def train(ep):
model.train()
total_loss = 0
count = 0
train_idx_list = np.arange(len(X_train), dtype="int32")
np.random.shuffle(train_idx_list)
for idx in train_idx_list:
data_line = X_train[idx]
x, y = Variable(data_line[:-1]), Variable(data_line[1:])
if args.cuda:
x, y = x.cuda(), y.cuda()
optimizer.zero_grad()
output = model(x.unsqueeze(0)).squeeze(0)
loss = -torch.trace(torch.matmul(y, torch.log(output).float().t()) +
torch.matmul((1 - y), torch.log(1 - output).float().t()))
total_loss += loss.data[0]
count += output.size(0)
if args.clip > 0:
torch.nn.utils.clip_grad_norm(model.parameters(), args.clip)
loss.backward()
optimizer.step()
if idx > 0 and idx % args.log_interval == 0:
cur_loss = total_loss / count
print("Epoch {:2d} | lr {:.5f} | loss {:.5f}".format(ep, lr, cur_loss))
total_loss = 0.0
count = 0
def __call__(self, y_pred, y_true=None):
"""
y_pred should be two projections
"""
covar_mat = th.abs(th_matrixcorr(y_pred[0].data, y_pred[1].data))
self.corr_sum += th.trace(covar_mat)
self.total_count += covar_mat.size(0)
return self.corr_sum / self.total_count
def laplacian(x_values,target,distance="cosine",m=1,classes=10,k=None,extract=False,reg_l2=False):
x_values = x_values.clone()
target = target.clone()
n_examples = x_values.size(0)
x_values = x_values.view(n_examples,-1)
y_true = torch.cuda.FloatTensor(n_examples,classes)
y_true.zero_()
y_true.scatter_(1, target.data.view(-1,1), 1)
y_true = Variable(y_true)
transposed_y_true = torch.t(y_true)
if k is None:
neighbours = n_examples
else:
neighbours = k
if distance == "cosine":
normalized = F.normalize(x_values, p=2, dim=1)
W_tf = torch.mm(normalized,torch.t(normalized))
y, ind = torch.sort(W_tf, 1)
A = torch.zeros(*y.size()).cuda()
k_biggest = ind[:,-neighbours:].data
for index1,value in enumerate(k_biggest):
A_line = A[index1]
A_line[value] = 1
A_final = Variable(torch.min(torch.ones(*y.size()).cuda(),A+torch.t(A)))
new_W_tf = W_tf*A_final
d_tf = torch.sum(new_W_tf,1)
d_tf = torch.diag(d_tf)
laplacian_tf = (d_tf - new_W_tf)
laplacian_after_m = laplacian_tf
for _ in range(1,m):
laplacian_after_m = torch.mm(laplacian_after_m,laplacian_tf)
if reg_l2 and m > 1:
clone = torch.abs(laplacian_after_m.clone())
mask = torch.diag(torch.ones_like(clone[0]))
clone *= (1-mask)
max_val = torch.max(clone.view(-1))
laplacian_after_m /= max_val
if extract:
return laplacian_after_m
else:
final_laplacian_tf = torch.mm(transposed_y_true, laplacian_after_m)
final_laplacian_tf = torch.mm(final_laplacian_tf,y_true)
final_laplacian_tf = torch.trace(final_laplacian_tf)
return final_laplacian_tf
def IG_Loss_ZZ(netG, netIG, mb_size, Z_dim, z, use_cuda=True):
interpolates = z
if use_cuda:
interpolates = interpolates.cuda()
interpolates = autograd.Variable(interpolates, requires_grad=True)
G = netG(interpolates)
z_hat = netIG(G)
zN = z_hat.size()[1]
#grad_list = []
for i in range(zN):
z_ = z_hat[:, i]
##print(pixel.size())
gradients = autograd.grad(outputs=z_,
inputs=interpolates,
grad_outputs=torch.ones(G.size()[0]).cuda()
if use_cuda else torch.ones(G.size()[0]),
create_graph=True,
retain_graph=True,
only_inputs=True)[0]
gradients = gradients.unsqueeze(2)
