def _get_cached_fn(self):
if self._jit_model_args:
args, kwargs = (None, ), (None, )
else:
args = tree_map(lambda x: _hashable(x), self._args)
kwargs = tree_map(lambda x: _hashable(x),
tuple(sorted(self._kwargs.items())))
key = args + kwargs
try:
fn = self._cache.get(key, None)
# If unhashable arguments are provided, proceed normally
# without caching
except TypeError:
fn, key = None, None
if fn is None:
if self._jit_model_args:
fn = partial(_sample_fn_jit_args, sampler=self.sampler)
else:
fn = partial(_sample_fn_nojit_args,
sampler=self.sampler,
args=self._args,
kwargs=self._kwargs)
if key is not None:
self._cache[key] = fn
return fn
def get_potential_fn(rng_key, model, dynamic_args=False, model_args=(), model_kwargs=None):
"""
(EXPERIMENTAL INTERFACE) Given a model with Pyro primitives, returns a
function which, given unconstrained parameters, evaluates the potential
energy (negative log joint density). In addition, this returns a
function to transform unconstrained values at sample sites to constrained
values within their respective support.
:param jax.random.PRNGKey rng_key: random number generator seed to
sample from the prior. The returned `init_params` will have the
batch shape ``rng_key.shape[:-1]``.
:param model: Python callable containing Pyro primitives.
:param bool dynamic_args: if `True`, the `potential_fn` and
`constraints_fn` are themselves dependent on model arguments.
When provided a `*model_args, **model_kwargs`, they return
`potential_fn` and `constraints_fn` callables, respectively.
:param tuple model_args: args provided to the model.
:param dict model_kwargs: kwargs provided to the model.
:return: tuple of (`potential_fn`, `constrain_fn`). The latter is used
to constrain unconstrained samples (e.g. those returned by HMC)
to values that lie within the site's support.
"""
model_kwargs = {} if model_kwargs is None else model_kwargs
seeded_model = seed(model, rng_key if rng_key.ndim == 1 else rng_key[0])
model_trace = trace(seeded_model).get_trace(*model_args, **model_kwargs)
inv_transforms = {}
has_transformed_dist = False
for k, v in model_trace.items():
if v['type'] == 'sample' and not v['is_observed']:
if v['intermediates']:
inv_transforms[k] = biject_to(v['fn'].base_dist.support)
has_transformed_dist = True
else:
inv_transforms[k] = biject_to(v['fn'].support)
elif v['type'] == 'param':
constraint = v['kwargs'].pop('constraint', real)
transform = biject_to(constraint)
if isinstance(transform, ComposeTransform):
inv_transforms[k] = transform.parts[0]
has_transformed_dist = True
else:
inv_transforms[k] = transform
if dynamic_args:
def potential_fn(*args, **kwargs):
return jax.partial(potential_energy, model, inv_transforms, args, kwargs)
if has_transformed_dist:
def constrain_fun(*args, **kwargs):
return jax.partial(constrain_fn, model, inv_transforms, args, kwargs)
else:
def constrain_fun(*args, **kwargs):
return jax.partial(transform_fn, inv_transforms)
else:
potential_fn = jax.partial(potential_energy, model, inv_transforms, model_args, model_kwargs)
if has_transformed_dist:
constrain_fun = jax.partial(constrain_fn, model, inv_transforms, model_args, model_kwargs)
else:
constrain_fun = jax.partial(transform_fn, inv_transforms)
return potential_fn, constrain_fun
def constrain_fun(*args, **kwargs):
inv_transforms, has_transformed_dist = get_model_transforms(
rng_key, model, args, kwargs)
if has_transformed_dist:
return jax.partial(constrain_fn, model, inv_transforms, args,
kwargs)
else:
return jax.partial(transform_fn, inv_transforms)
def run(self, rng, *args, collect_fields=('z',), collect_warmup=False, init_params=None, **kwargs):
"""
Run the MCMC samplers and collect samples.
:param random.PRNGKey rng: Random number generator key to be used for the sampling.
:param args: Arguments to be provided to the :meth:`numpyro.mcmc.MCMCKernel.init` method.
These are typically the arguments needed by the `model`.
