def test_scale_mixture_any_prior(self):
mu = torch.Tensor(10, 10).uniform_(-1, 1)
rho = torch.Tensor(10, 10).uniform_(-1, 1)
dist = GaussianVariational(mu, rho)
s1 = dist.sample()
log_posterior = dist.log_posterior()
prior_dist = ScaleMixturePrior(dist=torch.distributions.studentT.StudentT(1, 1))
log_prior = prior_dist.log_prior(s1)
#print(log_prior)
#print(log_posterior)
self.assertEqual(log_prior == log_prior, torch.tensor(True))
self.assertEqual(log_posterior <= log_posterior - log_prior, torch.tensor(True))
pass
class BayesianLSTM(BayesianModule):
"""
Bayesian LSTM layer, implements the linear layer proposed on Weight Uncertainity on Neural Networks
(Bayes by Backprop paper).
Its objective is be interactable with torch nn.Module API, being able even to be chained in nn.Sequential models with other non-this-lib layers
parameters:
in_fetaures: int -> incoming features for the layer
out_features: int -> output features for the layer
bias: bool -> whether the bias will exist (True) or set to zero (False)
prior_sigma_1: float -> prior sigma on the mixture prior distribution 1
prior_sigma_2: float -> prior sigma on the mixture prior distribution 2
prior_pi: float -> pi on the scaled mixture prior
freeze: bool -> wheter the model will start with frozen(deterministic) weights, or not
"""
def __init__(self,
in_features,
out_features,
bias=True,
prior_sigma_1=1,
prior_sigma_2=0.002,
prior_pi=0.5,
freeze=False):
super().__init__()
self.in_features = in_features
self.out_features = out_features
self.use_bias = bias
self.freeze = freeze
self.prior_sigma_1 = prior_sigma_1
self.prior_sigma_2 = prior_sigma_2
self.prior_pi = prior_pi
# Variational weight parameters and sample for weight ih
self.weight_ih_mu = nn.Parameter(
torch.Tensor(in_features, out_features * 4).uniform_(-0.2, 0.2))
self.weight_ih_rho = nn.Parameter(
torch.Tensor(in_features, out_features * 4).uniform_(-5, -4))
self.weight_ih_sampler = GaussianVariational(self.weight_ih_mu,
self.weight_ih_rho)
self.weight_ih = None
# Variational weight parameters and sample for weight hh
self.weight_hh_mu = nn.Parameter(
torch.Tensor(out_features, out_features * 4).uniform_(-0.2, 0.2))
self.weight_hh_rho = nn.Parameter(
torch.Tensor(out_features, out_features * 4).uniform_(-5, -4))
self.weight_hh_sampler = GaussianVariational(self.weight_hh_mu,
self.weight_hh_rho)
self.weight_hh = None
# Variational weight parameters and sample for bias
self.bias_mu = nn.Parameter(
torch.Tensor(out_features * 4).uniform_(-0.2, 0.2))
self.bias_rho = nn.Parameter(
torch.Tensor(out_features * 4).uniform_(-5, -4))
self.bias_sampler = GaussianVariational(self.bias_mu, self.bias_rho)
self.bias = None
#our prior distributions
self.weight_ih_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2)
self.weight_hh_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2)
self.bias_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2)
self.log_prior = 0
self.log_variational_posterior = 0
def sample_weights(self):
#sample weights
self.weight_ih = self.weight_ih_sampler.sample()
self.weight_hh = self.weight_hh_sampler.sample()
#if use bias, we sample it, otherwise, we are using zeros
if self.use_bias:
b = self.bias_sampler.sample()
b_log_posterior = self.bias_sampler.log_posterior()
b_log_prior = self.bias_prior_dist.log_prior(b)
else:
b = torch.zeros((self.out_features * 4))
b_log_posterior = 0
b_log_prior = 0
self.bias = b
#gather weights variational posterior and prior likelihoods
self.log_variational_posterior = self.weight_hh_sampler.log_posterior(
) + b_log_posterior + self.weight_ih_sampler.log_posterior()
self.log_prior = self.weight_ih_prior_dist.log_prior(
self.weight_ih
) + b_log_prior + self.weight_hh_prior_dist.log_prior(self.weight_hh)
def get_frozen_weights(self):
#get all deterministic weights
self.weight_ih = self.weight_ih_mu
self.weight_hh = self.weight_hh_mu
if self.use_bias:
self.bias = self.bias_mu
else:
self.bias = torch.zeros((self.out_features * 4))
def forward(self, x, hidden_states=None):
#Assumes x is of shape (batch, sequence, feature)
