def forward_transform_bruteforce(self, x, logdet=0, context=None):
warnings.warn('brute force')
bsz = x.shape[0]
input_shape = x.shape[1:]
with torch.enable_grad():
x.requires_grad_(True)
F = self.get_potential(x, context)
f = torch.autograd.grad(F.sum(), x, create_graph=True)[0]
# TODO: compute Hessian in block mode instead of row-by-row.
f = f.reshape(bsz, -1)
H = []
for i in range(f.shape[1]):
retain_graph = self.training or (i < (f.shape[1] - 1))
H.append(
torch.autograd.grad(f[:, i].sum(),
x,
create_graph=self.training,
retain_graph=retain_graph)[0])
# H is (bsz, dim, dim)
H = torch.stack(H, dim=1)
f = f.reshape(bsz, *input_shape)
return f, logdet + torch.slogdet(H).logabsdet
def negative_log_likelihood(self, n_batch=None):
if n_batch is None:
ind = torch.arange(self.N)
else:
ind = torch.randperm(self.N)[:n_batch]
sigma = torch.exp(self.log_p_y_sigma)
K = torch.stack([
self.kern[m].K(self.X[ind]) + torch.eye(ind.shape[0]) * 1e-5
for m in range(self.M)
])
q_z_pi = copy.deepcopy(self.q_z_pi)
q_z_pi[q_z_pi != 0] /= sigma
B = torch.stack([torch.diag(q_z_pi[m][ind]) for m in range(self.M)])
sqrtB = torch.sqrt(B)
R = torch.stack([
torch.eye(ind.shape[0]) + sqrtB[m].mm(K[m]).mm(sqrtB[m])
for m in range(self.M)
])
lk_y = torch.zeros(1)
for m in range(self.M):
lk_y += self.D * torch.slogdet(R[m])[1]
lk_y += 0.5 * torch.trace(self.Y[ind].t().mm(sqrtB[m]).mm(
torch.solve(sqrtB[m], R[m])[0]).mm(self.Y[ind]))
lk_z = 0.5 * (self.q_z_pi * torch.log(np.pi * 2 * sigma)).sum()
return (lk_y + lk_z)
def get_weight(self, input, reverse):
w_shape = self.w_shape
if not self.LU:
pixels = thops.pixels(input)
dlogdet = torch.slogdet(self.weight)[1] * pixels
if not reverse:
weight = self.weight.view(w_shape[0], w_shape[1], 1, 1)
else:
weight = torch.inverse(self.weight.double()).float()\
.view(w_shape[0], w_shape[1], 1, 1)
return weight, dlogdet
else:
self.p = self.p.to(input.device)
self.sign_s = self.sign_s.to(input.device)
self.l_mask = self.l_mask.to(input.device)
self.eye = self.eye.to(input.device)
l = self.l * self.l_mask + self.eye
u = self.u * self.l_mask.transpose(0, 1).contiguous() + torch.diag(
self.sign_s * torch.exp(self.log_s))
dlogdet = thops.sum(self.log_s) * thops.pixels(input)
if not reverse:
w = torch.matmul(self.p, torch.matmul(l, u))
else:
l = torch.inverse(l.double()).float()
u = torch.inverse(u.double()).float()
w = torch.matmul(u, torch.matmul(l, self.p.inverse()))
return w.view(w_shape[0], w_shape[1], 1, 1), dlogdet
def rm_hamiltonian(params,
momentum,
log_prob_func,
jitter,
normalizing_const,
softabs_const=1e6,
sampler=Sampler.HMC,
integrator=Integrator.EXPLICIT,
metric=Metric.HESSIAN):
log_prob = log_prob_func(params)
ndim = params.nelement()
pi_term = ndim * torch.log(2. * torch.tensor(pi))
fish, abs_eigenvalues = fisher(params,
log_prob_func,
jitter=jitter,
normalizing_const=normalizing_const,
softabs_const=softabs_const,
metric=metric)
if metric == Metric.SOFTABS:
log_det_abs = abs_eigenvalues.log().sum()
else:
log_det_abs = torch.slogdet(fish)[1]
fish_inverse_momentum = cholesky_inverse(fish, momentum)
quadratic_term = torch.matmul(momentum.view(1, -1), fish_inverse_momentum)
hamiltonian = -log_prob + 0.5 * pi_term + 0.5 * log_det_abs + 0.5 * quadratic_term
if util.has_nan_or_inf(hamiltonian):
print('Invalid hamiltonian, log_prob: {}, params: {}, momentum: {}'.
