def __init__(self, rng=None, Xd=None, Xc=None, Xm=None, Xt=None, \
i_net=None, g_net=None, d_net=None, chain_len=None, \
data_dim=None, prior_dim=None, params=None):
# Do some stuff!
self.rng = RandStream(rng.randint(100000))
self.data_dim = data_dim
self.prior_dim = prior_dim
self.prior_mean = 0.0
self.prior_logvar = 0.0
if params is None:
self.params = {}
else:
self.params = params
if 'cost_decay' in self.params:
self.cost_decay = self.params['cost_decay']
else:
self.cost_decay = 0.1
if 'chain_type' in self.params:
assert((self.params['chain_type'] == 'walkback') or \
(self.params['chain_type'] == 'walkout'))
self.chain_type = self.params['chain_type']
else:
self.chain_type = 'walkout'
if 'xt_transform' in self.params:
assert((self.params['xt_transform'] == 'sigmoid') or \
(self.params['xt_transform'] == 'none'))
if self.params['xt_transform'] == 'sigmoid':
self.xt_transform = lambda x: T.nnet.sigmoid(x)
else:
self.xt_transform = lambda x: x
else:
self.xt_transform = lambda x: T.nnet.sigmoid(x)
if 'logvar_bound' in self.params:
self.logvar_bound = self.params['logvar_bound']
else:
self.logvar_bound = 10
#
# x_type: this tells if we're using bernoulli or gaussian model for
# the observations
#
self.x_type = self.params['x_type']
assert((self.x_type == 'bernoulli') or (self.x_type == 'gaussian'))
# symbolic var for inputting samples for initializing the VAE chain
self.Xd = Xd
# symbolic var for masking subsets of the state variables
self.Xm = Xm
# symbolic var for controlling subsets of the state variables
self.Xc = Xc
# symbolic var for inputting samples from the target distribution
self.Xt = Xt
# integer number of times to cycle the VAE loop
self.chain_len = chain_len
# symbolic matrix of indices for data inputs
self.It = T.arange(self.Xt.shape[0])
# symbolic matrix of indices for noise/generated inputs
self.Id = T.arange(self.chain_len * self.Xd.shape[0]) + self.Xt.shape[0]
# get a clone of the desired VAE, for easy access
self.OSM = OneStageModel(rng=rng, Xd=self.Xd, Xc=self.Xc, Xm=self.Xm, \
p_x_given_z=g_net, q_z_given_x=i_net, x_dim=self.data_dim, \
z_dim=self.prior_dim, params=self.params)
self.IN = self.OSM.q_z_given_x
self.GN = self.OSM.p_x_given_z
self.transform_x_to_z = self.OSM.transform_x_to_z
self.transform_z_to_x = self.OSM.transform_z_to_x
self.bounded_logvar = self.OSM.bounded_logvar
# self-loop some clones of the main VAE into a chain.
# ** All VAEs in the chain share the same Xc and Xm, which are the
# symbolic inputs for providing the observed portion of the input
# and a mask indicating which part of the input is "observed".
# These inputs are used for training "reconstruction" policies.
self.IN_chain = []
self.GN_chain = []
self.Xg_chain = []
_Xd = self.Xd
print("Unrolling chain...")
for i in range(self.chain_len):
# create a VAE infer/generate pair with _Xd as input and with
# masking variables shared by all VAEs in this chain
_IN = self.IN.shared_param_clone(rng=rng, \
Xd=apply_mask(Xd=_Xd, Xc=self.Xc, Xm=self.Xm), \
build_funcs=False)
_GN = self.GN.shared_param_clone(rng=rng, Xd=_IN.output, \
build_funcs=False)
_Xd = self.xt_transform(_GN.output_mean)
self.IN_chain.append(_IN)
self.GN_chain.append(_GN)
self.Xg_chain.append(_Xd)
print(" step {}...".format(i))
# make a clone of the desired discriminator network, which will try
# to discriminate between samples from the training data and samples
# generated by the self-looped VAE chain.
self.DN = d_net.shared_param_clone(rng=rng, \
Xd=T.vertical_stack(self.Xt, *self.Xg_chain))
zero_ary = np.zeros((1,)).astype(theano.config.floatX)
# init shared var for weighting nll of data given posterior sample
self.lam_chain_nll = theano.shared(value=zero_ary, name='vcg_lam_chain_nll')
self.set_lam_chain_nll(lam_chain_nll=1.0)
# init shared var for weighting posterior KL-div from prior
self.lam_chain_kld = theano.shared(value=zero_ary, name='vcg_lam_chain_kld')
self.set_lam_chain_kld(lam_chain_kld=1.0)
# init shared var for controlling l2 regularization on params
self.lam_l2w = theano.shared(value=zero_ary, name='vcg_lam_l2w')
self.set_lam_l2w(lam_l2w=1e-4)
# shared var learning rates for all networks
self.lr_dn = theano.shared(value=zero_ary, name='vcg_lr_dn')
self.lr_gn = theano.shared(value=zero_ary, name='vcg_lr_gn')
self.lr_in = theano.shared(value=zero_ary, name='vcg_lr_in')
# shared var momentum parameters for all networks
self.mom_1 = theano.shared(value=zero_ary, name='vcg_mom_1')
self.mom_2 = theano.shared(value=zero_ary, name='vcg_mom_2')
self.it_count = theano.shared(value=zero_ary, name='vcg_it_count')
# shared var weights for adversarial classification objective
self.dw_dn = theano.shared(value=zero_ary, name='vcg_dw_dn')
self.dw_gn = theano.shared(value=zero_ary, name='vcg_dw_gn')
# init parameters for controlling learning dynamics
self.set_all_sgd_params()
self.set_disc_weights() # init adversarial cost weights for GN/DN
# set a shared var for regularizing the output of the discriminator
self.lam_l2d = theano.shared(value=(zero_ary + params['lam_l2d']), \
name='vcg_lam_l2d')
# Grab the full set of "optimizable" parameters from the generator
# and discriminator networks that we'll be working with. We need to
# ignore parameters in the final layers of the proto-networks in the
# discriminator network (a generalized pseudo-ensemble). We ignore them
# because the VCGair requires that they be "bypassed" in favor of some
# binary classification layers that will be managed by this VCGair.
self.dn_params = []
for pn in self.DN.proto_nets:
for pnl in pn[0:-1]:
self.dn_params.extend(pnl.params)
self.in_params = [p for p in self.IN.mlp_params]
self.in_params.append(self.OSM.output_logvar)
self.gn_params = [p for p in self.GN.mlp_params]
