class GaussianWithUnknownMeanTestCase(unittest.TestCase):
def setUp(self):
server_address = 'ipc://@RemoteModelGaussianWithUnknownMean_' + str(uuid.uuid4())
docker_client = docker.from_env()
self._docker_container = docker_client.containers.run('pyprob/pyprob_cpp', '/home/pyprob_cpp/build/pyprob_cpp/test_gum {}'.format(server_address), network='host', detach=True)
self._model = RemoteModel(server_address)
def tearDown(self):
self._model.close()
self._docker_container.kill()
def test_inference_remote_gum_posterior_importance_sampling(self):
samples = importance_sampling_samples
true_posterior = Normal(7.25, math.sqrt(1/1.2))
posterior_mean_correct = float(true_posterior.mean)
posterior_stddev_correct = float(true_posterior.stddev)
prior_mean_correct = 1.
prior_stddev_correct = math.sqrt(5)
posterior_effective_sample_size_min = samples * 0.005
start = time.time()
posterior = self._model.posterior_results(samples, inference_engine=InferenceEngine.IMPORTANCE_SAMPLING, observe={'obs0': 8, 'obs1': 9})
add_importance_sampling_duration(time.time() - start)
posterior_mean = float(posterior.mean)
posterior_mean_unweighted = float(posterior.unweighted().mean)
posterior_stddev = float(posterior.stddev)
posterior_stddev_unweighted = float(posterior.unweighted().stddev)
posterior_effective_sample_size = float(posterior.effective_sample_size)
kl_divergence = float(pyprob.distributions.Distribution.kl_divergence(true_posterior, Normal(posterior.mean, posterior.stddev)))
util.eval_print('samples', 'prior_mean_correct', 'posterior_mean_unweighted', 'posterior_mean', 'posterior_mean_correct', 'prior_stddev_correct', 'posterior_stddev_unweighted', 'posterior_stddev', 'posterior_stddev_correct', 'posterior_effective_sample_size', 'posterior_effective_sample_size_min', 'kl_divergence')
add_importance_sampling_kl_divergence(kl_divergence)
self.assertAlmostEqual(posterior_mean_unweighted, prior_mean_correct, places=0)
self.assertAlmostEqual(posterior_stddev_unweighted, prior_stddev_correct, places=0)
self.assertAlmostEqual(posterior_mean, posterior_mean_correct, places=0)
self.assertAlmostEqual(posterior_stddev, posterior_stddev_correct, places=0)
self.assertGreater(posterior_effective_sample_size, posterior_effective_sample_size_min)
self.assertLess(kl_divergence, 0.25)
# def test_inference_remote_gum_posterior_importance_sampling_with_inference_network(self):
# samples = importance_sampling_samples
# true_posterior = Normal(7.25, math.sqrt(1/1.2))
# posterior_mean_correct = float(true_posterior.mean)
# posterior_stddev_correct = float(true_posterior.stddev)
# posterior_effective_sample_size_min = samples * 0.01
#
# self._model.reset_inference_network()
# self._model.learn_inference_network(num_traces=importance_sampling_with_inference_network_training_traces, observe_embeddings={'obs0': {'dim': 256, 'depth': 1}, 'obs1': {'dim': 256, 'depth': 1}})
#
# start = time.time()
# posterior = self._model.posterior_results(samples, inference_engine=InferenceEngine.IMPORTANCE_SAMPLING_WITH_INFERENCE_NETWORK, observe={'obs0': 8, 'obs1': 9})
# add_importance_sampling_with_inference_network_duration(time.time() - start)
#
# posterior_mean = float(posterior.mean)
# posterior_mean_unweighted = float(posterior.unweighted().mean)
# posterior_stddev = float(posterior.stddev)
# posterior_stddev_unweighted = float(posterior.unweighted().stddev)
# posterior_effective_sample_size = float(posterior.effective_sample_size)
# kl_divergence = float(pyprob.distributions.Distribution.kl_divergence(true_posterior, Normal(posterior.mean, posterior.stddev)))
#
# util.eval_print('samples', 'posterior_mean_unweighted', 'posterior_mean', 'posterior_mean_correct', 'posterior_stddev_unweighted', 'posterior_stddev', 'posterior_stddev_correct', 'posterior_effective_sample_size', 'posterior_effective_sample_size_min', 'kl_divergence')
# add_importance_sampling_with_inference_network_kl_divergence(kl_divergence)
#
# self.assertAlmostEqual(posterior_mean, posterior_mean_correct, places=0)
# self.assertAlmostEqual(posterior_stddev, posterior_stddev_correct, places=0)
# self.assertGreater(posterior_effective_sample_size, posterior_effective_sample_size_min)
# self.assertLess(kl_divergence, 0.25)
def test_inference_remote_gum_posterior_lightweight_metropolis_hastings(self):
