def main(args):
trial = int(args['trial'])
pkl_name = 'vrnn_gmm_%d' % trial
channel_name = 'valid_nll_upper_bound'
data_path = args['data_path']
save_path = args['save_path']
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k'])
lr = float(args['lr'])
debug = int(args['debug'])
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
q_z_dim = 150
p_z_dim = 150
p_x_dim = 250
x2s_dim = 250
z2s_dim = 150
target_dim = (x_dim-1)*k
model = Model()
train_data = IAMOnDB(name='train',
prep='normalize',
cond=False,
path=data_path)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = IAMOnDB(name='valid',
prep='normalize',
cond=False,
path=data_path,
X_mean=X_mean,
X_std=X_std)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask = train_data.theano_vars()
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
x_1 = FullyConnectedLayer(name='x_1',
parent=['x_t'],
parent_dim=[x_dim],
nout=x2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
z_1 = FullyConnectedLayer(name='z_1',
parent=['z_t'],
parent_dim=[z_dim],
nout=z2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
rnn = LSTM(name='rnn',
parent=['x_1', 'z_1'],
parent_dim=[x2s_dim, z2s_dim],
nout=rnn_dim,
unit='tanh',
init_W=init_W,
init_U=init_U,
init_b=init_b)
phi_1 = FullyConnectedLayer(name='phi_1',
parent=['x_1', 's_tm1'],
parent_dim=[x2s_dim, rnn_dim],
nout=q_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
phi_mu = FullyConnectedLayer(name='phi_mu',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
phi_sig = FullyConnectedLayer(name='phi_sig',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
prior_1 = FullyConnectedLayer(name='prior_1',
parent=['s_tm1'],
parent_dim=[rnn_dim],
nout=p_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
prior_mu = FullyConnectedLayer(name='prior_mu',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
prior_sig = FullyConnectedLayer(name='prior_sig',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_1 = FullyConnectedLayer(name='theta_1',
parent=['z_1', 's_tm1'],
parent_dim=[z2s_dim, rnn_dim],
nout=p_x_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
theta_mu = FullyConnectedLayer(name='theta_mu',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_sig = FullyConnectedLayer(name='theta_sig',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
coeff = FullyConnectedLayer(name='coeff',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
corr = FullyConnectedLayer(name='corr',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=1,
unit='tanh',
init_W=init_W,
init_b=init_b)
binary = FullyConnectedLayer(name='binary',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=1,
unit='sigmoid',
init_W=init_W,
init_b=init_b)
nodes = [rnn,
x_1, z_1,
phi_1, phi_mu, phi_sig,
prior_1, prior_mu, prior_sig,
theta_1, theta_mu, theta_sig, coeff, corr, binary]
params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
def inner_fn(x_t, s_tm1):
phi_1_t = phi_1.fprop([x_t, s_tm1], params)
phi_mu_t = phi_mu.fprop([phi_1_t], params)
phi_sig_t = phi_sig.fprop([phi_1_t], params)
prior_1_t = prior_1.fprop([s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(phi_mu_t, phi_sig_t)
z_1_t = z_1.fprop([z_t], params)
s_t = rnn.fprop([[x_t, z_1_t], [s_tm1]], params)
return s_t, phi_mu_t, phi_sig_t, prior_mu_t, prior_sig_t, z_1_t
((s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp, z_1_temp), updates) =\
theano.scan(fn=inner_fn,
sequences=[x_1_temp],
outputs_info=[s_0, None, None, None, None])
for k, v in updates.iteritems():
k.default_update = v
s_temp = concatenate([s_0[None, :, :], s_temp[:-1]], axis=0)
theta_1_temp = theta_1.fprop([z_1_temp, s_temp], params)
theta_mu_temp = theta_mu.fprop([theta_1_temp], params)
theta_sig_temp = theta_sig.fprop([theta_1_temp], params)
coeff_temp = coeff.fprop([theta_1_temp], params)
corr_temp = corr.fprop([theta_1_temp], params)
binary_temp = binary.fprop([theta_1_temp], params)