if i == 0:
grad = gradients
else:
grad = torch.cat((grad, gradients), 2)
IG_det_penalty = 0
ImN = grad.size()[0]
for i in range(ImN):
m = grad[i, :, :]
teye = torch.eye(Z_dim).cuda() if use_cuda else torch.eye(Z_dim)
tmp = m - teye
IG_det_penalty += torch.trace(torch.mm(torch.t(tmp), tmp))
"""======== IG eigen penalty """
ub = torch.Tensor([20.0])
lb = torch.Tensor([1.0]) #Variable(
if use_cuda:
ub = ub.cuda()
lb = lb.cuda()
delta = torch.randn(mb_size, Z_dim) # Variable()
if use_cuda:
delta = delta.cuda()
eps = 0.1
delta = (delta / delta.norm(2)) * eps
z_t = z + delta
Q = torch.sqrt(torch.sum(
(netIG(netG(z_t)) - z_hat)**2)) / torch.sqrt(torch.sum((z_t - z)**2))
Lmax = (torch.max(Q, ub) - ub)**2
Lmin = (torch.min(Q, lb) - lb)**2
IG_L = Lmax + Lmin
return z_hat, IG_det_penalty, IG_L
def make_d2Vdq(self, q, guess, q_last=None, fJHu=None):
guess = self.solve(q, guess, q_last=None)
if fJHu is None:
f, JV, H, u = self.fem.f_J_H(q, initial_guess=guess, return_u=True)
J = self.fsm.to_torch(JV)
else:
f, J, H, u = fJHu
fhat, Jhat, Hhat = self.sem.f_J_H(q, self.params)
fhat = fhat.view(1)
Jhat = Jhat.view(-1)
Hhat = Hhat.view(len(q), len(q))
f_taylor = Taylor(f, J, H, q)
fhat_taylor = Taylor(fhat, Jhat, H, q)
q = torch.autograd.Variable(q.data, requires_grad=True)
# pdb.set_trace()
def energy(q):
fnew = f_taylor(q) + 1e-9
fhatnew = fhat_taylor(q) + 1e-9
# = f/g + g/f
# d/du = (f'g - fg')/g^2 + (g'f - gf')/f^2
# d2/du =
# pdb.set_trace()
return (torch.log(fnew) -
torch.log(fhatnew))**2 + 1e-9 * (q**2).sum(dim=-1)
# pdb.set_trace()
qs = torch.stack([
torch.autograd.Variable(q.data, requires_grad=True)
for _ in range(len(q))
])
energies = energy(qs)
grads = torch.autograd.grad(energies.sum(), qs,
create_graph=True)[0].contiguous()
dVdq = -grads[0].data.clone()
d2Vdq = (-torch.autograd.grad(torch.trace(grads),
qs)[0].contiguous().view(len(q), len(q)))
# Apply damping
evals = torch.symeig(d2Vdq).eigenvalues
if torch.min(evals) < 0:
d2Vdq = d2Vdq + torch.eye(
len(dVdq)) * (1e-3 + torch.abs(torch.min(evals)))
return d2Vdq, dVdq, u.vector()
def test_jacobian_plowrank():
for get_task in nonlinear_tasks:
loader, lc, parameters, model, function, n_output = get_task()
generator = Jacobian(layer_collection=lc,
model=model,
function=function,
n_output=n_output)
PMat_lowrank = PMatLowRank(generator=generator, examples=loader)
dw = random_pvector(lc, device=device)
dw = dw / dw.norm()
dense_tensor = PMat_lowrank.get_dense_tensor()
# Test get_diag
check_tensors(torch.diag(dense_tensor),
PMat_lowrank.get_diag(),
eps=1e-4)
# Test frobenius
frob_PMat = PMat_lowrank.frobenius_norm()
frob_direct = (dense_tensor**2).sum()**.5
check_ratio(frob_direct, frob_PMat)
# Test trace
trace_PMat = PMat_lowrank.trace()
trace_direct = torch.trace(dense_tensor)
check_ratio(trace_PMat, trace_direct)
# Test mv
mv_direct = torch.mv(dense_tensor, dw.get_flat_representation())
mv = PMat_lowrank.mv(dw)
check_tensors(mv_direct, mv.get_flat_representation())
# Test vTMV
check_ratio(torch.dot(mv_direct, dw.get_flat_representation()),
PMat_lowrank.vTMv(dw))
# Test solve
# We will try to recover mv, which is in the span of the
# low rank matrix
regul = 1e-3
