def main(): start_time = time.time() init_out_dir() if args.clear_checkpoint: clear_checkpoint() last_step = get_last_checkpoint_step() if last_step >= 0: my_log('\nCheckpoint found: {}\n'.format(last_step)) else: clear_log() print_args() if args.net == 'made': net = MADE(**vars(args)) elif args.net == 'pixelcnn': net = PixelCNN(**vars(args)) elif args.net == 'bernoulli': net = BernoulliMixture(**vars(args)) else: raise ValueError('Unknown net: {}'.format(args.net)) net.to(args.device) my_log('{}\n'.format(net)) params = list(net.parameters()) params = list(filter(lambda p: p.requires_grad, params)) nparams = int(sum([np.prod(p.shape) for p in params])) my_log('Total number of trainable parameters: {}'.format(nparams)) named_params = list(net.named_parameters()) if args.optimizer == 'sgd': optimizer = torch.optim.SGD(params, lr=args.lr) elif args.optimizer == 'sgdm': optimizer = torch.optim.SGD(params, lr=args.lr, momentum=0.9) elif args.optimizer == 'rmsprop': optimizer = torch.optim.RMSprop(params, lr=args.lr, alpha=0.99) elif args.optimizer == 'adam': optimizer = torch.optim.Adam(params, lr=args.lr, betas=(0.9, 0.999)) elif args.optimizer == 'adam0.5': optimizer = torch.optim.Adam(params, lr=args.lr, betas=(0.5, 0.999)) else: raise ValueError('Unknown optimizer: {}'.format(args.optimizer)) if args.lr_schedule: # 0.92**80 ~ 1e-3 scheduler = torch.optim.lr_scheduler.ReduceLROnPlateau( optimizer, factor=0.92, patience=100, threshold=1e-4, min_lr=1e-6) if last_step >= 0: state = torch.load('{}_save/{}.state'.format(args.out_filename, last_step)) ignore_param(state['net'], net) net.load_state_dict(state['net']) if state.get('optimizer'): optimizer.load_state_dict(state['optimizer']) if args.lr_schedule and state.get('scheduler'): scheduler.load_state_dict(state['scheduler']) init_time = time.time() - start_time my_log('init_time = {:.3f}'.format(init_time)) my_log('Training...') sample_time = 0 train_time = 0 start_time = time.time() for step in range(last_step + 1, args.max_step + 1): optimizer.zero_grad() sample_start_time = time.time() with torch.no_grad(): sample, x_hat = net.sample(args.batch_size) assert not sample.requires_grad assert not x_hat.requires_grad sample_time += time.time() - sample_start_time train_start_time = time.time() log_prob = net.log_prob(sample) # 0.998**9000 ~ 1e-8 beta = args.beta * (1 - args.beta_anneal**step) with torch.no_grad(): energy = ising.energy(sample, args.ham, args.lattice, args.boundary) loss = log_prob + beta * energy assert not energy.requires_grad assert not loss.requires_grad loss_reinforce = torch.mean((loss - loss.mean()) * log_prob) loss_reinforce.backward() if args.clip_grad: nn.utils.clip_grad_norm_(params, args.clip_grad) optimizer.step() if args.lr_schedule: scheduler.step(loss.mean()) train_time += time.time() - train_start_time if args.print_step and step % args.print_step == 0: free_energy_mean = loss.mean() / args.beta / args.L**2 free_energy_std = loss.std() / args.beta / args.L**2 entropy_mean = -log_prob.mean() / args.L**2 energy_mean = energy.mean() / args.L**2 mag = sample.mean(dim=0) mag_mean = mag.mean() mag_sqr_mean = (mag**2).mean() if step > 0: sample_time /= args.print_step train_time /= args.print_step used_time = time.time() - start_time my_log( 'step = {}, F = {:.8g}, F_std = {:.8g}, S = {:.8g}, E = {:.8g}, M = {:.8g}, Q = {:.8g}, lr = {:.3g}, beta = {:.8g}, sample_time = {:.3f}, train_time = {:.3f}, used_time = {:.3f}' .format( step, free_energy_mean.item(), free_energy_std.item(), entropy_mean.item(), energy_mean.item(), mag_mean.item(), mag_sqr_mean.item(), optimizer.param_groups[0]['lr'], beta, sample_time, train_time, used_time, )) sample_time = 0 train_time = 0 if args.save_sample: state = { 'sample': sample, 'x_hat': x_hat, 'log_prob': log_prob, 'energy': energy, 'loss': loss, } torch.save(state, '{}_save/{}.sample'.format( args.out_filename, step)) if (args.out_filename and args.save_step and step % args.save_step == 0): state = { 'net': net.state_dict(), 'optimizer': optimizer.state_dict(), } if args.lr_schedule: state['scheduler'] = scheduler.state_dict() torch.save(state, '{}_save/{}.state'.format( args.out_filename, step)) if (args.out_filename and args.visual_step and step % args.visual_step == 0): torchvision.utils.save_image( sample, '{}_img/{}.png'.format(args.out_filename, step), nrow=int(sqrt(sample.shape[0])), padding=0, normalize=True) if args.print_sample: x_hat_np = x_hat.view(x_hat.shape[0], -1).cpu().numpy() x_hat_std = np.std(x_hat_np, axis=0).reshape([args.L] * 2) x_hat_cov = np.cov(x_hat_np.T) x_hat_cov_diag = np.diag(x_hat_cov) x_hat_corr = x_hat_cov / ( sqrt(x_hat_cov_diag[:, None] * x_hat_cov_diag[None, :]) + args.epsilon) x_hat_corr = np.tril(x_hat_corr, -1) x_hat_corr = np.max(np.abs(x_hat_corr), axis=1) x_hat_corr = x_hat_corr.reshape([args.L] * 2) energy_np = energy.cpu().numpy() energy_count = np.stack( np.unique(energy_np, return_counts=True)).T my_log( '\nsample\n{}\nx_hat\n{}\nlog_prob\n{}\nenergy\n{}\nloss\n{}\nx_hat_std\n{}\nx_hat_corr\n{}\nenergy_count\n{}\n' .format( sample[:args.print_sample, 0], x_hat[:args.print_sample, 0], log_prob[:args.print_sample], energy[:args.print_sample], loss[:args.print_sample], x_hat_std, x_hat_corr, energy_count, )) if args.print_grad: my_log('grad max_abs min_abs mean std') for name, param in named_params: if param.grad is not None: grad = param.grad grad_abs = torch.abs(grad) my_log('{} {:.3g} {:.3g} {:.3g} {:.3g}'.format( name, torch.max(grad_abs).item(), torch.min(grad_abs).item(), torch.mean(grad).item(), torch.std(grad).item(), )) else: my_log('{} None'.format(name)) my_log('')
print("epoch %d" % (epoch, )) run_epoch(x=xtr, split='train') loss = run_epoch( x=xva, split='test', upto=10) # run only a few batches for approximate test accuracy if loss < best_loss: epochs_no_improve = 0 best_loss = loss best_epoch = epoch params['best_epoch'] = epoch params['best_loss'] = loss save_dict_to_json_file(path + '.json', params) torch.save( { 'epoch': epoch, 'model_state_dict': model.state_dict(), 'optimizer_state_dict': opt.state_dict(), 'loss': loss }, path + ".tar") else: epochs_no_improve += 1 last_loss = loss if epochs_no_improve >= args.patience: print("Early Stopping: No improvement for %d epochs" % (args.patience)) break print("optimization done. full test set eval:") checkpoint = torch.load(path + ".tar") model.load_state_dict(checkpoint['model_state_dict'])