def model(x_data, y_data):
# weight and bias priors
fc1w_prior = Normal(torch.zeros(1, 2), torch.ones(1, 2)).to_event(1)
fc1b_prior = Normal(torch.tensor([[8.]]),
torch.tensor([[1000.]])).to_event(1)
outw_prior = Normal(loc=torch.zeros_like(net.out.weight),
scale=torch.ones_like(net.out.weight))
outb_prior = Normal(loc=torch.zeros_like(net.out.bias),
scale=torch.ones_like(net.out.bias))
#outw_prior = Normal(loc=outw_mu_param, scale=outw_sigma_param).independent(1)
#outw_prior = Normal(loc=outw_mu_param, scale=outw_sigma_param).independent(1)
#f_prior = Normal(0., 1.)
#priors = {'linear.weight': w_prior, 'linear.bias': b_prior, 'factor': f_prior}
priors = {
'fc1.weight': fc1w_prior,
'fc1.bias': fc1b_prior,
'out.weight': outw_prior,
'out.bias': outb_prior
}
scale = pyro.sample("sigma", Uniform(0., 10.))
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", net, priors)
# sample a nn (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.plate("map", len(x_data)):
# run the nn forward on data
prediction_mean = lifted_reg_model(x_data).squeeze(-1)
# condition on the observed data
pyro.sample("obs", Normal(prediction_mean, scale), obs=y_data)
return prediction_mean
def model(self, seq):
mu0 = torch.zeros(self.emb_dim).to(self.device)
tri0 = self.tri0 # create this when initializing. (takes 4ms each time!)
muV = pyro.sample("muV",
dist.MultivariateNormal(loc=mu0, scale_tril=tri0))
with plate("item_loop", self.num_items):
V = pyro.sample(f"V", dist.MultivariateNormal(muV,
scale_tril=tri0))
# LIFT MODULE:
prior = {
'linear.bias': dist.Normal(0, 1),
'V.weight': Deterministic_distr(V)
}
lifted_module = pyro.random_module("net", self, prior=prior)
lifted_reg_model = lifted_module()
lifted_reg_model.lstm.flatten_parameters()
with pyro.plate("data", len(seq),
subsample_size=self.batch_size) as ind:
batch_seq = seq[ind, ]
x = batch_seq[:, :-1]
y = batch_seq[:, 1:]
batch_mask = (y != 0).float()
lprobs = lifted_reg_model(x)
data = pyro.sample(
"obs_x",
dist.Categorical(logits=lprobs).mask(batch_mask).to_event(2),
obs=y)
return lifted_reg_model
def model(self, x_data: torch.Tensor, y_data: torch.Tensor):
fc1w_prior = Normal(
loc=torch.zeros_like(self.fc1.weight),
scale=torch.ones_like(self.fc1.weight),
)
fc1b_prior = Normal(loc=torch.zeros_like(self.fc1.bias),
scale=torch.ones_like(self.fc1.bias))
outw_prior = Normal(
loc=torch.zeros_like(self.out.weight),
scale=torch.ones_like(self.out.weight),
)
outb_prior = Normal(loc=torch.zeros_like(self.out.bias),
scale=torch.ones_like(self.out.bias))
priors = {
"fc1.weight": fc1w_prior,
"fc1.bias": fc1b_prior,
"out.weight": outw_prior,
"out.bias": outb_prior,
}
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", self, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
lhat = self.log_softmax(lifted_reg_model(x_data))
pyro.sample("obs", Categorical(logits=lhat), obs=y_data)
def old_model(x_data, y_data):
Scale2 = pyro.sample("sigma", Uniform(0., 10.))
fc1w_prior = Normal(loc=torch.zeros_like(net.fc1.weight),
scale=torch.ones_like(net.fc1.weight))
fc1b_prior = Normal(loc=torch.zeros_like(net.fc1.bias),
scale=torch.ones_like(net.fc1.bias))
outw_prior = Normal(loc=torch.zeros_like(net.out.weight),
scale=torch.ones_like(net.out.weight))
outb_prior = Normal(loc=torch.zeros_like(net.out.bias),
scale=torch.ones_like(net.out.bias))
priors = {
'fc1.weight': fc1w_prior,
'fc1.bias': fc1b_prior,
'out.weight': outw_prior,
'out.bias': outb_prior
}
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", net, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
prediction_mean = lifted_reg_model(x_data)
pyro.sample("obs", Normal(prediction_mean, Scale2), obs=y_data)
def model(self, seq):
bias = dist.Normal(0,1)
mu0 = torch.zeros(self.emb_dim).to(self.device)
var0 = torch.diag(torch.ones(self.emb_dim).to(self.device)*2)
muV = pyro.sample("muV", dist.MultivariateNormal(loc = mu0, covariance_matrix= var0))
with plate("item_loop", self.num_items):
V = pyro.sample(f"V", dist.MultivariateNormal(muV, var0))
# LIFT MODULE:
prior = {'linear.bias' : bias,
'V.weight' : Deterministic_distr(V)}
lifted_module = pyro.random_module("net", self, prior= prior)
lifted_reg_model = lifted_module()
lifted_reg_model.lstm.flatten_parameters()
with pyro.plate("data", len(seq), subsample_size = self.batch_size) as ind:
batch_seq = seq[ind,]
batch_mask = (batch_seq!=0).float()