mmv = PMat_lowrank.mv(mv)
mv_using_inv = PMat_lowrank.solve(mmv, regul=regul)
check_tensors(mv.get_flat_representation(),
mv_using_inv.get_flat_representation(),
eps=1e-2)
# Test inv TODO
# Test add, sub, rmul
check_tensors(1.23 * PMat_lowrank.get_dense_tensor(),
(1.23 * PMat_lowrank).get_dense_tensor())
def eval_obs(self, state, env_c4v):
r"""
:param state: wavefunction
:param env_c4v: CTM c4v symmetric environment
:type state: IPEPS
:type env_c4v: ENV_C4V
:return: expectation values of observables, labels of observables
:rtype: list[float], list[str]
Computes the following observables in order
1. magnetization
2. :math:`\langle S^z \rangle,\ \langle S^+ \rangle,\ \langle S^- \rangle`
where the on-site magnetization is defined as
.. math::
\begin{align*}
m &= \sqrt{ \langle S^z \rangle^2+\langle S^x \rangle^2+\langle S^y \rangle^2 }
=\sqrt{\langle S^z \rangle^2+1/4(\langle S^+ \rangle+\langle S^-
\rangle)^2 -1/4(\langle S^+\rangle-\langle S^-\rangle)^2} \\
&=\sqrt{\langle S^z \rangle^2 + 1/2\langle S^+ \rangle \langle S^- \rangle)}
\end{align*}
Usual spin components can be obtained through the following relations
.. math::
\begin{align*}
S^+ &=S^x+iS^y & S^x &= 1/2(S^+ + S^-)\\
S^- &=S^x-iS^y\ \Rightarrow\ & S^y &=-i/2(S^+ - S^-)
\end{align*}
"""
# TODO optimize/unify ?
# expect "list" of (observable label, value) pairs ?
obs = dict()
with torch.no_grad():
rdm1x1 = rdm_c4v.rdm1x1(state, env_c4v)
for label, op in self.obs_ops.items():
obs[f"{label}"] = torch.trace(rdm1x1 @ op)
obs[f"m"] = sqrt(abs(obs[f"sz"]**2 + obs[f"sp"] * obs[f"sm"]))
rdm2x1 = rdm_c4v.rdm2x1(state, env_c4v)
obs[f"SS2x1"] = torch.einsum('ijab,ijab', rdm2x1, self.h2_rot)
# prepare list with labels and values
obs_labels = [f"m"] + [f"{lc}"
for lc in self.obs_ops.keys()] + [f"SS2x1"]
obs_values = [obs[label] for label in obs_labels]
return obs_values, obs_labels
def rbf_cmmd(self, sX, tX, sY, tY):
'''
Return CMMD score based on guassian kernel.
'''
n_sample1 = sX.size(0)
n_sample2 = tX.size(0)
device = sX.device
batch_size = sX.size(0)
xkernels = self.guassian_kernel(sX,
tX,
kernel_mul=self.kernel_mul,
kernel_num=self.kernel_num,
fix_sigma=self.fix_sigma)
ykernels = self.guassian_kernel(sY,
tY,
kernel_mul=self.kernel_mul,
kernel_num=self.kernel_num,
fix_sigma=self.fix_sigma)
X11 = xkernels[:batch_size, :batch_size]
X21 = xkernels[batch_size:, :batch_size]
X22 = xkernels[batch_size:, batch_size:]
Y11 = ykernels[:batch_size, :batch_size]
Y12 = ykernels[:batch_size, batch_size:]
Y22 = ykernels[batch_size:, batch_size:]
X11_inver = torch.inverse(X11 + self.eplison * n_sample1 *
torch.eye(n_sample1).to(device))
X22_inver = torch.inverse(X22 + self.eplison * n_sample2 *
torch.eye(n_sample2).to(device))
cmmd1 = -2.0 / (n_sample1 * n_sample2) * torch.trace(
X21.mm(X11_inver).mm(Y12).mm(X22_inver))
cmmd2 = 1.0 / (n_sample1 * n_sample1) * torch.trace(Y11.mm(X11_inver))
cmmd3 = 1.0 / (n_sample2 * n_sample2) * torch.trace(Y22.mm(X22_inver))
loss = cmmd1 + cmmd2 + cmmd3
return torch.sqrt(loss)
def _torch_calculate_frechet_distance(mu1, sigma1, mu2, sigma2, eps=1e-6):
"""Pytorch implementation of the Frechet Distance.
