def train_predictor(self, x_old, x_new):
cmin_x = np.min(x_old) - 10 * np.std(x_old)
cmax_x = np.max(x_old) + 10 * np.std(x_old)
x_old = normalize(x_old, cmin_x, cmax_x)
x_new = normalize(x_new, cmin_x, cmax_x)
x_new = preprocess_data(x_new)
x_old = preprocess_data(x_old)
self.Predictor.train_step(np.expand_dims(x_old, 3),
np.expand_dims(x_new, 3),
L=50)
def train_noise_predictor(self, z_new):
z_sigma = smooth_var(z_new)
cmin_z_sigma = np.min(z_sigma) - 3 * np.std(z_sigma)
cmax_z_sigma = np.max(z_sigma) + 3 * np.std(z_sigma)
z_sigma_normalized = normalize(z_sigma, cmin_z_sigma, cmax_z_sigma)
z_output = z_new - np.mean(z_new)
cmin_z = np.min(z_output) - 3 * np.std(z_output)
cmax_z = np.max(z_output) + 3 * np.std(z_output)
z_output_normalized = normalize(z_output, cmin_z, cmax_z)
z_sigma_normalized = preprocess_data(z_sigma_normalized)
z_output_normalized = preprocess_data(z_output_normalized)
self.NoisePredictor.train_step(np.expand_dims(z_sigma_normalized, 3),
np.expand_dims(z_output_normalized, 3),
L=30)
def predict_var(self, x_old, z_new, Ns=30):
cmin_z = np.min(z_new) - 3 * np.std(z_new)
cmax_z = np.max(z_new) + 3 * np.std(z_new)
cmin_z_unb = np.min(z_new - np.mean(z_new)) - 3 * np.std(z_new)
cmax_z_unb = np.max(z_new - np.mean(z_new)) + 3 * np.std(z_new)
if self.H is None:
cmin_x = np.min(x_old) - 10 * np.std(x_old)
cmax_x = np.max(x_old) + 10 * np.std(x_old)
else:
cmin_x = cmin_z / self.H
cmax_x = cmax_z / self.H
x_old_normalized = normalize(x_old, cmin_x, cmax_x)
x_old_normalized = preprocess_data(x_old_normalized)
x_new_hat = self.Predictor.generator(np.expand_dims(
x_old_normalized, 3),
training=False)[0].numpy()
x_new_hat = np.reshape(x_new_hat, (-1))
x_stack = []
for ii in range(Ns):
z_sigma = gen_sample(p_len=self.p_len, v_size=len(x_new_hat))
#z_sigma = smooth_var(z_sigma)
cmin_z_sigma = np.min(z_sigma) - 3 * np.std(z_sigma)
cmax_z_sigma = np.max(z_sigma) + 3 * np.std(z_sigma)
z_sigma_normalized = normalize(z_sigma, cmin_z_sigma, cmax_z_sigma)
z_sigma_normalized = preprocess_data(z_sigma_normalized)
noise_hat = self.NoisePredictor.generator(
np.expand_dims(z_sigma_normalized,
3), training=False)[0].numpy()
noise_hat = np.reshape(noise_hat, (-1))
noise_hat = unnormalize(noise_hat, cmin_z_unb, cmax_z_unb)
noise_hat = smooth(noise_hat)
z_new_noisy = z_new + noise_hat
cmin_z_n = np.min(z_new_noisy) - 3 * np.std(z_new_noisy)
cmax_z_n = np.max(z_new_noisy) + 3 * np.std(z_new_noisy)
z_new_noisy_normalized = normalize(z_new_noisy, cmin_z_n, cmax_z_n)
input_data_update = preprocess_Bayesian_data(
x_new_hat, z_new_noisy_normalized)
x_new_update = self.Updator.generator(np.expand_dims(
input_data_update, 0),
training=False)[0].numpy()
x_new_update = np.reshape(x_new_update, (-1))
x_new_update = unnormalize(x_new_update, cmin_x, cmax_x)
