def model_evaluation_loop(
trainer,
eval_encoder,
counts_eval,
encoder_eval_name,
n_iwsamples=5000,
n_picks=N_PICKS,
n_cells=N_CELLS,
do_observed_library=True,
n_samples_queries=200,
):
test_post = trainer.test_set.sequential()
mdl = trainer.model
train_post = trainer.train_set.sequential()
# *** IWELBO 5000
logging.info("IWELBO 5K estimation...")
multicounts_eval = None
if counts_eval is not None:
multicounts_eval = (n_iwsamples / counts_eval.sum()) * counts_eval
multicounts_eval = multicounts_eval.astype(int)
print(multicounts_eval)
iwelbo5000_loss = (
test_post.getter(
keys=["IWELBO"],
n_samples=n_iwsamples,
batch_size=64,
do_observed_library=do_observed_library,
encoder_key=encoder_eval_name,
counts=multicounts_eval,
z_encoder=eval_encoder,
)["IWELBO"]
.cpu()
.numpy()
).mean()
iwelbo5000train_loss = (
train_post.getter(
keys=["IWELBO"],
n_samples=n_iwsamples,
batch_size=64,
do_observed_library=do_observed_library,
encoder_key=encoder_eval_name,
counts=multicounts_eval,
z_encoder=eval_encoder,
)["IWELBO"]
.cpu()
.numpy()
).mean()
# *** KHAT
multicounts_eval = None
if counts_eval is not None:
multicounts_eval = (n_iwsamples / counts_eval.sum()) * counts_eval
multicounts_eval = multicounts_eval.astype(int)
log_ratios = []
n_samples_total = 1e4
n_samples_per_pass = (
300 if encoder_eval_name == "default" else multicounts_eval.sum()
)
n_iter = int(n_samples_total / n_samples_per_pass)
logging.info("Multicounts: {}".format(multicounts_eval))
logging.info(
"Khat computation using {} samples".format(n_samples_per_pass * n_iter)
)
for _ in tqdm(range(n_iter)):
with torch.no_grad():
out = mdl(
X_U,
LOCAL_L_MEAN,
LOCAL_L_VAR,
loss_type=None,
n_samples=n_samples_per_pass,
reparam=False,
encoder_key=encoder_eval_name,
counts=multicounts_eval,
do_observed_library=do_observed_library,
z_encoder=eval_encoder,
)
out = out["log_ratio"].cpu()
log_ratios.append(out)
log_ratios = torch.cat(log_ratios)
wi = torch.softmax(log_ratios, 0)
ess_here = 1.0 / (wi ** 2).sum(0)
_, khats = psislw(log_ratios.T.clone())
logging.info("FDR/TPR ...")
train_indices = train_post.indices
y_train = Y[train_indices]
decision_rule_fdr10 = np.zeros(n_picks)
decision_rule_fdr05 = np.zeros(n_picks)
decision_rule_fdr20 = np.zeros(n_picks)
decision_rule_tpr10 = np.zeros(n_picks)
decision_rule_fdr10_plugin = np.zeros(n_picks)
decision_rule_tpr10_plugin = np.zeros(n_picks)
fdr_gt = np.zeros((N_GENES, n_picks))
pe_fdr = np.zeros((N_GENES, n_picks))
fdr_gt_plugin = np.zeros((N_GENES, n_picks))
pe_fdr_plugin = np.zeros((N_GENES, n_picks))
y_preds_is = np.zeros((N_GENES, n_picks))
y_preds_plugin = np.zeros((N_GENES, n_picks))
y_gt = np.zeros((N_GENES, n_picks))
np.random.seed(42)
for ipick in range(n_picks):
print(np.unique(y_train))
if DO_POISSON:
where_a = np.where(y_train == 0)[0]
where_b = np.where(y_train == 1)[0]
else:
where_a = np.where(y_train == 1)[0]
where_b = np.where(y_train == 2)[0]
samples_a = np.random.choice(where_a, size=n_cells)
samples_b = np.random.choice(where_b, size=n_cells)
samples_a_overall = train_indices[samples_a]
samples_b_overall = train_indices[samples_b]
h_a = h[samples_a_overall]
h_b = h[samples_b_overall]
lfc_loc = h_a - h_b
is_significant_de_local = (lfc_loc.abs() >= 0.5).float().mean(0) >= 0.5
is_significant_de_local = is_significant_de_local.numpy()
logging.info("IS flavor ...")