lprobs = lifted_reg_model(batch_seq)
data = pyro.sample("obs_x",
dist.Categorical(logits=lprobs).mask(batch_mask).to_event(2),
obs = batch_seq)
return lifted_reg_model
def model(x_data, y_data):
# weight and bias priors
mu = Variable(torch.zeros(second_layer, first_layer)).type_as(x_data)
sigma = Variable(torch.ones(second_layer, first_layer)).type_as(x_data)
bias_mu = Variable(torch.zeros(second_layer)).type_as(x_data)
bias_sigma = Variable(torch.ones(second_layer)).type_as(x_data)
w_prior, b_prior = Normal(mu, sigma), Normal(bias_mu, bias_sigma)
mu2 = Variable(torch.zeros(1, second_layer)).type_as(x_data)
sigma2 = Variable(torch.ones(1, second_layer)).type_as(x_data)
bias_mu2 = Variable(torch.zeros(1)).type_as(x_data)
bias_sigma2 = Variable(torch.ones(1)).type_as(x_data)
w_prior2, b_prior2 = Normal(mu2, sigma2), Normal(bias_mu2, bias_sigma2)
priors = {'hidden.weight': w_prior,
'hidden.bias': b_prior,
'predict.weight': w_prior2,
'predict.bias': b_prior2}
scale = Variable(torch.ones(x_data.size(0))).type_as(x_data)
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", regression_model, priors)
# sample a nn (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.plate("map", len(x_data)):
# run the nn forward on data
prediction_mean = lifted_reg_model(x_data).squeeze(-1)
# condition on the observed data
pyro.sample("obs",
Normal(prediction_mean, scale),
obs=y_data)
return prediction_mean
def model(self, features, target):
def normal_prior(x):
return Normal(torch.zeros_like(x),
torch.ones_like(x)).to_event(x.dim())
self.priors = {}
for i in range(len(self.net.hidden_sizes)):
self.priors['h' + str(i) + '.weight'] = normal_prior(
getattr(self.net, 'h' + str(i)).weight)
self.priors['h' + str(i) + '.bias'] = normal_prior(
getattr(self.net, 'h' + str(i)).bias)
self.priors['out' + '.weight'] = normal_prior(self.net.out.weight)
self.priors['out' + '.bias'] = normal_prior(self.net.out.bias)
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", self.net, self.priors)
# sample a regressor (which also samples w and b)
model_sample = lifted_module()
# print(model_sample)
with pyro.plate("data", len(target)):
# yhat = self.log_softmax(model_sample(features))
# target is not one-hot encoded
# pyro.sample("obs",
# Categorical(logits=yhat), obs=target)
yhat = self.softmax(model_sample(features))
# target is not one-hot encoded
pyro.sample("obs", Categorical(probs=yhat), obs=target)
return yhat
def model(self, features, target):
def normal_prior(x):
return Normal(torch.zeros_like(x),
torch.ones_like(x)).to_event(x.dim())
self.priors = {}
for i in range(len(self.net.hidden_sizes)):
self.priors['h' + str(i) + '.weight'] = normal_prior(
getattr(self.net, 'h' + str(i)).weight)
self.priors['h' + str(i) + '.bias'] = normal_prior(
getattr(self.net, 'h' + str(i)).bias)
self.priors['out' + '.weight'] = normal_prior(self.net.out.weight)
self.priors['out' + '.bias'] = normal_prior(self.net.out.bias)
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", self.net, self.priors)
# sample a regressor (which also samples w and b)
model_sample = lifted_module()
out_sigma = pyro.sample("sigma", Uniform(0., 10.))
# precision = pyro.sample("precision", Uniform(0., 10.))
# out_sigma = 1 / precision
with pyro.plate("data", len(target)):
target_mean = model_sample(features).squeeze(-1)
# target is not one-hot encoded
pyro.sample("obs", Normal(target_mean, out_sigma), obs=target)
return target_mean
def guide(self, inputs, targets):
dists = {}
for param, data in self.encoder.named_parameters():
# if 'weight' in param or 'bias' in param:
dists[param] = variable_normal(param, data.shape)
lifted_module = pyro.random_module("encoder", self.encoder, dists)
return lifted_module()
def model(x, y):
fc1_mean_weight_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc1_mean.weight), scale=torch.ones_like(det_net.fc1_mean.weight))
fc1_mean_bias_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc1_mean.bias), scale=torch.ones_like(det_net.fc1_mean.bias))
fc2_mean_weight_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc2_mean.weight), scale=torch.ones_like(det_net.fc2_mean.weight))
fc2_mean_bias_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc2_mean.bias), scale=torch.ones_like(det_net.fc2_mean.bias))
fc3_mean_weight_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc3_mean.weight), scale=torch.ones_like(det_net.fc3_mean.weight))
