def fit(self,
sess,
inputs,
outputs,
var_list=None,
spo_config=None,
feed_dict=None,
**kwargs):
'''
Fit a given model state via MAP estimation.
'''
assert inputs.ndim == outputs.ndim == 2, 'Tensor rank should be 2'
if (feed_dict is None): feed_dict = dict()
# Which <tf.Variable> should we optimize?
if (var_list is None):
filter_fn = lambda v: isinstance(v, tf.Variable)
var_list = filter(filter_fn, self.state.values())
var_list = tuple(var_list)
# Build/retrieve negative log likelihood
input_dim, output_dim = inputs.shape[-1], outputs.shape[-1]
inputs_ref = self.get_or_create_ref('inputs/old', [None, input_dim])
outputs_ref = self.get_or_create_ref('outputs/old', [None, output_dim])
nll = self.get_or_create_node\
(
group='log_likelihood',
fn=self.log_likelihood,
args=(inputs_ref, outputs_ref),
kwargs={**kwargs, 'state_id':self.active_state, 'as_negative':True},
)
# Get (updated) copy of configuration for Scipy Optimize
spo_config = self.update_dict(self.spo_config,
spo_config,
as_copy=True)
# For active parameters, replace <string> keys with <tf.Variable>
var_to_bounds = dict()
for key, bounds in spo_config.get('var_to_bounds', {}).items():
for var in var_list:
if key in var.name: #[!] too permissive, improve me...
var_to_bounds[var] = bounds
break
spo_config['var_to_bounds'] = var_to_bounds
# Initialize/run optimizer
feed_dict = {**feed_dict, inputs_ref: inputs, outputs_ref: outputs}
optimizer = ScipyOptimizerInterface(nll, var_list, **spo_config)
optimizer.minimize(sess, feed_dict)
return var_list
class ScipyADAMOptimizerInterface(ADAMOptimizerInterface):
def __init__(self,
loss,
var_list=None,
lr=1e-3,
clip_val=10.0,
iteration=500,
**optimizer_kwargs):
super(ScipyADAMOptimizerInterface,
self).__init__(loss, var_list, lr, clip_val, iteration,
**optimizer_kwargs)
self.scipy_optimizer = ScipyOptimizerInterface(loss, var_list)
def minimize(self, sess, feed_dict):
super(ScipyADAMOptimizerInterface, self).minimize(sess, feed_dict)
self.scipy_optimizer.minimize(sess, feed_dict)
def _optimize_zinb(mu, dropout, theta=None):
pred, a, b, t = _tf_zinb_zero(mu, theta)
#loss = tf.reduce_mean(tf.abs(tf_logit(pred) - tf_logit(dropout)))
loss = tf.losses.log_loss(labels=dropout.astype('float32'),
predictions=pred)
optimizer = ScipyOptimizerInterface(loss, options={'maxiter': 100})
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
optimizer.minimize(sess)
ret_a = sess.run(a)
ret_b = sess.run(b)
if theta is None:
ret_t = sess.run(t)
else:
ret_t = t
return ret_a, ret_b, ret_t
def fit(self, sess, data, feed_dict, maxiter):
pred = self.get_pred(data)
loss, pred_normed, labels_normed = self.get_loss(pred, data['labels'])
optimizer = ScipyOptimizerInterface(loss, options={'maxiter': maxiter})
self.losses = []
def append_loss(loss):
self.losses.append(loss)
optimizer.minimize(sess,
feed_dict=feed_dict,
loss_callback=append_loss,
fetches=[loss])
for name, var in self.vars.items():
self.vars_evals[name] = sess.run(var)
self.eval_pred, self.eval_pred_normed, self.eval_label, self.eval_label_normed = sess.run(
[pred, pred_normed, data['labels'], labels_normed],
feed_dict=feed_dict)
self.r2 = stats.linregress(self.eval_pred_normed.flatten(),
self.eval_label_normed.flatten())[2]**2
self.final_loss = sess.run(loss, feed_dict=feed_dict)
def match(query_full,
d_query,
query_2d_full,
scene,
intr,
gap,
tr_ground,
scale,
thresh_log_conf=7.5,
w_3d=0.01,
fps=3,
step_samples=100):
with_y = False # optimize for y as well
np.set_printoptions(suppress=True, linewidth=220)
pjoin = os.path.join
len_gap = gap[1] - gap[0] + 1
query, q_v = get_partial_scenelet(query_full,
start=gap[0],
end=gap[1] + 1,
fps=1)
q_v_sum = np.sum(q_v)
q_v_sum_inv = np.float32(1. / q_v_sum)
# lg.debug("q_v_sum: %s/%s" % (q_v_sum, q_v.size))
# scene_min_y = scene.skeleton.get_min_y(tr_ground)
# lg.debug("scene_min_y: %s" % repr(scene_min_y))
mid_frames = range(len_gap * fps,
scene.skeleton.poses.shape[0] - len_gap * fps,
step_samples)
if not len(mid_frames):
return []
scenelets, sc_v = (np.array(e) for e in zip(*[
get_partial_scenelet(
scene, mid_frame_id=mid_frame_id, n_frames=len_gap, fps=fps)
for mid_frame_id in mid_frames
]))
# for i, (scenelet, sc_v_) in enumerate(zip(scenelets, sc_v)):
# mn = np.min(scenelet[sc_v_.astype('b1'), 1, :])
# scenelets[i, :, 1, :] -= mn
# mn = np.min(scenelets[i, sc_v_.astype('b1'), 1, :])
# scenelets = np.array(scenelets, dtype=np.float32)
# sc_v = np.array(sc_v, dtype=np.int32)
# print("sc_v: %s" % sc_v)
# print("q_v: %s" % q_v)
lg.debug("have %d/%d 3D poses in scenelet, and %d/%d in query" %
(np.sum(sc_v), sc_v.shape[0], np.sum(q_v), q_v.shape[0]))
query_2d = np.zeros((len_gap, 2, 16), dtype=np.float32)
conf_2d = np.zeros((len_gap, 1, 16), dtype=np.float32)
for lin_id, frame_id in enumerate(range(gap[0], gap[1] + 1)):
if query_2d_full.has_pose(frame_id):
query_2d[lin_id, :, :] = query_2d_full.get_pose(frame_id)[:2, :]
# else:
# lg.warning("Query2d_full does not have pose at %d?" % frame_id)
# im = im_.copy()
if query_2d_full.has_confidence(frame_id):
# print("showing %s" % frame_id)
for joint, conf in query_2d_full._confidence[frame_id].items():
log_conf = abs(np.log(conf)) if conf >= 0. else 0.
# print("conf: %g, log_conf: %g" % (conf, log_conf))
# if log_conf <= thresh_log_conf:
# p2d = scale * query_2d_full.get_joint_3d(joint,
# frame_id=frame_id)
# p2d = (int(round(p2d[0])), int(round(p2d[1])))
# cv2.circle(im, center=p2d,
# radius=int(round(3)),
# color=(1., 1., 1., 0.5), thickness=1)
conf_2d[lin_id, 0, joint] = max(
0., (thresh_log_conf - log_conf) / thresh_log_conf)
# cv2.imshow('im', im)
# cv2.waitKey(100)
# while cv2.waitKey() != 27: pass
conf_2d /= np.max(conf_2d)
# scale from Denis' scale to current image size
query_2d *= scale
# move to normalized camera coordinates
query_2d -= intr[:2, 2:3]
query_2d[:, 0, :] /= intr[0, 0]
query_2d[:, 1, :] /= intr[1, 1]
#
# initialize translation
#
# centroid of query poses
c3d = np.mean(query[q_v.astype('b1'), :, :], axis=(0, 2))
# estimate scenelet centroids
sclt_means = np.array([
np.mean(scenelets[i, sc_v[i, ...].astype('b1'), ...], axis=(0, 2))
for i in range(scenelets.shape[0])
],
dtype=np.float32)
# don't change height
sclt_means[:, 1] = 0
scenelets -= sclt_means[:, None, :, None]
lg.debug("means: %s" % repr(sclt_means.shape))
if with_y:
np_translation = np.array([c3d for i in range(scenelets.shape[0])],
dtype=np.float32)
else:
np_translation = np.array(
[c3d[[0, 2]] for i in range(scenelets.shape[0])], dtype=np.float32)
np_rotation = np.array(
[np.pi * (i % 2) for i in range(scenelets.shape[0])],
dtype=np.float32)[:, None]
n_cands = np_translation.shape[0]
graph = tf.Graph()
with graph.as_default(), tf.device('/gpu:0'):
# 3D translation
translation_ = tf.Variable(initial_value=np_translation,
name='translation',
dtype=tf.float32)
t_y = tf.fill(dims=(n_cands, ),
value=(tr_ground[1, 3]).astype(np.float32))
# t_y = tf.fill(dims=(n_cands,), value=np.float32(0.))
lg.debug("t_y: %s" % t_y)
if with_y:
translation = translation_
else:
translation = tf.concat(
(translation_[:, 0:1], t_y[:, None], translation_[:, 1:2]),
axis=1)
lg.debug("translation: %s" % translation)
# 3D rotation (Euler XYZ)
rotation = tf.Variable(np_rotation, name='rotation', dtype=tf.float32)
# lg.debug("rotation: %s" % rotation)
w = tf.Variable(conf_2d, trainable=False, name='w', dtype=tf.float32)
pos_3d_in = tf.Variable(query,
trainable=False,
name='pos_3d_in',
dtype=tf.float32)
# pos_3d_in = tf.constant(query, name='pos_3d_in', dtype=tf.float32)
pos_2d_in = tf.Variable(query_2d,
trainable=False,
name='pos_2d_in',
dtype=tf.float32)
# pos_2d_in = tf.constant(query_2d, name='pos_2d_in',
# dtype=tf.float32)
pos_3d_sclt = tf.Variable(scenelets,
trainable=False,
name='pos_3d_sclt',
dtype=tf.float32)
# print("pos_3d_sclt: %s" % pos_3d_sclt)
# rotation around y
my_zeros = tf.zeros((n_cands, 1), dtype=tf.float32, name='my_zeros')
# tf.add_to_collection('to_init', my_zeros)
my_ones = tf.ones((n_cands, 1))
# tf.add_to_collection('to_init', my_ones)
c = tf.cos(rotation, 'cos')
# tf.add_to_collection('to_init', c)
s = tf.sin(rotation, 'sin')
# t0 = tf.concat([c, my_zeros, -s], axis=1)
# t1 = tf.concat([my_zeros, my_ones, my_zeros], axis=1)
# t2 = tf.concat([s, my_zeros, c], axis=1)
# transform = tf.stack([t0, t1, t2], axis=2, name="transform")
# print("t: %s" % transform)
transform = tf.concat(
[c, my_zeros, -s, my_zeros, my_ones, my_zeros, s, my_zeros, c],
axis=1)
transform = tf.reshape(transform, ((-1, 3, 3)), name='transform')
print("t2: %s" % transform)
# lg.debug("transform: %s" % transform)
# transform to 3d
# pos_3d = tf.matmul(transform, pos_3d_sclt) \
# + tf.tile(tf.expand_dims(translation, 2),
# [1, 1, int(pos_3d_in.shape[2])])
# pos_3d = tf.einsum("bjk,bcjd->bcjd", transform, pos_3d_sclt)
shp = pos_3d_sclt.get_shape().as_list()
transform_tiled = tf.tile(transform[:, None, :, :, None],
(1, shp[1], 1, 1, shp[3]))
# print("transform_tiled: %s" % transform_tiled)
pos_3d = tf.einsum("abijd,abjd->abid", transform_tiled, pos_3d_sclt)
# print("pos_3d: %s" % pos_3d)
pos_3d += translation[:, None, :, None]
#pos_3d = pos_3d_sclt
# print("pos_3d: %s" % pos_3d)
# perspective divide
# pos_2d = tf.divide(
# tf.slice(pos_3d, [0, 0, 0], [n_cands, 2, -1]),
# tf.slice(pos_3d, [0, 2, 0], [n_cands, 1, -1]))
pos_2d = tf.divide(pos_3d[:, :, :2, :], pos_3d[:, :, 2:3, :])
# print("pos_2d: %s" % pos_2d)
diff = pos_2d - pos_2d_in
# mask loss by 2d key-point visibility
# print("w: %s" % w)
# w_sum = tf.reduce_sum()
masked = tf.multiply(diff, w)
# print(masked)
# loss_reproj = tf.nn.l2_loss(masked)
# loss_reproj = tf.reduce_sum(tf.square(masked[:, :, 0, :])
# + tf.square(masked[:, :, 1, :]),
# axis=[1, 2])
masked_sqr = tf.square(masked[:, :, 0, :]) \
+ tf.square(masked[:, :, 1, :])
loss_reproj = tf.reduce_sum(masked_sqr, axis=[1, 2])
# lg.debug("loss_reproj: %s" % loss_reproj)
# distance from existing 3D skeletons
d_3d = q_v_sum_inv * tf.multiply(pos_3d - query[None, ...],
q_v[None, :, None, None],
name='diff_3d')
# print(d_3d)
loss_3d = w_3d * tf.reduce_sum(tf.square(d_3d[:, :, 0, :]) + tf.square(
d_3d[:, :, 1, :]) + tf.square(d_3d[:, :, 2, :]),
axis=[1, 2],
name='loss_3d_each')
# print(loss_3d)
loss = tf.reduce_sum(loss_reproj) + tf.reduce_sum(loss_3d)
# optimize
optimizer = ScipyOptimizerInterface(loss,
var_list=[translation_, rotation],
options={'gtol': 1e-12})
with Timer('solve', verbose=True) as t:
with tf.Session(graph=graph) as session:
session.run(tf.global_variables_initializer())
optimizer.minimize(session)
o_pos_3d, o_pos_2d, o_masked, o_t, o_r, o_w, o_d_3d, \
o_loss_reproj, o_loss_3d, o_transform, o_translation = \
session.run([
pos_3d, pos_2d, masked, translation, rotation, w,
d_3d, loss_reproj, loss_3d, transform, translation])
o_masked_sqr = session.run(masked_sqr)
# o_t, o_r = session.run([translation, rotation])
# print("pos_3d: %s" % o_pos_3d)
# print("pos_2d: %s" % o_pos_2d)
# print("o_loss_reproj: %s, o_loss_3d: %s" % (o_loss_reproj, o_loss_3d))
# print("t: %s" % o_t)
# print("r: %s" % o_r)
chosen = sorted((i for i in range(o_loss_reproj.shape[0])),
key=lambda i2: o_loss_reproj[i2] + o_loss_3d[i2])
lg.info("Best candidate is %d with error %g + %g" %
(chosen[0], o_loss_reproj[chosen[0]], o_loss_3d[chosen[0]]))
# print("masked: %s" % o_masked)
# opp = np.zeros_like(o_pos_3d)
# for i in range(o_pos_3d.shape[0]):
# for j in range(o_pos_3d.shape[1]):
# for k in range(16):
# opp[i, j, :2, k] = o_pos_3d[i, j, :2, k] / o_pos_3d[i, j, 2:3, k]
# # opp[i, j, 0, k] *= intr[0, 0]
# # opp[i, j, 1, k] *= intr[1, 1]
# # opp[i, j, :2, k] *= intr[1, 1]
# a = o_pos_2d[i, j, :, k]
# b = opp[i, j, :2, k]
# if not np.allclose(a, b):
# print("diff: %s, %s" % (a, b))
o_pos_2d[:, :, 0, :] *= intr[0, 0]
o_pos_2d[:, :, 1, :] *= intr[1, 1]
o_pos_2d += intr[:2, 2:3]
# for cand_id in range(o_pos_2d.shape[0]):
if False:
# return
# print("w: %s" % o_w)
# print("conf_2d: %s" % conf_2d)
# lg.debug("query_2d[0, 0, ...]: %s" % query_2d[0, 0, ...])
query_2d[:, 0, :] *= intr[0, 0]
query_2d[:, 1, :] *= intr[1, 1]
# lg.debug("query_2d[0, 0, ...]: %s" % query_2d[0, 0, ...])
query_2d += intr[:2, 2:3]
# lg.debug("query_2d[0, 0, ...]: %s" % query_2d[0, 0, ...])
ims = {}
for cand_id in chosen[:5]:
lg.debug("starting %s" % cand_id)
pos_ = o_pos_2d[cand_id, ...]