samples = lightweight_metropolis_hastings_samples
burn_in = lightweight_metropolis_hastings_burn_in
true_posterior = Normal(7.25, math.sqrt(1/1.2))
posterior_mean_correct = float(true_posterior.mean)
posterior_stddev_correct = float(true_posterior.stddev)
start = time.time()
posterior = self._model.posterior_results(samples, inference_engine=InferenceEngine.LIGHTWEIGHT_METROPOLIS_HASTINGS, observe={'obs0': 8, 'obs1': 9})[burn_in:]
add_lightweight_metropolis_hastings_duration(time.time() - start)
posterior_mean = float(posterior.mean)
posterior_stddev = float(posterior.stddev)
kl_divergence = float(pyprob.distributions.Distribution.kl_divergence(true_posterior, Normal(posterior.mean, posterior.stddev)))
util.eval_print('samples', 'burn_in', 'posterior_mean', 'posterior_mean_correct', 'posterior_stddev', 'posterior_stddev_correct', 'kl_divergence')
add_lightweight_metropolis_hastings_kl_divergence(kl_divergence)
self.assertAlmostEqual(posterior_mean, posterior_mean_correct, places=0)
self.assertAlmostEqual(posterior_stddev, posterior_stddev_correct, places=0)
self.assertLess(kl_divergence, 0.25)
def test_inference_remote_gum_posterior_random_walk_metropolis_hastings(self):
samples = random_walk_metropolis_hastings_samples
burn_in = random_walk_metropolis_hastings_burn_in
true_posterior = Normal(7.25, math.sqrt(1/1.2))
posterior_mean_correct = float(true_posterior.mean)
posterior_stddev_correct = float(true_posterior.stddev)
start = time.time()
posterior = self._model.posterior_results(samples, inference_engine=InferenceEngine.RANDOM_WALK_METROPOLIS_HASTINGS, observe={'obs0': 8, 'obs1': 9})[burn_in:]
add_random_walk_metropolis_hastings_duration(time.time() - start)
posterior_mean = float(posterior.mean)
posterior_stddev = float(posterior.stddev)
kl_divergence = float(pyprob.distributions.Distribution.kl_divergence(true_posterior, Normal(posterior.mean, posterior.stddev)))
util.eval_print('samples', 'burn_in', 'posterior_mean', 'posterior_mean_correct', 'posterior_stddev', 'posterior_stddev_correct', 'kl_divergence')
add_random_walk_metropolis_hastings_kl_divergence(kl_divergence)
self.assertAlmostEqual(posterior_mean, posterior_mean_correct, places=0)
self.assertAlmostEqual(posterior_stddev, posterior_stddev_correct, places=0)
self.assertLess(kl_divergence, 0.25)
class HiddenMarkovModelTestCase(unittest.TestCase):
def __init__(self, *args, **kwargs):
self._observation = [0.9, 0.8, 0.7, 0.0, -0.025, -5.0, -2.0, -0.1, 0.0, 0.13, 0.45, 6, 0.2, 0.3, -1, -1]
self._posterior_mean_correct = util.to_tensor([[0.3775, 0.3092, 0.3133],
[0.0416, 0.4045, 0.5539],
[0.0541, 0.2552, 0.6907],
[0.0455, 0.2301, 0.7244],
[0.1062, 0.1217, 0.7721],
[0.0714, 0.1732, 0.7554],
[0.9300, 0.0001, 0.0699],
[0.4577, 0.0452, 0.4971],
[0.0926, 0.2169, 0.6905],
[0.1014, 0.1359, 0.7626],
[0.0985, 0.1575, 0.7440],
[0.1781, 0.2198, 0.6022],
[0.0000, 0.9848, 0.0152],
[0.1130, 0.1674, 0.7195],
[0.0557, 0.1848, 0.7595],
[0.2017, 0.0472, 0.7511],
[0.2545, 0.0611, 0.6844]])
super().__init__(*args, **kwargs)
def setUp(self):
server_address = 'ipc://@RemoteModelHiddenMarkovModel_' + str(uuid.uuid4())
docker_client = docker.from_env()
