[0.10, 0.90]])
# observation matrix
B = jnp.array([
[1/6, 1/6, 1/6, 1/6, 1/6, 1/6], # fair die
[1/10, 1/10, 1/10, 1/10, 1/10, 5/10] # loaded die
])
pi = jnp.array([1, 1]) / 2
casino = HMMJax(A, B, pi)
num_hidden, num_obs = 2, 6
seed = 0
rng_key = PRNGKey(seed)
rng_key, rng_sample = split(rng_key)
n_obs_seq, max_len = 4, 5000
num_epochs = 400
observations, lens = pad_sequences(*hmm_sample_n(casino, hmm_sample_jax, n_obs_seq, max_len, rng_sample))
optimizer = optimizers.momentum(step_size=1e-3, mass=0.95)
# Mini Batch Gradient Descent
batch_size = 2
params_mbgd,losses_mbgd = fit(observations,
lens,
num_hidden,
num_obs,
batch_size,
optimizer,
def siren_layer_params(key, scale, m, n, dtype = jnp.float32): w_key, b_key = random.split(key) return random.uniform(w_key, (m, n), dtype, minval = -scale, maxval = scale), jnp.zeros((n, ), dtype)
def init_siren_params(key, layers, c0, w0, w1, dtype = jnp.float32): keys = random.split(key, len(layers)) weights = [w0] + [1.0]*(len(layers)-3) + [w1] return [siren_layer_params(k, w*jnp.sqrt(c0/m), m, n) for k, w, m, n in zip(keys, weights, layers[:-1], layers[1:])]
def main(args):
rng_key, _ = random.split(random.PRNGKey(3))
design_matrix, response = make_dataset(rng_key)
run_inference(design_matrix, response, rng_key, args.num_warmup,
args.num_samples, args.num_chains, args.interval_size)
def model(key):
k1, k2 = random.split(key)
z = random_variable(random_normal, name='z')(k1)
return random_variable(lambda key: random_normal(key) + z,
name='x')(k2)
import os, sys
sys.path.append(
os.path.dirname(os.path.dirname(os.path.dirname(
os.path.abspath(__file__)))))
from jaxmeta.model_init import init_siren_params, init_tanh_params
from models import simple_model, normalized_model, tanh_model
from jaxmeta.loss import l1_regularization, l2_regularization
from jaxmeta.grad import jacobian_fn, hessian_fn
from data import domain, epsilon
import config
key, *subkeys = random.split(config.key, 3)
direct_params = init_siren_params(subkeys[0], config.direct_layers,
config.direct_c0, config.direct_w0)
inverse_params = jnp.array([2.0])
direct_model = normalized_model(domain)
jacobian = jacobian_fn(direct_model)
@jax.jit
def inverse_model(params, x):
return 1 + params[0] / jnp.pi * jnp.cos(2 * jnp.pi * x)
@jax.jit
def rhs(params, xt):
def sample_development(key, state, recovery_probabilities): """Individuals who are in a transitional state either progress or recover.""" key, subkey = random.split(key) is_recovered = random.bernoulli(subkey, recovery_probabilities[state]) return key, (state + 1) * (1 - is_recovered) + RECOVERED * is_recovered
def apply_fun(params, inputs, **kwargs):
rng = kwargs.pop('rng', None)
rngs = random.split(rng, nlayers) if rng is not None else (None,) * nlayers
for fun, param, rng in zip(apply_funs, params, rngs):
inputs = fun(param, inputs, rng=rng, **kwargs)
return inputs
def init_fun(rng, input_shape):
rngs = random.split(rng, nlayers)
return zip(*[init(rng, shape) for init, rng, shape
in zip(init_funs, rngs, input_shape)])
def main(self):
@jax.jit
def train_step(state, batch, z_rng):
def loss_fn(params):
recon_x, mean, logvar = self.model().apply({'params': params}, batch, z_rng)
bce_loss = mse(recon_x, batch).mean()
kld_loss = kl_divergence(mean, logvar).mean()
loss = bce_loss + self.kl_coeff*kld_loss
return loss
grads = jax.grad(loss_fn)(state.params)
return state.apply_gradients(grads=grads)
@jax.jit
def eval(params, images, z, z_rng):
def eval_model(vae):
recon_images, mean, logvar = vae(images, z_rng)
comparison = jnp.concatenate([images[:8].reshape(-1, self.image_size, self.image_size, 3),
recon_images[:8].reshape(-1, self.image_size, self.image_size, 3)])
generate_images = vae.generate(z)
generate_images = generate_images.reshape(-1, self.image_size, self.image_size, 3)
metrics = self.compute_metrics(recon_images, images, mean, logvar)
return metrics, comparison, generate_images
return nn.apply(eval_model, self.model())({'params': params})