:param collect_fields: Fields from :data:`numpyro.mcmc.HMCState` to collect
during the MCMC run. By default, only the latent sample sites `z` is collected.
:type collect_fields: tuple or list
:param bool collect_warmup: Whether to collect samples from the warmup phase. Defaults
to `False`.
:param init_params: Initial parameters to begin sampling. The type must be consistent
with the input type to `potential_fn`.
:param kwargs: Keyword arguments to be provided to the :meth:`numpyro.mcmc.MCMCKernel.init`
method. These are typically the keyword arguments needed by the `model`.
"""
chain_method = self.chain_method
if chain_method == 'parallel' and xla_bridge.device_count() < self.num_chains:
chain_method = 'sequential'
warnings.warn('There are not enough devices to run parallel chains: expected {} but got {}.'
' Chains will be drawn sequentially. If you are running `mcmc` in CPU,'
' consider to disable XLA intra-op parallelism by setting the environment'
' flag "XLA_FLAGS=--xla_force_host_platform_device_count={}".'
.format(self.num_chains, xla_bridge.device_count(), self.num_chains))
if init_params is not None and self.num_chains > 1:
prototype_init_val = tree_flatten(init_params)[0][0]
if np.shape(prototype_init_val)[0] != self.num_chains:
raise ValueError('`init_params` must have the same leading dimension'
' as `num_chains`.')
assert isinstance(collect_fields, (tuple, list))
self._collect_fields = collect_fields
if self.num_chains == 1:
samples_flat = self._single_chain_mcmc((rng, init_params), collect_fields, collect_warmup,
args, kwargs)
samples = tree_map(lambda x: x[np.newaxis, ...], samples_flat)
else:
rngs = random.split(rng, self.num_chains)
partial_map_fn = partial(self._single_chain_mcmc,
collect_fields=collect_fields,
collect_warmup=collect_warmup,
args=args,
kwargs=kwargs)
if chain_method == 'sequential':
map_fn = partial(lax.map, partial_map_fn)
elif chain_method == 'parallel':
map_fn = pmap(partial_map_fn)
elif chain_method == 'vectorized':
map_fn = vmap(partial_map_fn)
else:
raise ValueError('Only supporting the following methods to draw chains:'
' "sequential", "parallel", or "vectorized"')
samples = map_fn((rngs, init_params))
samples_flat = tree_map(lambda x: np.reshape(x, (-1,) + x.shape[2:]), samples)
self._samples = samples
self._samples_flat = samples_flat
def InitRandomRotation(rng: PRNGKey, jitted=False):
# create marginal functions
key = rng
f = jax.partial(
get_random_rotation,
return_params=True,
)
f_slim = jax.partial(
get_random_rotation,
return_params=False,
)
if jitted:
f = jax.jit(f)
f_slim = jax.jit(f_slim)
def init_params(inputs, **kwargs):
key_, rng = kwargs.get("rng", jax.random.split(key, 2))
_, params = f(rng, inputs)
return params
def params_and_transform(inputs, **kwargs):
key_, rng = kwargs.get("rng", jax.random.split(key, 2))
outputs, params = f(rng, inputs)
return outputs, params
def transform(inputs, **kwargs):
key_, rng = kwargs.get("rng", jax.random.split(key, 2))
outputs = f_slim(inputs)
return outputs
def bijector(inputs, **kwargs):
params = init_params(inputs, **kwargs)
bijector = Rotation(rotation=params.rotation, )
return bijector
def bijector_and_transform(inputs, **kwargs):
print(inputs.shape)
outputs, params = params_and_transform(inputs, **kwargs)
bijector = Rotation(rotation=params.rotation, )
return outputs, bijector
return InitLayersFunctions(
bijector=bijector,
bijector_and_transform=bijector_and_transform,
transform=transform,
params=init_params,
params_and_transform=params_and_transform,
)
def get_optimizer(model, hyperparams: ServerHyperParams):
ffgb = FedAlgorithm(
sampler=sampler,
server_init=jax.partial(server_init, model, hyperparams),
client_init=jax.jit(jax.partial(client_init, model, hyperparams)),
client_step=jax.partial(client_step, model, hyperparams),
client_end=None,
server_step=jax.partial(server_step, model, hyperparams))
return ffgb
def get_potential_fn(rng_key,
model,
dynamic_args=False,
model_args=(),
model_kwargs=None):
"""
(EXPERIMENTAL INTERFACE) Given a model with Pyro primitives, returns a
function which, given unconstrained parameters, evaluates the potential
energy (negative log joint density). In addition, this returns a
function to transform unconstrained values at sample sites to constrained
values within their respective support.