for lin_id in range(pos_.shape[0]):
frame_id = gap[0] + lin_id
try:
im = ims[frame_id].copy()
except KeyError:
p_im = pjoin(d_query, 'origjpg',
"color_%05d.jpg" % frame_id)
ims[frame_id] = cv2.imread(p_im)
im = ims[frame_id].copy()
# im = im_.copy()
for jid in range(pos_.shape[-1]):
xy2 = int(round(query_2d[lin_id, 0, jid])), \
int(round(query_2d[lin_id, 1, jid]))
# print("printing %s" % repr(xy))
cv2.circle(im,
center=xy2,
radius=5,
color=(10., 200., 10.),
thickness=-1)
if o_masked[cand_id, lin_id, 0, jid] > 0 \
or o_w[lin_id, 0, jid] > 0:
xy = int(round(pos_[lin_id, 0, jid])), \
int(round(pos_[lin_id, 1, jid]))
# print("printing %s" % repr(xy))
cv2.circle(im,
center=xy,
radius=3,
color=(200., 10., 10.),
thickness=-1)
cv2.putText(im,
"d2d: %g" %
o_masked_sqr[cand_id, lin_id, jid],
org=((xy2[0] - xy[0]) // 2 + xy[0],
(xy2[1] - xy[1]) // 2 + xy[1]),
fontFace=1,
fontScale=1,
color=(0., 0., 0.))
cv2.line(im, xy, xy2, color=(0., 0., 0.))
d3d = o_d_3d[cand_id, lin_id, :, jid]
d3d_norm = np.linalg.norm(d3d)
if d3d_norm > 0.:
cv2.putText(
im,
"%g" % d3d_norm,
org=((xy2[0] - xy[0]) // 2 + xy[0] + 10,
(xy2[1] - xy[1]) // 2 + xy[1]),
fontFace=1,
fontScale=1,
color=(0., 0., 255.))
cv2.putText(im,
text="%d::%02d" % (cand_id, lin_id),
org=(40, 80),
fontFace=1,
fontScale=2,
color=(255., 255., 255.))
# pos_2d_ = np.matmul(intr, pos_[lin_id, :2, :] / pos_[lin_id, 2:3, :])
# for p2d in pos_2d_
cv2.imshow('im', im)
cv2.waitKey()
break
while cv2.waitKey() != 27:
pass
out_scenelets = []
for cand_id in chosen[:1]:
lg.debug("score of %d is %g + %g = %g" %
(cand_id, o_loss_reproj[cand_id], o_loss_3d[cand_id],
o_loss_reproj[cand_id] + o_loss_3d[cand_id]))
scenelet = Scenelet()
rate = query_full.skeleton.get_rate()
prev_time = None
for lin_id, frame_id in enumerate(range(gap[0], gap[1] + 1)):
time_ = query_full.get_time(frame_id)
if lin_id and rate is None:
rate = time_ - prev_time
if time_ == frame_id:
time_ = prev_time + rate
scenelet.skeleton.set_pose(frame_id=frame_id,
pose=o_pos_3d[cand_id, lin_id, :, :],
time=time_)
prev_time = time_
tr = np.concatenate((np.concatenate(
(o_transform[cand_id, ...], o_translation[cand_id, None, :].T),
axis=1), [[0., 0., 0., 1.]]),
axis=0)
tr_m = np.concatenate(
(np.concatenate((np.identity(3), -sclt_means[cand_id, None, :].T),
axis=1), [[0., 0., 0., 1.]]),
axis=0)
tr = np.matmul(tr, tr_m)
for oid, ob in scene.objects.items():
if ob.label in ('wall', 'floor'):
continue
ob2 = copy.deepcopy(ob)
ob2.apply_transform(tr)
scenelet.add_object(obj_id=oid, scene_obj=ob2, clone=False)
scenelet.name_scene = scene.name_scene
out_scenelets.append((o_loss_reproj[cand_id], scenelet))
return out_scenelets
class TRPO():
def __init__(self, env, gamma=1, lr=0.01, num_episodes=1000, num_steps=200, KL_delta=10 ** (-4)):
#self.env = ArmEnv(size_x=4, size_y=3, cubes_cnt=4, episode_max_length=2000, finish_reward=200,
# action_minus_reward=0.0, tower_target_size=3)
self.env = env
self.gamma = gamma
self.lr = lr
self.num_episodes = num_episodes
self.num_steps = num_steps
self.KL_delta = KL_delta
self.success_counter = 0
self.build_graph()
self.obs_len = len(self.env.reset())
self.trajectory = []
self.total_rew = []
self.disc = 0
self.log_file = open('logs_' + str(time.time()) + '.txt', 'w+')
self.sess = tf.Session()
def build_graph(self):
tf.reset_default_graph()
self.state = tf.placeholder('float32', shape=[None, len(self.env.reset())], name="STATE")
self.actions = tf.squeeze(tf.placeholder('int32', name="ACTIONS"))
self.q_estimation = tf.placeholder('float32', name="Q-EST")
self.build_actor()
self.build_critic()
self.build_trpo_tf()
#self.build_trpo_SOI()
'''
============================
Actor = Policy Approxiamtion
============================
'''
def build_actor(self):
self.inp = tf.layers.dense(
self.state,
10,
name="ACTOR_INPUT",
kernel_initializer=tf.random_normal_initializer(mean=0, stddev=0.1),
bias_initializer=tf.initializers.constant(0)
)
self.out = tf.layers.dense(
self.inp,
self.env.action_space.n,
kernel_initializer=tf.random_normal_initializer(mean=0, stddev=0.1),
bias_initializer=tf.initializers.constant(0)
)
self.soft_out = tf.nn.softmax(self.out)
nl = tf.nn.sparse_softmax_cross_entropy_with_logits(logits=self.out, labels=self.actions)
wnl = tf.multiply(nl, self.q_estimation)
self.loss = tf.reduce_mean(wnl)
self.opt = tf.train.AdamOptimizer(learning_rate=0.001).minimize(self.loss)
'''
======================================
Critic = Approximation of Q-function
======================================
'''
def build_critic(self):
self.q_return = tf.placeholder('float32', name="Q-Return") # sum of rewards on rest of traj
self.q_inp = tf.layers.dense(
tf.concat(self.state, self.actions),
10,
name="Q-input",
kernel_initializer=tf.random_normal_initializer(mean=0, stddev=0.1),
bias_initializer=tf.initializers.constant(0)
)
self.q_out = tf.layers.dense(
self.q_inp,
1,
name="Q-output",
kernel_initializer=tf.random_normal_initializer(mean=0, stddev=0.1),
bias_initializer=tf.initializers.constant(0)
)
self.q_loss = tf.losses.mean_squared_error(self.q_out, self.q_return)
self.q_opt = tf.train.AdamOptimizer(0.01).minimize(self.q_loss)
def build_trpo_SOI(self):
# I use index _k to fix variables in graph
# Fixed probs on k-th iteration
self.soft_out_k = tf.placeholder('float32', name="SOFTOUT_K")
# Fixed advantage on k-th iteration
self.A_k = tf.placeholder('float32', name="A_K")
# Number of steps to estimate expectation
self.N = tf.placeholder('float32', name="number")
# Advantage function = emperical_return - baseline
self.A = self.q_return - self.q_out
# Choosing particular action "actions" and multiply by A_k
#here was a mistake -> A instead of A_k
trpo_obj = -tf.reduce_mean(self.A_k * tf.gather(tf.exp(self.soft_out - self.soft_out_k), self.actions))
# KL(soft_out_k, soft_out) should be less than KL_delta
constraints = [(-self.kl(self.soft_out_k, self.soft_out) + self.KL_delta)]
# Use ScipyOptimiztationInterface (SOI) to solve optimization task with constrains
self.trpo_opt = SOI(trpo_obj,
method='SLSQP',
inequalities=constraints,
options={'maxiter': 3})
def apply_trpo_SOI(self, s, a, q_app, soft, r, adv):
#Use trajectory s -> a -> r to optimize policy in Trust-Region interval
feed_dict = [[self.state, [s]],
[self.soft_out_k, [soft]],
[self.actions, [a]],
[self.q_return, [r]],
[self.q_out, q_app],
[self.A_k, adv]]
self.trpo_opt.minimize(self.sess, feed_dict=feed_dict)
def build_trpo_tf(self):
self.beta = tf.placeholder('float32')
self.eta = tf.placeholder('float32')
self.learn_rate = tf.placeholder('float32')
self.learn_rate_value = 0.001
self.soft_out_k = tf.placeholder('float32', name="SOFTOUT_K")
# Fixed advantage on k-th iteration
self.A_k = tf.placeholder('float32', name="A_K")
self.A = self.q_return - self.q_out #?
self.D_KL = self.kl(self.soft_out, self.soft_out_k)
trpo_loss_1 = -tf.reduce_mean(self.A_k * tf.exp(self.soft_out - self.soft_out_k))
trpo_loss_2 = self.beta * self.D_KL
trpo_loss_3 = self.eta * tf.square(tf.maximum(0.0, self.KL_delta - 2 * self.D_KL))
trpo_total_loss = trpo_loss_1 + trpo_loss_2 + trpo_loss_3
self.trpo_opt = tf.train.AdamOptimizer(self.learn_rate).minimize(trpo_total_loss)
def apply_trpo_tf(self, old_policy, advantage, state, actions, num_steps):
beta = 0.5
eta = 0.5
DKL = 0.01
for i in range(num_steps):
if DKL > 2 * self.KL_delta:
beta *= 1.5
if beta > 30:
self.learn_rate_value /= 1.5
elif DKL < 0.5 * self.KL_delta:
beta /= 1.05
if beta < 1./30:
self.learn_rate_value *= 1.5
_, DKL = self.sess.run([self.trpo_opt, self.D_KL], feed_dict={self.A_k: advantage,
self.soft_out_k: old_policy,
self.actions: actions,
self.state: [state],
self.beta: beta,
self.eta: eta,
self.learn_rate: self.learn_rate_value})
def roll_trajectory(self, episode):
s = self.env.reset()
self.trajectory = []
self.total_rew = []
for step in range(self.num_steps):
output = self.sess.run([self.soft_out], feed_dict={self.state: [s]})
probs = output[0][0]
if not self.learn_flag:
a = np.random.choice(self.env.action_space.n,
p=[1. / self.env.action_space.n for _ in range(self.env.action_space.n)])
#print("probs: ", probs, self.learn_flag, "action: ", a)
self.log_file.write('probs: ' + str(probs) + '\n')
else:
a = np.random.choice(self.env.action_space.n, p=probs)
#print("probs: ", probs, self.learn_flag, "action: ", a)
self.log_file.write('probs: ' + str(probs) + '\n')
new_state, reward, done, _ = self.env.step(a)
self.total_rew.append(reward)
self.trajectory.append((s, a, reward))
if done:
if reward != 0:
self.env.render()
self.learn_flag = True
print(reward)
self.success_counter += 1
return
s = new_state
print('====================== end of episode {} ======================'.format(episode))
def learn(self):
self.learn_flag = False
with self.sess:
self.sess.run(tf.global_variables_initializer())
# Calculate metrics
self.successes = []
self.success_episodes = []
self.slice = 10
self.success_counter = 0
for episode in range(self.num_episodes):
self.roll_trajectory(episode)
disc = self.discount_and_norm_rewards(self.total_rew, self.gamma)
for n, st in enumerate(self.trajectory):
traj_state = st[0]
traj_action = int(st[1])
traj_reward = disc[n]
#Learning Critic
q_approximated, _ = self.sess.run([self.q_out, self.q_opt],
feed_dict={self.state: [traj_state],
self.actions: [traj_action],
self.q_return: traj_reward}
)
#Learning Actor
_, soft, adv = self.sess.run([self.opt, self.soft_out, self.A],
feed_dict={self.state: [traj_state],
self.actions: [traj_action],
self.q_estimation: q_approximated,
self.q_return: traj_reward}
)
#Optimization Actor-Parameters
#self.apply_trpo_SOI(traj_state, traj_action, q_approximated, soft, traj_reward, adv)
if episode > 500:
self.apply_trpo_tf(soft, adv, traj_state, traj_action, 20)
if episode % self.slice == 0:
print("Episode: ", episode)
print("Successes to all: ", self.success_counter / self.slice)
self.success_episodes.append(episode)
self.successes.append(self.success_counter / self.slice)
self.success_counter = 0
plt.plot(self.success_episodes, self.successes)
plt.show()
self.log_file.close()
print(self.successes)
@staticmethod
def kl(p, q):
return tf.reduce_sum(tf.multiply(p, tf.log(p / q)))
@staticmethod
def kl_num(p, q):
return np.sum(np.multiply(p, np.log(p/q)))
@staticmethod
def to_cat(a, n):
return np.array([1 if a == i else 0 for i in range(n)])
@staticmethod
def discount_and_norm_rewards(episode_rewards, gamma):
discounted_episode_rewards = np.zeros_like(episode_rewards)
cumulative = 0
for t in reversed(range(len(episode_rewards))):
cumulative = cumulative * gamma + episode_rewards[t]
discounted_episode_rewards[t] = cumulative
return discounted_episode_rewards
class PINN:
def __init__(
self,
layers: List[int],
lower_bound: np.array,
upper_bound: np.array,
dtype=tf.float32,
regularization_param=1.0):
self.layers = layers
self.lower_bound = lower_bound
self.upper_bound = upper_bound
self.dtype = dtype
self.regularization_param = regularization_param
self._build_net()
def cleanup(self):
self.sess.close()
del self.sess
def _build_net(self):
with tf.Graph().as_default() as g:
self._init_variables()
self._init_placeholders()
self.U_hat = self.__NN(self.X)
self.loss_U = self._get_loss(self.U, self.U_hat)
self.loss_dU = self._get_loss_du()
self.loss = self.loss_U + self.regularization_param * self.loss_dU
self.optimizer_BFGS = ScipyOptimizerInterface(
self.loss,
method='L-BFGS-B',
options={'maxiter': 50000,
'maxfun': 50000,
'maxcor': 50,
'maxls': 50,
'ftol': 1.0 * np.finfo(float).eps,
'gtol': 1.0 * np.finfo(float).eps})
init = tf.global_variables_initializer()
self.sess = tf.Session(graph=g)
self.sess.run(init)
self.sess.graph.finalize()
def _init_variables(self):
self.weights, self.biases = self.__init_NN(self.layers)
def _init_placeholders(self):
self.X = tf.placeholder(self.dtype, shape=[None, self.layers[0]])
self.U = tf.placeholder(self.dtype, shape=[None, self.layers[-1]])
def _get_loss(self, U, U_hat):
return tf.reduce_mean(tf.square(U - U_hat))
def _get_loss_du(self):
return 0.0
def __init_NN(self, layers):
weights = []
biases = []
num_layers = len(layers)
for l in range(0, num_layers-1):
W = self.__xavier_init(size=[layers[l], layers[l+1]])
b = tf.Variable(
tf.zeros([1, layers[l+1]], dtype=self.dtype), dtype=self.dtype)
weights.append(W)
biases.append(b)
return weights, biases
def __xavier_init(self, size):
in_dim = size[0]
out_dim = size[1]
xavier_stddev = np.sqrt(2/(in_dim + out_dim))
return tf.Variable(tf.truncated_normal(
[in_dim, out_dim],
stddev=xavier_stddev), dtype=self.dtype)
def __NN(self, X):
Z = 2.0*(X - self.lower_bound) / \
(self.upper_bound - self.lower_bound) - 1.0
for l in range(len(self.weights)-1):
W = self.weights[l]
b = self.biases[l]
Z = tf.tanh(tf.add(tf.matmul(Z, W), b))
W = self.weights[-1]
b = self.biases[-1]
U = tf.add(tf.matmul(Z, W), b)
return U
def train_BFGS(self, X, U):
self.optimizer_BFGS.minimize(self.sess, {self.X: X, self.U: U})
def predict(self, X):
return self.sess.run(self.U_hat, {self.X: X})
def optimize_path(skel_ours,
skel_ours_2d,
images,
intrinsics,
path_skel,
ground_rot,
shape_orig=None,
use_huber=False,
weight_smooth=0.01,
show=False,
frames_ignore=None,
resample=True,
depth_init=10.,
p_constraints=None,
smooth_mode=SmoothMode.ACCEL):
"""Optimize 3D path so that it matches the 2D corresponding observations.
