def forward(self,
mini_batch,
mini_batch_reversed,
mini_batch_mask,
mini_batch_seq_lengths,
annealing_factor=1.0):
T_max = mini_batch.size(1)
h_0_contig = self.h_0.expand(1, mini_batch.size(0),
self.rnn.hidden_size).contiguous()
rnn_output, _ = self.rnn(mini_batch_reversed, h_0_contig)
rnn_output = poly.pad_and_reverse(rnn_output, mini_batch_seq_lengths)
z_prev = self.z_q_0.expand(mini_batch.size(0), self.z_q_0.size(0))
z_container = []
z_loc_container = []
z_scale_container = []
for t in range(1, T_max + 1):
z_loc, z_scale = self.combiner(z_prev, rnn_output[:, t - 1, :])
if args.clip != None:
z_scale = torch.clamp(z_scale, min=args.clip)
if self.use_cuda:
eps = torch.randn(z_loc.size()).cuda()
else:
eps = torch.randn(z_loc.size())
z_t = z_loc + z_scale * eps
z_prev = z_t
z_container.append(z_t)
z_loc_container.append(z_loc)
z_scale_container.append(z_scale)
z_container = torch.stack(z_container)
z_loc_container = torch.stack(z_loc_container)
z_scale_container = torch.stack(z_scale_container)
return z_container.transpose(0, 1), z_loc_container.transpose(
0, 1), z_scale_container.transpose(0, 1)
def forward(self, mini_batch, mini_batch_reversed, mini_batch_mask, mini_batch_seq_lengths, annealing_factor=1.0):
# this is the number of time steps we need to process in the mini-batch
T_max = mini_batch.size(1)
# if on gpu we need the fully broadcast view of the rnn initial state
# to be in contiguous gpu memory
h_0_contig = self.h_0.expand(1, mini_batch.size(0), self.rnn.hidden_size).contiguous()
# if any(torch.isnan(h_0_contig.reshape(-1))):
# for param in self.rnn.parameters():
# print(param)
# assert False
# push the observed x's through the rnn;
# rnn_output contains the hidden state at each time step
rnn_output, _ = self.rnn(mini_batch_reversed, h_0_contig)
# if True:
# if any(torch.isnan(rnn_output.data.reshape(-1))):
# assert False
# reverse the time-ordering in the hidden state and un-pack it
rnn_output = poly.pad_and_reverse(rnn_output, mini_batch_seq_lengths)
# set z_prev = z_q_0 to setup the recursive conditioning in q(z_t |...)
z_prev = self.z_q_0.expand(mini_batch.size(0), self.z_q_0.size(0))
# z_prev = self.z_q_0.expand(mini_batch.size(0), self.z_q_0.size(0))
# z_prev = self.z_q_0
# if any(torch.isnan(z_prev.reshape(-1))):
# print("z_prev")
z_container = []
z_loc_container = []
z_scale_container = []
for t in range(1,T_max+1):
# the next two lines assemble the distribution q(z_t | z_{t-1}, x_{t:T})
z_loc, z_scale = self.combiner(z_prev, rnn_output[:, t - 1, :])
if args.clip != None:
z_scale = torch.clamp(z_scale, min = args.clip)
# Reparameterization Trick
if self.use_cuda:
eps = torch.randn(z_loc.size()).cuda()
else: eps = torch.randn(z_loc.size())
z_t = z_loc + z_scale * eps
# the latent sampled at this time step will be conditioned upon
# in the next time step so keep track of it
z_prev = z_t
z_container.append(z_t)
z_loc_container.append(z_loc)
z_scale_container.append(z_scale)
z_container = torch.stack(z_container)
z_loc_container = torch.stack(z_loc_container)
z_scale_container = torch.stack(z_scale_container)
return z_container.transpose(0,1), z_loc_container.transpose(0,1), z_scale_container.transpose(0,1)
def guide(self, mini_batch, mini_batch_reversed, mini_batch_mask,
mini_batch_seq_lengths, annealing_factor=1.0):
# this is the number of time steps we need to process in the mini-batch
T_max = mini_batch.size(1)
# register all PyTorch (sub)modules with pyro
pyro.module("dmm", self)
# if on gpu we need the fully broadcast view of the rnn initial state
# to be in contiguous gpu memory
h_0_contig = self.h_0.expand(1, mini_batch.size(0), self.rnn.hidden_size).contiguous()
# push the observed x's through the rnn;
# rnn_output contains the hidden state at each time step
rnn_output, _ = self.rnn(mini_batch_reversed, h_0_contig)
# reverse the time-ordering in the hidden state and un-pack it
rnn_output = poly.pad_and_reverse(rnn_output, mini_batch_seq_lengths)
# set z_prev = z_q_0 to setup the recursive conditioning in q(z_t |...)
z_prev = self.z_q_0.expand(mini_batch.size(0), self.z_q_0.size(0))