:param jax.random.PRNGKey rng_key: random number generator seed to
sample from the prior. The returned `init_params` will have the
batch shape ``rng_key.shape[:-1]``.
:param model: Python callable containing Pyro primitives.
:param bool dynamic_args: if `True`, the `potential_fn` and
`constraints_fn` are themselves dependent on model arguments.
When provided a `*model_args, **model_kwargs`, they return
`potential_fn` and `constraints_fn` callables, respectively.
:param tuple model_args: args provided to the model.
:param dict model_kwargs: kwargs provided to the model.
:return: tuple of (`potential_fn`, `constrain_fn`). The latter is used
to constrain unconstrained samples (e.g. those returned by HMC)
to values that lie within the site's support.
"""
if dynamic_args:
def potential_fn(*args, **kwargs):
inv_transforms, has_transformed_dist = get_model_transforms(
rng_key, model, args, kwargs)
return jax.partial(potential_energy, model, inv_transforms, args,
kwargs)
def constrain_fun(*args, **kwargs):
inv_transforms, has_transformed_dist = get_model_transforms(
rng_key, model, args, kwargs)
if has_transformed_dist:
return jax.partial(constrain_fn, model, inv_transforms, args,
kwargs)
else:
return jax.partial(transform_fn, inv_transforms)
else:
inv_transforms, has_transformed_dist = get_model_transforms(
rng_key, model, model_args, model_kwargs)
potential_fn = jax.partial(potential_energy, model, inv_transforms,
model_args, model_kwargs)
if has_transformed_dist:
constrain_fun = jax.partial(constrain_fn, model, inv_transforms,
model_args, model_kwargs)
else:
constrain_fun = jax.partial(transform_fn, inv_transforms)
return potential_fn, constrain_fun
def postprocess_fn(*args, **kwargs):
inv_transforms, replay_model = get_model_transforms(
rng_key, model, args, kwargs)
if replay_model:
return jax.partial(constrain_fn,
model,
inv_transforms,
args,
kwargs,
return_deterministic=True)
else:
return jax.partial(transform_fn, inv_transforms)
def main():
data = get_classic(100_000)
# plot data
plot_joint(
data[:1_000],
"blue",
"Original Data",
kind="kde",
save_name=str(Path(FIG_PATH).joinpath("joint_data.png")),
)
# define marginal entropy function
entropy_f = jax.partial(histogram_entropy, nbins=1_000, base=2)
# define marginal uniformization function
hist_transform_f = jax.partial(histogram_transform, nbins=1_000)
n_iterations = 100
X_trans, loss = total_corr_f(
np.array(data).block_until_ready(),
marginal_uni=hist_transform_f,
marginal_entropy=entropy_f,
n_iterations=n_iterations,
)
total_corr = np.sum(loss) * np.log(2)
plot_info_loss(
loss,
n_layers=len(loss),
save_name=str(Path(FIG_PATH).joinpath("info_loss.png")),
)
print(f"Total Correlation: {total_corr}")
X_plot = onp.array(X_trans)
plot_joint(
X_plot[:10_000],
"blue",
"Latent Space",
kind="kde",
save_name=str(Path(FIG_PATH).joinpath("joint_latent.png")),
)
pass
def e_step(
rng: PRNGSequence,
actor_target_params: FrozenDict,
critic_target_params: FrozenDict,
max_action: float,
action_dim: int,
temp: float,
eps_eta: float,
state: jnp.ndarray,
batch_size: int,
action_sample_size: int,
) -> Tuple[optim.Optimizer, jnp.ndarray, jnp.ndarray]:
"""
The 'E-step' from the MPO paper. We calculate our weights, which correspond
to the relative likelihood of obtaining the maximum reward for each of the
sampled actions. We also take steps on our temperature parameter, which
induces diversity in the weights.
