コード例 #1
0
ファイル: adaptation.py プロジェクト: pyro-ppl/pyro
    def kinetic_grad(self, r):
        """
        Computes the gradient of kinetic energy w.r.t. the momentum `r`.
        It is equivalent to compute velocity given the momentum `r`.

        :param dict r: a dictionary maps site names to a tensor momentum.
        :returns: a dictionary maps site names to the corresponding gradient
        """
        v = {}
        for (
                site_names,
                mass_matrix_sqrt_inverse,
        ) in self._mass_matrix_sqrt_inverse.items():
            r_flat = torch.cat(
                [r[site_name].reshape(-1) for site_name in site_names])
            # NB: using inverse_mass_matrix as in BlockMassMatrix will cost
            # O(N^2 x head_size) operators and O(N^2) memory requirement;
            # here, we will leverage mass_matrix_sqrt_inverse to reduce the cost to
            # O(N x head_size^2) operators and O(N x head_size) memory requirement.
            r_unscaled = triu_matvecmul(mass_matrix_sqrt_inverse, r_flat)
            v_flat = triu_matvecmul(mass_matrix_sqrt_inverse,
                                    r_unscaled,
                                    transpose=True)

            # unpacking
            pos = 0
            for site_name in site_names:
                next_pos = pos + r[site_name].numel()
                v[site_name] = v_flat[pos:next_pos].reshape(r[site_name].shape)
                pos = next_pos
        return v
コード例 #2
0
ファイル: test_arrowhead.py プロジェクト: pyro-ppl/pyro
def test_utilities(head_size):
    size = 5
    cov = torch.randn(size, size)
    cov = torch.mm(cov, cov.t())

    mask = torch.ones(size, size)
    mask[head_size:, head_size:] = 0.0
    mask.view(-1)[::size + 1][head_size:] = 1.0
    arrowhead_full = mask * cov
    expected = torch.flip(
        torch.linalg.cholesky(torch.flip(arrowhead_full, (-2, -1))), (-2, -1))
    # test if those flip ops give expected upper triangular values
    assert_close(expected.triu(), expected)
    assert_close(expected.matmul(expected.t()), arrowhead_full)

    # test sqrt
    arrowhead = SymmArrowhead(cov[:head_size], cov.diag()[head_size:])
    actual = sqrt(arrowhead)
    assert_close(actual.top, expected[:head_size])
    assert_close(actual.bottom_diag, expected.diag()[head_size:])

    # test triu_inverse
    expected = expected.inverse()
    actual = triu_inverse(actual)
    assert_close(actual.top, expected[:head_size])
    assert_close(actual.bottom_diag, expected.diag()[head_size:])

    # test triu_matvecmul
    v = torch.randn(size)
    assert_close(triu_matvecmul(actual, v), expected.matmul(v))
    assert_close(triu_matvecmul(actual, v, transpose=True),
                 expected.t().matmul(v))

    # test triu_gram
    actual = triu_gram(actual)
    expected = (arrowhead_full.inverse()
                if head_size > 0 else arrowhead_full.diag().reciprocal())
    assert_close(actual, expected)
コード例 #3
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    def unscale(self, r):
        """
        Computes `inv(M^{1/2}) @ r`.

        Note that `r` is generated from a gaussian with scale `mass_matrix_sqrt`.
        This method will unscale it.

        :param dict r: a dictionary maps site names to a tensor momentum.
        :returns: a dictionary maps site names to the corresponding tensor
        """
        u = {}
        for site_names, mass_matrix_sqrt_inverse in self._mass_matrix_sqrt_inverse.items(
        ):
            r_flat = torch.cat(
                [r[site_name].reshape(-1) for site_name in site_names])
            u[site_names] = triu_matvecmul(mass_matrix_sqrt_inverse, r_flat)
        return u
コード例 #4
0
ファイル: adaptation.py プロジェクト: pyro-ppl/pyro
    def scale(self, r_unscaled, r_prototype):
        """
        Computes `M^{1/2} @ r_unscaled`.

        Note that `r` is generated from a gaussian with scale `mass_matrix_sqrt`.
        This method will scale it.

        :param dict r_unscaled: a dictionary maps site names to a tensor momentum.
        :param dict r_prototype: a dictionary mapes site names to prototype momentum.
            Those prototype values are used to get shapes of the scaled version.
        :returns: a dictionary maps site names to the corresponding tensor
        """
        s = {}
        for site_names, mass_matrix_sqrt in self._mass_matrix_sqrt.items():
            r_flat = triu_matvecmul(mass_matrix_sqrt, r_unscaled[site_names])

            # unpacking
            pos = 0
            for site_name in site_names:
                next_pos = pos + r_prototype[site_name].numel()
                s[site_name] = r_flat[pos:next_pos].reshape(
                    r_prototype[site_name].shape)
                pos = next_pos
        return s