def _test(self, sess, x_data, n_minibatch, x_val=None, is_file=False):
mu = Normal(mu=0.0, sigma=1.0)
if n_minibatch is None:
x = Normal(mu=tf.ones(10) * mu, sigma=1.0)
else:
x = Normal(mu=tf.ones(n_minibatch) * mu, sigma=1.0)
qmu = Normal(mu=tf.Variable(tf.random_normal([])),
sigma=tf.constant(1.0))
data = {x: x_data}
inference = ed.MFVI({mu: qmu}, data)
inference.initialize(n_minibatch=n_minibatch)
init = tf.initialize_all_variables()
init.run()
# Start input enqueue threads.
coord = tf.train.Coordinator()
threads = tf.train.start_queue_runners(coord=coord)
if x_val is not None:
# Placeholder setting.
# Check data is same as data fed to it.
feed_dict = {inference.data[x]: x_val}
# avoid directly fetching placeholder
data_id = [tf.identity(v) for v in six.itervalues(inference.data)]
val = sess.run(data_id, feed_dict)
assert np.all(val == x_val)
elif is_file:
# File reader setting.
# Check data varies by session run.
val = sess.run(inference.data[x])
val_1 = sess.run(inference.data[x])
assert not np.all(val == val_1)
elif n_minibatch is None:
# Preloaded full setting.
# Check data is full data.
val = sess.run(inference.data[x])
assert np.all(val == data[x])
elif n_minibatch == 1:
# Preloaded batch setting, with n_minibatch=1.
# Check data is randomly shuffled.
assert not np.all(
[sess.run(inference.data)[x] == data[x][i] for i in range(10)])
else:
# Preloaded batch setting.
# Check data is randomly shuffled.
val = sess.run(inference.data)
assert not np.all(val[x] == data[x][:n_minibatch])
# Check data varies by session run.
val_1 = sess.run(inference.data)
assert not np.all(val[x] == val_1[x])
inference.finalize()
coord.request_stop()
coord.join(threads)
def main():
data = ed.Data(np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1]))
model = BetaBernoulli()
variational = Variational()
variational.add(Beta())
# mean-field variational inference.
inference = ed.MFVI(model, variational, data)
inference.run(n_iter=10000)
def _test(self, sess, data, n_minibatch, x=None, is_file=False):
model = NormalModel()
variational = Variational()
variational.add(Normal())
inference = ed.MFVI(model, variational, data)
inference.initialize(n_minibatch=n_minibatch)
if x is not None:
# Placeholder setting.
# Check data is same as data fed to it.
feed_dict = {inference.data['x']: x}
# avoid directly fetching placeholder
data_id = {
k: tf.identity(v)
for k, v in six.iteritems(inference.data)
}
val = sess.run(data_id, feed_dict)
assert np.all(val['x'] == x)
elif is_file:
# File reader setting.
# Check data varies by session run.
val = sess.run(inference.data)
val_1 = sess.run(inference.data)
assert not np.all(val['x'] == val_1['x'])
elif n_minibatch is None:
# Preloaded full setting.
# Check data is full data.
val = sess.run(inference.data)
assert np.all(val['x'] == data['x'])
elif n_minibatch == 1:
# Preloaded batch setting, with n_minibatch=1.
# Check data is randomly shuffled.
assert not np.all([
sess.run(inference.data)['x'] == data['x'][i]
for i in range(10)
])
else:
# Preloaded batch setting.
# Check data is randomly shuffled.
val = sess.run(inference.data)
assert not np.all(val['x'] == data['x'][:n_minibatch])
# Check data varies by session run.
val_1 = sess.run(inference.data)
assert not np.all(val['x'] == val_1['x'])
inference.finalize()
Variational model
Likelihood: Mean-field Beta
"""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import edward as ed
import numpy as np
import tensorflow as tf
from edward.models import Bernoulli, Beta
ed.set_seed(42)
# DATA
x_data = np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])
# MODEL
p = Beta(a=1.0, b=1.0)
x = Bernoulli(p=tf.ones(10) * p)
# INFERENCE
qp_a = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp_b = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp = Beta(a=qp_a, b=qp_b)
data = {x: x_data}
inference = ed.MFVI({p: qp}, data)
inference.run(n_iter=500)
inference.run(). Alternatively, we directly access the TensorFlow
session and manipulate various objects during inference.
