def run_integrator(method, show=False):
f_integral = bm.jit(method(f_lorenz, dt=dt), auto_infer=False)
x, y, z = bm.ones(1), bm.ones(1), bm.ones(1)
def f(t):
x.value, y.value, z.value = f_integral(x, y, z, t)
f_scan = bm.make_loop(f, dyn_vars=[x, y, z], out_vars=[x, y, z])
times = np.arange(0, duration, dt)
mon_x, mon_y, mon_z = f_scan(times)
mon_x = np.array(mon_x).flatten()
mon_y = np.array(mon_y).flatten()
mon_z = np.array(mon_z).flatten()
if show:
fig = plt.figure()
ax = fig.gca(projection='3d')
plt.plot(mon_x, mon_y, mon_z)
ax.set_xlabel('x')
ax.set_xlabel('y')
ax.set_xlabel('z')
plt.show()
return mon_x, mon_y, mon_z
def F_vmap_jacobian(self):
if C.F_vmap_jacobian not in self.analyzed_results:
f1 = lambda xy, *args: jnp.array([self.F_fx(xy[0], xy[1], *args),
self.F_fy(xy[0], xy[1], *args)])
f2 = bm.jit(bm.vmap(bm.jacobian(f1)), device=self.jit_device)
self.analyzed_results[C.F_vmap_jacobian] = f2
return self.analyzed_results[C.F_vmap_jacobian]
def find_fps_with_opt_solver(self, candidates, opt_method=None):
"""Optimize fixed points with nonlinear optimization solvers.
Parameters
----------
candidates
opt_method: function, callable
"""
assert bm.ndim(candidates) == 2 and isinstance(
candidates, (bm.JaxArray, jax.numpy.ndarray))
if opt_method is None:
opt_method = lambda f, x0: minimize(f, x0, method='BFGS')
if self.verbose:
print(f"Optimizing to find fixed points:")
f_opt = bm.jit(bm.vmap(lambda x0: opt_method(self.f_loss, x0)))
res = f_opt(bm.as_device_array(candidates))
valid_ids = jax.numpy.where(res.success)[0]
self._fixed_points = np.asarray(res.x[valid_ids])
self._losses = np.asarray(res.fun[valid_ids])
self._selected_ids = np.asarray(valid_ids)
if self.verbose:
print(
f' '
f'Found {len(valid_ids)} fixed points from {len(candidates)} initial points.'
)
def get_sign2(f, *xyz, args=()): in_axes = tuple(range(len(xyz))) + tuple([None] * len(args)) f = bm.jit(bm.vmap(f_without_jaxarray_return(f), in_axes=in_axes)) xyz = tuple((v.value if isinstance(v, bm.JaxArray) else v) for v in xyz) XYZ = jnp.meshgrid(*xyz) XYZ = tuple(jnp.moveaxis(v, 1, 0).flatten() for v in XYZ) shape = (len(v) for v in xyz) return jnp.sign(f(*(XYZ + args))).reshape(shape)
def roots_of_1d_by_xy(f, starts, ends, args): f = f_without_jaxarray_return(f) f_opt = bm.jit(bm.vmap(jax_brentq(f))) res = f_opt(starts, ends, (args,)) valid_idx = jnp.where(res['status'] == ECONVERGED)[0] xs = res['root'][valid_idx] ys = args[valid_idx] return xs, ys
def __init__(self,
target,
monitors=None,
inputs=(),
dyn_vars=None,
jit=False,
dt=None,
numpy_mon_after_run=True,
progress_bar=True):
self._has_iter_array = False # default do not have iterable input array
super(StructRunner,
self).__init__(target=target,
inputs=inputs,
monitors=monitors,
jit=jit,
dt=dt,
dyn_vars=dyn_vars,
numpy_mon_after_run=numpy_mon_after_run)
# intrinsic parameters
self._i = math.Variable(math.asarray([0]))