x_stack.append(x_new_update)
x_stack = np.array(x_stack)
var = np.var(x_stack, axis=0)
return var, x_stack
def train_noise_predictor(self, z_new):
#z_sigma = smooth_var(z_new)
z_sigma = gen_sample(p_len=self.p_len, v_size=len(z_new))
cmin_z_sigma = np.min(z_sigma) - 3 * np.std(z_sigma)
cmax_z_sigma = np.max(z_sigma) + 3 * np.std(z_sigma)
z_sigma_normalized = normalize(z_sigma, cmin_z_sigma, cmax_z_sigma)
z_output = z_new - np.mean(z_new)
cmin_z = np.min(z_output) - 3 * np.std(z_output)
cmax_z = np.max(z_output) + 3 * np.std(z_output)
z_output_normalized = normalize(z_output, cmin_z, cmax_z)
z_sigma_normalized = preprocess_data(z_sigma_normalized)
z_output_normalized = preprocess_data(z_output_normalized)
self.NoisePredictor.train_step(np.expand_dims(z_sigma_normalized, 3),
np.expand_dims(z_output_normalized, 3),
L=50,
loss_type="l2")
def train_updator(self, x_old, x_new, z_new):
cmin_z = np.min(z_new) - 3 * np.std(z_new)
cmax_z = np.max(z_new) + 3 * np.std(z_new)
if self.H is None:
cmin_x = np.min(x_old) - 10 * np.std(x_old)
cmax_x = np.max(x_old) + 10 * np.std(x_old)
else:
cmin_x = cmin_z / self.H
cmax_x = cmax_z / self.H
z_new = normalize(z_new, cmin_z, cmax_z)
x_old = normalize(x_old, cmin_x, cmax_x)
x_new = normalize(x_new, cmin_x, cmax_x)
x_new = preprocess_data(x_new)
x_old = preprocess_data(x_old)
x_new_hat = self.predict_linear(np.reshape(x_old, (-1)))
input_data_update = preprocess_Bayesian_data(x_new_hat, z_new)
self.Updator.train_step(np.expand_dims(input_data_update, 0),
np.expand_dims(x_new, 3),
L=100)
def train_updator(self, x_old, x_new, z_new):
cmin_z = np.min(z_new) - 3 * np.std(z_new)
cmax_z = np.max(z_new) + 3 * np.std(z_new)
if self.H is None:
cmin_x = np.min(x_old) - 10 * np.std(x_old)
cmax_x = np.max(x_old) + 10 * np.std(x_old)
else:
cmin_x = cmin_z / self.H
cmax_x = cmax_z / self.H
z_new = normalize(z_new, cmin_z, cmax_z)
x_old = normalize(x_old, cmin_x, cmax_x)
x_new = normalize(x_new, cmin_x, cmax_x)
x_new = preprocess_data(x_new)
x_old = preprocess_data(x_old)
x_new_hat = self.Predictor.generator(np.expand_dims(x_old, 3),
training=False)[0].numpy()
x_new_hat = np.reshape(x_new_hat, (-1))
input_data_update = preprocess_Bayesian_data(x_new_hat, z_new)
self.Updator.train_step(np.expand_dims(input_data_update, 0),
np.expand_dims(x_new, 3),
L=50,
loss_type=self.loss_type)
def gen_noise(self, z_new):
cmin_z = np.min(z_new) - 3 * np.std(z_new)
cmax_z = np.max(z_new) + 3 * np.std(z_new)
z_sigma = gen_sample()
cmin_z_sigma = np.min(z_sigma) - 3 * np.std(z_sigma)
cmax_z_sigma = np.max(z_sigma) + 3 * np.std(z_sigma)
z_sigma_normalized = normalize(z_sigma, cmin_z_sigma, cmax_z_sigma)
z_sigma_normalized = preprocess_data(z_sigma_normalized)
noise_hat = self.NoisePredictor.generator(np.expand_dims(
z_sigma_normalized, 3),
training=False)[0].numpy()