"""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import edward as ed
import tensorflow as tf
from edward.models import Normal
ed.set_seed(42)
# MODEL
z = Normal(mu=1.0, sigma=1.0)
# INFERENCE
qz = Normal(mu=tf.Variable(tf.random_normal([])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([]))))
inference = ed.MFVI({z: qz})
inference.initialize(n_iter=250)
init = tf.initialize_all_variables()
init.run()
for _ in range(inference.n_iter):
info_dict = inference.update()
inference.print_progress(info_dict)
qw_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([D])))
qb_mu = tf.Variable(tf.random_normal([]))
qb_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qw = Normal(mu=qw_mu, sigma=qw_sigma)
qb = Normal(mu=qb_mu, sigma=qb_sigma)
# Set up figure
fig = plt.figure(figsize=(8, 8), facecolor='white')
ax = fig.add_subplot(111, frameon=False)
plt.ion()
plt.show(block=False)
sess = ed.get_session()
data = {'x': x_train, 'y': y_train}
inference = ed.MFVI({'w': qw, 'b': qb}, data, model)
inference.initialize(n_print=5, n_iter=600)
init = tf.initialize_all_variables()
init.run()
for t in range(inference.n_iter):
info_dict = inference.update()
inference.print_progress(info_dict)
if t % inference.n_print == 0:
# Sample functions from variational model
w_mean, w_std = sess.run([qw.mu, qb.sigma])
b_mean, b_std = sess.run([qb.mu, qb.sigma])
rs = np.random.RandomState(0)
ws = (rs.randn(1, 10) * w_std + w_mean).astype(np.float32)
ed.set_seed(42)
x_train, y_train = build_toy_dataset()
model = BayesianNN(layer_sizes=[1, 10, 10, 1], nonlinearity=rbf)
qw = []
qb = []
for l in range(model.n_layers):
m, n = model.weight_dims[l]
qw_mu = tf.Variable(tf.random_normal([m, n]))
qw_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([m, n])))
qb_mu = tf.Variable(tf.random_normal([n]))
qb_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([n])))
qw += [Normal(mu=qw_mu, sigma=qw_sigma)]
qb += [Normal(mu=qb_mu, sigma=qb_sigma)]
data = {'x': x_train, 'y': y_train}
inference = ed.MFVI(
{
'w0': qw[0],
'b0': qb[0],
'w1': qw[1],
'b1': qb[1],
'w2': qw[2],
'b2': qb[2]
}, data, model)
inference.run()
K = 2
D = 2
model = MixtureGaussian(K, D)
qpi_alpha = tf.nn.softplus(tf.Variable(tf.random_normal([K])))
qmu_mu = tf.Variable(tf.random_normal([K * D]))
qmu_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([K * D])))
qsigma_alpha = tf.nn.softplus(tf.Variable(tf.random_normal([K * D])))
qsigma_beta = tf.nn.softplus(tf.Variable(tf.random_normal([K * D])))
qpi = Dirichlet(alpha=qpi_alpha)
qmu = Normal(mu=qmu_mu, sigma=qmu_sigma)
qsigma = InverseGamma(alpha=qsigma_alpha, beta=qsigma_beta)
data = {'x': x_train}
inference = ed.MFVI({'pi': qpi, 'mu': qmu, 'sigma': qsigma}, data, model)
inference.run(n_iter=2500, n_samples=10, n_minibatch=20)
# Average per-cluster and per-data point likelihood over many posterior samples.
log_liks = []
for s in range(100):
zrep = {'pi': qpi.sample(()),
'mu': qmu.sample(()),
'sigma': qsigma.sample(())}
log_liks += [model.predict(data, zrep)]
log_liks = tf.reduce_mean(log_liks, 0)