self.joint_params = self.in_params + self.gn_params + self.dn_params
# Now construct a binary discriminator layer for each proto-net in the
# discriminator network. And, add their params to optimization list.
self._construct_disc_layers(rng)
self.disc_reg_cost = self.lam_l2d[0] * \
T.sum([dl.act_l2_sum for dl in self.disc_layers])
# Construct costs for the generator and discriminator networks based
# on adversarial binary classification
self.disc_cost_dn, self.disc_cost_gn = self._construct_disc_costs()
# first, build the cost to be optimized by the discriminator network,
# in general this will be treated somewhat indepedently of the
# optimization of the generator and inferencer networks.
self.dn_cost = self.disc_cost_dn + self.DN.act_reg_cost + \
self.disc_reg_cost
# construct costs relevant to the optimization of the generator and
# discriminator networks
self.chain_nll_cost = self.lam_chain_nll[0] * \
self._construct_chain_nll_cost(cost_decay=self.cost_decay)
self.chain_kld_cost = self.lam_chain_kld[0] * \
self._construct_chain_kld_cost(cost_decay=self.cost_decay)
self.other_reg_cost = self._construct_other_reg_cost()
self.osm_cost = self.disc_cost_gn + self.chain_nll_cost + \
self.chain_kld_cost + self.other_reg_cost
# compute total cost on the discriminator and VB generator/inferencer
self.joint_cost = self.dn_cost + self.osm_cost
# Get the gradient of the joint cost for all optimizable parameters
self.joint_grads = OrderedDict()
print("Computing VCGLoop DN cost gradients...")
grad_list = T.grad(self.dn_cost, self.dn_params, disconnected_inputs='warn')
for i, p in enumerate(self.dn_params):
self.joint_grads[p] = grad_list[i]
print("Computing VCGLoop IN cost gradients...")
grad_list = T.grad(self.osm_cost, self.in_params, disconnected_inputs='warn')
for i, p in enumerate(self.in_params):
self.joint_grads[p] = grad_list[i]
print("Computing VCGLoop GN cost gradients...")
grad_list = T.grad(self.osm_cost, self.gn_params, disconnected_inputs='warn')
for i, p in enumerate(self.gn_params):
self.joint_grads[p] = grad_list[i]
# construct the updates for the discriminator, generator and
# inferencer networks. all networks share the same first/second
# moment momentum and iteration count. the networks each have their
# own learning rates, which lets you turn their learning on/off.
self.dn_updates = get_param_updates(params=self.dn_params, \
grads=self.joint_grads, alpha=self.lr_dn, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
self.gn_updates = get_param_updates(params=self.gn_params, \
grads=self.joint_grads, alpha=self.lr_gn, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
self.in_updates = get_param_updates(params=self.in_params, \
grads=self.joint_grads, alpha=self.lr_in, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
# bag up all the updates required for training
self.joint_updates = OrderedDict()
for k in self.dn_updates:
self.joint_updates[k] = self.dn_updates[k]
for k in self.gn_updates:
self.joint_updates[k] = self.gn_updates[k]
for k in self.in_updates:
self.joint_updates[k] = self.in_updates[k]
# construct an update for tracking the mean KL divergence of
# approximate posteriors for this chain
new_kld_mean = (0.98 * self.IN.kld_mean) + ((0.02 / self.chain_len) * \
sum([T.mean(I_N.kld_cost) for I_N in self.IN_chain]))
self.joint_updates[self.IN.kld_mean] = T.cast(new_kld_mean, 'floatX')
# construct the function for training on training data
print("Compiling VCGLoop theano functions....")
self.train_joint = self._construct_train_joint()
return
def __init__(self, rng=None, \
Xd=None, Xc=None, Xm=None, \
p_x_given_z=None, q_z_given_x=None, \
x_dim=None, z_dim=None, \
params=None):
# setup a rng for this GIPair
self.rng = RandStream(rng.randint(100000))
# grab the user-provided parameters
if params is None:
self.params = {}
else:
self.params = params
if 'xt_transform' in self.params:
assert((self.params['xt_transform'] == 'sigmoid') or \
(self.params['xt_transform'] == 'none'))
if self.params['xt_transform'] == 'sigmoid':
self.xt_transform = lambda x: T.nnet.sigmoid(x)
else:
self.xt_transform = lambda x: x
else:
self.xt_transform = lambda x: T.nnet.sigmoid(x)
if 'logvar_bound' in self.params:
self.logvar_bound = self.params['logvar_bound']
else:
self.logvar_bound = 10
#
# x_type: this tells if we're using bernoulli or gaussian model for
# the observations
#
self.x_type = self.params['x_type']
assert ((self.x_type == 'bernoulli') or (self.x_type == 'gaussian'))
# record the dimensions of various spaces relevant to this model
self.z_dim = z_dim
self.x_dim = x_dim
# set parameters for the isotropic Gaussian prior over z
self.prior_mean = 0.0
self.prior_logvar = 0.0
# record the symbolic variables that will provide inputs to the
# computation graph created to describe this OneStageModel
self.Xd = Xd
self.Xc = Xc
self.Xm = Xm
self.batch_reps = T.lscalar()
self.x = apply_mask(self.Xd, self.Xc, self.Xm)
#####################################################################
# Setup the computation graph that provides values in our objective #
#####################################################################
# inferencer model for latent prototypes given instances
self.q_z_given_x = q_z_given_x.shared_param_clone(rng=rng, Xd=self.x)
self.z = self.q_z_given_x.output
self.z_mean = self.q_z_given_x.output_mean
self.z_logvar = self.q_z_given_x.output_logvar
# generator model for prototypes given latent prototypes
self.p_x_given_z = p_x_given_z.shared_param_clone(rng=rng, Xd=self.z)
self.xt = self.p_x_given_z.output_mean # use deterministic output
# construct the final output of generator, conditioned on z
if self.x_type == 'bernoulli':
self.xg = T.nnet.sigmoid(self.xt)
else:
self.xg = self.xt_transform(self.xt)
# self.output_logvar modifies the output distribution
self.output_logvar = self.p_x_given_z.sigma_layers[-1].b
self.bounded_logvar = self.logvar_bound * \
T.tanh(self.output_logvar[0] / self.logvar_bound)
######################################################################
# ALL SYMBOLIC VARS NEEDED FOR THE OBJECTIVE SHOULD NOW BE AVAILABLE #
######################################################################
# shared var learning rate for generator and inferencer
zero_ary = np.zeros((1, )).astype(theano.config.floatX)
self.lr_1 = theano.shared(value=zero_ary, name='osm_lr_1')
# shared var momentum parameters for generator and inferencer
self.mom_1 = theano.shared(value=zero_ary, name='osm_mom_1')
self.mom_2 = theano.shared(value=zero_ary, name='osm_mom_2')
self.it_count = theano.shared(value=zero_ary, name='osm_it_count')
# init parameters for controlling learning dynamics
self.set_sgd_params()
# init shared var for weighting nll of data given posterior sample
self.lam_nll = theano.shared(value=zero_ary, name='osm_lam_nll')
self.set_lam_nll(lam_nll=1.0)
# init shared var for weighting prior kld against reconstruction
self.lam_kld_1 = theano.shared(value=zero_ary, name='osm_lam_kld_1')
self.lam_kld_2 = theano.shared(value=zero_ary, name='osm_lam_kld_2')
self.set_lam_kld(lam_kld_1=1.0, lam_kld_2=0.0)
# init shared var for controlling l2 regularization on params
self.lam_l2w = theano.shared(value=zero_ary, name='osm_lam_l2w')
self.set_lam_l2w(1e-4)
# Grab all of the "optimizable" parameters in "group 1"
self.group_1_params = []
self.group_1_params.extend(self.q_z_given_x.mlp_params)
self.group_1_params.extend(self.p_x_given_z.mlp_params)
# Make a joint list of parameters
self.joint_params = self.group_1_params
###################################
# CONSTRUCT THE COSTS TO OPTIMIZE #
###################################
self.nll_costs = self.lam_nll[0] * self._construct_nll_costs()
self.nll_cost = T.mean(self.nll_costs)
self.kld_costs_1, self.kld_costs_2 = self._construct_kld_costs()
self.kld_costs = (self.lam_kld_1[0] * self.kld_costs_1) + \
(self.lam_kld_2[0] * self.kld_costs_2)
self.kld_cost = T.mean(self.kld_costs)
act_reg_cost, param_reg_cost = self._construct_reg_costs()
self.reg_cost = self.lam_l2w[0] * param_reg_cost
self.joint_cost = self.nll_cost + self.kld_cost + self.reg_cost
# Get the gradient of the joint cost for all optimizable parameters
print("Computing OneStageModel cost gradients...")
