def step_hmc_wz(model, x, z, hmc_stepsize=1e-2, hmc_steps=20):
print 'step_hmc_wz', hmc_stepsize, hmc_steps
n_batch = x.itervalues().next().shape[1]
hmc_dostep_z = hmc.hmc_step_autotune(n_steps=hmc_steps, init_stepsize=hmc_stepsize)
hmc_dostep_w = hmc.hmc_step_autotune(n_steps=hmc_steps, init_stepsize=hmc_stepsize)
def dostep(w):
def fgrad_z(_z):
logpx, logpz, gw, gz = model.dlogpxz_dwz(w, x, _z)
return logpx + logpz, gz
logpxz, acceptRate, stepsize = hmc_dostep_z(fgrad_z, z)
shapes_w = ndict.getShapes(w)
def vectorize(d):
v = {}
for i in d: v[i] = d[i].reshape((d[i].size, -1))
return v
def fgrad_w(_w):
_w = ndict.setShapes(_w, shapes_w)
logpx, logpz, gw, gz = model.dlogpxz_dwz(_w, x, z)
gw = vectorize(gw)
return logpx + logpz, gw
_w = vectorize(w)
hmc_dostep_w(fgrad_w, _w)
return z.copy(), logpxz.copy()
return dostep
def step_batch_mcem(model_p,
x,
z_mcmc,
dostep_m,
hmc_stepsize=1e-2,
hmc_steps=20,
m_steps=5):
print 'Batch MCEM', hmc_stepsize, hmc_steps, m_steps
n_batch = x.itervalues().next().shape[1]
hmc_dostep = hmc.hmc_step_autotune(n_steps=hmc_steps,
init_stepsize=hmc_stepsize)
def doStep(w):
def fgrad(_z):
logpx, logpz, gw, gz = model_p.dlogpxz_dwz(w, x, _z)
return logpx + logpz, gz
# E-step
logpxz, acceptRate, stepsize = hmc_dostep(fgrad, z_mcmc)
# M-step
for i in range(m_steps):
#print 'm-step:', i
dostep_m(w, z_mcmc)
return z_mcmc.copy(), logpxz.copy()
return doStep
def step_hmc_wz(model, x, z, hmc_stepsize=1e-2, hmc_steps=20):
print 'step_hmc_wz', hmc_stepsize, hmc_steps
n_batch = x.itervalues().next().shape[1]
hmc_dostep_z = hmc.hmc_step_autotune(n_steps=hmc_steps,
init_stepsize=hmc_stepsize)
hmc_dostep_w = hmc.hmc_step_autotune(n_steps=hmc_steps,
init_stepsize=hmc_stepsize)
def dostep(w):
def fgrad_z(_z):
logpx, logpz, gw, gz = model.dlogpxz_dwz(w, x, _z)
return logpx + logpz, gz
logpxz, acceptRate, stepsize = hmc_dostep_z(fgrad_z, z)
shapes_w = ndict.getShapes(w)
def vectorize(d):
v = {}
for i in d:
v[i] = d[i].reshape((d[i].size, -1))
return v
def fgrad_w(_w):
_w = ndict.setShapes(_w, shapes_w)
logpx, logpz, gw, gz = model.dlogpxz_dwz(_w, x, z)
gw = vectorize(gw)
return logpx + logpz, gw
_w = vectorize(w)
hmc_dostep_w(fgrad_w, _w)
return z.copy(), logpxz.copy()
return dostep
def step_batch_mcem(model_p, x, z_mcmc, dostep_m, hmc_stepsize=1e-2, hmc_steps=20, m_steps=5):
print 'Batch MCEM', hmc_stepsize, hmc_steps, m_steps
n_batch = x.itervalues().next().shape[1]
hmc_dostep = hmc.hmc_step_autotune(n_steps=hmc_steps, init_stepsize=hmc_stepsize)
def doStep(w):
def fgrad(_z):
logpx, logpz, gw, gz = model_p.dlogpxz_dwz(w, x, _z)
return logpx + logpz, gz
# E-step
logpxz, acceptRate, stepsize = hmc_dostep(fgrad, z_mcmc)
# M-step
for i in range(m_steps):
#print 'm-step:', i
dostep_m(w, z_mcmc)
return z_mcmc.copy(), logpxz.copy()
return doStep
def step_pvem(model_q,
model_p,
x,
w_q,
n_batch=100,
ada_stepsize=1e-1,
warmup=100,
reg=1e-8,
convertImgs=False):
print 'Predictive VEM', ada_stepsize
hmc_steps = 0
hmc_dostep = hmc.hmc_step_autotune(n_steps=hmc_steps, init_stepsize=1e-1)
# We're using adagrad stepsizes
gw_q_ss = ndict.cloneZeros(w_q)
gw_p_ss = ndict.cloneZeros(model_p.init_w())
nsteps = [0]
do_adagrad = True
def doStep(w_p):
#def fgrad(_z):