fc3_mean_bias_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc3_mean.bias), scale=torch.ones_like(det_net.fc3_mean.bias))
fc1_var_weight_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc1_var.weight), scale=torch.ones_like(det_net.fc1_var.weight))
fc1_var_bias_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc1_var.bias), scale=torch.ones_like(det_net.fc1_var.bias))
fc2_var_weight_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc2_var.weight), scale=torch.ones_like(det_net.fc2_var.weight))
fc2_var_bias_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc2_var.bias), scale=torch.ones_like(det_net.fc2_var.bias))
fc3_var_weight_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc3_var.weight), scale=torch.ones_like(det_net.fc3_var.weight))
fc3_var_bias_prior = pyro.distributions.Normal(loc=torch.zeros_like(det_net.fc3_var.bias), scale=torch.ones_like(det_net.fc3_var.bias))
priors = {"fc1_mean.weight": fc1_mean_weight_prior, "fc1_mean.bias": fc1_mean_bias_prior,
"fc2_mean.weight": fc2_mean_weight_prior, "fc2_mean.bias": fc2_mean_bias_prior,
"fc3_mean.weight": fc3_mean_weight_prior, "fc3_mean.bias": fc3_mean_bias_prior,
"fc1_var.weight": fc1_var_weight_prior, "fc1_var.bias": fc1_var_bias_prior,
"fc2_var.weight": fc2_var_weight_prior, "fc2_var.bias": fc2_var_bias_prior,
"fc3_var.weight": fc3_var_weight_prior, "fc3_var.bias": fc3_var_bias_prior}
lifted_module = pyro.random_module("module", det_net, priors)
sampled_reg_model = lifted_module()
mu, log_sigma_2 = sampled_reg_model(x)
sigma = torch.sqrt(torch.exp(log_sigma_2))
return pyro.sample("obs", pyro.distributions.Normal(mu, sigma), obs=y)
def _model(x_data, y_data):
# weight and bias priors
w_prior = Normal(torch.zeros(1, 1), torch.ones(1, 1)).to_event(1)
b_prior = Normal(10 * torch.ones(1, 1),
10 * torch.ones(1, 1)).to_event(1)
priors = {'linear.weight': w_prior, 'linear.bias': b_prior}
scale = pyro.sample('sigma', Uniform(0, 2000))
lifted_module = pyro.random_module("module", regression_model, priors)
# sample a nn (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.plate("map", len(x_data)):
# run the nn forward on data
prediction_mean = lifted_reg_model(x_data).squeeze(
-1) # shape: (256,)
# condition on the observed data
res = pyro.sample("obs",
Normal(prediction_mean, scale),
obs=y_data) # shape (256, 1)
return prediction_mean
def test_random_module(self):
pyro.clear_param_store()
lifted_tr = poutine.trace(pyro.random_module("name", self.model, prior=self.prior)).get_trace()
for name in lifted_tr.nodes.keys():
if lifted_tr.nodes[name]["type"] == "param":
assert lifted_tr.nodes[name]["type"] == "sample"
assert not lifted_tr.nodes[name]["is_observed"]
def _model(x_data, y_data):
fc1w_prior = Normal(torch.zeros(2, 3), torch.ones(2, 3)).to_event()
fc1b_prior = Normal(0.25 * torch.ones(2),
0.25 * torch.ones(2)).to_event()
outw_prior = Normal(torch.zeros(1, 2), torch.ones(1, 2)).to_event()
outb_prior = Normal(0.25 * torch.ones(1),
0.25 * torch.ones(1)).to_event()
priors = {
'fc1.weight': fc1w_prior,
'fc1.bias': fc1b_prior,
'out.weight': outw_prior,
'out.bias': outb_prior
}
scale = pyro.sample('sigma', Uniform(0, 20))
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", nn_model, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.plate("map", len(x_data)):
# run the nn forward on data
prediction_mean = lifted_reg_model(x_data).squeeze(-1)
# condition on the observed data
pyro.sample("obs", Normal(prediction_mean, scale), obs=y_data)
return prediction_mean
def model(x_data, y_data):
fc1w_prior = Normal(loc=torch.zeros_like(net.fc1.weight),
scale=torch.ones_like(net.fc1.weight))
fc1b_prior = Normal(loc=torch.zeros_like(net.fc1.bias),
scale=torch.ones_like(net.fc1.bias))
outw_prior = Normal(loc=torch.zeros_like(net.out.weight),
scale=torch.ones_like(net.out.weight))
outb_prior = Normal(loc=torch.zeros_like(net.out.bias),
scale=torch.ones_like(net.out.bias))
priors = {
'fc1.weight': fc1w_prior,
'fc1.bias': fc1b_prior,
'out.weight': outw_prior,
'out.bias': outb_prior
}
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", net, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
"""
lhat = log_softmax(lifted_reg_model(x_data))
pyro.sample("obs", Categorical(logits=lhat), obs=y_data)
"""
