def __init__(self,
params,
cost_fun,
batch_generator=None,
stepsize_schedule=ConstantStepsizeSchedule(0.01),
session=tf.get_default_session(),
dtype=tf.float64,
seed=None):
"""
Initialize the sampler base class. Sets up member variables and
initializes uninitialized target parameters in the current
`tensorflow.Graph`.
Parameters
------------
params : list of `tensorflow.Variable` objects
Target parameters for which we want to sample new values.
cost_fun : callable
Function that takes `params` as input and returns a
1-d `tensorflow.Tensor` that contains the cost-value.
Frequently denoted with `U` in literature.
batch_generator : `BatchGenerator`, optional
Iterable which returns dictionaries to feed into
tensorflow.Session.run() calls to evaluate the cost function.
Defaults to `None` which indicates that no batches shall be fed.
stepsize_schedule : pysgmcmc.stepsize_schedules.StepsizeSchedule
Iterator class that produces a stream of stepsize values that
we can use in our samplers.
See also: `pysgmcmc.stepsize_schedules`
session : `tensorflow.Session`, optional
Session object which knows about the external part of the graph
(which defines `cost`, and possibly batches).
Used internally to evaluate (burn-in/sample) the sampler.
dtype : tensorflow.DType, optional
Type of elements of `tensorflow.Tensor` objects used in this sampler.
Defaults to `tensorflow.float64`.
seed : int, optional
Random seed to use.
Defaults to `None`.
See Also
------------
pysgmcmc.sampling.BurnInMCMCSampler:
Abstract base class for samplers that perform a burn-in phase
to tune their own hyperparameters.
Inherits from `sampling.MCMCSampler`.
"""
# Sanitize inputs
assert batch_generator is None or hasattr(batch_generator, "__next__")
assert seed is None or isinstance(seed, int)
assert isinstance(session, (tf.Session, tf.InteractiveSession))
assert isinstance(dtype, tf.DType)
assert callable(cost_fun)
self.dtype = dtype
self.n_iterations = 0
self.seed = seed
assert hasattr(stepsize_schedule, "update")
assert hasattr(stepsize_schedule, "__next__")
assert hasattr(stepsize_schedule, "initial_value")
self.stepsize_schedule = stepsize_schedule
self.batch_generator = batch_generator
self.session = session
self.params = params
# set up costs
self.cost_fun = cost_fun
self.cost = cost_fun(self.params)
# compute vectorized clones of all parameters
self.vectorized_params = [vectorize(param) for param in self.params]
self.epsilon = tf.Variable(self.stepsize_schedule.initial_value,
dtype=self.dtype,
name="epsilon",
trainable=False)
# Initialize uninitialized parameters before usage in any sampler.
init = tf.variables_initializer(
uninitialized_params(session=self.session,
params=self.params + self.vectorized_params +
[self.epsilon]))
self.session.run(init)
# query this later to determine the next sample
self.theta_t = [None] * len(params)
def __init__(self,
params,
cost_fun,
batch_generator=None,
stepsize_schedule=ConstantStepsizeSchedule(0.01),
burn_in_steps=3000,
mdecay=0.05,
scale_grad=1.0,
session=tf.get_default_session(),
dtype=tf.float64,
seed=None):
""" Initialize the sampler parameters and set up a tensorflow.Graph
for later queries.
parameters
----------
params : list of tensorflow.Variable objects
Target parameters for which we want to sample new values.
cost_fun : callable
Function that takes `params` as input and returns a
1-d `tensorflow.Tensor` that contains the cost-value.
Frequently denoted with `U` in literature.
batch_generator : iterable, optional
Iterable which returns dictionaries to feed into
tensorflow.Session.run() calls to evaluate the cost function.
Defaults to `None` which indicates that no batches shall be fed.
stepsize_schedule : pysgmcmc.stepsize_schedules.StepsizeSchedule
Iterator class that produces a stream of stepsize values that
we can use in our samplers.
See also: `pysgmcmc.stepsize_schedules`
burn_in_steps : int, optional
Number of burn-in steps to perform. In each burn-in step, this
sampler will adapt its own internal parameters to decrease its error.
Defaults to `3000`.\n
For reference see:
`Bayesian Optimization with Robust Bayesian Neural Networks. <http://aad.informatik.uni-freiburg.de/papers/16-NIPS-BOHamiANN.pdf>`_
mdecay : float, optional
(Constant) momentum decay per time-step.