self._docker_container = docker_client.containers.run('pyprob/pyprob_cpp', '/home/pyprob_cpp/build/pyprob_cpp/test_hmm {}'.format(server_address), network='host', detach=True)
self._model = RemoteModel(server_address)
def tearDown(self):
self._model.close()
self._docker_container.kill()
def test_inference_remote_hmm_posterior_importance_sampling(self):
samples = importance_sampling_samples
observation = {'obs{}'.format(i): self._observation[i] for i in range(len(self._observation))}
posterior_mean_correct = self._posterior_mean_correct
posterior_effective_sample_size_min = samples * 0.0015
start = time.time()
posterior = self._model.posterior_results(samples, observe=observation)
add_importance_sampling_duration(time.time() - start)
posterior_mean_unweighted = posterior.unweighted().mean
posterior_mean = posterior.mean
posterior_effective_sample_size = float(posterior.effective_sample_size)
print(posterior[0])
l2_distance = float(F.pairwise_distance(posterior_mean, posterior_mean_correct).sum())
kl_divergence = float(sum([pyprob.distributions.Distribution.kl_divergence(Categorical(i + util._epsilon), Categorical(j + util._epsilon)) for (i, j) in zip(posterior_mean, posterior_mean_correct)]))
util.eval_print('samples', 'posterior_mean_unweighted', 'posterior_mean', 'posterior_mean_correct', 'posterior_effective_sample_size', 'posterior_effective_sample_size_min', 'l2_distance', 'kl_divergence')
add_importance_sampling_kl_divergence(kl_divergence)
self.assertGreater(posterior_effective_sample_size, posterior_effective_sample_size_min)
self.assertLess(l2_distance, 3)
self.assertLess(kl_divergence, 1)
def test_inference_remote_hmm_posterior_importance_sampling_with_inference_network(self):
samples = importance_sampling_with_inference_network_samples
observation = {'obs{}'.format(i): self._observation[i] for i in range(len(self._observation))}
posterior_mean_correct = self._posterior_mean_correct
posterior_effective_sample_size_min = samples * 0.03
self._model.reset_inference_network()
self._model.learn_inference_network(num_traces=importance_sampling_with_inference_network_training_traces, observe_embeddings={'obs{}'.format(i): {'depth': 2, 'dim': 16} for i in range(len(observation))})
start = time.time()
posterior = self._model.posterior_results(samples, inference_engine=InferenceEngine.IMPORTANCE_SAMPLING_WITH_INFERENCE_NETWORK, observe=observation)
add_importance_sampling_with_inference_network_duration(time.time() - start)
posterior_mean_unweighted = posterior.unweighted().mean
posterior_mean = posterior.mean
posterior_effective_sample_size = float(posterior.effective_sample_size)
l2_distance = float(F.pairwise_distance(posterior_mean, posterior_mean_correct).sum())
kl_divergence = float(sum([pyprob.distributions.Distribution.kl_divergence(Categorical(i + util._epsilon), Categorical(j + util._epsilon)) for (i, j) in zip(posterior_mean, posterior_mean_correct)]))
util.eval_print('samples', 'posterior_mean_unweighted', 'posterior_mean', 'posterior_mean_correct', 'posterior_effective_sample_size', 'posterior_effective_sample_size_min', 'l2_distance', 'kl_divergence')
add_importance_sampling_with_inference_network_kl_divergence(kl_divergence)
self.assertGreater(posterior_effective_sample_size, posterior_effective_sample_size_min)
self.assertLess(l2_distance, 3)
self.assertLess(kl_divergence, 1)
def test_inference_remote_hmm_posterior_lightweight_metropolis_hastings(self):
samples = lightweight_metropolis_hastings_samples
burn_in = lightweight_metropolis_hastings_burn_in
observation = {'obs{}'.format(i): self._observation[i] for i in range(len(self._observation))}
posterior_mean_correct = self._posterior_mean_correct
start = time.time()
