def test_affine_with_density_exact_solution(self):
tf.set_random_seed(1234)
t_grid = np.linspace(0, 1.0, 50)
W = tf.to_float(np.random.randn(8, 8))
x0 = tf.random_normal(shape=[3, 8])
logdet0 = tf.zeros(shape=[3, 1])
h0 = tf.concat([x0, logdet0], axis=1)
class Affine(tf.keras.Model):
def call(self, inputs, **kwargs):
t, x = inputs
x = x[:, :8]
y = tf.matmul(x, W)
trace_dens = - tf.reshape(tf.trace(W), [1, 1])
trace_dens = tf.tile(trace_dens, [3, 1])
return tf.concat([y, trace_dens], axis=1)
model = Affine()
ode = NeuralODE(model, t=t_grid)
h1 = ode.forward(h0)
x1, logdet = h1[:, :8], h1[:, 8]
W_exact = tf.linalg.expm(W)
x1_exact = tf.matmul(x0[:, :8], W_exact)
self.assertAllClose(x1, x1_exact, atol=1e-5)
logdet_exact = - tf.log(tf.linalg.det(W_exact))
self.assertAllClose([logdet_exact] * 3, logdet)
def test_net_with_inner_gradient(self):
tf.set_random_seed(1234)
t_vec = np.linspace(0, 1.0, 20)
model = NNGradientModule()
ode = NeuralODE(model, t=t_vec, solver=neural_ode.rk4_step)
xy0 = tf.random_normal(shape=[12, 2 * 3])
xyN = ode.forward(xy0)
with tf.GradientTape() as g:
g.watch(xyN)
loss = xyN ** 2
dLoss = g.gradient(loss, xyN)
xy0_rec, dLdxy0, dLdW = ode.backward(xyN, dLoss)
self.assertAllClose(xy0_rec, xy0)
with tf.GradientTape() as g:
g.watch(xy0)
xyN = ode.forward(xy0)
loss = xyN ** 2
dLdxy0_exact, *dLdW_exact = g.gradient(loss, [xy0, *model.weights])
self.assertAllClose(dLdxy0_exact, dLdxy0)
self.assertAllClose(dLdW_exact, dLdW)
def test_backward_none(self):
tf.set_random_seed(1234)
t_grid = np.linspace(0, 1.0, 15)
x0 = tf.random_normal(shape=[7, 3])
ode = NeuralODE(NNModuleTimeDependent(), t=t_grid)
x0_rec, *_ = ode.backward(ode.forward(x0))
self.assertAllClose(x0_rec, x0)
def test_multiple_inputs(self):
t_max = 1
t_grid = np.linspace(0, t_max, 100)
ode = NeuralODE(DoubleSineDumpingModel(), t=t_grid)
xy0 = tf.to_float([0.0, 0.0])
xyN_euler = ode.forward(xy0)
ode = NeuralODE(DoubleSineDumpingModel(), t=t_grid,
solver=neural_ode.rk2_step)
xyN_rk2 = ode.forward(xy0)
ode = NeuralODE(DoubleSineDumpingModel(), t=t_grid,
solver=neural_ode.rk4_step)
xyN_rk4 = ode.forward(xy0)
xN_exact = np.log(2 - np.cos(t_max))
yN_exact = np.log((np.sin(t_max) + 2) / 2)
xyN_exact = tf.to_float([xN_exact, yN_exact])
self.assertAllClose(xyN_euler, xyN_exact, atol=1e-2)
self.assertAllClose(xyN_rk2, xyN_exact, atol=1e-5)
self.assertAllClose(xyN_rk4, xyN_exact, atol=1e-6)
def test_affine_exact_solution(self):
tf.set_random_seed(1234)
t_grid = np.linspace(0, 1.0, 40)
W = tf.to_float(np.random.randn(8, 8))
x0 = tf.random_normal(shape=[3, 8])
class Affine(tf.keras.Model):
def call(self, inputs, **kwargs):
t, x = inputs
y = tf.matmul(x, W)
return y
model = Affine()
ode = NeuralODE(model, t=t_grid)
x1 = ode.forward(x0)
x1_exact = tf.matmul(x0, tf.linalg.expm(W))
self.assertAllClose(x1, x1_exact, atol=1e-5)
def test_determinant_estimation(self):
"""Similar to previous one"""
tf.set_random_seed(1234)
t_grid = np.linspace(0, 1.0, 5)
W = tf.to_float(np.random.randn(8, 8))
logdet0 = tf.zeros(shape=[1])
class DeterminantEstimation(tf.keras.Model):
def call(self, inputs, **kwargs):
