n_tr = np.int(num_samp * .75)
x_train, y_train = X[:n_tr], Y[:n_tr]
x_test, y_test = X[n_tr:], Y[n_tr:]
## define DNN ##
depth = 3
activations = {'hidden': tf.math.sin, 'output': 'linear'}
droprate = .4
sin_init = lambda n: tf.random_uniform_initializer(minval=-tf.math.sqrt(6 / n),
maxval=tf.math.sqrt(6 / n))
kernel_initializers = {'hidden': sin_init, 'output': 'he_uniform'}
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
dnn = DNN(x_train.shape[1],
y_train.shape[1],
depth=depth,
droprate=droprate,
activations=activations,
kernel_initializers=kernel_initializers,
optimizer=optimizer)
f_name = 'dnn_' + algs[alg_no] + str(ensbl_sz) #+'_customloss'
try:
# dnn.model=load_model(os.path.join(folder,f_name+'.h5'))
# dnn.model=load_model(os.path.join(folder,f_name+'.h5'),custom_objects={'loss':None})
dnn.model.load_weights(os.path.join(folder, f_name + '.h5'))
print(f_name + ' has been loaded!')
except Exception as err:
print(err)
print('Train DNN...\n')
epochs = 200
patience = 0
import timeit
def main():
parser = argparse.ArgumentParser()
parser.add_argument('algNO', nargs='?', type=int, default=0)
parser.add_argument('emuNO', nargs='?', type=int, default=1)
parser.add_argument('aeNO', nargs='?', type=int, default=0)
parser.add_argument('num_samp', nargs='?', type=int, default=5000)
parser.add_argument('num_burnin', nargs='?', type=int, default=1000)
parser.add_argument('step_sizes',
nargs='?',
type=float,
default=[
.1, 1., .6, None, None
]) # AE [.1,1.,.6] # CAE [.1,.6,.3] # VAE [.3]
parser.add_argument('step_nums',
nargs='?',
type=int,
default=[1, 1, 5, 1, 5])
parser.add_argument('algs',
nargs='?',
type=str,
default=[
'DREAM' + a for a in ('pCN', 'infMALA', 'infHMC',
'infmMALA', 'infmHMC')
])
parser.add_argument('emus', nargs='?', type=str, default=['dnn', 'cnn'])
parser.add_argument('aes',
nargs='?',
type=str,
default=['ae', 'cae', 'vae'])
args = parser.parse_args()
##------ define the inverse elliptic problem ------##
# parameters for PDE model
nx = 40
ny = 40
# parameters for prior model
sigma = 1.25
s = 0.0625
# parameters for misfit model
SNR = 50 # 100
# define the inverse problem
elliptic = Elliptic(nx=nx, ny=ny, SNR=SNR, sigma=sigma, s=s)
# define the latent (coarser) inverse problem
nx = 10
ny = 10
obs, nzsd, loc = [
getattr(elliptic.misfit, i) for i in ('obs', 'nzsd', 'loc')
]
elliptic_latent = Elliptic(nx=nx,
ny=ny,
SNR=SNR,
obs=obs,
nzsd=nzsd,
loc=loc)
##------ define networks ------##
# training data algorithms
algs = ['EKI', 'EKS']
num_algs = len(algs)
alg_no = 1
# load data
ensbl_sz = 500
folder = './analysis_f_SNR' + str(SNR)
if not os.path.exists(folder): os.makedirs(folder)
##---- EMULATOR ----##
# prepare for training data
if args.emus[args.emuNO] == 'dnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XY.npz'))
X = loaded['X']
Y = loaded['Y']
elif args.emus[args.emuNO] == 'cnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XimgY.npz'))
X = loaded['X']
Y = loaded['Y']
X = X[:, :, :, None]
num_samp = X.shape[0]
# n_tr=np.int(num_samp*.75)
# x_train,y_train=X[:n_tr],Y[:n_tr]
# x_test,y_test=X[n_tr:],Y[n_tr:]
tr_idx = np.random.choice(num_samp,
size=np.floor(.75 * num_samp).astype('int'),
replace=False)
te_idx = np.setdiff1d(np.arange(num_samp), tr_idx)
x_train, x_test = X[tr_idx], X[te_idx]
y_train, y_test = Y[tr_idx], Y[te_idx]
# define emulator
if args.emus[args.emuNO] == 'dnn':
depth = 3
activations = {'hidden': 'softplus', 'output': 'linear'}
droprate = .4
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
emulator = DNN(x_train.shape[1],
y_train.shape[1],
depth=depth,
droprate=droprate,
activations=activations,
optimizer=optimizer)
elif args.emus[args.emuNO] == 'cnn':
num_filters = [16, 8, 8]
activations = {
'conv': 'softplus',
'latent': 'softmax',
'output': 'linear'
}
latent_dim = 256
droprate = .5
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
emulator = CNN(x_train.shape[1:],
y_train.shape[1],
num_filters=num_filters,
latent_dim=latent_dim,
droprate=droprate,
activations=activations,
optimizer=optimizer)
f_name = args.emus[args.emuNO] + '_' + algs[alg_no] + str(ensbl_sz)
# load emulator
try:
emulator.model = load_model(os.path.join(folder, f_name + '.h5'),
custom_objects={'loss': None})
print(f_name + ' has been loaded!')
except:
try:
emulator.model.load_weights(os.path.join(folder, f_name + '.h5'))
print(f_name + ' has been loaded!')