posterior = self._model.posterior_results(samples, inference_engine=InferenceEngine.LIGHTWEIGHT_METROPOLIS_HASTINGS, observe=observation)[burn_in:]
add_lightweight_metropolis_hastings_duration(time.time() - start)
posterior_mean = posterior.mean
l2_distance = float(F.pairwise_distance(posterior_mean, posterior_mean_correct).sum())
kl_divergence = float(sum([pyprob.distributions.Distribution.kl_divergence(Categorical(i + util._epsilon), Categorical(j + util._epsilon)) for (i, j) in zip(posterior_mean, posterior_mean_correct)]))
util.eval_print('samples', 'burn_in', 'posterior_mean', 'posterior_mean_correct', 'l2_distance', 'kl_divergence')
add_lightweight_metropolis_hastings_kl_divergence(kl_divergence)
self.assertLess(l2_distance, 3)
self.assertLess(kl_divergence, 1)
def test_inference_remote_hmm_posterior_random_walk_metropolis_hastings(self):
samples = lightweight_metropolis_hastings_samples
burn_in = lightweight_metropolis_hastings_burn_in
observation = {'obs{}'.format(i): self._observation[i] for i in range(len(self._observation))}
posterior_mean_correct = self._posterior_mean_correct
start = time.time()
posterior = self._model.posterior_results(samples, inference_engine=InferenceEngine.RANDOM_WALK_METROPOLIS_HASTINGS, observe=observation)[burn_in:]
add_random_walk_metropolis_hastings_duration(time.time() - start)
posterior_mean = posterior.mean
l2_distance = float(F.pairwise_distance(posterior_mean, posterior_mean_correct).sum())
kl_divergence = float(sum([pyprob.distributions.Distribution.kl_divergence(Categorical(i + util._epsilon), Categorical(j + util._epsilon)) for (i, j) in zip(posterior_mean, posterior_mean_correct)]))
util.eval_print('samples', 'burn_in', 'posterior_mean', 'posterior_mean_correct', 'l2_distance', 'kl_divergence')
add_random_walk_metropolis_hastings_kl_divergence(kl_divergence)
self.assertLess(l2_distance, 3)
self.assertLess(kl_divergence, 1)
class BranchingTestCase(unittest.TestCase):
def setUp(self):
server_address = 'ipc://@RemoteModelBranching_' + str(uuid.uuid4())
docker_client = docker.from_env()
self._docker_container = docker_client.containers.run('pyprob/pyprob_cpp', '/home/pyprob_cpp/build/pyprob_cpp/test_branching {}'.format(server_address), network='host', detach=True)
self._model = RemoteModel(server_address)
def tearDown(self):
self._model.close()
self._docker_container.kill()
@functools.lru_cache(maxsize=None) # 128 by default
def fibonacci(self, n):
if n < 2:
return 1
a = 1
fib = 1
for i in range(n-2):
a, fib = fib, a + fib
return fib
def true_posterior(self, observe=6):
count_prior = Poisson(4)
vals = []
log_weights = []
for r in range(40):
for s in range(40):
if 4 < float(r):
l = 6
else:
f = self.fibonacci(3 * r)
l = 1 + f + count_prior.sample()
vals.append(r)
log_weights.append(Poisson(l).log_prob(observe) + count_prior.log_prob(r) + count_prior.log_prob(s))
return Empirical(vals, log_weights)
def test_inference_remote_branching_importance_sampling(self):
samples = importance_sampling_samples
posterior_correct = util.empirical_to_categorical(self.true_posterior(), max_val=40)
start = time.time()
posterior = util.empirical_to_categorical(self._model.posterior_results(samples, observe={'obs': 6}), max_val=40)
add_importance_sampling_duration(time.time() - start)
posterior_probs = util.to_numpy(posterior._probs)
posterior_probs_correct = util.to_numpy(posterior_correct._probs)
kl_divergence = float(pyprob.distributions.Distribution.kl_divergence(posterior, posterior_correct))
util.eval_print('samples', 'posterior_probs', 'posterior_probs_correct', 'kl_divergence')
add_importance_sampling_kl_divergence(kl_divergence)
self.assertLess(kl_divergence, 0.75)