# we enclose all the sample statements in the guide in a plate.
# this marks that each datapoint is conditionally independent of the others.
with pyro.plate("z_minibatch", len(mini_batch)):
# sample the latents z one time step at a time
# we wrap this loop in pyro.markov so that TraceEnum_ELBO can use multiple samples from the guide at each z
for t in pyro.markov(range(1, T_max + 1)):
# the next two lines assemble the distribution q(z_t | z_{t-1}, x_{t:T})
z_loc, z_scale = self.combiner(z_prev, rnn_output[:, t - 1, :])
# if we are using normalizing flows, we apply the sequence of transformations
# parameterized by self.iafs to the base distribution defined in the previous line
# to yield a transformed distribution that we use for q(z_t|...)
if len(self.iafs) > 0:
z_dist = TransformedDistribution(dist.Normal(z_loc, z_scale), self.iafs)
assert z_dist.event_shape == (self.z_q_0.size(0),)
assert z_dist.batch_shape[-1:] == (len(mini_batch),)
else:
z_dist = dist.Normal(z_loc, z_scale)
assert z_dist.event_shape == ()
assert z_dist.batch_shape[-2:] == (len(mini_batch), self.z_q_0.size(0))
# sample z_t from the distribution z_dist
with pyro.poutine.scale(scale=annealing_factor):
if len(self.iafs) > 0:
# in output of normalizing flow, all dimensions are correlated (event shape is not empty)
z_t = pyro.sample("z_%d" % t,
z_dist.mask(mini_batch_mask[:, t - 1]))
else:
# when no normalizing flow used, ".to_event(1)" indicates latent dimensions are independent
z_t = pyro.sample("z_%d" % t,
z_dist.mask(mini_batch_mask[:, t - 1:t])
.to_event(1))
# the latent sampled at this time step will be conditioned upon in the next time step
# so keep track of it
z_prev = z_t
def forward(self,
mini_batch,
mini_batch_reversed,
mini_batch_mask,
mini_batch_seq_lengths,
annealing_factor=1.0):
# this is the number of time steps we need to process in the mini-batch
T_max = mini_batch.size(1)
# if on gpu we need the fully broadcast view of the rnn initial state
# to be in contiguous gpu memory
h_0_contig = self.h_0.expand(1, mini_batch.size(0),
self.rnn.hidden_size).contiguous()
# if any(torch.isnan(h_0_contig.reshape(-1))):
# print("h_0_contig")
# push the observed x's through the rnn;
# rnn_output contains the hidden state at each time step
rnn_output, _ = self.rnn(mini_batch_reversed, h_0_contig)
if self.rnn_check:
if any(torch.isnan(rnn_output.data.reshape(-1))):
# print("rnn_output First")
# print(self.rnn.state_dict().items())
# print(rnn_output)
# torch.save(rnn_output, "out")
# torch.save(self.rnn.state_dict().items, "dic")
# torch.save(mini_batch_reversed, "mini_batch_reversed")
# torch.save(h_0_contig, "h_0_contig")
assert False
# reverse the time-ordering in the hidden state and un-pack it
rnn_output = poly.pad_and_reverse(rnn_output, mini_batch_seq_lengths)
# print(rnn_output.size())
# assert False
# if any(torch.isnan(rnn_output.reshape(-1))):
# print("rnn_output")
# set z_prev = z_q_0 to setup the recursive conditioning in q(z_t |...)
z_prev = self.z_0[:mini_batch.size(0)]
# if any(torch.isnan(z_prev.reshape(-1))):
# print("z_prev")
x_container = []
for t in range(1, T_max + 1):
# the next two lines assemble the distribution q(z_t | z_{t-1}, x_{t:T})
z_loc, z_scale = self.combiner(z_prev, rnn_output[:, t - 1, :])
# Reparameterization Trick
if self.use_cuda:
eps = torch.randn(z_loc.size()).cuda()
else:
eps = torch.randn(z_loc.size())
z_t = z_loc + z_scale * eps
# compute the probabilities that parameterize the bernoulli likelihood
emission_probs_t = self.emitter(z_t)
# the next statement instructs pyro to observe x_t according to the
# bernoulli distribution p(x_t|z_t)
#Reparameterization Trick
# eps = torch.rand(88)
# # assert len(emission_probs_t) == 88
# appxm = torch.log(eps) - torch.log(1-eps) + torch.log(probs) - torch.log(1-probs)
# x = torch.sigmoid(args)
# No Reparameterization Trick
x = emission_probs_t
#Reparameterization Trick
if self.rpt:
if self.use_cuda:
eps = torch.rand(88).cuda()
else:
eps = torch.rand(88)
# assert len(emission_probs_t) == 88
appxm = torch.log(eps + 1e-20) - torch.log(
1 - eps + 1e-20) + torch.log(x + 1e-20) - torch.log(1 - x +
1e-20)
# appxm = torch.log(eps) - torch.log(1-eps) + torch.log(x) - torch.log(1-x)
x = torch.sigmoid(appxm)
# the latent sampled at this time step will be conditioned upon
# in the next time step so keep track of it
z_prev = z_t
x_container.append(x)
x_container = torch.stack(x_container)
return x_container.transpose(0, 1)