except:
print('\nNo emulator found. Training {}...\n'.format(
args.emus[args.emuNO]))
epochs = 200
patience = 0
emulator.train(x_train,
y_train,
x_test=x_test,
y_test=y_test,
epochs=epochs,
batch_size=64,
verbose=1,
patience=patience)
# save emulator
try:
emulator.model.save(os.path.join(folder, f_name + '.h5'))
except:
emulator.model.save_weights(
os.path.join(folder, f_name + '.h5'))
##---- AUTOENCODER ----##
# prepare for training data
if 'c' in args.aes[args.aeNO]:
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XimgY.npz'))
X = loaded['X']
X = X[:, :-1, :-1, None]
else:
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_X.npz'))
X = loaded['X']
num_samp = X.shape[0]
# n_tr=np.int(num_samp*.75)
# x_train=X[:n_tr]
# x_test=X[n_tr:]
tr_idx = np.random.choice(num_samp,
size=np.floor(.75 * num_samp).astype('int'),
replace=False)
te_idx = np.setdiff1d(np.arange(num_samp), tr_idx)
x_train, x_test = X[tr_idx], X[te_idx]
# define autoencoder
if args.aes[args.aeNO] == 'ae':
half_depth = 3
latent_dim = elliptic_latent.pde.V.dim()
droprate = 0.
# activation='linear'
activation = tf.keras.layers.LeakyReLU(alpha=2.00)
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001, amsgrad=True)
lambda_ = 0.
autoencoder = AutoEncoder(x_train.shape[1],
half_depth=half_depth,
latent_dim=latent_dim,
droprate=droprate,
activation=activation,
optimizer=optimizer)
elif args.aes[args.aeNO] == 'cae':
num_filters = [16, 8]
latent_dim = elliptic_latent.prior.dim
# activations={'conv':tf.keras.layers.LeakyReLU(alpha=0.1),'latent':None} # [16,1]
activations = {'conv': 'elu', 'latent': 'linear'}
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
autoencoder = ConvAutoEncoder(x_train.shape[1:],
num_filters=num_filters,
latent_dim=latent_dim,
activations=activations,
optimizer=optimizer)
elif args.aes[args.aeNO] == 'vae':
half_depth = 5
latent_dim = elliptic_latent.pde.V.dim()
repatr_out = False
beta = 1.
activation = 'elu'
# activation=tf.keras.layers.LeakyReLU(alpha=0.01)
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001, amsgrad=True)
autoencoder = VAE(x_train.shape[1],
half_depth=half_depth,
latent_dim=latent_dim,
repatr_out=repatr_out,
activation=activation,
optimizer=optimizer,
beta=beta)
f_name = [
args.aes[args.aeNO] + '_' + i + '_' + algs[alg_no] + str(ensbl_sz)
for i in ('fullmodel', 'encoder', 'decoder')
]
# load autoencoder
try:
autoencoder.model = load_model(os.path.join(folder, f_name[0] + '.h5'),
custom_objects={'loss': None})
print(f_name[0] + ' has been loaded!')
autoencoder.encoder = load_model(os.path.join(folder,
f_name[1] + '.h5'),
custom_objects={'loss': None})
print(f_name[1] + ' has been loaded!')
autoencoder.decoder = load_model(os.path.join(folder,
f_name[2] + '.h5'),
custom_objects={'loss': None})
print(f_name[2] + ' has been loaded!')
except:
print('\nNo autoencoder found. Training {}...\n'.format(
args.aes[args.aeNO]))
epochs = 200
patience = 0
noise = 0.2
kwargs = {'patience': patience}
if args.aes[args.aeNO] == 'ae' and noise: kwargs['noise'] = noise
autoencoder.train(x_train,
x_test=x_test,
epochs=epochs,
batch_size=64,
verbose=1,
**kwargs)
# save autoencoder
autoencoder.model.save(os.path.join(folder, f_name[0] + '.h5'))
autoencoder.encoder.save(os.path.join(folder, f_name[1] + '.h5'))
autoencoder.decoder.save(os.path.join(folder, f_name[2] + '.h5'))
##------ define MCMC ------##
# initialization
# unknown=elliptic_latent.prior.sample(whiten=False)
unknown = elliptic_latent.prior.gen_vector()
# run MCMC to generate samples
print("Preparing %s sampler with step size %g for %d step(s)..." %
(args.algs[args.algNO], args.step_sizes[args.algNO],
args.step_nums[args.algNO]))
emul_geom = lambda q, geom_ord=[
0
], whitened=False, **kwargs: geom_emul.geom(q, elliptic, emulator,
geom_ord, whitened, **kwargs)
latent_geom = lambda q, geom_ord=[0], whitened=False, **kwargs: geom(
q,
elliptic_latent.pde.V,
elliptic.pde.V,
autoencoder,
geom_ord,
whitened,
emul_geom=emul_geom,
bip_lat=elliptic_latent,
bip=elliptic,
**kwargs)
dream = DREAM(
unknown,
elliptic_latent,
latent_geom,
args.step_sizes[args.algNO],
args.step_nums[args.algNO],
args.algs[args.algNO],
whitened=False,
log_wts=False
) #,AE=autoencoder)#,k=5,bip_lat=elliptic_latent) # uncomment for manifold algorithms
mc_fun = dream.sample
mc_args = (args.num_samp, args.num_burnin)
mc_fun(*mc_args)
# append PDE information including the count of solving
filename_ = os.path.join(dream.savepath, dream.filename + '.pckl')
filename = os.path.join(dream.savepath, 'Elliptic_' + dream.filename +
'_' + args.emus[args.emuNO] + '_' +
args.aes[args.aeNO] + '.pckl') # change filename
os.rename(filename_, filename)
f = open(filename, 'ab')
# soln_count=[elliptic.soln_count,elliptic.pde.soln_count]
soln_count = elliptic.pde.soln_count
pickle.dump([nx, ny, sigma, s, SNR, soln_count, args], f)
f.close()
te_idx=np.setdiff1d(np.arange(num_samp),tr_idx)
x_train,x_test=X[tr_idx],X[te_idx]
y_train,y_test=Y[tr_idx],Y[te_idx]
# define DNN
depth=3
# node_sizes=[lin.input_dim,8,16,32,64,lin.output_dim]
# activations={'hidden':tf.keras.layers.LeakyReLU(alpha=0.01),'output':'linear'}
# activations={'hidden':tf.math.sin,'output':'linear'}
activations={'hidden':'softplus','output':'linear'}
droprate=0.
