def test_auto_diagonal_gaussians(auto_class, Elbo):
n_steps = 3001
def model():
pyro.sample("x", dist.Normal(-0.2, 1.2))
pyro.sample("y", dist.Normal(0.2, 0.7))
if auto_class is AutoLowRankMultivariateNormal:
guide = auto_class(model, rank=1)
else:
guide = auto_class(model)
adam = optim.ClippedAdam(
{"lr": 0.01, "betas": (0.95, 0.999), "lrd": 0.1 ** (1 / n_steps)}
)
svi = SVI(model, guide, adam, loss=Elbo())
for k in range(n_steps):
loss = svi.step()
assert np.isfinite(loss), loss
if auto_class is AutoLaplaceApproximation:
guide = guide.laplace_approximation()
loc, scale = guide._loc_scale()
expected_loc = torch.tensor([-0.2, 0.2])
assert_equal(
loc.detach(),
expected_loc,
prec=0.05,
msg="\n".join(
[
"Incorrect guide loc. Expected:",
str(expected_loc.cpu().numpy()),
"Actual:",
str(loc.detach().cpu().numpy()),
]
),
)
expected_scale = torch.tensor([1.2, 0.7])
assert_equal(
scale.detach(),
expected_scale,
prec=0.08,
msg="\n".join(
[
"Incorrect guide scale. Expected:",
str(expected_scale.cpu().numpy()),
"Actual:",
str(scale.detach().cpu().numpy()),
]
),
)
def initialise_svi(x_data, extra_data):
pyro.clear_param_store()
self.set_initial_values()
self.init_guide(name, x_data, extra_data)
self.trace_elbo_i[name] = JitTrace_ELBO() # JitTrace_ELBO()
# initialise SVI inference method
self.svi[name] = SVI(
self.model,
self.guide_i[name],
optim.ClippedAdam({
'lr':
learning_rate,
# limit the gradient step from becoming too large
'clip_norm':
self.total_grad_norm_constraint
}),
loss=self.trace_elbo_i[name])
def _train_full_data(self, x_data, obs2sample, n_epochs=20000, lr=0.002):
idx = np.arange(x_data.shape[0]).astype("int64")
device = torch.device("cuda")
idx = torch.tensor(idx).to(device)
x_data = torch.tensor(x_data).to(device)
obs2sample = torch.tensor(obs2sample).to(device)
self.to(device)
pyro.clear_param_store()
self.guide(x_data, idx, obs2sample)
svi = SVI(
self.model,
self.guide,
optim.ClippedAdam({
"lr": lr,
"clip_norm": 200
}),
loss=Trace_ELBO(),
)
iter_iterator = tqdm(range(n_epochs))
hist = []
for it in iter_iterator:
loss = svi.step(x_data, idx, obs2sample)
iter_iterator.set_description("Epoch " + "{:d}".format(it) +
", -ELBO: " + "{:.4e}".format(loss))
hist.append(loss)
if it % 500 == 0:
torch.cuda.empty_cache()
self.hist = hist
def train_gp(args, dataset, gp_class):
u, y = dataset.get_train_data(
0, gp_class.name) if args.nclt else dataset.get_test_data(
1, gp_class.name) # this is only to have a correct dimension
if gp_class.name == 'GpOdoFog':
fnet = FNET(args, u.shape[2], args.kernel_dim)
def fnet_fn(x):
return pyro.module("FNET", fnet)(x)
lik = gp.likelihoods.Gaussian(name='lik_f',
variance=0.1 * torch.ones(6, 1))
# lik = MultiVariateGaussian(name='lik_f', dim=6) # if lower_triangular_constraint is implemented
kernel = gp.kernels.Matern52(
input_dim=args.kernel_dim,
lengthscale=torch.ones(args.kernel_dim)).warp(iwarping_fn=fnet_fn)
Xu = u[torch.arange(0,
u.shape[0],
step=int(u.shape[0] /
args.num_inducing_point)).long()]
gp_model = gp.models.VariationalSparseGP(u,