multicounts_eval = None
if counts_eval is not None:
multicounts_eval = (n_samples_queries / counts_eval.sum()) * counts_eval
multicounts_eval = multicounts_eval.astype(int)
y_pred_is = get_predictions(
train_post,
samples_a,
samples_b,
encoder_key=encoder_eval_name,
counts=multicounts_eval,
n_post_samples=n_samples_queries,
importance_sampling=True,
do_observed_library=do_observed_library,
encoder=eval_encoder,
)
y_pred_is = y_pred_is.numpy()
true_fdr_arr = true_fdr(y_true=is_significant_de_local, y_pred=y_pred_is)
pe_fdr_arr, y_decision_rule = posterior_expected_fdr(y_pred=y_pred_is)
# Fdr related
fdr_gt[:, ipick] = true_fdr_arr
pe_fdr[:, ipick] = pe_fdr_arr
_, y_decision_rule10 = posterior_expected_fdr(y_pred=y_pred_is, fdr_target=0.1)
decision_rule_fdr10[ipick] = fdr_score(
y_true=is_significant_de_local, y_pred=y_decision_rule10
)
decision_rule_tpr10[ipick] = tpr_score(
y_true=is_significant_de_local, y_pred=y_decision_rule10
)
_, decision_rule_fdr05 = posterior_expected_fdr(
y_pred=y_pred_is, fdr_target=0.05
)
decision_rule_fdr05[ipick] = fdr_score(
y_true=is_significant_de_local, y_pred=y_decision_rule10
)
_, decision_rule_fdr20 = posterior_expected_fdr(
y_pred=y_pred_is, fdr_target=0.2
)
decision_rule_fdr20[ipick] = fdr_score(
y_true=is_significant_de_local, y_pred=y_decision_rule10
)
logging.info("Plugin flavor ...")
y_pred_plugin = get_predictions(
train_post,
samples_a,
samples_b,
encoder_key=encoder_eval_name,
counts=multicounts_eval,
n_post_samples=n_samples_queries,
importance_sampling=False,
do_observed_library=do_observed_library,
encoder=eval_encoder,
)
y_pred_plugin = y_pred_plugin.numpy()
true_fdr_plugin_arr = true_fdr(
y_true=is_significant_de_local, y_pred=y_pred_plugin
)
fdr_gt_plugin[:, ipick] = true_fdr_plugin_arr
pe_fdr_plugin_arr, y_decision_rule = posterior_expected_fdr(
y_pred=y_pred_plugin
)
pe_fdr_plugin[:, ipick] = pe_fdr_plugin_arr
_, y_decision_rule10 = posterior_expected_fdr(
y_pred=y_pred_plugin, fdr_target=0.1
)
decision_rule_fdr10_plugin[ipick] = fdr_score(
y_true=is_significant_de_local, y_pred=y_decision_rule10
)
decision_rule_tpr10_plugin[ipick] = tpr_score(
y_true=is_significant_de_local, y_pred=y_decision_rule10
)
y_preds_is[:, ipick] = y_pred_is
y_preds_plugin[:, ipick] = y_pred_plugin
y_gt[:, ipick] = is_significant_de_local
prauc_plugin = np.array(
[prauc(y=y_it, pred=y_pred) for (y_it, y_pred) in zip(y_gt.T, y_preds_plugin.T)]
)
# prauc_is = None
prauc_is = np.array(
[prauc(y=y_it, pred=y_pred) for (y_it, y_pred) in zip(y_gt.T, y_preds_is.T)]
)
all_fdr_gt = np.array(fdr_gt)
all_pe_fdr = np.array(pe_fdr)
fdr_gt_plugin = np.array(fdr_gt_plugin)
fdr_diff = all_fdr_gt - all_pe_fdr
loop_res = dict(
iwelbo5000=np.array(iwelbo5000_loss),
iwelbo5000_train=np.array(iwelbo5000train_loss),
pe_fdr_plugin=pe_fdr_plugin,
fdr_gt_plugin=fdr_gt_plugin,
all_fdr_gt=all_fdr_gt,
all_pe_fdr=all_pe_fdr,
l1_fdr=np.linalg.norm(fdr_diff, axis=0, ord=1),
l2_fdr=np.linalg.norm(fdr_diff, axis=0, ord=2),
y_gt=y_gt,
y_pred_is=y_preds_is,
y_pred_plugin=y_preds_plugin,
prauc_plugin=prauc_plugin,
prauc_is=prauc_is,
fdr_controlled_fdr10=np.array(decision_rule_fdr10),
fdr_controlled_fdr05=np.array(decision_rule_fdr05),
fdr_controlled_fdr20=np.array(decision_rule_fdr20),