# Make sure tf does not allocate gpu memory.
tf.config.experimental.set_visible_devices([], 'GPU')
rng = random.PRNGKey(0)
rng, key = random.split(rng)
@tf.autograph.experimental.do_not_convert
def decode_fn(s):
img = tf.io.decode_jpeg(tf.io.read_file(s))
img.set_shape([218, 178, 3])
img = tf.cast(img, tf.float32) / 255.0
img = tf.image.resize(img, (self.image_size, self.image_size), antialias=True)
return tf.cast(img, dtype = jnp.dtype("float32"))
dataset_celeba = tf.data.Dataset.list_files(self.data_dir+'/img_align_celeba/img_align_celeba/*.jpg', shuffle=False)
train_dataset_celeba = (dataset_celeba
.map(decode_fn)
.map(tf.image.random_flip_left_right)
.shuffle(self.batch_size*16)
.batch(self.batch_size)
.repeat())
test_ds = next(iter(tfds.as_numpy(train_dataset_celeba)))
train_ds = iter(tfds.as_numpy(train_dataset_celeba))
init_data = jnp.ones([self.batch_size, self.image_size, self.image_size, 3], jnp.float32)
state = train_state.TrainState.create(
apply_fn=self.model().apply,
params=self.model().init(key, init_data, rng)['params'],
tx=optax.adam(self.learning_rate),
)
rng, z_key, eval_rng = random.split(rng, 3)
z = random.normal(z_key, (64, self.latents))
steps_per_epoch = 50000 // self.batch_size
for epoch in range(self.num_epochs):
for _ in range(steps_per_epoch):
batch = next(train_ds)
rng, key = random.split(rng)
state = train_step(state, batch, key)
metrics, comparison, sample = eval(state.params, test_ds, z, eval_rng)
save_image(comparison, f'{self.figdir}/reconstruction_{epoch}.png', nrow=8)
save_image(sample, f'{self.figdir}/sample_{epoch}.png', nrow=8)
print('eval epoch: {}, loss: {:.4f}, MSE: {:.4f}, KLD: {:.4f}'.format(
epoch + 1, metrics['loss'], metrics['mse'], metrics['kld']
))
checkpoints.save_checkpoint(".", state, epoch, "celeba_vae_checkpoint_")
def init_fun(rng, input_shape): shape = tuple(d for i, d in enumerate(input_shape) if i not in axis) k1, k2 = random.split(rng) beta, gamma = _beta_init(k1, shape), _gamma_init(k2, shape) return input_shape, (beta, gamma)
def split(self) -> "RNGWrapper":
orig_key = np.array([self.int_1, self.int_2], dtype=np.uint32)
key, subkey = random.split(orig_key)
return RNGWrapper(int_1=subkey[0], int_2=subkey[1])
def _predictive(
rng_key,
model,
posterior_samples,
batch_shape,
return_sites=None,
infer_discrete=False,
parallel=True,
model_args=(),
model_kwargs={},
):
masked_model = numpyro.handlers.mask(model, mask=False)
if infer_discrete:
# inspect the model to get some structure
rng_key, subkey = random.split(rng_key)
batch_ndim = len(batch_shape)
prototype_sample = tree_map(
lambda x: jnp.reshape(x, (-1, ) + jnp.shape(x)[batch_ndim:])[0],
posterior_samples,
)
prototype_trace = trace(
seed(substitute(masked_model, prototype_sample),
subkey)).get_trace(*model_args, **model_kwargs)
first_available_dim = -_guess_max_plate_nesting(prototype_trace) - 1
def single_prediction(val):
rng_key, samples = val
if infer_discrete:
from numpyro.contrib.funsor import config_enumerate
from numpyro.contrib.funsor.discrete import _sample_posterior
model_trace = prototype_trace
temperature = 1
pred_samples = _sample_posterior(
config_enumerate(condition(model, samples)),
first_available_dim,
temperature,
rng_key,
*model_args,
**model_kwargs,
)
else:
model_trace = trace(
seed(substitute(masked_model, samples),
rng_key)).get_trace(*model_args, **model_kwargs)
pred_samples = {
name: site["value"]
for name, site in model_trace.items()
}
if return_sites is not None:
if return_sites == "":
sites = {
k
for k, site in model_trace.items()
if site["type"] != "plate"
}
else:
sites = return_sites
else:
sites = {
k
for k, site in model_trace.items()
if (site["type"] == "sample" and k not in samples) or (
site["type"] == "deterministic")
}
return {
name: value
for name, value in pred_samples.items() if name in sites
}
num_samples = int(np.prod(batch_shape))
if num_samples > 1:
rng_key = random.split(rng_key, num_samples)
rng_key = rng_key.reshape((*batch_shape, 2))
chunk_size = num_samples if parallel else 1
return soft_vmap(single_prediction, (rng_key, posterior_samples),
len(batch_shape), chunk_size)
def body_fn(state):
i, key, _, _ = state
key, subkey = random.split(key)
if radius is None or prototype_params is None:
# XXX: we don't want to apply enum to draw latent samples
model_ = model
if enum:
from numpyro.contrib.funsor import enum as enum_handler
if isinstance(model, substitute) and isinstance(
model.fn, enum_handler):
model_ = substitute(model.fn.fn, data=model.data)
elif isinstance(model, enum_handler):
