Пример #1
0
def pretrain_osm(lam_kld=0.0):
    # Initialize a source of randomness
    rng = np.random.RandomState(1234)

    # Load some data to train/validate/test with
    dataset = 'data/mnist.pkl.gz'
    datasets = load_udm(dataset, zero_mean=False)
    Xtr = datasets[0][0]
    Xtr = Xtr.get_value(borrow=False)
    Xva = datasets[2][0]
    Xva = Xva.get_value(borrow=False)
    print("Xtr.shape: {0:s}, Xva.shape: {1:s}".format(str(Xtr.shape),str(Xva.shape)))

    # get and set some basic dataset information
    Xtr_mean = np.mean(Xtr, axis=0)
    tr_samples = Xtr.shape[0]
    va_samples = Xva.shape[0]
    batch_size = 100
    batch_reps = 5

    # setup some symbolic variables and stuff
    Xd = T.matrix('Xd_base')
    Xc = T.matrix('Xc_base')
    Xm = T.matrix('Xm_base')
    data_dim = Xtr.shape[1]
    prior_sigma = 1.0

    ##########################
    # NETWORK CONFIGURATIONS #
    ##########################
    gn_params = {}
    shared_config = [PRIOR_DIM, 1000, 1000]
    top_config = [shared_config[-1], data_dim]
    gn_params['shared_config'] = shared_config
    gn_params['mu_config'] = top_config
    gn_params['sigma_config'] = top_config
    gn_params['activation'] = relu_actfun
    gn_params['init_scale'] = 1.4
    gn_params['lam_l2a'] = 0.0
    gn_params['vis_drop'] = 0.0
    gn_params['hid_drop'] = 0.0
    gn_params['bias_noise'] = 0.0
    gn_params['input_noise'] = 0.0
    # choose some parameters for the continuous inferencer
    in_params = {}
    shared_config = [data_dim, 1000, 1000]
    top_config = [shared_config[-1], PRIOR_DIM]
    in_params['shared_config'] = shared_config
    in_params['mu_config'] = top_config
    in_params['sigma_config'] = top_config
    in_params['activation'] = relu_actfun
    in_params['init_scale'] = 1.4
    in_params['lam_l2a'] = 0.0
    in_params['vis_drop'] = 0.0
    in_params['hid_drop'] = 0.0
    in_params['bias_noise'] = 0.0
    in_params['input_noise'] = 0.0
    # Initialize the base networks for this OneStageModel
    IN = InfNet(rng=rng, Xd=Xd, prior_sigma=prior_sigma, \
            params=in_params, shared_param_dicts=None)
    GN = InfNet(rng=rng, Xd=Xd, prior_sigma=prior_sigma, \
            params=gn_params, shared_param_dicts=None)
    # Initialize biases in IN and GN
    IN.init_biases(0.2)
    GN.init_biases(0.2)

    #########################
    # INITIALIZE THE GIPAIR #
    #########################
    osm_params = {}
    osm_params['x_type'] = 'bernoulli'
    osm_params['xt_transform'] = 'sigmoid'
    osm_params['logvar_bound'] = LOGVAR_BOUND
    OSM = OneStageModel(rng=rng, Xd=Xd, Xc=Xc, Xm=Xm, \
            p_x_given_z=GN, q_z_given_x=IN, \
            x_dim=data_dim, z_dim=PRIOR_DIM, params=osm_params)
    OSM.set_lam_l2w(1e-5)
    safe_mean = (0.9 * Xtr_mean) + 0.05
    safe_mean_logit = np.log(safe_mean / (1.0 - safe_mean))
    OSM.set_output_bias(safe_mean_logit)
    OSM.set_input_bias(-Xtr_mean)