torch.zeros(6, u.shape[0]),
kernel,
Xu,
num_data=dataset.num_data,
likelihood=lik,
mean_function=None,
name=gp_class.name,
whiten=True,
jitter=1e-3)
else:
hnet = HNET(args, u.shape[2], args.kernel_dim)
def hnet_fn(x):
return pyro.module("HNET", hnet)(x)
lik = gp.likelihoods.Gaussian(name='lik_h',
variance=0.1 * torch.ones(9, 1))
# lik = MultiVariateGaussian(name='lik_h', dim=9) # if lower_triangular_constraint is implemented
kernel = gp.kernels.Matern52(
input_dim=args.kernel_dim,
lengthscale=torch.ones(args.kernel_dim)).warp(iwarping_fn=hnet_fn)
Xu = u[torch.arange(0,
u.shape[0],
step=int(u.shape[0] /
args.num_inducing_point)).long()]
gp_model = gp.models.VariationalSparseGP(u,
torch.zeros(9, u.shape[0]),
kernel,
Xu,
num_data=dataset.num_data,
likelihood=lik,
mean_function=None,
name=gp_class.name,
whiten=True,
jitter=1e-4)
gp_instante = gp_class(args, gp_model, dataset)
args.mate = preprocessing(args, dataset, gp_instante)
optimizer = optim.ClippedAdam({"lr": args.lr, "lrd": args.lr_decay})
svi = infer.SVI(gp_instante.model, gp_instante.guide, optimizer,
infer.Trace_ELBO())
print("Start of training " + dataset.name + ", " + gp_class.name)
start_time = time.time()
for epoch in range(1, args.epochs + 1):
train_loop(dataset, gp_instante, svi, epoch)
if epoch == 10:
if gp_class.name == 'GpOdoFog':
gp_instante.gp_f.jitter = 1e-4
else:
gp_instante.gp_h.jitter = 1e-4
save_gp(args, gp_instante,
fnet) if gp_class.name == 'GpOdoFog' else save_gp(
args, gp_instante, hnet)
def per_param_args(module_name, param_name):
if '_loc' in param_name:
return {"lr": 0.005}
elif '_scale' in param_name:
return {"lr": 0.005} # CHANGED
else:
return {"lr": 0.005}
# In[16]:
svi = SVI(model,
guide,
optim.ClippedAdam(per_param_args),
loss=Trace_ELBO(),
num_samples=1000)
pyro.clear_param_store()
num_epochs = 10000
elbo_losses = []
alpha_errors = []
beta_errors = []
betaInd_errors = []
track_loglik = True
best_elbo = np.inf
patience_thre = 3
patience_count = 0
tic = time.time()
for j in range(num_epochs):
def fit_advi_iterative(self,
n=3,
method='advi',
n_type='restart',
n_iter=None,
learning_rate=None,
progressbar=True,
num_workers=2,
train_proportion=None,
stratify_cv=None,
l2_weight=False,
sample_scaling_weight=0.5,
checkpoints=None,
checkpoint_dir='./checkpoints',
tracking=False):
r""" Train posterior using ADVI method.
(maximising likehood of the data and minimising KL-divergence of posterior to prior)
:param n: number of independent initialisations
:param method: to allow for potential use of SVGD or MCMC (currently only ADVI implemented).
:param n_type: type of repeated initialisation:
'restart' to pick different initial value,
'cv' for molecular cross-validation - splits counts into n datasets,
for now, only n=2 is implemented
'bootstrap' for fitting the model to multiple downsampled datasets.
Run `mod.bootstrap_data()` to generate variants of data
:param n_iter: number of iterations, supersedes self.n_iter
:param train_proportion: if not None, which proportion of cells to use for training and which for validation.