format(log_prob, params, momentum))
raise util.LogProbError()
# if NN_flag:
# return hamiltonian, params
# else:
return hamiltonian
def get_weight(self, input, reverse):
w_shape = self.w_shape
pixels = list(input.size())[-1]
if not self.LU:
#thops.pixels(input)
dlogdet = (torch.slogdet(self.weight)[1]) #* pixels*pixels
if not reverse:
weight = self.weight #.view(w_shape[0], w_shape[1], 1, 1)
else:
weight = torch.inverse(self.weight.double()).float(
) #.view(w_shape[0], w_shape[1], 1, 1)
return weight, dlogdet
else:
self.p = self.p.to(input.device)
self.sign_s = self.sign_s.to(input.device)
self.l_mask = self.l_mask.to(input.device)
self.eye = self.eye.to(input.device)
l = self.l * self.l_mask + self.eye
u = self.u * self.l_mask.transpose(0, 1).contiguous() + torch.diag(
self.sign_s * torch.exp(self.log_s))
dlogdet = cpd_sum(self.log_s) #* pixels*pixels
if not reverse:
w = torch.matmul(self.p, torch.matmul(l, u))
else:
l = torch.inverse(l.double().cpu()).float()
u = torch.inverse(u.double().cpu()).float()
w = torch.matmul(u,
torch.matmul(l,
self.p.cpu().inverse())).cuda()
return w, dlogdet #view(w_shape[0], w_shape[1], 1, 1)
def get_weight(self, input, reverse):
b, c, h, w = input.shape
if not self.LU_decomposed:
dlogdet = torch.slogdet(self.weight)[1] * h * w
if reverse:
weight = torch.inverse(self.weight)
else:
weight = self.weight
else:
self.l_mask = self.l_mask.to(input.device)
self.eye = self.eye.to(input.device)
lower = self.lower * self.l_mask + self.eye
u = self.upper * self.l_mask.transpose(0, 1).contiguous()
u += torch.diag(self.sign_s * torch.exp(self.log_s))
dlogdet = torch.sum(self.log_s) * h * w
if reverse:
u_inv = torch.inverse(u)
l_inv = torch.inverse(lower)
p_inv = torch.inverse(self.p)
weight = torch.matmul(u_inv, torch.matmul(l_inv, p_inv))
else:
weight = torch.matmul(self.p, torch.matmul(lower, u))
return weight.view(self.w_shape[0], self.w_shape[1], 1, 1), dlogdet
def get_weight_logdet(self, bs, h, w, inverse):
logdet = (torch.slogdet(self.weight)[1] * h * w).expand(bs)
if inverse:
weight = torch.inverse(self.weight)
else:
weight = self.weight
return weight.view(self.w_shape[0], self.w_shape[1], 1, 1), logdet
def __init__(self, dims_in, M, b):
super().__init__()
self.M = nn.Parameter(M.t(), requires_grad=False)
self.M_inv = nn.Parameter(M.t().inverse(), requires_grad=False)
self.b = nn.Parameter(b, requires_grad=False)
self.logDetM = nn.Parameter(torch.slogdet(M)[1], requires_grad=False)
def forward(self, input):
_, _, height, width = input.shape
out = F.conv2d(input, self.weight)
logdet = (height * width *
torch.slogdet(self.weight.squeeze().double())[1].float())
return out, logdet
def inverse(self, x):
x = x - self.bias
self.dirty = True
invlin = self.inv_conv(x)
logdet = -torch.slogdet(
torch.squeeze(self.inv_conv.weight.data)
)[1] #The log determinant of the inverse matrix is the negative of the forward one.