self._pbar = None # progress bar
self.progress_bar = progress_bar
# JAX does not support iterator in fori_loop, scan, etc.
# https://github.com/google/jax/issues/3567
# We use Variable i to index the current input data.
if self._has_iter_array:
self.dyn_vars.update({'_i': self._i})
else:
self._i = None
# setup step function
if progress_bar:
def _step(t_and_dt):
_t, _dt = t_and_dt[0], t_and_dt[1]
self._input_step(_t=_t, _dt=_dt)
for step in self.target.steps.values():
step(_t=_t, _dt=_dt)
# id_tap(lambda *args: self._pbar.update(round(self.dt, 4)), ())
id_tap(lambda *args: self._pbar.update(), ())
return self._monitor_step(_t=_t, _dt=_dt)
else:
def _step(t_and_dt):
_t, _dt = t_and_dt[0], t_and_dt[1]
self._input_step(_t=_t, _dt=_dt)
for step in self.target.steps.values():
step(_t=_t, _dt=_dt)
return self._monitor_step(_t=_t, _dt=_dt)
# build the update step
self._step = math.make_loop(_step,
dyn_vars=self.dyn_vars,
has_return=True)
if jit: self._step = math.jit(self._step, dyn_vars=dyn_vars)
def brentq_roots(f, starts, ends, *vmap_args, args=()):
in_axes = (0, 0, tuple([0] * len(vmap_args)) + tuple([None] * len(args)))
vmap_f_opt = bm.jit(bm.vmap(jax_brentq(f), in_axes=in_axes))
all_args = vmap_args + args
if len(all_args):
res = vmap_f_opt(starts, ends, all_args)
else:
res = vmap_f_opt(starts, ends, )
valid_idx = jnp.where(res['status'] == ECONVERGED)[0]
roots = res['root'][valid_idx]
vmap_args = tuple(a[valid_idx] for a in vmap_args)
return roots, vmap_args
def __init__(self,
f_cell,
f_type='continuous',
f_loss_batch=None,
verbose=True):
self.verbose = verbose
if f_type not in ['discrete', 'continuous']:
raise AnalyzerError(
f'Only support "continuous" (continuous derivative function) or '
f'"discrete" (discrete update function), not {f_type}.')
# functions
self.f_cell = f_cell
if f_loss_batch is None:
if f_type == 'discrete':
self.f_loss = bm.jit(lambda h: bm.mean((h - f_cell(h))**2))
self.f_loss_batch = bm.jit(lambda h: bm.mean(
(h - bm.vmap(f_cell, auto_infer=False)(h))**2, axis=1))
if f_type == 'continuous':
self.f_loss = bm.jit(lambda h: bm.mean(f_cell(h)**2))
self.f_loss_batch = bm.jit(lambda h: bm.mean(
(bm.vmap(f_cell, auto_infer=False)(h))**2, axis=1))
else:
self.f_loss_batch = f_loss_batch
self.f_loss = bm.jit(lambda h: bm.mean(f_cell(h)**2))
self.f_jacob_batch = bm.jit(bm.vmap(bm.jacobian(f_cell)))
# essential variables
self._losses = None
self._fixed_points = None
self._selected_ids = None
self.opt_losses = None
def roots_of_1d_by_x(f, candidates, args=()):
"""Find the roots of the given function by numerical methods.
