def __call__(self, x):
"""Computes regularization given an ed.Normal random variable as input."""
if not isinstance(x, ed.RandomVariable):
raise ValueError('Input must be an ed.RandomVariable.')
prior = ed.Independent(
ed.Normal(loc=x.distribution.mean(), scale=self.stddev).distribution,
reinterpreted_batch_ndims=len(x.distribution.event_shape))
regularization = x.distribution.kl_divergence(prior.distribution)
return self.scale_factor * regularization
def testHalfCauchyKLDivergence(self):
shape = (3, )
regularizer = ed.regularizers.get('half_cauchy_kl_divergence')
variational_posterior = ed.Independent(ed.LogNormal(
loc=tf.zeros(shape), scale=1.).distribution,
reinterpreted_batch_ndims=1)
kl = regularizer(variational_posterior)
kl_value = self.evaluate(kl)
self.assertGreaterEqual(kl_value, 0.)
def testHalfCauchyKLDivergence(self):
shape = (3,)
regularizer = ed.regularizers.get('half_cauchy_kl_divergence')
variational_posterior = ed.Independent(
ed.LogNormal(loc=tf.zeros(shape), scale=1.).distribution,
reinterpreted_batch_ndims=1)
kl = regularizer(variational_posterior)
# KL uses a single-sample estimate, which is not necessarily >0. We only
# check shape.
self.assertEqual(kl.shape, ())
def testNormalEmpiricalBayesKLDivergenceTFFunction(self):
"""Checks that KL evaluates properly multiple times when compiled."""
shape = (3,)
regularizer = ed.regularizers.get('normal_empirical_bayes_kl_divergence')
regularizer_compiled = tf.function(regularizer)
weights_one = ed.Independent(
ed.Normal(loc=tf.zeros(shape), scale=1.).distribution,
reinterpreted_batch_ndims=len(shape))
kl_one = regularizer(weights_one).numpy()
kl_one_c = regularizer_compiled(weights_one).numpy()
weights_two = ed.Independent(
ed.Normal(loc=5. + tf.zeros(shape), scale=1.).distribution,
reinterpreted_batch_ndims=len(shape))
kl_two = regularizer(weights_two).numpy()
kl_two_c = regularizer_compiled(weights_two).numpy()
self.assertAllClose(kl_one, kl_one_c)
self.assertAllClose(kl_two, kl_two_c)
self.assertNotAlmostEqual(kl_one_c, kl_two_c)
def testTrainableNormalKLDivergenceStddev(self):
tf.random.set_seed(83271)
shape = (3,)
regularizer = ed.regularizers.get('trainable_normal_kl_divergence_stddev')
variational_posterior = ed.Independent(
ed.Normal(loc=tf.zeros(shape), scale=1.).distribution,
reinterpreted_batch_ndims=1)
kl = regularizer(variational_posterior)
self.assertGreaterEqual(kl, 0.)
prior_stddev = regularizer.stddev_constraint(regularizer.stddev)
self.assertAllClose(prior_stddev, np.ones(prior_stddev.shape),
atol=0.1)
def testNormalKLDivergence(self):
shape = (3,)
regularizer = ed.regularizers.get('normal_kl_divergence')
variational_posterior = ed.Independent(
ed.Normal(loc=tf.zeros(shape), scale=1.).distribution,
reinterpreted_batch_ndims=1)
kl = regularizer(variational_posterior)
self.assertGreaterEqual(kl, 0.)
dataset_size = 100
scale_factor = 1. / dataset_size
regularizer = ed.regularizers.NormalKLDivergence(scale_factor=scale_factor)
scaled_kl = regularizer(variational_posterior)
self.assertEqual(scale_factor * kl, scaled_kl)
def testNormalEmpiricalBayesKLDivergence(self, gen_stddev,
eb_prior_stddev):
"""Tests ed.regularizers.NormalEmpiricalBayesKLDivergence.
Check that EB KL estimate should always be smaller but close to the true
generating Normal-InverseGamma KL due to it being explicitly optimized.
Args:
gen_stddev: Standard deviation of the generating normal distribution.
eb_prior_stddev: Standard deviation of the EB hyperprior.
"""
tf.random.set_seed(89323)
shape = (99, 101)
gen_mean = 0.
eb_prior_mean = eb_prior_stddev**2
cvar = (eb_prior_mean / eb_prior_stddev)**2
variance_concentration = cvar + 2.
variance_scale = eb_prior_mean * (cvar + 1.)
weight = ed.Independent(ed.Normal(gen_mean + tf.zeros(shape),
gen_stddev).distribution,
reinterpreted_batch_ndims=len(shape))
# Compute KL(q(w)|| N(w|gen_stddev)) - log IG(gen_stddev**2) under a fixed
# setting of the prior stddev.
normal_regularizer = ed.regularizers.NormalKLDivergence(
mean=gen_mean, stddev=gen_stddev)
kl = normal_regularizer(weight)
kl -= tf.reduce_sum(
ed.InverseGamma(variance_concentration,
variance_scale).distribution.log_prob(
gen_stddev**2))
eb_regularizer = ed.regularizers.NormalEmpiricalBayesKLDivergence(
mean=gen_mean,
variance_concentration=variance_concentration,
variance_scale=variance_scale)
eb_kl = eb_regularizer(weight)
# Normalize comparison by total number of weights. (Note this also scales
# the IG log prob.)
kl /= float(np.prod(shape))
eb_kl /= float(np.prod(shape))
kl_value, eb_kl_value = self.evaluate([kl, eb_kl])
self.assertGreaterEqual(kl_value, eb_kl_value)
self.assertAlmostEqual(kl_value,
eb_kl_value,
delta=0.05,
msg='Parameters score KL=%.6f on generating '
'Normal-IG KL and KL=%.6f on EB-fitted KL, '
'too much difference.' %
(kl_value, eb_kl_value))
def testUniformKLDivergence(self):
shape = (3, )
regularizer = ed.regularizers.get('uniform_kl_divergence')
variational_posterior = ed.Independent(ed.Normal(
loc=tf.zeros(shape), scale=1.).distribution,
reinterpreted_batch_ndims=1)
kl = regularizer(variational_posterior)
kl_value = self.evaluate(kl)
self.assertNotEqual(kl_value, 0.)
dataset_size = 100
scale_factor = 1. / dataset_size
regularizer = ed.regularizers.UniformKLDivergence(
scale_factor=scale_factor)
kl = regularizer(variational_posterior)
scaled_kl_value = self.evaluate(kl)
self.assertAlmostEqual(scale_factor * kl_value, scaled_kl_value)
def next_state(self, previous_state, user_response, slate_docs):
"""The state value after the initial value."""
user_interests = previous_state.get('user_interests')
chosen_docs = user_response.get('choice')
chosen_doc_features = selectors.get_chosen(slate_docs, chosen_docs)
doc_features = chosen_doc_features.get('doc_features')
# Define similarities to be affinities(user_interest, doc_features) + 2.
similarities = self._utility_model.affinities(
user_interests, doc_features, False).get('affinities') + 2.0
return Value(
utilities=ed.Normal(loc=similarities,
scale=self._utility_stddev,
validate_args=True),
user_interests=ed.Independent(
tfd.Deterministic(user_interests + self._interest_step_size *
(user_interests - doc_features)),
reinterpreted_batch_ndims=1))
def _deterministic_with_correct_batch_shape(self, field):
return ed.Independent(tfd.Deterministic(loc=field),
reinterpreted_batch_ndims=len(field.shape) -
self._batch_ndims)