model_ = model.fn
# Wrap model in a `substitute` handler to initialize from `init_loc_fn`.
seeded_model = substitute(seed(model_, subkey),
substitute_fn=init_strategy)
model_trace = trace(seeded_model).get_trace(
*model_args, **model_kwargs)
constrained_values, inv_transforms = {}, {}
for k, v in model_trace.items():
if (v["type"] == "sample" and not v["is_observed"]
and not v["fn"].support.is_discrete):
constrained_values[k] = v["value"]
with helpful_support_errors(v):
inv_transforms[k] = biject_to(v["fn"].support)
params = transform_fn(
inv_transforms,
{k: v
for k, v in constrained_values.items()},
invert=True,
)
else: # this branch doesn't require tracing the model
params = {}
for k, v in prototype_params.items():
if k in init_values:
params[k] = init_values[k]
else:
params[k] = random.uniform(subkey,
jnp.shape(v),
minval=-radius,
maxval=radius)
key, subkey = random.split(key)
potential_fn = partial(potential_energy,
model,
model_args,
model_kwargs,
enum=enum)
if validate_grad:
if forward_mode_differentiation:
pe = potential_fn(params)
z_grad = jacfwd(potential_fn)(params)
else:
pe, z_grad = value_and_grad(potential_fn)(params)
z_grad_flat = ravel_pytree(z_grad)[0]
is_valid = jnp.isfinite(pe) & jnp.all(jnp.isfinite(z_grad_flat))
else:
pe = potential_fn(params)
is_valid = jnp.isfinite(pe)
z_grad = None
return i + 1, key, (params, pe, z_grad), is_valid
# u, s, v_t = onp.linalg.svd(inputs, full_matrices=False)
# I = np.eye(v_t.shape[-1])
# I_add = npr.normal(0.0, 0.002, size=I.shape)
# noisy_I = I + I_add
init_fun, conv_net = stax.serial(
Conv(32, (5, 5), (2, 2), padding="SAME"),
BatchNorm(),
Relu,
Conv(10, (3, 3), (2, 2), padding="SAME"),
Relu,
Flatten,
Dense(num_classes),
LogSoftmax,
)
_, key = random.split(random.PRNGKey(0))
class DataTopologyAE(AbstractProblem):
def __init__(self):
self.HPARAMS_PATH = "hparams.json"
@staticmethod
def objective(params, bparam, batch) -> float:
x, _ = batch
x = np.reshape(x, (x.shape[0], -1))
logits = predict_fun(params, x, bparam=bparam[0], rng=key)
keep = random.bernoulli(key, bparam[0], x.shape)
inputs_d = np.where(keep, x, 0)
loss = np.mean(np.square((np.subtract(logits, inputs_d))))
def apply_fun(params, inputs, **kwargs):
rng = kwargs.pop('rng', None)
rngs = random.split(rng, nlayers) if rng is not None else (None,) * nlayers
return [f(p, x, rng=r, **kwargs) for f, p, x, r in zip(apply_funs, params, inputs, rngs)]
def train_and_evaluate(config: ml_collections.ConfigDict, workdir: str):
"""Runs a training and evaluation loop.
Args:
config: Configuration to use.
workdir: Working directory for checkpoints and TF summaries. If this
contains checkpoint training will be resumed from the latest checkpoint.