fdr_controlled_tpr10=np.array(decision_rule_tpr10),
fdr_controlled_fdr10_plugin=np.array(decision_rule_fdr10_plugin),
fdr_controlled_tpr10_plugin=np.array(decision_rule_tpr10_plugin),
khat_10000=np.array(khats),
lfc_gt=lfc_loc,
ess=ess_here.numpy(),
)
return loop_res
# plt.clf()
# trainer.test_set.elbo()
seq = trainer.test_set.sequential(batch_size=10)
start = time.time()
zs, logws = ais_trajectory(
model, seq, n_sample=100, n_latent=dim_z, is_exp1=True
)
# Shapes n_samples, n_batch, (n_latent)
iwelbo += [torch.logsumexp(logws, dim=0) - np.log(100)]
TIME_100_SAMPLES_AIS.append(time.time() - start)
# trainer.test_set.exact_log_likelihood()
cubo += [0.5 * (torch.logsumexp(2 * logws, dim=0) - np.log(100))]
# Input should be n_obs, n_samples
log_ratios = logws.T
_, khat_vals = psislw(log_ratios)
khat.append(khat_vals)
a_2_it = []
res = {
"CONFIGURATION": (learn_var, loss_gen, loss_wvar),
"learn_var": learn_var,
"loss_gen": loss_gen,
"loss_wvar": loss_wvar,
"n_hidden": n_hidden,
# "IWELBO": (np.mean(iwelbo), np.std(iwelbo)),
# "CUBO": (np.mean(cubo), np.std(cubo)),
# "L1 loss gen_variance_dis": (np.mean(l1_gen_dis), np.std(l1_gen_dis)),
# "L1 loss gen_variance_sign": (np.mean(l1_gen_sign), np.std(l1_gen_sign)),
# "L1 loss post_variance_dis": (np.mean(l1_post_dis), np.std(l1_post_dis)),
# "L1 loss post_variance_sign": (np.mean(l1_post_sign), np.std(l1_post_sign)),
if do_defensive:
log_ratio = out["log_ratio"].cpu()
else:
log_ratio = (out["log_px_z"] + out["log_pz2"] +
out["log_pc"] + out["log_pz1_z2"] -
out["log_qz1_x"] - out["log_qc_z1"] -
out["log_qz2_z1"]).cpu()
qc_z_here = out["log_qc_z1"].cpu().exp()
qc_z.append(qc_z_here)
log_ratios.append(log_ratio)
# Concatenation over samples
log_ratios = torch.cat(log_ratios, 1)
qc_z = torch.cat(qc_z, 1)
log_ratios_sum = (log_ratios * qc_z).sum(0) # Sum over labels
wi = torch.softmax(log_ratios_sum, 0)
_, khats = psislw(log_ratios_sum.T.clone())
# _, khats = psislw(log_ratios.view(-1, len(x_u)).numpy())
khat1e4.append(khats)
except Exception as e:
raise e
print(e)
pass
res = {
"CONFIGURATION": scenario,
"LOSS_GEN": loss_gen,
"LOSS_WVAR": loss_wvar,
"BATCH_SIZE": BATCH_SIZE,
"N_SAMPLES_TRAIN": n_samples_train,
"N_SAMPLES_WTHETA": n_samples_wtheta,
do_observed_library=True,
)
# Khat
# start = time.time()
post = trainer.create_posterior(model=mdl,
gene_dataset=DATASET,
indices=SAMPLE_IDX).sequential(batch_size=2)
n_post_samples = 50
zs, logws = ais_trajectory(model=mdl, loader=post, n_sample=n_post_samples)
cubo = 0.5 * torch.logsumexp(2 * logws, dim=0) - np.log(n_post_samples)
# query_execution_time = time.time() - start
iwelbo = torch.logsumexp(logws, dim=0) - np.log(n_post_samples)
_, khats = psislw(logws.T)
# Mus
test_indices = trainer.train_set.indices
y_test = Y[test_indices]
decision_rule_fdr10 = np.zeros(N_PICKS)
decision_rule_tpr10 = np.zeros(N_PICKS)
fdr_gt = np.zeros((N_GENES, N_PICKS))
pe_fdr = np.zeros((N_GENES, N_PICKS))
n_post_samples = 50
for ipick in range(N_PICKS):
samples_a = np.random.choice(np.where(y_test == 1)[0], size=10)
samples_b = np.random.choice(np.where(y_test == 2)[0], size=10)
where_a = test_indices[samples_a]
def model_evaluation_loop(
my_trainer,
my_eval_encoder,
my_counts_eval,
my_encoder_eval_name,
):