self.joint_grads = OrderedDict()
grad_list = T.grad(self.joint_cost, self.joint_params)
for i, p in enumerate(self.joint_params):
self.joint_grads[p] = grad_list[i]
# Construct the updates for the generator and inferencer networks
self.joint_updates = get_param_updates(params=self.joint_params, \
grads=self.joint_grads, alpha=self.lr_1, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
# Construct a function for jointly training the generator/inferencer
print("Compiling OneStageModel theano functions...")
self.train_joint = self._construct_train_joint()
self.compute_fe_terms = self._construct_compute_fe_terms()
self.compute_post_klds = self._construct_compute_post_klds()
self.sample_from_prior = self._construct_sample_from_prior()
self.transform_x_to_z = theano.function([self.q_z_given_x.Xd], \
outputs=self.q_z_given_x.output_mean)
self.transform_z_to_x = theano.function([self.p_x_given_z.Xd], \
outputs=self.xt_transform(self.p_x_given_z.output_mean))
self.inf_weights = self.q_z_given_x.shared_layers[0].W
self.gen_weights = self.p_x_given_z.mu_layers[-1].W
return
def __init__(self, rng=None, Xd=None, Xc=None, Xm=None, Xt=None, \
i_net=None, g_net=None, d_net=None, chain_len=None, \
data_dim=None, prior_dim=None, params=None):
# Do some stuff!
self.rng = RandStream(rng.randint(100000))
self.data_dim = data_dim
self.prior_dim = prior_dim
self.prior_mean = 0.0
self.prior_logvar = 0.0
if params is None:
self.params = {}
else:
self.params = params
if 'cost_decay' in self.params:
self.cost_decay = self.params['cost_decay']
else:
self.cost_decay = 0.1
if 'chain_type' in self.params:
assert((self.params['chain_type'] == 'walkback') or \
(self.params['chain_type'] == 'walkout'))
self.chain_type = self.params['chain_type']
else:
self.chain_type = 'walkout'
if 'xt_transform' in self.params:
assert((self.params['xt_transform'] == 'sigmoid') or \
(self.params['xt_transform'] == 'none'))
if self.params['xt_transform'] == 'sigmoid':
self.xt_transform = lambda x: T.nnet.sigmoid(x)
else:
self.xt_transform = lambda x: x
else:
self.xt_transform = lambda x: T.nnet.sigmoid(x)
if 'logvar_bound' in self.params:
self.logvar_bound = self.params['logvar_bound']
else:
self.logvar_bound = 10
#
# x_type: this tells if we're using bernoulli or gaussian model for
# the observations
#
self.x_type = self.params['x_type']
assert ((self.x_type == 'bernoulli') or (self.x_type == 'gaussian'))
# symbolic var for inputting samples for initializing the VAE chain
self.Xd = Xd
# symbolic var for masking subsets of the state variables
self.Xm = Xm
# symbolic var for controlling subsets of the state variables
self.Xc = Xc
# symbolic var for inputting samples from the target distribution
self.Xt = Xt
# integer number of times to cycle the VAE loop
self.chain_len = chain_len
# symbolic matrix of indices for data inputs
self.It = T.arange(self.Xt.shape[0])
# symbolic matrix of indices for noise/generated inputs
self.Id = T.arange(
self.chain_len * self.Xd.shape[0]) + self.Xt.shape[0]
# get a clone of the desired VAE, for easy access
self.OSM = OneStageModel(rng=rng, Xd=self.Xd, Xc=self.Xc, Xm=self.Xm, \
p_x_given_z=g_net, q_z_given_x=i_net, x_dim=self.data_dim, \
z_dim=self.prior_dim, params=self.params)
self.IN = self.OSM.q_z_given_x
self.GN = self.OSM.p_x_given_z
self.transform_x_to_z = self.OSM.transform_x_to_z
self.transform_z_to_x = self.OSM.transform_z_to_x
self.bounded_logvar = self.OSM.bounded_logvar
# self-loop some clones of the main VAE into a chain.
# ** All VAEs in the chain share the same Xc and Xm, which are the
# symbolic inputs for providing the observed portion of the input
# and a mask indicating which part of the input is "observed".
# These inputs are used for training "reconstruction" policies.
self.IN_chain = []
self.GN_chain = []
self.Xg_chain = []
_Xd = self.Xd
print("Unrolling chain...")
for i in range(self.chain_len):
# create a VAE infer/generate pair with _Xd as input and with
# masking variables shared by all VAEs in this chain
_IN = self.IN.shared_param_clone(rng=rng, \
Xd=apply_mask(Xd=_Xd, Xc=self.Xc, Xm=self.Xm), \
build_funcs=False)
_GN = self.GN.shared_param_clone(rng=rng, Xd=_IN.output, \
build_funcs=False)
_Xd = self.xt_transform(_GN.output_mean)
self.IN_chain.append(_IN)
self.GN_chain.append(_GN)
self.Xg_chain.append(_Xd)
print(" step {}...".format(i))