"""
Q1, sampled_actions = sample_actions_and_evaluate(
rng,
actor_target_params,
critic_target_params,
max_action,
action_dim,
state,
batch_size,
action_sample_size,
)
jac = jax.grad(dual, argnums=2)
jac = jax.partial(jac, Q1, eps_eta)
# use nonconvex optimizer to minimize the dual of the temperature parameter
# we have direct access to the jacobian function with jax so we can take
# advantage of it here
this_dual = jax.partial(dual, Q1, eps_eta)
bounds = [(1e-6, None)]
res = minimize(this_dual, temp, jac=jac, method="SLSQP", bounds=bounds)
temp = jax.lax.stop_gradient(res.x)
# calculate the sample-based q distribution. we can think of these weights
# as the relative likelihood of each of the sampled actions giving us the
# maximum score when taken at the corresponding state.
weights = jax.nn.softmax(Q1 / temp, axis=1)
weights = jax.lax.stop_gradient(weights)
weights = jnp.expand_dims(weights, axis=-1)
return temp, weights, sampled_actions
def init_kernel(init_samples,
num_warmup_steps,
step_size=1.0,
num_steps=None,
adapt_step_size=True,
adapt_mass_matrix=True,
diag_mass=True,
target_accept_prob=0.8,
run_warmup=True,
rng=PRNGKey(0)):
step_size = float(step_size)
nonlocal trajectory_length, momentum_generator, wa_update
if num_steps is None:
trajectory_length = 2 * math.pi
else:
trajectory_length = num_steps * step_size
z = init_samples
z_flat, unravel_fn = ravel_pytree(z)
momentum_generator = partial(_sample_momentum, unravel_fn)
find_reasonable_ss = partial(find_reasonable_step_size, potential_fn,
kinetic_fn, momentum_generator)
wa_init, wa_update = warmup_adapter(
num_warmup_steps,
find_reasonable_step_size=find_reasonable_ss,
adapt_step_size=adapt_step_size,
adapt_mass_matrix=adapt_mass_matrix,
diag_mass=diag_mass,
target_accept_prob=target_accept_prob)
rng_hmc, rng_wa = random.split(rng)
wa_state = wa_init(z, rng_wa, mass_matrix_size=np.size(z_flat))
r = momentum_generator(wa_state.inverse_mass_matrix, rng)
vv_state = vv_init(z, r)
hmc_state = HMCState(vv_state.z, vv_state.z_grad,
vv_state.potential_energy, 0, 0.,
wa_state.step_size, wa_state.inverse_mass_matrix,
rng_hmc)
if run_warmup:
hmc_state, _ = fori_loop(0, num_warmup_steps, warmup_update,
(hmc_state, wa_state))
return hmc_state
else:
return hmc_state, wa_state, warmup_update
def mixture_gaussian_invcdf(
x: JaxArray, prior_logits: JaxArray, means: JaxArray, scales: JaxArray
) -> JaxArray:
"""
Args:
x (JaxArray): input vector
(D,)
prior_logits (JaxArray): prior logits to weight the components
(D, K)
means (JaxArray): means per component per feature
(D, K)
scales (JaxArray): scales per component per feature
(D, K)
Returns:
x_invcdf (JaxArray) : log CDF for the mixture distribution
"""
# INITIALIZE BOUNDS
init_lb = np.ones_like(means).max(axis=1) - 1_000.0
init_ub = np.ones_like(means).max(axis=1) + 1_000.0
# INITIALIZE FUNCTION
f = jax.partial(
mixture_gaussian_cdf, prior_logits=prior_logits, means=means, scales=scales,
)
return bisection_search(f, x, init_lb, init_ub)
def _call_init(primitive, rng, submodule_params, params, jaxpr, consts,
freevar_vals, in_vals, **kwargs):
jaxpr, = jaxpr
consts, = consts
freevar_vals, = freevar_vals
f = lu.wrap_init(partial(jc.eval_jaxpr, jaxpr, consts, freevar_vals))
return primitive.bind(f, *in_vals, **params), submodule_params
def body_fn(state):
i, key, _, _ = state
key, subkey = random.split(key)