# run the regressor forward conditioned on inputs
prediction_mean = lifted_reg_model(x_data).squeeze(-1)
pyro.sample("obs", Normal(prediction_mean, 1), obs=y_data)
return prediction_mean
def guide_2(x_data, y_data):
conv1w_mu = torch.randn_like(net.conv1.weight)
conv1w_sigma = torch.randn_like(net.conv1.weight)
conv1w_mu_param = pyro.param("conv1w_mu", conv1w_mu)
conv1w_sigma_param = softplus(pyro.param("conv1w_sigma", conv1w_sigma))
conv1w_prior = Normal(loc=conv1w_mu_param, scale=conv1w_sigma_param)
conv1b_mu = torch.randn_like(net.conv1.bias)
conv1b_sigma = torch.randn_like(net.conv1.bias)
conv1b_mu_param = pyro.param("conv1b_mu", conv1b_mu)
conv1b_sigma_param = softplus(pyro.param("conv1b_sigma", conv1b_sigma))
conv1b_prior = Normal(loc=conv1b_mu_param, scale=conv1b_sigma_param)
conv2w_mu = torch.randn_like(net.conv2.weight)
conv2w_sigma = torch.randn_like(net.conv2.weight)
conv2w_mu_param = pyro.param("conv2w_mu", conv2w_mu)
conv2w_sigma_param = softplus(pyro.param("conv2w_sigma", conv2w_sigma))
conv2w_prior = Normal(loc=conv2w_mu_param, scale=conv2w_sigma_param)
conv2b_mu = torch.randn_like(net.conv2.bias)
conv2b_sigma = torch.randn_like(net.conv2.bias)
conv2b_mu_param = pyro.param("conv2b_mu", conv2b_mu)
conv2b_sigma_param = softplus(pyro.param("conv2b_sigma", conv2b_sigma))
conv2b_prior = Normal(loc=conv2b_mu_param, scale=conv2b_sigma_param)
# First layer weight distribution priors
fc1w_mu = torch.randn_like(net.fc1.weight)
fc1w_sigma = torch.randn_like(net.fc1.weight)
fc1w_mu_param = pyro.param("fc1w_mu", fc1w_mu)
fc1w_sigma_param = softplus(pyro.param("fc1w_sigma", fc1w_sigma))
fc1w_prior = Normal(loc=fc1w_mu_param, scale=fc1w_sigma_param)
fc1b_mu = torch.randn_like(net.fc1.bias)
fc1b_sigma = torch.randn_like(net.fc1.bias)
fc1b_mu_param = pyro.param("fc1b_mu", fc1b_mu)
fc1b_sigma_param = softplus(pyro.param("fc1b_sigma", fc1b_sigma))
fc1b_prior = Normal(loc=fc1b_mu_param, scale=fc1b_sigma_param)
fc2w_mu = torch.randn_like(net.fc2.weight)
fc2w_sigma = torch.randn_like(net.fc2.weight)
fc2w_mu_param = pyro.param("fc2w_mu", fc2w_mu)
fc2w_sigma_param = softplus(pyro.param("fc2w_sigma", fc2w_sigma))
fc2w_prior = Normal(loc=fc2w_mu_param, scale=fc2w_sigma_param)
fc2b_mu = torch.randn_like(net.fc2.bias)
fc2b_sigma = torch.randn_like(net.fc2.bias)
fc2b_mu_param = pyro.param("fc2b_mu", fc2b_mu)
fc2b_sigma_param = softplus(pyro.param("fc2b_sigma", fc2b_sigma))
fc2b_prior = Normal(loc=fc2b_mu_param, scale=fc2b_sigma_param)
priors = {'conv1.weight': conv1w_prior, 'conv1.bias': conv1b_prior, 'conv2.weight': conv2w_prior, 'conv2.bias': conv2b_prior,
'fc1.weight': fc1w_prior, 'fc1.bias': fc1b_prior, 'fc2.weight': fc2w_prior, 'fc2.bias': fc2b_prior}
lifted_module = pyro.random_module("module", net, priors)
return lifted_module()
def model_4(x_data, y_data):
conv1w_prior = Normal(loc=torch.zeros_like(net.conv1.weight), scale=torch.ones_like(net.conv1.weight))
conv1b_prior = Normal(loc=torch.zeros_like(net.conv1.bias), scale=torch.ones_like(net.conv1.bias))
conv2w_prior = Normal(loc=torch.zeros_like(net.conv2.weight), scale=torch.ones_like(net.conv2.weight))
conv2b_prior = Normal(loc=torch.zeros_like(net.conv2.bias), scale=torch.ones_like(net.conv2.bias))
conv3w_prior = Normal(loc=torch.zeros_like(net.conv3.weight), scale=torch.ones_like(net.conv3.weight))
conv3b_prior = Normal(loc=torch.zeros_like(net.conv3.bias), scale=torch.ones_like(net.conv3.bias))
conv4w_prior = Normal(loc=torch.zeros_like(net.conv4.weight), scale=torch.ones_like(net.conv4.weight))
conv4b_prior = Normal(loc=torch.zeros_like(net.conv4.bias), scale=torch.ones_like(net.conv4.bias))
fc1w_prior = Normal(loc=torch.zeros_like(net.fc1.weight), scale=torch.ones_like(net.fc1.weight))
fc1b_prior = Normal(loc=torch.zeros_like(net.fc1.bias), scale=torch.ones_like(net.fc1.bias))
fc2w_prior = Normal(loc=torch.zeros_like(net.fc2.weight), scale=torch.ones_like(net.fc2.weight))
fc2b_prior = Normal(loc=torch.zeros_like(net.fc2.bias), scale=torch.ones_like(net.fc2.bias))
priors = {'conv1.weight': conv1w_prior, 'conv1.bias': conv1b_prior,
'conv2.weight': conv2w_prior, 'conv2.bias': conv2b_prior,
'conv3.weight': conv3w_prior, 'conv3.bias': conv3b_prior,
'conv4.weight': conv4w_prior, 'conv4.bias': conv4b_prior,
'fc1.weight': fc1w_prior, 'fc1.bias': fc1b_prior,
'fc2.weight': fc2w_prior, 'fc2.bias': fc2b_prior}
lifted_module = pyro.random_module("module", net, priors)