# sin_init=lambda n:tf.random_uniform_initializer(minval=-tf.math.sqrt(6/n), maxval=tf.math.sqrt(6/n))
# kernel_initializers={'hidden':'he_uniform','output':'he_uniform'}
optimizer=tf.keras.optimizers.Adam(learning_rate=0.001)
# optimizer=tf.keras.optimizers.Adagrad(learning_rate=0.001)
dnn=DNN(x_train.shape[1], y_train.shape[1], depth=depth, droprate=droprate,
activations=activations, optimizer=optimizer)
# loglik = lambda y: lin.logpdf(y)[0]
loglik = lambda y: -0.5*tf.math.reduce_sum((y-lin.y[None,:])**2/lin.nz_var[None,:],axis=1)
# custom_loss = lambda y_true, y_pred: [tf.square(loglik(y_true)-loglik(y_pred)), (y_true-y_pred)/lin.nz_var[None,:]]
# dnn=DNN(x_train.shape[1], y_train.shape[1], depth=depth, droprate=droprate,
# activations=activations, kernel_initializers=kernel_initializers, optimizer=optimizer, loss=custom_loss)
folder='./train_NN/DNN/saved_model'
if not os.path.exists(folder): os.makedirs(folder)
import time
ctime=time.strftime("%Y-%m-%d-%H-%M-%S")
f_name='dnn_'+algs[alg_no]+str(ensbl_sz)+'-'+ctime
try:
# dnn.model=load_model(os.path.join(folder,f_name+'.h5'))
# dnn.model=load_model(os.path.join(folder,f_name+'.h5'),custom_objects={'loss':None})
dnn.model.load_weights(os.path.join(folder,f_name+'.h5'))
print(f_name+' has been loaded!')
def main():
parser = argparse.ArgumentParser()
parser.add_argument('algNO', nargs='?', type=int, default=2)
parser.add_argument('emuNO', nargs='?', type=int, default=0)
parser.add_argument('num_samp', nargs='?', type=int, default=10000)
parser.add_argument('num_burnin', nargs='?', type=int, default=10000)
parser.add_argument('step_sizes',
nargs='?',
type=float,
default=[.01, .02, .02, None, None])
parser.add_argument('step_nums',
nargs='?',
type=int,
default=[1, 1, 5, 1, 5])
parser.add_argument('algs',
nargs='?',
type=str,
default=[
'e' + a for a in ('pCN', 'infMALA', 'infHMC',
'DRinfmMALA', 'DRinfmHMC')
])
parser.add_argument('emus', nargs='?', type=str, default=['dnn', 'cnn'])
args = parser.parse_args()
##------ define the BBD inverse problem ------##
# set up
try:
with open('./result/BBD.pickle', 'rb') as f:
[nz_var, pr_cov, A, true_input, y] = pickle.load(f)
print('Data loaded!\n')
kwargs = {'true_input': true_input, 'A': A, 'y': y}
except:
print('No data found. Generate new data...\n')
d = 4
m = 100
nz_var = 1
pr_cov = 1
true_input = np.random.randint(d, size=d)
A = np.random.rand(m, d)
kwargs = {'true_input': true_input, 'A': A}
bbd = BBD(nz_var=nz_var, pr_cov=pr_cov, **kwargs)
y = bbd.y
bbd.prior = {
'mean': np.zeros(bbd.input_dim),
'cov': np.diag(bbd.pr_cov) if np.ndim(bbd.pr_cov) == 1 else bbd.pr_cov,
'sample': bbd.sample
}
##------ define networks ------##
# training data algorithms
algs = ['EKI', 'EKS']
num_algs = len(algs)
alg_no = 1
# load data
ensbl_sz = 100
folder = './train_NN'
##---- EMULATOR ----##
# prepare for training data
if args.emus[args.emuNO] == 'dnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XY.npz'))
X = loaded['X']
Y = loaded['Y']
elif args.emus[args.emuNO] == 'cnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XimgY.npz'))
X = loaded['X']
Y = loaded['Y']
X = X[:, :, :, None]
num_samp = X.shape[0]
# n_tr=np.int(num_samp*.75)
# x_train,y_train=X[:n_tr],Y[:n_tr]
# x_test,y_test=X[n_tr:],Y[n_tr:]
tr_idx = np.random.choice(num_samp,
size=np.floor(.75 * num_samp).astype('int'),
replace=False)
te_idx = np.setdiff1d(np.arange(num_samp), tr_idx)
x_train, x_test = X[tr_idx], X[te_idx]
y_train, y_test = Y[tr_idx], Y[te_idx]
# define emulator
if args.emus[args.emuNO] == 'dnn':
depth = 5
activations = {'hidden': 'softplus', 'output': 'linear'}
droprate = 0.