Args:
skel_ours (Skeleton):
3D skeleton from LFD.
skel_ours_2d (Skeleton):
2D feature points from LFD.
images (dict):
Color images for debug, keyed by frame_ids.
camera_name (str):
Initialize intrinsics matrix based on name of camera.
path_skel (str):
Path of input file from LFD on disk, used to create paths for
intermediate result.
shape_orig (tuple):
Height and width of original images before LFD scaled them.
use_huber (bool):
Deprecated.
weight_smooth (float):
Smoothness term weight.
winsorize_limit (float):
Outlier detection parameter.
show (bool):
Show debug visualizations.
frames_ignore (set):
Deprecated.
resample (bool):
Fill in missing poses by interpolating using Blender's IK.
depth_init (float):
Initial depth for LFD poses.
p_constraints (str):
Path to 3D constraints scenelet file.
smooth_mode (SmoothMode):
Smooth velocity or acceleration.
"""
# scale 2D detections to canonical camera coordinates
np_poses_2d = \
skel_ours_2d.poses[:, :2, :] \
- np.expand_dims(intrinsics[:2, 2], axis=1)
np_poses_2d[:, 0, :] /= intrinsics[0, 0]
np_poses_2d[:, 1, :] /= intrinsics[1, 1]
n_frames = skel_ours.poses.shape[0]
np_translation = np.zeros(shape=(n_frames, 3), dtype=np.float32)
np_translation[:, 1] = -1.
np_translation[:, 2] = \
np.random.uniform(-depth_init * 0.25, depth_init * 0.25,
np_translation.shape[0]) \
+ depth_init
np_rotation = np.zeros(shape=(n_frames, 3), dtype=np.float32)
frame_ids = np.array(skel_ours.get_frames(), dtype=np.float32)
np_visibility = skel_ours_2d.get_confidence_matrix(frame_ids=frame_ids,
dtype='f4')
if p_constraints is not None:
sclt_cnstr = Scenelet.load(p_constraints)
np_cnstr_mask = np.zeros(shape=(len(frame_ids),
Joint.get_num_joints()),
dtype=np.float32)
np_cnstr = np.zeros(shape=(len(frame_ids), 3, Joint.get_num_joints()),
dtype=np.float32)
for frame_id, confs in sclt_cnstr.confidence.items():
lin_id = None
for j, conf in confs.items():
if conf > 0.5:
if lin_id is None:
lin_id = next(
lin_id_
for lin_id_, frame_id_ in enumerate(frame_ids)
if frame_id_ == frame_id)
np_cnstr_mask[lin_id, j] = conf
np_cnstr[lin_id, :, j] = \
sclt_cnstr.skeleton.get_joint_3d(
joint_id=j, frame_id=frame_id)
else:
np_cnstr_mask = None
np_cnstr = None
spans = skel_ours.get_actor_empty_frames()
dt = frame_ids[1:].astype(np.float32) \
- frame_ids[:-1].astype(np.float32)
dt_pos_inv = np.reciprocal(dt, dtype=np.float32)
dt_vel_inv = np.divide(np.float32(2.), dt[1:] + dt[:-1])
# ensure smoothness weight multipliers are not affected by
# actor-transitions
if skel_ours.n_actors > 1 and len(spans):
for lin_id in range(len(dt)):
frame_id0 = frame_ids[lin_id]
frame_id1 = frame_ids[lin_id + 1]
span = next((span_ for span_ in spans if span_[0] == frame_id0),
None)
if span is not None:
assert frame_id1 == span[1], "No"
dt[lin_id] = 0.
dt_pos_inv[lin_id] = 0.
dt_vel_inv[lin_id] = 0.
dt_vel_inv[lin_id - 1] = 1. / dt[lin_id - 1]
forwards = np.array([
skel_ours.get_forward(frame_id, estimate_ok=True, k=0)
for frame_id in skel_ours.get_frames()
])
# from alignment import get_angle
# xs = np.hstack((
# np.ones(shape=(len(forwards), 1)),
# np.zeros(shape=(len(forwards), 2))
# ))
# print(xs.shape)
print(forwards.shape)
unit_x = np.array((1., 0., 0.))
np_angles = [-np.arctan2(forward[2], forward[0]) for forward in forwards]
print(forwards, np_angles)
# ank_diff = \
# np.exp(
# -2. * np.max(
# [
# np.linalg.norm(
# (skel_ours.poses[1:, :, joint]
# - skel_ours.poses[:-1, :, joint]).T
# * dt_pos_inv, axis=0
# ).astype(np.float32)
# for joint in {Joint.LANK, Joint.RANK}
# ],
# axis=0
# )
# )
# assert ank_diff.shape == (skel_ours.poses.shape[0]-1,), \
# "Wrong shape: %s" % repr(ank_diff.shape)
# cam_angle = [np.deg2rad(-8.)]
assert np.isclose(ground_rot[1], 0.) and np.isclose(ground_rot[2], 0.), \
"Assumed only x rotation"
# assert ground_rot[0] <= 0, "Negative means looking down, why looknig up?"
cam_angle = [np.deg2rad(ground_rot[0])]
# assert False, "Fixed angle!"
device_name = '/gpu:0' if tf.test.is_gpu_available() else '/cpu:0'
devices = {device_name}
for device in devices:
with Timer(device, verbose=True):
graph = tf.Graph()
with graph.as_default(), tf.device(device):
tf_visibility = tf.Variable(np.tile(np_visibility, (1, 2, 1)),
name='visibility',
trainable=False,
dtype=tf.float32)
tf_dt_pos_inv = \
tf.Variable(np.tile(dt_pos_inv, (1, 3)).reshape(-1, 3),
name='dt_pos_inv', trainable=False,
dtype=tf.float32)
tf_dt_vel_inv = \
tf.constant(np.tile(dt_vel_inv, (1, 3)).reshape(-1, 3),
name='dt_vel_inv', dtype=tf.float32)
# input data
pos_3d_in = tf.Variable(skel_ours.poses.astype(np.float32),
trainable=False,
name='pos_3d_in',
dtype=tf.float32)
pos_2d_in = tf.Variable(np_poses_2d.astype(np.float32),
trainable=False,
name='pos_2d_in',
dtype=tf.float32)
params_camera = tf.Variable(initial_value=cam_angle,
dtype=tf.float32,
trainable=True)
cam_sn = tf.sin(params_camera)
cam_cs = tf.cos(params_camera)
transform_camera = tf.reshape(tf.stack([
1., 0., 0., 0., 0., cam_cs[0], cam_sn[0], 0., 0.,
-cam_sn[0], cam_cs[0], 0., 0., 0., 0., 1.
],
axis=0),
shape=(4, 4))
# 3D translation
translation = tf.Variable(np_translation, name='translation')
# 3D rotation (Euler XYZ)
rotation = tf.Variable(np_rotation, name='rotation')
fw_angles = tf.Variable(np_angles, name='angles')
# rotation around y
my_zeros = tf.zeros((n_frames, 1))
my_ones = tf.ones((n_frames, 1))
c = tf.cos(tf.slice(rotation, [0, 1], [n_frames, 1]))
s = tf.sin(tf.slice(rotation, [0, 1], [n_frames, 1]))
t0 = tf.concat([c, my_zeros, -s, my_zeros], axis=1)
t1 = tf.concat([my_zeros, my_ones, my_zeros, my_zeros], axis=1)
t2 = tf.concat([s, my_zeros, c, my_zeros], axis=1)
t3 = tf.concat([my_zeros, my_zeros, my_zeros, my_ones], axis=1)
transform = tf.stack([t0, t1, t2, t3],
axis=2,
name="transform")
transform = tf.einsum('ij,ajk->aik', transform_camera,
transform)[:, :3, :3]
# transform to 3d
pos_3d = tf.matmul(transform, pos_3d_in) \
+ tf.tile(tf.expand_dims(translation, 2),
[1, 1, int(pos_3d_in.shape[2])])
# constraints
loss_cnstr = None
if np_cnstr is not None:
constraints = tf.Variable(np_cnstr,
trainable=False,
name='constraints',
dtype=tf.float32)
constraints_mask = tf.Variable(np_cnstr_mask,
trainable=False,
name='constraints_mask',
dtype=tf.float32)
cnstr_diff = tf.reduce_sum(tf.squared_difference(
pos_3d, constraints),
axis=1,
name='constraints_difference')
cnstr_diff_masked = tf.multiply(
constraints_mask,
cnstr_diff,
name='constraints_difference_masked')
loss_cnstr = tf.reduce_sum(cnstr_diff_masked,
name='constraints_loss')
# perspective divide
pos_2d = tf.divide(
tf.slice(pos_3d, [0, 0, 0], [n_frames, 2, -1]),
tf.slice(pos_3d, [0, 2, 0], [n_frames, 1, -1]))
if use_huber:
diff = huber_loss(pos_2d_in, pos_2d, 1.)
masked = diff * tf_visibility
loss_reproj = tf.nn.l2_loss(masked)
lg.info("Doing huber on reprojection, NOT translation")
else:
# re-projection loss
diff = pos_2d - pos_2d_in
# mask loss by 2d key-point visibility
masked = diff * tf_visibility
loss_reproj = tf.nn.l2_loss(masked)
lg.info("NOT doing huber")
sys.stderr.write(
"TODO: Move huber to translation, not reconstruction\n")
# translation smoothness
dx = tf.multiply(
x=0.5,
y=tf.add(
pos_3d[1:, :, Joint.LHIP] - pos_3d[:-1, :, Joint.LHIP],
pos_3d[1:, :, Joint.RHIP] - pos_3d[:-1, :, Joint.RHIP],
),
name="average_hip_displacement_3d")
tf_velocity = tf.multiply(dx, tf_dt_pos_inv)
tf_acceleration_z = tf.multiply(x=dx[1:, 2:3] - dx[:-1, 2:3],
y=tf_dt_vel_inv[:, 2:3],
name="acceleration_z")
if smooth_mode == SmoothMode.VELOCITY:
# if GT, use full smoothness to fix 2-frame flicker
if np_cnstr is not None:
print('Smoothing all velocity!')
loss_transl_smooth = \
weight_smooth * tf.nn.l2_loss(tf_velocity)
else: # Normal mode, don't oversmooth screen-space
loss_transl_smooth = \
weight_smooth * tf.nn.l2_loss(tf_velocity[:, 2:3])
elif smooth_mode == SmoothMode.ACCEL:
loss_transl_smooth = \
weight_smooth * tf.nn.l2_loss(tf_acceleration_z)
else:
raise RuntimeError(
'Unknown smooth mode: {}'.format(smooth_mode))
if show:
sqr_accel_z = weight_smooth * tf.square(tf_acceleration_z)
if weight_smooth > 0.:
lg.info("Smoothing in time!")
loss = loss_reproj + loss_transl_smooth
else:
lg.warning("Not smoothing!")
loss = loss_reproj
if loss_cnstr is not None:
loss += 1000 * loss_cnstr
# hip0 = tf.nn.l2_normalize(pos_3d[:-1, :, Joint.RHIP] - pos_3d[:-1, :, Joint.LHIP])
# hip1 = tf.nn.l2_normalize(pos_3d[1:, :, Joint.RHIP] - pos_3d[1:, :, Joint.RHIP])
# dots = tf.reduce_sum(tf.multiply(hip0, hip1), axis=1)
# print(dots)
# loss_dot = tf.nn.l2_loss(1. - dots)
# loss_ang = fw_angles + rotation[:, 1]
# print(loss_ang)
# loss_ang = tf.square(loss_ang[1:] - loss_ang[:-1])
# print(loss_ang)
# two_pi_sqr = tf.constant((2. * 3.14159)**2., dtype=tf.float32)
# print(two_pi_sqr)
# loss_ang = tf.reduce_mean(tf.where(loss_ang > two_pi_sqr, loss_ang - two_pi_sqr, loss_ang))
# print(loss_ang)
# loss += loss_ang
#
# optimize
#
optimizer = ScipyOptimizerInterface(
loss,
var_list=[translation, rotation],
options={'gtol': 1e-12},
var_to_bounds={rotation: (-np.pi / 2., np.pi / 2.)})
with tf.Session(graph=graph) as session:
session.run(tf.global_variables_initializer())
optimizer.minimize(session)
np_pos_3d_out, np_pos_2d_out, np_transl_out, np_masked, \
np_acceleration, np_loss_transl_smooth, np_dt_vel = \
session.run([pos_3d, pos_2d, translation, masked,
tf_acceleration_z, loss_transl_smooth,
tf_dt_vel_inv])
if show:
o_sqr_accel_z = session.run(sqr_accel_z)
o_vel = session.run(tf_velocity)
o_dx = session.run(dx)
o_rot = session.run(rotation)
# o_dx, o_dx2 = session.run([accel_bak, acceleration2])
# assert np.allclose(o_dx, o_dx2), "no"
o_cam = session.run(fetches=[params_camera])
print("camera angle: %s" % np.rad2deg(o_cam[0]))
# o_losses = session.run([loss_reproj, loss_transl_smooth, loss_dot, loss_ang])
o_losses = session.run([loss_reproj, loss_transl_smooth])
print('losses: {}'.format(o_losses))
# o_dots = session.run(dots)
# with open('tmp/dots.txt', 'w') as fout:
# fout.write('\n'.join((str(e) for e in o_dots.tolist())))
fixed_frames = []
# for lin_frame_id in range(np_transl_out.shape[0]):
# if np_transl_out[lin_frame_id, 2] < 0.:
# print("Correcting frame_id %d: %s"
# % (skel_ours.get_lin_id_for_frame_id(lin_frame_id),
# np_transl_out[lin_frame_id, :]))
# if lin_frame_id > 0:
# np_transl_out[lin_frame_id, :] = np_transl_out[lin_frame_id-1, :]
# else:
# np_transl_out[lin_frame_id, :] = np_transl_out[lin_frame_id+1, :]
# fixed_frames.append(lin_frame_id)
# debug_forwards(skel_ours.poses, np_pos_3d_out, o_rot, forwards, np_angles)
# z_jumps = np_pos_3d_out[1:, 2, Joint.PELV] - np_pos_3d_out[:-1, 2, Joint.PELV]
# out = scipy.stats.mstats.winsorize(z_jumps, limits=1.)
# plt.figure()
# plt.plot(pos_3d[:, 2, Joint.PELV])
# plt.show()
# sys.exit(0)
# diff = np.linalg.norm(out - displ, axis=1)
if len(fixed_frames):
print("Re-optimizing...")