    ######################
    # BASIC VAE TRAINING #
    ######################
    out_file = open(RESULT_PATH+"pt_osm_results.txt", 'wb')
    # Set initial learning rate and basic SGD hyper parameters
    obs_costs = np.zeros((batch_size,))
    costs = [0. for i in range(10)]
    learn_rate = 0.0005
    for i in range(150000):
        scale = min(1.0, float(i) / 10000.0)
        if ((i > 1) and ((i % 20000) == 0)):
            learn_rate = learn_rate * 0.9
        # do a minibatch update of the model, and compute some costs
        tr_idx = npr.randint(low=0,high=tr_samples,size=(batch_size,))
        Xd_batch = Xtr.take(tr_idx, axis=0)
        Xc_batch = 0.0 * Xd_batch
        Xm_batch = 0.0 * Xd_batch
        # do a minibatch update of the model, and compute some costs
        OSM.set_sgd_params(lr_1=(scale*learn_rate), mom_1=0.5, mom_2=0.98)
        OSM.set_lam_nll(1.0)
        OSM.set_lam_kld(lam_kld_1=(1.0 + (scale*(lam_kld-1.0))), lam_kld_2=0.0)
        result = OSM.train_joint(Xd_batch, Xc_batch, Xm_batch, batch_reps)
        costs = [(costs[j] + result[j]) for j in range(len(result))]
        if ((i % 1000) == 0):
            # record and then reset the cost trackers
            costs = [(v / 1000.0) for v in costs]
            str_1 = "-- batch {0:d} --".format(i)
            str_2 = "    joint_cost: {0:.4f}".format(costs[0])
            str_3 = "    nll_cost  : {0:.4f}".format(costs[1])
            str_4 = "    kld_cost  : {0:.4f}".format(costs[2])
            str_5 = "    reg_cost  : {0:.4f}".format(costs[3])
            costs = [0.0 for v in costs]
            # print out some diagnostic information
            joint_str = "\n".join([str_1, str_2, str_3, str_4, str_5])
            print(joint_str)
            out_file.write(joint_str+"\n")
            out_file.flush()
        if ((i % 2000) == 0):
            Xva = row_shuffle(Xva)
            model_samps = OSM.sample_from_prior(500)
            file_name = RESULT_PATH+"pt_osm_samples_b{0:d}_XG.png".format(i)
            utils.visualize_samples(model_samps, file_name, num_rows=20)
            # compute information about free-energy on validation set
            file_name = RESULT_PATH+"pt_osm_free_energy_b{0:d}.png".format(i)
            fe_terms = OSM.compute_fe_terms(Xva[0:2500], 20)
            fe_mean = np.mean(fe_terms[0]) + np.mean(fe_terms[1])
            fe_str = "    nll_bound : {0:.4f}".format(fe_mean)
            print(fe_str)
            out_file.write(fe_str+"\n")
            utils.plot_scatter(fe_terms[1], fe_terms[0], file_name, \
                    x_label='Posterior KLd', y_label='Negative Log-likelihood')
            # compute information about posterior KLds on validation set
            file_name = RESULT_PATH+"pt_osm_post_klds_b{0:d}.png".format(i)
            post_klds = OSM.compute_post_klds(Xva[0:2500])
            post_dim_klds = np.mean(post_klds, axis=0)
            utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, \
                    file_name)
        if ((i % 5000) == 0):
            IN.save_to_file(f_name=RESULT_PATH+"pt_osm_params_b{0:d}_IN.pkl".format(i))
            GN.save_to_file(f_name=RESULT_PATH+"pt_osm_params_b{0:d}_GN.pkl".format(i))
    IN.save_to_file(f_name=RESULT_PATH+"pt_osm_params_IN.pkl")
    GN.save_to_file(f_name=RESULT_PATH+"pt_osm_params_GN.pkl")
    return
Пример #2
0
def pretrain_osm(lam_kld=0.0):
    # Initialize a source of randomness
    rng = np.random.RandomState(1234)

    # Load some data to train/validate/test with
    data_file = 'data/tfd_data_48x48.pkl'
    dataset = load_tfd(tfd_pkl_name=data_file, which_set='unlabeled', fold='all')
    Xtr_unlabeled = dataset[0]
    dataset = load_tfd(tfd_pkl_name=data_file, which_set='train', fold='all')
    Xtr_train = dataset[0]
    Xtr = np.vstack([Xtr_unlabeled, Xtr_train])
    dataset = load_tfd(tfd_pkl_name=data_file, which_set='valid', fold='all')
    Xva = dataset[0]
    tr_samples = Xtr.shape[0]
    va_samples = Xva.shape[0]
    batch_size = 400
    batch_reps = 6
    carry_frac = 0.25
    carry_size = int(batch_size * carry_frac)
    reset_prob = 0.04

    # setup some symbolic variables and stuff
    Xd = T.matrix('Xd_base')
    Xc = T.matrix('Xc_base')
    Xm = T.matrix('Xm_base')
    data_dim = Xtr.shape[1]
    prior_sigma = 1.0
    Xtr_mean = np.mean(Xtr, axis=0)