Taken from https://github.com/bioinf-jku/TTUR
The Frechet distance between two multivariate Gaussians X_1 ~ N(mu_1, C_1)
and X_2 ~ N(mu_2, C_2) is
d^2 = ||mu_1 - mu_2||^2 + Tr(C_1 + C_2 - 2*sqrt(C_1*C_2)).
Stable version by Dougal J. Sutherland.
Params:
-- mu1 : Numpy array containing the activations of a layer of the
inception net (like returned by the function 'get_predictions')
for generated samples.
-- mu2 : The sample mean over activations, precalculated on an
representive data set.
-- sigma1: The covariance matrix over activations for generated samples.
-- sigma2: The covariance matrix over activations, precalculated on an
representive data set.
Returns:
-- : The Frechet Distance.
"""
assert mu1.shape == mu2.shape, \
'Training and test mean vectors have different lengths'
assert sigma1.shape == sigma2.shape, \
'Training and test covariances have different dimensions'
import torch
mu1 = torch.from_numpy(mu1).cuda()
sigma1 = torch.from_numpy(sigma1).cuda()
mu2 = torch.from_numpy(mu2).cuda()
sigma2 = torch.from_numpy(sigma2).cuda()
diff = mu1 - mu2
# Run 50 itrs of newton-schulz to get the matrix sqrt of sigma1 dot sigma2
covmean = sqrt_newton_schulz(sigma1.mm(sigma2).unsqueeze(0),
50).squeeze()
out = (diff.dot(diff) + torch.trace(sigma1) + torch.trace(sigma2) -
2 * torch.trace(covmean))
return out
def quad_approx(theta, prev_theta, S, step_size):
f_theta = get_f_theta(theta, S)
qt1 = get_f_theta(prev_theta, S) # term 1 of Q
qt2 = torch.trace(
torch.matmul(theta - prev_theta, S - torch.inverse(prev_theta)))
qt3 = 1 / (2 * step_size) * torch.sum(
(theta - prev_theta)**2) # get_frobenius_norm
Q_eta = qt1 + qt2 + qt3
# print('QUAD approx: ', f_theta, Q_eta)
#return f_theta <= Q_eta
#return f_theta <= Q_eta or torch.abs(torch.abs(f_theta) - torch.abs(Q_eta)) <= 0.01 * torch.abs(f_theta) # difference within 1%
return f_theta <= Q_eta or torch.abs(
torch.abs(f_theta) -
torch.abs(Q_eta)) <= 0.01 * torch.abs(f_theta) # difference within 1%
def compute_loss(self, X, labels):
self.kern = self.kernel(X, X, self.W)
K = self.kern + torch.eye(self.kern.size()[0]).to(device) * self.lambda_reg
L = torch.cholesky(K, upper=False)
one_hot_y = F.one_hot(labels, num_classes=10).type(torch.FloatTensor)
# A, _ = torch.solve(kern, L)
# V, _ = torch.solve(one_hot_y, L)
# alpha = A.T @ V
self.alpha = torch.cholesky_solve(one_hot_y, L, upper=False)
# output = K.T @ self.alpha
output = self.kern.T @ self.alpha
loss = self.loss_fn(output, one_hot_y) + self.lambda_reg * torch.trace(self.alpha.T @ self.kern @ self.alpha)
return loss
def Obsv(psi, Lpsi, T, O, beta):
""" calculate the thermal average of the observable O as
<I \otimes O \otimes I>_{K}
where K is the K-matrix corresponding to <Lpsi|T|psi>
K plays the role of effective Hamiltonian
T: cMPO
psi: cMPS (right eigenvector)
Lpsi: cMPS (left eigenvector)
O: the observable
beta: inverse temperature
"""
dtype, device = psi.dtype, psi.device
totalD = O.shape[0]*psi.dim*psi.dim
matI = torch.eye(psi.dim, dtype=dtype, device=device)
matO = torch.einsum('ab,cd,ef->acebdf', matI, O, matI).contiguous().view(totalD, totalD)
Tpsi = act(T, psi)
M = density_matrix(Lpsi, Tpsi)
w, v = eigensolver(M)
w -= w.max().item()
expw = torch.diag(torch.exp(beta*w))
return torch.trace(expw @ v.t() @ matO @ v).item() / torch.trace(expw).item()
def dtaudq(p, dH, Q, lam, alpha):
N = len(p)
Jm = J(lam, alpha, len(p))
#print("eigenvalues {}".format(lam))
#print("J {}".format(Jm))