with tf.Session(graph=graph) as session:
np_pos_3d_out, np_pos_2d_out, np_transl_out = \
session.run(fetches=[pos_3d, pos_2d, translation],
feed_dict={transform: np_transl_out})
if show:
lim_fr = [105, 115, 135]
fig = plt.figure()
accel_thr = 0. # np.percentile(o_sqr_accel_z, 25)
ax = plt.subplot2grid((2, 2), (0, 0), colspan=2)
# print("np_masked:%s" % np_masked)
# plt.plot(np_masked[:, )
ax.plot(np.linalg.norm(np_acceleration[lim_fr[0]:lim_fr[1]], axis=1),
'--o',
label='accel')
ax.add_artist(Line2D([0, len(o_sqr_accel_z)], [accel_thr, accel_thr]))
# plt.plot(np_dt_vel[:, 0], label='dt velocity')
# plt.plot(np.linalg.norm(np_f_accel, axis=1), '--x', label='f_accel')
# plt.plot(ank_diff, label='ank_diff')
ax.plot(o_sqr_accel_z[lim_fr[0]:lim_fr[1] + 1],
'--x',
label='loss accel_z')
ax.legend()
ax2 = plt.subplot2grid((2, 2), (1, 0), aspect='equal')
ax2.plot(np_pos_3d_out[lim_fr[0]:lim_fr[1] + 1, 0, Joint.PELV],
np_pos_3d_out[lim_fr[0]:lim_fr[1] + 1, 2, Joint.PELV], '--x')
for i, vel in enumerate(o_vel):
if not (lim_fr[0] <= i <= lim_fr[1]):
continue
p0 = np_pos_3d_out[i + 1, [0, 2], Joint.PELV]
p1 = np_pos_3d_out[i, [0, 2], Joint.PELV]
ax2.annotate(
"%f = ((%g - %g) + (%g - %g)) * %g = %g" %
(vel[2], np_pos_3d_out[i + 1, 2, Joint.LHIP],
np_pos_3d_out[i, 2, Joint.LHIP], np_pos_3d_out[i + 1, 2,
Joint.RHIP],
np_pos_3d_out[i, 2, Joint.RHIP], np_dt_vel[i, 2], o_dx[i, 2]),
xy=((p0[0] + p1[0]) / 2., (p0[1] + p1[1]) / 2.))
ax2.set_title('velocities')
ax1 = plt.subplot2grid((2, 2), (1, 1), aspect='equal')
ax1.plot(np_pos_3d_out[lim_fr[0]:lim_fr[1] + 1, 0, Joint.PELV],
np_pos_3d_out[lim_fr[0]:lim_fr[1] + 1, 2, Joint.PELV], '--x')
for i, lacc in enumerate(o_sqr_accel_z):
if not (lim_fr[0] <= i <= lim_fr[1]):
continue
if lacc > accel_thr:
p0 = np_pos_3d_out[i + 1, [0, 2], Joint.PELV]
ax1.annotate("%.3f" % np_acceleration[i], xy=(p0[0], p0[1]))
ax.annotate("%.3f" % np.log10(lacc),
xy=(i - lim_fr[0], abs(np_acceleration[i])))
ax1.set_title('accelerations')
plt.show()
np.set_printoptions(linewidth=200)
np_pos_2d_out[:, 0, :] *= intrinsics[0, 0]
np_pos_2d_out[:, 1, :] *= intrinsics[1, 1]
np_pos_2d_out[:, 0, :] += intrinsics[0, 2]
np_pos_2d_out[:, 1, :] += intrinsics[1, 2]
np_poses_2d[:, 0, :] *= intrinsics[0, 0]
np_poses_2d[:, 1, :] *= intrinsics[1, 1]
np_poses_2d[:, 0, :] += intrinsics[0, 2]
np_poses_2d[:, 1, :] += intrinsics[1, 2]
out_images = {}
if shape_orig is not None:
frames_2d = skel_ours_2d.get_frames()
for frame_id2 in frames_2d:
try:
lin_frame_id = skel_ours_2d.get_lin_id_for_frame_id(frame_id2)
except KeyError:
lin_frame_id = None
frame_id = skel_ours_2d.mod_frame_id(frame_id=frame_id2)
im = None
if frame_id in out_images:
im = out_images[frame_id]
elif len(images):
if frame_id not in images:
lg.warning("Not enough images, the video was probably cut "
"after LiftingFromTheDeep was run.")
continue
im = copy.deepcopy(images[frame_id])
im = cv2.cvtColor(im, cv2.COLOR_RGB2BGR)
else:
im = np.zeros(
(shape_orig[0].astype(int), shape_orig[1].astype(int), 3),
dtype='i1')
if lin_frame_id is not None:
for jid in range(np_pos_2d_out.shape[2]):
if skel_ours_2d.is_visible(frame_id2, jid):
p2d = tuple(np_pos_2d_out[lin_frame_id, :,
jid].astype(int).tolist())
p2d_det = tuple(np_poses_2d[lin_frame_id, :,
jid].astype(int).tolist())
cv2.line(im,
p2d,
p2d_det,
color=(100, 100, 100),
thickness=3)
cv2.circle(im,
p2d,
radius=3,
color=(0, 0, 200),
thickness=-1)
cv2.circle(im,
p2d_det,
radius=3,
color=(0, 200, 0),
thickness=-1)
out_images[frame_id] = im
# cv2.imshow("Out", im)
# cv2.waitKey(50)
if False:
# visualize
fig = plt.figure()
ax = fig.gca(projection='3d')
for frame_id in range(0, np_pos_3d_out.shape[0], 1):
j = Joint.PELV
ax.scatter(np_pos_3d_out[frame_id, 0, j],
np_pos_3d_out[frame_id, 2, j],
-np_pos_3d_out[frame_id, 1, j],
marker='o')
# smallest = np_pos_3d_out.min()
# largest = np_pos_3d_out.max()
ax.set_xlim3d(-5., 5.)
ax.set_xlabel('x')
ax.set_ylim3d(-5., 5.)
ax.set_ylabel('y')
ax.set_zlim3d(-5., 5.)
ax.set_zlabel('z')
if False:
# visualize
fig = plt.figure()
ax = fig.gca(projection='3d')
for frame_id in range(0, np_pos_3d_out.shape[0], 1):
for j in range(np_pos_3d_out.shape[2]):
ax.scatter(np_pos_3d_out[frame_id, 0, j],
np_pos_3d_out[frame_id, 2, j],
-np_pos_3d_out[frame_id, 1, j],
marker='o')
# smallest = np_pos_3d_out.min()
# largest = np_pos_3d_out.max()
ax.set_xlim3d(-5., 5.)
ax.set_xlabel('x')
ax.set_ylim3d(-5., 5.)
ax.set_ylabel('y')
ax.set_zlim3d(-5., 5.)
ax.set_zlabel('z')
plt.show()
assert all(a == b
for a, b in zip(skel_ours.poses.shape, np_pos_3d_out.shape)), \
"no"
skel_ours.poses = np_pos_3d_out
return skel_ours, out_images, intrinsics
#Learning Actor
_, soft, adv = sess.run(
[opt, soft_out, A],
feed_dict={
state: [ss],
actions: [aa],
q_estimation: q_approximated,
q_return: qq
})
#Skip 10 episodes before TRPO to avoid noise in estimting advantge function
if episode > 10:
feed_dict = [[state, [ss]], [soft_out_k, [soft]],
[A_k, [adv]], [actions, [aa]],
[N, [n + episode + 1]]]
#Calling optimizer
trpo_opt.minimize(sess, feed_dict=feed_dict)
print(soft)
print("adv: ", adv, " = ", qq, " - ", q_approximated)
if episode % slice == 0:
print("Episode: ", episode)
print("Successes to all: ", success_counter / slice)
success_episodes.append(episode)
successes.append(success_counter / slice)
success_counter = 0
plt.plot(success_episodes, successes)
plt.show()
print(successes)
except KeyboardInterrupt:
plt.plot(success_episodes, successes)
cost = tf.reduce_mean(tf.pow(pred-Y, 2))/(2*n_samples)
# Gradient descent
optimizer = tf.train.GradientDescentOptimizer(learning_rate)
optimizer = ScipyOptimizerInterface(cost, options={ 'maxiter': 100}, method='BFGS')
# Initialize the variables (i.e. assign their default value)
init = tf.global_variables_initializer()
# Start training
with tf.Session() as sess:
sess.run(init)
# Fit all training data
for epoch in range(training_epochs):
for (x, y) in zip(train_X, train_Y):
optimizer.minimize(sess, feed_dict={X: x, Y: y} )
# print(a)
sess.run(cost)
# sess.run(optimizer.minimize(cost), feed_dict={X: x, Y: y})
#Display logs per epoch step
if True or (epoch+1) % display_step == 0:
c=0
for (x, y) in zip(train_X, train_Y):
c+= sess.run(cost, feed_dict={X: x, Y:y})
print ("Epoch:", '%04d' % (epoch+1), "cost=", "{:.9f}".format(c), \
"W=", sess.run(W), "b=", sess.run(b))
print ("Optimization Finished!")
#Graphic display
plt.plot(train_X, train_Y, 'ro', label='Original data')
def tsne(X,
perplexity=50,
dim=2,
theta=0.5,
knn_method='knnparallel',
pca_dim=50,
exag=12.,
exag_iter=250,
max_iter=1000,
verbose=False,
print_iter=50,
lr=200.,
init_momentum=0.5,
final_momentum=0.8,
save_snapshots=False,
optimizer='momentum',
tf_optimizer='AdamOptimizer',
seed=42):
X -= X.mean(axis=0)
N = X.shape[0]
result = {}
assert optimizer in (
'momentum', 'tensorflow',
'bfgs'), 'Available options: momentum, tensorflow and bfgs'
if pca_dim is not None:
result['PCA'] = PCA(n_components=pca_dim)
X = result['PCA'].fit_transform(X)
P = x2p(X, perplexity=perplexity, method=knn_method, verbose=verbose)
result['P'] = P
result['exag_iter'] = exag_iter
result['print_iter'] = print_iter
result['loss'] = []
if save_snapshots:
result['snapshots'] = []
tf.reset_default_graph()
tf.set_random_seed(seed)
with tf.Session() as sess:
step = 1
def step_callback(Y_var):
nonlocal step
if step % print_iter == 0:
print('Step: %d, error: %.16f' % (step, result['loss'][-1]))
if save_snapshots:
result['snapshots'].append(Y_var.reshape((N, dim)).copy())
if step == exag_iter:
sess.run(tf.assign(exag_var, 1.))
#zero mean
sess.run(tf.assign(Y, Y - tf.reduce_mean(Y, axis=0)))
step += 1
def loss_callback(err):
result['loss'].append(err)
stddev = 1. if optimizer == 'bfgs' else 0.01
Y = tf.Variable(
tf.random_normal((N, dim), stddev=stddev, dtype=X.dtype))
exag_var = tf.Variable(exag, dtype=P.dtype)
if isinstance(P, sp.sparse.csr_matrix):
loss = tsne_op((P.indptr, P.indices, P.data * exag_var), Y)
else:
loss = tsne_op(P * exag_var, Y)
if optimizer == 'bfgs':
opt = ScipyOptimizerInterface(loss,
var_list=[Y],
method='L-BFGS-B',
options={
'eps': 1.,
'gtol': 0.,
'ftol': 0.,
'disp': False,
'maxiter': max_iter,
'maxls': 100
})
tf.global_variables_initializer().run()
opt.minimize(sess,
fetches=[loss],
loss_callback=loss_callback,
step_callback=step_callback)
Y_final = Y.eval()
else:
zero_mean = tf.assign(Y, Y - tf.reduce_mean(Y, axis=0))
if optimizer == 'tensorflow':
opt = getattr(tf.train, tf_optimizer)(learning_rate=lr)
update = opt.minimize(loss, var_list=[Y])
else:
mom_var = tf.Variable(init_momentum, dtype=X.dtype)
uY = tf.Variable(tf.zeros((N, dim), dtype=X.dtype))
gains = tf.Variable(tf.ones((N, dim), dtype=X.dtype))
dY = tf.gradients(loss, [Y])[0]
gains = tf.assign(
gains,
tf.where(tf.equal(tf.sign(dY), tf.sign(uY)), gains * .8,
gains + .2))
gains = tf.assign(gains, tf.maximum(gains, 0.01))
uY = tf.assign(uY, mom_var * uY - lr * gains * dY)
update = tf.assign_add(Y, uY)
tf.global_variables_initializer().run()
t = time.time()
for i in range(1, max_iter + 1):
if i == exag_iter:
if optimizer == 'momentum':
sess.run(tf.assign(mom_var, final_momentum))
sess.run(tf.assign(exag_var, 1.))
sess.run(update)
sess.run(zero_mean)
if i % print_iter == 0:
kl = loss.eval()
result['loss'].append(kl)
if verbose:
print('Step: %d, error: %f (in %f sec.)' %
(i, kl, (time.time() - t)))
t = time.time()
if save_snapshots:
result['snapshots'].append(Y.eval())
Y_final = Y.eval()
result['Y'] = Y_final
return result
cont_img,
styl_img,
cont_layers,
styl_layers,
cont_weights,
styl_weights,
alpha,
beta)
##############
## TRAINING ##
##############
with tf.Session(graph=model.graph) as sess:
sess.run(tf.global_variables_initializer())
optimizer = ScipyOptimizerInterface(model.total_loss, method="L-BFGS-B", options={'maxiter': num_steps})
optimizer.minimize(sess,
fetches=[model.styl_loss, model.cont_loss, model.total_loss,
model.styl_loss_list, model.cont_loss_list,
model.gen_cont_act, model.gen_styl_act,
model.styl_act, model.cont_act,
model.image],
step_callback=model.step_callback(img_shape, save_per_step),
loss_callback=model.loss_callback())
result_array = sess.run(model.image)
result_array = utils.img_postprocess(result_array)
utils.save_image(folder, result_array)
print("Style Transfer Complete.")