:param checkpoints: int, list of int's or None, number of checkpoints to save while model training or list of
iterations to save checkpoints on
:param checkpoint_dir: str, directory to save checkpoints in
:param tracking: bool, track all latent variables during training - if True makes training 2 times slower
:return: None
"""
# initialise parameter store
self.svi = {}
self.hist = {}
self.guide_i = {}
self.samples = {}
self.node_samples = {}
if tracking:
self.logp_hist = {}
if n_iter is None:
n_iter = self.n_iter
if type(checkpoints) is int:
if n_iter < checkpoints:
checkpoints = n_iter
checkpoints = np.linspace(0, n_iter, checkpoints + 1,
dtype=int)[1:]
self.checkpoints = list(checkpoints)
else:
self.checkpoints = checkpoints
self.checkpoint_dir = checkpoint_dir
self.n_type = n_type
self.l2_weight = l2_weight
self.sample_scaling_weight = sample_scaling_weight
self.train_proportion = train_proportion
if stratify_cv is not None:
self.stratify_cv = stratify_cv
if train_proportion is not None:
self.validation_hist = {}
self.training_hist = {}
if tracking:
self.logp_hist_val = {}
self.logp_hist_train = {}
if learning_rate is None:
learning_rate = self.learning_rate
if np.isin(n_type, ['bootstrap']):
if self.X_data_sample is None:
self.bootstrap_data(n=n)
elif np.isin(n_type, ['cv']):
self.generate_cv_data() # cv data added to self.X_data_sample
init_names = ['init_' + str(i + 1) for i in np.arange(n)]
for i, name in enumerate(init_names):
################### Initialise parameters & optimiser ###################
# initialise Variational distribution = guide
if method is 'advi':
self.guide_i[name] = AutoGuideList(self.model)
normal_guide_block = poutine.block(
self.model,
expose_all=True,
hide_all=False,
hide=self.point_estim +
flatten_iterable(self.custom_guides.keys()))
self.guide_i[name].append(
AutoNormal(normal_guide_block, init_loc_fn=init_to_mean))
self.guide_i[name].append(
AutoDelta(
poutine.block(self.model,
hide_all=True,
expose=self.point_estim)))
for k, v in self.custom_guides.items():
self.guide_i[name].append(v)
elif method is 'custom':
self.guide_i[name] = self.guide
# initialise SVI inference method
self.svi[name] = SVI(
self.model,
self.guide_i[name],
optim.ClippedAdam({
'lr': learning_rate,
# limit the gradient step from becoming too large
'clip_norm': self.total_grad_norm_constraint
}),
loss=JitTrace_ELBO())
pyro.clear_param_store()
self.set_initial_values()
# record ELBO Loss history here
self.hist[name] = []
if tracking:
self.logp_hist[name] = defaultdict(list)
if train_proportion is not None:
self.validation_hist[name] = []
if tracking:
self.logp_hist_val[name] = defaultdict(list)
################### Select data for this iteration ###################
if np.isin(n_type, ['cv', 'bootstrap']):
X_data = self.X_data_sample[i].astype(self.data_type)
else:
X_data = self.X_data.astype(self.data_type)
################### Training / validation split ###################
# split into training and validation
if train_proportion is not None:
idx = np.arange(len(X_data))
train_idx, val_idx = train_test_split(
idx,
train_size=train_proportion,
shuffle=True,
stratify=self.stratify_cv)
extra_data_val = {
k: torch.FloatTensor(v[val_idx]).to(self.device)
for k, v in self.extra_data.items()
}
extra_data_train = {
k: torch.FloatTensor(v[train_idx])
for k, v in self.extra_data.items()
}
x_data_val = torch.FloatTensor(X_data[val_idx]).to(self.device)
x_data = torch.FloatTensor(X_data[train_idx])
else:
# just convert data to CPU tensors
x_data = torch.FloatTensor(X_data)
extra_data_train = {
k: torch.FloatTensor(v)
for k, v in self.extra_data.items()
}
################### Move data to cuda - FULL data ###################
# if not minibatch do this:
if self.minibatch_size is None:
# move tensors to CUDA
x_data = x_data.to(self.device)
for k in extra_data_train.keys():
extra_data_train[k] = extra_data_train[k].to(self.device)
# extra_data_train = {k: v.to(self.device) for k, v in extra_data_train.items()}
################### MINIBATCH data ###################
else:
# create minibatches
dataset = MiniBatchDataset(x_data,
extra_data_train,
return_idx=True)
loader = DataLoader(dataset,
batch_size=self.minibatch_size,
num_workers=0) # TODO num_workers
################### Training the model ###################
