def _check_convexity(self, key, fun, lbs, ubs, is_convex, nb_samples=100):
"""Check that the function is convex or concave.
We do this by sanity-checking that the function is below its chord.
Args:
key: PRNG key for random number generation
fun: Function to be checked.
lbs: List of lower bounds on the inputs
ubs: List of upper bounds on the inputs
is_convex: Boolean, if True: check that the function is convex.
if False: check that the function is concave.
nb_samples: How many random samples to draw for testing.
"""
assert len(lbs) == len(ubs)
keys = jax.random.split(key, 2*len(lbs) + 1)
a_inps = []
b_inps = []
interp_inps = []
interp_coeffs = jax.random.uniform(keys[-1], (nb_samples,))
for inp_idx, bounds in enumerate(zip(lbs, ubs)):
interp_coeffs_shape = (-1,) + (1,)*bounds[0].ndim
broad_interp_coeffs = jnp.reshape(interp_coeffs, interp_coeffs_shape)
a_inp = test_utils.sample_bounded_points(keys[2*inp_idx], bounds,
nb_samples)
b_inp = test_utils.sample_bounded_points(keys[2*inp_idx + 1], bounds,
nb_samples)
interp_inp = (a_inp * broad_interp_coeffs +
b_inp * (1. - broad_interp_coeffs))
a_inps.append(a_inp)
b_inps.append(b_inp)
interp_inps.append(interp_inp)
vmap_fun = jax.vmap(fun)
a_eval = vmap_fun(*a_inps)
b_eval = vmap_fun(*b_inps)
interp_eval = vmap_fun(*interp_inps)
interp_coeffs_shape = (-1,) + (1,)*(interp_eval.ndim - 1)
broad_interp_coeffs = jnp.reshape(interp_coeffs, interp_coeffs_shape)
chord_eval = (a_eval * broad_interp_coeffs +
b_eval * (1. - broad_interp_coeffs))
if is_convex:
self.assertGreaterEqual(
(chord_eval - interp_eval).min(), -TOL,
msg='Function is not convex')
else:
self.assertGreaterEqual(
(interp_eval - chord_eval).min(), -TOL,
msg='Function is not concave')
def test_exp_crown(self):
def exp_model(inp):
return jnp.exp(inp)
exp_inp_shape = (4, 7)
lb, ub = test_utils.sample_bounds(jax.random.PRNGKey(0),
exp_inp_shape,
minval=-10.,
maxval=10.)
input_bounds = jax_verify.IntervalBound(lb, ub)
output_bounds = jax_verify.backward_crown_bound_propagation(
exp_model, input_bounds)
uniform_inps = test_utils.sample_bounded_points(
jax.random.PRNGKey(1), (lb, ub), 100)
uniform_outs = jax.vmap(exp_model)(uniform_inps)
empirical_min = uniform_outs.min(axis=0)
empirical_max = uniform_outs.max(axis=0)
self.assertGreaterEqual((output_bounds.upper - empirical_max).min(),
0.,
'Invalid upper bound for Exponential. The gap '
'between upper bound and empirical max is < 0')
self.assertGreaterEqual(
(empirical_min - output_bounds.lower).min(), 0.,
'Invalid lower bound for Exponential. The gap'
'between emp. min and lower bound is negative.')
def test_relu_random_fastlin(self):
def relu_model(inp):
return jax.nn.relu(inp)
relu_inp_shape = (4, 7)
lb, ub = test_utils.sample_bounds(jax.random.PRNGKey(0),
relu_inp_shape,
minval=-10.,
maxval=10.)
input_bounds = jax_verify.IntervalBound(lb, ub)
output_bounds = jax_verify.forward_fastlin_bound_propagation(
relu_model, input_bounds)
uniform_inps = test_utils.sample_bounded_points(
jax.random.PRNGKey(1), (lb, ub), 100)
uniform_outs = jax.vmap(relu_model)(uniform_inps)
empirical_min = uniform_outs.min(axis=0)
empirical_max = uniform_outs.max(axis=0)
self.assertGreaterEqual((output_bounds.upper - empirical_max).min(),
0., 'Invalid upper bound for ReLU. The gap '
'between upper bound and empirical max is < 0')
self.assertGreaterEqual(
(empirical_min - output_bounds.lower).min(), 0.,
'Invalid lower bound for ReLU. The gap'
'between emp. min and lower bound is negative.')
