def test_guide_list(auto_class):
def model():
pyro.sample("x", dist.Normal(0., 1.).expand([2]))
pyro.sample("y",
dist.MultivariateNormal(torch.zeros(5), torch.eye(5, 5)))
guide = AutoGuideList(model)
guide.add(auto_class(poutine.block(model, expose=["x"]), prefix="auto_x"))
guide.add(auto_class(poutine.block(model, expose=["y"]), prefix="auto_y"))
guide()
def test_callable(auto_class):
def model():
pyro.sample("x", dist.Normal(0., 1.))
pyro.sample("y",
dist.MultivariateNormal(torch.zeros(5), torch.eye(5, 5)))
def guide_x():
x_loc = pyro.param("x_loc", torch.tensor(0.))
pyro.sample("x", dist.Delta(x_loc))
guide = AutoGuideList(model)
guide.add(guide_x)
guide.add(auto_class(poutine.block(model, expose=["y"]), prefix="auto_y"))
values = guide()
assert set(values) == set(["y"])
def auto_guide_callable(model):
def guide_x():
x_loc = pyro.param("x_loc", torch.tensor(1.))
x_scale = pyro.param("x_scale",
torch.tensor(.1),
constraint=constraints.positive)
pyro.sample("x", dist.Normal(x_loc, x_scale))
def median_x():
return {"x": pyro.param("x_loc", torch.tensor(1.))}
guide = AutoGuideList(model)
guide.add(AutoCallable(model, guide_x, median_x))
guide.add(AutoDiagonalNormal(poutine.block(model, hide=["x"])))
return guide
def test_subsample_guide(auto_class, init_fn):
# The model from tutorial/source/easyguide.ipynb
def model(batch, subsample, full_size):
num_time_steps = len(batch)
result = [None] * num_time_steps
drift = pyro.sample("drift", dist.LogNormal(-1, 0.5))
plate = pyro.plate("data", full_size, subsample=subsample)
assert plate.size == 50
with plate:
z = 0.
for t in range(num_time_steps):
z = pyro.sample("state_{}".format(t), dist.Normal(z, drift))
result[t] = pyro.sample("obs_{}".format(t),
dist.Bernoulli(logits=z),
obs=batch[t])
return torch.stack(result)
def create_plates(batch, subsample, full_size):
return pyro.plate("data", full_size, subsample=subsample)
if auto_class == AutoGuideList:
guide = AutoGuideList(model, create_plates=create_plates)
guide.add(AutoDelta(poutine.block(model, expose=["drift"])))
guide.add(AutoNormal(poutine.block(model, hide=["drift"])))
else:
guide = auto_class(model, create_plates=create_plates)
full_size = 50
batch_size = 20
num_time_steps = 8
pyro.set_rng_seed(123456789)
data = model([None] * num_time_steps, torch.arange(full_size), full_size)
assert data.shape == (num_time_steps, full_size)
pyro.get_param_store().clear()
pyro.set_rng_seed(123456789)
svi = SVI(model, guide, Adam({"lr": 0.02}), Trace_ELBO())
for epoch in range(2):
beg = 0
while beg < full_size:
end = min(full_size, beg + batch_size)
subsample = torch.arange(beg, end)
batch = data[:, beg:end]
beg = end
svi.step(batch, subsample, full_size=full_size)
def test_discrete_parallel(continuous_class):
K = 2
data = torch.tensor([0., 1., 10., 11., 12.])
def model(data):
weights = pyro.sample('weights', dist.Dirichlet(0.5 * torch.ones(K)))
locs = pyro.sample('locs',
dist.Normal(0, 10).expand_by([K]).to_event(1))
scale = pyro.sample('scale', dist.LogNormal(0, 1))
with pyro.plate('data', len(data)):
weights = weights.expand(torch.Size((len(data), )) + weights.shape)
assignment = pyro.sample('assignment', dist.Categorical(weights))
pyro.sample('obs', dist.Normal(locs[assignment], scale), obs=data)
guide = AutoGuideList(model)
guide.add(continuous_class(poutine.block(model, hide=["assignment"])))
guide.add(AutoDiscreteParallel(poutine.block(model,
expose=["assignment"])))
elbo = TraceEnum_ELBO(max_plate_nesting=1)
loss = elbo.loss_and_grads(model, guide, data)
assert np.isfinite(loss), loss
def auto_guide_list_x(model):
guide = AutoGuideList(model)
guide.add(AutoDelta(poutine.block(model, expose=["x"])))
guide.add(AutoDiagonalNormal(poutine.block(model, hide=["x"])))
return guide