random.choice(Mnist.X.shape[0], minibatch_size, replace=False)
fZ = sess.run(f_X, feed_dict={X: Mnist.X[ind]})
# Z_0 = kmeans2(fZ, M)[0] might fail
Z_0 = fZ[np.random.choice(len(fZ), M, replace=False)]
def set_gp_param(param, value):
sess.run(
tf.assign(param.unconstrained_tensor,
param.transform.backward(value)))
set_gp_param(gp_model.feature.Z, Z_0)
## train
for i in range(ITERATIONS):
ind = np.random.choice(Mnist.X.shape[0], minibatch_size, replace=False)
sess.run(opt_step, feed_dict={X: Mnist.X[ind], Y: Mnist.Y[ind]})
## predict
preds = np.argmax(sess.run(my, feed_dict={Xtest: Mnist.Xtest}),
1).reshape(Mnist.Ytest.shape)
correct = preds == Mnist.Ytest.astype(int)
acc = np.average(correct.astype(float)) * 100.
print('acc is {:.4f}'.format(acc))
(X1, np.zeros_like(X1))), np.hstack((X2, np.ones_like(X2)))))
## IE, one dimension per factor group
# Augment the Y data to indicate which likelihood we should use
Y_augmented = np.vstack((np.hstack(
(Y1, np.zeros_like(X1))), np.hstack((Y2, np.ones_like(X2)))))
m = gpflow.models.VGP(X_augmented,
Y_augmented,
kern=kern,
likelihood=lik,
num_latent=1)
from gpflow.test_util import notebook_niter
m.kern.kernels[1].W = np.random.randn(2, 1)
gpflow.train.ScipyOptimizer().minimize(m, maxiter=notebook_niter(2000))
def plot_gp(x, mu, var, color='k'):
plt.plot(x, mu, color=color, lw=2)
plt.plot(x, mu + 2 * np.sqrt(var), '--', color=color)
plt.plot(x, mu - 2 * np.sqrt(var), '--', color=color)
def plot(m):
xtest = np.linspace(0, 1, 100)[:, None]
line, = plt.plot(X1, Y1, 'x', mew=2)
mu, var = m.predict_f(np.hstack((xtest, np.zeros_like(xtest))))
plot_gp(xtest, mu, var, line.get_color())
line, = plt.plot(X2, Y2, 'x', mew=2)
def main():
# read the training data_x, data_y from dataset
data_x, data_y = read_train_zip("conll_train.zip")
# transform data_x matrix to sparse csr_matrix
X_sparse = csr_matrix(data_x)
# use truncatedSVD to do dimensional reduction
tsvd = TruncatedSVD(n_components=50, algorithm='arpack')
tsvd.fit(X_sparse)
X_sparse_tsvd = tsvd.transform(X_sparse)
lable_dict = dict()
for i in range(len(data_y)):
if data_y[i][0] not in lable_dict:
lable_dict[data_y[i][0]] = [i]
else:
lable_dict[data_y[i][0]].append(i)
random_sample = []
# extract reasonable number of training data
for e in lable_dict:
if len(lable_dict[e]) > 5000:
k = random.sample(lable_dict[e], 5000)
random_sample = random_sample + k
else:
random_sample = random_sample + lable_dict[e]
# shuffle training dataset and validation dataset
test_index = [_ for _ in range(211727)]
random_test = random.sample(test_index, 10000)
train_x = X_sparse_tsvd[random_sample]
train_y = data_y[random_sample]
val_x = X_sparse_tsvd[random_test]
val_y = data_y[random_test]
shuffle_list = np.array([_ for _ in range(train_x.shape[0])])
np.random.shuffle(shuffle_list)
train_x = train_x[shuffle_list]
train_y = train_y[shuffle_list]
# train the gp model
g = gpflow.models.SVGP(train_x,
train_y,
kern=gpflow.kernels.RBF(input_dim=50),
likelihood=gpflow.likelihoods.MultiClass(23),
minibatch_size=1000,
Z=train_x[::50].copy(),
num_latent=23,
whiten=True,
q_diag=True)
opt = gpflow.train.AdamOptimizer()
opt.minimize(g, maxiter=notebook_niter(2000))
result_t = g.predict_y(val_x)[0]
#calculate the ER and MNLP for validation data set with GP model
c = 0
for i in range(len(val_x)):
if result_t[i].argmax() == val_y[i][0]:
c += 1
er = 1 - c / len(val_x)
mnlp = 0
result_te = np.log(result_t)
for i in range(len(val_x)):
for j in range(23):
mnlp += result_te[i][j]
mnlp = -mnlp / len(val_x)
print("GP model:")
print("error rate: {}, mean negative log probability: {}".format(er, mnlp))
# calculate the ER and MNLP for validation data set with softmax model
lgpredict = LogisticRegression(solver='lbfgs',
multi_class="multinomial").fit(
train_x, train_y)
lgpresult = lgpredict.predict_proba(val_x)
c = 0
for i in range(len(val_x)):
if lgpresult[i].argmax() == val_y[i][0]:
c += 1
er = 1 - c / len(val_x)
mnlp = 0
result_te = np.log(lgpresult)
for i in range(len(val_x)):
for j in range(22):
mnlp += result_te[i][j]
mnlp = -mnlp / len(val_x)
print("Softmax model:")
print("error rate: {}, mean negative log probability: {}".format(er, mnlp))
# read test data from test dataset
test_x, seperate_list = read_test_zip("conll_test_features.zip")
# dimensional reduction
test = tsvd.transform(test_x)
# predict
result = g.predict_y(test)[0]
result_1 = g.predict_y(test[20000:40000])[0]
index = 0
result = np.log(result)
final = ''
for e in seperate_list:
for i in range(e):
for j in range(22):
final += str(round(result[index + i][j], 8))
final += ","
final += str(round(result[i][22], 8))
final += "\n"
final += "\n"
index += e
# written result prediction.txt
with open("predictions.txt", "w") as f:
f.write(final)
import numpy as np
import tensorflow as tf
from matplotlib import pyplot as plt
import gpflow
from gpflow.test_util import notebook_niter, is_continuous_integration
from scipy.cluster.vq import kmeans2
from tensorflow.examples.tutorials.mnist import input_data
float_type = gpflow.settings.float_type
ITERATIONS = notebook_niter(1000) #how many training iterations are performed
mnist = input_data.read_data_sets("./data/MNIST_data/", one_hot=False)
class Mnist:
input_dim = 784
Nclasses = 10
X = mnist.train.images.astype(float)
Y = mnist.train.labels.astype(float)[:, None]
Xtest = mnist.test.images.astype(float)
Ytest = mnist.test.labels.astype(float)[:, None]
def cnn_fn(x, output_dim):
"""
Adapted from https://www.tensorflow.org/tutorials/layers
"""
# input [BXYC]=[B,28,28,1]
conv1 = tf.layers.conv2d(inputs=tf.reshape(x, [-1, 28, 28, 1]),
filters=32,