# make a clone of the desired discriminator network, which will try
# to discriminate between samples from the training data and samples
# generated by the self-looped VAE chain.
self.DN = d_net.shared_param_clone(rng=rng, \
Xd=T.vertical_stack(self.Xt, *self.Xg_chain))
zero_ary = np.zeros((1, )).astype(theano.config.floatX)
# init shared var for weighting nll of data given posterior sample
self.lam_chain_nll = theano.shared(value=zero_ary,
name='vcg_lam_chain_nll')
self.set_lam_chain_nll(lam_chain_nll=1.0)
# init shared var for weighting posterior KL-div from prior
self.lam_chain_kld = theano.shared(value=zero_ary,
name='vcg_lam_chain_kld')
self.set_lam_chain_kld(lam_chain_kld=1.0)
# init shared var for controlling l2 regularization on params
self.lam_l2w = theano.shared(value=zero_ary, name='vcg_lam_l2w')
self.set_lam_l2w(lam_l2w=1e-4)
# shared var learning rates for all networks
self.lr_dn = theano.shared(value=zero_ary, name='vcg_lr_dn')
self.lr_gn = theano.shared(value=zero_ary, name='vcg_lr_gn')
self.lr_in = theano.shared(value=zero_ary, name='vcg_lr_in')
# shared var momentum parameters for all networks
self.mom_1 = theano.shared(value=zero_ary, name='vcg_mom_1')
self.mom_2 = theano.shared(value=zero_ary, name='vcg_mom_2')
self.it_count = theano.shared(value=zero_ary, name='vcg_it_count')
# shared var weights for adversarial classification objective
self.dw_dn = theano.shared(value=zero_ary, name='vcg_dw_dn')
self.dw_gn = theano.shared(value=zero_ary, name='vcg_dw_gn')
# init parameters for controlling learning dynamics
self.set_all_sgd_params()
self.set_disc_weights() # init adversarial cost weights for GN/DN
# set a shared var for regularizing the output of the discriminator
self.lam_l2d = theano.shared(value=(zero_ary + params['lam_l2d']), \
name='vcg_lam_l2d')
# Grab the full set of "optimizable" parameters from the generator
# and discriminator networks that we'll be working with. We need to
# ignore parameters in the final layers of the proto-networks in the
# discriminator network (a generalized pseudo-ensemble). We ignore them
# because the VCGair requires that they be "bypassed" in favor of some
# binary classification layers that will be managed by this VCGair.
self.dn_params = []
for pn in self.DN.proto_nets:
for pnl in pn[0:-1]:
self.dn_params.extend(pnl.params)
self.in_params = [p for p in self.IN.mlp_params]
self.in_params.append(self.OSM.output_logvar)
self.gn_params = [p for p in self.GN.mlp_params]
self.joint_params = self.in_params + self.gn_params + self.dn_params
# Now construct a binary discriminator layer for each proto-net in the
# discriminator network. And, add their params to optimization list.
self._construct_disc_layers(rng)
self.disc_reg_cost = self.lam_l2d[0] * \
T.sum([dl.act_l2_sum for dl in self.disc_layers])
# Construct costs for the generator and discriminator networks based
# on adversarial binary classification
self.disc_cost_dn, self.disc_cost_gn = self._construct_disc_costs()
# first, build the cost to be optimized by the discriminator network,
# in general this will be treated somewhat indepedently of the
# optimization of the generator and inferencer networks.
self.dn_cost = self.disc_cost_dn + self.DN.act_reg_cost + \
self.disc_reg_cost
# construct costs relevant to the optimization of the generator and
# discriminator networks
self.chain_nll_cost = self.lam_chain_nll[0] * \
self._construct_chain_nll_cost(cost_decay=self.cost_decay)
self.chain_kld_cost = self.lam_chain_kld[0] * \
self._construct_chain_kld_cost(cost_decay=self.cost_decay)
self.other_reg_cost = self._construct_other_reg_cost()
self.osm_cost = self.disc_cost_gn + self.chain_nll_cost + \
self.chain_kld_cost + self.other_reg_cost
# compute total cost on the discriminator and VB generator/inferencer
self.joint_cost = self.dn_cost + self.osm_cost
# Get the gradient of the joint cost for all optimizable parameters
self.joint_grads = OrderedDict()
print("Computing VCGLoop DN cost gradients...")
grad_list = T.grad(self.dn_cost,
self.dn_params,
disconnected_inputs='warn')
for i, p in enumerate(self.dn_params):
self.joint_grads[p] = grad_list[i]
print("Computing VCGLoop IN cost gradients...")
grad_list = T.grad(self.osm_cost,
self.in_params,
disconnected_inputs='warn')
for i, p in enumerate(self.in_params):
self.joint_grads[p] = grad_list[i]
print("Computing VCGLoop GN cost gradients...")
grad_list = T.grad(self.osm_cost,
self.gn_params,
disconnected_inputs='warn')
for i, p in enumerate(self.gn_params):
self.joint_grads[p] = grad_list[i]
# construct the updates for the discriminator, generator and
# inferencer networks. all networks share the same first/second
# moment momentum and iteration count. the networks each have their
# own learning rates, which lets you turn their learning on/off.
self.dn_updates = get_param_updates(params=self.dn_params, \
grads=self.joint_grads, alpha=self.lr_dn, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
self.gn_updates = get_param_updates(params=self.gn_params, \
grads=self.joint_grads, alpha=self.lr_gn, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
self.in_updates = get_param_updates(params=self.in_params, \
grads=self.joint_grads, alpha=self.lr_in, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
# bag up all the updates required for training
self.joint_updates = OrderedDict()
for k in self.dn_updates:
self.joint_updates[k] = self.dn_updates[k]
for k in self.gn_updates:
self.joint_updates[k] = self.gn_updates[k]
for k in self.in_updates:
self.joint_updates[k] = self.in_updates[k]
# construct an update for tracking the mean KL divergence of
# approximate posteriors for this chain
new_kld_mean = (0.98 * self.IN.kld_mean) + ((0.02 / self.chain_len) * \
sum([T.mean(I_N.kld_cost) for I_N in self.IN_chain]))
self.joint_updates[self.IN.kld_mean] = T.cast(new_kld_mean, 'floatX')
# construct the function for training on training data
print("Compiling VCGLoop theano functions....")