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
emulator = DNN(x_train.shape[1],
y_train.shape[1],
depth=depth,
droprate=droprate,
activations=activations,
optimizer=optimizer)
elif args.emus[args.emuNO] == 'cnn':
num_filters = [16, 8, 8]
activations = {
'conv': 'softplus',
'latent': 'softmax',
'output': 'linear'
}
latent_dim = 256
droprate = .5
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
emulator = CNN(x_train.shape[1:],
y_train.shape[1],
num_filters=num_filters,
latent_dim=latent_dim,
droprate=droprate,
activations=activations,
optimizer=optimizer)
f_name = args.emus[args.emuNO] + '_' + algs[alg_no] + str(ensbl_sz)
# load emulator
try:
emulator.model = load_model(os.path.join(folder, f_name + '.h5'),
custom_objects={'loss': None})
print(f_name + ' has been loaded!')
except:
try:
emulator.model.load_weights(os.path.join(folder, f_name + '.h5'))
print(f_name + ' has been loaded!')
except:
print('\nNo emulator found. Training {}...\n'.format(
args.emus[args.emuNO]))
epochs = 1000
patience = 10
emulator.train(x_train,
y_train,
x_test=x_test,
y_test=y_test,
epochs=epochs,
batch_size=64,
verbose=1,
patience=patience)
# save emulator
try:
emulator.model.save(os.path.join(folder, f_name + '.h5'))
except:
emulator.model.save_weights(
os.path.join(folder, f_name + '.h5'))
# initialization
u0 = bbd.sample()
emul_geom = lambda q, geom_ord=[0], whitened=False, **kwargs: geom(
q, bbd, emulator, geom_ord, whitened, **kwargs)
# run MCMC to generate samples
print("Preparing %s sampler with step size %g for %d step(s)..." %
(args.algs[args.algNO], args.step_sizes[args.algNO],
args.step_nums[args.algNO]))
e_infGMC = einfGMC(
u0, bbd, emul_geom, args.step_sizes[args.algNO],
args.step_nums[args.algNO],
args.algs[args.algNO]) #,k=5) # uncomment for manifold algorithms
mc_fun = e_infGMC.sample
mc_args = (args.num_samp, args.num_burnin)
mc_fun(*mc_args)
# append PDE information including the count of solving
filename_ = os.path.join(e_infGMC.savepath, e_infGMC.filename + '.pckl')
filename = os.path.join(e_infGMC.savepath,
'BBD_' + e_infGMC.filename + '_' +
args.emus[args.emuNO] + '.pckl') # change filename
os.rename(filename_, filename)
f = open(filename, 'ab')
pickle.dump([nz_var, pr_cov, A, true_input, y, args], f)
f.close()
def main():
parser = argparse.ArgumentParser()
parser.add_argument('algNO', nargs='?', type=int, default=2)
parser.add_argument('emuNO', nargs='?', type=int, default=1)
parser.add_argument('num_samp', nargs='?', type=int, default=5000)
parser.add_argument('num_burnin', nargs='?', type=int, default=1000)
parser.add_argument('step_sizes',
nargs='?',
type=float,
default=[2e-3, 8e-3, 8e-3, None,
None]) # DNN: 1e-2, 1e-2, 1e-2; CNN:
parser.add_argument('step_nums',
nargs='?',
type=int,
default=[1, 1, 5, 1, 5])
parser.add_argument('algs',
nargs='?',
type=str,
default=[
'e' + a for a in ('pCN', 'infMALA', 'infHMC',
'DRinfmMALA', 'DRinfmHMC')
])
parser.add_argument('emus', nargs='?', type=str, default=['dnn', 'cnn'])
args = parser.parse_args()
##------ define the inverse problem ------##
## define the Advection-Diffusion invese problem ##
# mesh = df.Mesh('ad_10k.xml')
meshsz = (61, 61)
eldeg = 1
gamma = 2.
delta = 10.
rel_noise = .5
nref = 1
adif = advdiff(mesh=meshsz,
eldeg=eldeg,
gamma=gamma,
delta=delta,
rel_noise=rel_noise,
nref=nref,
seed=seed)
adif.prior.V = adif.prior.Vh
adif.misfit.obs = np.array([dat.get_local()
for dat in adif.misfit.d.data]).flatten()
##------ define networks ------##
# training data algorithms
algs = ['EKI', 'EKS']
num_algs = len(algs)
alg_no = 1
# load data
ensbl_sz = 500
folder = './train_NN_eldeg' + str(eldeg)
##---- EMULATOR ----##
# prepare for training data
if args.emus[args.emuNO] == 'dnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XY.npz'))
X = loaded['X']
Y = loaded['Y']
elif args.emus[args.emuNO] == 'cnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XimgY.npz'))
X = loaded['X']
Y = loaded['Y']
X = X[:, :, :, None]
num_samp = X.shape[0]
# n_tr=np.int(num_samp*.75)
# x_train,y_train=X[:n_tr],Y[:n_tr]
# x_test,y_test=X[n_tr:],Y[n_tr:]
tr_idx = np.random.choice(num_samp,
size=np.floor(.75 * num_samp).astype('int'),
replace=False)
te_idx = np.setdiff1d(np.arange(num_samp), tr_idx)
x_train, x_test = X[tr_idx], X[te_idx]
y_train, y_test = Y[tr_idx], Y[te_idx]
# define emulator
if args.emus[args.emuNO] == 'dnn':
depth = 5
activations = {
'hidden': tf.keras.layers.LeakyReLU(alpha=.01),
'output': 'linear'
}
droprate = 0.25
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001, amsgrad=True)
emulator = DNN(x_train.shape[1],
y_train.shape[1],
depth=depth,
droprate=droprate,
activations=activations,
optimizer=optimizer)
elif args.emus[args.emuNO] == 'cnn':
num_filters = [16, 8, 4]
activations = {
'conv': tf.keras.layers.LeakyReLU(alpha=0.2),
'latent': tf.keras.layers.PReLU(),
'output': 'linear'
}
latent_dim = 1024
droprate = .5
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001, amsgrad=True)
emulator = CNN(x_train.shape[1:],
y_train.shape[1],
num_filters=num_filters,
latent_dim=latent_dim,
droprate=droprate,
activations=activations,
optimizer=optimizer)
f_name = args.emus[args.emuNO] + '_' + algs[alg_no] + str(ensbl_sz)
# load emulator
try:
emulator.model = load_model(os.path.join(folder, f_name + '.h5'),
custom_objects={'loss': None})
print(f_name + ' has been loaded!')
