def testFittingToyNdMixedDataIsCorrect(self, float_dtype):
"""Tests that minimizing the adaptive loss recovers the true model.
Here we generate a 2D array of samples drawn from a mix of scaled and
shifted Cauchy and Normal distributions. We then minimize our loss with
respect to the mean, scale, and shape of each distribution, and check that
after minimization the shape parameter is near-zero for the Cauchy data and
near 2 for the Normal data, and that the estimated means and scales are
accurate.
Args:
float_dtype: The type (np.float32 or np.float64) of data to test.
"""
num_dims = 8
samples, mu_true, alpha_true, scale_true = self._sample_nd_mixed_data(
100, num_dims, float_dtype)
mu = Variable(
torch.tensor(np.zeros(samples.shape[1], float_dtype)),
requires_grad=True)
adaptive_lossfun = adaptive.AdaptiveLossFunction(num_dims, float_dtype)
params = torch.nn.ParameterList(adaptive_lossfun.parameters())
optimizer = torch.optim.Adam([p for p in params] + [mu], lr=0.1)
for _ in range(1000):
optimizer.zero_grad()
x = torch.as_tensor(samples) - mu[np.newaxis, :]
loss = torch.sum(adaptive_lossfun.lossfun(x))
loss.backward(retain_graph=True)
optimizer.step()
mu = mu.detach().numpy()
alpha = adaptive_lossfun.alpha()[0, :].detach().numpy()
scale = adaptive_lossfun.scale()[0, :].detach().numpy()
for a, b in [(alpha, alpha_true), (scale, scale_true), (mu, mu_true)]:
np.testing.assert_allclose(a, b * np.ones_like(a), rtol=0.1, atol=0.1)
def testInitialAlphaAndScaleAreCorrect(self, float_dtype):
"""Tests that `alpha` and `scale` are initialized as expected."""
for i in range(8):
# Generate random ranges for alpha and scale.
alpha_lo = float_dtype(np.random.uniform())
alpha_hi = float_dtype(np.random.uniform() + 1.)
# Half of the time pick a random initialization for alpha, the other half
# use the default value.
if i % 2 == 0:
alpha_init = float_dtype(alpha_lo + np.random.uniform() *
(alpha_hi - alpha_lo))
true_alpha_init = alpha_init
else:
alpha_init = None
true_alpha_init = (alpha_lo + alpha_hi) / 2.
scale_init = float_dtype(np.random.uniform() + 0.5)
scale_lo = float_dtype(np.random.uniform() * 0.1)
adaptive_lossfun = adaptive.AdaptiveLossFunction(
10,
float_dtype,
alpha_lo=alpha_lo,
alpha_hi=alpha_hi,
alpha_init=alpha_init,
scale_lo=scale_lo,
scale_init=scale_init)
alpha = adaptive_lossfun.alpha().detach().numpy()
scale = adaptive_lossfun.scale().detach().numpy()
np.testing.assert_allclose(alpha, true_alpha_init * np.ones_like(alpha))
np.testing.assert_allclose(scale, scale_init * np.ones_like(scale))
def testFixedAlphaAndScaleAreCorrect(self, float_dtype, device_string):
"""Tests that fixed alphas and scales do not change during optimization)."""
device = _get_device(device_string)
alpha_lo = np.random.uniform() * 2.0
alpha_hi = alpha_lo
scale_init = float_dtype(np.random.uniform() + 0.5)
scale_lo = scale_init
num_dims = 10
# We must construct some variable for TF to attempt to optimize.
adaptive_lossfun = adaptive.AdaptiveLossFunction(
num_dims,
float_dtype,
device,
alpha_lo=alpha_lo,
alpha_hi=alpha_hi,
scale_lo=scale_lo,
scale_init=scale_init,
)
params = torch.nn.ParameterList(adaptive_lossfun.parameters())
assert len(params) == 0
alpha = adaptive_lossfun.alpha().cpu().detach()
scale = adaptive_lossfun.scale().cpu().detach()
alpha_init = (alpha_lo + alpha_hi) / 2.0
np.testing.assert_allclose(alpha, alpha_init * np.ones_like(alpha))
np.testing.assert_allclose(scale, scale_init * np.ones_like(alpha))
def testLossfunPreservesDtype(self, float_dtype): """Checks the loss's outputs have the same precisions as its input.""" num_dims = 8 samples, _, _, _ = self._sample_nd_mixed_data(100, num_dims, float_dtype) adaptive_lossfun = adaptive.AdaptiveLossFunction(num_dims, float_dtype) loss = adaptive_lossfun.lossfun(samples).detach().numpy() alpha = adaptive_lossfun.alpha().detach().numpy() scale = adaptive_lossfun.scale().detach().numpy() np.testing.assert_(loss.dtype, float_dtype) np.testing.assert_(alpha.dtype, float_dtype) np.testing.assert_(scale.dtype, float_dtype)
def testLossfunPreservesDtype(self, float_dtype, device_string):
"""Checks the loss's outputs have the same precisions as its input."""
device = _get_device(device_string)
num_dims = 8
samples, _, _, _ = self._sample_nd_mixed_data(100, num_dims,
float_dtype)
adaptive_lossfun = adaptive.AdaptiveLossFunction(
num_dims, float_dtype, device)
loss = (adaptive_lossfun.lossfun(torch.tensor(
samples, device=device)).cpu().detach().numpy())
alpha = adaptive_lossfun.alpha().cpu().detach().numpy()
scale = adaptive_lossfun.scale().cpu().detach().numpy()
np.testing.assert_(loss.dtype, float_dtype)
np.testing.assert_(alpha.dtype, float_dtype)
np.testing.assert_(scale.dtype, float_dtype)
def loss_func(preds, targets):
adaptive_lossfun = adaptive.AdaptiveLossFunction(1, np.float32, 'cuda')
d = torch.as_tensor(preds - targets)
loss = torch.sum(adaptive_lossfun.lossfun(d))
return loss