#logdet=0
return (invlin, logdet)
def compute_log_det_per_px(self):
if self.fixed:
logdet = self.fixed_log_det
else:
if self.use_lu:
logdet = th.sum(self.w_s)
else:
logdet = th.slogdet(self.weight.double())[1].float()
return logdet
def forward(self, z):
w_ = torch.inverse(self.w)
assert torch.det(w_) > 0.5
assert torch.det(w_) < 1.5
forwardLogjac = torch.slogdet(
w_)[1] * z.shape[-1] * z.shape[-2] * torch.ones(z.shape[0])
z = torch.matmul(z.permute([0, 2, 3, 1]),
w_.reshape(1, 1, *w_.shape)).permute(0, 3, 1, 2)
return z, forwardLogjac
def inverse(self, y):
assert torch.det(self.w) > 0.5
assert torch.det(self.w) < 1.5
inverseLogjac = torch.slogdet(
self.w)[1] * y.shape[-1] * y.shape[-2] * torch.ones(y.shape[0])
y = torch.matmul(y.permute([0, 2, 3, 1]),
self.w.reshape(1, 1,
*self.w.shape)).permute(0, 3, 1, 2)
return y, inverseLogjac
def forward(ctx,
input,
C,
bias=None,
beta=1.0,
isorth=True,
eps=1e-3,
margin=-0.5,
gap=0.5,
negative_slope=0.1):
if isinstance(bias, tc.Tensor):
bias_requires_grad = bias.requires_grad
else:
bias_requires_grad = False
if bias is not None:
if margin is not None:
bias = bias - margin
else:
if margin is not None:
bias = -margin
Num = len(input)
input.reiter()
obj0 = 0.0
obj1 = 0.0
db = 0.0 if bias_requires_grad else None #tc.Tensor([0.0])
dQ = 0.0
for X, _ in input:
# ipdb.set_trace()
f = X.mm(C)
if bias is not None:
f.add_(bias)
g = tc.zeros(f.size())
f[0 <= f] = 1.0
f[f < -gap] = negative_slope
g[f < 0] = 1.0
f[f < 0] = eps
obj0 += -1.0 / Num * f.log_().sum()
dQ = dQ - 1.0 / Num * X.t().mm(g)
if bias_requires_grad:
db = db - 1.0 / Num * f.sum(0)
K = C.size(1)
if K == 1:
G = C.t().mm(C) + eps
obj1 = -0.5 * G.log()
else:
G = C.t().mm(C) + tc.diag(tc.full((C.size(1), ), eps))
sign, logdet = tc.slogdet(G)
obj1 = -0.5 * logdet
dQ = dQ.mm(C.t().mm(C))
if isorth:
dC = dQ - C.mm(dQ.t()).mm(C)
else:
dC = dQ - C
argnum = tc.tensor([9])
ctx.save_for_backward(dC, db, argnum)
# ipdb.set_trace()
return obj0 + obj1
def inverse(self, z):
if self.use_lu:
W = self._assemble_W()
log_det = torch.sum(self.log_S)
else:
W = self.W
log_det = torch.slogdet(self.W)[1]
z_ = z @ W
return z_, log_det
def inverse(self, x):
x = x - self.bias
invlin = F.conv1d(
x, torch.unsqueeze(torch.inverse(torch.squeeze(self.linweight)),
-1))
logdet = -torch.slogdet(torch.squeeze(
self.linweight))[1] #/self.hparams['dim']
#print("Conv logdet " + str(logdet))
return (invlin, logdet)
def forward(self, z: torch.Tensor,
mask: torch.Tensor) -> Tuple[torch.Tensor, torch.Tensor]:
# z ~ (batch size, seq length, hidden size)
out = F.linear(z, self._weight)
_, logdet = torch.slogdet(self._weight)
if z.dim() > 2:
num = torch.einsum("b...->b", mask)
logdet = logdet * num
return out, logdet
def adj(A: 'Tensor[N, N]') -> 'Tensor[N, N]':
"""
Compute the adjugate of a matrix A.
The adjugate can be used for calculating the derivative of a determinants.
Function has a runtime of O(N^3).
"""
Ad = torch.slogdet(A)
Ad = Ad[0] * torch.exp(Ad[1])
return Ad * torch.inverse(A).t()
def get_weight(self, x, reverse):
ldj = torch.slogdet(self.filters)[1] * x.size(2) * x.size(3)
if reverse:
weight = torch.inverse(self.filters.double()).float()
else:
weight = self.filters
weight = weight.view(self.num_channels, self.num_channels, 1, 1)
return weight, ldj
def forward(ctx,
input,
C,
bias=None,
beta=1.0,
isorth=True,
eps=1e-6,
margin=-1.0,
alpha=0.8):
if isinstance(bias, tc.Tensor):
bias_requires_grad = bias.requires_grad
else:
bias_requires_grad = False