Defaults to `0.05`.\n
For reference see:
`Bayesian Optimization with Robust Bayesian Neural Networks. <http://aad.informatik.uni-freiburg.de/papers/16-NIPS-BOHamiANN.pdf>`_
scale_grad : float, optional
Value that is used to scale the magnitude of the noise used
during sampling. In a typical batches-of-data setting this usually
corresponds to the number of examples in the entire dataset.
Defaults to `1.0` which corresponds to no scaling.
session : tensorflow.Session, optional
Session object which knows about the external part of the graph
(which defines `Cost`, and possibly batches).
Used internally to evaluate (burn-in/sample) the sampler.
dtype : tensorflow.DType, optional
Type of elements of `tensorflow.Tensor` objects used in this sampler.
Defaults to `tensorflow.float64`.
seed : int, optional
Random seed to use.
Defaults to `None`.
See Also
----------
pysgmcmc.sampling.BurnInMCMCSampler:
Base class for `SGHMCSampler` that specifies how actual sampling
is performed (using iterator protocol, e.g. `next(sampler)`).
"""
# Set up BurnInMCMCSampler base class:
# initialize member variables common to all samplers
# and run initializers for all uninitialized variables in `params`
# (to avoid errors in the graph definitions below).
super().__init__(params=params,
cost_fun=cost_fun,
burn_in_steps=burn_in_steps,
batch_generator=batch_generator,
seed=seed,
dtype=dtype,
session=session,
stepsize_schedule=stepsize_schedule)
# Initialize graph constants {{{ #
noise = tf.constant(0., name="noise", dtype=dtype)
scale_grad = tf.constant(scale_grad, dtype=dtype, name="scale_grad")
epsilon_scaled = tf.divide(self.epsilon,
tf.sqrt(scale_grad),
name="epsilon_scaled")
mdecay = tf.constant(mdecay, name="mdecay", dtype=dtype)
# }}} Initialize graph constants #
grads = [
vectorize(gradient)
for gradient in tf.gradients(self.cost, params)
]