lifted_reg_model = lifted_module()
lhat = log_softmax(lifted_reg_model(x_data))
pyro.sample("obs", Categorical(logits=lhat), obs=y_data)
def pyromodel(x, y):
priors = {}
for name, par in model.named_parameters():
priors[name] = dist.Normal(torch.zeros(*par.shape),
50 * torch.ones(*par.shape)).independent(
par.dim())
#print("batch shape:", priors[name].batch_shape)
#print("event shape:", priors[name].event_shape)
#print("event dim:", priors[name].event_dim)
bayesian_model = pyro.random_module('bayesian_model', model, priors)
sampled_model = bayesian_model()
sigma = pyro.sample('sigma', Uniform(0, 50))
with pyro.iarange("map", len(x)):
prediction_mean = sampled_model(x)
logging.debug(f"prediction_mean: {prediction_mean.shape}")
if y is not None:
logging.debug(f"y_data: {y.shape}")
d_dist = Normal(prediction_mean, sigma).to_event(1)
if y is not None:
logging.debug(f"y_data: {y.shape}")
logging.debug(f"batch shape: {d_dist.batch_shape}")
logging.debug(f"event shape: {d_dist.event_shape}")
logging.debug(f"event dim: {d_dist.event_dim}")
pyro.sample("obs", d_dist, obs=y)
return prediction_mean
def model(x_data, y_data):
fc1w_prior = Normal(loc=torch.zeros_like(net.fc1.weight),
scale=torch.ones_like(net.fc1.weight))
fc1b_prior = Normal(loc=torch.zeros_like(net.fc1.bias),
scale=torch.ones_like(net.fc1.bias))
outw_prior = Normal(loc=torch.zeros_like(net.out.weight),
scale=torch.ones_like(net.out.weight))
outb_prior = Normal(loc=torch.zeros_like(net.out.bias),
scale=torch.ones_like(net.out.bias))
priors = {
'fc1.weight': fc1w_prior,
'fc1.bias': fc1b_prior,
'out.weight': outw_prior,
'out.bias': outb_prior
}
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", net, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.plate("map", len(x_data)):
# run the nn forward on data
prediction_mean = lifted_reg_model(x_data).squeeze(-1)
# condition on the observed data
pyro.sample("obs", Normal(prediction_mean, scale), obs=y_data)
return prediction_mean
def guide(x_data, y_data):
# First layer weight distribution priors
fc1w_mu_param = pyro.param("fc1w_mu_param",
torch.randn_like(net.fc1.weight))
fc1w_sigma_param = softplus(
pyro.param("fc1w_sigma", torch.randn_like(net.fc1.weight)))
fc1w_prior = Normal(loc=fc1w_mu_param, scale=fc1w_sigma_param)
# First layer bias distribution priors
fc1b_mu_param = pyro.param("fc1b_mu_param", torch.randn_like(net.fc1.bias))
fc1b_sigma_param = softplus(
pyro.param("fc1b_sigma_param", torch.randn_like(net.fc1.bias)))
fc1b_prior = Normal(loc=fc1b_mu_param, scale=fc1b_sigma_param)
# Output layer weight distribution priors
outw_mu = torch.randn_like(net.out.weight)
outw_sigma = torch.randn_like(net.out.weight)
outw_mu_param = pyro.param("outw_mu", outw_mu)
outw_sigma_param = softplus(pyro.param("outw_sigma", outw_sigma))
outw_prior = Normal(loc=outw_mu_param,
scale=outw_sigma_param).independent(1)
# Output layer bias distribution priors
outb_mu = torch.randn_like(net.out.bias)
outb_sigma = torch.randn_like(net.out.bias)
outb_mu_param = pyro.param("outb_mu", outb_mu)
outb_sigma_param = softplus(pyro.param("outb_sigma", outb_sigma))
outb_prior = Normal(loc=outb_mu_param, scale=outb_sigma_param)
priors = {
'fc1.weight': fc1w_prior,
'fc1.bias': fc1b_prior,
'out.weight': outw_prior,
'out.bias': outb_prior
}
lifted_module = pyro.random_module("module", net, priors)
return lifted_module()
def model(self, x_data, y_data):
# weight and bias priors
w1_prior = Normal(loc = torch.zeros_like(self.fc1.weight),
scale = torch.ones_like(self.fc1.weight)).independent(2)
b1_prior = Normal(loc = torch.zeros_like(self.fc1.bias),
scale = torch.ones_like(self.fc1.bias)).independent(1)
wout_prior = Normal(loc=torch.zeros_like(self.out.weight),
scale=torch.ones_like(self.out.weight)).independent(2)
bout_prior = Normal(loc=torch.zeros_like(self.out.bias),
scale=torch.ones_like(self.out.bias)).independent(1)
priors = {'fc1.weight': w1_prior, 'fc1.bias': b1_prior,
'out.weight': wout_prior,'out.bias': bout_prior}
# lift module parameters from neural net
lifted_module = pyro.random_module("module", self, priors)
lifted_reg_model = lifted_module()
with pyro.plate("map", len(x_data)):
#run forward on regression_model
prediction = lifted_reg_model(x_data)
prediction_mean = prediction[:, 0]
softplus = torch.nn.Softplus()
prediction_var = softplus(prediction[:, 1])