except:
try:
emulator.model.load_weights(os.path.join(folder, f_name + '.h5'))
print(f_name + ' has been loaded!')
except:
print('\nNo emulator found. Training {}...\n'.format(
args.emus[args.emuNO]))
epochs = 200
patience = 0
emulator.train(x_train,
y_train,
x_test=x_test,
y_test=y_test,
epochs=epochs,
batch_size=64,
verbose=1,
patience=patience)
# save emulator
try:
emulator.model.save(os.path.join(folder, f_name + '.h5'))
except:
emulator.model.save_weights(
os.path.join(folder, f_name + '.h5'))
# initialization
u0 = adif.prior.sample(whiten=False)
emul_geom = lambda q, geom_ord=[0], whitened=False, **kwargs: geom(
q, adif, emulator, geom_ord, whitened, **kwargs)
# run MCMC to generate samples
print("Preparing %s sampler with step size %g for %d step(s)..." %
(args.algs[args.algNO], args.step_sizes[args.algNO],
args.step_nums[args.algNO]))
e_infGMC = einfGMC(
u0, adif, emul_geom, args.step_sizes[args.algNO],
args.step_nums[args.algNO],
args.algs[args.algNO]) #,k=5) # uncomment for manifold algorithms
mc_fun = e_infGMC.sample
mc_args = (args.num_samp, args.num_burnin)
mc_fun(*mc_args)
# append PDE information including the count of solving
filename_ = os.path.join(e_infGMC.savepath, e_infGMC.filename + '.pckl')
filename = os.path.join(e_infGMC.savepath,
'AdvDiff_' + e_infGMC.filename + '_' +
args.emus[args.emuNO] + '.pckl') # change filename
os.rename(filename_, filename)
f = open(filename, 'ab')
soln_count = adif.pde.soln_count
pickle.dump([meshsz, rel_noise, nref, soln_count, args], f)
f.close()
def main():
parser = argparse.ArgumentParser()
parser.add_argument('algNO', nargs='?', type=int, default=0)
parser.add_argument('emuNO', nargs='?', type=int, default=1)
parser.add_argument('num_samp', nargs='?', type=int, default=5000)
parser.add_argument('num_burnin', nargs='?', type=int, default=1000)
parser.add_argument('step_sizes',
nargs='?',
type=float,
default=[.05, .15, .1, None, None])
parser.add_argument('step_nums',
nargs='?',
type=int,
default=[1, 1, 5, 1, 5])
parser.add_argument('algs',
nargs='?',
type=str,
default=[
'e' + a for a in ('pCN', 'infMALA', 'infHMC',
'DRinfmMALA', 'DRinfmHMC')
])
parser.add_argument('emus', nargs='?', type=str, default=['dnn', 'cnn'])
args = parser.parse_args()
##------ define the inverse elliptic problem ------##
# parameters for PDE model
nx = 40
ny = 40
# parameters for prior model
sigma = 1.25
s = 0.0625
# parameters for misfit model
SNR = 50 # 100
# define the inverse problem
elliptic = Elliptic(nx=nx, ny=ny, SNR=SNR, sigma=sigma, s=s)
##------ define networks ------##
# training data algorithms
algs = ['EKI', 'EKS']
num_algs = len(algs)
alg_no = 1
# load data
ensbl_sz = 500
folder = './analysis_f_SNR' + str(SNR)
##---- EMULATOR ----##
# prepare for training data
if args.emus[args.emuNO] == 'dnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XY.npz'))
X = loaded['X']
Y = loaded['Y']
elif args.emus[args.emuNO] == 'cnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XimgY.npz'))
X = loaded['X']
Y = loaded['Y']
X = X[:, :, :, None]
num_samp = X.shape[0]
# n_tr=np.int(num_samp*.75)
# x_train,y_train=X[:n_tr],Y[:n_tr]
# x_test,y_test=X[n_tr:],Y[n_tr:]
tr_idx = np.random.choice(num_samp,
size=np.floor(.75 * num_samp).astype('int'),
replace=False)
te_idx = np.setdiff1d(np.arange(num_samp), tr_idx)
x_train, x_test = X[tr_idx], X[te_idx]
y_train, y_test = Y[tr_idx], Y[te_idx]
# define emulator
if args.emus[args.emuNO] == 'dnn':
depth = 3
activations = {'hidden': 'softplus', 'output': 'linear'}
droprate = .4
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
emulator = DNN(x_train.shape[1],
y_train.shape[1],
depth=depth,
droprate=droprate,
activations=activations,
optimizer=optimizer)
elif args.emus[args.emuNO] == 'cnn':
num_filters = [16, 8, 8]
activations = {
'conv': 'softplus',
'latent': 'softmax',
'output': 'linear'
}
latent_dim = 256
droprate = .5
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
emulator = CNN(x_train.shape[1:],
y_train.shape[1],
num_filters=num_filters,
latent_dim=latent_dim,
droprate=droprate,
activations=activations,
optimizer=optimizer)
f_name = args.emus[args.emuNO] + '_' + algs[alg_no] + str(ensbl_sz)
# load emulator
try:
emulator.model = load_model(os.path.join(folder, f_name + '.h5'),
custom_objects={'loss': None})
print(f_name + ' has been loaded!')
except:
try:
emulator.model.load_weights(os.path.join(folder, f_name + '.h5'))
print(f_name + ' has been loaded!')