# Initialize internal sampler parameters {{{ #
tau = [
tf.Variable(tf.ones_like(param, dtype=dtype),
dtype=dtype,
name="tau_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
r = [
tf.Variable(1. / (tau[i].initialized_value() + 1),
name="R_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
g = [
tf.Variable(tf.ones_like(param, dtype=dtype),
dtype=dtype,
name="g_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
v_hat = [
tf.Variable(tf.ones_like(param, dtype=dtype),
dtype=dtype,
name="v_hat_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
# Initialize Mass matrix inverse
minv = [
tf.Variable(tf.divide(tf.constant(1., dtype=dtype),
tf.sqrt(v_hat[i].initialized_value())),
name="minv_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
# Initialize momentum
V = [
tf.Variable(tf.zeros_like(param, dtype=dtype),
dtype=dtype,
name="v_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
# }}} Initialize internal sampler parameters #
self.minv_t = [None] * len(params) # gets burned-in
# R_t = 1/ (tau + 1), shouldn't it be: 1 / tau according to terms?
# It is not, and changing it to that breaks everything!
# Why?
for i, (param, grad) in enumerate(zip(params, grads)):
vectorized_param = self.vectorized_params[i]
# Burn-in logic {{{ #
r_t = tf.assign(r[i], 1. / (tau[i] + 1), name="r_t_{}".format(i))
# r_t should always use the old value of tau
with tf.control_dependencies([r_t]):
tau_t = tf.assign_add(
tau[i],
safe_divide(-g[i] * g[i] * tau[i], v_hat[i]) + 1,
name="tau_t_{}".format(i))
# minv = v_hat^{-1/2} = 1 / sqrt(v_hat)
self.minv_t[i] = tf.assign(minv[i],
safe_divide(1.,
safe_sqrt(v_hat[i])),
name="minv_t_{}".format(i))
# tau_t, minv_t should always use the old values of G, v_hat
with tf.control_dependencies([tau_t, self.minv_t[i]]):
g_t = tf.assign_add(g[i],
-r_t * g[i] + r_t * grad,
name="g_t_{}".format(i))
v_hat_t = tf.assign_add(v_hat[i],
-r_t * v_hat[i] + r_t * grad**2,
name="v_hat_t_{}".format(i))
# }}} Burn-in logic #
with tf.control_dependencies([g_t, v_hat_t]):
# Draw random normal sample {{{ #
# Equation 10, variance of normal sample
# 2 * epsilon ** 2 * mdecay * Minv - 0 (noise is 0) - epsilon ** 4
# = 2 * epsilon ** 2 * epsilon * v_hat^{-1/2} * C * Minv
# = 2 * epsilon ** 3 * v_hat^{-1/2} * C * v_hat^{-1/2} - epsilon ** 4
# (co-) variance of normal sample
noise_scale = (
tf.constant(2., dtype=dtype) *
epsilon_scaled**tf.constant(2., dtype=dtype) *
mdecay * self.minv_t[i] -
tf.constant(2., dtype=dtype) *
epsilon_scaled**tf.constant(3., dtype) *
tf.square(self.minv_t[i]) * noise -
epsilon_scaled**4)
# turn into stddev
sigma = tf.sqrt(tf.maximum(noise_scale, 1e-16),
name="sigma_{}".format(i))
sample = self._draw_noise_sample(
sigma=sigma, shape=vectorized_param.shape)
# }}} Draw random sample #
# HMC Update {{{ #
# Equation 10: right side, where:
# Minv = v_hat^{-1/2}, Mdecay = epsilon * v_hat^{-1/2} C
v_t = tf.assign_add(
V[i],
-self.epsilon**2 * self.minv_t[i] * grad -
mdecay * V[i] + sample,
name="v_t_{}".format(i))
# Equation 10: left side
vectorized_Theta_t = tf.assign_add(
vectorized_param, v_t)
self.theta_t[i] = tf.assign(
param,
unvectorize(vectorized_Theta_t,
original_shape=param.shape),
name="theta_t_{}".format(i))
def __init__(self,
params,
cost_fun,
tf_scope="default",
batch_generator=None,
stepsize_schedule=ConstantStepsizeSchedule(0.001),
mass=1.0,
speed_of_light=0.5,
D=1.0,
Bhat=0.0,
session=tf.get_default_session(),
dtype=tf.float64,
seed=None):
""" Initialize the sampler parameters and set up a tensorflow.Graph
for later queries.
Parameters
----------
params : list of tensorflow.Variable objects
Target parameters for which we want to sample new values.
Cost : tensorflow.Tensor
1-d Cost tensor that depends on `params`.
Frequently denoted as U(theta) in literature.
batch_generator : BatchGenerator, optional
Iterable which returns dictionaries to feed into
tensorflow.Session.run() calls to evaluate the cost function.
Defaults to `None` which indicates that no batches shall be fed.
stepsize_schedule : pysgmcmc.stepsize_schedules.StepsizeSchedule
Iterator class that produces a stream of stepsize values that
we can use in our samplers.
See also: `pysgmcmc.stepsize_schedules`
mass : float, optional
mass constant.
Defaults to `1.0`.
speed_of_light : float, optional
"Speed of light" constant. TODO EXTEND DOKU
Defaults to `1.0`.
D : float, optional
Diffusion constant.
Defaults to `1.0`.
Bhat : float, optional
TODO: Documentation
session : tensorflow.Session, optional
Session object which knows about the external part of the graph
(which defines `Cost`, and possibly batches).
Used internally to evaluate (burn-in/sample) the sampler.
dtype : tensorflow.DType, optional
Type of elements of `tensorflow.Tensor` objects used in this sampler.
Defaults to `tensorflow.float64`.
seed : int, optional
Random seed to use.
Defaults to `None`.
See Also
----------
pysgmcmc.sampling.MCMCSampler:
Base class for `RelativisticSGHMCSampler` that specifies how
actual sampling is performed (using iterator protocol,
e.g. `next(sampler)`).