prediction_std = torch.pow(prediction_var, 0.5)
# condition on the observed data
pyro.sample("obs", Normal(prediction_mean, prediction_std), obs = y_data)
return prediction_mean
def guide(data):
# define our variational parameters
w_loc = torch.randn(1, p)
# note that we initialize our scales to be pretty narrow
w_log_sig = torch.tensor(-3.0 * torch.ones(1, p) +
0.05 * torch.randn(1, p))
b_loc = torch.randn(1)
b_log_sig = torch.tensor(-3.0 * torch.ones(1) + 0.05 * torch.randn(1))
# register learnable params in the param store
mw_param = pyro.param("guide_mean_weight", w_loc)
sw_param = softplus(pyro.param("guide_log_scale_weight", w_log_sig))
mb_param = pyro.param("guide_mean_bias", b_loc)
sb_param = softplus(pyro.param("guide_log_scale_bias", b_log_sig))
# guide distributions for w and b
w_dist = Normal(mw_param, sw_param).independent(1)
b_dist = Normal(mb_param, sb_param).independent(1)
dists = {'linear.weight': w_dist, 'linear.bias': b_dist}
# overload the parameters in the module with random samples
# from the guide distributions
lifted_module = pyro.random_module("module_pyro", regression_model, dists)
return lifted_module()
def model(x, y):
# set prior on weights of `linear_1` and `linear_2`
w1 = pdist.Normal(loc=torch.zeros_like(net.linear1.weight),
scale=torch.ones_like(net.linear1.weight))
b1 = pdist.Normal(loc=torch.zeros_like(net.linear1.bias),
scale=torch.ones_like(net.linear1.bias))
w2 = pdist.Normal(loc=torch.zeros_like(net.linear2.weight),
scale=torch.ones_like(net.linear2.weight))
b2 = pdist.Normal(loc=torch.zeros_like(net.linear2.bias),
scale=torch.ones_like(net.linear2.bias))
# a dictionary of priors
priors = {
'linear1.weight': w1,
'linear1.bias': b1,
'linear2.weight': w2,
'linear2.bias': b2
}
# lift neural net module
lifted_net = pyro.random_module("module", net, priors)
# sample a net
nn_model = lifted_net()
# run the sampled model
# y_hat = torch.log_softmax(nn_model(x))
y_hat = nn_model(x)
with pyro.plate('data'):
pyro.sample('obs', pdist.Categorical(logits=y_hat), obs=y)
def model(x_data, y_data, regression_model):
p = x_data.shape[1]
# weight and bias priors
# w_prior = Normal(torch.zeros(1, 2), torch.ones(1, 2)).to_event(1)
# b_prior = Normal(torch.tensor([[8.]]), torch.tensor([[1000.]])).to_event(1)
w_prior = Normal(torch.zeros(1, p), torch.ones(1, p)).to_event(1)
b_prior = Normal(torch.tensor([[1.]]), torch.tensor([[10.]])).to_event(1)
f_prior = Normal(0., 1.)
priors = {
'linear.weight': w_prior,
'linear.bias': b_prior,
'factor': f_prior
}
scale = pyro.sample("sigma", Uniform(0., 10.))
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", regression_model, priors)
# sample a nn (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.plate("map", len(x_data)):
# run the nn forward on data
prediction_mean = lifted_reg_model(x_data).squeeze(-1)
# condition on the observed data
pyro.sample("obs", Normal(prediction_mean, scale), obs=y_data)
return prediction_mean
def model(data):
# Create normal priors over the parameters
loc, scale = torch.zeros(1, p), 10 * torch.ones(1, p)
bias_loc, bias_scale = 3 * torch.ones(1), 10 * torch.ones(1)
w_prior = Normal(loc, scale).independent(1)
b_prior = Normal(bias_loc, bias_scale).independent(1)
priors = {'linear.weight': w_prior, 'linear.bias': b_prior}
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module_pyro", regression_model, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.iarange("map", N, subsample=data):
x_data = data[:, :-1]
y_data = data[:, -1]
# run the regressor forward conditioned on data
prediction_mean = lifted_reg_model(x_data).squeeze(-1)
# condition on the observed data
pyro.sample("obs",
Normal(prediction_mean, .5 * torch.ones(data.size(0))),
obs=y_data)
def get_random_module(name, nn_module, all_priors):
"""Puts priors on LensingSystem's parameters. Extends `pyro.random_module()`.
Notes
-----
Might be possible to do this more cleanly...
Parameters
----------
nn_module : `nn.Module`
An `nn.Module`.
all_priors : `dict`
Must contain a pyro distribution or `torch.tensor`
for each of `nn_module`'s named parameters that
has `requires_grad == True`.
Returns
-------
A lifted version of the lensing instance, with parameters
sampled from the priors. If a prior is `dist.Delta`, the
parameter is replaced by the value from that distribution
to ensure compatibility with MCMC functions.