# Wrap model in a `substitute` handler to initialize from `init_loc_fn`.
# Use `block` to not record sample primitives in `init_loc_fn`.
seeded_model = substitute(model, substitute_fn=block(seed(init_strategy, subkey)))
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']:
if v['intermediates']:
constrained_values[k] = v['intermediates'][0][0]
inv_transforms[k] = biject_to(v['fn'].base_dist.support)
else:
constrained_values[k] = v['value']
inv_transforms[k] = biject_to(v['fn'].support)
elif v['type'] == 'param' and param_as_improper:
constraint = v['kwargs'].pop('constraint', real)
transform = biject_to(constraint)
if isinstance(transform, ComposeTransform):
base_transform = transform.parts[0]
inv_transforms[k] = base_transform
constrained_values[k] = base_transform(transform.inv(v['value']))
else:
inv_transforms[k] = transform
constrained_values[k] = v['value']
params = transform_fn(inv_transforms,
{k: v for k, v in constrained_values.items()},
invert=True)
potential_fn = jax.partial(potential_energy, model, inv_transforms, model_args, model_kwargs)
pe, param_grads = value_and_grad(potential_fn)(params)
z_grad = ravel_pytree(param_grads)[0]
is_valid = np.isfinite(pe) & np.all(np.isfinite(z_grad))
return i + 1, key, params, is_valid
def process_call(self, call_primitive, f, tracers, params):
flat_inputs, submodule_params_iter = ApplyTrace.Tracer.merge(tracers)
f = ApplyTrace._apply_subtrace(f, self.master,
WrapHashably(submodule_params_iter))
flat_outs = call_primitive.bind(f, *flat_inputs, **params)
return map(partial(ApplyTrace.Tracer, self, submodule_params_iter),
flat_outs)
def build_loglikelihoods(model, args, observations):
"""Function to compute the loglikelihood contribution
of each variable.
"""
loglikelihoods = jax.partial(mcx.log_prob_contributions(model),
**observations, **args)
return loglikelihoods
def init(self, rng_key, *args, **kwargs):
"""
:param jax.random.PRNGKey rng_key: random number generator seed.
:param args: arguments to the model / guide (these can possibly vary during
the course of fitting).
:param kwargs: keyword arguments to the model / guide (these can possibly vary
during the course of fitting).
:return: tuple containing initial :data:`SVIState`, and `get_params`, a callable
that transforms unconstrained parameter values from the optimizer to the
specified constrained domain
"""
rng_key, model_seed, guide_seed = random.split(rng_key, 3)
model_init = seed(self.model, model_seed)
guide_init = seed(self.guide, guide_seed)
guide_trace = trace(guide_init).get_trace(*args, **kwargs,
**self.static_kwargs)
model_trace = trace(model_init).get_trace(*args, **kwargs,
**self.static_kwargs)
params = {}
inv_transforms = {}
# NB: params in model_trace will be overwritten by params in guide_trace
for site in list(model_trace.values()) + list(guide_trace.values()):
if site['type'] == 'param':
constraint = site['kwargs'].pop('constraint', constraints.real)
transform = biject_to(constraint)
inv_transforms[site['name']] = transform
params[site['name']] = transform.inv(site['value'])
self.constrain_fn = jax.partial(transform_fn, inv_transforms)
return SVIState(self.optim.init(params), rng_key)
def initialize_model(rng,
model,
*model_args,
init_strategy='uniform',
**model_kwargs):
"""
Given a model with Pyro primitives, returns a function which, given
unconstrained parameters, evaluates the potential energy (negative
joint density). In addition, this also returns initial parameters
sampled from the prior to initiate MCMC sampling and functions to
transform unconstrained values at sample sites to constrained values
within their respective support.
:param jax.random.PRNGKey rng: random number generator seed to
sample from the prior.
:param model: Python callable containing Pyro primitives.
:param `*model_args`: args provided to the model.