"""
# Set up MCMCSampler base class:
# initialize member variables common to all samplers
# and run initializers for all uninitialized variables in `params`
# (to avoid errors in the graph definitions below).
super().__init__(params=params,
cost_fun=cost_fun,
batch_generator=batch_generator,
tf_scope=tf_scope,
stepsize_schedule=stepsize_schedule,
seed=seed,
dtype=dtype,
session=session)
# Use `-self.Cost` since the rest of the implementation expects
# a log likelihood (instead of the *negative* log likelihood that
# we normally use as costs)
grads = [
vectorize(gradient)
for gradient in tf.gradients(-self.cost, params)
]
with tf.variable_scope(tf_scope, reuse=tf.AUTO_REUSE):
D = tf.constant(D, dtype=dtype)
b_hat = tf.constant(Bhat, dtype=dtype)
# In internal implementation, stick to mathematical formulas.
# For users, prefer readability.
m = tf.constant(mass, dtype=dtype)
c = tf.constant(speed_of_light, dtype=dtype)
momentum = []
for i in range(len(params)):
momentum_params = []
for momentum_sample in _sample_relativistic_momentum(
m=mass,
c=speed_of_light,
n_params=self.vectorized_params[i].shape[0],
seed=self.seed):
momentum_params.append(momentum_sample)
momentum_params = tf.reshape(momentum_params,
self.vectorized_params[i].shape)
momentum_params = tf.Variable(momentum_params, dtype=dtype)
momentum.append(momentum_params)
# momentum = [
# tf.Variable(momentum_sample, dtype=dtype)
# for momentum_sample in _sample_relativistic_momentum(
# m=mass, c=speed_of_light, n_params=len(self.params), seed=self.seed
# )
# ]
# # In internal implementation, stick to mathematical formulas.
# # For users, prefer readability.
# m = tf.constant(mass, dtype=dtype)
# c = tf.constant(speed_of_light, dtype=dtype)
for i, (param, grad) in enumerate(zip(params, grads)):
vectorized_param = self.vectorized_params[i]
p_grad = self.epsilon * momentum[i] / (
m * tf.sqrt(momentum[i] * momentum[i] /
(tf.square(m) * tf.square(c)) + 1))
n = tf.sqrt(
self.epsilon *
(2 * D - self.epsilon * b_hat)) * tf.random_normal(
shape=vectorized_param.shape, dtype=dtype, seed=seed)
momentum_t = tf.assign_add(
momentum[i],
tf.reshape(self.epsilon * grad + n - D * p_grad,
momentum[i].shape))
p_grad_new = self.epsilon * momentum_t / (
m * tf.sqrt(momentum_t * momentum_t /
(tf.square(m) * tf.square(c)) + 1))
vectorized_theta_t = tf.assign_add(
vectorized_param, tf.reshape(p_grad_new,
vectorized_param.shape))
self.theta_t[i] = tf.assign(
param,
unvectorize(vectorized_theta_t, original_shape=param.shape))
def __init__(self,
params,
cost_fun,
batch_generator=None,
stepsize_schedule=ConstantStepsizeSchedule(0.01),
burn_in_steps=3000,
A=1.0,
scale_grad=1.0,
session=tf.get_default_session(),
dtype=tf.float64,
seed=None):
""" Initialize the sampler parameters and set up a tensorflow.Graph
for later queries.
Parameters
----------
params : list of tensorflow.Variable objects
Target parameters for which we want to sample new values.
cost_fun : callable
Function that takes `params` as input and returns a
1-d `tensorflow.Tensor` that contains the cost-value.
Frequently denoted with `U` in literature.
batch_generator : BatchGenerator, optional
Iterable which returns dictionaries to feed into
tensorflow.Session.run() calls to evaluate the cost function.
Defaults to `None` which indicates that no batches shall be fed.
stepsize_schedule : pysgmcmc.stepsize_schedules.StepsizeSchedule
Iterator class that produces a stream of stepsize values that
we can use in our samplers.
See also: `pysgmcmc.stepsize_schedules`
burn_in_steps: int, optional
Number of burn-in steps to perform. In each burn-in step, this
sampler will adapt its own internal parameters to decrease its error.
Defaults to `3000`.\n
For reference see:
`Bayesian Optimization with Robust Bayesian Neural Networks. <http://aad.informatik.uni-freiburg.de/papers/16-NIPS-BOHamiANN.pdf>`_
A : float, optional
TODO Doku
Defaults to `1.0`.
scale_grad : float, optional
Value that is used to scale the magnitude of the noise used
during sampling. In a typical batches-of-data setting this usually
corresponds to the number of examples in the entire dataset.
session : tensorflow.Session, optional
Session object which knows about the external part of the graph
(which defines `cost`, and possibly batches).