    ##########################
    # NETWORK CONFIGURATIONS #
    ##########################
    gn_params = {}
    shared_config = [PRIOR_DIM, 1500, 1500]
    top_config = [shared_config[-1], data_dim]
    gn_params['shared_config'] = shared_config
    gn_params['mu_config'] = top_config
    gn_params['sigma_config'] = top_config
    gn_params['activation'] = relu_actfun
    gn_params['init_scale'] = 1.4
    gn_params['lam_l2a'] = 0.0
    gn_params['vis_drop'] = 0.0
    gn_params['hid_drop'] = 0.0
    gn_params['bias_noise'] = 0.0
    gn_params['input_noise'] = 0.0
    # choose some parameters for the continuous inferencer
    in_params = {}
    shared_config = [data_dim, 1500, 1500]
    top_config = [shared_config[-1], PRIOR_DIM]
    in_params['shared_config'] = shared_config
    in_params['mu_config'] = top_config
    in_params['sigma_config'] = top_config
    in_params['activation'] = relu_actfun
    in_params['init_scale'] = 1.4
    in_params['lam_l2a'] = 0.0
    in_params['vis_drop'] = 0.0
    in_params['hid_drop'] = 0.0
    in_params['bias_noise'] = 0.0
    in_params['input_noise'] = 0.0
    # Initialize the base networks for this OneStageModel
    IN = InfNet(rng=rng, Xd=Xd, prior_sigma=prior_sigma, \
            params=in_params, shared_param_dicts=None)
    GN = InfNet(rng=rng, Xd=Xd, prior_sigma=prior_sigma, \
            params=gn_params, shared_param_dicts=None)
    # Initialize biases in IN and GN
    IN.init_biases(0.2)
    GN.init_biases(0.2)

    ######################################
    # LOAD AND RESTART FROM SAVED PARAMS #
    ######################################
    # gn_fname = RESULT_PATH+"pt_osm_params_b110000_GN.pkl"
    # in_fname = RESULT_PATH+"pt_osm_params_b110000_IN.pkl"
    # IN = load_infnet_from_file(f_name=in_fname, rng=rng, Xd=Xd, \
    #         new_params=None)
    # GN = load_infnet_from_file(f_name=gn_fname, rng=rng, Xd=Xd, \
    #         new_params=None)
    # in_params = IN.params
    # gn_params = GN.params

    #########################
    # INITIALIZE THE GIPAIR #
    #########################
    osm_params = {}
    osm_params['x_type'] = 'bernoulli'
    osm_params['xt_transform'] = 'sigmoid'
    osm_params['logvar_bound'] = LOGVAR_BOUND
    OSM = OneStageModel(rng=rng, Xd=Xd, Xc=Xc, Xm=Xm, \
            p_x_given_z=GN, q_z_given_x=IN, \
            x_dim=data_dim, z_dim=PRIOR_DIM, params=osm_params)
    OSM.set_lam_l2w(1e-5)
    safe_mean = (0.9 * Xtr_mean) + 0.05
    safe_mean_logit = np.log(safe_mean / (1.0 - safe_mean))
    OSM.set_output_bias(safe_mean_logit)
    OSM.set_input_bias(-Xtr_mean)