# posterior query evaluation: groundtruth
seq = my_trainer.test_set.sequential(batch_size=10)
mean = np.dot(DATASET.mz_cond_x_mean, DATASET.X[seq.indices, :].T)[0, :]
std = np.sqrt(DATASET.pz_condx_var[0, 0])
exact_cdf = norm.cdf(0, loc=mean, scale=std)
is_cdf_nus = seq.prob_eval(
1000,
nu=nus,
encoder_key=my_encoder_eval_name,
counts=my_counts_eval,
z_encoder=my_eval_encoder,
)[2]
plugin_cdf_nus = seq.prob_eval(
1000,
nu=nus,
encoder_key=my_encoder_eval_name,
counts=my_counts_eval,
z_encoder=my_eval_encoder,
plugin_estimator=True,
)[2]
exact_cdfs_nus = np.array(
[norm.cdf(nu, loc=mean, scale=std) for nu in nus]).T
log_ratios = (my_trainer.test_set.log_ratios(
n_samples_mc=5000,
encoder_key=my_encoder_eval_name,
counts=my_counts_eval,
z_encoder=my_eval_encoder,
).detach().numpy())
# Input should be n_obs, n_samples
log_ratios = log_ratios.T
_, khat_vals = psislw(log_ratios)
# posterior query evaluation: aproposal distribution
seq_mean, seq_var, is_cdf, ess = seq.prob_eval(
1000,
encoder_key=my_encoder_eval_name,
counts=my_counts_eval,
z_encoder=my_eval_encoder,
)
gt_post_var = DATASET.pz_condx_var
sigma_sqrt = sqrtm(gt_post_var)
a_2_it = np.zeros(len(seq_var))
# Check that generative model is not defensive to compute A
if seq_var[0] is not None:
for it in range(len(seq_var)):
seq_var_item = seq_var[it] # Posterior variance
d_inv = np.diag(1.0 /
seq_var_item) # Variational posterior precision
a = sigma_sqrt @ (d_inv @ sigma_sqrt) - np.eye(DIM_Z)
a_2_it[it] = np.linalg.norm(a, ord=2)
a_2_it = a_2_it.mean()
return {
"IWELBO":
my_trainer.test_set.iwelbo(
5000,
encoder_key=my_encoder_eval_name,
counts=my_counts_eval,
z_encoder=my_eval_encoder,
),
"L1_IS_ERRS":
np.abs(is_cdf_nus - exact_cdfs_nus).mean(0),
"L1_PLUGIN_ERRS":
np.abs(plugin_cdf_nus - exact_cdfs_nus).mean(0),
"KHAT":
khat_vals,
"exact_lls_test":
my_trainer.test_set.exact_log_likelihood(),
"exact_lls_train":
my_trainer.train_set.exact_log_likelihood(),
"model_lls_test":
my_trainer.test_set.model_log_likelihood(),
"model_lls_train":
my_trainer.train_set.model_log_likelihood(),
# "plugin_cdf": norm.cdf(0, loc=seq_mean[:, 0], scale=np.sqrt(seq_var[:, 0])),
"l1_err_ex_is":
np.mean(np.abs(exact_cdf - is_cdf)),
"l2_ess":
ess,
"gt_post_var":
DATASET.pz_condx_var,
"a2_norm":
a_2_it,
# "sigma_sqrt": sqrtm(gt_post_var),
}
def res_eval_loop(
trainer,
eval_encoder,
counts_eval,
encoder_eval_name,
do_defensive: bool = False,
debug: bool = False,
):
model = trainer.model
logging.info("Predictions computation ...")
with torch.no_grad():
# Below function integrates both inference methods for
# mixture and simple statistics
train_res = trainer.inference(
trainer.test_loader,
# trainer.train_loader,
keys=[
"qc_z1_all_probas",
"y",
"log_ratios",
"qc_z1",
"preds_is",
"preds_plugin",
],
n_samples=N_EVAL_SAMPLES,
encoder_key=encoder_eval_name,
counts=counts_eval,
)
y_pred = train_res["preds_plugin"].numpy()
y_pred = y_pred / y_pred.sum(1, keepdims=True)
y_pred_is = train_res["preds_is"].numpy()
# y_pred_is = y_pred_is / y_pred_is.sum(1, keepdims=True)
assert y_pred.shape == y_pred_is.shape, (y_pred.shape, y_pred_is.shape)
y_true = train_res["y"].numpy()
# Precision / Recall for discovery class
# And accuracy
logging.info("Precision, recall, auc ...")