"""
non_delta_priors = {}
for p, val in nn_module.named_parameters():
if val.requires_grad:
if isinstance(all_priors[p], dist.Delta):
val.data = all_priors[p].v
elif isinstance(all_priors[p], torch.Tensor):
val.data = all_priors[p]
else:
non_delta_priors[p] = all_priors[p]
return pyro.random_module(name, nn_module, non_delta_priors)
def pyro_model(x, y):
fn = pyro.random_module("model", model, prior=priors)
sampled_model = fn()
output = sampled_model.likelihood(sampled_model(x))
pyro.sample("obs", output, obs=y)
def model(fc_network: BNN, x_data, y_data):
# create prior for weight and bias per layer, p(w) [q(z) // p(w)]
priors = {}
for i, layer in enumerate(fc_network.fc):
if not hasattr(layer, 'weight'):
continue
# print("model: ",i,layer)
priors["model.{}.weight".format(str(i))] = \
Normal(Variable(torch.zeros_like(layer.weight)), Variable(torch.ones_like(layer.weight)))
priors["model.{}.bias".format(str(i))] = \
Normal(Variable(torch.zeros_like(layer.bias)), Variable(torch.ones_like(layer.bias)))
# print('model: ',priors)
# exit(0)
# print('model_shapes',layer.weight.shape, layer.bias.shape)
# lift module parameters to random variables sampled from the priors --> Sample a NN from the priors!
lifted_module = pyro.random_module("module", fc_network, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.plate("map", len(x_train), subsample=data):
x_data = data[:, :-1]
y_data = data[:, -1]
# run the regressor forward conditioned on inputs
prediction_mean = lifted_reg_model(x_data).squeeze()
pyro.sample("obs", Bernoulli(prediction_mean), obs=y_data.squeeze())
def pyro_model(self, input_data, output_data):
inw_prior = pyro.distributions.Normal(
loc=torch.zeros_like(self.net.net[0].weight,
device=self.net.device),
scale=torch.ones_like(self.net.net[0].weight))
inb_prior = pyro.distributions.Normal(
loc=torch.zeros_like(self.net.net[0].bias, device=self.net.device),
scale=torch.ones_like(self.net.net[0].bias))
outw_prior = pyro.distributions.Normal(
loc=torch.zeros_like(self.net.net[-1].weight,
device=self.net.device),
scale=torch.ones_like(self.net.net[-1].weight))
outb_prior = pyro.distributions.Normal(
loc=torch.zeros_like(self.net.net[-1].bias,
device=self.net.device),
scale=torch.ones_like(self.net.net[-1].bias))
priors = {
'net[0].weight': inw_prior,
'net[0].bias': inb_prior,
'net[-1].weight': outw_prior,
'net[-1].bias': outb_prior
}
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", self.net, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
lhat = lifted_reg_model(input_data)
pyro.sample("obs",
pyro.distributions.Categorical(logits=lhat),
obs=output_data)
def model(x_data, y_data):
fc1w_prior = Normal(loc=torch.zeros_like(net.fc1.weight),
scale=torch.ones_like(net.fc1.weight))
fc1b_prior = Normal(loc=torch.zeros_like(net.fc1.bias),
scale=torch.ones_like(net.fc1.bias))
outw_prior = Normal(loc=torch.zeros_like(net.out.weight),
scale=torch.ones_like(net.out.weight))
outb_prior = Normal(loc=torch.zeros_like(net.out.bias),
scale=torch.ones_like(net.out.bias))
priors = {
'fc1.weight': fc1w_prior,
'fc1.bias': fc1b_prior,
'out.weight': outw_prior,
'out.bias': outb_prior
}
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", net, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
lhat = lifted_reg_model(x_data)
pyro.sample("obs", Categorical(logits=lhat), obs=y_data)
def model(data):
x_data = data[0]
y_data = data[1]
'''
mu, sigma = Variable(torch.zeros(10, p)), Variable(10 * torch.ones(10, p))
bias_mu, bias_sigma = Variable(torch.zeros(10)), Variable(10 * torch.ones(10))
w_prior, b_prior = Normal(mu, sigma), Normal(bias_mu, bias_sigma)
priors = {'linear.weight': w_prior, 'linear.bias': b_prior}
'''
w_prior1, b_prior1 = Normal(mu1, sigma1), Normal(bias_mu1, bias_sigma1)
w_prior2, b_prior2 = Normal(mu2, sigma2), Normal(bias_mu2, bias_sigma2)
w_prior3, b_prior3 = Normal(mu3, sigma3), Normal(bias_mu3, bias_sigma3)
priors = {
'linear.weight': w_prior1,
'linear.bias': b_prior1,
'linear2.weight': w_prior2,
'linear2.bias': b_prior2,
'linear3.weight': w_prior3,
'linear3.bias': b_prior3
}
lifted_module = pyro.random_module("module", bnn, priors)
lifted_bnn_model = lifted_module()
# run regressor forward conditioned on data
prediction = lifted_bnn_model(x_data).squeeze()
pyro.sample("obs", Categorical(ps=prediction), obs=y_data)
def probabilistic_model(inputs, labels):
'''
pyro.random_module() converts weights and biases into random variables
that have the prior probability distribution given by
dense_weight_prior and dense_bias_prior for a normal distribution
this "overloads" the parameters of the random module with
samples from the prior!