def test_nobatch_batch_inputs(self):
batch_shape = (3, 2)
unbatch_shape = (2, 4)
def bilinear_model(inp_1, inp_2):
return jnp.einsum('bh,hH->bH', inp_1, inp_2)
lb_1, ub_1 = test_utils.sample_bounds(jax.random.PRNGKey(0),
batch_shape,
minval=-10,
maxval=10.)
lb_2, ub_2 = test_utils.sample_bounds(jax.random.PRNGKey(1),
unbatch_shape,
minval=-10,
maxval=10.)
bound_1 = jax_verify.IntervalBound(lb_1, ub_1)
bound_2 = jax_verify.IntervalBound(lb_2, ub_2)
output_bounds = backward_crown.backward_crown_bound_propagation(
bilinear_model, bound_1, bound_2)
uniform_1 = test_utils.sample_bounded_points(jax.random.PRNGKey(2),
(lb_1, ub_1), 100)
uniform_2 = test_utils.sample_bounded_points(jax.random.PRNGKey(3),
(lb_2, ub_2), 100)
uniform_outs = jax.vmap(bilinear_model)(uniform_1, uniform_2)
empirical_min = uniform_outs.min(axis=0)
empirical_max = uniform_outs.max(axis=0)
self.assertGreaterEqual(
(output_bounds.upper - empirical_max).min(), 0.,
'Invalid upper bound for mix of batched/unbatched'
'input bounds.')
self.assertGreaterEqual(
(empirical_min - output_bounds.lower).min(), 0.,
'Invalid lower bound for mix of batched/unbatched'
'input bounds.')
def test_multiply_crown(self):
def multiply_model(lhs, rhs):
return lhs * rhs
mul_inp_shape = (4, 7)
lhs_lb, lhs_ub = test_utils.sample_bounds(jax.random.PRNGKey(0),
mul_inp_shape,
minval=-10.,
maxval=10.)
rhs_lb, rhs_ub = test_utils.sample_bounds(jax.random.PRNGKey(1),
mul_inp_shape,
minval=-10.,
maxval=10.)
lhs_bounds = jax_verify.IntervalBound(lhs_lb, lhs_ub)
rhs_bounds = jax_verify.IntervalBound(rhs_lb, rhs_ub)
output_bounds = jax_verify.backward_crown_bound_propagation(
multiply_model, lhs_bounds, rhs_bounds)
uniform_lhs_inps = test_utils.sample_bounded_points(
jax.random.PRNGKey(2), (lhs_lb, lhs_ub), 100)
uniform_rhs_inps = test_utils.sample_bounded_points(
jax.random.PRNGKey(3), (rhs_lb, rhs_ub), 100)
uniform_outs = jax.vmap(multiply_model)(uniform_lhs_inps,
uniform_rhs_inps)
empirical_min = uniform_outs.min(axis=0)
empirical_max = uniform_outs.max(axis=0)
self.assertGreaterEqual(
(output_bounds.upper - empirical_max).min(), 0.,
'Invalid upper bound for Multiply. The gap '
'between upper bound and empirical max is negative')
self.assertGreaterEqual(
(empirical_min - output_bounds.lower).min(), 0.,
'Invalid lower bound for Multiply. The gap'
'between emp. min and lower bound is negative.')
def _check_bounds(self, key, fun, lb_fun, ub_fun, lbs, ubs, nb_samples=1000):
"""Check that lb_fun and ub_fun actually bound the function fun.
This is evaluated at a number of random samples.
Args:
key: PRNG key for random number generation
fun: Function to be bounded.
lb_fun: Lower bound function
ub_fun: Upper bound function
lbs: List of lower bounds on the inputs
ubs: List of upper bounds on the inputs
nb_samples: How many random samples to draw for testing.
"""
assert len(lbs) == len(ubs)
keys = jax.random.split(key, len(lbs))
# Build the uniform samples.
inps = []
for inp_idx, bounds in enumerate(zip(lbs, ubs)):
inps.append(test_utils.sample_bounded_points(
keys[inp_idx], bounds, nb_samples))
vmap_fun = jax.vmap(fun)
vmap_lbfun = jax.vmap(lb_fun)
vmap_ubfun = jax.vmap(ub_fun)
samples_eval = vmap_fun(*inps)
lb_eval = vmap_lbfun(*inps)
ub_eval = vmap_ubfun(*inps)
self.assertGreaterEqual(
(samples_eval - lb_eval).min(), -TOL,
msg='Lower Bound is invalid')
self.assertGreaterEqual(
(ub_eval - samples_eval).min(), -TOL,
msg='Upper Bound is invalid')