:param str init_strategy: initialization strategy - `uniform`
initializes the unconstrained parameters by drawing from
a `Uniform(-2, 2)` distribution (as used by Stan), whereas
`prior` initializes the parameters by sampling from the prior
for each of the sample sites.
:param `**model_kwargs`: kwargs provided to the model.
:return: tuple of (`init_params`, `potential_fn`, `constrain_fn`)
`init_params` are values from the prior used to initiate MCMC.
`constrain_fn` is a callable that uses inverse transforms
to convert unconstrained HMC samples to constrained values that
lie within the site's support.
"""
model = seed(model, rng)
model_trace = trace(model).get_trace(*model_args, **model_kwargs)
sample_sites = {
k: v
for k, v in model_trace.items()
if v['type'] == 'sample' and not v['is_observed']
}
inv_transforms = {
k: biject_to(v['fn'].support)
for k, v in sample_sites.items()
}
prior_params = constrain_fn(
inv_transforms, {k: v['value']
for k, v in sample_sites.items()},
invert=True)
if init_strategy == 'uniform':
init_params = {}
for k, v in prior_params.items():
rng, = random.split(rng, 1)
init_params[k] = random.uniform(rng,
shape=np.shape(v),
minval=-2,
maxval=2)
elif init_strategy == 'prior':
init_params = prior_params
else:
raise ValueError(
'initialize={} is not a valid initialization strategy.'.format(
init_strategy))
return init_params, potential_energy(model, model_args, model_kwargs, inv_transforms), \
jax.partial(constrain_fn, inv_transforms)
def module(name, nn, input_shape=None):
"""
Declare a :mod:`~jax.experimental.stax` style neural network inside a
model so that its parameters are registered for optimization via
:func:`~numpyro.primitives.param` statements.
:param str name: name of the module to be registered.
:param tuple nn: a tuple of `(init_fn, apply_fn)` obtained by a :mod:`~jax.experimental.stax`
constructor function.
:param tuple input_shape: shape of the input taken by the
neural network.
:return: a `apply_fn` with bound parameters that takes an array
as an input and returns the neural network transformed output
array.
"""
module_key = name + '$params'
nn_init, nn_apply = nn
nn_params = param(module_key)
if nn_params is None:
if input_shape is None:
raise ValueError('Valid value for `input_size` needed to initialize.')
rng = numpyro.sample(name + '$rng', PRNGIdentity())
_, nn_params = nn_init(rng, input_shape)
param(module_key, nn_params)
return jax.partial(nn_apply, nn_params)
def __init__(self, nin, nclass, scales, filters, filters_max,
pooling=objax.functional.max_pool_2d, **kwargs):
"""Creates ConvNet instance.
Args:
nin: number of channels in the input image.
nclass: number of output classes.
scales: number of pooling layers, each of which reduces spatial dimension by 2.
filters: base number of convolution filters.
Number of convolution filters is increased by 2 every scale until it reaches filters_max.
filters_max: maximum number of filters.
pooling: type of pooling layer.
"""
del kwargs
def nf(scale):
return min(filters_max, filters << scale)
ops = [objax.nn.Conv2D(nin, nf(0), 3), objax.functional.leaky_relu]
for i in range(scales):
ops.extend([objax.nn.Conv2D(nf(i), nf(i), 3), objax.functional.leaky_relu,
objax.nn.Conv2D(nf(i), nf(i + 1), 3), objax.functional.leaky_relu,
jax.partial(pooling, size=2, strides=2)])
ops.extend([objax.nn.Conv2D(nf(scales), nclass, 3), self._mean_reduce])
super().__init__(ops)
def solve(
self,
graph: "StackedFactorGraph",
initial_assignments: VariableAssignments,
) -> VariableAssignments:
"""Run MAP inference on a factor graph."""