    ######################
    # BASIC VAE TRAINING #
    ######################
    out_file = open(RESULT_PATH+"pt_osm_results.txt", 'wb')
    # Set initial learning rate and basic SGD hyper parameters
    obs_costs = np.zeros((batch_size,))
    costs = [0. for i in range(10)]
    learn_rate = 0.002
    for i in range(200000):
        scale = min(1.0, float(i) / 5000.0)
        if ((i > 1) and ((i % 20000) == 0)):
            learn_rate = learn_rate * 0.8
        if (i < 50000):
            momentum = 0.5
        elif (i < 10000):
            momentum = 0.7
        else:
            momentum = 0.9
        if ((i == 0) or (npr.rand() < reset_prob)):
            # sample a fully random batch
            batch_idx = npr.randint(low=0,high=tr_samples,size=(batch_size,))
        else:
            # sample a partially random batch, which retains some portion of
            # the worst scoring examples from the previous batch
            fresh_idx = npr.randint(low=0,high=tr_samples,size=(batch_size-carry_size,))
            batch_idx = np.concatenate((fresh_idx.ravel(), carry_idx.ravel()))
        # do a minibatch update of the model, and compute some costs
        tr_idx = npr.randint(low=0,high=tr_samples,size=(batch_size,))
        Xd_batch = Xtr.take(tr_idx, axis=0)
        Xc_batch = 0.0 * Xd_batch
        Xm_batch = 0.0 * Xd_batch
        # do a minibatch update of the model, and compute some costs
        OSM.set_sgd_params(lr_1=(scale*learn_rate), \
                mom_1=(scale*momentum), mom_2=0.98)
        OSM.set_lam_nll(1.0)
        OSM.set_lam_kld(lam_kld_1=scale*lam_kld, lam_kld_2=0.0, lam_kld_c=50.0)
        result = OSM.train_joint(Xd_batch, Xc_batch, Xm_batch, batch_reps)
        batch_costs = result[4] + result[5]
        obs_costs = collect_obs_costs(batch_costs, batch_reps)
        carry_idx = batch_idx[np.argsort(-obs_costs)[0:carry_size]]
        costs = [(costs[j] + result[j]) for j in range(len(result))]
        if ((i % 1000) == 0):
            # record and then reset the cost trackers
            costs = [(v / 1000.0) for v in costs]
            str_1 = "-- batch {0:d} --".format(i)
            str_2 = "    joint_cost: {0:.4f}".format(costs[0])
            str_3 = "    nll_cost  : {0:.4f}".format(costs[1])
            str_4 = "    kld_cost  : {0:.4f}".format(costs[2])
            str_5 = "    reg_cost  : {0:.4f}".format(costs[3])
            costs = [0.0 for v in costs]
            # print out some diagnostic information
            joint_str = "\n".join([str_1, str_2, str_3, str_4, str_5])
            print(joint_str)
            out_file.write(joint_str+"\n")
            out_file.flush()
        if ((i % 2000) == 0):
            Xva = row_shuffle(Xva)
            model_samps = OSM.sample_from_prior(500)
            file_name = RESULT_PATH+"pt_osm_samples_b{0:d}_XG.png".format(i)
            utils.visualize_samples(model_samps, file_name, num_rows=20)
            file_name = RESULT_PATH+"pt_osm_inf_weights_b{0:d}.png".format(i)
            utils.visualize_samples(OSM.inf_weights.get_value(borrow=False).T, \
                    file_name, num_rows=30)
            file_name = RESULT_PATH+"pt_osm_gen_weights_b{0:d}.png".format(i)
            utils.visualize_samples(OSM.gen_weights.get_value(borrow=False), \
                    file_name, num_rows=30)
            # compute information about free-energy on validation set
            file_name = RESULT_PATH+"pt_osm_free_energy_b{0:d}.png".format(i)
            fe_terms = OSM.compute_fe_terms(Xva[0:2500], 20)
            fe_mean = np.mean(fe_terms[0]) + np.mean(fe_terms[1])
            fe_str = "    nll_bound : {0:.4f}".format(fe_mean)
            print(fe_str)
            out_file.write(fe_str+"\n")
            utils.plot_scatter(fe_terms[1], fe_terms[0], file_name, \
                    x_label='Posterior KLd', y_label='Negative Log-likelihood')
            # compute information about posterior KLds on validation set
            file_name = RESULT_PATH+"pt_osm_post_klds_b{0:d}.png".format(i)
            post_klds = OSM.compute_post_klds(Xva[0:2500])
            post_dim_klds = np.mean(post_klds, axis=0)
            utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, \
                    file_name)
        if ((i % 5000) == 0):
            IN.save_to_file(f_name=RESULT_PATH+"pt_osm_params_b{0:d}_IN.pkl".format(i))
            GN.save_to_file(f_name=RESULT_PATH+"pt_osm_params_b{0:d}_GN.pkl".format(i))
    IN.save_to_file(f_name=RESULT_PATH+"pt_osm_params_IN.pkl")
    GN.save_to_file(f_name=RESULT_PATH+"pt_osm_params_GN.pkl")
    return
Пример #3
0
def pretrain_osm(lam_kld=0.0):
    # Initialize a source of randomness
    rng = np.random.RandomState(1234)

    # Load some data to train/validate/test with
    dataset = 'data/mnist.pkl.gz'
    datasets = load_udm(dataset, zero_mean=False)
    Xtr = datasets[0][0]
    Xtr = Xtr.get_value(borrow=False)
    Xva = datasets[2][0]
    Xva = Xva.get_value(borrow=False)
    print("Xtr.shape: {0:s}, Xva.shape: {1:s}".format(str(Xtr.shape),
                                                      str(Xva.shape)))

    # get and set some basic dataset information
    Xtr_mean = np.mean(Xtr, axis=0)
    tr_samples = Xtr.shape[0]
    va_samples = Xva.shape[0]
    batch_size = 100
    batch_reps = 5

    # setup some symbolic variables and stuff
    Xd = T.matrix('Xd_base')
    Xc = T.matrix('Xc_base')
    Xm = T.matrix('Xm_base')
    data_dim = Xtr.shape[1]
    prior_sigma = 1.0