bs, seq_sz, _ = x.size()
hidden_seq = []
#if no hidden state, we are using zeros
if hidden_states is None:
h_t, c_t = (torch.zeros(self.out_features).to(x.device),
torch.zeros(self.out_features).to(x.device))
else:
h_t, c_t = hidden_states
if self.freeze:
self.get_frozen_weights()
else:
self.sample_weights()
#simplifying our out features, and hidden seq list
HS = self.out_features
hidden_seq = []
for t in range(seq_sz):
x_t = x[:, t, :]
# batch the computations into a single matrix multiplication
gates = x_t @ self.weight_ih + h_t @ self.weight_hh + self.bias
i_t, f_t, g_t, o_t = (
torch.sigmoid(gates[:, :HS]), # input
torch.sigmoid(gates[:, HS:HS * 2]), # forget
torch.tanh(gates[:, HS * 2:HS * 3]),
torch.sigmoid(gates[:, HS * 3:]), # output
)
c_t = f_t * c_t + i_t * g_t
h_t = o_t * torch.tanh(c_t)
hidden_seq.append(h_t.unsqueeze(0))
hidden_seq = torch.cat(hidden_seq, dim=0)
# reshape from shape (sequence, batch, feature) to (batch, sequence, feature)
hidden_seq = hidden_seq.transpose(0, 1).contiguous()
return hidden_seq, (h_t, c_t)
class BayesianLinear(BayesianModule):
"""
Bayesian Linear layer, implements the linear layer proposed on Weight Uncertainity on Neural Networks
(Bayes by Backprop paper).
Its objective is be interactable with torch nn.Module API, being able even to be chained in nn.Sequential models with other non-this-lib layers
parameters:
in_fetaures: int -> incoming features for the layer
out_features: int -> output features for the layer
bias: bool -> whether the bias will exist (True) or set to zero (False)
prior_sigma_1: float -> prior sigma on the mixture prior distribution 1
prior_sigma_2: float -> prior sigma on the mixture prior distribution 2
prior_pi: float -> pi on the scaled mixture prior
freeze: bool -> wheter the model will start with frozen(deterministic) weights, or not
"""
def __init__(self,
in_features,
out_features,
bias=True,
prior_sigma_1=1,
prior_sigma_2=0.002,
prior_pi=0.5,
freeze=False):
super().__init__()
#our main parameters
self.in_features = in_features
self.out_features = out_features
self.bias = bias
self.freeze = freeze
#parameters for the scale mixture prior
self.prior_sigma_1 = prior_sigma_1
self.prior_sigma_2 = prior_sigma_2
self.prior_pi = prior_pi
# Variational weight parameters and sample
self.weight_mu = nn.Parameter(
torch.Tensor(out_features, in_features).uniform_(-0.2, 0.2))
self.weight_rho = nn.Parameter(
torch.Tensor(out_features, in_features).uniform_(-5, -4))
self.weight_sampler = GaussianVariational(self.weight_mu,
self.weight_rho)
# Variational bias parameters and sample
self.bias_mu = nn.Parameter(
torch.Tensor(out_features).uniform_(-0.2, 0.2))
self.bias_rho = nn.Parameter(
torch.Tensor(out_features).uniform_(-5, -4))
self.bias_sampler = GaussianVariational(self.bias_mu, self.bias_rho)
# Priors (as BBP paper)
self.weight_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2)
self.bias_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2)
self.log_prior = 0
self.log_variational_posterior = 0
def forward(self, x):
# Sample the weights and forward it
#if the model is frozen, return frozen
if self.freeze:
return self.forward_frozen(x)
w = self.weight_sampler.sample()
if self.bias:
b = self.bias_sampler.sample()
b_log_posterior = self.bias_sampler.log_posterior()
b_log_prior = self.bias_prior_dist.log_prior(b)
else:
b = torch.zeros((self.out_features))
b_log_posterior = 0
b_log_prior = 0
# Get the complexity cost
self.log_variational_posterior = self.weight_sampler.log_posterior(
) + b_log_posterior
self.log_prior = self.weight_prior_dist.log_prior(w) + b_log_prior
return F.linear(x, w, b)
def forward_frozen(self, x):
"""
Computes the feedforward operation with the expected value for weight and biases
"""
if self.bias:
return F.linear(x, self.weight_mu, self.bias_mu)
else:
return F.linear(x, self.weight_mu, torch.zeros(self.out_features))
class BayesianGRU(BayesianModule):
"""
Bayesian GRU layer, implements the linear layer proposed on Weight Uncertainity on Neural Networks
(Bayes by Backprop paper).