trace_dens = - tf.trace(W)
return trace_dens
ode = NeuralODE(DeterminantEstimation(), t=t_grid)
logdet = ode.forward(logdet0)
W_exact = tf.linalg.expm(W)
logdet_exact = - tf.log(tf.linalg.det(W_exact))
self.assertAllClose([logdet_exact], logdet)
def test_nn_forward_backward(self):
tf.set_random_seed(1234)
t_vec = np.linspace(0, 1.0, 20)
model = NNModule()
ode = NeuralODE(model, t=t_vec, solver=neural_ode.rk4_step)
x0 = tf.random_normal(shape=[12, 3])
xN = ode.forward(x0)
dLoss = 2 * xN # explicit gradient od x**2
x0_rec, dLdx0, dLdW = ode.backward(xN, dLoss)
self.assertAllClose(x0_rec.numpy(), x0.numpy())
with tf.GradientTape() as g:
g.watch(x0)
xN = ode.forward(x0)
loss = xN ** 2
dLdx0_exact, *dLdW_exact = g.gradient(loss, [x0, *model.weights])
self.assertAllClose(dLdx0_exact, dLdx0)
self.assertAllClose(dLdW_exact, dLdW)
def test_backprop(self):
t_max = 1
t_grid = np.linspace(0, t_max, 40)
ode = NeuralODE(SineDumpingModel(), t=t_grid,
solver=neural_ode.rk4_step)
x0 = tf.to_float([0])
xN = ode.forward(x0)
with tf.GradientTape() as g:
g.watch(xN)
loss = xN ** 2
dLoss = g.gradient(loss, xN)
x0_rec, dLdx0, dLdW = ode.backward(xN, dLoss)
self.assertAllClose(x0_rec.numpy(), x0)
self.assertEqual(dLdW, [])
with tf.GradientTape() as g:
g.watch(x0)
xN = ode.forward(x0)
loss = xN ** 2
dLdx0_exact = g.gradient(loss, x0)
self.assertAllClose(dLdx0_exact, dLdx0)
def test_function_integration(self):
t_max = 1
ode = NeuralODE(SineDumpingModel(), t=np.linspace(0, t_max, 1000))
x0 = tf.to_float([0])
xN_euler = ode.forward(x0)
ode = NeuralODE(
SineDumpingModel(), t=np.linspace(0, t_max, 100),
solver=neural_ode.rk2_step
)
xN_rk2 = ode.forward(x0)
ode = NeuralODE(
SineDumpingModel(), t=np.linspace(0, t_max, 50),
solver=neural_ode.rk4_step
)
xN_rk4 = ode.forward(x0)
xN_exact = [np.log(2 - np.cos(t_max))]
self.assertAllClose(xN_euler.numpy(), xN_exact, atol=1e-4)
self.assertAllClose(xN_rk2.numpy(), xN_exact, atol=1e-4)
self.assertAllClose(xN_rk4.numpy(), xN_exact, atol=1e-4)
r2 = 2 * v1 - v2 - v6
r3 = v2 - v3
r4 = v3 - v4 - J
r5 = v2 - v4 - v6
r6 = -2 * v1 + 2 * v3 - v5
r7 = phi * J - v7
h_out = tf.concat([
r1 / sigma_normal1, r2 / sigma_normal2, r3 / sigma_normal3,
r4 / sigma_normal4, r5 / sigma_normal5, r6 / sigma_normal6,
r7 / sigma_normal7
], 1)
return h_out
model = ODEModel()
neural_ode = NeuralODE(model, t=t_in)
def compute_gradients_and_update(batch_y0, batch_yN):
"""Takes start positions (x0, y0) and final positions (xN, yN)"""
pred_y = neural_ode.forward(batch_y0)
with tf.GradientTape() as g:
g.watch(pred_y)
loss = tf.reduce_sum((pred_y - batch_yN)**2)
dLoss = g.gradient(loss, pred_y)
h_start, dfdh0, dWeights = neural_ode.backward(pred_y, dLoss)
return loss, dWeights
# Compile EAGER graph to static (this will be much faster)
compute_gradients_and_update = tfe.defun(compute_gradients_and_update)
def call(self, inputs, **kwargs):
t, y = inputs
h = y #**3 # batch_size x 2
x1 = h[:, 0:1]
x2 = h[:, 1:2]
temp = x1**0
for m in range(1, Order):
for n in range(m + 1):
temp = tf.concat([temp, x1**n * x2**(m - n)], 1)
h_out = tf.matmul(temp, self.Weights)
return h_out