"""
tf.io.gfile.makedirs(workdir)
vocab_path = config.vocab_path
if vocab_path is None:
vocab_path = os.path.join(workdir, "sentencepiece_model")
config.vocab_path = vocab_path
tf.io.gfile.makedirs(os.path.split(vocab_path)[0])
# Load Dataset
# ---------------------------------------------------------------------------
logging.info("Initializing dataset.")
train_ds, eval_ds, _, encoder = input_pipeline.get_datasets(
n_devices=jax.local_device_count(),
config=config,
vocab_path=vocab_path)
train_iter = iter(train_ds)
vocab_size = int(encoder.vocab_size())
eos_id = temperature_sampler.EOS_ID # Default Sentencepiece EOS token.
def decode_tokens(toks):
valid_toks = toks[:np.argmax(toks == eos_id) + 1].astype(np.int32)
return encoder.detokenize(valid_toks).numpy().decode("utf-8")
def encode_strings(strs, max_len):
tokenized_batch = np.zeros((len(strs), max_len), np.int32)
for i, s in enumerate(strs):
toks = encoder.tokenize(s).numpy()
# Remove EOS token in prompt.
tokenized_batch[i, :toks.shape[0]-1] = toks[:-1]
return tokenized_batch
tokenized_prompts = encode_strings(
[config.prompts], config.max_predict_length)
logging.info("Initializing model, optimizer, and step functions.")
# Build Model and Optimizer
# ---------------------------------------------------------------------------
train_config = models.TransformerConfig(
vocab_size=vocab_size,
output_vocab_size=vocab_size,
logits_via_embedding=config.logits_via_embedding,
dtype=jnp.bfloat16 if config.use_bfloat16 else jnp.float32,
emb_dim=config.emb_dim,
num_heads=config.num_heads,
num_layers=config.num_layers,
qkv_dim=config.qkv_dim,
mlp_dim=config.mlp_dim,
max_len=max(config.max_target_length, config.max_eval_target_length),
dropout_rate=config.dropout_rate,
attention_dropout_rate=config.attention_dropout_rate,
deterministic=False,
decode=False,
kernel_init=nn.initializers.xavier_uniform(),
bias_init=nn.initializers.normal(stddev=1e-6))
eval_config = train_config.replace(deterministic=True)
predict_config = train_config.replace(deterministic=True, decode=True)
start_step = 0
rng = jax.random.PRNGKey(config.seed)
rng, init_rng = jax.random.split(rng)
rng, inference_rng = random.split(rng)
input_shape = (config.per_device_batch_size, config.max_target_length)
m = models.TransformerLM(eval_config)
initial_variables = jax.jit(m.init)(init_rng,
jnp.ones(input_shape, jnp.float32))
# apply an optimizer to this tree
optimizer_def = optim.Adam(
config.learning_rate,
beta1=0.9,
beta2=0.98,
eps=1e-9,
weight_decay=config.weight_decay)
optimizer = optimizer_def.create(initial_variables["params"])
# We access model params only from optimizer below via optimizer.target.
del initial_variables
if config.restore_checkpoints:
# Restore unreplicated optimizer + model state from last checkpoint.
optimizer = checkpoints.restore_checkpoint(workdir, optimizer)
# Grab last step.
start_step = int(optimizer.state.step)
writer = metric_writers.create_default_writer(
workdir, just_logging=jax.host_id() > 0)
if start_step == 0:
writer.write_hparams(dict(config))
# Replicate optimizer.
optimizer = jax_utils.replicate(optimizer)
learning_rate_fn = create_learning_rate_scheduler(
base_learning_rate=config.learning_rate, warmup_steps=config.warmup_steps)
# compile multidevice versions of train/eval/predict step fn.
p_train_step = jax.pmap(
functools.partial(
train_step,
config=train_config,
learning_rate_fn=learning_rate_fn),
axis_name="batch",
donate_argnums=(0,)) # pytype: disable=wrong-arg-types
p_eval_step = jax.pmap(
functools.partial(
eval_step, config=eval_config),
axis_name="batch")
p_pred_step = jax.pmap(
functools.partial(
predict_step, config=predict_config,
temperature=config.sampling_temperature,
top_k=config.sampling_top_k),
axis_name="batch",
static_broadcasted_argnums=(3, 4)) # eos token, max_length are constant
# Main Train Loop
# ---------------------------------------------------------------------------
# We init the first set of dropout PRNG keys, but update it afterwards inside
# the main pmap"d training update for performance.
dropout_rngs = jax.random.split(rng, jax.local_device_count())
del rng
logging.info("Starting training loop.")