Used internally to evaluate (burn-in/sample) the sampler.
dtype : tensorflow.DType, optional
Type of elements of `tensorflow.Tensor` objects used in this sampler.
Defaults to `tensorflow.float64`.
seed : int, optional
Random seed to use.
Defaults to `None`.
See Also
----------
tensorflow_mcmc.sampling.mcmc_base_classes.BurnInMCMCSampler:
Base class for `SGLDSampler` that specifies how actual sampling
is performed (using iterator protocol, e.g. `next(sampler)`).
"""
super().__init__(params=params,
cost_fun=cost_fun,
batch_generator=batch_generator,
burn_in_steps=burn_in_steps,
seed=seed,
session=session,
dtype=dtype)
n_params = len(params)
# Initialize graph constants {{{ #
A = tf.constant(A, name="A", dtype=dtype)
noise = tf.constant(0., name="noise", dtype=dtype)
scale_grad = tf.constant(scale_grad, name="scale_grad", dtype=dtype)
# }}} Initialize graph constants #
grads = [
vectorize(gradient)
for gradient in tf.gradients(self.cost, params)
]
# Initialize internal sampler parameters {{{ #
tau = [
tf.Variable(tf.ones_like(param, dtype=dtype),
dtype=dtype,
name="tau_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
R = [
tf.Variable(1. / (tau[i].initialized_value() + 1),
name="R_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
g = [
tf.Variable(tf.ones_like(param, dtype=dtype),
dtype=dtype,
name="g_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
v_hat = [
tf.Variable(tf.ones_like(param, dtype=dtype),
dtype=dtype,
name="v_hat_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
# Initialize mass matrix inverse {{{ #
minv = [
tf.Variable(tf.divide(tf.constant(1., dtype=dtype),
tf.sqrt(v_hat[i].initialized_value())),
name="minv_{}".format(i),
trainable=False)
for i, param in enumerate(self.vectorized_params)
]
# }}} Initialize mass matrix inverse #
# }}} Initialize internal sampler parameters #
self.minv_t = [None] * n_params # gets burned-in
for i, (param, grad) in enumerate(zip(params, grads)):
vectorized_param = self.vectorized_params[i]
# Burn-in logic {{{ #
r_t = tf.assign(R[i], 1. / (tau[i] + 1.), name="r_t_{}".format(i))
# r_t should always use the old value of tau
with tf.control_dependencies([r_t]):
tau_t = tf.assign_add(
tau[i],
safe_divide(-g[i] * g[i] * tau[i], v_hat[i]) + 1,
name="tau_t_{}".format(i))
self.minv_t[i] = tf.assign(minv[i],
safe_divide(1.,
safe_sqrt(v_hat[i])),
name="minv_t_{}".format(i))
# tau_t, minv_t should always use the old values of g, g2
with tf.control_dependencies([tau_t, self.minv_t[i]]):
g_t = tf.assign_add(g[i],
-r_t * g[i] + r_t * grad,
name="g_t_{}".format(i))
v_hat_t = tf.assign_add(v_hat[i],
-r_t * v_hat[i] + r_t * grad**2,
name="v_hat_t_{}".format(i))
# }}} Burn-in logic #
with tf.control_dependencies([g_t, v_hat_t]):
# Draw random sample {{{ #
sigma = safe_sqrt(2. * self.epsilon * safe_divide(
(self.minv_t[i] * (A - noise)), scale_grad))
sample = self._draw_noise_sample(
sigma=sigma, shape=vectorized_param.shape)
# }}} Draw random sample #
# SGLD Update {{{ #
vectorized_theta_t = tf.assign_add(
vectorized_param,
-self.epsilon * self.minv_t[i] * A * grad + sample,
)
self.theta_t[i] = tf.assign(
param,
unvectorize(vectorized_theta_t,
original_shape=param.shape),
name="Theta_t_{}".format(i))
def __init__(self, particles, cost_fun, tf_scope="default", batch_generator=None,
stepsize_schedule=ConstantStepsizeSchedule(0.1),
alpha=0.9, fudge_factor=1e-6, session=tf.get_default_session(),
dtype=tf.float64, seed=None):
""" Initialize the sampler parameters and set up a tensorflow.Graph
for later queries.