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp)
x_shape = x.shape
x_in = x.reshape((x_shape[0]*x_shape[1], -1))
theta_mu_in = theta_mu_temp.reshape((x_shape[0]*x_shape[1], -1))
theta_sig_in = theta_sig_temp.reshape((x_shape[0]*x_shape[1], -1))
coeff_in = coeff_temp.reshape((x_shape[0]*x_shape[1], -1))
corr_in = corr_temp.reshape((x_shape[0]*x_shape[1], -1))
binary_in = binary_temp.reshape((x_shape[0]*x_shape[1], -1))
recon = BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon = recon.reshape((x_shape[0], x_shape[1]))
recon = recon * mask
recon_term = recon.sum(axis=0).mean()
recon_term.name = 'recon_term'
kl_temp = kl_temp * mask
kl_term = kl_temp.sum(axis=0).mean()
kl_term.name = 'kl_term'
nll_upper_bound = recon_term + kl_term
nll_upper_bound.name = 'nll_upper_bound'
max_x = x.max()
mean_x = x.mean()
min_x = x.min()
max_x.name = 'max_x'
mean_x.name = 'mean_x'
min_x.name = 'min_x'
max_theta_mu = theta_mu_in.max()
mean_theta_mu = theta_mu_in.mean()
min_theta_mu = theta_mu_in.min()
max_theta_mu.name = 'max_theta_mu'
mean_theta_mu.name = 'mean_theta_mu'
min_theta_mu.name = 'min_theta_mu'
max_theta_sig = theta_sig_in.max()
mean_theta_sig = theta_sig_in.mean()
min_theta_sig = theta_sig_in.min()
max_theta_sig.name = 'max_theta_sig'
mean_theta_sig.name = 'mean_theta_sig'
min_theta_sig.name = 'min_theta_sig'
coeff_max = coeff_in.max()
coeff_min = coeff_in.min()
coeff_mean_max = coeff_in.mean(axis=0).max()
coeff_mean_min = coeff_in.mean(axis=0).min()
coeff_max.name = 'coeff_max'
coeff_min.name = 'coeff_min'
coeff_mean_max.name = 'coeff_mean_max'
coeff_mean_min.name = 'coeff_mean_min'
max_phi_sig = phi_sig_t.max()
mean_phi_sig = phi_sig_t.mean()
min_phi_sig = phi_sig_t.min()
max_phi_sig.name = 'max_phi_sig'
mean_phi_sig.name = 'mean_phi_sig'
min_phi_sig.name = 'min_phi_sig'
max_prior_sig = prior_sig_t.max()
mean_prior_sig = prior_sig_t.mean()
min_prior_sig = prior_sig_t.min()
max_prior_sig.name = 'max_prior_sig'
mean_prior_sig.name = 'mean_prior_sig'
min_prior_sig.name = 'min_prior_sig'
model.inputs = [x, mask]
model._params = params
model.nodes = nodes
optimizer = Adam(
lr=lr
)
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch),
Monitoring(freq=monitoring_freq,
ddout=[nll_upper_bound, recon_term, kl_term,
max_phi_sig, mean_phi_sig, min_phi_sig,
max_prior_sig, mean_prior_sig, min_prior_sig,
max_theta_sig, mean_theta_sig, min_theta_sig,
max_x, mean_x, min_x,
max_theta_mu, mean_theta_mu, min_theta_mu,
coeff_max, coeff_min, coeff_mean_max, coeff_mean_min],
data=[Iterator(valid_data, batch_size)]),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq, path=save_path),
WeightNorm()
]
mainloop = Training(
name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[nll_upper_bound],
extension=extension
)
mainloop.run()
def main(args):
trial = int(args['trial'])
pkl_name = 'vrnn_gmm_%d' % trial
channel_name = 'valid_nll_upper_bound'
data_path = args['data_path']
save_path = args['save_path']
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k'])
lr = float(args['lr'])
debug = int(args['debug'])
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
q_z_dim = 150
p_z_dim = 150
p_x_dim = 250
x2s_dim = 250
z2s_dim = 150
target_dim = (x_dim - 1) * k
model = Model()
train_data = IAMOnDB(name='train',
prep='normalize',
cond=False,
path=data_path)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = IAMOnDB(name='valid',
prep='normalize',
cond=False,
path=data_path,
X_mean=X_mean,
X_std=X_std)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask = train_data.theano_vars()
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
x_1 = FullyConnectedLayer(name='x_1',
parent=['x_t'],
parent_dim=[x_dim],
nout=x2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
z_1 = FullyConnectedLayer(name='z_1',
parent=['z_t'],
parent_dim=[z_dim],
nout=z2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
rnn = LSTM(name='rnn',