# Compute loss computational graphs
loss_op = build_loss(input_tensor, layers)
# Minmise using LBFS optimiser
optimizer = ScipyOptimizerInterface(loss_op, options={'maxfun': 20},
var_list=[pastiche_tensor])
# Perform style transfer by optmising loss
with tf.Session() as sess:
# Init variables
sess.run(tf.global_variables_initializer())
n_iterations = 10
for i in range(n_iterations):
print('Iteration:', i)
start_time = time.time()
# Optimise loss using optimizer
optimizer.minimize(sess)
# Display progress
current_loss = sess.run(loss_op)
print("loss: ", current_loss)
end_time = time.time()
print('Iteration %d completed in %ds' % (i, end_time - start_time))
pastiche = sess.run(pastiche_tensor)
pastiche_img = deprocess_image(pastiche)
pastiche_img.save("pastiche/{}.jpg".format(i))
# Initialize the variables (i.e. assign their default value)
init = tf.global_variables_initializer()
# Start training
with tf.Session() as sess:
sess.run(init)
# Training cycle
for epoch in range(training_epochs):
avg_cost = 0.
total_batch = int(mnist.train.num_examples / batch_size)
# Loop over all batches
for i in range(total_batch):
batch_xs, batch_ys = mnist.train.next_batch(batch_size)
# Fit training using batch data
optimizer.minimize(sess, feed_dict={x: batch_xs, y: batch_ys})
# print(a)
c = sess.run(cost, feed_dict={x: batch_xs, y: batch_ys})
# print(c)
# c = optimizer.minimize(sess)
# Compute average loss
avg_cost += c / total_batch
# Display logs per epoch step
if (epoch + 1) % display_step == 0:
print("Epoch:", '%04d' % (epoch + 1), "cost=",
"{:.9f}".format(avg_cost))
print("Optimization Finished!")
# Test model
correct_prediction = tf.equal(tf.argmax(pred, 1), tf.argmax(y, 1))
delta_pl = tf.matmul(p, child.pl)
# set partial likelihood
try:
node.pl *= delta_pl
except AttributeError:
node.pl = delta_pl
if node.level() == 0:
# compute size-wise likelihoods
pvec = tf.matmul(node.pl, tf.constant(freq, shape=(len(codons),1)),
transpose_a=True)
# and full likelihood
lnL = tf.reduce_sum(tf.log(pvec))
# parameter boundaries
bounds=[(0.05, 20), (0.05, 20)] + [[1e-9, 100.]] * len(edges)
optimizer = ScipyOptimizerInterface(
-lnL, bounds=bounds, method='L-BFGS-B', options={'disp': True})
with tf.Session() as session:
# initialize starting values
session.run(tf.global_variables_initializer())
print('starting lnL', lnL.eval())
optimizer.minimize(session)
print('final lnL', lnL.eval())
print('w=%s, k=%s' % (w.eval(), k.eval()))
def run(self):
content = self._load_image(self._content_image)
h, w = content.shape[1], content.shape[2]
style = self._load_image(self._style_image, size=(h, w))
print("Content shape: ", content.shape)
print("Style shape: ", style.shape)
image = tf.Variable(style,
dtype=tf.float32,
validate_shape=False,
name='image')
self._output_shape = content.shape
self._build_vgg19(image)
self._add_gramians()
config = tf.ConfigProto()
config.gpu_options.allow_growth = True
with tf.Session(config=config) as sess:
# Calculate loss function
sess.run(tf.global_variables_initializer())
with tf.name_scope('losses'):
style_losses = self._setup_style_losses(sess, image, style)
content_losses = self._setup_content_losses(
sess, image, content)
losses = content_losses + style_losses
if self._hist_weight > 0:
with tf.name_scope('histogram'), tf.device('/cpu:0'):
hist_loss = self._setup_histogram_loss(
image, style, sess)
losses += hist_loss
image.set_shape(
content.shape) # tv loss expects explicit shape
if self._tv_weight:
tv_loss = tf.image.total_variation(image[0])
tv_loss_weighted = tf.multiply(tv_loss,
self._tv_weight,
name='tv_loss')
losses += tv_loss_weighted
loss = tf.foldl(add, losses, name='loss')
# Set optimizator
if self._optimizer == 'Adam':
opt = tf.train.AdamOptimizer(10).minimize(loss)
sess.run(tf.global_variables_initializer())
self._set_initial_image(sess, image, content)
self._step_callback(sess.run(image))
for it in range(self._num_iterations):
_, ll, out = sess.run([opt, loss, image])
self._step_callback(out)
print("Iteration: {:3d}\tLoss = {:.6f}".format(it, ll))
elif self._optimizer == 'L-BFGS':
sess.run(tf.global_variables_initializer())
self._set_initial_image(sess, image, content)
self._step_callback(sess.run(image))
opt = ScipyOptimizerInterface(loss,
options={
'maxiter':
self._num_iterations,
'disp': self._print_iter
},
method='L-BFGS-B')
opt.minimize(sess, step_callback=self._step_callback)
else:
raise ValueError("Unknown optimization method")
self._save_image(self._output_image, sess.run(image))
def optimize(self, X, Y, method='L-BFGS-B', callback=None,
maxiter=1000, **kw):
"""Optimize the model by maximising the log likelihood.
Maximises the sum of the log likelihood given X & Y and any
priors with respect to any free variables.
Args:
X (np.ndarray | tf.Tensor): The training inputs.
Y (np.ndarray | tf.Tensor): The training outputs.
method (tf.train.Optimizer | str): The means by which to
optimise. If `method` is a string, it will be passed as
the `method` argument to the initialiser of
`tf.contrib.opt.ScipyOptimizerInterface`. Else, it
will be treated as an instance of `tf.train.Optimizer`
and its `.minimize()` method will be used as the training
step.
callback (Callable[[np.ndarray], ...]): A function that will
be called at each optimization step with the current value
of the variable vector (a vector constructed by flattening
the free state of each free `Param` and then concatenating
them in the order the `Param`\ s are returned by `.params`.
maxiter (int): The maximum number of iterations of the optimizer.
**kw: Additional keyword arguments are passed through to the
optimizer.
Returns:
(scipy.OptimizeResult) The result of the optimisation.
Examples:
Let's construct a very simple model for demonstration
purposes. It has two (scalar) parameters, `.a` and `.b`,
which are constrained to be positive, and its likelihood is
`10 - a - b`, regardless of X and Y.
>>> import numbers
>>> import numpy as np
>>> from overrides import overrides
>>> from gptf import Param, ParamAttributes, transforms
>>> class Example(Model, ParamAttributes):
... def __init__(self, a, b):
... assert isinstance(a, numbers.Number)
... assert isinstance(b, numbers.Number)
... super().__init__()
... self.a = Param(a, transform=transforms.Exp(0.))
... self.b = Param(b, transform=transforms.Exp(0.))
... @tf_method()
... @overrides
... def build_log_likelihood(self, X, Y):
... return 10. - self.a.tensor - self.b.tensor
We won't care about the values of X and Y.
>>> X = Y = np.array([0.])
.. rubric:: TensorFlow optimizers
We can optimise the parameters of the model using a TensorFlow
optimizer like so:
>>> m = Example(3., 4.)
>>> opt = tf.train.GradientDescentOptimizer(learning_rate=1)
>>> m.optimize(X, Y, opt) # use None for X, Y
message: 'Finished iterations.'
success: True
x: array([..., ...])
After the optimisation, both parameters are optimised
towards 0, but are still positive. The constraints on the
parameters have been respected.
>>> print("m.a: {:.3f}".format(np.asscalar(m.a.value)))
m.a: 0.001
>>> print("m.b: {:.3f}".format(np.asscalar(m.b.value)))
m.b: 0.001
If we fix a parameter, it is not optimized:
>>> m.a = 5.
>>> m.b = 1.
>>> m.b.fixed = True
>>> m.optimize(X, Y, opt)
message: 'Finished iterations.'
success: True
x: array([...])
>>> print("m.a: {:.3f}".format(np.asscalar(m.a.value)))
m.a: 0.001
>>> print("m.b: {:.3f}".format(np.asscalar(m.b.value)))
m.b: 1.000
.. rubric:: SciPy optimizers
We can optimise the parameters of the model using a SciPy
optimizer by provided a string value for `method`:
>>> m = Example(3., 4.)
>>> m.optimize(X, Y, 'L-BFGS-B', disp=False, ftol=.0001)
message: 'SciPy optimizer completed successfully.'
success: True
x: array([..., ...])
As for TensorFlow optimizers, after the optimisation both
parameters are optimised towards 0, but are still positive.
The constraints on the parameters have been respected.
>>> print("m.a: {:.3f}".format(np.asscalar(m.a.value)))
m.a: 0.000
>>> print("m.b: {:.3f}".format(np.asscalar(m.b.value)))
m.b: 0.000
If we fix a parameter, it is not optimized:
>>> m.a = 5.
>>> m.b = 1.
>>> m.b.fixed = True
>>> m.optimize(X, Y, 'L-BFGS-B', disp=False, ftol=.0001)
message: 'SciPy optimizer completed successfully.'
success: True
x: array([...])
>>> print("m.a: {:.3f}".format(np.asscalar(m.a.value)))
m.a: 0.000
>>> print("m.b: {:.3f}".format(np.asscalar(m.b.value)))
m.b: 1.000
.. rubric:: Miscellaneous
Optimisation still works, even with weird device contexts and
session targets.
>>> # set up a distributed execution environment
>>> clusterdict = \\
... { 'worker': ['localhost:2226']
... , 'master': ['localhost:2227']
... }
>>> spec = tf.train.ClusterSpec(clusterdict)
>>> worker = tf.train.Server(spec, job_name='worker', task_index=0)
>>> worker.start()
>>> master = tf.train.Server(spec, job_name='master', task_index=0)
>>> # change m's device context
>>> # we're about to do weird things with op placement, and we
>>> # don't want it in the default graph where it can mess with
>>> # other doctests, so change m's tf_graph as well.
>>> m.tf_graph = tf.Graph()
>>> m.tf_device = '/job:worker/task:0'
>>> m.tf_session_target = master.target
TensorFlow:
>>> m.a = 4.5
>>> m.optimize(X, Y, opt)
message: 'Finished iterations.'
success: True
x: array([...])
>>> print("m.a: {:.3f}".format(np.asscalar(m.a.value)))
m.a: 0.001
>>> print("m.b: {:.3f}".format(np.asscalar(m.b.value)))
m.b: 1.000
SciPy:
>>> m.a = 4.5
>>> m.optimize(X, Y, 'L-BFGS-B', disp=False, ftol=.0001)
message: 'SciPy optimizer completed successfully.'
success: True
x: array([...])
>>> print("m.a: {:.3f}".format(np.asscalar(m.a.value)))
m.a: 0.001
>>> print("m.b: {:.3f}".format(np.asscalar(m.b.value)))
m.b: 1.000
"""
assert len(X.shape) >= 1
assert len(Y.shape) >= 1
X_key = X if isinstance(X, tf.Tensor) else X.shape[1:]
Y_key = Y if isinstance(Y, tf.Tensor) else Y.shape[1:]
key = ("_Model__loss", X_key, Y_key)
if key not in self.cache:
# when we build placeholders, take the first dimension to be
# of no value.
X_tensor = (X if isinstance(X, tf.Tensor) else
tf.placeholder(X.dtype, (None,) + X.shape[1:]))
Y_tensor = (Y if isinstance(Y, tf.Tensor) else
tf.placeholder(Y.dtype, (None,) + Y.shape[1:]))
self.cache[key] = (self._compile_loss(X_tensor, Y_tensor),
X_tensor, Y_tensor)
loss, X_tensor, Y_tensor = self.cache[key]
feed_dict = self.feed_dict
if not isinstance(X, tf.Tensor): feed_dict[X_tensor] = X
if not isinstance(Y, tf.Tensor): feed_dict[Y_tensor] = Y
variables = [p.free_state for p in self.params if not p.fixed]
variables = utils.unique(variables)
free_state = tf.concat([tf.reshape(v, [-1]) for v in variables], 0)
with self.get_session() as sess:
try:
if type(method) is str:
success_msg = "SciPy optimizer completed successfully."
options = {'maxiter': maxiter, 'disp': True}
options.update(kw)
optimizer = ScipyOptimizerInterface(
loss, var_list=variables, method=method,
options=options
)
optimizer.minimize(self.get_session(), feed_dict,
step_callback=callback)
else:
# treat method as TensorFlow optimizer.
success_msg = "Finished iterations."
opt_step = method.minimize(loss, var_list=variables, **kw)
for _ in range(maxiter):
sess.run(opt_step, feed_dict=feed_dict)
if callback is not None:
callback(sess.run(free_state))
except KeyboardInterrupt:
return OptimizeResult\
( x=sess.run(free_state)
, success=False
, message="Keyboard interrupt."
)
return OptimizeResult\
( x=sess.run(free_state)
, success=True
, message=success_msg
)
class Base(object):
def __init__(self, settings):
self.settings = settings
self.placeholder = self.build_placeholder()
self.model = self.build_model()
self.optimizer = ScipyOptimizerInterface(self.model['cost'],
method='L-BFGS-B',
options={
'maxiter':
self.settings['max_iter'],
'disp':
True
})
init = tf.global_variables_initializer()
self.sess = tf.Session(config=tf.ConfigProto(
log_device_placement=False))
self.sess.run(init)
def g(self, h, cost='l1'):
if cost == 'logcosh':
return tf.reduce_sum(0.5 * tf.log(tf.cosh(2 * h)))
if cost == 'l1':
return tf.reduce_sum(tf.abs(h))
if cost == 'l1_approx':
return tf.reduce_sum(tf.sqrt(tf.constant(10e-8) + tf.pow(h, 2)))
if cost == 'exp':
return tf.reduce_sum(-tf.exp(-tf.pow(h, 2) / 2.0))
def kl_divergence(self, x, y): # Kullback-Leibler divergence
return tf.log(x) - tf.log(y) + (y / x) - 1.0
def filter2toeplitz(self,
conv_filter): # converts filter to Toeplitz matrix
len_h = conv_filter.get_shape().as_list()[0]
toplitz = list()
for t in range(self.settings['n_input']):
if t == 0:
toplitz.append(
tf.concat([
conv_filter,
tf.zeros(self.settings['n_input'] - t - len_h)
], 0))
elif t > 0 and (t + len_h < self.settings['n_input']):
toplitz.append(
tf.concat([
tf.zeros(t), conv_filter,
tf.zeros(self.settings['n_input'] - t - len_h)
], 0))
else:
toplitz.append(
tf.concat([
tf.zeros(t),
conv_filter[0:self.settings['n_input'] - t]
], 0))
H = tf.transpose(
tf.reshape(tf.concat(toplitz, 0),
(self.settings['n_input'], self.settings['n_input'])))
return H
def toeplitz2filter(self, H): # converts Toeplitz matrix to filter
hw = self.settings['filter_length'] / 2
hrft = list()
for i, c in enumerate(range(hw, self.settings['n_input'] - (hw + 1))):
hrft.append(H[c - hw:c + hw, c])
return tf.add_n(hrft) / (float(len(hrft)))
def build_model(self): # overwrite this function
pass
def build_placeholder(self):
placeholder = dict()
placeholder['x'] = tf.placeholder(tf.float32)
placeholder['GM'] = tf.placeholder(tf.float32)
placeholder['MASK'] = tf.placeholder(tf.float32)
if 'filter_length' in self.settings:
placeholder['t'] = tf.placeholder(tf.float32,
[self.settings['filter_length']])
return placeholder
def fit(self, input_dict):
feed_dict = dict()
for key in list(self.placeholder.keys()):
feed_dict[self.placeholder[key]] = input_dict[key]
self.optimizer.minimize(self.sess, feed_dict=feed_dict)
return self
def get_params(self, input_dict):
feed_dict = dict()
for key in list(self.placeholder.keys()):
feed_dict[self.placeholder[key]] = input_dict[key]
out = self.sess.run(self.model, feed_dict=feed_dict)
self.sess.close()
tf.reset_default_graph()
return out
class FMClassifier(TFPicklingBase, ClassifierMixin, BaseEstimator):
"""Factorization machine classifier.