# Initialize
assignments = initial_assignments
cost, residual_vector = graph.compute_cost(assignments)
state = self._initialize_state(graph, initial_assignments)
# Optimization
state = jax.lax.while_loop(
cond_fun=lambda state: jnp.logical_and(
jnp.logical_not(state.done), state.iterations < self.
max_iterations),
body_fun=jax.partial(self._step, graph),
init_val=state,
)
self._hcb_print(
lambda i, max_i, cost:
f"Terminated @ iteration #{i}/{max_i}: cost={str(cost).ljust(15)}",
i=state.iterations,
max_i=self.max_iterations,
cost=state.cost,
)
return state.assignments
def batched(*batched_args):
args = tree_map(lambda x: x[0], batched_args)
params = Parameter(
lambda key: unbatched_model.init_parameters(*args, key=key),
'model')()
batched_apply = vmap(partial(unbatched_model.apply, params), batch_dim)
return batched_apply(*batched_args)
def log_likelihood_grad_bias(self, data, reward_model, bias_params):
om, empirical_om, _ = self._ll_compute_oms(data, reward_model,
bias_params)
def blind_reward(biases, obs_matrix):
"""Compute blind reward for all states in such a way that Jax can
differentiate with respect to the bias/masking vector. This is
trivial for linear rewards, but harder for more general
RewardModels."""
blind_obs_mat = obs_matrix * biases
assert blind_obs_mat.shape == obs_matrix.shape
return reward_model.out(blind_obs_mat)
# compute gradient of reward in each state w.r.t. biases
# (we do this separately for each input)
blind_rew_grad_fn = jax.grad(blind_reward)
lifted_blind_rew_grad_fn = jax.vmap(
jax.partial(blind_rew_grad_fn, bias_params))
lifted_grads = lifted_blind_rew_grad_fn(self.env.observation_matrix)
empirical_grad_term = jnp.sum(
empirical_om[:, None] * lifted_grads, axis=0)
pi_grad_term = jnp.sum(om[:, None] * lifted_grads, axis=0)
grads = empirical_grad_term - pi_grad_term
return grads
def private_grad(params, batch, rng, l2_norm_clip, noise_multiplier,
batch_size):
"""Return differentially private gradients for params, evaluated on batch."""
def _clipped_grad(params, single_example_batch):
"""Evaluate gradient for a single-example batch and clip its grad norm."""
grads = grad_loss(params, single_example_batch)
nonempty_grads, tree_def = tree_util.tree_flatten(grads)
total_grad_norm = np.linalg.norm(
[np.linalg.norm(neg.ravel()) for neg in nonempty_grads])
divisor = stop_gradient(np.amax((total_grad_norm / l2_norm_clip, 1.)))
normalized_nonempty_grads = [g / divisor for g in nonempty_grads]
return tree_util.tree_unflatten(tree_def, normalized_nonempty_grads)
px_clipped_grad_fn = vmap(partial(_clipped_grad, params))
std_dev = l2_norm_clip * noise_multiplier
noise_ = lambda n: n + std_dev * random.normal(rng, n.shape)
normalize_ = lambda n: n / float(batch_size)
tree_map = tree_util.tree_map
sum_ = lambda n: np.sum(n, 0) # aggregate
aggregated_clipped_grads = tree_map(sum_, px_clipped_grad_fn(batch))
noised_aggregated_clipped_grads = tree_map(noise_,
aggregated_clipped_grads)
normalized_noised_aggregated_clipped_grads = (tree_map(
normalize_, noised_aggregated_clipped_grads))
return normalized_noised_aggregated_clipped_grads
def fit_transform(self, X):
self.n_features = X.shape[1]
# initialize parameter storage
params = []
losses = []
i_layer = 0
# loop through
while i_layer < self.max_layers:
loss = jax.partial(self.loss_f, X=X)
# fix info criteria
X, block_params = self.block_forward(X)
