Exemplo n.º 1
0
    def test_ais_with_dbn_sanity_check(self):
        dbn = DBN(RBM(5, 20))
        dbn.add_layer(RBM(20, 5))
        dbn.add_layer(RBM(5, 20))

        dbn[0].W = np.matrix(np.random.randn(5, 20))
        dbn[0].b = np.matrix(np.random.rand(5, 1) - 0.5)
        dbn[0].c = np.matrix(np.random.rand(20, 1) - 0.5)

        dbn[1].W = dbn[0].W.T
        dbn[1].b = dbn[0].c
        dbn[1].c = dbn[0].b

        dbn[2].W = dbn[0].W
        dbn[2].b = dbn[0].b
        dbn[2].c = dbn[0].c

        samples = dbn.sample(100)

        ais = Estimator(dbn[0])

        rbm_logz = ais.estimate_log_partition_function(
            100, np.sqrt(np.arange(0, 1, 0.001)))
        rbm_probs = ais.estimate_log_probability(samples)

        ais = Estimator(dbn)

        dbn_logz = ais.estimate_log_partition_function(
            100, np.sqrt(np.arange(0, 1, 0.001)))
        dbn_probs = ais.estimate_log_probability(samples)

        self.assertTrue(abs(dbn_logz - rbm_logz) / rbm_logz < 0.02)
        self.assertTrue((np.exp(dbn_probs) - np.exp(rbm_probs)).mean() < 0.02)
Exemplo n.º 2
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    def test_ais_with_semirbm_sanity_check(self):
        grbm = GaussianRBM(15, 50)
        grbm.b = np.random.randn(grbm.b.shape[0], 1)
        grbm.c = np.random.randn(grbm.c.shape[0], 1)

        srbm = SemiRBM(50, 20)
        srbm.W = srbm.W * 0.
        srbm.c = srbm.c * 0.
        srbm.L = grbm.W.T * grbm.W
        srbm.b = grbm.W.T * grbm.b + grbm.c + 0.5 * np.matrix(np.diag(
            srbm.L)).T
        srbm.L = srbm.L - np.matrix(np.diag(np.diag(srbm.L)))

        ais = Estimator(grbm)
        ais.estimate_log_partition_function(num_ais_samples=100,
                                            beta_weights=np.arange(0, 1, 1E-3))

        ais = Estimator(srbm)
        ais.estimate_log_partition_function(num_ais_samples=100,
                                            beta_weights=np.arange(0, 1, 1E-2))

        glogz = grbm._ais_logz + srbm.Y.shape[0] * np.log(2)
        slogz = srbm._ais_logz + grbm.X.shape[0] * np.log(np.sqrt(2 * np.pi))

        self.assertTrue(np.abs(glogz - slogz) < 1.)
Exemplo n.º 3
0
    def test_ais_with_semirbm_dbn(self):
        dbn = DBN(RBM(5, 5))
        dbn.add_layer(SemiRBM(5, 5))

        ais = Estimator(dbn)
        ais.estimate_log_partition_function(100,
                                            np.arange(0, 1, 1E-3),
                                            layer=0)
        ais.estimate_log_partition_function(10, np.arange(0, 1, 1E-3), layer=1)

        dbn[0]._brf_logz = utils.logsumexp(dbn[0]._ulogprob_vis(
            utils.binary_numbers(dbn[0].X.shape[0])))
        dbn[1]._brf_logz = utils.logsumexp(dbn[1]._ulogprob_vis(
            utils.binary_numbers(dbn[1].X.shape[0])))

        samples = np.concatenate(
            [dbn.sample(25, 100, 20),
             np.matrix(np.random.rand(5, 25) > 0.5)], 1)