# start training in epochs
epochs_iterator = tqdm(range(n_iter))
for epoch in epochs_iterator:
if self.minibatch_size is None:
################### Training FULL data ###################
iter_loss = self.step_train(name, x_data, extra_data_train)
self.hist[name].append(iter_loss)
# save data for posterior sampling
self.x_data = x_data
self.extra_data_train = extra_data_train
if tracking:
guide_tr, model_tr = self.step_trace(
name, x_data, extra_data_train)
self.logp_hist[name]['guide'].append(
guide_tr.log_prob_sum().item())
self.logp_hist[name]['model'].append(
model_tr.log_prob_sum().item())
for k, v in model_tr.nodes.items():
if "log_prob_sum" in v:
self.logp_hist[name][k].append(
v["log_prob_sum"].item())
else:
################### Training MINIBATCH data ###################
aver_loss = []
if tracking:
aver_logp_guide = []
aver_logp_model = []
aver_logp = defaultdict(list)
for batch in loader:
x_data_batch, extra_data_batch = batch
x_data_batch = x_data_batch.to(self.device)
extra_data_batch = {
k: v.to(self.device)
for k, v in extra_data_batch.items()
}
loss = self.step_train(name, x_data_batch,
extra_data_batch)
if tracking:
guide_tr, model_tr = self.step_trace(
name, x_data_batch, extra_data_batch)
aver_logp_guide.append(
guide_tr.log_prob_sum().item())
aver_logp_model.append(
model_tr.log_prob_sum().item())
for k, v in model_tr.nodes.items():
if "log_prob_sum" in v:
aver_logp[k].append(
v["log_prob_sum"].item())
aver_loss.append(loss)
iter_loss = np.sum(aver_loss)
# save data for posterior sampling
self.x_data = x_data_batch
self.extra_data_train = extra_data_batch
self.hist[name].append(iter_loss)
if tracking:
iter_logp_guide = np.sum(aver_logp_guide)
iter_logp_model = np.sum(aver_logp_model)
self.logp_hist[name]['guide'].append(iter_logp_guide)
self.logp_hist[name]['model'].append(iter_logp_model)
for k, v in aver_logp.items():
self.logp_hist[name][k].append(np.sum(v))
if self.checkpoints is not None:
if (epoch + 1) in self.checkpoints:
self.save_checkpoint(epoch + 1, prefix=name)
################### Evaluating cross-validation loss ###################
if train_proportion is not None:
iter_loss_val = self.step_eval_loss(
name, x_data_val, extra_data_val)
if tracking:
guide_tr, model_tr = self.step_trace(
name, x_data_val, extra_data_val)
self.logp_hist_val[name]['guide'].append(
guide_tr.log_prob_sum().item())
self.logp_hist_val[name]['model'].append(
model_tr.log_prob_sum().item())
for k, v in model_tr.nodes.items():
if "log_prob_sum" in v:
self.logp_hist_val[name][k].append(
v["log_prob_sum"].item())
self.validation_hist[name].append(iter_loss_val)
epochs_iterator.set_description(f'ELBO Loss: ' + '{:.4e}'.format(iter_loss) \
+ ': Val loss: ' + '{:.4e}'.format(iter_loss_val))
else:
epochs_iterator.set_description('ELBO Loss: ' +
'{:.4e}'.format(iter_loss))
if epoch % 20 == 0:
torch.cuda.empty_cache()
if train_proportion is not None:
# rescale loss
self.validation_hist[name] = [
i / (1 - train_proportion)
for i in self.validation_hist[name]
]
self.hist[name] = [
i / train_proportion for i in self.hist[name]
]
# reassing the main loss to be displayed
self.training_hist[name] = self.hist[name]
self.hist[name] = self.validation_hist[name]
if tracking:
for k, v in self.logp_hist[name].items():
self.logp_hist[name][k] = [
i / train_proportion
for i in self.logp_hist[name][k]
]
self.logp_hist_val[name][k] = [
i / (1 - train_proportion)
for i in self.logp_hist_val[name][k]
]
self.logp_hist_train[name] = self.logp_hist[name]
self.logp_hist[name] = self.logp_hist_val[name]
if self.verbose:
print(plt.plot(np.log10(self.hist[name][0:])))
def fit_advi_iterative_simple(
self,
n: int = 3,
method='advi',
n_type='restart',
n_iter=None,
learning_rate=None,
progressbar=True,
):
r""" Find posterior using ADVI (deprecated)
(maximising likehood of the data and minimising KL-divergence of posterior to prior)
:param n: number of independent initialisations
:param method: which approximation of the posterior (guide) to use?.
* ``'advi'`` - Univariate normal approximation (pyro.infer.autoguide.AutoDiagonalNormal)
* ``'custom'`` - Custom guide using conjugate posteriors
:return: self.svi dictionary with svi pyro objects for each n, and sefl.elbo dictionary storing training history.