Its objective is be interactable with torch nn.Module API, being able even to be chained in nn.Sequential models with other non-this-lib layers
parameters:
in_fetaures: int -> incoming features for the layer
out_features: int -> output features for the layer
bias: bool -> whether the bias will exist (True) or set to zero (False)
prior_sigma_1: float -> prior sigma on the mixture prior distribution 1
prior_sigma_2: float -> prior sigma on the mixture prior distribution 2
prior_pi: float -> pi on the scaled mixture prior
posterior_mu_init float -> posterior mean for the weight mu init
posterior_rho_init float -> posterior mean for the weight rho init
freeze: bool -> wheter the model will start with frozen(deterministic) weights, or not
"""
def __init__(self,
in_features,
out_features,
bias=True,
prior_sigma_1=0.1,
prior_sigma_2=0.002,
prior_pi=1,
posterior_mu_init=0,
posterior_rho_init=-6.0,
freeze=False,
prior_dist=None):
super().__init__()
self.in_features = in_features
self.out_features = out_features
self.use_bias = bias
self.freeze = freeze
self.posterior_mu_init = posterior_mu_init
self.posterior_rho_init = posterior_rho_init
self.prior_sigma_1 = prior_sigma_1
self.prior_sigma_2 = prior_sigma_2
self.prior_pi = prior_pi
self.prior_dist = prior_dist
# Variational weight parameters and sample for weight ih
self.weight_ih_mu = nn.Parameter(
torch.Tensor(in_features,
out_features * 4).normal_(posterior_mu_init, 0.1))
self.weight_ih_rho = nn.Parameter(
torch.Tensor(in_features,
out_features * 4).normal_(posterior_rho_init, 0.1))
self.weight_ih_sampler = GaussianVariational(self.weight_ih_mu,
self.weight_ih_rho)
self.weight_ih = None
# Variational weight parameters and sample for weight hh
self.weight_hh_mu = nn.Parameter(
torch.Tensor(out_features,
out_features * 4).normal_(posterior_mu_init, 0.1))
self.weight_hh_rho = nn.Parameter(
torch.Tensor(out_features,
out_features * 4).normal_(posterior_rho_init, 0.1))
self.weight_hh_sampler = GaussianVariational(self.weight_hh_mu,
self.weight_hh_rho)
self.weight_hh = None
# Variational weight parameters and sample for bias
self.bias_mu = nn.Parameter(
torch.Tensor(out_features * 4).normal_(posterior_mu_init, 0.1))
self.bias_rho = nn.Parameter(
torch.Tensor(out_features * 4).normal_(posterior_rho_init, 0.1))
self.bias_sampler = GaussianVariational(self.bias_mu, self.bias_rho)
self.bias = None
#our prior distributions
self.weight_ih_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2,
dist=self.prior_dist)
self.weight_hh_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2,
dist=self.prior_dist)
self.bias_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2,
dist=self.prior_dist)
self.log_prior = 0
self.log_variational_posterior = 0
def sample_weights(self):
#sample weights
weight_ih = self.weight_ih_sampler.sample()
weight_hh = self.weight_hh_sampler.sample()
#if use bias, we sample it, otherwise, we are using zeros
if self.use_bias:
b = self.bias_sampler.sample()
b_log_posterior = self.bias_sampler.log_posterior()
b_log_prior = self.bias_prior_dist.log_prior(b)
else:
b = 0
b_log_posterior = 0