        Y = utils.binary_numbers(dbn[0].Y.shape[0])
        X = utils.binary_numbers(dbn[0].X.shape[0])

        logRy = dbn[1]._ulogprob_vis(Y)
        logQy = utils.logsumexp(dbn[0]._ulogprob(X, Y, all_pairs=True), 0)
        log_sum = utils.logsumexp(
            dbn[0]._clogprob_hid_vis(samples, Y, all_pairs=True) - logQy +
            logRy, 1)

        logPx = log_sum + dbn[0]._ulogprob_vis(samples) - dbn[1]._brf_logz
        logPx_ = ais.estimate_log_probability(samples)[0]

        self.assertTrue(np.abs(logPx_.mean() - logPx.mean()) < 0.1)
Exemplo n.º 4
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    def test_ais_with_dbn(self):
        dbn = DBN(RBM(10, 10))
        dbn.add_layer(RBM(10, 20))

        hidden_states = utils.binary_numbers(dbn[0].Y.shape[0])

        ais = Estimator(dbn)
        ais_logz = ais.estimate_log_partition_function(
            100, np.sqrt(np.arange(0, 1, 0.001)))
        brf_logz = utils.logsumexp(dbn[1]._ulogprob_vis(hidden_states))

        brf_probs = []
        dbn_probs = []
        dbn_bound = []

        for i in range(50):
            sample = np.matrix(np.random.rand(10, 1)) > 0.5

            prob, bound = ais.estimate_log_probability(sample, 200)

            brf_probs.append(
                utils.logsumexp(
                    dbn[1]._ulogprob_vis(hidden_states) +
                    dbn[0]._clogprob_vis_hid(sample, hidden_states), 1) -
                brf_logz)
            dbn_probs.append(prob)
            dbn_bound.append(bound)

        self.assertTrue(np.mean(dbn_bound) < np.mean(dbn_probs))
        self.assertTrue(np.abs(np.mean(dbn_probs) - np.mean(brf_probs)) < 0.1)
Exemplo n.º 5
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    def test_ais_with_gaussianrbm(self):
        rbm = GaussianRBM(30, 10)
        rbm.c = np.matrix(np.random.randn(10, 1))
        rbm.W = np.matrix(np.random.randn(30, 10))
        rbm.b = np.matrix(np.random.rand(30, 1))

        ais = Estimator(rbm)

        ais_logz = ais.estimate_log_partition_function(100,
                                                       np.arange(0., 1., 1E-4))
        brf_logz = utils.logsumexp(
            rbm._ulogprob_hid(utils.binary_numbers(rbm.Y.shape[0])))

        lower = np.log(np.exp(ais_logz) - 4 * np.sqrt(rbm._ais_var))
        upper = np.log(np.exp(ais_logz) + 4 * np.sqrt(rbm._ais_var))

        self.assertTrue(upper - lower < 1.5)
        self.assertTrue(lower < brf_logz and brf_logz < upper)
Exemplo n.º 6
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    def test_ais_with_rbm(self):
        rbm = RBM(5, 20)
        rbm.W = np.matrix(np.random.randn(5, 20))
        rbm.b = np.matrix(np.random.randn(5, 1))
        rbm.c = np.matrix(np.random.randn(20, 1))

        ais = Estimator(rbm)

        ais_logz = ais.estimate_log_partition_function(100,
                                                       np.arange(0, 1, 0.001))
        brf_logz = utils.logsumexp(
            rbm._ulogprob_vis(utils.binary_numbers(rbm.X.shape[0])))

        lower = np.log(np.exp(ais_logz) - 4. * np.sqrt(rbm._ais_var))
        upper = np.log(np.exp(ais_logz) + 4. * np.sqrt(rbm._ais_var))

        self.assertTrue(upper - lower < 1.)
        self.assertTrue(lower < brf_logz and brf_logz < upper)
Exemplo n.º 7
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    def test_ais_with_semirbm(self):
        rbm = SemiRBM(5, 20)
        rbm.L = np.matrix(np.random.randn(5, 5))
        rbm.L = np.triu(rbm.L) + np.triu(rbm.L).T - 2 * np.diag(np.diag(rbm.L))
        rbm.num_lateral_updates = 5
        rbm.sampling_method = SemiRBM.GIBBS

        ais = Estimator(rbm)

        ais_logz = ais.estimate_log_partition_function(100,
                                                       np.arange(0, 1, 0.001))
        brf_logz = np.log(
            np.sum(
                np.exp(rbm._ulogprob_vis(utils.binary_numbers(
                    rbm.X.shape[0])))))

        lower = np.log(np.exp(ais_logz) - 4 * np.sqrt(rbm._ais_var))
        upper = np.log(np.exp(ais_logz) + 4 * np.sqrt(rbm._ais_var))

        self.assertTrue(upper - lower < 1.)
        self.assertTrue(lower < brf_logz and brf_logz < upper)