'''
resnet = ResNet18()
dense_weight_prior = Normal(loc=torch.zeros_like(resnet.dense.weight),
scale=torch.ones_like(resnet.dense.weight))
dense_bias_prior = Normal(loc=torch.zeros_like(resnet.dense.bias),
scale=torch.ones_like(resnet.dense.bias))
priors = {
'dense.weight': dense_weight_prior,
'dense.bias': dense_bias_prior
}
lifted_module = pyro.random_module("module", resnet, priors)
# This samples a neural network (which also samples weights and biases)
# we wrap the nn model with random_module and sample and instance
# of the nn
sampled_nn_model = lifted_module()
# runs the sampled nn on the input data
lhat = F.log_softmax(sampled_nn_model(inputs))
# this shows the output of the network will be categorical
pyro.sample("obs", Categorical(logits=lhat), obs=labels)
def test_random_module(nn_module):
pyro.clear_param_store()
nn_module = nn_module()
p = torch.ones(2, 2)
prior = dist.Bernoulli(p)
lifted_mod = pyro.random_module("module", nn_module, prior)
nn_module = lifted_mod()
for name, parameter in nn_module.named_parameters():
assert torch.equal(torch.ones(2, 2), parameter.data)
def test_random_module_prior_dict(self):
pyro.clear_param_store()
lifted_nn = pyro.random_module("name", self.model, prior=self.nn_prior)
lifted_tr = poutine.trace(lifted_nn).get_trace()
for key_name in lifted_tr.nodes.keys():
name = pyro.params.user_param_name(key_name)
if name in {'fc.weight', 'fc.prior'}:
dist_name = name[3:]
assert dist_name + "_prior" == lifted_tr.nodes[key_name]['fn'].__name__
assert lifted_tr.nodes[key_name]["type"] == "sample"
assert not lifted_tr.nodes[key_name]["is_observed"]
def guide(data):
w_loc = data.new_tensor(torch.randn(1, p))
w_log_sig = data.new_tensor(-3.0 * torch.ones(1, p) + 0.05 * torch.randn(1, p))
b_loc = data.new_tensor(torch.randn(1))
b_log_sig = data.new_tensor(-3.0 * torch.ones(1) + 0.05 * torch.randn(1))
# register learnable params in the param store
mw_param = pyro.param("guide_mean_weight", w_loc)
sw_param = softplus(pyro.param("guide_log_scale_weight", w_log_sig))
mb_param = pyro.param("guide_mean_bias", b_loc)
sb_param = softplus(pyro.param("guide_log_scale_bias", b_log_sig))
# gaussian guide distributions for w and b
w_dist = Normal(mw_param, sw_param).independent(1)
b_dist = Normal(mb_param, sb_param).independent(1)
dists = {'linear.weight': w_dist, 'linear.bias': b_dist}
# overloading the parameters in the module with random samples from the guide distributions
lifted_module = pyro.random_module("module", regression_model, dists)
# sample a regressor
return lifted_module()
def guide(data):
w_mu = Variable(torch.randn(p, 1).type_as(data.data), requires_grad=True)
w_log_sig = Variable((-3.0 * torch.ones(p, 1) + 0.05 * torch.randn(p, 1)).type_as(data.data), requires_grad=True)
b_mu = Variable(torch.randn(1).type_as(data.data), requires_grad=True)
b_log_sig = Variable((-3.0 * torch.ones(1) + 0.05 * torch.randn(1)).type_as(data.data), requires_grad=True)
# register learnable params in the param store
mw_param = pyro.param("guide_mean_weight", w_mu)
sw_param = softplus(pyro.param("guide_log_sigma_weight", w_log_sig))
mb_param = pyro.param("guide_mean_bias", b_mu)
sb_param = softplus(pyro.param("guide_log_sigma_bias", b_log_sig))
# gaussian guide distributions for w and b
w_dist = Normal(mw_param, sw_param)
b_dist = Normal(mb_param, sb_param)
dists = {'linear.weight': w_dist, 'linear.bias': b_dist}
# overloading the parameters in the module with random samples from the guide distributions
lifted_module = pyro.random_module("module", regression_model, dists)
# sample a regressor
return lifted_module()
def model(data):
# Create unit normal priors over the parameters
mu = Variable(torch.zeros(p, 1)).type_as(data)
sigma = Variable(torch.ones(p, 1)).type_as(data)
bias_mu = Variable(torch.zeros(1)).type_as(data)
bias_sigma = Variable(torch.ones(1)).type_as(data)
w_prior, b_prior = Normal(mu, sigma), Normal(bias_mu, bias_sigma)
priors = {'linear.weight': w_prior, 'linear.bias': b_prior}
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", regression_model, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.iarange("map", N, subsample=data):
x_data = data[:, :-1]
y_data = data[:, -1]
# run the regressor forward conditioned on inputs
prediction_mean = lifted_reg_model(x_data).squeeze()
pyro.observe("obs", Normal(prediction_mean, Variable(torch.ones(data.size(0))).type_as(data)), y_data.squeeze())
def model(data):
# Create unit normal priors over the parameters
loc = data.new_zeros(torch.Size((1, p)))
scale = 2 * data.new_ones(torch.Size((1, p)))
bias_loc = data.new_zeros(torch.Size((1,)))
bias_scale = 2 * data.new_ones(torch.Size((1,)))
w_prior = Normal(loc, scale).independent(1)
b_prior = Normal(bias_loc, bias_scale).independent(1)
priors = {'linear.weight': w_prior, 'linear.bias': b_prior}
# lift module parameters to random variables sampled from the priors
lifted_module = pyro.random_module("module", regression_model, priors)
# sample a regressor (which also samples w and b)
lifted_reg_model = lifted_module()
with pyro.iarange("map", N, subsample=data):
x_data = data[:, :-1]
y_data = data[:, -1]
# run the regressor forward conditioned on inputs
prediction_mean = lifted_reg_model(x_data).squeeze(-1)
pyro.sample("obs", Normal(prediction_mean, 1),
obs=y_data)