    ##########################
    # NETWORK CONFIGURATIONS #
    ##########################
    gn_params = {}
    shared_config = [PRIOR_DIM, 1000, 1000]
    top_config = [shared_config[-1], data_dim]
    gn_params['shared_config'] = shared_config
    gn_params['mu_config'] = top_config
    gn_params['sigma_config'] = top_config
    gn_params['activation'] = relu_actfun
    gn_params['init_scale'] = 1.4
    gn_params['lam_l2a'] = 0.0
    gn_params['vis_drop'] = 0.0
    gn_params['hid_drop'] = 0.0
    gn_params['bias_noise'] = 0.0
    gn_params['input_noise'] = 0.0
    # choose some parameters for the continuous inferencer
    in_params = {}
    shared_config = [data_dim, 1000, 1000]
    top_config = [shared_config[-1], PRIOR_DIM]
    in_params['shared_config'] = shared_config
    in_params['mu_config'] = top_config
    in_params['sigma_config'] = top_config
    in_params['activation'] = relu_actfun
    in_params['init_scale'] = 1.4
    in_params['lam_l2a'] = 0.0
    in_params['vis_drop'] = 0.0
    in_params['hid_drop'] = 0.0
    in_params['bias_noise'] = 0.0
    in_params['input_noise'] = 0.0
    # Initialize the base networks for this OneStageModel
    IN = InfNet(rng=rng, Xd=Xd, prior_sigma=prior_sigma, \
            params=in_params, shared_param_dicts=None)
    GN = InfNet(rng=rng, Xd=Xd, prior_sigma=prior_sigma, \
            params=gn_params, shared_param_dicts=None)
    # Initialize biases in IN and GN
    IN.init_biases(0.2)
    GN.init_biases(0.2)

    #########################
    # INITIALIZE THE GIPAIR #
    #########################
    osm_params = {}
    osm_params['x_type'] = 'bernoulli'
    osm_params['xt_transform'] = 'sigmoid'
    osm_params['logvar_bound'] = LOGVAR_BOUND
    OSM = OneStageModel(rng=rng, Xd=Xd, Xc=Xc, Xm=Xm, \
            p_x_given_z=GN, q_z_given_x=IN, \
            x_dim=data_dim, z_dim=PRIOR_DIM, params=osm_params)
    OSM.set_lam_l2w(1e-5)
    safe_mean = (0.9 * Xtr_mean) + 0.05
    safe_mean_logit = np.log(safe_mean / (1.0 - safe_mean))
    OSM.set_output_bias(safe_mean_logit)
    OSM.set_input_bias(-Xtr_mean)

    ######################
    # BASIC VAE TRAINING #
    ######################
    out_file = open(RESULT_PATH + "pt_osm_results.txt", 'wb')
    # Set initial learning rate and basic SGD hyper parameters
    obs_costs = np.zeros((batch_size, ))
    costs = [0. for i in range(10)]
    learn_rate = 0.0005
    for i in range(150000):
        scale = min(1.0, float(i) / 10000.0)
        if ((i > 1) and ((i % 20000) == 0)):
            learn_rate = learn_rate * 0.9
        # do a minibatch update of the model, and compute some costs
        tr_idx = npr.randint(low=0, high=tr_samples, size=(batch_size, ))
        Xd_batch = Xtr.take(tr_idx, axis=0)
        Xc_batch = 0.0 * Xd_batch
        Xm_batch = 0.0 * Xd_batch
        # do a minibatch update of the model, and compute some costs
        OSM.set_sgd_params(lr_1=(scale * learn_rate), mom_1=0.5, mom_2=0.98)
        OSM.set_lam_nll(1.0)
        OSM.set_lam_kld(lam_kld_1=(1.0 + (scale * (lam_kld - 1.0))),
                        lam_kld_2=0.0)
        result = OSM.train_joint(Xd_batch, Xc_batch, Xm_batch, batch_reps)
        costs = [(costs[j] + result[j]) for j in range(len(result))]
        if ((i % 1000) == 0):
            # record and then reset the cost trackers
            costs = [(v / 1000.0) for v in costs]
            str_1 = "-- batch {0:d} --".format(i)
            str_2 = "    joint_cost: {0:.4f}".format(costs[0])
            str_3 = "    nll_cost  : {0:.4f}".format(costs[1])
            str_4 = "    kld_cost  : {0:.4f}".format(costs[2])
            str_5 = "    reg_cost  : {0:.4f}".format(costs[3])
            costs = [0.0 for v in costs]
            # print out some diagnostic information
            joint_str = "\n".join([str_1, str_2, str_3, str_4, str_5])
            print(joint_str)
            out_file.write(joint_str + "\n")
            out_file.flush()
        if ((i % 2000) == 0):
            Xva = row_shuffle(Xva)
            model_samps = OSM.sample_from_prior(500)
            file_name = RESULT_PATH + "pt_osm_samples_b{0:d}_XG.png".format(i)
            utils.visualize_samples(model_samps, file_name, num_rows=20)
            # compute information about free-energy on validation set
            file_name = RESULT_PATH + "pt_osm_free_energy_b{0:d}.png".format(i)
            fe_terms = OSM.compute_fe_terms(Xva[0:2500], 20)
            fe_mean = np.mean(fe_terms[0]) + np.mean(fe_terms[1])
            fe_str = "    nll_bound : {0:.4f}".format(fe_mean)
            print(fe_str)
            out_file.write(fe_str + "\n")
            utils.plot_scatter(fe_terms[1], fe_terms[0], file_name, \
                    x_label='Posterior KLd', y_label='Negative Log-likelihood')
            # compute information about posterior KLds on validation set
            file_name = RESULT_PATH + "pt_osm_post_klds_b{0:d}.png".format(i)
            post_klds = OSM.compute_post_klds(Xva[0:2500])
            post_dim_klds = np.mean(post_klds, axis=0)
            utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, \
                    file_name)
        if ((i % 5000) == 0):
            IN.save_to_file(f_name=RESULT_PATH +
                            "pt_osm_params_b{0:d}_IN.pkl".format(i))
            GN.save_to_file(f_name=RESULT_PATH +
                            "pt_osm_params_b{0:d}_GN.pkl".format(i))
    IN.save_to_file(f_name=RESULT_PATH + "pt_osm_params_IN.pkl")
    GN.save_to_file(f_name=RESULT_PATH + "pt_osm_params_GN.pkl")
    return
Пример #4
0
def pretrain_osm(lam_kld=0.0):
    # Initialize a source of randomness
    rng = np.random.RandomState(1234)