hooks = []
report_progress = periodic_actions.ReportProgress(
num_train_steps=config.num_train_steps, writer=writer)
if jax.host_id() == 0:
hooks += [
report_progress,
periodic_actions.Profile(logdir=workdir, num_profile_steps=5)
]
train_metrics = []
with metric_writers.ensure_flushes(writer):
for step in range(start_step, config.num_train_steps):
is_last_step = step == config.num_train_steps - 1
# Shard data to devices and do a training step.
with jax.profiler.StepTraceAnnotation("train", step_num=step):
batch = common_utils.shard(jax.tree_map(np.asarray, next(train_iter)))
optimizer, metrics = p_train_step(
optimizer, batch, dropout_rng=dropout_rngs)
train_metrics.append(metrics)
# Quick indication that training is happening.
logging.log_first_n(logging.INFO, "Finished training step %d.", 5, step)
for h in hooks:
h(step)
# Periodic metric handling.
if step % config.eval_every_steps == 0 or is_last_step:
with report_progress.timed("training_metrics"):
logging.info("Gathering training metrics.")
train_metrics = common_utils.get_metrics(train_metrics)
lr = train_metrics.pop("learning_rate").mean()
metrics_sums = jax.tree_map(jnp.sum, train_metrics)
denominator = metrics_sums.pop("denominator")
summary = jax.tree_map(lambda x: x / denominator, metrics_sums) # pylint: disable=cell-var-from-loop
summary["learning_rate"] = lr
summary["perplexity"] = jnp.clip(
jnp.exp(summary["loss"]), a_max=1.0e4)
summary = {"train_" + k: v for k, v in summary.items()}
writer.write_scalars(step, summary)
train_metrics = []
with report_progress.timed("eval"):
eval_results = evaluate(
p_eval_step=p_eval_step,
target=optimizer.target,
eval_ds=eval_ds,
num_eval_steps=config.num_eval_steps)
# (clipped) perplexity after averaging log-perplexitie
eval_results["perplexity"] = jnp.clip(
jnp.exp(eval_results["loss"]), a_max=1.0e4)
writer.write_scalars(
step, {"eval_" + k: v for k, v in eval_results.items()})
with report_progress.timed("generate_text"):
exemplars = generate_prediction(
p_pred_step=p_pred_step,
target=optimizer.target,
tokenized_prompts=tokenized_prompts,
eos_id=eos_id,
inference_rng=inference_rng,
decode_tokens=decode_tokens,
max_predict_length=config.max_predict_length)
writer.write_texts(step, {"samples": exemplars})
# Save a checkpoint on one host after every checkpoint_freq steps.
save_checkpoint = (step % config.checkpoint_every_steps == 0 or
is_last_step)
if config.save_checkpoints and save_checkpoint and jax.host_id() == 0:
with report_progress.timed("checkpoint"):
checkpoints.save_checkpoint(workdir, jax_utils.unreplicate(optimizer),
step)
def init_fun(rng, input_shape): output_shape = input_shape[:-1] + (out_dim,) k1, k2 = random.split(rng) W, b = W_init(k1, (input_shape[-1], out_dim)), b_init(k2, (out_dim,)) return output_shape, (W, b)
def interaction_sampler(key, w): key, subkey = random.split(key) return key, random.bernoulli(subkey, w).astype(np.int32)
# Plot some information about the training.
plotting.plot_losses(opt_details_dict['tlosses'],
opt_details_dict['elosses'],
sampled_every=print_every)
plt.savefig(os.path.join(figure_dir, 'losses.png'))
# Plot a bunch of examples of eval trials run through LFADS.
nexamples_to_save = 10
for eidx in range(nexamples_to_save):
bidx = onp.random.randint(eval_data.shape[0])
psa_example = eval_data[bidx, :, :].astype(np.float32)
# Make an entire batch of a single, example, and then
# randomize the VAE with batchsize number of keys.
examples = onp.repeat(np.expand_dims(psa_example, axis=0),
batch_size,
axis=0)
skeys = random.split(key, batch_size)
lfads_dict = lfads.batch_lfads_jit(trained_params, lfads_hps, skeys,
examples, 1.0)
# posterior sample and average
psa_example_dict = utils.average_lfads_batch(lfads_dict)
# The ii_scale may need to flipped or rescaled as the is an identifiability
# of issue on the scale and sign of the inferred input.
plotting.plot_lfads(psa_example,
psa_example_dict,
data_dict,
eval_data_offset + bidx,
ii_scale=1.0)
plt.savefig(os.path.join(figure_dir, 'lfads_output_%d.png' % (bidx)))
(1, 2, 3, 4))(step_rng, thetax,
thetay, thetad,
paramsm, netm,
num_samples)
opt_state = opt_update(it, loss_grad, opt_state)
return opt_state, loss_val
params = (thetax, thetay, thetad, paramsm)
opt_state, trace = lax.scan(step, opt_init(params), jnp.arange(num_steps))
thetax, thetay, thetad, paramsm = get_params(opt_state)