Dm = D(p, Q, lam, alpha)
#print("D {}".format(Dm))
M = torch.mm(Q, torch.mm(Dm, torch.mm(Jm, torch.mm(Dm, torch.t(Q)))))
#print("M is {}".format(M))
delta = torch.zeros(N)
for i in range(N):
delta[i] = 0.5 * torch.trace(-torch.mm(M, dH[i, :, :]))
return (delta)
def find_grad(self, s, s0, lap):
with torch.enable_grad():
s_cp = s.clone().detach().requires_grad_(True)
print(s_cp.shape)
s0_cp = s0.clone().detach().requires_grad_(True)
print(lap.shape)
cut =\
torch.trace(torch.matmul(torch.transpose(self.softmax(s_cp),-1,-2),torch.matmul(lap,\
self.softmax(s_cp))))
norm_reg = torch.pow(torch.norm(s0_cp - s_cp, dim=(-1, -2)), 2)
val = cut + norm_reg
val.backward()
return s_cp.grad
def _evalSumAcrossTrials(self, Kzz, KzzChol, qMu, qSigma):
# ESS \in nTrials x nInd x nInd
ESS = qSigma + torch.matmul(qMu, qMu.permute(0, 2, 1))
nTrials = qMu.shape[0]
answer = 0
for trial in range(nTrials):
_, logdetKzz = Kzz[trial, :, :].slogdet() # O(n^3)
_, logdetQSigma = qSigma[trial, :, :].slogdet() # O(n^3)
traceTerm = torch.trace(
torch.cholesky_solve(ESS[trial, :, :], KzzChol[trial, :, :]))
trialKL = .5 * (traceTerm + logdetKzz - logdetQSigma -
ESS.shape[1])
answer += trialKL
return answer
def mmd(x,y,B,alpha=1): ### # Input: # x = tensor of shape [B, 1, IMG_DIM, IMG_DIM] (e.g. real images) # y = tensor of shape [B, 1, IMG_DIM, IMG_DIM] (e.g. fake images) # B = batch size (or size of samples to be compared); B(x) has to be B(y) # alpha = kernel parameter # # Output: # mmd score ### x = x.view(x.size(0), x.size(2) * x.size(3)) y = y.view(y.size(0), y.size(2) * y.size(3)) xx, yy, zz = torch.mm(x,x.t()), torch.mm(y,y.t()), torch.mm(x,y.t()) rx = (xx.diag().unsqueeze(0).expand_as(xx)) ry = (yy.diag().unsqueeze(0).expand_as(yy)) K = torch.exp(- alpha * (rx.t() + rx - 2*xx)) L = torch.exp(- alpha * (ry.t() + ry - 2*yy)) P = torch.exp(- alpha * (rx.t() + ry - 2*zz)) beta = (1./(B*(B-1))) gamma = (2./(B*B)) mmd = beta * (torch.sum(K)-torch.trace(K)+torch.sum(L)-torch.trace(L)) - gamma * torch.sum(P) return mmd
def KL_cal(a, mu, Q, eigen):
#print("a",a)
KL = 0
for idx in range(N):
#idx= 0
this_mu = mu[:, idx, :].view(-1, z_dim)
this_eigen = eigen[:, idx, :].view(-1, z_dim)
this_Q = Q[:, idx, :, :].view(-1, z_dim,
z_dim) #(batch,1,latent,latent)
diag_list = []
for i in range(mb_size):
diag_list.append(
torch.diag(this_eigen[i, :]).view(1, z_dim, z_dim))
m_diag = torch.cat(diag_list, 0) #(batch,20)
mul1 = batch_matmul(this_Q, m_diag)
var = batch_matmul(mul1, torch.inverse(this_Q))
p_mu = torch.zeros([mb_size, z_dim])
p_sigma = torch.cat([
torch.diag(torch.ones([z_dim], dtype=torch.float32)).view(
[1, z_dim, z_dim])
] * mb_size, 0)
ans = []
for i in range(mb_size):
_sigma0, _sigma1, _mu0, _mu1 = var[i, :, :], p_sigma[
i, :, :], this_mu[i, :].view(1,
z_dim), p_mu[i, :].view(1, z_dim)
#print(torch.inverse(_sigma1))
kl1 = torch.trace(torch.inverse(_sigma1) * _sigma0)
#print(_mu0.shape)
#print((_mu1-_mu0).transpose(1,0).shape)
#print(_sigma1.shape)
mul1 = torch.mm((_mu1 - _mu0), torch.inverse(_sigma1)) #(1,20)
d1 = torch.det(_sigma1)
d0 = torch.det(_sigma0)
d = torch.log(d1 / d0)
kl2 = torch.mm(mul1, (_mu1 - _mu0).transpose(1, 0)) - N + d
kl = 0.5 * (kl1 + kl2)
with torch.no_grad():
ans.append(kl * a[i, idx])
KL += torch.sum(torch.cat(ans, 0))
return KL
def frechet_distance(mu_x, mu_y, sigma_x, sigma_y):
"""
Function for returning the Fréchet distance between multivariate Gaussians,
parameterized by their means and covariance matrices.