self.train_joint = self._construct_train_joint()
return
def __init__(self, rng=None, \
Xd=None, Xc=None, Xm=None, \
p_x_given_z=None, q_z_given_x=None, \
x_dim=None, z_dim=None, \
params=None):
# setup a rng for this GIPair
self.rng = RandStream(rng.randint(100000))
# grab the user-provided parameters
if params is None:
self.params = {}
else:
self.params = params
if 'xt_transform' in self.params:
assert((self.params['xt_transform'] == 'sigmoid') or \
(self.params['xt_transform'] == 'none'))
if self.params['xt_transform'] == 'sigmoid':
self.xt_transform = lambda x: T.nnet.sigmoid(x)
else:
self.xt_transform = lambda x: x
else:
self.xt_transform = lambda x: T.nnet.sigmoid(x)
if 'logvar_bound' in self.params:
self.logvar_bound = self.params['logvar_bound']
else:
self.logvar_bound = 10
#
# x_type: this tells if we're using bernoulli or gaussian model for
# the observations
#
self.x_type = self.params['x_type']
assert((self.x_type == 'bernoulli') or (self.x_type == 'gaussian'))
# record the dimensions of various spaces relevant to this model
self.z_dim = z_dim
self.x_dim = x_dim
# set parameters for the isotropic Gaussian prior over z
self.prior_mean = 0.0
self.prior_logvar = 0.0
# record the symbolic variables that will provide inputs to the
# computation graph created to describe this OneStageModel
self.Xd = Xd
self.Xc = Xc
self.Xm = Xm
self.batch_reps = T.lscalar()
self.x = apply_mask(self.Xd, self.Xc, self.Xm)
#####################################################################
# Setup the computation graph that provides values in our objective #
#####################################################################
# inferencer model for latent prototypes given instances
self.q_z_given_x = q_z_given_x.shared_param_clone(rng=rng, Xd=self.x)
self.z = self.q_z_given_x.output
self.z_mean = self.q_z_given_x.output_mean
self.z_logvar = self.q_z_given_x.output_logvar
# generator model for prototypes given latent prototypes
self.p_x_given_z = p_x_given_z.shared_param_clone(rng=rng, Xd=self.z)
self.xt = self.p_x_given_z.output_mean # use deterministic output
# construct the final output of generator, conditioned on z
if self.x_type == 'bernoulli':
self.xg = T.nnet.sigmoid(self.xt)
else:
self.xg = self.xt_transform(self.xt)
# self.output_logvar modifies the output distribution
self.output_logvar = self.p_x_given_z.sigma_layers[-1].b
self.bounded_logvar = self.logvar_bound * \
T.tanh(self.output_logvar[0] / self.logvar_bound)
######################################################################
# ALL SYMBOLIC VARS NEEDED FOR THE OBJECTIVE SHOULD NOW BE AVAILABLE #
######################################################################
# shared var learning rate for generator and inferencer
zero_ary = np.zeros((1,)).astype(theano.config.floatX)
self.lr_1 = theano.shared(value=zero_ary, name='osm_lr_1')
# shared var momentum parameters for generator and inferencer
self.mom_1 = theano.shared(value=zero_ary, name='osm_mom_1')
self.mom_2 = theano.shared(value=zero_ary, name='osm_mom_2')
self.it_count = theano.shared(value=zero_ary, name='osm_it_count')
# init parameters for controlling learning dynamics
self.set_sgd_params()
# init shared var for weighting nll of data given posterior sample
self.lam_nll = theano.shared(value=zero_ary, name='osm_lam_nll')
self.set_lam_nll(lam_nll=1.0)
# init shared var for weighting prior kld against reconstruction
self.lam_kld_1 = theano.shared(value=zero_ary, name='osm_lam_kld_1')
self.lam_kld_2 = theano.shared(value=zero_ary, name='osm_lam_kld_2')
self.set_lam_kld(lam_kld_1=1.0, lam_kld_2=0.0)
# init shared var for controlling l2 regularization on params
self.lam_l2w = theano.shared(value=zero_ary, name='osm_lam_l2w')
self.set_lam_l2w(1e-4)
# Grab all of the "optimizable" parameters in "group 1"
self.group_1_params = []
self.group_1_params.extend(self.q_z_given_x.mlp_params)
self.group_1_params.extend(self.p_x_given_z.mlp_params)
# Make a joint list of parameters
self.joint_params = self.group_1_params
###################################
# CONSTRUCT THE COSTS TO OPTIMIZE #
###################################
self.nll_costs = self.lam_nll[0] * self._construct_nll_costs()
self.nll_cost = T.mean(self.nll_costs)
self.kld_costs_1, self.kld_costs_2 = self._construct_kld_costs()
self.kld_costs = (self.lam_kld_1[0] * self.kld_costs_1) + \
(self.lam_kld_2[0] * self.kld_costs_2)
self.kld_cost = T.mean(self.kld_costs)
act_reg_cost, param_reg_cost = self._construct_reg_costs()
self.reg_cost = self.lam_l2w[0] * param_reg_cost
self.joint_cost = self.nll_cost + self.kld_cost + self.reg_cost
# Get the gradient of the joint cost for all optimizable parameters
print("Computing OneStageModel cost gradients...")
self.joint_grads = OrderedDict()
grad_list = T.grad(self.joint_cost, self.joint_params)
for i, p in enumerate(self.joint_params):
self.joint_grads[p] = grad_list[i]
# Construct the updates for the generator and inferencer networks
self.joint_updates = get_param_updates(params=self.joint_params, \
grads=self.joint_grads, alpha=self.lr_1, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
# Construct a function for jointly training the generator/inferencer
print("Compiling OneStageModel theano functions...")
self.train_joint = self._construct_train_joint()
self.compute_fe_terms = self._construct_compute_fe_terms()
self.compute_post_klds = self._construct_compute_post_klds()
self.sample_from_prior = self._construct_sample_from_prior()
self.transform_x_to_z = theano.function([self.q_z_given_x.Xd], \
outputs=self.q_z_given_x.output_mean)
self.transform_z_to_x = theano.function([self.p_x_given_z.Xd], \
outputs=self.xt_transform(self.p_x_given_z.output_mean))
self.inf_weights = self.q_z_given_x.shared_layers[0].W
self.gen_weights = self.p_x_given_z.mu_layers[-1].W
return
def __init__(self, rng=None, x_in=None, \
p_s0_obs_given_z_obs=None, p_hi_given_si=None, p_sip1_given_si_hi=None, \
p_x_given_si_hi=None, q_z_given_x=None, q_hi_given_x_si=None, \
obs_dim=None, z_rnn_dim=None, z_obs_dim=None, h_dim=None, \
model_init_obs=True, model_init_rnn=True, ir_steps=2, \
params=None):
# setup a rng for this GIPair
self.rng = RandStream(rng.randint(100000))
# TODO: implement functionality for working with "latent" si
assert (p_x_given_si_hi is None)
# decide whether to initialize from a model or from a "constant"
self.model_init_obs = model_init_obs
self.model_init_rnn = model_init_rnn
# grab the user-provided parameters
self.params = params
self.x_type = self.params['x_type']
assert ((self.x_type == 'bernoulli') or (self.x_type == 'gaussian'))
if 'obs_transform' in self.params:
assert((self.params['obs_transform'] == 'sigmoid') or \
(self.params['obs_transform'] == 'none'))
if self.params['obs_transform'] == 'sigmoid':
self.obs_transform = lambda x: T.nnet.sigmoid(x)
else:
self.obs_transform = lambda x: x
else:
self.obs_transform = lambda x: T.nnet.sigmoid(x)
if self.x_type == 'bernoulli':
self.obs_transform = lambda x: T.nnet.sigmoid(x)
# record the dimensions of various spaces relevant to this model
self.obs_dim = obs_dim
self.rnn_dim = z_rnn_dim
self.z_dim = z_rnn_dim + z_obs_dim
self.z_rnn_dim = z_rnn_dim
self.z_obs_dim = z_obs_dim
self.h_dim = h_dim
self.ir_steps = ir_steps
# record the symbolic variables that will provide inputs to the
# computation graph created to describe this MultiStageModel
self.x = x_in
self.batch_reps = T.lscalar()
# setup switching variable for changing between sampling/training
zero_ary = np.zeros((1, )).astype(theano.config.floatX)
self.train_switch = theano.shared(value=zero_ary,
name='msm_train_switch')
self.set_train_switch(1.0)