except:
print('\nNo emulator found. Training {}...\n'.format(
args.emus[args.emuNO]))
epochs = 200
patience = 0
emulator.train(x_train,
y_train,
x_test=x_test,
y_test=y_test,
epochs=epochs,
batch_size=64,
verbose=1,
patience=patience)
# save emulator
try:
emulator.model.save(os.path.join(folder, f_name + '.h5'))
except:
emulator.model.save_weights(
os.path.join(folder, f_name + '.h5'))
# initialization
# unknown=elliptic.prior.sample(whiten=False)
unknown = elliptic.prior.gen_vector()
# run MCMC to generate samples
print("Preparing %s sampler with step size %g for %d step(s)..." %
(args.algs[args.algNO], args.step_sizes[args.algNO],
args.step_nums[args.algNO]))
emul_geom = lambda q, geom_ord=[0], whitened=False, **kwargs: geom(
q, elliptic, emulator, geom_ord, whitened, **kwargs)
e_infGMC = einfGMC(
unknown, elliptic, emul_geom, args.step_sizes[args.algNO],
args.step_nums[args.algNO],
args.algs[args.algNO]) #,k=5) # uncomment for manifold algorithms
mc_fun = e_infGMC.sample
mc_args = (args.num_samp, args.num_burnin)
mc_fun(*mc_args)
# append PDE information including the count of solving
filename_ = os.path.join(e_infGMC.savepath, e_infGMC.filename + '.pckl')
filename = os.path.join(e_infGMC.savepath,
'Elliptic_' + e_infGMC.filename + '_' +
args.emus[args.emuNO] + '.pckl') # change filename
os.rename(filename_, filename)
f = open(filename, 'ab')
# soln_count=[elliptic.soln_count,elliptic.pde.soln_count]
soln_count = elliptic.pde.soln_count
pickle.dump([nx, ny, sigma, s, SNR, soln_count, args], f)
f.close()
# load data for GP and DNN
loaded=np.load(file=os.path.join(folder,algs[alg_no]+'_ensbl'+str(ensbl_sz)+'_training_XY.npz'))
X=loaded['X']
Y=loaded['Y']
# define GP
latent_dim=Y.shape[1]
kernel=gpf.kernels.SquaredExponential(lengthscales=np.random.rand(X.shape[1])) + gpf.kernels.Linear()
gp=GP(X.shape[1], Y.shape[1], latent_dim=latent_dim, kernel=kernel)
# define DNN
depth=3
activations={'hidden':'softplus','output':'linear'}
droprate=0.
optimizer=tf.keras.optimizers.Adam(learning_rate=0.001)
dnn=DNN(X.shape[1], Y.shape[1], depth=depth, droprate=droprate,
activations=activations, optimizer=optimizer)
# split train/test
num_samp=X.shape[0]
folder = './analysis'
try:
with open(os.path.join(folder,'compare_gp_dnn_cnn.pckl'),'rb') as f:
fun_errors,grad_errors,train_times,test_times=pickle.load(f)
print('Comparison results loaded!')
except:
print('Obtaining comparison results...\n')
for s in range(n_seed):
np.random.seed(seeds[s])
tf.random.set_seed(seeds[s])
prng=np.random.RandomState(seeds[s])
def main():
parser = argparse.ArgumentParser()
parser.add_argument('algNO', nargs='?', type=int, default=0)
parser.add_argument('emuNO', nargs='?', type=int, default=0)
parser.add_argument('aeNO', nargs='?', type=int, default=0)
parser.add_argument('num_samp', nargs='?', type=int, default=10000)
parser.add_argument('num_burnin', nargs='?', type=int, default=10000)
parser.add_argument('step_sizes',
nargs='?',
type=float,
default=[.01, .005, .005, None,
None]) # AE [.01,.005,.01]
parser.add_argument('step_nums',
nargs='?',
type=int,
default=[1, 1, 5, 1, 5])
parser.add_argument('algs',
nargs='?',
type=str,
default=[
'DREAM' + a for a in ('pCN', 'infMALA', 'infHMC',
'infmMALA', 'infmHMC')
])
parser.add_argument('emus', nargs='?', type=str, default=['dnn', 'cnn'])
parser.add_argument('aes',
nargs='?',
type=str,
default=['ae', 'cae', 'vae'])
args = parser.parse_args()
##------ define the linear-Gaussian inverse problem ------##
# set up
d = 3
m = 100
try:
with open('./result/lin.pickle', 'rb') as f:
[nz_var, pr_cov, A, true_input, y] = pickle.load(f)
print('Data loaded!\n')
kwargs = {'true_input': true_input, 'A': A, 'y': y}
except:
print('No data found. Generate new data...\n')
nz_var = .1
pr_cov = 1.