# logpx, logpz, gw, gz = model_p.dlogpxz_dwz(w, x, _z)
# return logpx + logpz, gz
n_tot = x.itervalues().next().shape[1]
idx_minibatch = np.random.randint(0, n_tot, n_batch)
x_minibatch = {i: x[i][:, idx_minibatch] for i in x}
if convertImgs:
x_minibatch = {i: x_minibatch[i] / 256. for i in x_minibatch}
# step 1A: sample z ~ p(z|x) from model_q
_, z, _ = model_q.gen_xz(w_q, x_minibatch, {}, n_batch)
# step 1B: update z using HMC
def fgrad(_z):
logpx, logpz, gw, gz = model_p.dlogpxz_dwz(w_p, _z, x_minibatch)
return logpx + logpz, gz
if (hmc_steps > 0):
logpxz, _, _ = hmc_dostep(fgrad, z)
def optimize(w, gw, gw_ss, stepsize):
if do_adagrad:
for i in gw:
gw_ss[i] += gw[i]**2
if nsteps[0] > warmup:
w[i] += stepsize / np.sqrt(gw_ss[i] + reg) * gw[i]
#print (stepsize / np.sqrt(gw_ss[i]+reg)).mean()
else:
for i in gw:
w[i] += 1e-4 * gw[i]
# step 2: use z to update model_p
logpx_p, logpz_p, gw_p, gz_p = model_p.dlogpxz_dwz(w_p, x_minibatch, z)
_, gw_prior = model_p.dlogpw_dw(w_p)
gw = {i: gw_p[i] + float(n_batch) / n_tot * gw_prior[i] for i in gw_p}
optimize(w_p, gw, gw_p_ss, ada_stepsize)
# step 3: use gradients of model_p to update model_q
_, logpz_q, fd, gw_q = model_q.dfd_dw(w_q, x_minibatch, z, gz_p)
_, gw_prior = model_q.dlogpw_dw(w_q)
gw = {i: -gw_q[i] + float(n_batch) / n_tot * gw_prior[i] for i in gw_q}
optimize(w_q, gw, gw_q_ss, ada_stepsize)
nsteps[0] += 1
return z.copy(), logpx_p + logpz_p - logpz_q
return doStep
def step_pvem(model_q, model_p, x, w_q, n_batch=100, ada_stepsize=1e-1, warmup=100, reg=1e-8, convertImgs=False):
print 'Predictive VEM', ada_stepsize
hmc_steps=0
hmc_dostep = hmc.hmc_step_autotune(n_steps=hmc_steps, init_stepsize=1e-1)
# We're using adagrad stepsizes
gw_q_ss = ndict.cloneZeros(w_q)
gw_p_ss = ndict.cloneZeros(model_p.init_w())
nsteps = [0]
do_adagrad = True
def doStep(w_p):
#def fgrad(_z):
# logpx, logpz, gw, gz = model_p.dlogpxz_dwz(w, x, _z)
# return logpx + logpz, gz
n_tot = x.itervalues().next().shape[1]
idx_minibatch = np.random.randint(0, n_tot, n_batch)
x_minibatch = {i:x[i][:,idx_minibatch] for i in x}
if convertImgs: x_minibatch = {i:x_minibatch[i]/256. for i in x_minibatch}
# step 1A: sample z ~ p(z|x) from model_q
_, z, _ = model_q.gen_xz(w_q, x_minibatch, {}, n_batch)
# step 1B: update z using HMC
def fgrad(_z):
logpx, logpz, gw, gz = model_p.dlogpxz_dwz(w_p, _z, x_minibatch)
return logpx + logpz, gz
if (hmc_steps > 0):
logpxz, _, _ = hmc_dostep(fgrad, z)
def optimize(w, gw, gw_ss, stepsize):
if do_adagrad:
for i in gw:
gw_ss[i] += gw[i]**2
if nsteps[0] > warmup:
w[i] += stepsize / np.sqrt(gw_ss[i]+reg) * gw[i]
#print (stepsize / np.sqrt(gw_ss[i]+reg)).mean()
else:
for i in gw:
w[i] += 1e-4 * gw[i]
# step 2: use z to update model_p
logpx_p, logpz_p, gw_p, gz_p = model_p.dlogpxz_dwz(w_p, x_minibatch, z)
_, gw_prior = model_p.dlogpw_dw(w_p)
gw = {i: gw_p[i] + float(n_batch)/n_tot * gw_prior[i] for i in gw_p}
optimize(w_p, gw, gw_p_ss, ada_stepsize)
# step 3: use gradients of model_p to update model_q
_, logpz_q, fd, gw_q = model_q.dfd_dw(w_q, x_minibatch, z, gz_p)
_, gw_prior = model_q.dlogpw_dw(w_q)
gw = {i: -gw_q[i] + float(n_batch)/n_tot * gw_prior[i] for i in gw_q}
optimize(w_q, gw, gw_q_ss, ada_stepsize)
nsteps[0] += 1
return z.copy(), logpx_p + logpz_p - logpz_q
return doStep