b_log_prior = 0
bias = b
#gather weights variational posterior and prior likelihoods
self.log_variational_posterior = self.weight_hh_sampler.log_posterior(
) + b_log_posterior + self.weight_ih_sampler.log_posterior()
self.log_prior = self.weight_ih_prior_dist.log_prior(
weight_ih) + b_log_prior + self.weight_hh_prior_dist.log_prior(
weight_hh)
return weight_ih, weight_hh, bias
def get_frozen_weights(self):
#get all deterministic weights
weight_ih = self.weight_ih_mu
weight_hh = self.weight_hh_mu
if self.use_bias:
bias = self.bias_mu
else:
bias = 0
return weight_ih, weight_hh, bias
def forward_(self, x, hidden_states):
weight_ih, weight_hh, bias = self.sample_weights()
#Assumes x is of shape (batch, sequence, feature)
bs, seq_sz, _ = x.size()
hidden_seq = []
#if no hidden state, we are using zeros
if hidden_states is None:
h_t = torch.zeros(bs, self.out_features).to(x.device)
else:
h_t = hidden_states
#simplifying our out features, and hidden seq list
HS = self.out_features
hidden_seq = []
for t in range(seq_sz):
x_t = x[:, t, :]
# batch the computations into a single matrix multiplication
A_t = x_t @ weight_ih[:, :HS * 2] + h_t @ weight_hh[:, :HS *
2] + bias[:HS *
2]
r_t, z_t = (torch.sigmoid(A_t[:, :HS]),
torch.sigmoid(A_t[:, HS:HS * 2]))
n_t = torch.tanh(
x_t @ weight_ih[:, HS * 2:HS * 3] + bias[HS * 2:HS * 3] + r_t *
(h_t @ weight_hh[:, HS * 3:HS * 4] + bias[HS * 3:HS * 4]))
h_t = (1 - z_t) * n_t + z_t * h_t
hidden_seq.append(h_t.unsqueeze(0))
hidden_seq = torch.cat(hidden_seq, dim=0)
# reshape from shape (sequence, batch, feature) to (batch, sequence, feature)
hidden_seq = hidden_seq.transpose(0, 1).contiguous()
return hidden_seq, h_t
def forward_frozen(self, x, hidden_states):
weight_ih, weight_hh, bias = self.get_frozen_weights()
#Assumes x is of shape (batch, sequence, feature)
bs, seq_sz, _ = x.size()
hidden_seq = []
#if no hidden state, we are using zeros
if hidden_states is None:
h_t = torch.zeros(bs, self.out_features).to(x.device)
else:
h_t = hidden_states
#simplifying our out features, and hidden seq list
HS = self.out_features
hidden_seq = []
for t in range(seq_sz):
x_t = x[:, t, :]
# batch the computations into a single matrix multiplication
A_t = x_t @ weight_ih[:, :HS * 2] + h_t @ weight_hh[:, :HS *
2] + bias[:HS *
2]
r_t, z_t = (torch.sigmoid(A_t[:, :HS]),
torch.sigmoid(A_t[:, HS:HS * 2]))
n_t = torch.tanh(
x_t @ weight_ih[:, HS * 2:HS * 3] + bias[HS * 2:HS * 3] + r_t *
(h_t @ weight_hh[:, HS * 3:HS * 4] + bias[HS * 3:HS * 4]))
h_t = (1 - z_t) * n_t + z_t * h_t
hidden_seq.append(h_t.unsqueeze(0))
hidden_seq = torch.cat(hidden_seq, dim=0)
# reshape from shape (sequence, batch, feature) to (batch, sequence, feature)
hidden_seq = hidden_seq.transpose(0, 1).contiguous()
return hidden_seq, h_t
def forward(self, x, hidden_states=None):
if self.freeze:
return self.forward_frozen(x, hidden_states)
return self.forward_(x, hidden_states)
class BayesianEmbedding(BayesianModule):
"""
Bayesian Embedding layer, implements the embedding layer proposed on Weight Uncertainity on Neural Networks
(Bayes by Backprop paper).