return (thetax, thetay, thetad, paramsm), trace
# Set random number generation seeds.
rng = random.PRNGKey(args.seed)
rng, rng_netm = random.split(rng, 2)
rng, rng_thetax, rng_thetay, rng_thetad = random.split(rng, 4)
rng, rng_ms, rng_train = random.split(rng, 3)
rng, rng_xobs = random.split(rng, 2)
paramsm, netm = network_factory(rng_netm, 1, args.num_mobius * 2,
args.num_hidden)
thetax = random.uniform(rng_thetax, [args.num_spline])
thetay = random.uniform(rng_thetay, [args.num_spline])
thetad = random.uniform(rng_thetad, [args.num_spline - 1])
# Compute number of parameters.
count = lambda x: jnp.prod(jnp.array(x.shape))
num_paramsm = jnp.array(
tree_util.tree_map(count,
tree_util.tree_flatten(paramsm)[0])).sum()
def init_fun(rng, input_shape):
shape = tuple([1 for d in input_shape[:-1]] + [input_shape[-1]])
k1, k2 = random.split(rng)
bias, scale = _bias_init(k1, shape), _scale_init(k2, shape)
return input_shape, (bias, scale)
def main(argv):
if len(argv) > 1:
raise app.UsageError('Too many command-line arguments.')
# Make sure tf does not allocate gpu memory.
tf.config.experimental.set_visible_devices([], 'GPU')
batch_size = FLAGS.batch_size
learning_rate = FLAGS.learning_rate
num_train_steps = FLAGS.num_train_steps
eval_freq = FLAGS.eval_frequency
random_seed = FLAGS.random_seed
if not FLAGS.dev:
raise app.UsageError('Please provide path to dev set.')
if not FLAGS.train:
raise app.UsageError('Please provide path to training set.')
if batch_size % jax.device_count() > 0:
raise ValueError(
'Batch size must be divisible by the number of devices')
device_batch_size = batch_size // jax.device_count()
if jax.host_id() == 0:
train_summary_writer = tensorboard.SummaryWriter(
os.path.join(FLAGS.model_dir, FLAGS.experiment + '_train'))
eval_summary_writer = tensorboard.SummaryWriter(
os.path.join(FLAGS.model_dir, FLAGS.experiment + '_eval'))
# create the training and development dataset
vocabs = input_pipeline.create_vocabs(FLAGS.train)
config = models.TransformerConfig(vocab_size=len(vocabs['forms']),
output_vocab_size=len(vocabs['xpos']),
max_len=FLAGS.max_length)
attributes_input = [input_pipeline.CoNLLAttributes.FORM]
attributes_target = [input_pipeline.CoNLLAttributes.XPOS]
train_ds = input_pipeline.sentence_dataset_dict(FLAGS.train,
vocabs,
attributes_input,
attributes_target,
batch_size=batch_size,
bucket_size=config.max_len)
train_iter = iter(train_ds)
eval_ds = input_pipeline.sentence_dataset_dict(FLAGS.dev,
vocabs,
attributes_input,
attributes_target,
batch_size=batch_size,
bucket_size=config.max_len,
repeat=1)
model = models.Transformer(config)
rng = random.PRNGKey(random_seed)
rng, init_rng = random.split(rng)
# call a jitted initialization function to get the initial parameter tree
@jax.jit
def initialize_variables(init_rng):
init_batch = jnp.ones((config.max_len, 1), jnp.float32)
init_variables = model.init(init_rng, inputs=init_batch, train=False)
return init_variables
init_variables = initialize_variables(init_rng)
optimizer_def = optim.Adam(learning_rate,
beta1=0.9,
beta2=0.98,
eps=1e-9,
weight_decay=1e-1)
optimizer = optimizer_def.create(init_variables['params'])
optimizer = jax_utils.replicate(optimizer)
learning_rate_fn = create_learning_rate_scheduler(
base_learning_rate=learning_rate)
p_train_step = jax.pmap(functools.partial(
train_step, model=model, learning_rate_fn=learning_rate_fn),
axis_name='batch')
def eval_step(params, batch):
"""Calculate evaluation metrics on a batch."""