parent=['x_1', 'z_1'],
parent_dim=[x2s_dim, z2s_dim],
nout=rnn_dim,
unit='tanh',
init_W=init_W,
init_U=init_U,
init_b=init_b)
phi_1 = FullyConnectedLayer(name='phi_1',
parent=['x_1', 's_tm1'],
parent_dim=[x2s_dim, rnn_dim],
nout=q_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
phi_mu = FullyConnectedLayer(name='phi_mu',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
phi_sig = FullyConnectedLayer(name='phi_sig',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
prior_1 = FullyConnectedLayer(name='prior_1',
parent=['s_tm1'],
parent_dim=[rnn_dim],
nout=p_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
prior_mu = FullyConnectedLayer(name='prior_mu',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
prior_sig = FullyConnectedLayer(name='prior_sig',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_1 = FullyConnectedLayer(name='theta_1',
parent=['z_1', 's_tm1'],
parent_dim=[z2s_dim, rnn_dim],
nout=p_x_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
theta_mu = FullyConnectedLayer(name='theta_mu',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_sig = FullyConnectedLayer(name='theta_sig',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
coeff = FullyConnectedLayer(name='coeff',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
corr = FullyConnectedLayer(name='corr',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='tanh',
init_W=init_W,
init_b=init_b)
binary = FullyConnectedLayer(name='binary',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=1,
unit='sigmoid',
init_W=init_W,
init_b=init_b)
nodes = [
rnn, x_1, z_1, phi_1, phi_mu, phi_sig, prior_1, prior_mu, prior_sig,
theta_1, theta_mu, theta_sig, coeff, corr, binary
]
params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
def inner_fn(x_t, s_tm1):
phi_1_t = phi_1.fprop([x_t, s_tm1], params)
phi_mu_t = phi_mu.fprop([phi_1_t], params)
phi_sig_t = phi_sig.fprop([phi_1_t], params)
prior_1_t = prior_1.fprop([s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(phi_mu_t, phi_sig_t)
z_1_t = z_1.fprop([z_t], params)
s_t = rnn.fprop([[x_t, z_1_t], [s_tm1]], params)
return s_t, phi_mu_t, phi_sig_t, prior_mu_t, prior_sig_t, z_1_t
((s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp, z_1_temp), updates) =\
theano.scan(fn=inner_fn,
sequences=[x_1_temp],
outputs_info=[s_0, None, None, None, None, None])
for k, v in updates.iteritems():
k.default_update = v
s_temp = concatenate([s_0[None, :, :], s_temp[:-1]], axis=0)
theta_1_temp = theta_1.fprop([z_1_temp, s_temp], params)
theta_mu_temp = theta_mu.fprop([theta_1_temp], params)
theta_sig_temp = theta_sig.fprop([theta_1_temp], params)
coeff_temp = coeff.fprop([theta_1_temp], params)
corr_temp = corr.fprop([theta_1_temp], params)
binary_temp = binary.fprop([theta_1_temp], params)
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp,
prior_sig_temp)
x_shape = x.shape
x_in = x.reshape((x_shape[0] * x_shape[1], -1))
theta_mu_in = theta_mu_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig_in = theta_sig_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff_in = coeff_temp.reshape((x_shape[0] * x_shape[1], -1))
corr_in = corr_temp.reshape((x_shape[0] * x_shape[1], -1))
binary_in = binary_temp.reshape((x_shape[0] * x_shape[1], -1))
recon = BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in,
binary_in)
recon = recon.reshape((x_shape[0], x_shape[1]))
recon = recon * mask
recon_term = recon.sum(axis=0).mean()
recon_term.name = 'recon_term'
kl_temp = kl_temp * mask
kl_term = kl_temp.sum(axis=0).mean()
kl_term.name = 'kl_term'
nll_upper_bound = recon_term + kl_term
nll_upper_bound.name = 'nll_upper_bound'
max_x = x.max()
mean_x = x.mean()
min_x = x.min()
max_x.name = 'max_x'
mean_x.name = 'mean_x'
min_x.name = 'min_x'
max_theta_mu = theta_mu_in.max()
mean_theta_mu = theta_mu_in.mean()
min_theta_mu = theta_mu_in.min()
max_theta_mu.name = 'max_theta_mu'