info_red = loss(Y=X)
# append Parameters
params.append(block_params)
losses.append(info_red)
i_layer += 1
self.n_layers = i_layer
self.params = params
self.info_loss = np.array(losses)
return X
def grads(self, inputs):
in_grad_partial = jax.partial(self._net_grads, self._net_params)
grad_vmap = jax.vmap(in_grad_partial)
rich_grads = grad_vmap(inputs)
flat_grads = np.asarray(self._flatten_batch(rich_grads))
assert flat_grads.ndim == 2 and flat_grads.shape[0] == inputs.shape[0]
return flat_grads
def _parse_nn_pepo_obc(C, D, vL, vR, vB, vT, lx, ly):
assert (lx > 2) and (ly > 2
) # (otherwise there is no bulk, to put the Ds in)
x_d = lx // 2
y_d = ly // 2
# HORIZONTAL
vL_C = np.tensordot(vL, C, [0, 2]) # (p,p*,r)
C_vR = np.tensordot(vR, C, [0, 3]) # (p,p*,l)
vB_D = np.tensordot(vB, D, [0, 4]) # (p,p*,l,r,u)
D_vT = np.tensordot(vT, D, [0, 5]) # (p,p*,l,r,d)
left_col = [
vL_C[:, :, :, None]
] + [vL_C[:, :, None, :, None]] * (ly - 2) + [vL_C[:, :, None, :]]
# bottom C: (p,p*,i,j) = (p,p*,l,r) -> (p,p*,r,l) -> (p,p*,r,u,l)
# bulk C: (p,p*,i,j) = (p,p*,l,r) -> (p,p*,u,l,d,r)
# top C: (p,p*,i,j) = (p,p*,l,r) -> (p,p*,l,d,r)
mid_col = [np.transpose(C, [0, 1, 3, 2])[:, :, :, None, :]] \
+ [C[:, :, None, :, None, :]] * (ly - 2) \
+ [C[:, :, :, None, :]]
# vB_D: (p,p*,ijl) = (p,p*,lru) -> (p,p*,rul)
# D: (p,p*,ijkl) -> (p,p*,likj) = (p,p*,uldr)
# D_vT: (p,p*,ijk) = (p,p*,lrd) -> (p,p*,ldr)
d_col = [np.transpose(vB_D, [0, 1, 3, 4, 2])] \
+ [np.transpose(D, [0, 1, 5, 2, 4, 3])] * (ly - 2) \
+ [np.transpose(D_vT, [0, 1, 2, 4, 3])]
right_col = [
C_vR[:, :, None, :]
] + [C_vR[:, :, None, :, None]] * (ly - 2) + [C_vR[:, :, :, None]]
tensors = [left_col] \
+ [mid_col] * (x_d - 1) \
+ [d_col] \
+ [mid_col] * (lx - x_d - 2) \
+ [right_col]
pepo_hor = Pepo(
tensors, OBC, False
) # even if the NnPepo is hermitian, the two separate Pepos could be not.
# VERTICAL
# rotate tensors clockwise
# (p,p*,u,l,d,r) -> (p,p*,l,d,r,u)
_rotate90 = partial(np.transpose, axes=[0, 1, 3, 4, 5, 2])
# tensor at new location (x,y) was at (-y-1,x) before
tensors = [[tensors[-y - 1][0] for y in range(ly)]] \
+ [[tensors[-1][x]] + [_rotate90(tensors[-y - 1][x]) for y in range(1, ly - 1)]
+ [tensors[0][x]] for x in range(1, lx - 1)] \
+ [[tensors[-y - 1][-1] for y in range(ly)]]
pepo_vert = Pepo(
tensors, OBC, False
) # even if the NnPepo is hermitian, the two separate Pepos could be not.
return pepo_hor, pepo_vert
def build_loglikelihoods(model, **kwargs):
"""Function to compute the loglikelihood contribution
of each variable.
"""
artifact = compile_to_loglikelihoods(model.graph, model.namespace)
logpdf = artifact.compiled_fn
loglikelihoods = jax.partial(logpdf, **kwargs)
return loglikelihoods
def _potential_energy(params):
params_constrained = constrain_fn(inv_transforms, params)
log_joint = jax.partial(log_density, model, model_args,
model_kwargs)(params_constrained)[0]
for name, t in inv_transforms.items():
log_joint = log_joint + np.sum(
t.log_abs_det_jacobian(params[name], params_constrained[name]))
return -log_joint
def _apply_subtrace(master, submodule_params, *vals):
submodule_params = submodule_params.val
trace = ApplyTrace(master, jc.cur_sublevel())
outs = yield map(
partial(ApplyTrace.Tracer, trace,
ApplyTrace.SubmoduleParamsIterator(submodule_params)),
vals), {}
out_tracers = map(trace.full_raise, outs)
yield [t.val for t in out_tracers]