Parameters:
mu_x: the mean of the first Gaussian, (n_features)
mu_y: the mean of the second Gaussian, (n_features)
sigma_x: the covariance matrix of the first Gaussian, (n_features, n_features)
sigma_y: the covariance matrix of the second Gaussian, (n_features, n_features)
"""
res = torch.norm(mu_x -
mu_y)**2 + torch.trace(sigma_x + sigma_y -
2 * matrix_sqrt(sigma_x @ sigma_y))
return res
def per_component_m_step(i):
mu_i = torch.sum(r[:, [i]] * x, dim=0) / r_sum[i]
s2_I = torch.exp(self.log_D[i, 0]) * torch.eye(l, device=x.device)
inv_M_i = torch.inverse(self.A[i].T @ self.A[i] + s2_I)
x_c = x - mu_i.reshape(1, d)
SiAi = (1.0 / r_sum[i]) * (r[:, [i]] * x_c).T @ (x_c @ self.A[i])
invM_AT_Si_Ai = inv_M_i @ self.A[i].T @ SiAi
A_i_new = SiAi @ torch.inverse(s2_I + invM_AT_Si_Ai)
t1 = torch.trace(A_i_new.T @ (SiAi @ inv_M_i))
trace_S_i = torch.sum(N / r_sum[i] *
torch.mean(r[:, [i]] * x_c * x_c, dim=0))
sigma_2_new = (trace_S_i - t1) / d
return mu_i, A_i_new, torch.log(sigma_2_new) * torch.ones_like(
self.log_D[i])
def time_test(N):
start_time = time.perf_counter()
A = torch.randn((N, N), requires_grad=True)
At = torch.transpose(A, 0, 1)
T = torch.trace(A @ At)
T.backward()
stop_time = time.perf_counter()
return stop_time - start_time
def angle_mat(R1, R2):
"""
:param R1: B x 3 x 3, :type torch.float
:param R2: B x 3 x 3, :type torch.float
:return: B, angle in degrees, :type torch.float
"""
R_d = R1.transpose(1, 2) @ R2
angles = torch.zeros(R1.shape[0]).to(R1.device)
for i, i_R_d in enumerate(R_d):
c = (torch.trace(i_R_d) - 1) / 2
angles[i] = rad2deg(torch.acos(c.clamp(min=-1.0, max=1.0)))
return angles
def forward(self, x):
corr_matrix = torch.zeros(self.nparts, self.nparts).cuda()
loss = torch.zeros(1, requires_grad=True).cuda()
x = x.reshape(x.size(0), self.nparts, -1)
x = torch.div(x, x.norm(dim=-1, keepdim=True))
for i in range(self.nparts):
for j in range(self.nparts):
corr_matrix[i, j] = torch.mean(torch.mm(x[:,i], x[:,j].t()))
loss = (torch.sum(corr_matrix) - 3 * torch.trace(corr_matrix) + 2 * self.nparts) / 2.0
return torch.mul(loss, self.gamma.cuda())
def loss_dc_whitened(embd, label, weight=None):
if type(weight) == torch.Tensor:
weight = torch.sqrt(weight).unsqueeze(-1)
embd = embd * weight
label = label * weight
C = label.shape[2]
D = embd.shape[2]
VtV = embd.transpose(1, 2).bmm(embd) + 1e-24 * torch.eye(D)
VtY = embd.transpose(1, 2).bmm(label)
YtY = label.transpose(1, 2).bmm(label) + 1e-24 * torch.eye(C)
return D - torch.trace(torch.sum(
VtV.inverse().bmm(VtY).bmm(YtY.inverse()).bmm(VtY.transpose(1, 2)),
dim=0
)) / embd.shape[0]
def forward(self, adj_mat, l_mat):
t0 = F.leaky_relu(self.encode0(adj_mat))
t0 = F.leaky_relu(self.encode1(t0))
self.embedding = t0
t0 = F.leaky_relu(self.decode0(t0))
t0 = F.leaky_relu(self.decode1(t0))
L_1st = 2 * torch.trace(torch.mm(torch.mm(torch.t(self.embedding), l_mat), self.embedding))