    # Load some data to train/validate/test with
    data_file = 'data/tfd_data_48x48.pkl'
    dataset = load_tfd(tfd_pkl_name=data_file,
                       which_set='unlabeled',
                       fold='all')
    Xtr_unlabeled = dataset[0]
    dataset = load_tfd(tfd_pkl_name=data_file, which_set='train', fold='all')
    Xtr_train = dataset[0]
    Xtr = np.vstack([Xtr_unlabeled, Xtr_train])
    dataset = load_tfd(tfd_pkl_name=data_file, which_set='valid', fold='all')
    Xva = dataset[0]
    tr_samples = Xtr.shape[0]
    va_samples = Xva.shape[0]
    batch_size = 400
    batch_reps = 6
    carry_frac = 0.25
    carry_size = int(batch_size * carry_frac)
    reset_prob = 0.04

    # setup some symbolic variables and stuff
    Xd = T.matrix('Xd_base')
    Xc = T.matrix('Xc_base')
    Xm = T.matrix('Xm_base')
    data_dim = Xtr.shape[1]
    prior_sigma = 1.0
    Xtr_mean = np.mean(Xtr, axis=0)

    ##########################
    # NETWORK CONFIGURATIONS #
    ##########################
    gn_params = {}
    shared_config = [PRIOR_DIM, 1500, 1500]
    top_config = [shared_config[-1], data_dim]
    gn_params['shared_config'] = shared_config
    gn_params['mu_config'] = top_config
    gn_params['sigma_config'] = top_config
    gn_params['activation'] = relu_actfun
    gn_params['init_scale'] = 1.4
    gn_params['lam_l2a'] = 0.0
    gn_params['vis_drop'] = 0.0
    gn_params['hid_drop'] = 0.0
    gn_params['bias_noise'] = 0.0
    gn_params['input_noise'] = 0.0
    # choose some parameters for the continuous inferencer
    in_params = {}
    shared_config = [data_dim, 1500, 1500]
    top_config = [shared_config[-1], PRIOR_DIM]
    in_params['shared_config'] = shared_config
    in_params['mu_config'] = top_config
    in_params['sigma_config'] = top_config
    in_params['activation'] = relu_actfun
    in_params['init_scale'] = 1.4
    in_params['lam_l2a'] = 0.0
    in_params['vis_drop'] = 0.0
    in_params['hid_drop'] = 0.0
    in_params['bias_noise'] = 0.0
    in_params['input_noise'] = 0.0
    # Initialize the base networks for this OneStageModel
    IN = InfNet(rng=rng, Xd=Xd, prior_sigma=prior_sigma, \
            params=in_params, shared_param_dicts=None)
    GN = InfNet(rng=rng, Xd=Xd, prior_sigma=prior_sigma, \
            params=gn_params, shared_param_dicts=None)
    # Initialize biases in IN and GN
    IN.init_biases(0.2)
    GN.init_biases(0.2)