# Choose the cluster with the highest likelihood for each data point.
clusters = tf.argmax(log_liks, 0).eval()
plt.scatter(x_train[:, 0], x_train[:, 1], c=clusters, cmap=cm.bwr)
model = BayesianNN(layer_sizes=[1, 10, 10, 1], nonlinearity=rbf)
qz_mu = tf.Variable(tf.random_normal([model.n_vars]))
qz_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([model.n_vars])))
qz = Normal(mu=qz_mu, sigma=qz_sigma)
# Set up figure
fig = plt.figure(figsize=(8, 8), facecolor='white')
ax = fig.add_subplot(111, frameon=False)
plt.ion()
plt.show(block=False)
sess = ed.get_session()
data = {'x': x_train, 'y': y_train}
inference = ed.MFVI({'z': qz}, data, model)
inference.initialize()
init = tf.initialize_all_variables()
init.run()
for t in range(inference.n_iter):
info_dict = inference.update()
inference.print_progress(info_dict)
if t % inference.n_print == 0:
# Sample functions from variational model
mean, std = sess.run([qz.mu, qz.sigma])
rs = np.random.RandomState(0)
zs = rs.randn(10, model.n_vars) * std + mean
zs = tf.convert_to_tensor(zs, dtype=tf.float32)
b_2 = Normal(mu=tf.zeros(1), sigma=tf.ones(1))
x = tf.convert_to_tensor(x_train, dtype=tf.float32)
y = Normal(mu=neural_network(x), sigma=0.1 * tf.ones(N))
# INFERENCE
qW_0 = Normal(mu=tf.Variable(tf.random_normal([D, 10])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([D, 10]))))
qW_1 = Normal(mu=tf.Variable(tf.random_normal([10, 10])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([10, 10]))))
qW_2 = Normal(mu=tf.Variable(tf.random_normal([10, 1])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([10, 1]))))
qb_0 = Normal(mu=tf.Variable(tf.random_normal([10])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([10]))))
qb_1 = Normal(mu=tf.Variable(tf.random_normal([10])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([10]))))
qb_2 = Normal(mu=tf.Variable(tf.random_normal([1])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([1]))))
data = {y: y_train}
inference = ed.MFVI(
{
W_0: qW_0,
b_0: qb_0,
W_1: qW_1,
b_1: qb_1,
W_2: qW_2,
b_2: qb_2
}, data)
inference.run()
#!/usr/bin/env python
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import edward as ed
import numpy as np
import tensorflow as tf
from edward.models import Normal
ed.set_seed(42)
# Normal-Normal with known variance
mu = Normal(mu=0.0, sigma=1.0)
x = Normal(mu=tf.ones(50) * mu, sigma=1.0)
qmu_mu = tf.Variable(tf.random_normal([]))
qmu_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qmu = Normal(mu=qmu_mu, sigma=qmu_sigma)
data = {x: np.array([0.0] * 50, dtype=np.float32)}
# analytic solution: N(mu=0.0, sigma=\sqrt{1/51}=0.140)
inference = ed.MFVI({mu: qmu}, data)
inference.run()
qb_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([n])))
w += [Normal(mu=w_mu, sigma=w_sigma)]
b += [Normal(mu=b_mu, sigma=b_sigma)]
qw += [Normal(mu=qw_mu, sigma=qw_sigma)]
qb += [Normal(mu=qb_mu, sigma=qb_sigma)]
latent_vars[w[i - 1]] = qw[i - 1]
latent_vars[b[i - 1]] = qb[i - 1]
x = tf.convert_to_tensor(trainx, dtype=tf.float32)
y = Categorical(neural_network(x, w, b))
# INFERENCE
data = {y: trainy}
inference = ed.MFVI(latent_vars, data)
#%%
# Sample functions from variational model to then evaluate predictions
x_ = tf.placeholder(tf.float32, shape=[None, n_D])
y_ = tf.placeholder(tf.float32, shape=[None, n_out])
n_posterior_samples = args.n_posterior_samples
# Monte Carlo estimate of the mean of the posterior predictive
mus = []
for _ in range(n_posterior_samples):
qw_sample = []
qb_sample = []
for i in range(1, len(N)):
qw_sample += [qw[i - 1].sample()]
Probability model
Posterior: (1-dimensional) Bernoulli
Variational model
Likelihood: Mean-field Bernoulli
"""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import edward as ed
import tensorflow as tf
from edward.models import Bernoulli, PointMass
from edward.stats import bernoulli
class BernoulliPosterior:
"""p(x, z) = p(z) = p(z | x) = Bernoulli(z; p)"""
def log_prob(self, xs, zs):
return bernoulli.logpmf(zs['p'], p=0.6)
ed.set_seed(42)
model = BernoulliPosterior()
qp_p = tf.nn.sigmoid(tf.Variable(tf.random_normal([])))
qp = Bernoulli(p=qp_p)
inference = ed.MFVI({'p': qp}, model_wrapper=model)
inference.run(n_iter=100, n_samples=5, n_print=10)