noise_hat = np.reshape(noise_hat, (-1))
noise_hat = unnormalize(noise_hat, cmin_z, cmax_z)
noise_hat = smooth(noise_hat)
return noise_hat
def prop(self, x_old, z_new):
cmin_z = np.min(z_new) - 3 * np.std(z_new)
cmax_z = np.max(z_new) + 3 * np.std(z_new)
if self.H is None:
cmin_x = np.min(x_old) - 10 * np.std(x_old)
cmax_x = np.max(x_old) + 10 * np.std(x_old)
else:
cmin_x = cmin_z / self.H
cmax_x = cmax_z / self.H
x_old = normalize(x_old, cmin_x, cmax_x)
x_old = preprocess_data(x_old)
x_new_hat = self.Predictor.generator(np.expand_dims(x_old, 3),
training=False)[0].numpy()
x_new_hat = np.reshape(x_new_hat, (-1))
x_new_hat = unnormalize(x_new_hat, cmin_x, cmax_x)
return x_new_hat
def predict_var(self, x_old, z_new):
x_new_hat = self.predict_mean(x_old, z_new)
x_stack = []
for ii in range(50):
z_sigma = gen_sample()
z_sigma = preprocess_data(z_sigma)
z_sigma = normalize_v(z_sigma)
z_sigma = np.expand_dims(z_sigma, 3)
input_data_update = np.concatenate((x_old, z_sigma), axis=3)
noise_hat = self.NoisePredictor.generator(
input_data_update, training=False)[0].numpy()
x_new_hat_noisy = x_new_hat + noise_hat
x_stack.append(x_new_hat_noisy)
x_stack = np.array(x_stack)
var = np.var(x_stack, axis=0)
return var
def gen_noise(self, z_new, Ns=30):
cmin_z = np.min(z_new - np.mean(z_new)) - 3 * np.std(z_new)
cmax_z = np.max(z_new - np.mean(z_new)) + 3 * np.std(z_new)
z_new_noisy_stack = []
for ii in range(Ns):
z_sigma = gen_sample(p_len=self.p_len, v_size=len(z_new))
cmin_z_sigma = np.min(z_sigma) - 3 * np.std(z_sigma)
cmax_z_sigma = np.max(z_sigma) + 3 * np.std(z_sigma)
z_sigma_normalized = normalize(z_sigma, cmin_z_sigma, cmax_z_sigma)
z_sigma_normalized = preprocess_data(z_sigma_normalized)
noise_hat = self.NoisePredictor.generator(
np.expand_dims(z_sigma_normalized,
3), training=False)[0].numpy()
noise_hat = np.reshape(noise_hat, (-1))
noise_hat = unnormalize(noise_hat, cmin_z, cmax_z)
noise_hat = smooth(noise_hat)
z_new_noisy = z_new + noise_hat
z_new_noisy_stack.append(z_new_noisy)
return z_new_noisy_stack
def predict_mean(self, x_old, z_new):
cmin_z = np.min(z_new) - 3 * np.std(z_new)
cmax_z = np.max(z_new) + 3 * np.std(z_new)
if self.H is None:
cmin_x = np.min(x_old) - 10 * np.std(x_old)
cmax_x = np.max(x_old) + 10 * np.std(x_old)
else:
cmin_x = cmin_z / self.H
cmax_x = cmax_z / self.H
z_new = normalize(z_new, cmin_z, cmax_z)
x_old = normalize(x_old, cmin_x, cmax_x)
x_old = preprocess_data(x_old)
x_new_hat = self.predict_linear(np.reshape(x_old, (-1)))
input_data_update = preprocess_Bayesian_data(x_new_hat, z_new)
x_new_update = self.Updator.generator(np.expand_dims(
input_data_update, 0),
training=False)[0].numpy()
x_new_update = np.reshape(x_new_update, (-1))
x_new_update = unnormalize(x_new_update, cmin_x, cmax_x)
return x_new_update