    ######################################
    # LOAD AND RESTART FROM SAVED PARAMS #
    ######################################
    # gn_fname = RESULT_PATH+"pt_osm_params_b110000_GN.pkl"
    # in_fname = RESULT_PATH+"pt_osm_params_b110000_IN.pkl"
    # IN = load_infnet_from_file(f_name=in_fname, rng=rng, Xd=Xd, \
    #         new_params=None)
    # GN = load_infnet_from_file(f_name=gn_fname, rng=rng, Xd=Xd, \
    #         new_params=None)
    # in_params = IN.params
    # gn_params = GN.params

    #########################
    # INITIALIZE THE GIPAIR #
    #########################
    osm_params = {}
    osm_params['x_type'] = 'bernoulli'
    osm_params['xt_transform'] = 'sigmoid'
    osm_params['logvar_bound'] = LOGVAR_BOUND
    OSM = OneStageModel(rng=rng, Xd=Xd, Xc=Xc, Xm=Xm, \
            p_x_given_z=GN, q_z_given_x=IN, \
            x_dim=data_dim, z_dim=PRIOR_DIM, params=osm_params)
    OSM.set_lam_l2w(1e-5)
    safe_mean = (0.9 * Xtr_mean) + 0.05
    safe_mean_logit = np.log(safe_mean / (1.0 - safe_mean))
    OSM.set_output_bias(safe_mean_logit)
    OSM.set_input_bias(-Xtr_mean)

    ######################
    # BASIC VAE TRAINING #
    ######################
    out_file = open(RESULT_PATH + "pt_osm_results.txt", 'wb')
    # Set initial learning rate and basic SGD hyper parameters
    obs_costs = np.zeros((batch_size, ))
    costs = [0. for i in range(10)]
    learn_rate = 0.002
    for i in range(200000):
        scale = min(1.0, float(i) / 5000.0)
        if ((i > 1) and ((i % 20000) == 0)):
            learn_rate = learn_rate * 0.8
        if (i < 50000):
            momentum = 0.5
        elif (i < 10000):
            momentum = 0.7
        else:
            momentum = 0.9
        if ((i == 0) or (npr.rand() < reset_prob)):
            # sample a fully random batch
            batch_idx = npr.randint(low=0,
                                    high=tr_samples,
                                    size=(batch_size, ))
        else:
            # sample a partially random batch, which retains some portion of
            # the worst scoring examples from the previous batch
            fresh_idx = npr.randint(low=0,
                                    high=tr_samples,
                                    size=(batch_size - carry_size, ))
            batch_idx = np.concatenate((fresh_idx.ravel(), carry_idx.ravel()))
        # do a minibatch update of the model, and compute some costs
        tr_idx = npr.randint(low=0, high=tr_samples, size=(batch_size, ))
        Xd_batch = Xtr.take(tr_idx, axis=0)
        Xc_batch = 0.0 * Xd_batch
        Xm_batch = 0.0 * Xd_batch
        # do a minibatch update of the model, and compute some costs
        OSM.set_sgd_params(lr_1=(scale*learn_rate), \
                mom_1=(scale*momentum), mom_2=0.98)
        OSM.set_lam_nll(1.0)
        OSM.set_lam_kld(lam_kld_1=scale * lam_kld,
                        lam_kld_2=0.0,
                        lam_kld_c=50.0)
        result = OSM.train_joint(Xd_batch, Xc_batch, Xm_batch, batch_reps)
        batch_costs = result[4] + result[5]
        obs_costs = collect_obs_costs(batch_costs, batch_reps)
        carry_idx = batch_idx[np.argsort(-obs_costs)[0:carry_size]]
        costs = [(costs[j] + result[j]) for j in range(len(result))]
        if ((i % 1000) == 0):
            # record and then reset the cost trackers
            costs = [(v / 1000.0) for v in costs]
            str_1 = "-- batch {0:d} --".format(i)
            str_2 = "    joint_cost: {0:.4f}".format(costs[0])
            str_3 = "    nll_cost  : {0:.4f}".format(costs[1])
            str_4 = "    kld_cost  : {0:.4f}".format(costs[2])
            str_5 = "    reg_cost  : {0:.4f}".format(costs[3])
            costs = [0.0 for v in costs]
            # print out some diagnostic information
            joint_str = "\n".join([str_1, str_2, str_3, str_4, str_5])
            print(joint_str)
            out_file.write(joint_str + "\n")
            out_file.flush()
        if ((i % 2000) == 0):
            Xva = row_shuffle(Xva)
            model_samps = OSM.sample_from_prior(500)
            file_name = RESULT_PATH + "pt_osm_samples_b{0:d}_XG.png".format(i)
            utils.visualize_samples(model_samps, file_name, num_rows=20)
            file_name = RESULT_PATH + "pt_osm_inf_weights_b{0:d}.png".format(i)
            utils.visualize_samples(OSM.inf_weights.get_value(borrow=False).T, \
                    file_name, num_rows=30)
            file_name = RESULT_PATH + "pt_osm_gen_weights_b{0:d}.png".format(i)
            utils.visualize_samples(OSM.gen_weights.get_value(borrow=False), \
                    file_name, num_rows=30)
            # compute information about free-energy on validation set
            file_name = RESULT_PATH + "pt_osm_free_energy_b{0:d}.png".format(i)
            fe_terms = OSM.compute_fe_terms(Xva[0:2500], 20)
            fe_mean = np.mean(fe_terms[0]) + np.mean(fe_terms[1])
            fe_str = "    nll_bound : {0:.4f}".format(fe_mean)
            print(fe_str)
            out_file.write(fe_str + "\n")
            utils.plot_scatter(fe_terms[1], fe_terms[0], file_name, \
                    x_label='Posterior KLd', y_label='Negative Log-likelihood')
            # compute information about posterior KLds on validation set
            file_name = RESULT_PATH + "pt_osm_post_klds_b{0:d}.png".format(i)
            post_klds = OSM.compute_post_klds(Xva[0:2500])
            post_dim_klds = np.mean(post_klds, axis=0)
            utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, \
                    file_name)
        if ((i % 5000) == 0):
            IN.save_to_file(f_name=RESULT_PATH +
                            "pt_osm_params_b{0:d}_IN.pkl".format(i))
            GN.save_to_file(f_name=RESULT_PATH +
                            "pt_osm_params_b{0:d}_GN.pkl".format(i))
    IN.save_to_file(f_name=RESULT_PATH + "pt_osm_params_IN.pkl")
    GN.save_to_file(f_name=RESULT_PATH + "pt_osm_params_GN.pkl")
    return
Пример #5
0
def test_gip_sigma_scale_tfd():
    from LogPDFs import cross_validate_sigma