Parameters
----------
rank : int, optional
Rank of the underlying low-rank representation.
batch_size : int, optional
The batch size for learning and prediction. If there are fewer
examples than the batch size during fitting, then the the number of
examples will be used instead.
n_epochs : int, optional
The number of epochs (iterations through the training data) when
fitting. These are counted for the positive training examples, not
the unlabeled data.
random_state: int, RandomState instance or None, optional
If int, the random number generator seed. If RandomState instance,
the random number generator itself. If None, then `np.random` will be
used.
lambda_v : float, optional
L2 regularization strength for the low-rank embedding.
lambda_beta : float, optional
L2 regularization strength for the linear coefficients.
init_scale : float, optional
Standard deviation of random normal initialization.
solver : a subclass of `tf.train.Optimizer` or str, optional
Solver to use. If a string is passed, then the corresponding solver
from `scipy.optimize.minimize` is used.
solver_kwargs : dict, optional
Additional keyword arguments to pass to `solver` upon construction.
See the TensorFlow documentation for possible options. Typically,
one would want to set the `learning_rate`.
Attributes
----------
n_dims_ : int
Number of input dimensions.
classes_ : array
Classes from the data.
n_classes_ : int
Number of classes.
is_sparse_ : bool
Whether a model taking sparse input was fit.
"""
def __init__(self,
rank=8,
batch_size=64,
n_epochs=5,
random_state=None,
lambda_v=0.0,
lambda_beta=0.0,
solver=tf.train.AdadeltaOptimizer,
init_scale=0.1,
solver_kwargs=None):
self.rank = rank
self.batch_size = batch_size
self.n_epochs = n_epochs
self.random_state = random_state
self.lambda_v = lambda_v
self.lambda_beta = lambda_beta
self.solver = solver
self.init_scale = init_scale
self.solver_kwargs = solver_kwargs
def _set_up_graph(self):
"""Initialize TF objects (needed before fitting or restoring)."""
# Input values.
if self.is_sparse_:
self._x_inds = tf.placeholder(tf.int64, [None, 2], "x_inds")
self._x_vals = tf.placeholder(tf.float32, [None], "x_vals")
self._x_shape = tf.placeholder(tf.int64, [2], "x_shape")
self._x = tf.sparse_reorder(
tf.SparseTensor(self._x_inds, self._x_vals, self._x_shape))
x2 = tf.sparse_reorder(
tf.SparseTensor(self._x_inds, self._x_vals * self._x_vals,
self._x_shape))
matmul = tf.sparse_tensor_dense_matmul
else:
self._x = tf.placeholder(tf.float32, [None, self.n_dims_], "x")
x2 = self._x * self._x
matmul = tf.matmul
if self._output_size == 1:
self._y = tf.placeholder(tf.float32, [None], "y")
else:
self._y = tf.placeholder(tf.int32, [None], "y")
with tf.variable_scope("fm"):
self._v = tf.get_variable(
"v", [self.rank, self.n_dims_, self._output_size])
self._beta = tf.get_variable("beta",
[self.n_dims_, self._output_size])
self._beta0 = tf.get_variable("beta0", [self._output_size])
vx = tf.stack(
[matmul(self._x, self._v[i, :, :]) for i in range(self.rank)],
axis=-1)
v2 = self._v * self._v
v2x2 = tf.stack([matmul(x2, v2[i, :, :]) for i in range(self.rank)],
axis=-1)
int_term = 0.5 * tf.reduce_sum(tf.square(vx) - v2x2, axis=-1)
self._logit_y_proba \
= self._beta0 + matmul(self._x, self._beta) + int_term
if self._output_size == 1:
self._logit_y_proba = tf.squeeze(self._logit_y_proba)
self._obj_func = tf.reduce_mean(
tf.nn.sigmoid_cross_entropy_with_logits(
logits=self._logit_y_proba, labels=self._y))
self._y_proba = tf.sigmoid(self._logit_y_proba)
else:
self._obj_func = tf.reduce_mean(
tf.nn.sparse_softmax_cross_entropy_with_logits(
logits=self._logit_y_proba, labels=self._y))
self._y_proba = tf.nn.softmax(self._logit_y_proba)
if self.lambda_v > 0:
self._obj_func \
+= self.lambda_v * tf.reduce_sum(tf.square(self._v))
if self.lambda_beta > 0:
self._obj_func \
+= self.lambda_beta * tf.reduce_sum(tf.square(self._beta))
if isinstance(self.solver, str):
from tensorflow.contrib.opt import ScipyOptimizerInterface
self._train_step = ScipyOptimizerInterface(
self._obj_func,
method=self.solver,
options=self.solver_kwargs if self.solver_kwargs else {})
else:
self._train_step = self.solver(
**self.solver_kwargs if self.solver_kwargs else {}).minimize(
self._obj_func)
def _make_feed_dict(self, X, y):
# Make the dictionary mapping tensor placeholders to input data.
if self.is_sparse_:
x_inds = np.vstack(X.nonzero())
x_srt = np.lexsort(x_inds[::-1, :])
x_inds = x_inds[:, x_srt].T.astype(np.int64)
x_vals = np.squeeze(np.array(X[x_inds[:, 0],
x_inds[:, 1]])).astype(np.float32)
x_shape = np.array(X.shape).astype(np.int64)
feed_dict = {
self._x_inds: x_inds,
self._x_vals: x_vals,
self._x_shape: x_shape
}
else:
feed_dict = {self._x: X.astype(np.float32)}
if self._output_size == 1:
feed_dict[self._y] = y.astype(np.float32)
else:
feed_dict[self._y] = y.astype(np.int32)
return feed_dict
def _check_data(self, X):
"""check input data
Raises an error if number of features doesn't match.
If the estimator has not yet been fitted, then do nothing.
"""
if self._is_fitted:
if X.shape[1] != self.n_dims_:
raise ValueError("Number of features in the input data does "
"not match the number assumed by the "
"estimator!")
def __getstate__(self):
# Handles TF persistence
state = super(FMClassifier, self).__getstate__()
# Add attributes of this estimator
state.update(
dict(rank=self.rank,
batch_size=self.batch_size,
n_epochs=self.n_epochs,
random_state=self.random_state,
lambda_v=self.lambda_v,
lambda_beta=self.lambda_beta,
solver=self.solver,
init_scale=self.init_scale,
solver_kwargs=self.solver_kwargs))
# Add fitted attributes if the model has been fitted.
if self._is_fitted:
state['n_dims_'] = self.n_dims_
state['_random_state'] = self._random_state
state['_enc'] = self._enc
state['classes_'] = self.classes_
state['n_classes_'] = self.n_classes_
state['_output_size'] = self._output_size
state['is_sparse_'] = self.is_sparse_
return state
def fit(self, X, y):
"""Fit the classifier.
Parameters
----------
X : numpy array or sparse matrix [n_samples, n_features]
Training data.
y : numpy array [n_samples]
Targets.
Returns
-------
self : returns an instance of self.
"""
_LOGGER.info("Fitting %s", re.sub(r"\s+", r" ", repr(self)))
# Mark the model as not fitted (i.e., not fully initialized based on
# the data).
self._is_fitted = False
# Call partial fit, which will initialize and then train the model.
return self.partial_fit(X, y)
def partial_fit(self, X, y, classes=None, monitor=None):
"""Fit the classifier.
Parameters
----------
X : numpy array or sparse matrix [n_samples, n_features]
Training data.
y : numpy array [n_samples]
Targets.
classes : array, shape (n_classes,)
Classes to be used across calls to partial_fit. If not set in the
first call, it will be inferred from the given targets. If
subsequent calls include additional classes, they will fail.
monitor : callable, optional
The monitor is called after each iteration with the current
iteration, a reference to the estimator, and a dictionary with
{'loss': loss_value} representing the loss calculated by the
objective function at this iteration.
If the callable returns True the fitting procedure is stopped.
The monitor can be used for various things such as computing
held-out estimates, early stopping, model introspection,
and snapshotting.
Returns
-------
self : returns an instance of self.
"""
X, y = check_X_y(X, y, accept_sparse='csr')
# check target type
target_type = type_of_target(y)
if target_type not in ['binary', 'multiclass']:
# Raise an error, as in
# sklearn.utils.multiclass.check_classification_targets.
raise ValueError("Unknown label type: %r" % y)
# Initialize the model if it hasn't been already by a previous call.
if not self._is_fitted:
self._random_state = check_random_state(self.random_state)
assert self.batch_size > 0, "batch_size <= 0"
self.n_dims_ = X.shape[1]
if classes is not None:
self._enc = LabelEncoder().fit(classes)
else:
self._enc = LabelEncoder().fit(y)
self.classes_ = self._enc.classes_
self.n_classes_ = len(self.classes_)
if self.n_classes_ <= 2:
self._output_size = 1
else:
self._output_size = self.n_classes_
if sp.issparse(X):
self.is_sparse_ = True
else:
self.is_sparse_ = False
# Instantiate the graph. TensorFlow seems easier to use by just
# adding to the default graph, and as_default lets you temporarily
# set a graph to be treated as the default graph.
self.graph_ = tf.Graph()
with self.graph_.as_default():
tf.set_random_seed(self._random_state.randint(0, 10000000))
tf.get_variable_scope().set_initializer(
tf.random_normal_initializer(stddev=self.init_scale))
self._build_tf_graph()
# Train model parameters.
self._session.run(tf.global_variables_initializer())
# Set an attributed to mark this as at least partially fitted.
self._is_fitted = True
# Check input data against internal data.
# Raises an error on failure.
self._check_data(X)
# transform targets
if sp.issparse(y):
y = y.toarray()
y = self._enc.transform(y)
# Train the model with the given data.
with self.graph_.as_default():
if not isinstance(self.solver, str):
n_examples = X.shape[0]
indices = np.arange(n_examples)
for epoch in range(self.n_epochs):
self._random_state.shuffle(indices)
for start_idx in range(0, n_examples, self.batch_size):
max_ind = min(start_idx + self.batch_size, n_examples)
batch_ind = indices[start_idx:max_ind]
feed_dict = self._make_feed_dict(
X[batch_ind], y[batch_ind])
obj_val, _ = self._session.run(
[self._obj_func, self._train_step],
feed_dict=feed_dict)
_LOGGER.debug("objective: %.4f, epoch: %d, idx: %d",
obj_val, epoch, start_idx)
_LOGGER.info("objective: %.4f, epoch: %d, idx: %d",
obj_val, epoch, start_idx)
if monitor:
stop_early = monitor(epoch, self, {'loss': obj_val})
if stop_early:
_LOGGER.info(
"stopping early due to monitor function.")
return self
else:
feed_dict = self._make_feed_dict(X, y)
self._train_step.minimize(self._session, feed_dict=feed_dict)
return self
def predict_log_proba(self, X):
"""Compute log p(y=1).
Parameters
----------
X : numpy array or sparse matrix [n_samples, n_features]
Data.
Returns
-------
numpy array [n_samples]
Log probabilities.
"""
if not self._is_fitted:
raise NotFittedError("Call fit before predict_log_proba!")
return np.log(self.predict_proba(X))
def predict_proba(self, X):
"""Compute p(y=1).
Parameters
----------
X : numpy array or sparse matrix [n_samples, n_features]
Data.
Returns
-------
numpy array [n_samples]
Probabilities.
"""
if not self._is_fitted:
raise NotFittedError("Call fit before predict_proba!")
X = check_array(X, accept_sparse='csr')
# Check input data against internal data.
# Raises an error on failure.
self._check_data(X)
# Compute weights in batches.
probs = []
start_idx = 0
n_examples = X.shape[0]
with self.graph_.as_default():
while start_idx < n_examples:
X_batch = \
X[start_idx:min(start_idx + self.batch_size, n_examples)]
feed_dict = self._make_feed_dict(X_batch,
np.zeros(self.n_dims_))
start_idx += self.batch_size
probs.append(
self._y_proba.eval(session=self._session,
feed_dict=feed_dict))
probs = np.concatenate(probs, axis=0)
if probs.ndim == 1:
return np.column_stack([1.0 - probs, probs])
else:
return probs
def predict(self, X):
"""Compute the predicted class.
Parameters
----------
X : numpy array or sparse matrix [n_samples, n_features]
Data.
Returns
-------
numpy array [n_samples]
Predicted class.
"""
if not self._is_fitted:
raise NotFittedError("Call fit before predict!")
return self.classes_[self.predict_proba(X).argmax(axis=1)]
class FMRegressor(TFPicklingBase, RegressorMixin, BaseEstimator):
"""Factorization machine regressor.
Parameters
----------
rank : int, optional
Rank of the underlying low-rank representation.
batch_size : int, optional
The batch size for learning and prediction. If there are fewer
examples than the batch size during fitting, then the the number of
examples will be used instead.
n_epochs : int, optional
The number of epochs (iterations through the training data) when
fitting. These are counted for the positive training examples, not
the unlabeled data.
random_state: int, RandomState instance or None, optional
If int, the random number generator seed. If RandomState instance,
the random number generator itself. If None, then `np.random` will be
used.
lambda_v : float, optional
L2 regularization strength for the low-rank embedding.
lambda_beta : float, optional
L2 regularization strength for the linear coefficients.
init_scale : float, optional
Standard deviation of random normal initialization.
solver : a subclass of `tf.train.Optimizer` or str, optional
Solver to use. If a string is passed, then the corresponding solver
from `scipy.optimize.minimize` is used.
solver_kwargs : dict, optional
Additional keyword arguments to pass to `solver` upon construction.
See the TensorFlow documentation for possible options. Typically,
one would want to set the `learning_rate`.
Attributes
----------
n_dims_ : int
Number of input dimensions.
is_sparse_ : bool
Whether a model taking sparse input was fit.
"""
def __init__(self,
rank=8,
batch_size=64,
n_epochs=5,
random_state=None,
lambda_v=0.0,
lambda_beta=0.0,
solver=tf.train.AdadeltaOptimizer,
init_scale=0.1,
solver_kwargs=None):
self.rank = rank
self.batch_size = batch_size
self.n_epochs = n_epochs
self.random_state = random_state
self.lambda_v = lambda_v
self.lambda_beta = lambda_beta
self.solver = solver
self.init_scale = init_scale
self.solver_kwargs = solver_kwargs
def _set_up_graph(self):
"""Initialize TF objects (needed before fitting or restoring)."""