res_baseline = compute_reject_score(y_true=y_true, y_pred=y_pred)
m_ap = res_baseline["precision_discovery"]
m_recall = res_baseline["recall_discovery"]
auc_pr = np.trapz(
x=res_baseline["recall_discovery"],
y=res_baseline["precision_discovery"],
)
res_baseline_is = compute_reject_score(y_true=y_true, y_pred=y_pred_is)
m_ap_is = res_baseline_is["precision_discovery"]
m_recall_is = res_baseline_is["recall_discovery"]
auc_pr_is = np.trapz(
x=res_baseline_is["recall_discovery"],
y=res_baseline_is["precision_discovery"],
)
# Cubo / Iwelbo with 1e4 samples
logging.info("Heldout CUBO/IWELBO computation ...")
n_samples_total = 1e4
if debug:
n_samples_total = 200
n_samples_per_pass = 100 if not do_defensive else counts_eval.sum()
n_iter = int(n_samples_total / n_samples_per_pass)
cubo_vals = []
iwelbo_vals = []
iwelbo_c_vals = []
with torch.no_grad():
i = 0
for tensors in tqdm(trainer.test_loader):
x, _ = tensors
x = x
log_ratios_batch = []
log_qc_batch = []
for _ in tqdm(range(n_iter)):
out = model.inference(
x,
temperature=0.5,
n_samples=n_samples_per_pass,
encoder_key=encoder_eval_name,
counts=counts_eval,
)
if do_defensive:
log_ratio = out["log_ratio"].cpu()
else:
log_ratio = (out["log_px_z"] + out["log_pz2"] +
out["log_pc"] + out["log_pz1_z2"] -
out["log_qz1_x"] - out["log_qc_z1"] -
out["log_qz2_z1"]).cpu()
log_ratios_batch.append(log_ratio)
log_qc_batch.append(out["log_qc_z1"].cpu())
i += 1
if i == 20:
break
# Concatenation
log_ratios_batch = torch.cat(log_ratios_batch, dim=1)
log_qc_batch = torch.cat(log_qc_batch, dim=1)
# Lower bounds
# 1. Cubo
# n_cat, n_samples, n_batch = log_ratios_batch.shape
# cubo_val = torch.logsumexp(
# (2 * log_ratios_batch + log_qc_batch).view(n_cat * n_samples, n_batch),
# dim=0,
# keepdim=False,
# ) - np.log(n_samples)
# iwelbo_val = torch.logsumexp(
# (log_ratios_batch + log_qc_batch).view(n_cat * n_samples, n_batch),
# dim=0,
# keepdim=False,
# ) - np.log(n_samples)
# IWELBO C
# # n_cat, n_samples, n_batch
# qc_probs = log_qc_batch.permute([1, 2, 0]).exp()
# qc_dist = Categorical(probs=qc_probs)
# c_sampled = qc_dist.sample().unsqueeze(0)
# # log_qc_samp = torch.gather(log_qc_batch, dim=0, index=c_sampled)
# log_ratios_samp = torch.gather(log_ratios_batch, dim=0, index=c_sampled)
# # Shape 1, n_samples, n_batch
# iwelboc_val = torch.logsumexp(log_ratios_samp, dim=1) - np.log(n_samples)
# iwelboc_val = iwelboc_val.squeeze()
# cubo_vals.append(cubo_val.cpu())
# iwelbo_vals.append(iwelbo_val.cpu())
# iwelbo_c_vals.append(iwelboc_val.cpu())
# RELAXED CASE
n_samples, n_batch = log_ratios_batch.shape
cubo_val = torch.logsumexp(
2 * log_ratios_batch,
dim=0,
keepdim=False,
) - np.log(n_samples)
iwelbo_val = torch.logsumexp(
log_ratios_batch,
dim=0,
keepdim=False,
) - np.log(n_samples)
cubo_vals.append(cubo_val.cpu())
iwelbo_vals.append(iwelbo_val.cpu())
cubo_vals = torch.cat(cubo_vals)
iwelbo_vals = torch.cat(iwelbo_vals)
# iwelbo_c_vals = torch.cat(iwelbo_c_vals)
# Entropy
where9 = train_res["y"] == 9
