def _get_primary_net(self):
nwn = self.num_mlp_params
t = np.cast['int32'](0)
k = np.cast['int32'](0)
if self.dataset == 'mnist':
p_net = lasagne.layers.InputLayer([None, 1, 28, 28])
elif self.dataset == 'cifar10':
p_net = lasagne.layers.InputLayer([None, 3, 32, 32])
print p_net.output_shape
inputs = {p_net: self.input_var}
for ws, args in zip(self.weight_shapes, self.args):
num_param = np.prod(ws)
num_kernel = ws[1]
weight = self.kernel_weights[k:k + num_kernel, :]
weight = weight.dimshuffle(1,0).reshape(self.kernel_shape + \
(num_kernel,))
weight = weight.dimshuffle(0, 3, 1, 2)
num_filters = args[0]
filter_size = args[1]
stride = args[2]
pad = args[3]
nonl = args[4]
p_net = stochasticConv2DLayer([p_net, weight],
num_filters,
filter_size,
stride,
pad,
nonlinearity=nonl)
if args[5] == 'max':
p_net = lasagne.layers.MaxPool2DLayer(p_net, 2)
print p_net.output_shape
t += num_param
k += num_kernel
assert self.num_mlp_layers == 1
for layer in range(self.num_mlp_layers):
w_layer = lasagne.layers.InputLayer((None, self.num_hids))
weight = self.weights[:, t:t + self.num_hids].reshape(
(self.wd1, self.num_hids))
inputs[w_layer] = weight
p_net = stochasticDenseLayer2([p_net, w_layer],
self.num_hids,
nonlinearity=nonlinearities.rectify)
t += self.num_hids
w_layer = lasagne.layers.InputLayer((None, self.num_classes))
weight = self.weights[:, t:t + self.num_classes].reshape(
(self.wd1, self.num_classes))
inputs[w_layer] = weight
p_net = stochasticDenseLayer2([p_net, w_layer],
self.num_classes,
nonlinearity=nonlinearities.softmax)
y = T.clip(get_output(p_net, inputs), 0.001, 0.999) # stability
self.p_net = p_net
self.y = y
def _get_primary_net(self):
nc = self.num_classes
t = np.cast['int32'](0)
p_net = lasagne.layers.InputLayer([None, 1, 28, 28])
inputs = {p_net: self.input_var}
for ws, args in zip(self.weight_shapes, self.args):
num_param = np.prod(ws)
weight = self.weights[:, t:t + num_param].reshape(ws)
num_filters = args[0]
filter_size = args[1]
stride = args[2]
pad = args[3]
nonl = args[4]
p_net = stochasticConv2DLayer([p_net, weight],
num_filters,
filter_size,
stride,
pad,
nonlinearity=nonl)
print p_net.output_shape
t += num_param
w_layer = lasagne.layers.InputLayer((None, nc))
weight = self.weights[:, t:t + nc].reshape((self.wd1, nc))
inputs[w_layer] = weight
p_net = stochasticDenseLayer2([p_net, w_layer],
nc,
nonlinearity=nonlinearities.softmax)
y = T.clip(get_output(p_net, inputs), 0.001, 0.999) # stability
self.p_net = p_net
self.y = y
def _get_primary_net(self):
t = np.cast['int32'](0)
#p_net = lasagne.layers.InputLayer([None,784])
p_net = lasagne.layers.InputLayer([None, 4])
inputs = {p_net: self.input_var}
for ws in self.weight_shapes:
# using weightnorm reparameterization
# only need ws[1] parameters (for rescaling of the weight matrix)
num_param = ws[1]
w_layer = lasagne.layers.InputLayer((None, ws[1]))
weight = self.weights[:, t:t + num_param].reshape(
(self.wd1, ws[1]))
inputs[w_layer] = weight
p_net = stochasticDenseLayer2([p_net, w_layer], ws[1])
#p_net = ConvexBiasLayer([p_net,w_layer],ws[1])
print p_net.output_shape
t += num_param
p_net.nonlinearity = nonlinearities.linear
#p_net.nonlinearity = nonlinearities.softmax # replace the nonlinearity
# of the last layer
# with softmax for
# classification
y = get_output(p_net, inputs) # stability
self.p_net = p_net
self.y = y
def main():
"""
MNIST example
weight norm reparameterized MLP with prior on rescaling parameters
"""
import argparse
parser = argparse.ArgumentParser()
parser.add_argument('--perdatapoint', action='store_true')
parser.add_argument('--coupling', action='store_true')
parser.add_argument('--size', default=10000, type=int)