model_pre = ODEModel_pre()
neural_ode_pre = NeuralODE(model_pre, t_in)
optimizer = tf.train.AdamOptimizer(3e-2)
def compute_gradients_and_update_pre(batch_y0, batch_yN):
"""Takes start positions (x0, y0) and final positions (xN, yN)"""
pred_y = neural_ode_pre.forward(batch_y0)
with tf.GradientTape() as g_pre:
g_pre.watch(pred_y)
loss = tf.reduce_mean((pred_y - batch_yN)**2) + tf.reduce_sum(
tf.abs(model_pre.Weights))
dLoss = g_pre.gradient(loss, pred_y)
h_start, dfdh0, dWeights = neural_ode_pre.backward(pred_y, dLoss)
optimizer.apply_gradients(zip(dWeights, model_pre.weights))
return loss, dWeights
def test_grad_no_grad(self):
class CosGradModel(tf.keras.Model):
def call(self, inputs, **kwargs):
t, x = inputs
with tf.GradientTape() as g:
g.watch(x)
y = tf.sin(t * x)
dy = g.gradient(y, x)
return dy
class CosModel(tf.keras.Model):
def call(self, inputs, **kwargs):
t, x = inputs
y = t * tf.cos(t * x)
return y
t_vec = np.linspace(0, 1.0, 40)
ode = NeuralODE(CosModel(), t=t_vec, solver=neural_ode.rk4_step)
x0 = tf.to_float([1.0])
cos_xN = ode.forward(x0)
x0_rec, dLdx0, _ = ode.backward(cos_xN, cos_xN)
ode = NeuralODE(CosGradModel(), t=t_vec, solver=neural_ode.rk4_step)
cos_grad_xN = ode.forward(x0)
x0_grad_rec, dLdx0_grad, _ = ode.backward(cos_grad_xN, cos_grad_xN)
self.assertAllClose(cos_grad_xN, cos_xN)
self.assertAllClose(x0_grad_rec, x0_rec)
self.assertAllClose(x0, x0_rec)
self.assertAllClose(dLdx0, dLdx0_grad)
ode = NeuralODE(CosModel(), t=t_vec, solver=neural_ode.rk4_step)
with tf.GradientTape() as g:
g.watch(x0)
cos_xN = ode.forward(x0)
loss = 0.5 * cos_xN ** 2
dLdx0_exact = g.gradient(loss, [x0])
self.assertAllClose(dLdx0_exact, dLdx0_grad)
# build static graph
ode = NeuralODE(CosGradModel(), t=t_vec, solver=neural_ode.rk4_step)
ode = neural_ode.defun_neural_ode(ode)
cos_grad_xN = ode.forward(x0)
x0_grad_rec, dLdx0_grad, _ = ode.backward(cos_grad_xN, cos_grad_xN)
self.assertAllClose(dLdx0_grad, dLdx0_exact)
self.assertAllClose(x0_grad_rec, x0)
p26 = self.Weights[8]
w_NN = self.Weights[num_param:, :]
NN_out = self.forward_pass(sigma_normal1 * h1, layers, w_NN)
h_out1 = p11 + sigma_normal1 * p12 *h1 + sigma_normal2 * p13 *h2 + sigma_normal1**2 * p14*h1**2\
+ sigma_normal1 * sigma_normal2 * p15*h1*h2 + sigma_normal2**2 * p16*h2**2
h_out2 = sigma_normal2 * p23 *h2 \
+ sigma_normal1 * sigma_normal2 * p25*h1*h2 + sigma_normal2**2 * p26*h2**2 + NN_out
h_out = tf.concat([h_out1 / sigma_normal1, h_out2 / sigma_normal2],
1)
return h_out
model_pre = ODEModel_pre()
neural_ode_pre = NeuralODE(model_pre, t_in)
optimizer = tf.train.AdamOptimizer(1e-1)
def compute_gradients_and_update_pre(batch_y0, batch_yN):
"""Takes start positions (x0, y0) and final positions (xN, yN)"""
pred_y = neural_ode_pre.forward(batch_y0)
with tf.GradientTape() as g_pre:
g_pre.watch(pred_y)
loss = tf.reduce_mean((pred_y - batch_yN)**2) + tf.reduce_sum(
tf.abs(model_pre.trainable_weights[0]))
dLoss = g_pre.gradient(loss, pred_y)
h_start, dfdh0, dWeights = neural_ode_pre.backward(pred_y, dLoss)
optimizer.apply_gradients(zip(dWeights, model_pre.weights))
return loss, dWeights