inputs, targets = batch['inputs'], batch['targets']
weights = jnp.where(targets > 0, 1.0, 0.0)
logits = model.apply({'params': params}, inputs=inputs, train=False)
return compute_metrics(logits, targets, weights)
p_eval_step = jax.pmap(eval_step, axis_name='batch')
# We init the first set of dropout PRNG keys, but update it afterwards inside
# the main pmap'd training update for performance.
dropout_rngs = random.split(rng, jax.local_device_count())
metrics_all = []
tick = time.time()
best_dev_score = 0
for step, batch in zip(range(num_train_steps), train_iter):
batch = common_utils.shard(jax.tree_map(lambda x: x._numpy(), batch)) # pylint: disable=protected-access
optimizer, metrics, dropout_rngs = p_train_step(
optimizer, batch, dropout_rng=dropout_rngs)
metrics_all.append(metrics)
if (step + 1) % eval_freq == 0:
metrics_all = common_utils.get_metrics(metrics_all)
lr = metrics_all.pop('learning_rate').mean()
metrics_sums = jax.tree_map(jnp.sum, metrics_all)
denominator = metrics_sums.pop('denominator')
summary = jax.tree_map(lambda x: x / denominator, metrics_sums) # pylint: disable=cell-var-from-loop
summary['learning_rate'] = lr
logging.info('train in step: %d, loss: %.4f', step,
summary['loss'])
if jax.host_id() == 0:
tock = time.time()
steps_per_sec = eval_freq / (tock - tick)
tick = tock
train_summary_writer.scalar('steps per second', steps_per_sec,
step)
for key, val in summary.items():
train_summary_writer.scalar(key, val, step)
train_summary_writer.flush()
metrics_all = [
] # reset metric accumulation for next evaluation cycle.
eval_metrics = []
eval_iter = iter(eval_ds)
for eval_batch in eval_iter:
eval_batch = jax.tree_map(lambda x: x._numpy(), eval_batch) # pylint: disable=protected-access
# Handle final odd-sized batch by padding instead of dropping it.
cur_pred_batch_size = eval_batch['inputs'].shape[0]
if cur_pred_batch_size != batch_size:
# pad up to batch size
eval_batch = jax.tree_map(
lambda x: pad_examples(x, batch_size), eval_batch)
eval_batch = common_utils.shard(eval_batch)
metrics = p_eval_step(optimizer.target, eval_batch)
eval_metrics.append(metrics)
eval_metrics = common_utils.get_metrics(eval_metrics)
eval_metrics_sums = jax.tree_map(jnp.sum, eval_metrics)
eval_denominator = eval_metrics_sums.pop('denominator')
eval_summary = jax.tree_map(
lambda x: x / eval_denominator, # pylint: disable=cell-var-from-loop
eval_metrics_sums)
logging.info('eval in step: %d, loss: %.4f, accuracy: %.4f', step,
eval_summary['loss'], eval_summary['accuracy'])
if best_dev_score < eval_summary['accuracy']:
best_dev_score = eval_summary['accuracy']
# TODO: save model.
eval_summary['best_dev_score'] = best_dev_score
logging.info('best development model score %.4f', best_dev_score)
if jax.host_id() == 0:
for key, val in eval_summary.items():
eval_summary_writer.scalar(key, val, step)
eval_summary_writer.flush()
def process_message(self, msg):
if msg['type'] == 'sample' and not msg['is_observed']:
self.rng, rng_sample = random.split(self.rng)
msg['kwargs']['random_state'] = rng_sample
def init_fn(key, n_features):
key1, key2 = random.split(key)
w = random.normal(key1, [n_features])
b = random.normal(key2)
return w, b
def flax_module(
name, nn_module, *, input_shape=None, apply_rng=None, mutable=None, **kwargs
):
"""
Declare a :mod:`~flax` style neural network inside a
model so that its parameters are registered for optimization via
:func:`~numpyro.primitives.param` statements.
Given a flax ``nn_module``, in flax to evaluate the module with
a given set of parameters, we use: ``nn_module.apply(params, x)``.
In a NumPyro model, the pattern will be::
net = flax_module("net", nn_module)
y = net(x)
or with dropout layers::
net = flax_module("net", nn_module, apply_rng=["dropout"])
rng_key = numpyro.prng_key()
y = net(x, rngs={"dropout": rng_key})
:param str name: name of the module to be registered.
:param flax.linen.Module nn_module: a `flax` Module which has .init and .apply methods
:param tuple input_shape: shape of the input taken by the
neural network.
:param list apply_rng: A list to indicate which extra rng _kinds_ are needed for
``nn_module``. For example, when ``nn_module`` includes dropout layers, we
need to set ``apply_rng=["dropout"]``. Defaults to None, which means no extra
rng key is needed. Please see
`Flax Linen Intro <https://flax.readthedocs.io/en/latest/notebooks/linen_intro.html#Invoking-Modules>`_
for more information in how Flax deals with stochastic layers like dropout.