Its objective is be interactable with torch nn.Module API, being able even to be chained in nn.Sequential models with other non-this-lib layers
parameters:
num_embedding int -> Size of the vocabulary
embedding_dim int -> Dimension of the embedding
prior_sigma_1 float -> sigma of one of the prior w distributions to mixture
prior_sigma_2 float -> sigma of one of the prior w distributions to mixture
prior_pi float -> factor to scale the gaussian mixture of the model prior distribution
freeze -> wheter the model is instaced as frozen (will use deterministic weights on the feedforward op)
padding_idx int -> If given, pads the output with the embedding vector at padding_idx (initialized to zeros) whenever it encounters the index
max_norm float -> If given, each embedding vector with norm larger than max_norm is renormalized to have norm max_norm.
norm_type float -> The p of the p-norm to compute for the max_norm option. Default 2.
scale_grad_by_freq -> If given, this will scale gradients by the inverse of frequency of the words in the mini-batch. Default False.
sparse bool -> If True, gradient w.r.t. weight matrix will be a sparse tensor. See Notes for more details regarding sparse gradients.
posterior_mu_init float -> posterior mean for the weight mu init
posterior_rho_init float -> posterior mean for the weight rho init
"""
def __init__(self,
num_embeddings,
embedding_dim,
padding_idx=None,
max_norm=None,
norm_type=2.,
scale_grad_by_freq=False,
sparse=False,
prior_sigma_1=0.1,
prior_sigma_2=0.002,
prior_pi=1,
posterior_mu_init=0,
posterior_rho_init=-6.0,
freeze=False,
prior_dist=None):
super().__init__()
self.freeze = freeze
#parameters for the scale mixture prior
self.prior_sigma_1 = prior_sigma_1
self.prior_sigma_2 = prior_sigma_2
self.posterior_mu_init = posterior_mu_init
self.posterior_rho_init = posterior_rho_init
self.prior_pi = prior_pi
self.prior_dist = prior_dist
self.num_embeddings = num_embeddings
self.embedding_dim = embedding_dim
self.padding_idx = padding_idx
self.max_norm = max_norm
self.norm_type = norm_type
self.scale_grad_by_freq = scale_grad_by_freq
self.sparse = sparse
# Variational weight parameters and sample
self.weight_mu = nn.Parameter(
torch.Tensor(num_embeddings,
embedding_dim).normal_(posterior_mu_init, 0.1))
self.weight_rho = nn.Parameter(
torch.Tensor(num_embeddings,
embedding_dim).normal_(posterior_rho_init, 0.1))
self.weight_sampler = GaussianVariational(self.weight_mu,
self.weight_rho)
# Priors (as BBP paper)
self.weight_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2,
dist=self.prior_dist)
self.log_prior = 0
self.log_variational_posterior = 0
def forward(self, x):
# Sample the weights and forward it
#if the model is frozen, return frozen
if self.freeze:
return self.forward_frozen(x)
w = self.weight_sampler.sample()
# Get the complexity cost
self.log_variational_posterior = self.weight_sampler.log_posterior()
self.log_prior = self.weight_prior_dist.log_prior(w)
return F.embedding(x, w, self.padding_idx, self.max_norm,
self.norm_type, self.scale_grad_by_freq,
self.sparse)
def forward_frozen(self, x):
return F.embedding(x, self.weight_mu, self.padding_idx, self.max_norm,
self.norm_type, self.scale_grad_by_freq,
self.sparse)
class BayesianConv1d(BayesianModule):
# Implements Bayesian Conv2d layer, by drawing them using Weight Uncertanity on Neural Networks algorithm
"""
Bayesian Linear layer, implements a Convolution 1D layer as proposed on Weight Uncertainity on Neural Networks
(Bayes by Backprop paper).