mean_theta_mu.name = 'mean_theta_mu'
min_theta_mu.name = 'min_theta_mu'
max_theta_sig = theta_sig_in.max()
mean_theta_sig = theta_sig_in.mean()
min_theta_sig = theta_sig_in.min()
max_theta_sig.name = 'max_theta_sig'
mean_theta_sig.name = 'mean_theta_sig'
min_theta_sig.name = 'min_theta_sig'
coeff_max = coeff_in.max()
coeff_min = coeff_in.min()
coeff_mean_max = coeff_in.mean(axis=0).max()
coeff_mean_min = coeff_in.mean(axis=0).min()
coeff_max.name = 'coeff_max'
coeff_min.name = 'coeff_min'
coeff_mean_max.name = 'coeff_mean_max'
coeff_mean_min.name = 'coeff_mean_min'
max_phi_sig = phi_sig_temp.max()
mean_phi_sig = phi_sig_temp.mean()
min_phi_sig = phi_sig_temp.min()
max_phi_sig.name = 'max_phi_sig'
mean_phi_sig.name = 'mean_phi_sig'
min_phi_sig.name = 'min_phi_sig'
max_prior_sig = prior_sig_temp.max()
mean_prior_sig = prior_sig_temp.mean()
min_prior_sig = prior_sig_temp.min()
max_prior_sig.name = 'max_prior_sig'
mean_prior_sig.name = 'mean_prior_sig'
min_prior_sig.name = 'min_prior_sig'
model.inputs = [x, mask]
model.params = params
model.nodes = nodes
optimizer = Adam(lr=lr)
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch),
Monitoring(freq=monitoring_freq,
ddout=[
nll_upper_bound, recon_term, kl_term, max_phi_sig,
mean_phi_sig, min_phi_sig, max_prior_sig,
mean_prior_sig, min_prior_sig, max_theta_sig,
mean_theta_sig, min_theta_sig, max_x, mean_x, min_x,
max_theta_mu, mean_theta_mu, min_theta_mu, coeff_max,
coeff_min, coeff_mean_max, coeff_mean_min
],
data=[Iterator(valid_data, batch_size)]),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq,
path=save_path,
channel=channel_name),
WeightNorm()
]
mainloop = Training(name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[nll_upper_bound],
extension=extension)
mainloop.run()
def main(args):
trial = int(args["trial"])
pkl_name = "rnn_gmm_%d" % trial
channel_name = "valid_nll"
data_path = args["data_path"]
save_path = args["save_path"]
monitoring_freq = int(args["monitoring_freq"])
epoch = int(args["epoch"])
batch_size = int(args["batch_size"])
x_dim = int(args["x_dim"])
z_dim = int(args["z_dim"])
rnn_dim = int(args["rnn_dim"])
k = int(args["num_k"])
lr = float(args["lr"])
debug = int(args["debug"])
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
x2s_dim = 300
s2x_dim = 300
target_dim = (x_dim - 1) * k
model = Model()
train_data = IAMOnDB(name="train", prep="normalize", cond=False, path=data_path)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = IAMOnDB(name="valid", prep="normalize", cond=False, path=data_path, X_mean=X_mean, X_std=X_std)
init_W = InitCell("rand")
init_U = InitCell("ortho")
init_b = InitCell("zeros")
init_b_sig = InitCell("const", mean=0.6)
x, mask = train_data.theano_vars()
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.0
mask.tag.test_value = temp
x_1 = FullyConnectedLayer(
name="x_1", parent=["x_t"], parent_dim=[x_dim], nout=x2s_dim, unit="relu", init_W=init_W, init_b=init_b
)
rnn = LSTM(
name="rnn",
parent=["x_1"],
parent_dim=[x2s_dim],
nout=rnn_dim,
unit="tanh",
init_W=init_W,
init_U=init_U,
init_b=init_b,
)
theta_1 = FullyConnectedLayer(
name="theta_1", parent=["s_tm1"], parent_dim=[rnn_dim], nout=s2x_dim, unit="relu", init_W=init_W, init_b=init_b
)
theta_mu = FullyConnectedLayer(
name="theta_mu",
parent=["theta_1"],
parent_dim=[s2x_dim],
nout=target_dim,
unit="linear",
init_W=init_W,
init_b=init_b,
)
theta_sig = FullyConnectedLayer(
name="theta_sig",
parent=["theta_1"],
parent_dim=[s2x_dim],
nout=target_dim,
unit="softplus",
cons=1e-4,
init_W=init_W,
init_b=init_b_sig,
)
coeff = FullyConnectedLayer(
name="coeff", parent=["theta_1"], parent_dim=[s2x_dim], nout=k, unit="softmax", init_W=init_W, init_b=init_b
)
corr = FullyConnectedLayer(
name="corr", parent=["theta_1"], parent_dim=[s2x_dim], nout=k, unit="tanh", init_W=init_W, init_b=init_b
)
binary = FullyConnectedLayer(