parser.add_argument('--lrdecay', action='store_true')
parser.add_argument('--lr0', default=0.1, type=float)
parser.add_argument('--lbda', default=0.01, type=float)
parser.add_argument('--bs', default=50, type=int)
args = parser.parse_args()
print args
perdatapoint = args.perdatapoint
coupling = 1 #args.coupling
lr0 = args.lr0
lrdecay = args.lrdecay
lbda = np.cast[floatX](args.lbda)
bs = args.bs
size = max(10, min(50000, args.size))
clip_grad = 100
max_norm = 100
# load dataset
filename = '/data/lisa/data/mnist.pkl.gz'
train_x, train_y, valid_x, valid_y, test_x, test_y = load_mnist(filename)
input_var = T.matrix('input_var')
target_var = T.matrix('target_var')
dataset_size = T.scalar('dataset_size')
lr = T.scalar('lr')
# 784 -> 20 -> 10
weight_shapes = [(784, 200), (200, 10)]
num_params = sum(ws[1] for ws in weight_shapes)
if perdatapoint:
wd1 = input_var.shape[0]
else:
wd1 = 1
# stochastic hypernet
ep = srng.normal(std=0.01, size=(wd1, num_params), dtype=floatX)
logdets_layers = []
h_layer = lasagne.layers.InputLayer([None, num_params])
layer_temp = LinearFlowLayer(h_layer)
h_layer = IndexLayer(layer_temp, 0)
logdets_layers.append(IndexLayer(layer_temp, 1))
if coupling:
layer_temp = CoupledDenseLayer(h_layer, 200)
h_layer = IndexLayer(layer_temp, 0)
logdets_layers.append(IndexLayer(layer_temp, 1))
h_layer = PermuteLayer(h_layer, num_params)
layer_temp = CoupledDenseLayer(h_layer, 200)
h_layer = IndexLayer(layer_temp, 0)
logdets_layers.append(IndexLayer(layer_temp, 1))
weights = lasagne.layers.get_output(h_layer, ep)
# primary net
t = np.cast['int32'](0)
layer = lasagne.layers.InputLayer([None, 784])
inputs = {layer: input_var}
for ws in weight_shapes:
num_param = ws[1]
w_layer = lasagne.layers.InputLayer((None, ws[1]))
weight = weights[:, t:t + num_param].reshape((wd1, ws[1]))
inputs[w_layer] = weight
layer = stochasticDenseLayer2([layer, w_layer], ws[1])
print layer.output_shape
t += num_param
layer.nonlinearity = nonlinearities.softmax
y = T.clip(get_output(layer, inputs), 0.001, 0.999) # stability
# loss terms
logdets = sum([get_output(logdet, ep) for logdet in logdets_layers])
logqw = -(0.5 *
(ep**2).sum(1) + 0.5 * T.log(2 * np.pi) * num_params + logdets)
#logpw = log_normal(weights,0.,-T.log(lbda)).sum(1)
logpw = log_stdnormal(weights).sum(1)
kl = (logqw - logpw).mean()
logpyx = -cc(y, target_var).mean()
loss = -(logpyx - kl / T.cast(dataset_size, floatX))
params = lasagne.layers.get_all_params([h_layer, layer])
grads = T.grad(loss, params)
mgrads = lasagne.updates.total_norm_constraint(grads, max_norm=max_norm)
cgrads = [T.clip(g, -clip_grad, clip_grad) for g in mgrads]
updates = lasagne.updates.adam(cgrads, params, learning_rate=lr)
train = theano.function([input_var, target_var, dataset_size, lr],
loss,
updates=updates)
predict = theano.function([input_var], y.argmax(1))
records = train_model(train, predict, train_x[:size], train_y[:size],
valid_x, valid_y, lr0, lrdecay, bs)
def main():
"""
MNIST example
weight norm reparameterized MLP with prior on rescaling parameters
"""
import argparse
parser = argparse.ArgumentParser()
parser.add_argument('--coupling', action='store_true')
parser.add_argument('--size', default=10000, type=int)
parser.add_argument('--lrdecay', action='store_true')
parser.add_argument('--lr0', default=0.1, type=float)
parser.add_argument('--lbda', default=0.01, type=float)
parser.add_argument('--bs', default=50, type=int)
args = parser.parse_args()
print args
coupling = args.coupling
lr0 = args.lr0
lrdecay = args.lrdecay
lbda = np.cast[floatX](args.lbda)
bs = args.bs
size = max(10, min(50000, args.size))
clip_grad = 5