if bias is not None:
if margin is not None:
bias = bias - margin
else:
if margin is not None:
bias = -margin
if bias is not None:
bias = beta * bias
C1 = beta * C
Num = len(input)
input.reiter()
obj0 = 0.0
obj1 = 0.0
db = 0.0 if bias_requires_grad else None #tc.Tensor([0.0])
dQ = 0.0
for X, _ in input:
# ipdb.set_trace()
f = X.mm(C1)
if bias is not None:
f.add_(bias)
f.sigmoid_()
g = f.mul(alpha).add_(1.0 - alpha + eps)
f.mul_(1.0 - f).div_(g)
dQ = dQ - alpha * beta / Num * X.t().mm(f)
obj0 += -1.0 / Num * g.log_().sum()
if bias_requires_grad:
db = db - alpha * beta / Num * f.sum(0)
K = C.size(1)
if K == 1:
G = C.t().mm(C) + eps
obj1 = -0.5 * G.log()
else:
G = C.t().mm(C) + tc.diag(tc.full((C.size(1), ), eps))
sign, logdet = tc.slogdet(G)
obj1 = -0.5 * logdet
dQ = dQ.mm(C.t().mm(C))
if isorth:
dC = dQ - C.mm(dQ.t()).mm(C)
else:
dC = dQ - C
argnum = tc.tensor([8])
ctx.save_for_backward(dC, db, argnum)
return obj0 + obj1
def forward(self, X):
eps = torch.randn_like(X)
y = self.dense(eps)
s, jac = torch.slogdet(self.dense.weight)
y = torch.sigmoid(y)
jac = torch.log(y).sum(1) + torch.log(1. - y).sum(1) + jac
log_pdf_eps = -torch.tensor(X.shape[1] * 0.5 * np.log(2 * np.pi),
device=X.device) - 0.5 * torch.sum(eps**2,
dim=1)
return y, -log_pdf_eps + jac, eps
def forward(self, x):
'''
z = Dx + UV^Tx
ldj = sum(log(abs(D))) + log(abs(det(K)))
'''
z = self.d * x + torch.einsum('dr,br->bd', self.U, torch.einsum('rd,bd->br', self.V, x))
if self.bias is not None: z = z + self.bias
ldj = self.d.abs().log().sum() + torch.slogdet(self.K)[1]
ldj = ldj.expand([x.shape[0]])
return z, ldj
def forward(self, x, sldj, reverse=False):
# TODO: may not need this if not using InvConv for fc setting.
if x.ndim == 4:
ldj = torch.slogdet(self.weight)[1] * x.size(2) * x.size(3)
else:
ldj = torch.slogdet(self.weight)[1]
if reverse:
weight = torch.inverse(self.weight.double()).float()
sldj = sldj - ldj
else:
weight = self.weight
sldj = sldj + ldj
weight = weight.view(self.num_channels, self.num_channels, 1, 1)
z = F.conv2d(x, weight)
return z, sldj
def backward(self, z: torch.Tensor,
mask: torch.Tensor) -> Tuple[torch.Tensor, torch.Tensor]:
weight_inv = torch.inverse(self._weight.double()).float()
# z ~ (batch size, seq length, hidden size)
out = F.linear(z, weight_inv)
_, logdet = torch.slogdet(weight_inv)
if z.dim() > 2:
num = torch.einsum("b...->b", mask)
logdet = logdet * num
return out, logdet
def setUp(self):
self.features = 3
self.bijection = LinearLU(num_features=self.features, bias=True)
L, U = self.bijection._create_lower_upper()
self.weight = L @ U
self.weight_inverse = torch.inverse(self.weight)
_, self.logabsdet = torch.slogdet(self.weight)
self.eps = 1e-5
def reverse(self, output):
_, _, height, width = output.shape
in_recover = F.conv2d(
output,
self.weight.squeeze().inverse().unsqueeze(2).unsqueeze(3))
logdet = (-height * width *
torch.slogdet(self.weight.squeeze().double())[1].float())
return in_recover, logdet
def get_weight(self, input, reverse):
w_shape = self.w_shape
pixels = thops.pixels(input)
dlogdet = torch.slogdet(self.weight)[1] * pixels
if not reverse:
weight = self.weight.view(w_shape[0], w_shape[1], 1, 1)
else:
weight = torch.inverse(self.weight.double()).float() \
.view(w_shape[0], w_shape[1], 1, 1)
return weight, dlogdet
def test_jacobian(transform):
x = generate_data(transform)
try:
y = transform(x)
actual = transform.log_abs_det_jacobian(x, y)
except NotImplementedError:
pytest.skip('Not implemented.')