# DATA. MNIST batches are fed at training time.
mnist = input_data.read_data_sets(DATA_DIR, one_hot=True)
# MODEL
z = Normal(mu=tf.zeros([N_MINIBATCH, d]), sigma=tf.ones([N_MINIBATCH, d]))
logits = generative_network(z.value())
x = Bernoulli(logits=logits)
# INFERENCE
x_ph = ed.placeholder(tf.float32, [N_MINIBATCH, 28 * 28])
mu, sigma = inference_network(x_ph)
qz = Normal(mu=mu, sigma=sigma)
# Bind p(x, z) and q(z | x) to the same placeholder for x.
data = {x: x_ph}
inference = ed.MFVI({z: qz}, data)
optimizer = tf.train.AdamOptimizer(0.01, epsilon=1.0)
inference.initialize(optimizer=optimizer, use_prettytensor=True)
init = tf.initialize_all_variables()
init.run()
n_epoch = 100
n_iter_per_epoch = 1000
for epoch in range(n_epoch):
avg_loss = 0.0
widgets = ["epoch #%d|" % epoch, Percentage(), Bar(), ETA()]
pbar = ProgressBar(n_iter_per_epoch, widgets=widgets)
pbar.start()
for t in range(n_iter_per_epoch):
ed.set_seed(42)
model = LinearModel()
variational = Variational()
variational.add(Normal(model.n_vars))
data = build_toy_dataset()
# Set up figure
fig = plt.figure(figsize=(8, 8), facecolor='white')
ax = fig.add_subplot(111, frameon=False)
plt.ion()
plt.show(block=False)
sess = ed.get_session()
inference = ed.MFVI(model, variational, data)
inference.initialize(n_samples=5, n_print=5)
for t in range(250):
loss = inference.update()
if t % inference.n_print == 0:
print("iter {:d} loss {:.2f}".format(t, loss))
# Sample functions from variational model
mean, std = sess.run(
[variational.layers[0].loc, variational.layers[0].scale])
rs = np.random.RandomState(0)
zs = rs.randn(10, variational.n_vars) * std + mean
zs = tf.convert_to_tensor(zs, dtype=tf.float32)
inputs = np.linspace(-8, 8, num=400, dtype=np.float32)
x = tf.expand_dims(inputs, 1)
W = tf.expand_dims(zs[:, 0], 0)
class BetaBernoulli:
"""p(x, p) = Bernoulli(x | p) * Beta(p | 1, 1)"""
def log_prob(self, xs, zs):
log_prior = beta.logpdf(zs['p'], a=1.0, b=1.0)
log_lik = tf.reduce_sum(bernoulli.logpmf(xs['x'], p=zs['p']))
return log_lik + log_prior
def sample_likelihood(self, zs):
"""x | p ~ p(x | p)"""
return {'x': bernoulli.sample(p=tf.ones(10) * zs['p'])}
def T(xs, zs):
return tf.reduce_mean(tf.cast(xs['x'], tf.float32))
ed.set_seed(42)
data = {'x': np.array([0, 1, 0, 0, 0, 0, 0, 0, 0, 1])}
model = BetaBernoulli()
qp_a = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp_b = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qp = Beta(a=qp_a, b=qp_b)
inference = ed.MFVI({'p': qp}, data, model)
inference.run(n_iter=200)
print(ed.ppc(T, data, latent_vars={'p': qp}, model_wrapper=model))
qb_mu = qb_mu - tf.reduce_mean(qb_mu)
qb_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([Db,1])))
qb = Normal(mu=qb_mu, sigma=qb_sigma)
zs = {'beta': qw, 'b': qb, 'Intercept': qi}
Xnew = ed.placeholder(tf.float32, shape=(None, D))
Znew = ed.placeholder(tf.float32, shape=(None, Db))
ynew = ed.placeholder(tf.float32, shape=(None, ))
data = {'X': Xnew, 'y': ynew, 'Z': Znew}
edmodel = MixedModel(lik_std=10.0,prior_std=100.0)
sess = ed.get_session()
inference = ed.MFVI(zs, data, edmodel)
#optimizer = tf.train.AdamOptimizer(0.01, epsilon=1.0)
#optimizer = tf.train.RMSPropOptimizer(0.01, epsilon=1.0)
optimizer = tf.train.GradientDescentOptimizer(0.001)
inference.initialize(optimizer=optimizer, n_samples=10)
init = tf.initialize_all_variables()
init.run()
NEPOCH = 5000
train_loss = np.zeros(NEPOCH)
test_loss = np.zeros(NEPOCH)
batch_xs, batch_zs, batch_ys = x_train, Z, y_train
#!/usr/bin/env python
"""Normal posterior.