# setup a weight for pulling priors over hi given si towards a
# shared global prior -- e.g. zero mean and unit variance.
self.kzg_weight = theano.shared(value=zero_ary, name='msm_kzg_weight')
self.set_kzg_weight(0.1)
# this weight balances l1 vs. l2 penalty on posterior KLds
self.l1l2_weight = theano.shared(value=zero_ary,
name='msm_l1l2_weight')
self.set_l1l2_weight(1.0)
#############################
# Setup self.z and self.s0. #
#############################
print("Building MSM step 0...")
obs_scale = 0.0
rnn_scale = 0.0
if self.model_init_obs: # initialize obs state from generative model
obs_scale = 1.0
if self.model_init_rnn: # initialize rnn state from generative model
rnn_scale = 1.0
self.q_z_given_x = q_z_given_x.shared_param_clone(rng=rng, Xd=self.x)
self.z = self.q_z_given_x.output
self.z_rnn = self.z[:, :self.z_rnn_dim]
self.z_obs = self.z[:, self.z_rnn_dim:]
self.p_s0_obs_given_z_obs = p_s0_obs_given_z_obs.shared_param_clone( \
rng=rng, Xd=self.z_obs)
_s0_obs_model = self.p_s0_obs_given_z_obs.output_mean
_s0_obs_const = self.p_s0_obs_given_z_obs.mu_layers[-1].b
self.s0_obs = (obs_scale * _s0_obs_model) + \
((1.0 - obs_scale) * _s0_obs_const)
_s0_rnn_model = self.z_rnn
_s0_rnn_const = self.q_z_given_x.mu_layers[-1].b[:self.z_rnn_dim]
self.s0_rnn = (rnn_scale * _s0_rnn_model) + \
((1.0 - rnn_scale) * _s0_rnn_const)
self.s0_jnt = T.horizontal_stack(self.s0_obs, self.s0_rnn)
self.output_logvar = self.p_s0_obs_given_z_obs.sigma_layers[-1].b
self.bounded_logvar = 8.0 * T.tanh((1.0 / 8.0) * self.output_logvar)
###############################################################
# Setup the iterative refinement loop, starting from self.s0. #
###############################################################
self.p_hi_given_si = [] # holds p_hi_given_si for each i
self.p_sip1_given_si_hi = [] # holds p_sip1_given_si_hi for each i
self.q_hi_given_x_si = [] # holds q_hi_given_x_si for each i
self.si = [self.s0_jnt] # holds si for each i
self.hi = [] # holds hi for each i
for i in range(self.ir_steps):
print("Building MSM step {0:d}...".format(i + 1))
_si = self.si[i]
si_obs = _si[:, :self.obs_dim]
si_rnn = _si[:, self.obs_dim:]
# get samples of next hi, conditioned on current si
self.p_hi_given_si.append( \
p_hi_given_si.shared_param_clone(rng=rng, \
Xd=T.horizontal_stack( \
self.obs_transform(si_obs), si_rnn)))
hi_p = self.p_hi_given_si[i].output
# now we build the model for variational hi given si
grad_ll = self.x - self.obs_transform(si_obs)
self.q_hi_given_x_si.append(\
q_hi_given_x_si.shared_param_clone(rng=rng, \
Xd=T.horizontal_stack( \
grad_ll, self.obs_transform(si_obs), si_rnn)))
hi_q = self.q_hi_given_x_si[i].output
# make hi samples that can be switched between hi_p and hi_q
self.hi.append( ((self.train_switch[0] * hi_q) + \
((1.0 - self.train_switch[0]) * hi_p)) )
# p_sip1_given_si_hi is conditioned on hi and the "rnn" part of si.
self.p_sip1_given_si_hi.append( \
p_sip1_given_si_hi.shared_param_clone(rng=rng, \
Xd=T.horizontal_stack(self.hi[i], si_rnn)))
# construct the update from si_obs/si_rnn to sip1_obs/sip1_rnn
sip1_obs = si_obs + self.p_sip1_given_si_hi[i].output_mean
sip1_rnn = si_rnn
sip1_jnt = T.horizontal_stack(sip1_obs, sip1_rnn)
# record the updated state of the generative process
self.si.append(sip1_jnt)
# check that input/output dimensions of our models agree
self._check_model_shapes()
######################################################################
# ALL SYMBOLIC VARS NEEDED FOR THE OBJECTIVE SHOULD NOW BE AVAILABLE #
######################################################################
# shared var learning rate for generator and inferencer
zero_ary = np.zeros((1, )).astype(theano.config.floatX)
self.lr_1 = theano.shared(value=zero_ary, name='msm_lr_1')
self.lr_2 = theano.shared(value=zero_ary, name='msm_lr_2')
# shared var momentum parameters for generator and inferencer
self.mom_1 = theano.shared(value=zero_ary, name='msm_mom_1')
self.mom_2 = theano.shared(value=zero_ary, name='msm_mom_2')
self.it_count = theano.shared(value=zero_ary, name='msm_it_count')
# init parameters for controlling learning dynamics
self.set_sgd_params()
# init shared var for weighting nll of data given posterior sample
self.lam_nll = theano.shared(value=zero_ary, name='msm_lam_nll')
self.set_lam_nll(lam_nll=1.0)
# init shared var for weighting prior kld against reconstruction
self.lam_kld_1 = theano.shared(value=zero_ary, name='msm_lam_kld_1')
self.lam_kld_2 = theano.shared(value=zero_ary, name='msm_lam_kld_2')
self.set_lam_kld(lam_kld_1=1.0, lam_kld_2=1.0)
# init shared var for controlling l2 regularization on params
self.lam_l2w = theano.shared(value=zero_ary, name='msm_lam_l2w')
self.set_lam_l2w(1e-5)
# Grab all of the "optimizable" parameters in "group 1"
self.group_1_params = []
self.group_1_params.extend(self.q_z_given_x.mlp_params)
self.group_1_params.extend(self.p_s0_obs_given_z_obs.mlp_params)
# Grab all of the "optimizable" parameters in "group 2"
self.group_2_params = []
for i in range(self.ir_steps):
self.group_2_params.extend(self.q_hi_given_x_si[i].mlp_params)
self.group_2_params.extend(self.p_hi_given_si[i].mlp_params)
self.group_2_params.extend(self.p_sip1_given_si_hi[i].mlp_params)
# Make a joint list of parameters group 1/2
self.joint_params = self.group_1_params + self.group_2_params
#################################
# CONSTRUCT THE KLD-BASED COSTS #
#################################
self.kld_z, self.kld_hi_cond, self.kld_hi_glob = \
self._construct_kld_costs()
self.kld_cost = (self.lam_kld_1[0] * T.mean(self.kld_z)) + \
(self.lam_kld_2[0] * (T.mean(self.kld_hi_cond) + \
(self.kzg_weight[0] * T.mean(self.kld_hi_glob))))
#################################
# CONSTRUCT THE NLL-BASED COSTS #
#################################
self.nll_costs = self._construct_nll_costs()
self.nll_cost = self.lam_nll[0] * T.mean(self.nll_costs)
########################################
# CONSTRUCT THE REST OF THE JOINT COST #
########################################
param_reg_cost = self._construct_reg_costs()
self.reg_cost = self.lam_l2w[0] * param_reg_cost
self.joint_cost = self.nll_cost + self.kld_cost + self.reg_cost
# Get the gradient of the joint cost for all optimizable parameters
self.joint_grads = OrderedDict()
for p in self.joint_params:
self.joint_grads[p] = T.grad(self.joint_cost, p)
# Construct the updates for the generator and inferencer networks
self.group_1_updates = get_param_updates(params=self.group_1_params, \
grads=self.joint_grads, alpha=self.lr_1, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
self.group_2_updates = get_param_updates(params=self.group_2_params, \
grads=self.joint_grads, alpha=self.lr_2, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
self.joint_updates = OrderedDict()
for k in self.group_1_updates:
self.joint_updates[k] = self.group_1_updates[k]
for k in self.group_2_updates:
self.joint_updates[k] = self.group_2_updates[k]
# Construct a function for jointly training the generator/inferencer
print("Compiling training function...")