"""
# Pass data to pyro / pytorch
self.x_data = torch.tensor(self.X_data.astype(
self.data_type)) # .double()
# initialise parameter store
self.svi = {}
self.hist = {}
self.guide_i = {}
self.samples = {}
self.node_samples = {}
self.n_type = n_type
if n_iter is None:
n_iter = self.n_iter
if learning_rate is None:
learning_rate = self.learning_rate
if np.isin(n_type, ['bootstrap']):
if self.X_data_sample is None:
self.bootstrap_data(n=n)
elif np.isin(n_type, ['cv']):
self.generate_cv_data() # cv data added to self.X_data_sample
init_names = ['init_' + str(i + 1) for i in np.arange(n)]
for i, name in enumerate(init_names):
# initialise Variational distributiion = guide
if method is 'advi':
self.guide_i[name] = AutoGuideList(self.model)
self.guide_i[name].append(
AutoNormal(poutine.block(self.model,
expose_all=True,
hide_all=False,
hide=self.point_estim),
init_loc_fn=init_to_mean))
self.guide_i[name].append(
AutoDelta(
poutine.block(self.model,
hide_all=True,
expose=self.point_estim)))
elif method is 'custom':
self.guide_i[name] = self.guide
# initialise SVI inference method
self.svi[name] = SVI(
self.model,
self.guide_i[name],
optim.ClippedAdam({
'lr': learning_rate,
# limit the gradient step from becoming too large
'clip_norm': self.total_grad_norm_constraint
}),
loss=JitTrace_ELBO())
pyro.clear_param_store()
# record ELBO Loss history here
self.hist[name] = []
# pick dataset depending on the training mode and move to GPU
if np.isin(n_type, ['cv', 'bootstrap']):
self.x_data = torch.tensor(self.X_data_sample[i].astype(
self.data_type))
else:
self.x_data = torch.tensor(self.X_data.astype(self.data_type))
if self.use_cuda:
# move tensors and modules to CUDA
self.x_data = self.x_data.cuda()
# train for n_iter
it_iterator = tqdm(range(n_iter))
for it in it_iterator:
hist = self.svi[name].step(self.x_data)
it_iterator.set_description('ELBO Loss: ' +
str(np.round(hist, 3)))
self.hist[name].append(hist)
# if it % 50 == 0 & self.verbose:
# logging.info("Elbo loss: {}".format(hist))
if it % 500 == 0:
torch.cuda.empty_cache()
def run_svi(
model,
guide,
train_data,
unsplit_data,
subsample=False,
num_iters=10000,
lr=1e-2,
zero_inflated=False,
):
pyro.clear_param_store()
_, p_data, y, p_types, p_stories, p_subreddits = train_data
t_data, s_data, r_data = unsplit_data
if subsample:
p_data = p_data[:250]
y = y[:250]
p_types = p_types[:250]
p_stories = p_stories[:250]
p_subreddits = p_subreddits[:250]
svi = SVI(model, guide, optim.ClippedAdam({"lr": lr}), loss=Trace_ELBO())
pyro.clear_param_store()
losses = np.zeros((num_iters, ))
start_time = time()
for i in range(num_iters):
elbo = svi.step(
p_data,
t_data,
s_data,
r_data,
y,
p_types,
p_stories,
p_subreddits,
zero_inflated,
)
losses[i] = elbo
if i % 100 == 99:
elapsed = time() - start_time
remaining = (elapsed / (i + 1)) * (num_iters - i)
print(
f"Iter {i+1}/{num_iters}"
"\t||\t"
"Elbo loss:"
f"{elbo:.2e}"
"\t||\t"
"Time Elapsed:"
f"{int(elapsed) // 60:02}:{int(elapsed) % 60:02}"
"\t||\t"
f"Est Remaining:"
f"{int(remaining) // 60:02}:{int(remaining) % 60:02}",
end="\r",
flush=True,
)
return svi, losses
constraint=constraints.positive)
w_scale = pyro.param("w_scale", torch.rand(n_predictors),
constraint=constraints.positive)
w = pyro.sample("w", dist.Gamma(w_loc, w_scale))
b_loc = pyro.param("b_loc", torch.rand(1))
b_scale = pyro.param("b_scale", torch.rand(1), constraint=constraints.positive)
b = pyro.sample("b", dist.LogNormal(b_loc, b_scale))
pyro.clear_param_store()
death_svi = SVI(model=death_model, guide=death_guide,
optim=optim.ClippedAdam({'lr' : 0.01}),
loss=Trace_ELBO())
for step in range(2000):
loss = death_svi.step(X_train, y_train)/len(X_train)
if step % 100 == 0:
print(f"Step {step} : loss = {loss}")
