def _posterior_dist(self, X, y, A):
'''
Uses Laplace approximation for calculating posterior distribution
'''
f = lambda w: _logistic_cost_grad(X, y, w, A)
w_init = np.random.random(X.shape[1])
Mn = fmin_l_bfgs_b(f,
x0=w_init,
pgtol=self.tol_solver,
maxiter=self.n_iter_solver)[0]
Xm = np.dot(X, Mn)
s = expit(Xm)
B = logistic._pdf(Xm) # avoids underflow
S = np.dot(X.T * B, X)
np.fill_diagonal(S, np.diag(S) + A)
t_hat = y - s
cholesky = True
# try using Cholesky , if it fails then fall back on pinvh
try:
R = np.linalg.cholesky(S)
Sn = solve_triangular(R,
np.eye(A.shape[0]),
check_finite=False,
lower=True)
except LinAlgError:
Sn = pinvh(S)
cholesky = False
return [Mn, Sn, B, t_hat, cholesky]
def _posterior_dist(self,X,y,A,intercept_prior):
'''
Uses Laplace approximation for calculating posterior distribution
'''
if self.solver == 'lbfgs_b':
f = lambda w: _logistic_cost_grad(X,y,w,A,intercept_prior)
w_init = np.random.random(X.shape[1])
Mn = fmin_l_bfgs_b(f, x0 = w_init, pgtol = self.tol_solver,
maxiter = self.n_iter_solver)[0]
Xm = np.dot(X,Mn)
s = expit(Xm)
B = logistic._pdf(Xm) # avoids underflow
S = np.dot(X.T*B,X)
np.fill_diagonal(S, np.diag(S) + A)
t_hat = Xm + (y - s) / B
Sn = pinvh(S)
elif self.solver == 'newton_cg':
# TODO: Implement Newton-CG
raise NotImplementedError(('Newton Conjugate Gradient optimizer '
'is not currently supported'))
return [Mn,Sn,B,t_hat]
def _posterior_dist(self,X,y,A,intercept_prior):
'''
Uses Laplace approximation for calculating posterior distribution
'''
if self.solver == 'lbfgs_b':
f = lambda w: _logistic_cost_grad(X,y,w,A,intercept_prior)
w_init = np.random.random(X.shape[1])
Mn = fmin_l_bfgs_b(f, x0 = w_init, pgtol = self.tol_solver,
maxiter = self.n_iter_solver)[0]
Xm = np.dot(X,Mn)
s = expit(Xm)
B = logistic._pdf(Xm) # avoids underflow
S = np.dot(X.T*B,X)
np.fill_diagonal(S, np.diag(S) + A)
t_hat = Xm + (y - s) / B
Sn = pinvh(S)
elif self.solver == 'newton_cg':
# TODO: Implement Newton-CG
raise NotImplementedError(('Newton Conjugate Gradient optimizer '
'is not currently supported'))
return [Mn,Sn,B,t_hat]
def _posterior_dist(self,X,y,A):
'''
Uses Laplace approximation for calculating posterior distribution
'''
f = lambda w: _logistic_cost_grad(X,y,w,A)
w_init = np.random.random(X.shape[1])
Mn = fmin_l_bfgs_b(f, x0 = w_init, pgtol = self.tol_solver,
maxiter = self.n_iter_solver)[0]
Xm = np.dot(X,Mn)
s = expit(Xm)
B = logistic._pdf(Xm) # avoids underflow
S = np.dot(X.T*B,X)
np.fill_diagonal(S, np.diag(S) + A)
t_hat = y - s
cholesky = True
# try using Cholesky , if it fails then fall back on pinvh
try:
R = np.linalg.cholesky(S)
Sn = solve_triangular(R,np.eye(A.shape[0]),
check_finite=False,lower=True)
except LinAlgError:
Sn = pinvh(S)
cholesky = False
return [Mn,Sn,B,t_hat,cholesky]
def evolve(self):
"""TODO"""
if self.learn:
# Compute number of active synapses.
np.add.reduce(2 * (expit(self.scale_w * self.w) - 0.5),
axis=1,
keepdims=True,
out=self.n_syn)
# Compute the prior.
sigmoid = expit(self.lambd * (self.n_syn_max - self.n_syn))
grad_sigmoid = logistic._pdf(self.scale_w * self.w)
grad_sigmoid[self.w > self.grad_sigmoid_clip] = 0
np.multiply(-self.lambd * self.scale_w * (1 - sigmoid),
grad_sigmoid, self.prior)
# Compute the likelihood.
if self.cichon_gan_rule:
if self.destination.branch.branch_dynamics:
np.multiply(
self.scale_likelihood *
np.heaviside(self.destination.branch.pla, 0),
self.tr_pre_LTP.val, self.likelihood)
else:
np.multiply(
self.scale_likelihood / self.destination.branch.v_thr *
self.destination.branch.pla, self.tr_pre_LTP.val,
self.likelihood)
np.add(
-self.gamma * self.destination.branch.pla_on *
self.tr_pre_LTD.val, self.likelihood, self.likelihood)
else:
if self.destination.branch.branch_dynamics:
np.multiply(np.heaviside(self.destination.branch.pla, 0),
(self.tr_pre.val - self.gamma *
(1 - self.tr_pre.val)), self.likelihood)
else:
np.multiply(
self.destination.branch.pla /
self.destination.branch.v_thr,
(self.tr_pre.val - self.gamma * (1 - self.tr_pre.val)),
self.likelihood)
# Add contribution from prior and likelihood to active synapses.
if self.cichon_gan_rule:
np.add(self.theta,
np.multiply(
self.eta,
np.add(self.scale_prior * self.prior,
self.likelihood)),
self.theta,
where=self.c == 1)
else:
np.add(self.theta,
np.multiply(
self.eta,
np.add(self.scale_prior * self.prior,
self.scale_likelihood * self.likelihood)),
self.theta,
where=self.c == 1)
# Add noise to all synapses.
# W_t+dt - W_t is normally distributed with mean 0 and variance dt (N(0, dt)). So
# rng.normal(loc=0, scale=np.sqrt(dt))
np.add(
self.theta,
self.scale_noise * core.kernel.rng.normal(
loc=0, scale=np.sqrt(simulation_timestep), size=self.size),
self.theta)
# Clip weights and parameters.
np.clip(self.theta, self.theta_min, self.theta_max, self.theta)
np.maximum(0, self.theta, self.w)
np.heaviside(self.theta, 0, self.c)