self.train_joint = self._construct_train_joint()
self.compute_post_klds = self._construct_compute_post_klds()
self.compute_fe_terms = self._construct_compute_fe_terms()
self.sample_from_prior = self._construct_sample_from_prior()
# make easy access points for some interesting parameters
self.inf_1_weights = self.q_z_given_x.shared_layers[0].W
self.gen_1_weights = self.p_s0_obs_given_z_obs.mu_layers[-1].W
self.inf_2_weights = self.q_hi_given_x_si[0].shared_layers[0].W
self.gen_2_weights = self.p_sip1_given_si_hi[0].mu_layers[-1].W
self.gen_inf_weights = self.p_hi_given_si[0].shared_layers[0].W
return
def __init__(self, rng=None, x_in=None, \
p_s0_obs_given_z_obs=None, p_hi_given_si=None, p_sip1_given_si_hi=None, \
p_x_given_si_hi=None, q_z_given_x=None, q_hi_given_x_si=None, \
obs_dim=None, z_rnn_dim=None, z_obs_dim=None, h_dim=None, \
model_init_obs=True, model_init_rnn=True, ir_steps=2, \
params=None):
# setup a rng for this GIPair
self.rng = RandStream(rng.randint(100000))
# TODO: implement functionality for working with "latent" si
assert(p_x_given_si_hi is None)
# decide whether to initialize from a model or from a "constant"
self.model_init_obs = model_init_obs
self.model_init_rnn = model_init_rnn
# grab the user-provided parameters
self.params = params
self.x_type = self.params['x_type']
assert((self.x_type == 'bernoulli') or (self.x_type == 'gaussian'))
if 'obs_transform' in self.params:
assert((self.params['obs_transform'] == 'sigmoid') or \
(self.params['obs_transform'] == 'none'))
if self.params['obs_transform'] == 'sigmoid':
self.obs_transform = lambda x: T.nnet.sigmoid(x)
else:
self.obs_transform = lambda x: x
else:
self.obs_transform = lambda x: T.nnet.sigmoid(x)
if self.x_type == 'bernoulli':
self.obs_transform = lambda x: T.nnet.sigmoid(x)
# record the dimensions of various spaces relevant to this model
self.obs_dim = obs_dim
self.rnn_dim = z_rnn_dim
self.z_dim = z_rnn_dim + z_obs_dim
self.z_rnn_dim = z_rnn_dim
self.z_obs_dim = z_obs_dim
self.h_dim = h_dim
self.ir_steps = ir_steps
# record the symbolic variables that will provide inputs to the
# computation graph created to describe this MultiStageModel
self.x = x_in
self.batch_reps = T.lscalar()
# setup switching variable for changing between sampling/training
zero_ary = np.zeros((1,)).astype(theano.config.floatX)
self.train_switch = theano.shared(value=zero_ary, name='msm_train_switch')
self.set_train_switch(1.0)
# setup a weight for pulling priors over hi given si towards a
# shared global prior -- e.g. zero mean and unit variance.
self.kzg_weight = theano.shared(value=zero_ary, name='msm_kzg_weight')
self.set_kzg_weight(0.1)
# this weight balances l1 vs. l2 penalty on posterior KLds
self.l1l2_weight = theano.shared(value=zero_ary, name='msm_l1l2_weight')
self.set_l1l2_weight(1.0)
#############################
# Setup self.z and self.s0. #
#############################
print("Building MSM step 0...")
obs_scale = 0.0
rnn_scale = 0.0
if self.model_init_obs: # initialize obs state from generative model
obs_scale = 1.0
if self.model_init_rnn: # initialize rnn state from generative model
rnn_scale = 1.0
self.q_z_given_x = q_z_given_x.shared_param_clone(rng=rng, Xd=self.x)
self.z = self.q_z_given_x.output
self.z_rnn = self.z[:,:self.z_rnn_dim]
self.z_obs = self.z[:,self.z_rnn_dim:]
self.p_s0_obs_given_z_obs = p_s0_obs_given_z_obs.shared_param_clone( \
rng=rng, Xd=self.z_obs)
_s0_obs_model = self.p_s0_obs_given_z_obs.output_mean
_s0_obs_const = self.p_s0_obs_given_z_obs.mu_layers[-1].b
self.s0_obs = (obs_scale * _s0_obs_model) + \
((1.0 - obs_scale) * _s0_obs_const)
_s0_rnn_model = self.z_rnn
_s0_rnn_const = self.q_z_given_x.mu_layers[-1].b[:self.z_rnn_dim]
self.s0_rnn = (rnn_scale * _s0_rnn_model) + \
((1.0 - rnn_scale) * _s0_rnn_const)
self.s0_jnt = T.horizontal_stack(self.s0_obs, self.s0_rnn)
self.output_logvar = self.p_s0_obs_given_z_obs.sigma_layers[-1].b
self.bounded_logvar = 8.0 * T.tanh((1.0/8.0) * self.output_logvar)
###############################################################
# Setup the iterative refinement loop, starting from self.s0. #
###############################################################
self.p_hi_given_si = [] # holds p_hi_given_si for each i
self.p_sip1_given_si_hi = [] # holds p_sip1_given_si_hi for each i
self.q_hi_given_x_si = [] # holds q_hi_given_x_si for each i
self.si = [self.s0_jnt] # holds si for each i
self.hi = [] # holds hi for each i
for i in range(self.ir_steps):
print("Building MSM step {0:d}...".format(i+1))
_si = self.si[i]
si_obs = _si[:,:self.obs_dim]
si_rnn = _si[:,self.obs_dim:]
# get samples of next hi, conditioned on current si
self.p_hi_given_si.append( \
p_hi_given_si.shared_param_clone(rng=rng, \
Xd=T.horizontal_stack( \
self.obs_transform(si_obs), si_rnn)))
hi_p = self.p_hi_given_si[i].output
# now we build the model for variational hi given si
grad_ll = self.x - self.obs_transform(si_obs)
self.q_hi_given_x_si.append(\
q_hi_given_x_si.shared_param_clone(rng=rng, \
Xd=T.horizontal_stack( \
grad_ll, self.obs_transform(si_obs), si_rnn)))
hi_q = self.q_hi_given_x_si[i].output
# make hi samples that can be switched between hi_p and hi_q
self.hi.append( ((self.train_switch[0] * hi_q) + \
((1.0 - self.train_switch[0]) * hi_p)) )
