def full_logll(self, param_list, mean_list, var_list, cov_mat_root_list):
cov_mat_root = torch.cat(cov_mat_root_list, dim=1)
mean_vector = flatten(mean_list)
var_vector = flatten(var_list)
param_vector = flatten(param_list)
return self.compute_ll_for_block(param_vector, mean_vector, var_vector,
cov_mat_root)
def compute_ll_for_block(self, vec, mean, var, cov_mat_root):
vec = flatten(vec)
mean = flatten(mean)
var = flatten(var)
cov_mat_lt = RootLazyTensor(cov_mat_root.t())
var_lt = DiagLazyTensor(var + 1e-6)
covar_lt = AddedDiagLazyTensor(var_lt, cov_mat_lt)
qdist = MultivariateNormal(mean, covar_lt)
with gpytorch.settings.num_trace_samples(
1) and gpytorch.settings.max_cg_iterations(25):
return qdist.log_prob(vec)
def sample_fullrank(self, scale, cov, fullrank):
scale_sqrt = scale**0.5
mean_list = []
sq_mean_list = []
if cov:
cov_mat_sqrt_list = []
for (module, name) in self.params:
mean = module.__getattr__("%s_mean" % name)
sq_mean = module.__getattr__("%s_sq_mean" % name)
if cov:
cov_mat_sqrt = module.__getattr__("%s_cov_mat_sqrt" % name)
cov_mat_sqrt_list.append(cov_mat_sqrt.cpu())
mean_list.append(mean.cpu())
sq_mean_list.append(sq_mean.cpu())
mean = flatten(mean_list)
sq_mean = flatten(sq_mean_list)
# draw diagonal variance sample
var = torch.clamp(sq_mean - mean**2, self.var_clamp)
var_sample = var.sqrt() * torch.randn_like(var, requires_grad=False)
# if covariance draw low rank sample
if cov:
cov_mat_sqrt = torch.cat(cov_mat_sqrt_list, dim=1)
cov_sample = cov_mat_sqrt.t().matmul(
cov_mat_sqrt.new_empty((cov_mat_sqrt.size(0), ),
requires_grad=False).normal_())
cov_sample /= (self.max_num_models - 1)**0.5
rand_sample = var_sample + cov_sample
else:
rand_sample = var_sample
# update sample with mean and scale
sample = mean + scale_sqrt * rand_sample
sample = sample.unsqueeze(0)
# unflatten new sample like the mean sample
samples_list = unflatten_like(sample, mean_list)
for (module, name), sample in zip(self.params, samples_list):
module.__setattr__(name, sample.cuda())
def block_logdet(self, var, cov_mat_root):
var = flatten(var)
cov_mat_lt = RootLazyTensor(cov_mat_root.t())
var_lt = DiagLazyTensor(var + 1e-6)
covar_lt = AddedDiagLazyTensor(var_lt, cov_mat_lt)
return covar_lt.log_det()
def compute_logdet(self, block=False):
_, var_list, covar_mat_root_list = self.generate_mean_var_covar()
if block:
full_logdet = 0
for (var, cov_mat_root) in zip(var_list, covar_mat_root_list):
block_logdet = self.block_logdet(var, cov_mat_root)
full_logdet += block_logdet
else:
var_vector = flatten(var_list)
cov_mat_root = torch.cat(covar_mat_root_list, dim=1)
full_logdet = self.block_logdet(var_vector, cov_mat_root)
return full_logdet