true_input = np.arange(-np.floor(d / 2), np.ceil(d / 2))
A = np.random.rand(m, d)
kwargs = {'true_input': true_input, 'A': A}
lin = LiN(d, m, nz_var=nz_var, pr_cov=pr_cov, **kwargs)
y = lin.y
lin.prior = {
'mean': np.zeros(lin.input_dim),
'cov': np.diag(lin.pr_cov) if np.ndim(lin.pr_cov) == 1 else lin.pr_cov,
'sample': lin.sample
}
# set up latent
latent_dim = 2
class LiN_lat:
def __init__(self, input_dim):
self.input_dim = input_dim
def sample(self, num_samp=1):
samp = np.random.randn(num_samp, self.input_dim)
return np.squeeze(samp)
lin_latent = LiN_lat(latent_dim)
lin_latent.prior = {
'mean': np.zeros(lin_latent.input_dim),
'cov': np.eye(lin_latent.input_dim),
'sample': lin_latent.sample
}
# lin_latent=LiN(latent_dim,lin.output_dim,nz_var=nz_var,pr_cov=pr_cov)
# lin_latent.prior={'mean':np.zeros(lin_latent.input_dim),'cov':np.diag(lin_latent.pr_cov) if np.ndim(lin_latent.pr_cov)==1 else lin_latent.pr_cov,'sample':lin_latent.sample}
##------ define networks ------##
# training data algorithms
algs = ['EKI', 'EKS']
num_algs = len(algs)
alg_no = 1
# load data
ensbl_sz = 100
folder = './train_NN'
# if not os.path.exists(folder): os.makedirs(folder)
##---- EMULATOR ----##
# prepare for training data
if args.emus[args.emuNO] == 'dnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XY.npz'))
X = loaded['X']
Y = loaded['Y']
elif args.emus[args.emuNO] == 'cnn':
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XimgY.npz'))
X = loaded['X']
Y = loaded['Y']
X = X[:, :, :, None]
num_samp = X.shape[0]
# n_tr=np.int(num_samp*.75)
# x_train,y_train=X[:n_tr],Y[:n_tr]
# x_test,y_test=X[n_tr:],Y[n_tr:]
tr_idx = np.random.choice(num_samp,
size=np.floor(.75 * num_samp).astype('int'),
replace=False)
te_idx = np.setdiff1d(np.arange(num_samp), tr_idx)
x_train, x_test = X[tr_idx], X[te_idx]
y_train, y_test = Y[tr_idx], Y[te_idx]
# define emulator
if args.emus[args.emuNO] == 'dnn':
depth = 3
activations = {'hidden': 'softplus', 'output': 'linear'}
droprate = 0.
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
emulator = DNN(x_train.shape[1],
y_train.shape[1],
depth=depth,
droprate=droprate,
activations=activations,
optimizer=optimizer)
elif args.emus[args.emuNO] == 'cnn':
num_filters = [16, 8, 8]
activations = {
'conv': 'softplus',
'latent': 'softmax',
'output': 'linear'
}
latent_dim = 256
droprate = .5
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
emulator = CNN(x_train.shape[1:],
y_train.shape[1],
num_filters=num_filters,
latent_dim=latent_dim,
droprate=droprate,
activations=activations,
optimizer=optimizer)
f_name = args.emus[args.emuNO] + '_' + algs[alg_no] + str(ensbl_sz)
# load emulator
try:
emulator.model = load_model(os.path.join(folder, f_name + '.h5'),
custom_objects={'loss': None})
print(f_name + ' has been loaded!')
except:
try:
emulator.model.load_weights(os.path.join(folder, f_name + '.h5'))
print(f_name + ' has been loaded!')
except:
print('\nNo emulator found. Training {}...\n'.format(
args.emus[args.emuNO]))
epochs = 1000
patience = 10
emulator.train(x_train,
y_train,
x_test=x_test,
y_test=y_test,
epochs=epochs,
batch_size=64,
verbose=1,
patience=patience)
# save emulator
try:
emulator.model.save(os.path.join(folder, f_name + '.h5'))
except:
emulator.model.save_weights(
os.path.join(folder, f_name + '.h5'))
##---- AUTOENCODER ----##
# prepare for training data
if 'c' in args.aes[args.aeNO]:
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_XimgY.npz'))
X = loaded['X']
X = X[:, :-1, :-1, None]
else:
loaded = np.load(file=os.path.join(
folder, algs[alg_no] + '_ensbl' + str(ensbl_sz) +
'_training_X.npz'))
X = loaded['X']
num_samp = X.shape[0]
# n_tr=np.int(num_samp*.75)
# x_train=X[:n_tr]
# x_test=X[n_tr:]
tr_idx = np.random.choice(num_samp,
size=np.floor(.75 * num_samp).astype('int'),
replace=False)
te_idx = np.setdiff1d(np.arange(num_samp), tr_idx)
x_train, x_test = X[tr_idx], X[te_idx]
# define autoencoder
if args.aes[args.aeNO] == 'ae':
half_depth = 2
latent_dim = 2
droprate = 0.
# activation='linear'
activation = tf.keras.layers.LeakyReLU(alpha=2.)
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001, amsgrad=True)
lambda_ = 0.
autoencoder = AutoEncoder(x_train.shape[1],
half_depth=half_depth,
latent_dim=latent_dim,
droprate=droprate,
activation=activation,
optimizer=optimizer)
elif args.aes[args.aeNO] == 'cae':
num_filters = [16, 8]
latent_dim = 2
# activations={'conv':tf.keras.layers.LeakyReLU(alpha=0.1),'latent':None} # [16,1]
activations = {'conv': 'elu', 'latent': 'linear'}
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001)
autoencoder = ConvAutoEncoder(x_train.shape[1:],
num_filters=num_filters,
latent_dim=latent_dim,
activations=activations,
optimizer=optimizer)
elif args.aes[args.aeNO] == 'vae':
half_depth = 5
latent_dim = 2
repatr_out = False
beta = 1.
activation = 'elu'
# activation=tf.keras.layers.LeakyReLU(alpha=0.01)
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001, amsgrad=True)
autoencoder = VAE(x_train.shape[1],
half_depth=half_depth,
latent_dim=latent_dim,
repatr_out=repatr_out,
activation=activation,
optimizer=optimizer,
beta=beta)
f_name = [
args.aes[args.aeNO] + '_' + i + '_' + algs[alg_no] + str(ensbl_sz)
for i in ('fullmodel', 'encoder', 'decoder')
]
# load autoencoder
try:
autoencoder.model = load_model(os.path.join(folder, f_name[0] + '.h5'),
custom_objects={'loss': None})
print(f_name[0] + ' has been loaded!')
autoencoder.encoder = load_model(os.path.join(folder,
f_name[1] + '.h5'),
custom_objects={'loss': None})
print(f_name[1] + ' has been loaded!')