Its objective is be interactable with torch nn.Module API, being able even to be chained in nn.Sequential models with other non-this-lib layers
parameters:
in_channels: int -> incoming channels for the layer
out_channels: int -> output channels for the layer
kernel_size : tuple (int, int) -> size of the kernels for this convolution layer
groups : int -> number of groups on which the convolutions will happend
padding : int -> size of padding (0 if no padding)
dilation int -> dilation of the weights applied on the input tensor
bias: bool -> whether the bias will exist (True) or set to zero (False)
prior_sigma_1: float -> prior sigma on the mixture prior distribution 1
prior_sigma_2: float -> prior sigma on the mixture prior distribution 2
prior_pi: float -> pi on the scaled mixture prior
posterior_mu_init float -> posterior mean for the weight mu init
posterior_rho_init float -> posterior mean for the weight rho init
freeze: bool -> wheter the model will start with frozen(deterministic) weights, or not
"""
def __init__(self,
in_channels,
out_channels,
kernel_size,
groups=1,
stride=1,
padding=0,
dilation=1,
bias=True,
prior_sigma_1=0.1,
prior_sigma_2=0.002,
prior_pi=1,
posterior_mu_init=0,
posterior_rho_init=-6.0,
freeze=False,
prior_dist=None):
super().__init__()
#our main parameters
self.in_channels = in_channels
self.out_channels = out_channels
self.freeze = freeze
self.kernel_size = kernel_size
self.groups = groups
self.stride = stride
self.padding = padding
self.dilation = dilation
self.bias = bias
self.posterior_mu_init = posterior_mu_init
self.posterior_rho_init = posterior_rho_init
#parameters for the scale mixture prior
self.prior_sigma_1 = prior_sigma_1
self.prior_sigma_2 = prior_sigma_2
self.prior_pi = prior_pi
self.prior_dist = prior_dist
#our weights
self.weight_mu = nn.Parameter(
torch.Tensor(out_channels, in_channels // groups,
kernel_size).normal_(posterior_mu_init, 0.1))
self.weight_rho = nn.Parameter(
torch.Tensor(out_channels, in_channels // groups,
kernel_size).normal_(posterior_rho_init, 0.1))
self.weight_sampler = GaussianVariational(self.weight_mu,
self.weight_rho)
#our biases
self.bias_mu = nn.Parameter(
torch.Tensor(out_channels).normal_(posterior_mu_init, 0.1))
self.bias_rho = nn.Parameter(
torch.Tensor(out_channels).normal_(posterior_rho_init, 0.1))
self.bias_sampler = GaussianVariational(self.bias_mu, self.bias_rho)
# Priors (as BBP paper)
self.weight_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2,
dist=self.prior_dist)
self.bias_prior_dist = ScaleMixturePrior(self.prior_pi,
self.prior_sigma_1,
self.prior_sigma_2,
dist=self.prior_dist)
self.log_prior = 0
self.log_variational_posterior = 0
def forward(self, x):
#Forward with uncertain weights, fills bias with zeros if layer has no bias
#Also calculates the complecity cost for this sampling
if self.freeze:
return self.forward_frozen(x)
w = self.weight_sampler.sample()
if self.bias:
b = self.bias_sampler.sample()
b_log_posterior = self.bias_sampler.log_posterior()
b_log_prior = self.bias_prior_dist.log_prior(b)
else:
b = torch.zeros((self.out_channels))
b_log_posterior = 0
b_log_prior = 0
self.log_variational_posterior = self.weight_sampler.log_posterior(
) + b_log_posterior
self.log_prior = self.weight_prior_dist.log_prior(w) + b_log_prior
return F.conv1d(input=x,
weight=w,
bias=b,
stride=self.stride,
padding=self.padding,
dilation=self.dilation,
groups=self.groups)
def forward_frozen(self, x):
# Computes the feedforward operation with the expected value for weight and biases (frozen-like)
if self.bias:
bias = self.bias_mu
assert bias is self.bias_mu, "The bias inputed should be this layer parameter, not a clone."
else:
bias = torch.zeros(self.out_channels)
return F.conv1d(input=x,
weight=self.weight_mu,
bias=bias,
stride=self.stride,
padding=self.padding,
dilation=self.dilation,
groups=self.groups)