"""
f = f_without_jaxarray_return(f)
candidates = candidates.value if isinstance(candidates, bm.JaxArray) else candidates
args = tuple(a.value if isinstance(candidates, bm.JaxArray) else a for a in args)
vals = f(candidates, *args)
signs = jnp.sign(vals)
zero_sign_idx = jnp.where(signs == 0)[0]
fps = candidates[zero_sign_idx]
candidate_ids = jnp.where(signs[:-1] * signs[1:] < 0)[0]
if len(candidate_ids) <= 0:
return fps
starts = candidates[candidate_ids]
ends = candidates[candidate_ids + 1]
f_opt = bm.jit(bm.vmap(jax_brentq(f), in_axes=(0, 0, None)))
res = f_opt(starts, ends, args)
valid_idx = jnp.where(res['status'] == ECONVERGED)[0]
fps2 = res['root'][valid_idx]
return jnp.concatenate([fps, fps2])
def __init__(self,
target,
inputs=(),
monitors=None,
dyn_vars=None,
jit=False,
dt=None,
numpy_mon_after_run=True):
super(ReportRunner,
self).__init__(target=target,
inputs=inputs,
monitors=monitors,
jit=jit,
dt=dt,
dyn_vars=dyn_vars,
numpy_mon_after_run=numpy_mon_after_run)
# Build the update function
self._update_step = lambda _t, _dt: [
_step(_t=_t, _dt=_dt) for _step in self.target.steps.values()
]
if jit:
self._update_step = math.jit(self._update_step,
dyn_vars=self.dyn_vars)
# %% [markdown]
# ## Train the recurrent network on the decision-making task
# %%
# Instantiate the network and print information
hidden_size = 64
net = RNN(num_input=input_size,
num_hidden=hidden_size,
num_output=output_size,
num_batch=batch_size,
dt=env.dt)
# %%
# prediction method
predict = bm.jit(net.predict, dyn_vars=net.vars())
# Adam optimizer
opt = bm.optimizers.Adam(lr=0.001, train_vars=net.train_vars().unique())
# gradient function
grad_f = bm.grad(net.loss,
dyn_vars=net.vars(),
grad_vars=net.train_vars().unique(),
return_value=True,
has_aux=True)
# training function
@bm.jit
@bm.function(nodes=(net, opt))
def F_vmap_dfxdx(self):
if C.F_vmap_dfxdx not in self.analyzed_results:
f = bm.jit(bm.vmap(bm.vector_grad(self.F_fx, argnums=0)), device=self.jit_device)
self.analyzed_results[C.F_vmap_dfxdx] = f
return self.analyzed_results[C.F_vmap_dfxdx]
def F_vmap_brentq_fy(self):
if C.F_vmap_brentq_fy not in self.analyzed_results:
f_opt = bm.jit(bm.vmap(utils.jax_brentq(self.F_fy)))
self.analyzed_results[C.F_vmap_brentq_fy] = f_opt
return self.analyzed_results[C.F_vmap_brentq_fy]
def test_jacfwd_and_aux_nested(self):
def f(x):
jac, aux = _jacfwd(lambda x: (x ** 3, [x ** 3]), has_aux=True)(x)
return aux[0]
f2 = lambda x: x ** 3
self.assertEqual(_jacfwd(f)(4.), _jacfwd(f2)(4.))
self.assertEqual(bm.jit(_jacfwd(f))(4.), _jacfwd(f2)(4.))
self.assertEqual(bm.jit(_jacfwd(bm.jit(f)))(4.), _jacfwd(f2)(4.))
self.assertEqual(_jacfwd(f)(bm.asarray(4.)), _jacfwd(f2)(bm.asarray(4.)))
self.assertEqual(bm.jit(_jacfwd(f))(bm.asarray(4.)), _jacfwd(f2)(bm.asarray(4.)))
self.assertEqual(bm.jit(_jacfwd(bm.jit(f)))(bm.asarray(4.)), _jacfwd(f2)(bm.asarray(4.)))
def f(x):
jac, aux = _jacfwd(lambda x: (x ** 3, [x ** 3]), has_aux=True)(x)
return aux[0] * bm.sin(x)
f2 = lambda x: x ** 3 * bm.sin(x)
self.assertEqual(_jacfwd(f)(4.), _jacfwd(f2)(4.))
self.assertEqual(bm.jit(_jacfwd(f))(4.), _jacfwd(f2)(4.))
self.assertEqual(bm.jit(_jacfwd(bm.jit(f)))(4.), _jacfwd(f2)(4.))
self.assertEqual(_jacfwd(f)(bm.asarray(4.)), _jacfwd(f2)(bm.asarray(4.)))
self.assertEqual(bm.jit(_jacfwd(f))(bm.asarray(4.)), _jacfwd(f2)(bm.asarray(4.)))
self.assertEqual(bm.jit(_jacfwd(bm.jit(f)))(bm.asarray(4.)), _jacfwd(f2)(bm.asarray(4.)))