# p_sip1_given_si_hi is conditioned on hi and the "rnn" part of si.
self.p_sip1_given_si_hi.append( \
p_sip1_given_si_hi.shared_param_clone(rng=rng, \
Xd=T.horizontal_stack(self.hi[i], si_rnn)))
# construct the update from si_obs/si_rnn to sip1_obs/sip1_rnn
sip1_obs = si_obs + self.p_sip1_given_si_hi[i].output_mean
sip1_rnn = si_rnn
sip1_jnt = T.horizontal_stack(sip1_obs, sip1_rnn)
# record the updated state of the generative process
self.si.append(sip1_jnt)
# check that input/output dimensions of our models agree
self._check_model_shapes()
######################################################################
# ALL SYMBOLIC VARS NEEDED FOR THE OBJECTIVE SHOULD NOW BE AVAILABLE #
######################################################################
# shared var learning rate for generator and inferencer
zero_ary = np.zeros((1,)).astype(theano.config.floatX)
self.lr_1 = theano.shared(value=zero_ary, name='msm_lr_1')
self.lr_2 = theano.shared(value=zero_ary, name='msm_lr_2')
# shared var momentum parameters for generator and inferencer
self.mom_1 = theano.shared(value=zero_ary, name='msm_mom_1')
self.mom_2 = theano.shared(value=zero_ary, name='msm_mom_2')
self.it_count = theano.shared(value=zero_ary, name='msm_it_count')
# init parameters for controlling learning dynamics
self.set_sgd_params()
# init shared var for weighting nll of data given posterior sample
self.lam_nll = theano.shared(value=zero_ary, name='msm_lam_nll')
self.set_lam_nll(lam_nll=1.0)
# init shared var for weighting prior kld against reconstruction
self.lam_kld_1 = theano.shared(value=zero_ary, name='msm_lam_kld_1')
self.lam_kld_2 = theano.shared(value=zero_ary, name='msm_lam_kld_2')
self.set_lam_kld(lam_kld_1=1.0, lam_kld_2=1.0)
# init shared var for controlling l2 regularization on params
self.lam_l2w = theano.shared(value=zero_ary, name='msm_lam_l2w')
self.set_lam_l2w(1e-5)
# Grab all of the "optimizable" parameters in "group 1"
self.group_1_params = []
self.group_1_params.extend(self.q_z_given_x.mlp_params)
self.group_1_params.extend(self.p_s0_obs_given_z_obs.mlp_params)
# Grab all of the "optimizable" parameters in "group 2"
self.group_2_params = []
for i in range(self.ir_steps):
self.group_2_params.extend(self.q_hi_given_x_si[i].mlp_params)
self.group_2_params.extend(self.p_hi_given_si[i].mlp_params)
self.group_2_params.extend(self.p_sip1_given_si_hi[i].mlp_params)
# Make a joint list of parameters group 1/2
self.joint_params = self.group_1_params + self.group_2_params
#################################
# CONSTRUCT THE KLD-BASED COSTS #
#################################
self.kld_z, self.kld_hi_cond, self.kld_hi_glob = \
self._construct_kld_costs()
self.kld_cost = (self.lam_kld_1[0] * T.mean(self.kld_z)) + \
(self.lam_kld_2[0] * (T.mean(self.kld_hi_cond) + \
(self.kzg_weight[0] * T.mean(self.kld_hi_glob))))
#################################
# CONSTRUCT THE NLL-BASED COSTS #
#################################
self.nll_costs = self._construct_nll_costs()
self.nll_cost = self.lam_nll[0] * T.mean(self.nll_costs)
########################################
# CONSTRUCT THE REST OF THE JOINT COST #
########################################
param_reg_cost = self._construct_reg_costs()
self.reg_cost = self.lam_l2w[0] * param_reg_cost
self.joint_cost = self.nll_cost + self.kld_cost + self.reg_cost
# Get the gradient of the joint cost for all optimizable parameters
self.joint_grads = OrderedDict()
for p in self.joint_params:
self.joint_grads[p] = T.grad(self.joint_cost, p)
# Construct the updates for the generator and inferencer networks
self.group_1_updates = get_param_updates(params=self.group_1_params, \
grads=self.joint_grads, alpha=self.lr_1, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
self.group_2_updates = get_param_updates(params=self.group_2_params, \
grads=self.joint_grads, alpha=self.lr_2, \
beta1=self.mom_1, beta2=self.mom_2, it_count=self.it_count, \
mom2_init=1e-3, smoothing=1e-8, max_grad_norm=10.0)
self.joint_updates = OrderedDict()
for k in self.group_1_updates:
self.joint_updates[k] = self.group_1_updates[k]
for k in self.group_2_updates:
self.joint_updates[k] = self.group_2_updates[k]
# Construct a function for jointly training the generator/inferencer
print("Compiling training function...")
self.train_joint = self._construct_train_joint()
self.compute_post_klds = self._construct_compute_post_klds()
self.compute_fe_terms = self._construct_compute_fe_terms()
self.sample_from_prior = self._construct_sample_from_prior()
# make easy access points for some interesting parameters
self.inf_1_weights = self.q_z_given_x.shared_layers[0].W
self.gen_1_weights = self.p_s0_obs_given_z_obs.mu_layers[-1].W
self.inf_2_weights = self.q_hi_given_x_si[0].shared_layers[0].W
self.gen_2_weights = self.p_sip1_given_si_hi[0].mu_layers[-1].W
self.gen_inf_weights = self.p_hi_given_si[0].shared_layers[0].W
return