name="binary", parent=["theta_1"], parent_dim=[s2x_dim], nout=1, unit="sigmoid", init_W=init_W, init_b=init_b
)
nodes = [rnn, x_1, theta_1, theta_mu, theta_sig, coeff, corr, binary]
params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)
s_0 = rnn.get_init_state(batch_size)
x_shape = x.shape
x_1_temp = x_1.fprop([x], params)
def inner_fn(x_t, s_tm1):
s_t = rnn.fprop([[x_t], [s_tm1]], params)
return s_t
((s_temp), updates) = theano.scan(fn=inner_fn, sequences=[x_1_temp], outputs_info=[s_0])
for k, v in updates.iteritems():
k.default_update = v
s_temp = concatenate([s_0[None, :, :], s_temp[:-1]], axis=0)
theta_1_temp = theta_1.fprop([s_temp], params)
theta_mu_temp = theta_mu.fprop([theta_1_temp], params)
theta_sig_temp = theta_sig.fprop([theta_1_temp], params)
coeff_temp = coeff.fprop([theta_1_temp], params)
corr_temp = corr.fprop([theta_1_temp], params)
binary_temp = binary.fprop([theta_1_temp], params)
x_shape = x.shape
x_in = x.reshape((x_shape[0] * x_shape[1], -1))
theta_mu_in = theta_mu_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig_in = theta_sig_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff_in = coeff_temp.reshape((x_shape[0] * x_shape[1], -1))
corr_in = corr_temp.reshape((x_shape[0] * x_shape[1], -1))
binary_in = binary_temp.reshape((x_shape[0] * x_shape[1], -1))
recon = BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon = recon.reshape((x_shape[0], x_shape[1]))
recon = recon * mask
recon_term = recon.sum(axis=0).mean()
recon_term.name = "nll"
max_x = x.max()
mean_x = x.mean()
min_x = x.min()
max_x.name = "max_x"
mean_x.name = "mean_x"
min_x.name = "min_x"
max_theta_mu = theta_mu_in.max()
mean_theta_mu = theta_mu_in.mean()
min_theta_mu = theta_mu_in.min()
max_theta_mu.name = "max_theta_mu"
mean_theta_mu.name = "mean_theta_mu"
min_theta_mu.name = "min_theta_mu"
max_theta_sig = theta_sig_in.max()
mean_theta_sig = theta_sig_in.mean()
min_theta_sig = theta_sig_in.min()
max_theta_sig.name = "max_theta_sig"
mean_theta_sig.name = "mean_theta_sig"
min_theta_sig.name = "min_theta_sig"
coeff_max = coeff_in.max()
coeff_min = coeff_in.min()
coeff_mean_max = coeff_in.mean(axis=0).max()
coeff_mean_min = coeff_in.mean(axis=0).min()
coeff_max.name = "coeff_max"
coeff_min.name = "coeff_min"
coeff_mean_max.name = "coeff_mean_max"
coeff_mean_min.name = "coeff_mean_min"
model.inputs = [x, mask]
model._params = params
model.nodes = nodes
optimizer = Adam(lr=lr)
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch),
Monitoring(
freq=monitoring_freq,
ddout=[
recon_term,
max_theta_sig,
mean_theta_sig,
min_theta_sig,
max_x,
mean_x,
min_x,
max_theta_mu,
mean_theta_mu,
min_theta_mu,
coeff_max,
coeff_min,
coeff_mean_max,
coeff_mean_min,
],
data=[Iterator(valid_data, batch_size)],
),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq, path=save_path),
WeightNorm(),
]
mainloop = Training(
name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=recon_term,
outputs=[recon_term],
extension=extension,
)
mainloop.run()
((s_t, theta_mu_t, theta_sig_t, coeff_t), updates) =\
theano.scan(fn=inner_fn,
sequences=[x],
outputs_info=[main_lstm.get_init_state(batch_size),
None, None, None])
for k, v in updates.iteritems():
k.default_update = v
reshaped_x = x.reshape((x.shape[0]*x.shape[1], -1))
reshaped_theta_mu = theta_mu_t.reshape((theta_mu_t.shape[0]*theta_mu_t.shape[1], -1))
reshaped_theta_sig = theta_sig_t.reshape((theta_sig_t.shape[0]*theta_sig_t.shape[1], -1))
reshaped_coeff = coeff_t.reshape((coeff_t.shape[0]*coeff_t.shape[1], -1))
recon = BiGMM(reshaped_x, reshaped_theta_mu, reshaped_theta_sig, reshaped_coeff)
recon = recon.reshape((theta_mu_t.shape[0], theta_mu_t.shape[1]))
recon = recon * mask
recon_term = recon.sum()
recon_term.name = 'nll'
max_x = x.max()
mean_x = x.mean()
min_x = x.min()
max_x.name = 'max_x'
mean_x.name = 'mean_x'
min_x.name = 'min_x'
max_theta_mu = theta_mu_t.max()
mean_theta_mu = theta_mu_t.mean()
min_theta_mu = theta_mu_t.min()