#
# def test_inference_remote_branching_importance_sampling_with_inference_network(self):
# samples = importance_sampling_samples
# posterior_correct = util.empirical_to_categorical(self._model.true_posterior(), max_val=40)
#
# self._model.reset_inference_network()
# self._model.learn_inference_network(num_traces=2000, observe_embeddings={'obs': {'depth': 2, 'dim': 32}})
#
# start = time.time()
# posterior = util.empirical_to_categorical(self._model.posterior_results(samples, inference_engine=InferenceEngine.IMPORTANCE_SAMPLING_WITH_INFERENCE_NETWORK, observe={'obs': 6}), max_val=40)
# add_importance_sampling_with_inference_network_duration(time.time() - start)
#
# posterior_probs = util.to_numpy(posterior._probs)
# posterior_probs_correct = util.to_numpy(posterior_correct._probs)
# kl_divergence = float(pyprob.distributions.Distribution.kl_divergence(posterior, posterior_correct))
#
# util.eval_print('samples', 'posterior_probs', 'posterior_probs_correct', 'kl_divergence')
# add_importance_sampling_with_inference_network_kl_divergence(kl_divergence)
#
# self.assertLess(kl_divergence, 0.75)
def test_inference_remote_branching_lightweight_metropolis_hastings(self):
samples = importance_sampling_samples
posterior_correct = util.empirical_to_categorical(self.true_posterior(), max_val=40)
start = time.time()
posterior = util.empirical_to_categorical(self._model.posterior_results(samples, inference_engine=InferenceEngine.LIGHTWEIGHT_METROPOLIS_HASTINGS, observe={'obs': 6}), max_val=40)
add_lightweight_metropolis_hastings_duration(time.time() - start)
posterior_probs = util.to_numpy(posterior._probs)
posterior_probs_correct = util.to_numpy(posterior_correct._probs)
kl_divergence = float(pyprob.distributions.Distribution.kl_divergence(posterior, posterior_correct))
util.eval_print('samples', 'posterior_probs', 'posterior_probs_correct', 'kl_divergence')
add_lightweight_metropolis_hastings_kl_divergence(kl_divergence)
self.assertLess(kl_divergence, 0.75)
def test_inference_remote_branching_random_walk_metropolis_hastings(self):
samples = importance_sampling_samples
posterior_correct = util.empirical_to_categorical(self.true_posterior(), max_val=40)
start = time.time()
posterior = util.empirical_to_categorical(self._model.posterior_results(samples, inference_engine=InferenceEngine.RANDOM_WALK_METROPOLIS_HASTINGS, observe={'obs': 6}), max_val=40)
add_random_walk_metropolis_hastings_duration(time.time() - start)
posterior_probs = util.to_numpy(posterior._probs)
posterior_probs_correct = util.to_numpy(posterior_correct._probs)
kl_divergence = float(pyprob.distributions.Distribution.kl_divergence(posterior, posterior_correct))
util.eval_print('samples', 'posterior_probs', 'posterior_probs_correct', 'kl_divergence')
add_random_walk_metropolis_hastings_kl_divergence(kl_divergence)
self.assertLess(kl_divergence, 0.75)
import pyprob
import subprocess, os, signal
from pyprob import RemoteModel
import numpy as np
import torch
model_address = 'ipc://@gum' # A shared address for inter-process communication between the simulator and pyprob.
model_executable = './simulator' # Path to the simulator's executable file.
if __name__ == '__main__':
obs = 2 # observed value from the model
try:
model_process = subprocess.Popen('{} {} > /dev/null &'.format(
model_executable, model_address),
shell=True,
preexec_fn=os.setsid)
model = RemoteModel(model_address)
samples = model.posterior_results(
num_traces=5000,
inference_engine=pyprob.InferenceEngine.IMPORTANCE_SAMPLING,
observe={'obs': obs})
var_gt = 5 * 2 / (5 + 2)
mu_posterior = var_gt * (1 / 5 + obs / 2)
print(f'Mean = {samples.mean} (GT: {mu_posterior})')
print(f'Standard deviation = {samples.stddev} (GT: {np.sqrt(var_gt)})')
finally:
if model_process is not None:
print('Done, killing model process: {}'.format(model_process.pid))
os.killpg(os.getpgid(model_process.pid), signal.SIGTERM)