:param list mutable: A list to indicate mutable states of ``nn_module``. For example,
if your module has BatchNorm layer, we will need to define ``mutable=["batch_stats"]``.
See the above `Flax Linen Intro` tutorial for more information.
:param kwargs: optional keyword arguments to initialize flax neural network
as an alternative to `input_shape`
:return: a callable with bound parameters that takes an array
as an input and returns the neural network transformed output
array.
"""
try:
import flax # noqa: F401
except ImportError as e:
raise ImportError(
"Looking like you want to use flax to declare "
"nn modules. This is an experimental feature. "
"You need to install `flax` to be able to use this feature. "
"It can be installed with `pip install flax`."
) from e
module_key = name + "$params"
nn_params = numpyro.param(module_key)
if mutable:
nn_state = numpyro_mutable(name + "$state")
assert nn_state is None or isinstance(nn_state, dict)
assert (nn_state is None) == (nn_params is None)
if nn_params is None:
# feed in dummy data to init params
args = (jnp.ones(input_shape),) if input_shape is not None else ()
rng_key = numpyro.prng_key()
# split rng_key into a dict of rng_kind: rng_key
rngs = {}
if apply_rng:
assert isinstance(apply_rng, list)
for kind in apply_rng:
rng_key, subkey = random.split(rng_key)
rngs[kind] = subkey
rngs["params"] = rng_key
nn_vars = flax.core.unfreeze(nn_module.init(rngs, *args, **kwargs))
if "params" not in nn_vars:
raise ValueError(
"Your nn_module does not have any parameter. Currently, it is not"
" supported in NumPyro. Please make a github issue if you need"
" that feature."
)
nn_params = nn_vars["params"]
if mutable:
nn_state = {k: v for k, v in nn_vars.items() if k != "params"}
assert set(mutable) == set(nn_state)
numpyro_mutable(name + "$state", nn_state)
# make sure that nn_params keep the same order after unflatten
params_flat, tree_def = tree_flatten(nn_params)
nn_params = tree_unflatten(tree_def, params_flat)
numpyro.param(module_key, nn_params)
def apply_with_state(params, *args, **kwargs):
params = {"params": params, **nn_state}
out, new_state = nn_module.apply(params, mutable=mutable, *args, **kwargs)
nn_state.update(**new_state)
return out
def apply_without_state(params, *args, **kwargs):
return nn_module.apply({"params": params}, *args, **kwargs)
apply_fn = apply_with_state if mutable else apply_without_state
return partial(apply_fn, nn_params)
def tanh_layer_params(key, m, n, dtype = jnp.float32): w_key, b_key = random.split(key) w_init_fn = jax.nn.initializers.glorot_normal() return w_init_fn(w_key, (m, n), dtype), jnp.zeros((n, ), dtype)
def random_samples(rng, images, labels, num_samples):
_, rng = split(rng, 2)
sampled_idxs = random.choice(rng,
jnp.arange(images.shape[0]), (num_samples, ),
replace=False)
return images[sampled_idxs], labels[sampled_idxs]
def init_tanh_params(key, layers): keys = random.split(key, len(layers)) return [tanh_layer_params(k, m, n) for (k, m, n) in zip(keys, layers[:-1], layers[1:])]
# *** Define initial configuration ***
g = 10
dt = 0.015
qc = 0.06
Q = jnp.array([[qc * dt**3 / 3, qc * dt**2 / 2], [qc * dt**2 / 2, qc * dt]])
fx_vmap = jax.vmap(fx)
fz_vec = jax.vmap(lambda x: fz(x, g=g, dt=dt))
nsteps = 200
Rt = jnp.eye(1) * 0.02
x0 = jnp.array([1.5, 0.0]).astype(float)
time = jnp.arange(0, nsteps * dt, dt)
key = random.PRNGKey(3141)
key_samples, key_pf, key_noisy = random.split(key, 3)
model = ds.NLDS(lambda x: fz(x, g=g, dt=dt), fx, Q, Rt)
sample_state, sample_obs = model.sample(key, x0, nsteps)
# *** Pertubed data ***
key_noisy, key_values = random.split(key_noisy)
sample_obs_noise = sample_obs.copy()
samples_map = random.bernoulli(key_noisy, 0.5, (nsteps, ))
replacement_values = random.uniform(key_values, (samples_map.sum(), ),
minval=-2,
maxval=2)
sample_obs_noise = index_update(sample_obs_noise.ravel(), samples_map,
replacement_values)
colors = ["tab:red" if samp else "tab:blue" for samp in samples_map]
# *** Perform filtering ****
