y_lim=y_lim,
title="Ensemble of ten MAP networks",
save_path=figure_dir.joinpath(
f"ensemble_moment_matched_{experiment_name}.pdf"),
)
# %% codecell
gaussian_predictions = ensemble.predict_list_of_gaussians(x_plot,
n_predictions=3)
fig, ax = plt.subplots(figsize=figsize)
plot_distribution_samples(
x_plot=_x_plot,
distribution_samples=gaussian_predictions,
x_train=_x_train,
y_train=y_train,
y_ground_truth=y_ground_truth,
fig=fig,
ax=ax,
y_lim=y_lim,
save_path=figure_dir.joinpath(f"ensemble_members_{experiment_name}.pdf"),
)
# %% markdown
# # Neural Linear Model
# %%
layer_units[-1] = 1
initial_learning_rate = 0.01
lr_schedule = tf.keras.optimizers.schedules.ExponentialDecay(
initial_learning_rate, decay_steps=n_train, decay_rate=0.9, staircase=True)
input_shape=input_shape,
layer_units=layer_units,
layer_activations=layer_activations,
weight_prior=weight_prior,
bias_prior=bias_prior,
n_train=n_train,
learning_rate=0.01,
)
prior_predictive_distributions = net.predict_with_prior_samples(x_plot,
n_samples=4)
plot_distribution_samples(
x_plot=x_plot,
distribution_samples=prior_predictive_distributions,
x_train=x_train,
y_train=y_train,
y_ground_truth=y_ground_truth,
# y_lim=[-30, 30],
)
# %%
early_stop_callback = tf.keras.callbacks.EarlyStopping(
monitor="loss", patience=20, verbose=1, restore_best_weights=False)
net.fit(
x_train=x_train,
y_train=y_train,
batch_size=batch_size,
epochs=epochs,
early_stop_callback=early_stop_callback,
verbose=0,
# weights[3][:] = np.array([-1., 2., 10., 10.])
# weights[3]
# weights[4][:] = -10
# variational_network.set_weights(weights)
# %%
predictive_distribution = variational_network.predict(x_plot, n_predictions=20)
gaussian_predictions = variational_network.predict_list_of_gaussians(
x_plot, n_predictions=4)
plot_moment_matched_predictive_normal_distribution_and_function_samples(
x_plot=x_plot,
predictive_distribution=predictive_distribution,
distribution_samples=gaussian_predictions,
x_train=x_train,
y_train=y_train,
y_ground_truth=y_ground_truth,
y_lim=y_lim,
no_ticks=False,
)
# %%
plot_distribution_samples(
x_plot=x_plot,
distribution_samples=gaussian_predictions,
x_train=x_train,
y_train=y_train,
y_ground_truth=y_ground_truth,
y_lim=y_lim,
no_ticks=False,
)
predictive_distribution=prediction,
x_train=_x_train,
y_train=y_train,
y_ground_truth=y_ground_truth,
y_lim=y_lim,
# save_path=figure_dir.joinpath(f"ensemble_moment_matched_x3_gap.pdf")
)
# %% codecell
gaussian_predictions = ensemble.predict_list_of_gaussians(x_plot,
n_predictions=3)
plot_distribution_samples(
x_plot=_x_plot,
distribution_samples=gaussian_predictions,
x_train=_x_train,
y_train=y_train,
y_ground_truth=y_ground_truth,
y_lim=y_lim,
# save_path=figure_dir.joinpath(f"ensemble_members_x3_gap.pdf")
)
# %% markdown
# # Neural Linear Model
# %%
layer_units[-1] = 1
initial_learning_rate = 0.01
lr_schedule = tf.keras.optimizers.schedules.ExponentialDecay(
initial_learning_rate, decay_steps=n_train, decay_rate=0.9, staircase=True)
# last layer bayesian network
step_size=step_size,
num_leapfrog_steps=100,
max_tree_depth=10,
seed=0,
)
prior_samples = [hmc_net.sample_prior_state(seed=seed) for seed in [0, 1, 2, 3, 4]]
prior_predictions = [
hmc_net.predict_from_sample_parameters(x_plot, prior_sample)
for prior_sample in prior_samples
]
plot_distribution_samples(
x_plot=x_plot,
distribution_samples=prior_predictions,
x_train=x_train,
y_train=y_train,
y_ground_truth=y_ground_truth,
)
# %% markdown
# As a sanity check we can assert the posterior equivalence between a map network and an
# hmc network. This checks that the prior and likelihood are equivalent.
# %%
assert check_posterior_equivalence(net, hmc_net, x_train, y_train)
# %%
# How to prepare MAP weights for HMC:
save_dir = "._toy_network_saving/"
save_dir = Path(save_dir)
save_dir.mkdir(parents=True, exist_ok=True)
save_path = save_dir.joinpath("toy_map_ensemble")
ensemble.save(save_path)
# %%
loaded_ensemble = map_density_ensemble_from_save_path(save_path)
ensemble = loaded_ensemble
# %% codecell
gaussian_predictions = ensemble.predict_list_of_gaussians(x_plot, n_predictions=3)
plot_distribution_samples(
x_plot=_x_plot,
distribution_samples=gaussian_predictions,
x_train=_x_train,
y_train=y_train,
y_ground_truth=y_ground_truth,
y_lim=y_lim,
)
# fig.savefig(os.path.join(figure_dir, f"{n_networks}_ml_density_ensemble_mixture_of_gaussian_heteroscedastic.pdf"))
# %% codecell
gaussian_predictions = ensemble.predict_list_of_gaussians(x_plot, n_predictions=5)
plot_moment_matched_predictive_normal_distribution_and_function_samples(
x_plot=_x_plot,
predictive_distribution=mog_prediction,
distribution_samples=gaussian_predictions,
x_train=_x_train,
y_train=y_train,
y_ground_truth=y_ground_truth,