probas9 = train_res["qc_z1_all_probas"].mean(0)[where9]
entropy = (-probas9 * probas9.log()).sum(-1).mean(0)
where_non9 = train_res["y"] != 9
y_non9 = train_res["y"][where_non9]
y_pred_non9 = y_pred[where_non9].argmax(1)
m_accuracy = accuracy_score(y_non9, y_pred_non9)
y_pred_non9_is = y_pred_is[where_non9].argmax(1)
m_accuracy_is = accuracy_score(y_non9, y_pred_non9_is)
# k_hat
n_samples_total = 1e4
if debug:
n_samples_total = 200
n_samples_per_pass = 25 if not do_defensive else counts_eval.sum()
n_iter = int(n_samples_total / n_samples_per_pass)
# a. Unsupervised case
# log_ratios = []
# qc_z = []
# for _ in tqdm(range(n_iter)):
# with torch.no_grad():
# out = model.inference(
# X_SAMPLE,
# temperature=0.5,
# n_samples=n_samples_per_pass,
# encoder_key=encoder_eval_name,
# counts=counts_eval,
# )
# if do_defensive:
# log_ratio = out["log_ratio"].cpu()
# else:
# log_ratio = (
# out["log_px_z"]
# + out["log_pz2"]
# + out["log_pc"]
# + out["log_pz1_z2"]
# - out["log_qz1_x"]
# - out["log_qc_z1"]
# - out["log_qz2_z1"]
# ).cpu()
# qc_z_here = out["log_qc_z1"].cpu().exp()
# qc_z.append(qc_z_here)
# log_ratios.append(log_ratio)
# # Concatenation over samples
# log_ratios = torch.cat(log_ratios, 1)
# qc_z = torch.cat(qc_z, 1)
# log_ratios_sum = (log_ratios * qc_z).sum(0) # Sum over labels
# wi = torch.softmax(log_ratios_sum, 0)
# _, khats = psislw(log_ratios_sum.T.clone())
log_ratios = []
for _ in tqdm(range(n_iter)):
with torch.no_grad():
out = model.inference(
X_SAMPLE,
temperature=0.5,
n_samples=n_samples_per_pass,
encoder_key=encoder_eval_name,
counts=counts_eval,
)
if do_defensive:
log_ratio = out["log_ratio"].cpu()
else:
log_ratio = (out["log_px_z"] + out["log_pz2"] + out["log_pc"] +
out["log_pz1_z2"] - out["log_qz1_x"] -
out["log_qc_z1"] - out["log_qz2_z1"]).cpu()
log_ratios.append(log_ratio)
# Concatenation over samples
log_ratios = torch.cat(log_ratios, 0)
_, khats = psislw(log_ratios.T.clone())
x_samp, y_samp = DATASET.train_dataset[:128]
where_ = y_samp != 9
x_samp = x_samp[where_]
y_samp = y_samp[where_]
log_ratios = []
for _ in tqdm(range(n_iter)):
with torch.no_grad():
out = model.inference(
x_samp,
y_samp,
temperature=0.5,
n_samples=n_samples_per_pass,
encoder_key=encoder_eval_name,
counts=counts_eval,
)
if do_defensive:
log_ratio = out["log_ratio"].cpu()
else:
log_ratio = (
out["log_px_z"] + out["log_pz2"] + out["log_pc"] +
out["log_pz1_z2"] - out["log_qz1_x"]
# - out["log_qc_z1"]
- out["log_qz2_z1"]).cpu()
log_ratios.append(log_ratio)
# Concatenation over samples
log_ratios = torch.cat(log_ratios, 0)
_, khats_c_obs = psislw(log_ratios.T.clone())
res = {
"IWELBO": iwelbo_vals.mean().item(),
# "IWELBOC": iwelbo_c_vals.mean().item(),
"CUBO": cubo_vals.mean().item(),
"AUC_IS": auc_pr_is, #is this auprc?
"KHAT": np.array(khats), #psis
# "M_ACCURACY": m_accuracy,
# "MEAN_AP": m_ap,
# "MEAN_RECALL": m_recall,
# "KHATS_C_OBS": khats_c_obs,
# "M_ACCURACY_IS": m_accuracy_is,
# "MEAN_AP_IS": m_ap_is,
# "MEAN_RECALL_IS": m_recall_is,
"AUC": auc_pr,
# "ENTROPY": entropy,
}
return res