max_norm = 10
# load dataset
filename = '/data/lisa/data/mnist.pkl.gz'
train_x, train_y, valid_x, valid_y, test_x, test_y = load_mnist(filename)
train_x = train_x.reshape(50000, 1, 28, 28)
valid_x = valid_x.reshape(10000, 1, 28, 28)
test_x = test_x.reshape(10000, 1, 28, 28)
input_var = T.tensor4('input_var')
target_var = T.matrix('target_var')
dataset_size = T.scalar('dataset_size')
lr = T.scalar('lr')
# 784 -> 20 -> 10
weight_shapes = [
(16, 1, 5, 5), # -> (None, 16, 14, 14)
(16, 16, 5, 5), # -> (None, 16, 7, 7)
(16, 16, 5, 5)
] # -> (None, 16, 4, 4)
num_params = sum(np.prod(ws) for ws in weight_shapes) + 10
wd1 = 1
# stochastic hypernet
ep = srng.normal(std=0.01, size=(wd1, num_params), dtype=floatX)
logdets_layers = []
h_layer = lasagne.layers.InputLayer([None, num_params])
layer_temp = LinearFlowLayer(h_layer)
h_layer = IndexLayer(layer_temp, 0)
logdets_layers.append(IndexLayer(layer_temp, 1))
if coupling:
layer_temp = CoupledDenseLayer(h_layer, 200)
h_layer = IndexLayer(layer_temp, 0)
logdets_layers.append(IndexLayer(layer_temp, 1))
h_layer = PermuteLayer(h_layer, num_params)
layer_temp = CoupledDenseLayer(h_layer, 200)
h_layer = IndexLayer(layer_temp, 0)
logdets_layers.append(IndexLayer(layer_temp, 1))
weights = lasagne.layers.get_output(h_layer, ep)
# primary net
t = np.cast['int32'](0)
layer = lasagne.layers.InputLayer([None, 1, 28, 28])
inputs = {layer: input_var}
for ws in weight_shapes:
num_param = np.prod(ws)
weight = weights[:, t:t + num_param].reshape(ws)
num_filters = ws[0]
filter_size = ws[2]
stride = 2
pad = 'same'
layer = stochasticConv2DLayer([layer, weight], num_filters,
filter_size, stride, pad)
print layer.output_shape
t += num_param
w_layer = lasagne.layers.InputLayer((None, 10))
weight = weights[:, t:t + 10].reshape((wd1, 10))
inputs[w_layer] = weight
layer = stochasticDenseLayer2([layer, w_layer],
10,
nonlinearity=nonlinearities.softmax)
y = T.clip(get_output(layer, inputs), 0.001, 0.999)
# loss terms
logdets = sum([get_output(logdet, ep) for logdet in logdets_layers])
logqw = -(0.5 *
(ep**2).sum(1) + 0.5 * T.log(2 * np.pi) * num_params + logdets)
logpw = log_normal(weights, 0., -T.log(lbda)).sum(1)
#logpw = log_stdnormal(weights).sum(1)
kl = (logqw - logpw).mean()
logpyx = -cc(y, target_var).mean()
loss = -(logpyx - kl / T.cast(dataset_size, floatX))
params = lasagne.layers.get_all_params([layer])[1:] # excluding rand state
grads = T.grad(loss, params)
mgrads = lasagne.updates.total_norm_constraint(grads, max_norm=max_norm)
cgrads = [T.clip(g, -clip_grad, clip_grad) for g in mgrads]
updates = lasagne.updates.adam(cgrads, params, learning_rate=lr)
train = theano.function([input_var, target_var, dataset_size, lr],
loss,
updates=updates)
predict = theano.function([input_var], y.argmax(1))
records = train_model(train, predict, train_x[:size], train_y[:size],
valid_x, valid_y, lr0, lrdecay, bs)
output_probs = theano.function([input_var], y)
MCt = np.zeros((100, 1000, 10))
MCv = np.zeros((100, 1000, 10))
for i in range(100):
MCt[i] = output_probs(train_x[:1000])
MCv[i] = output_probs(valid_x[:1000])
tr = np.equal(MCt.mean(0).argmax(-1), train_y[:1000].argmax(-1)).mean()
va = np.equal(MCv.mean(0).argmax(-1), valid_y[:1000].argmax(-1)).mean()
print "train perf=", tr
print "valid perf=", va
for ii in range(15):
print np.round(MCt[ii][0] * 1000)
weights = lasagne.layers.get_output(h_layer, ep)
# primary net
t = np.cast['int32'](0)
layer = lasagne.layers.InputLayer([None, 784])
inputs = {layer: input_var}
for ws in weight_shapes:
if model == 'weight_uncertainty':
num_param = np.prod(ws)
else:
num_param = ws[1]
w_layer = lasagne.layers.InputLayer((None, num_param))