Parameters
----------
particles : List[tensorflow.Variable]
List of particles each representing a (different) guess of the
target parameters of this sampler.
cost_fun : callable
Function that takes `params` of *one* particle as input and
returns a 1-d `tensorflow.Tensor` that contains the cost-value.
Frequently denoted with `U` in literature.
batch_generator : iterable, optional
Iterable which returns dictionaries to feed into
tensorflow.Session.run() calls to evaluate the cost function.
Defaults to `None` which indicates that no batches shall be fed.
stepsize_schedule : pysgmcmc.stepsize_schedules.StepsizeSchedule
Iterator class that produces a stream of stepsize values that
we can use in our samplers.
See also: `pysgmcmc.stepsize_schedules`
alpha : float, optional
TODO DOKU
Defaults to `0.9`.
fudge_factor : float, optional
TODO DOKU
Defaults to `1e-6`.
session : tensorflow.Session, optional
Session object which knows about the external part of the graph
(which defines `Cost`, and possibly batches).
Used internally to evaluate (burn-in/sample) the sampler.
dtype : tensorflow.DType, optional
Type of elements of `tensorflow.Tensor` objects used in this sampler.
Defaults to `tensorflow.float64`.
seed : int, optional
Random seed to use.
Defaults to `None`.
See Also
----------
pysgmcmc.sampling.MCMCSampler:
Base class for `SteinVariationalGradientDescentSampler` that
specifies how actual sampling is performed (using iterator protocol,
e.g. `next(sampler)`).
"""
assert isinstance(alpha, (int, float))
assert isinstance(fudge_factor, (int, float))
# assert callable(cost_fun)
# self.particles = tf.stack(particles)
self.particles = particles
# def cost_fun_wrapper(params):
# return tf.map_fn(lambda particle: cost_fun(particle), self.particles)
# cost_fun_wrapper.__name__ = "potential_energy" # cost_fun.__name__
# super().__init__(
self._init_basic(
params=particles,
cost_fun=cost_fun, # cost_fun_wrapper,
tf_scope=tf_scope,
batch_generator=batch_generator,
session=session, seed=seed, dtype=dtype,
stepsize_schedule=stepsize_schedule
)
with tf.variable_scope(tf_scope, reuse=tf.AUTO_REUSE):
fudge_factor = tf.constant(
fudge_factor, dtype=self.dtype, name="fudge_factor"
)
self.epsilon = tf.Variable(
stepsize_schedule.initial_value, dtype=self.dtype, name="stepsize"
)
stack_vectorized_params = tf.stack(self.vectorized_params)
self.n_particles = tf.cast(
# self.particles.shape[0], self.dtype
stack_vectorized_params.shape[0], self.dtype
)
historical_grad = tf.get_variable(
"historical_grad", stack_vectorized_params.shape, dtype=dtype,
initializer=tf.zeros_initializer()
)
self.session.run(
tf.variables_initializer([historical_grad, self.epsilon])
)
# lnpgrad = tf.squeeze(tf.gradients(self.cost, self.particles))
grads = []
for i, cost in enumerate(cost_fun):
grads.append(tf.concat([vectorize(gradient) for gradient in tf.gradients(cost, self.particles[i])], axis=0))
lnpgrad = tf.squeeze(grads)
kernel_matrix, kernel_gradients = self.svgd_kernel(stack_vectorized_params) # self.svgd_kernel(self.particles)
grad_theta = tf.divide(
tf.matmul(kernel_matrix, lnpgrad) + kernel_gradients,
self.n_particles
)
historical_grad_t = tf.assign(
historical_grad,
alpha * historical_grad + (1. - alpha) * (grad_theta ** 2)
)
adj_grad = tf.divide(
grad_theta,
fudge_factor + tf.sqrt(historical_grad_t)
)
for i, particle in enumerate(self.particles):
vectorized_Theta_t = tf.assign_sub(
self.vectorized_params[i], self.epsilon * adj_grad[i]
)
start_idx = 0
for j, param in enumerate(particle):
flat_shape = tf.reduce_prod(param.shape)
vectorized_param = vectorized_Theta_t[start_idx:start_idx+flat_shape]
self.theta_t[i*len(particle) + j] = tf.assign(
param,
tf.reshape(vectorized_param, shape=param.shape),
name="theta_t_%d_%d" % (i, j)
)
start_idx += flat_shape
return