def build_fn(batch_theta, batch_x):
if model == "mdn":
return build_mdn(batch_x=batch_theta, batch_y=batch_x, **kwargs)
if model == "made":
return build_made(batch_x=batch_theta, batch_y=batch_x, **kwargs)
if model == "maf":
return build_maf(batch_x=batch_theta, batch_y=batch_x, **kwargs)
elif model == "nsf":
return build_nsf(batch_x=batch_theta, batch_y=batch_x, **kwargs)
else:
raise NotImplementedError
def build_mnle(
batch_x: Tensor,
batch_y: Tensor,
z_score_x: Optional[str] = "independent",
z_score_y: Optional[str] = "independent",
num_transforms: int = 2,
num_bins: int = 5,
hidden_features: int = 50,
hidden_layers: int = 2,
tail_bound: float = 10.0,
log_transform_x: bool = True,
**kwargs,
):
"""Returns a density estimator for mixed data types.
Uses a categorical net to model the discrete part and a neural spline flow (NSF) to
model the continuous part of the data.
Args:
batch_x: batch of data
batch_y: batch of parameters
z_score_x: whether to z-score x.
z_score_y: whether to z-score y.
num_transforms: number of transforms in the NSF
num_bins: bins per spline for NSF.
hidden_features: number of hidden features used in both nets.
hidden_layers: number of hidden layers in the categorical net.
tail_bound: spline tail bound for NSF.
log_transform_x: whether to apply a log-transform to x to move it to unbounded
space, e.g., in case x consists of reaction time data (bounded by zero).
Returns:
MixedDensityEstimator: nn.Module for performing MNLE.
"""
check_data_device(batch_x, batch_y)
if z_score_y == "independent":
embedding = standardizing_net(batch_y)
else:
embedding = None
warnings.warn(
"""The mixed neural likelihood estimator assumes that x contains
continuous data in the first n-1 columns (e.g., reaction times) and
categorical data in the last column (e.g., corresponding choices). If
this is not the case for the passed `x` do not use this function.""")
# Separate continuous and discrete data.
cont_x, disc_x = _separate_x(batch_x)
# Infer input and output dims.
dim_parameters = batch_y[0].numel()
num_categories = unique(disc_x).numel()
# Set up a categorical RV neural net for modelling the discrete data.
disc_nle = CategoricalNet(
num_input=dim_parameters,
num_categories=num_categories,
num_hidden=hidden_features,
num_layers=hidden_layers,
embedding=embedding,
)
# Set up a NSF for modelling the continuous data, conditioned on the discrete data.
cont_nle = build_nsf(
batch_x=torch.log(cont_x)
if log_transform_x else cont_x, # log transform manually.
batch_y=torch.cat((batch_y, disc_x),
dim=1), # condition on discrete data too.
z_score_y=z_score_y,
z_score_x=z_score_x,
num_bins=num_bins,
num_transforms=num_transforms,
tail_bound=tail_bound,
hidden_features=hidden_features,
)
return MixedDensityEstimator(
discrete_net=disc_nle,
continuous_net=cont_nle,
log_transform_x=log_transform_x,
)