# Input values.
if self.is_sparse_:
self._x_inds = tf.placeholder(tf.int64, [None, 2], "x_inds")
self._x_vals = tf.placeholder(tf.float32, [None], "x_vals")
self._x_shape = tf.placeholder(tf.int64, [2], "x_shape")
self._x = tf.sparse_reorder(
tf.SparseTensor(self._x_inds, self._x_vals, self._x_shape))
x2 = tf.sparse_reorder(
tf.SparseTensor(self._x_inds, self._x_vals * self._x_vals,
self._x_shape))
matmul = tf.sparse_tensor_dense_matmul
else:
self._x = tf.placeholder(tf.float32, [None, self.n_dims_], "x")
x2 = self._x * self._x
matmul = tf.matmul
self._sample_weight = \
tf.placeholder(np.float32, [None], "sample_weight")
self._y = tf.placeholder(tf.float32, [None], "y")
with tf.variable_scope("fm"):
self._v = tf.get_variable(
"v", [self.rank, self.n_dims_, self._output_size])
self._beta = tf.get_variable("beta",
[self.n_dims_, self._output_size])
self._beta0 = tf.get_variable("beta0", [self._output_size])
vx = tf.stack(
[matmul(self._x, self._v[i, :, :]) for i in range(self.rank)],
axis=-1)
v2 = self._v * self._v
v2x2 = tf.stack([matmul(x2, v2[i, :, :]) for i in range(self.rank)],
axis=-1)
int_term = 0.5 * tf.reduce_sum(tf.square(vx) - v2x2, axis=-1)
self._y_hat \
= self._beta0 + matmul(self._x, self._beta) + int_term
self._y_hat = tf.squeeze(self._y_hat)
mse = tf.square(self._y - self._y_hat)
self._obj_func = tf.divide(
tf.reduce_sum(tf.multiply(mse, self._sample_weight)),
tf.reduce_sum(self._sample_weight))
if self.lambda_v > 0:
self._obj_func \
+= self.lambda_v * tf.reduce_sum(tf.square(self._v))
if self.lambda_beta > 0:
self._obj_func \
+= self.lambda_beta * tf.reduce_sum(tf.square(self._beta))
if isinstance(self.solver, str):
from tensorflow.contrib.opt import ScipyOptimizerInterface
self._train_step = ScipyOptimizerInterface(
self._obj_func,
method=self.solver,
options=self.solver_kwargs if self.solver_kwargs else {})
else:
self._train_step = self.solver(
**self.solver_kwargs if self.solver_kwargs else {}).minimize(
self._obj_func)
def _make_feed_dict(self, X, y, sample_weight=None):
# Make the dictionary mapping tensor placeholders to input data.
if self.is_sparse_:
x_inds = np.vstack(X.nonzero())
x_srt = np.lexsort(x_inds[::-1, :])
x_inds = x_inds[:, x_srt].T.astype(np.int64)
x_vals = np.squeeze(np.array(X[x_inds[:, 0],
x_inds[:, 1]])).astype(np.float32)
x_shape = np.array(X.shape).astype(np.int64)
feed_dict = {
self._x_inds: x_inds,
self._x_vals: x_vals,
self._x_shape: x_shape
}
else:
feed_dict = {self._x: X.astype(np.float32)}
if sample_weight is None:
feed_dict[self._sample_weight] = np.ones(X.shape[0])
else:
feed_dict[self._sample_weight] = sample_weight
feed_dict[self._y] = y.astype(np.float32)
return feed_dict
def _check_data(self, X):
"""check input data
Raises an error if number of features doesn't match.
If the estimator has not yet been fitted, then do nothing.
"""
if self._is_fitted:
if X.shape[1] != self.n_dims_:
raise ValueError("Number of features in the input data does "
"not match the number assumed by the "
"estimator!")
def _fit_target(self, y):
# Store the mean and S.D. of the targets so we can have standardized
# y for training but still make predictions on the original scale.
self.target_mean_ = np.mean(y)
self.target_sd_ = np.std(y - self.target_mean_)
if self.target_sd_ <= 0:
warn("No variance in regression targets.")
def _transform_target(self, y):
# Standardize the targets for fitting, and store the M and SD values
# for prediction.
y_centered = y - self.target_mean_
if self.target_sd_ <= 0:
return y_centered
return y_centered / self.target_sd_
def __getstate__(self):
# Handles TF persistence
state = super(FMRegressor, self).__getstate__()
# Add attributes of this estimator
state.update(
dict(rank=self.rank,
batch_size=self.batch_size,
n_epochs=self.n_epochs,
random_state=self.random_state,
lambda_v=self.lambda_v,
lambda_beta=self.lambda_beta,
solver=self.solver,
init_scale=self.init_scale,
solver_kwargs=self.solver_kwargs))
# Add fitted attributes if the model has been fitted.
if self._is_fitted:
state['n_dims_'] = self.n_dims_
state['_random_state'] = self._random_state
state['_output_size'] = self._output_size
state['is_sparse_'] = self.is_sparse_
state['target_mean_'] = self.target_mean_
state['target_sd_'] = self.target_sd_
return state
def fit(self, X, y, monitor=None, sample_weight=None):
"""Fit the classifier.
Parameters
----------
X : numpy array or sparse matrix [n_samples, n_features]
Training data.
y : numpy array [n_samples]
Outcome.
monitor : callable, optional
The monitor is called after each iteration with the current
iteration, a reference to the estimator, and a dictionary with
{'loss': loss_value} representing the loss calculated by the
objective function at this iteration.
If the callable returns True the fitting procedure is stopped.
The monitor can be used for various things such as computing
held-out estimates, early stopping, model introspection,
and snapshotting.
sample_weight : numpy array of shape [n_samples,]
Per-sample weights. Re-scale the loss per sample.
Higher weights force the estimator to put more emphasis
on these samples. Sample weights are normalized per-batch.
Returns
-------
self : returns an instance of self.
"""
_LOGGER.info("Fitting %s", re.sub(r"\s+", r" ", repr(self)))
# Mark the model as not fitted (i.e., not fully initialized based on
# the data).
self._is_fitted = False
# Call partial fit, which will initialize and then train the model.
return self.partial_fit(X,
y,
monitor=monitor,
sample_weight=sample_weight)
def partial_fit(self, X, y, monitor=None, sample_weight=None):
"""Fit the classifier.
Parameters
----------
X : numpy array or sparse matrix [n_samples, n_features]
Training data.
y : numpy array [n_samples]
Outcome.
monitor : callable, optional
The monitor is called after each iteration with the current
iteration, a reference to the estimator, and a dictionary with
{'loss': loss_value} representing the loss calculated by the
objective function at this iteration.
If the callable returns True the fitting procedure is stopped.
The monitor can be used for various things such as computing
held-out estimates, early stopping, model introspection,
and snapshotting.
sample_weight : numpy array of shape [n_samples,]
Per-sample weights. Re-scale the loss per sample.
Higher weights force the estimator to put more emphasis
on these samples. Sample weights are normalized per-batch.
Returns
-------
self : returns an instance of self.
"""
X, y = check_X_y(X, y, accept_sparse='csr', multi_output=False)
if sample_weight is not None:
sample_weight = check_array(sample_weight, ensure_2d=False)
# Initialize the model if it hasn't been already by a previous call.
if not self._is_fitted:
self._random_state = check_random_state(self.random_state)
assert self.batch_size > 0, "batch_size <= 0"
self._fit_target(y)
y = self._transform_target(y)
self.n_dims_ = X.shape[1]
self._output_size = 1
if sp.issparse(X):
self.is_sparse_ = True
else:
self.is_sparse_ = False
# Instantiate the graph. TensorFlow seems easier to use by just
# adding to the default graph, and as_default lets you temporarily
# set a graph to be treated as the default graph.
self.graph_ = tf.Graph()
with self.graph_.as_default():
tf.set_random_seed(self._random_state.randint(0, 10000000))
tf.get_variable_scope().set_initializer(
tf.random_normal_initializer(stddev=self.init_scale))
self._build_tf_graph()
# Train model parameters.
self._session.run(tf.global_variables_initializer())
# Set an attributed to mark this as at least partially fitted.
self._is_fitted = True
else:
y = self._transform_target(y)
# Check input data against internal data.
# Raises an error on failure.
self._check_data(X)
# transform targets
if sp.issparse(y):
y = y.toarray()
# Train the model with the given data.
with self.graph_.as_default():
if not isinstance(self.solver, str):
n_examples = X.shape[0]
indices = np.arange(n_examples)
for epoch in range(self.n_epochs):
self._random_state.shuffle(indices)
for start_idx in range(0, n_examples, self.batch_size):
max_ind = min(start_idx + self.batch_size, n_examples)
batch_ind = indices[start_idx:max_ind]
if sample_weight is None:
batch_sample_weight = None
else:
batch_sample_weight = sample_weight[batch_ind]
feed_dict = self._make_feed_dict(
X[batch_ind],
y[batch_ind],
sample_weight=batch_sample_weight)
obj_val, _ = self._session.run(
[self._obj_func, self._train_step],
feed_dict=feed_dict)
_LOGGER.debug("objective: %.4f, epoch: %d, idx: %d",
obj_val, epoch, start_idx)
_LOGGER.info("objective: %.4f, epoch: %d, idx: %d",
obj_val, epoch, start_idx)
if monitor:
stop_early = monitor(epoch, self, {'loss': obj_val})
if stop_early:
_LOGGER.info(
"stopping early due to monitor function.")
return self
else:
feed_dict = self._make_feed_dict(X,
y,
sample_weight=sample_weight)
self._train_step.minimize(self._session, feed_dict=feed_dict)
return self
def predict(self, X):
"""Predict expected y values.
Parameters
----------
X : numpy array or sparse matrix [n_samples, n_features]
Data.
Returns
-------
numpy array [n_samples]
Estimated regression predictions.
"""
if not self._is_fitted:
raise NotFittedError("Call fit before predict!")
X = check_array(X, accept_sparse='csr')
# Check input data against internal data.
# Raises an error on failure.
self._check_data(X)
# Compute weights in batches.
yhat = []
start_idx = 0
n_examples = X.shape[0]
with self.graph_.as_default():
while start_idx < n_examples:
X_batch = \
X[start_idx:min(start_idx + self.batch_size, n_examples)]
feed_dict = self._make_feed_dict(X_batch,
np.zeros(self.n_dims_))
start_idx += self.batch_size
yhat.append(
np.atleast_1d(
self._y_hat.eval(session=self._session,
feed_dict=feed_dict)))
yhat = np.concatenate(yhat, axis=0)
# Put the prediction back on the scale of the target values
# (cf. _transform_targets).
if self.target_sd_ > 0.0:
yhat *= self.target_sd_
yhat += self.target_mean_
return yhat
def minimize_task(config,
sess,
task,
num_starts=None,
num_options=None,
scope='minimize_task',
reuse=None,
spo_config=None,
dtype=None,
rng=None):
'''
Estimate task minimum using multi-start L-BFGS-B.
'''
if (rng is None): rng = npr.RandomState(config.seed)
if (dtype is None): dtype = task.dtype
if (spo_config is None): spo_config = dict()
if (num_starts is None): num_starts = config.num_starts_fmin
if (num_options is None): num_options = config.num_options_fmin
with tf.variable_scope(scope, reuse=reuse) as vs:
# Build minimization target
shape = [num_starts, task.input_dim]
inputs_var = tf.get_variable(
'inputs',
shape=shape,
dtype=dtype,
initializer=tf.random_uniform_initializer())
task_op = task.tensorflow(inputs_var, noisy=False, stop_gradient=False)
loss_op = tf.reduce_mean(task_op)
# Find starting positions via initial random sweep
counter, x_mins, f_mins, = 0, None, None
while counter + num_starts <= num_options:
inputs = rng.rand(*shape)
outputs = np.squeeze(sess.run(task_op, {inputs_var: inputs}))
if (counter == 0):
x_mins, f_mins = inputs, outputs
else:
inputs = np.vstack([x_mins, inputs])
outputs = np.hstack([f_mins, outputs])
argmins = np.argpartition(outputs, num_starts - 1)[:num_starts]
x_mins, f_mins = inputs[argmins], outputs[argmins]
counter += num_starts
_ = sess.run(tf.assign(inputs_var, x_mins))
# Initialize task optimizer
spo_config =\
{
'method' : 'L-BFGS-B',
'var_list' : [inputs_var],
'var_to_bounds' : {inputs_var : (0, 1)},
'options' : {'maxiter' : 1024},
**spo_config, #user-specified settings take precedence
}
optimizer = ScipyOptimizerInterface(loss_op, **spo_config)
# Run task optimizer
_ = sess.run(tf.variables_initializer([inputs_var]))
_ = optimizer.minimize(sess)
# Evaluate task at optimized input locations
inputs, outputs = sess.run([inputs_var, task_op])
argmin = np.argmin(outputs)
x_min = inputs[argmin]
f_min = outputs[argmin, 0]
return x_min, f_min
method='L-BFGS-B',
options={"maxiter": 300}
)
init = tf.global_variables_initializer()
with tf.Session() as sess:
sess.run(init)
for i in range(iterations):
# coordinate descent
sess.run([update_tau])
[sess.run([train_ibp]) for _ in range(5)]
train_gp.minimize(sess)
e_llike = sess.run(elbo)
print('Iter {} : EBLO = {:.2f}'.format(i, e_llike))
train_gp_refine.minimize(sess)
z_eval = sess.run(z)
z_eval = np.concatenate(z_eval)
K_eval = sess.run(K)
K_star_eval = sess.run(K_star)
K_star_star_eval = sess.run(K_star_star)
noise_eval = sess.run(noise)
sio.savemat("./seizure_exp_{}.mat".format(exp),
{
M = tf.get_variable("beta", [n, 1], "float", initializer=tf.zeros_initializer)
y_pred = tf.matmul(X, M )
loss = tf.reduce_sum(tf.pow(Y-y_pred, 2))
optim = ScipyOptimizerInterface(loss, [M])
# In[76]:
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
optim.minimize(sess, feed_dict={X:x, Y:y[:,None]})
M_st = sess.run(M)
# ans = sess.run(loss, feed_dict={X: x, Y: y})
# In[77]:
print(M_st.T)
# In[78]:
print(np.linalg.lstsq(x,y)[0])
print("We can see that tensorflow is giving nearly identical results to numpy.")
class PINN_Base:
def __init__(self,
lower_bound: List[float],
upper_bound: List[float],
layers: List[int],
df_multiplier=1.0,
dtype=tf.float32,
use_differential_points=True,
use_collocation_residual=True,
use_dynamic_learning_rate=False,
optimizer_kwargs={},
session_config=None,
add_grad_ops=False):
'''
Inherit from this class to construct a Physics informed neural network (PINN)
The computation graph is constructed at initialization and then finalized.
Parameters:
lower_bound (List[float]) : Lower bound on the input domain for each coordinate
upper_bound (List[float]) : Upper bound on the input domain for each coordinate
layers (List[int]) : List describing the input/output domain of MLP used by the PINN.
List should have the form [ input_dimension, layer_width*, output_dimension]
where layer_width* is 0 or more numbers represting the width of each fully connected layer.
For instance, [2,20,20,20,20,1] is an MLP with a 2d input domain, 4 fully connected layers of
width 20 and a scalar output domain.
df_multiplier (float) : Value which multiplies the PINN residual portion of the loss.
< 1.0 means that the effect of the residual will be reduced
> 1.0 means that the effect of the residual will be magnified
dtype (tf.dtype) : Data type to use for *all* computations.
Warning! tf.float64 is often a bit more accurate but much slower!
use_differential_points (bool) : Whether to use a separate set of differential points (X_df)
when calculating the residual. Setting this to false switches us from the "boundary-value" paradigm
to the "noisy-sensor" paradigm.
use_collocation_residual (bool) : Determines if we have a 2-term or 3-term loss (see _loss for more details)
use_dynamic_learning_rate (bool) : When using a first order optimizer, determines whether the learning rate is changable after graph compilation
optmizer_kwargs (dict) : Args passed to first order optimizer by default
session_config (dict) : Arguments passed to the tf.session on creation.
This may be used to force device placement or limit the number of threads that may be used.
add_grad_ops (bool) : If true, adds operations to compute the gradient outside of an optimizer.
See _init_grad_ops for more details
'''
self.lower_bound = np.array(lower_bound)
self.upper_bound = np.array(upper_bound)
self.layers = layers
self.dtype = dtype
self.use_differential_points = use_differential_points
self.use_collocation_residual = use_collocation_residual
self.optimizer_kwargs = optimizer_kwargs
self.session_config = session_config
self.add_grad_ops = add_grad_ops
self.use_dynamic_learning_rate = use_dynamic_learning_rate
self.df_multiplier = df_multiplier
self.graph = tf.Graph()
self._build_graph()
def _build_graph(self):
'''
Builds the full computation graph.