"""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import edward as ed
import tensorflow as tf
from edward.models import Normal
from edward.stats import norm
class NormalPosterior:
"""p(x, z) = p(z) = p(z | x) = Normal(z; mu, sigma)"""
def log_prob(self, xs, zs):
return norm.logpdf(zs['z'], 1.0, 1.0)
ed.set_seed(42)
model = NormalPosterior()
qz_mu = tf.Variable(tf.random_normal([]))
qz_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([])))
qz = Normal(mu=qz_mu, sigma=qz_sigma)
inference = ed.MFVI({'z': qz}, model_wrapper=model)
inference.run(n_iter=250)
np.linspace(6, 8, num=N / 2)])
y = 5.0 * X + norm.rvs(0, noise_std, size=N)
X = X.reshape((N, 1))
return X.astype(np.float32), y.astype(np.float32)
N = 40 # num data points
p = 1 # num features
ed.set_seed(42)
X_data, y_data = build_toy_dataset(N)
X = X_data
beta = Normal(mu=tf.zeros(p), sigma=tf.ones(p))
y = Normal(mu=ed.dot(X, beta), sigma=tf.ones(N))
qmu_mu = tf.Variable(tf.random_normal([p]))
qmu_sigma = tf.nn.softplus(tf.Variable(tf.random_normal([p])))
qbeta = Normal(mu=qmu_mu, sigma=qmu_sigma)
data = {y: y_data}
inference = ed.MFVI({beta: qbeta}, data)
inference.initialize()
sess = ed.get_session()
for t in range(501):
_, loss = sess.run([inference.train, inference.loss])
inference.print_progress(t, loss)
x = tf.convert_to_tensor(x_train, dtype=tf.float32)
y = Normal(mu=neural_network(x, W_0, W_1, b_0, b_1), sigma=0.1 * tf.ones(N))
# INFERENCE
qW_0 = Normal(mu=tf.Variable(tf.random_normal([D, 2])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([D, 2]))))
qW_1 = Normal(mu=tf.Variable(tf.random_normal([2, 1])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([2, 1]))))
qb_0 = Normal(mu=tf.Variable(tf.random_normal([2])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([2]))))
qb_1 = Normal(mu=tf.Variable(tf.random_normal([1])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([1]))))
data = {y: y_train}
inference = ed.MFVI({W_0: qW_0, b_0: qb_0, W_1: qW_1, b_1: qb_1}, data)
# Sample functions from variational model to visualize fits.
rs = np.random.RandomState(0)
inputs = np.linspace(-5, 5, num=400, dtype=np.float32)
x = tf.expand_dims(tf.constant(inputs), 1)
mus = []
for s in range(10):
mus += [
neural_network(x, qW_0.sample(), qW_1.sample(), qb_0.sample(),
qb_1.sample())
]
mus = tf.pack(mus)
sess = ed.get_session()
D = 10 # num features
# DATA
coeff = np.random.randn(D)
X_train, y_train = build_toy_dataset(N, coeff)
X_test, y_test = build_toy_dataset(N, coeff)
# MODEL
X = ed.placeholder(tf.float32, [N, D])
w = Normal(mu=tf.zeros(D), sigma=tf.ones(D))
b = Normal(mu=tf.zeros(1), sigma=tf.ones(1))
y = Normal(mu=ed.dot(X, w) + b, sigma=tf.ones(N))
# INFERENCE
qw = Normal(mu=tf.Variable(tf.random_normal([D])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([D]))))
qb = Normal(mu=tf.Variable(tf.random_normal([1])),
sigma=tf.nn.softplus(tf.Variable(tf.random_normal([1]))))
data = {X: X_train, y: y_train}
inference = ed.MFVI({w: qw, b: qb}, data)
inference.run(n_samples=5, n_iter=250)
# CRITICISM
y_post = ed.copy(y, {w: qw.mean(), b: qb.mean()})
# This is equivalent to
# y_post = Normal(mu=ed.dot(X, qw.mean()) + qb.mean(), sigma=tf.ones(N))
print("Mean squared error on test data:")
print(ed.evaluate('mean_squared_error', data={X: X_test, y_post: y_test}))