print("Inferred params:", list(pyro.get_param_store().keys()), end="\n\n")
# w_i and b posterior mean
inferred_w = pyro.get_param_store()["w_loc"]
inferred_b = pyro.get_param_store()["b_loc"]
for i,w in enumerate(inferred_w):
def main(model, guide, args):
# init
if args.seed is not None: pyro.set_rng_seed(args.seed)
logger = get_logger(args.log, __name__)
logger.info(args)
# load data
data = poly.load_data(poly.JSB_CHORALES)
training_seq_lengths = data['train']['sequence_lengths']
training_data_sequences = data['train']['sequences']
d1_training = int(len(training_seq_lengths)/args.mini_batch_size)*args.mini_batch_size
training_seq_lengths = training_seq_lengths [:d1_training]
training_data_sequences = training_data_sequences[:d1_training]
N_train_data = len(training_seq_lengths)
N_train_time_slices = float(torch.sum(training_seq_lengths))
N_mini_batches = int(N_train_data / args.mini_batch_size +
int(N_train_data % args.mini_batch_size > 0))
logger.info(f"N_train_data: {N_train_data}\t"
f"avg. training seq. length: {training_seq_lengths.float().mean():.2f}\t"
f"N_mini_batches: {N_mini_batches}")
# setup svi
pyro.clear_param_store()
opt = optim.ClippedAdam({"lr": args.learning_rate, "betas": (args.beta1, args.beta2),
"clip_norm": args.clip_norm, "lrd": args.lr_decay,
"weight_decay": args.weight_decay})
svi = SVI(model.main, guide.main, opt,
loss=Trace_ELBO())
svi_eval = SVI(model.main, guide.main, opt,
loss=Trace_ELBO())
# train minibatch
def proc_minibatch(svi_proc, epoch, which_mini_batch, shuffled_indices):
# compute the KL annealing factor approriate for the current mini-batch in the current epoch
if args.annealing_epochs > 0 and epoch < args.annealing_epochs:
min_af = args.minimum_annealing_factor
annealing_factor = min_af + (1.0 - min_af) * \
(float(which_mini_batch + epoch * N_mini_batches + 1) /
float(args.annealing_epochs * N_mini_batches))
else:
annealing_factor = 1.0
# compute which sequences in the training set we should grab
mini_batch_start = (which_mini_batch * args.mini_batch_size)
mini_batch_end = np.min([(which_mini_batch + 1) * args.mini_batch_size, N_train_data])
mini_batch_indices = shuffled_indices[mini_batch_start:mini_batch_end]
# grab a fully prepped mini-batch using the helper function in the data loader
mini_batch, mini_batch_reversed, mini_batch_mask, mini_batch_seq_lengths \
= poly.get_mini_batch(mini_batch_indices, training_data_sequences,
training_seq_lengths, cuda=args.cuda)
# do an actual gradient step (or eval)
loss = svi_proc(mini_batch, mini_batch_reversed, mini_batch_mask,
mini_batch_seq_lengths, annealing_factor)
return loss
# train epoch
def train_epoch(epoch):
# take gradient
loss, shuffled_indices = 0.0, torch.randperm(N_train_data)
for which_mini_batch in range(N_mini_batches):
loss += proc_minibatch(svi.step, epoch,
which_mini_batch, shuffled_indices)
loss /= N_train_time_slices
return loss
# eval loss of epoch
def eval_epoch():
# put the RNN into evaluation mode (i.e. turn off drop-out if applicable)
guide.rnn.eval()
# eval loss
loss, shuffled_indices = 0.0, torch.randperm(N_train_data)
for which_mini_batch in range(N_mini_batches):
loss += proc_minibatch(svi_eval.evaluate_loss, 0,
which_mini_batch, shuffled_indices)
loss /= N_train_time_slices
# put the RNN back into training mode (i.e. turn on drop-out if applicable)
guide.rnn.train()
return loss
# train
#elbo_l = []
#param_state_l = []
time_l = [time.time()]
logger.info(f"\nepoch\t"+"elbo\t"+"time(sec)")
for epoch in range(1, args.num_epochs+1):
loss = train_epoch(epoch)
#elbo_l.append(-loss)
# param_state = copy.deepcopy(pyro.get_param_store().get_state())
# param_state_l.append(param_state)
time_l.append(time.time())
logger.info(f"{epoch:04d}\t"
f"{-loss:.4f}\t"
f"{time_l[-1]-time_l[-2]:.3f}")
if math.isnan(loss): break