# Test shape
target_shape = x.shape[:x.dim() - transform.domain.event_dim]
assert actual.shape == target_shape
# Expand if required
transform = reshape_transform(transform, x.shape)
ndims = len(x.shape)
event_dim = ndims - transform.domain.event_dim
x_ = x.view((-1,) + x.shape[event_dim:])
n = x_.shape[0]
# Reshape to squash batch dims to a single batch dim
transform = reshape_transform(transform, x_.shape)
# 1. Transforms with unit jacobian
if isinstance(transform, ReshapeTransform) or isinstance(transform.inv, ReshapeTransform):
expected = x.new_zeros(x.shape[x.dim() - transform.domain.event_dim])
expected = x.new_zeros(x.shape[x.dim() - transform.domain.event_dim])
# 2. Transforms with 0 off-diagonal elements
elif transform.domain.event_dim == 0:
jac = jacobian(transform, x_)
# assert off-diagonal elements are zero
assert torch.allclose(jac, jac.diagonal().diag_embed())
expected = jac.diagonal().abs().log().reshape(x.shape)
# 3. Transforms with non-0 off-diagonal elements
else:
if isinstance(transform, CorrCholeskyTransform):
jac = jacobian(lambda x: tril_matrix_to_vec(transform(x), diag=-1), x_)
elif isinstance(transform.inv, CorrCholeskyTransform):
jac = jacobian(lambda x: transform(vec_to_tril_matrix(x, diag=-1)),
tril_matrix_to_vec(x_, diag=-1))
elif isinstance(transform, StickBreakingTransform):
jac = jacobian(lambda x: transform(x)[..., :-1], x_)
else:
jac = jacobian(transform, x_)
# Note that jacobian will have shape (batch_dims, y_event_dims, batch_dims, x_event_dims)
# However, batches are independent so this can be converted into a (batch_dims, event_dims, event_dims)
# after reshaping the event dims (see above) to give a batched square matrix whose determinant
# can be computed.
gather_idx_shape = list(jac.shape)
gather_idx_shape[-2] = 1
gather_idxs = torch.arange(n).reshape((n,) + (1,) * (len(jac.shape) - 1)).expand(gather_idx_shape)
jac = jac.gather(-2, gather_idxs).squeeze(-2)
out_ndims = jac.shape[-2]
jac = jac[..., :out_ndims] # Remove extra zero-valued dims (for inverse stick-breaking).
expected = torch.slogdet(jac).logabsdet
assert torch.allclose(actual, expected, atol=1e-5)
def backward(self, y: torch.tensor, x: torch.tensor=None, x_freqs: torch.tensor=None, require_log_probs=True, var=None, y_freqs=None, to_lat=None):
# from other language to this language
x_prime = y.mm(self.W)
if require_log_probs:
assert x is not None, x_freqs is not None
log_probs = self.cal_mixture_of_gaussian_fix_var(x_prime, x, x_freqs, var, x_prime_freqs=y_freqs)
_, log_abs_det = torch.slogdet(self.W)
log_probs = log_probs + log_abs_det
else:
log_probs = torch.tensor(0)
return x_prime, log_probs
def blas_lapack_ops(self):
m = torch.randn(3, 3)
a = torch.randn(10, 3, 4)
b = torch.randn(10, 4, 3)
v = torch.randn(3)
return (
torch.addbmm(m, a, b),
torch.addmm(torch.randn(2, 3), torch.randn(2, 3),
torch.randn(3, 3)),
torch.addmv(torch.randn(2), torch.randn(2, 3), torch.randn(3)),
torch.addr(torch.zeros(3, 3), v, v),
torch.baddbmm(m, a, b),
torch.bmm(a, b),
torch.chain_matmul(torch.randn(3, 3), torch.randn(3, 3),
torch.randn(3, 3)),
# torch.cholesky(a), # deprecated
torch.cholesky_inverse(torch.randn(3, 3)),
torch.cholesky_solve(torch.randn(3, 3), torch.randn(3, 3)),
torch.dot(v, v),
torch.eig(m),
torch.geqrf(a),
torch.ger(v, v),
torch.inner(m, m),
torch.inverse(m),
torch.det(m),
torch.logdet(m),
torch.slogdet(m),
torch.lstsq(m, m),
torch.lu(m),
torch.lu_solve(m, *torch.lu(m)),
torch.lu_unpack(*torch.lu(m)),
torch.matmul(m, m),
torch.matrix_power(m, 2),
# torch.matrix_rank(m),
torch.matrix_exp(m),
torch.mm(m, m),
torch.mv(m, v),
# torch.orgqr(a, m),
# torch.ormqr(a, m, v),
torch.outer(v, v),
torch.pinverse(m),
# torch.qr(a),
torch.solve(m, m),
torch.svd(a),
# torch.svd_lowrank(a),
# torch.pca_lowrank(a),
# torch.symeig(a), # deprecated
# torch.lobpcg(a, b), # not supported
torch.trapz(m, m),
torch.trapezoid(m, m),
torch.cumulative_trapezoid(m, m),
# torch.triangular_solve(m, m),
torch.vdot(v, v),
)