# TODO: why is reshape needed??
weight = weights[:, t:t + num_param].reshape((wd1, num_param))
inputs[w_layer] = weight
layer = stochasticDenseLayer2([layer, w_layer], num_param)
print layer.output_shape
t += num_param
layer.nonlinearity = nonlinearities.softmax
y = get_output(layer, inputs)
y = T.clip(y, 0.001, 0.999) # stability
# loss terms
logdets = sum([get_output(logdet, ep) for logdet in logdets_layers])
logqw = -(0.5 * (ep**2).sum(1) + 0.5 * T.log(2 * np.pi) * num_params +
logdets)
#logpw = log_normal(weights,0.,-T.log(lbda)).sum(1)
logpw = log_stdnormal(weights).sum(1)
kl = (logqw - logpw).mean()
logpyx = -cc(y, target_var).mean()
weights = lasagne.layers.get_output(h_layer,ep)
# primary net
t = np.cast['int32'](0)
layer = lasagne.layers.InputLayer([None,784])
inputs = {layer:input_var}
for ws in weight_shapes:
if model == 'weight_uncertainty':
num_param = np.prod(ws)
else:
num_param = ws[1]
w_layer = lasagne.layers.InputLayer((None,num_param))
# TODO: why is reshape needed??
weight = weights[:,t:t+num_param].reshape((wd1,num_param))
inputs[w_layer] = weight
layer = stochasticDenseLayer2([layer,w_layer],num_param, nonlinearity=nonlinearity)
print layer.output_shape
t += num_param
layer.nonlinearity = nonlinearities.softmax
y = get_output(layer,inputs)
y = T.clip(y, 0.001, 0.999) # stability
# loss terms
logdets = sum([get_output(logdet,ep) for logdet in logdets_layers])
logqw = - (0.5*(ep**2).sum(1) + 0.5*T.log(2*np.pi)*num_params + logdets)
#logpw = log_normal(weights,0.,-T.log(lbda)).sum(1)
logpw = log_stdnormal(weights).sum(1)
kl = (logqw - logpw).mean()
logpyx = - cc(y,target_var).mean()
layer_temp = CoupledDenseLayer(h_layer, 200)
h_layer = IndexLayer(layer_temp, 0)
logdets_layers.append(IndexLayer(layer_temp, 1))
weights = lasagne.layers.get_output(h_layer, ep)
# primary net
t = np.cast['int32'](0)
layer = lasagne.layers.InputLayer([None, 784])
inputs = {layer: input_var}
for ws in weight_shapes:
num_param = ws[1]
w_layer = lasagne.layers.InputLayer((None, ws[1]))
weight = weights[:, t:t + num_param].reshape((wd1, ws[1]))
inputs[w_layer] = weight
layer = stochasticDenseLayer2([layer, w_layer], ws[1])
print layer.output_shape
t += num_param
layer.nonlinearity = nonlinearities.softmax
y = T.clip(get_output(layer, inputs), 0.001, 0.999) # stability
# loss terms
logdets = sum([get_output(logdet, ep) for logdet in logdets_layers])
logqw = -(0.5 *
(ep**2).sum(1) + 0.5 * T.log(2 * np.pi) * num_params + logdets)
#logpw = log_normal(weights,0.,-T.log(lbda)).sum(1)
logpw = log_stdnormal(weights).sum(1)
kl = (logqw - logpw).mean()
logpyx = -cc(y, target_var).mean()
loss = -(logpyx - kl / T.cast(dataset_size, floatX))