L_2nd = torch.sum(((adj_mat - t0) * adj_mat * self.beta) * ((adj_mat - t0) * adj_mat * self.beta))
L_reg = 0
for param in self.parameters():
L_reg += self.nu1 * torch.sum(torch.abs(param)) + self.nu2 * torch.sum(param * param)
return self.alpha * L_1st, L_2nd, self.alpha * L_1st + L_2nd, L_reg
def forward(ctx, input):
with torch.no_grad():
# send tensor to cpu in numpy format and compute expm using scipy
expm_input = expm(input.detach().cpu().numpy())
# transform back into a tensor
expm_input = torch.as_tensor(expm_input)
if input.is_cuda:
# expm_input = expm_input.cuda()
assert expm_input.is_cuda
# save expm_input to use in backward
ctx.save_for_backward(expm_input)
# return the trace
return torch.trace(expm_input)
def criterion(self, x, y):
"""
Defines the HSIC criterion.
"""
x, y = x.to(self.device), y.to(self.device)
m = x.shape[0]
K_x = kernel_module.get(self.kernel)(x, x, self.params_dict)
K_y = kernel_module.get(self.kernel)(y, y, self.params_dict)
H = torch.eye(m, m) - (1 / m) * torch.ones(m, m)
H = H.to(self.device)
matrix_x = torch.mm(K_x, H)
matrix_y = torch.mm(K_y, H)
return (1 / (m - 1)) * torch.trace(torch.mm(matrix_x, matrix_y))
def kl_div(output_mu, output_sig, target_mu, target_sig, device):
""" Compute the KL-divergence between 2 Gaussian distributions
[Lots of numerical issues]
Parameters:
output_mu (1d tensor) -- mean of the variables
output_sig (2d tensor) -- covariance of the variables
target_mu (1d tensor) -- target mean
target_sig (2d tensor) -- target covariance
device (int) -- device of the arrays above
"""
output_sig_inv = torch.inverse(output_sig)
target_sig_inv = torch.inverse(target_sig)
loss1 = torch.dot(output_mu-target_mu,\
torch.mv(output_sig_inv+
target_sig_inv,
output_mu-target_mu))
loss2 = torch.trace(output_sig_inv.mm(target_sig_inv))\
+ torch.trace(target_sig_inv.mm(output_sig_inv))
loss = 0.0 * loss1 + 1e-24 * torch.pow(loss2, 2)
return loss
def get_duality_gap(theta, S, rho):
# rho = torch.Tensor([args.rho])
# if USE_CUDA:
# rho = rho.cuda()
U = torch.min(torch.max(torch.inverse(theta) - S, -1 * rho), rho)
#t1 = -1*torch.log(torch.det(S+U)) - args.N # term1
#t2 = -1*torch.log(torch.det(theta))
t1 = -1 * get_logdet(S + U) - args.N # term1
t2 = -1 * get_logdet(theta)
t3 = torch.trace(torch.matmul(S, theta))
#t4 = args.rho*torch.max(torch.sum(torch.abs(theta), 0)) # L1 norm of mat is max abs column sum
t4 = rho * torch.sum(torch.abs(theta)) # L1 norm of mat
# print('DUALITY: ', t1, t2, t3, t4)
return t1 + t2 + t3 + t4
def wasserstein_penalty_func(p, q):
def cov(x: torch.tensor) -> torch.tensor:
x = x - torch.mean(x, dim=1, keepdim=True)
return (1. / (x.size(1) - 1)) * x.matmul(x.t())
mean_p = p.mean(dim=1)
cov_p = cov(p)
mean_q = q.mean(dim=1)
cov_q = cov(q)
first = torch.sum(torch.pow(mean_p - mean_q, 2))
second = cov_p.trace()
third = cov_q.trace()