Each _method is meant to be an integration point modifiable by subclasses
'''
with self.graph.as_default():
self._init_placeholders()
self._init_params()
self.U_hat = self._forward(self.X)
if self.use_differential_points:
self.U_hat_df = self._forward(self.X_df)
else:
self.U_hat_df = None
self.loss = self._loss(self.U_hat, self.U_hat_df)
if self.add_grad_ops:
self._init_grad_ops()
self._init_optimizers()
self.init = tf.global_variables_initializer()
self.graph.finalize()
self.sess = tf.Session(graph=self.graph)
self.sess.run(self.init)
def _init_placeholders(self):
'''Initialize training inputs here'''
self.X = tf.placeholder(self.dtype, shape=[None, self.get_input_dim()])
if self.use_differential_points:
self.X_df = tf.placeholder(self.dtype,
shape=[None, self.get_input_dim()])
self.U = tf.placeholder(self.dtype,
shape=[None, self.get_output_dim()])
if self.use_dynamic_learning_rate:
self.learning_rate = tf.placeholder(self.dtype, shape=())
else:
self.learning_rate = None
def _init_params(self):
'''Initialize trainable parameters here'''
self.weights, self.biases = self._init_NN(self.layers)
def _init_session(self):
if self.session_config is not None:
self.sess = tf.Session(graph=self.graph,
config=self.session_config)
else:
self.sess = tf.Session(graph=self.graph)
self.sess.run(self.init)
def _forward(self, X):
'''
Computes U = F(X)
'''
U, activations = self._NN(X, self.weights, self.biases)
# By convention we only store intermediate for a single forward-pass
if X == self.X:
self.activations = activations
return U
def _init_optimizers(self):
'''
Initialize optimizers
By default LBFGS-B and Adam are initialized.
'''
self.optimizer_BFGS = ScipyOptimizerInterface(
self.loss,
method='L-BFGS-B',
options={
'maxiter': 50000,
'maxfun': 50000,
'maxcor': 50,
'maxls': 50,
'gtol': 1.0 * np.finfo(float).eps,
'ftol': 1.0 * np.finfo(float).eps
})
if self.learning_rate is not None:
self.optimizer_Adam = tf.train.AdamOptimizer(
self.learning_rate).minimize(self.loss)
else:
self.optimizer_Adam = tf.train.AdamOptimizer(
**self.optimizer_kwargs).minimize(self.loss)
def _loss(self, U_hat, U_hat_df):
'''
Computes the loss
'''
# Fit a given set of points with known values
self.mse = tf.reduce_mean(tf.square(self.U - U_hat))
# The PINN residual for the same points as the mse
self.loss_residual = tf.reduce_mean(
tf.square(self._residual_collocation(U_hat)))
if self.use_differential_points:
# The PINN residual for a separate set of points, X_df
# which need to have known values of U
self.loss_residual_differential = tf.reduce_mean(
tf.square(self._residual_differential(U_hat_df)))
# The two sets of points gives us two residuals.
# It can be beneficial in some cases to use both of them.
if self.use_collocation_residual:
return self.mse + self.loss_residual + self.df_multiplier * self.loss_residual_differential
else:
return self.mse + self.df_multiplier * self.loss_residual_differential
else:
return self.mse + self.df_multiplier * self.loss_residual
def _residual(self, u, x, u_true=None):
'''
Computes the PINN residual.
Fill in this mehtod to create a PINN for a *particular*
differential equation.
Parameters:
u (tf.tensor) : Predicted value of the differential equation
x (tf.tensor) : Input to the differential equation
u_true (Optional[tf.tensor]) : In some cases it can be helpful to
use the true value of u (if its known) in the differential residual
rather than u which is the prediction of the neural network.
'''
# Fill this in with your differential equation
return 0.0
def _residual_collocation(self, U_hat):
'''
Residual for X, U with U known. Note that this is
ignored if use_differential_points=True and use_collocation_residual=False
'''
return self._residual(U_hat, self.X, self.U)
def _residual_differential(self, U_hat_df):
'''
Residual for X_df with U unknown.
Ignored if use_differential_points=False
'''
return self._residual(U_hat_df, self.X_df)
def _NN(self, X, weights, biases):
'''
A simple MLP neural network.
Original code based on (Raissi, 2018)
'''
activations = []
# Scale the inputs to be between -1 and 1 to help with optimization
H = 2.0 * (X - self.lower_bound) / \
(self.upper_bound - self.lower_bound) - 1.0
# Save off the activations at each layer for visualization, etc
activations.append(H)
for l in range(len(weights) - 1):
W = weights[l]
b = biases[l]
H = tf.tanh(tf.add(tf.matmul(H, W), b))
activations.append(H)
W = weights[-1]
b = biases[-1]
Y = tf.add(tf.matmul(H, W), b)
return Y, activations
def _xavier_init(self, size):
'''
Xavier Initialization for layer of give size.
Code based on (Raissi, 2018)
'''
in_dim = size[0]
out_dim = size[1]
stddev = np.sqrt(2 / (in_dim + out_dim))
return tf.Variable(tf.truncated_normal([in_dim, out_dim],
stddev=stddev,
dtype=self.dtype),
dtype=self.dtype)
def _layer_initializer(self, size):
return self._xavier_init(size)
def _bias_initializer(self, width):
return tf.Variable(tf.zeros([1, width], dtype=self.dtype),
dtype=self.dtype)
def _init_NN(self, layers: List[float]):
'''
Initialize the weights and biases for the MLP with given structure
Parameters:
layers (List[float]) : See the same param in __init__
'''
weights = []
biases = []
for l in range(len(layers) - 1):
W = self._layer_initializer([layers[l], layers[l + 1]])
b = self._bias_initializer(layers[l + 1])
weights.append(W)
biases.append(b)
return weights, biases
def _init_grad_ops(self):
'''
Adds operations for querying the gradient of the loss with respect to the trainable
parameters outside of an optimization context.
Also adds operations to efficiently compute Hv where H is the hessian and v a given vector.
'''
# Parameters as a list of list of lists, we need a list of lists instead
all_params = self.get_all_weight_variables()
param_array = []
for param_list in all_params:
for layer in param_list:
param_array.append(layer)
# Can't concat the list yet since the flattened array is not part of the
# computation of the loss. So we first compute the gradients and then flatten.
grads = tf.gradients(self.loss, param_array)
grads_flat = []
for grad in grads:
grads_flat.append(tf.reshape(grad, [-1]))
self.grads_flat = tf.concat(grads_flat, axis=0)
# v in Hv
self.hessian_vector = tf.placeholder(self.dtype,
shape=self.grads_flat.shape)
# As long as v is idependent of L, grad ((grad L).T v) = Hv
prod = tf.reduce_sum(self.grads_flat * self.hessian_vector)
self.hessian_matvec = tf.gradients(prod, param_array)
def get_input_dim(self):
'''Dimension of the domain of the differential equation'''
return self.layers[0]
def get_output_dim(self):
'''
Dimension of the range of the differential equation
Note that most this code has only been tested for 1d output dimensions
'''
return self.layers[-1]
def reset_session(self):
'''
Reset the model without rebuilding the graph.
This is faster for multiple trials with identical architecture.
'''
self.sess.close()
self._init_session()
def cleanup(self):
'''
Not sure if this is actually needed. I believe
Tensorflow has gotten better about not leaking memory at this point.
'''
del self.graph
self.sess.close()
def get_all_weights(self):
'''
Get all trainable parameters as a list of list of lists.
This should return the results of tf.sess.run, not the variable ops themselves.
Inheriting classes should modify this function and not get_weights()
to return additional parameters.
'''
return self.get_weights()
def get_all_weight_variables(self):
'''
Returns a list (with the same shape as in get_all_weights)
with the tf.Variable objects corresponding to all trainable parameters
'''
return [self.weights, self.biases]
def get_weights(self):
return self.sess.run([self.weights, self.biases])
def get_loss(self, X, U, X_df):
if self.use_differential_points:
feed_dict = {self.X: X, self.U: U, self.X_df: X_df}
else:
feed_dict = {self.X: X, self.U: U}
return self.sess.run(self.loss, feed_dict)
def get_loss_collocation(self, X):
return self.sess.run(self.loss)
def get_loss_residual(self, X):
return self.sess.run(self.loss_residual)
def get_activations(self, X, layer=None):
if layer:
return self.sess.run(self.activations[layer], {self.X: X})
else:
return self.sess.run(self.activations, {self.X: X})
def _size_of_variable_list(self, variable_list):
'''
Used to count the total number of parameters in a list of tf.Variable objects
'''
l = self.sess.run(variable_list)
return np.sum([v.size for v in l])
def _count_params(self):
'''
The total number of parameters used by the model.
'''
params_weights = self._size_of_variable_list(self.weights)
params_biases = self._size_of_variable_list(self.biases)
return params_weights + params_biases
def get_architecture_description(self):
params = self._count_params()
return {
"arch_name": "base",
"n_params": params,
"shape": self.layers[:],
"dtype": "float32" if self.dtype == tf.float32 else "float64"
}
def get_version(self):
return tf.__version__
def train_BFGS(self,
X,
U,
X_df=None,
print_loss=True,
custom_fetches=None):
'''
Train the model to completion using L-BFGS-B
Parameters:
X (np.ndarray) : (N,d_in) array of domain points
U (np.ndarray) : (N,d_out) array of solution points such that U = F(X)
X_df (Optional[np.ndarray]) : (M,d_in) array of domain points where U is
unknown but the PINN residual should still be evaluated
print_loss (bool) : Whether to print the loss to stdout during training
custom_fetches (List) : Ops from the computation graph to fetch at each training step.
Returns:
If custom_fetches were supplied, the fetched values will be returned.
Otherwise nothing will be returned.
'''
# TODO: Support printing loss and doing custom fetching at the same time
if self.use_differential_points:
feed_dict = {self.X: X, self.U: U, self.X_df: X_df}
else:
feed_dict = {self.X: X, self.U: U}
if print_loss:
self.optimizer_BFGS.minimize(self.sess,
feed_dict,
fetches=[self.loss],
loss_callback=util.bfgs_callback)
elif custom_fetches is not None:
array, callback = util.make_fetches_callback()
self.optimizer_BFGS.minimize(self.sess,
feed_dict,
fetches=custom_fetches,
loss_callback=callback)
return array
else:
self.optimizer_BFGS.minimize(self.sess, feed_dict)
def train_Adam(self,
X: np.ndarray,
U: np.ndarray,
X_df=None,
epochs=2000,
learning_rate=1e-3):
'''
Train using Full-Batch Adam for the given number of iterations
Parameters:
X (np.ndarray) : (N,d_in) array of domain points
U (np.ndarray) : (N,d_out) array of solution points such that U = F(X)
X_df (Optional[np.ndarray]) : (M,d_in) array of domain points where U is
unknown but the PINN residual should still be evaluated.
epochs (int) : Number of epochs to train for
learning_rate (float) : If use_dynamic_learning_rate=True, this will
be the learning rate used by the optimizer
'''
if self.use_differential_points:
feed_dict = {self.X: X, self.U: U, self.X_df: X_df}
else:
feed_dict = {self.X: X, self.U: U}
if self.learning_rate is not None:
feed_dict[self.learning_rate] = learning_rate
progbar = Progbar(epochs)
for i in range(epochs):
_, loss = self.sess.run([self.optimizer_Adam, self.loss],
feed_dict)
progbar.update(i + 1, [("loss", loss)])
def train_Adam_batched(self, X, U, X_df=None, batch_size=128, epochs=10):
'''
Train using Mini-Batch Adam for the given number of iterations
Parameters:
X (np.ndarray) : (N,d_in) array of domain points
U (np.ndarray) : (N,d_out) array of solution points such that U = F(X)
X_df (Optional[np.ndarray]) : (M,d_in) array of domain points where U is
unknown but the PINN residual should still be evaluated.
epochs (int) : Number of epochs to train for
batch_size (int) : Mini-Batch size for stochastic training
'''
# TODO: Integrate with dynamic learning rate
self._train_stochastic_optimizer(self.optimizer_Adam, X, U, X_df,
batch_size, epochs)
def _train_stochastic_optimizer(self,
optimizer_opp,
X,
U,
X_df=None,
batch_size=128,
epochs=10):
'''
Generic custom training loop for stochastic optimizers.
Replace optimizer_opp with e.g. RMSProp.minimize() for a different
stochastic optimizer.
'''
if self.use_differential_points:
assert (X_df is not None)
assert (X_df.shape[0] >= X.shape[0])
progbar = Progbar(epochs, stateful_metrics=["loss_full"])
for epoch in range(epochs):
X_s, U_s = shuffle(X, U)
if X_df is not None:
X_df_s = shuffle(X_df)
dataset_size = X_df.shape[0]
else:
dataset_size = X.shape[0]
b_c = 0
for b in range(0, dataset_size, batch_size):
if X_df is not None:
b_c_last = b_c
b_c = b % X_s.shape[0]
# X and X_df are typically different sizes,
# so we shuffle them at different times
if b_c_last > b_c:
X_s, U_s = shuffle(X, U)
X_b = X_s[b_c:(b_c + batch_size), :]
U_b = U_s[b_c:(b_c + batch_size), :]
X_df_b = X_df_s[b:(b + batch_size), :]
feed_dict = {self.X: X_b, self.U: U_b, self.X_df: X_df_b}
else:
X_b = X_s[b:(b + batch_size), :]
U_b = U_s[b:(b + batch_size), :]
feed_dict = {self.X: X_b, self.U: U_b}
_, loss = self.sess.run([optimizer_opp, self.loss], feed_dict)
if X_df is not None:
feed_dict = {self.X: X, self.U: U, self.X_df: X_df}
else:
feed_dict = {self.X: X, self.U: U}
progbar.update(epoch + 1, [("loss", loss)])
def predict(self, X):
return self.sess.run(self.U_hat, {self.X: X})
def get_hessian_matvec(self, v, X, U, X_df):
'''
Get the result of Hv for the given vector v
'''
if self.use_differential_points:
feed_dict = {
self.hessian_vector: v,
self.X: X,
self.U: U,
self.X_df: X_df
}
else:
feed_dict = {self.hessian_vector: v, self.X: X, self.U: U}
h_row = self.sess.run(self.hessian_matvec, feed_dict)
# h_row is a list, we want to return a vector
return util.unwrap(h_row)
def get_hessian(self, X, U, X_df):
'''
Get the full hessian by repeated calls to Hessian_Matvec
Since PINNs are often small, this is feasible.
Warning! This operation scales quadratically in time and space!
'''
print(
"Warning, trying to calculate the full Hessian is infeasible for large networks!"
)
if self.use_differential_points:
feed_dict = {self.X: X, self.U: U, self.X_df: X_df}
else:
feed_dict = {self.X: X, self.U: U}
# We use repeated runs to avoid adding gradient ops for every
# element of the hessian
n = int(self.grads_flat.shape[0])
H = np.empty((n, n))
progbar = Progbar(n)
for i in range(n):
vec = np.zeros(n, dtype=np.float32)
vec[i] = 1.0
feed_dict[self.hessian_vector] = vec
h_row = self.sess.run(self.hessian_matvec, feed_dict)
h_row = util.unwrap(h_row)
H[i, :] = h_row[:]
progbar.update(i + 1)
# Explicitly diagonalize so that e.g. eigenvalues are always real
for i in range(n):
for j in range(i + 1, n):
H[j, i] = H[i, j]
return H