autoencoder.decoder = load_model(os.path.join(folder,
f_name[2] + '.h5'),
custom_objects={'loss': None})
print(f_name[2] + ' has been loaded!')
except:
print('\nNo autoencoder found. Training {}...\n'.format(
args.aes[args.aeNO]))
epochs = 1000
patience = 10
noise = 0.
kwargs = {'patience': patience}
if args.aes[args.aeNO] == 'ae' and noise: kwargs['noise'] = noise
autoencoder.train(x_train,
x_test=x_test,
epochs=epochs,
batch_size=64,
verbose=1,
**kwargs)
# save autoencoder
autoencoder.model.save(os.path.join(folder, f_name[0] + '.h5'))
autoencoder.encoder.save(os.path.join(folder, f_name[1] + '.h5'))
autoencoder.decoder.save(os.path.join(folder, f_name[2] + '.h5'))
##------ define MCMC ------##
# initialization
u0 = lin_latent.prior['sample']()
emul_geom = lambda q, geom_ord=[
0
], whitened=False, **kwargs: geom_emul.geom(q, lin, emulator, geom_ord,
whitened, **kwargs)
latent_geom = lambda q, geom_ord=[0], whitened=False, **kwargs: geom(
q, autoencoder, geom_ord, whitened, emul_geom=emul_geom, **kwargs)
# run MCMC to generate samples
print("Preparing %s sampler with step size %g for %d step(s)..." %
(args.algs[args.algNO], args.step_sizes[args.algNO],
args.step_nums[args.algNO]))
dream = DREAM(
u0,
lin_latent,
latent_geom,
args.step_sizes[args.algNO],
args.step_nums[args.algNO],
args.algs[args.algNO],
whitened=False,
vol_wts='adjust',
AE=autoencoder
) #,k=5,bip_lat=lin_latent) # uncomment for manifold algorithms
mc_fun = dream.sample
mc_args = (args.num_samp, args.num_burnin)
mc_fun(*mc_args)
# append PDE information including the count of solving
filename_ = os.path.join(dream.savepath, dream.filename + '.pckl')
filename = os.path.join(dream.savepath, 'lin_' + dream.filename + '_' +
args.emus[args.emuNO] + '_' + args.aes[args.aeNO] +
'.pckl') # change filename
os.rename(filename_, filename)
f = open(filename, 'ab')
pickle.dump([nz_var, pr_cov, A, true_input, y, args], f)
f.close()
depth = 5
# node_sizes=[adif.mesh.num_vertices(),4096,2048,1024,adif.targets.shape[0]*len(adif.observation_times)]
activations = {
'hidden': tf.keras.layers.LeakyReLU(alpha=.01),
'output': 'linear'
}
# activations={'hidden':tf.math.sin,'output':'linear'}
# activations={'hidden':'relu','output':'linear'}
droprate = 0.25
# sin_init=lambda n:tf.random_uniform_initializer(minval=-tf.math.sqrt(6/n), maxval=tf.math.sqrt(6/n))
# kernel_initializers={'hidden':'he_uniform','output':'he_uniform'}
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001, amsgrad=True)
# optimizer=tf.keras.optimizers.Adagrad(learning_rate=0.001)
dnn = DNN(x_train.shape[1],
y_train.shape[1],
depth=depth,
droprate=droprate,
activations=activations,
optimizer=optimizer)
loglik = lambda y: -0.5 * tf.math.reduce_sum(
(y - adif.misfit.obs)**2 / adif.misfit.noise_variance, axis=1)
# custom_loss = lambda y_true, y_pred: [tf.square(loglik(y_true)-loglik(y_pred)), (y_true-y_pred)/adif.misfit.noise_variance]
# dnn=DNN(x_train.shape[1], y_train.shape[1], depth=depth, droprate=droprate,
# activations=activations, kernel_initializers=kernel_initializers, optimizer=optimizer, loss=custom_loss)
savepath = folder + '/DNN/saved_model'
if not os.path.exists(savepath): os.makedirs(savepath)
import time
ctime = time.strftime("%Y-%m-%d-%H-%M-%S")
f_name = 'dnn_' + algs[alg_no] + str(ensbl_sz) + '-' + ctime
try:
# dnn.model=load_model(os.path.join(savepath,f_name+'.h5'))
# dnn.model=load_model(os.path.join(savepath,f_name+'.h5'),custom_objects={'loss':None})
replace=False)
te_idx = np.setdiff1d(np.arange(num_samp), tr_idx)
x_train, x_test = X[tr_idx], X[te_idx]
y_train, y_test = Y[tr_idx], Y[te_idx]
## define DNN ##
depth = 5
activations = {
'hidden': tf.keras.layers.LeakyReLU(alpha=.01),
'output': 'linear'
}
droprate = .25
optimizer = tf.keras.optimizers.Adam(learning_rate=0.001, amsgrad=True)
dnn = DNN(x_train.shape[1],
y_train.shape[1],
depth=depth,
droprate=droprate,
activations=activations,
optimizer=optimizer)
# f_name='dnn_combined_J'+str(ensbl_sz)#+'_customloss'
f_name = 'dnn_' + algs[1] + str(ensbl_sz) #+'_customloss'
try:
# dnn.model=load_model(os.path.join(folder,f_name+'.h5'))
dnn.model = load_model(os.path.join(folder, f_name + '.h5'),
custom_objects={'loss': None})
# dnn.model.load_weights(os.path.join(folder,f_name+'.h5'))
print(f_name + ' has been loaded!')
except Exception as err:
print(err)
try:
dnn.model.load_weights(os.path.join(folder, f_name + '.h5'))
print(f_name + ' has been loaded!')