fourth = 2 * torch.trace(torch.matmul(cov_p, cov_q).relu().sqrt())
return first + second + third - fourth
def build_loss(self, recons, weights, raw_weights):
size = self.X.shape[0]
loss = 0
loss += raw_weights * torch.log(raw_weights / recons + 10**-10)
loss = loss.sum(dim=1)
loss = loss.mean()
# loss += 10**-3 * (torch.mean(self.embedding.pow(2)))
# loss += 10**-3 * (torch.mean(self.W1.pow(2)) + torch.mean(self.W2.pow(2)))
# loss += 10**-3 * (torch.mean(self.W1.abs()) + torch.mean(self.W2.abs()))
degree = weights.sum(dim=1)
L = torch.diag(degree) - weights
loss += self.lam * torch.trace(self.embedding.t().matmul(L).matmul(
self.embedding)) / size
return loss
def dphidq(lam,alpha,dH,Q,dV):
N = len(lam)
#print("lam is {}".format(lam))
Jm = J(lam,alpha,len(lam))
R = torch.diag(1/(lam*coth_torch(alpha*lam)))
M = torch.mm(Q,torch.mm(R*Jm,torch.t(Q)))
#print("M is {}".format(M))
#print("dH is {}".format(dH[0,:,:]))
#print("trace(MdH) is {}".format(torch.trace(torch.mm(M,dH[0,:,:])) ))
#print("dV is {}".format(dV))
delta = torch.zeros(N)
for i in range(N):
delta[i] = 0.5 * torch.trace(torch.mm(M,dH[i,:,:])) + dV[i]
return(delta)
def forward(self) -> Tuple[torch.Tensor, int]:
"""Return a value proportional to the log likelihood."""
unstable = 0
# model-implied covariance/mean
sigma, mu = self.implied_sigma_mu()
if self.fiml:
# FIML -2 * logL (without constants)
assert mu is not None
loss = torch.zeros(1, dtype=mu.dtype, device=mu.device)
mean_diffs: torch.Tensor = self.data - mu.t()
for pairs in self.missing_patterns.values():
# calculate sigma^-1 and logdet(sigma) in batches
sigmas = torch.stack([
sigma.index_select(0, x[1]).index_select(1, x[1])
for x in pairs
])
sigmas_logdet = torch.logdet(sigmas)
sigmas = torch.inverse(sigmas)
for i, (observations, available) in enumerate(pairs):
mean_diff = mean_diffs.index_select(
0, observations).index_select(1, available)
loss_current = sigmas_logdet[i] * len(
observations) + torch.trace(
mean_diff.mm(sigmas[i]).mm(mean_diff.t()))
unstable += loss_current.detach().item() < 0
loss = loss + loss_current.clamp(min=0.0)
else:
# maximum likelihood
loss = torch.logdet(sigma) + torch.trace(
self.sample_covariance.mm(torch.inverse(sigma)))
unstable += loss.detach().item() < 0
return loss, unstable
def evaluate(X_data):
model.eval()
eval_idx_list = np.arange(len(X_data), dtype="int32")
total_loss = 0.0
count = 0
for idx in eval_idx_list:
data_line = X_data[idx]
x, y = Variable(data_line[:-1]), Variable(data_line[1:])
if args.cuda:
x, y = x.cuda(), y.cuda()
output = model(x.unsqueeze(0)).squeeze(0)
loss = -torch.trace(torch.matmul(y, torch.log(output).float().t()) +
torch.matmul((1-y), torch.log(1-output).float().t()))
total_loss += loss.data[0]
count += output.size(0)
eval_loss = total_loss / count
print("Validation/Test loss: {:.5f}".format(eval_loss))
return eval_loss