    # Simple test code, to check that everything is basically functional.
    print("TESTING...")

    # Initialize a source of randomness
    rng = np.random.RandomState(12345)

    # Load some data to train/validate/test with
    data_file = "data/tfd_data_48x48.pkl"
    dataset = load_tfd(tfd_pkl_name=data_file, which_set="unlabeled", fold="all")
    Xtr_unlabeled = dataset[0]
    dataset = load_tfd(tfd_pkl_name=data_file, which_set="train", fold="all")
    Xtr_train = dataset[0]
    Xtr = np.vstack([Xtr_unlabeled, Xtr_train])
    dataset = load_tfd(tfd_pkl_name=data_file, which_set="test", fold="all")
    Xva = dataset[0]
    tr_samples = Xtr.shape[0]
    va_samples = Xva.shape[0]
    print("Xtr.shape: {0:s}, Xva.shape: {1:s}".format(str(Xtr.shape), str(Xva.shape)))

    # get and set some basic dataset information
    tr_samples = Xtr.shape[0]
    data_dim = Xtr.shape[1]
    batch_size = 100

    # Symbolic inputs
    Xd = T.matrix(name="Xd")
    Xc = T.matrix(name="Xc")
    Xm = T.matrix(name="Xm")
    Xt = T.matrix(name="Xt")

    # Load inferencer and generator from saved parameters
    gn_fname = "TFD_WALKOUT_TEST_KLD/pt_walk_params_b25000_GN.pkl"
    in_fname = "TFD_WALKOUT_TEST_KLD/pt_walk_params_b25000_IN.pkl"
    IN = load_infnet_from_file(f_name=in_fname, rng=rng, Xd=Xd)
    GN = load_infnet_from_file(f_name=gn_fname, rng=rng, Xd=Xd)
    x_dim = IN.shared_layers[0].in_dim
    z_dim = IN.mu_layers[-1].out_dim
    # construct a GIPair with the loaded InfNet and GenNet
    osm_params = {}
    osm_params["x_type"] = "gaussian"
    osm_params["xt_transform"] = "sigmoid"
    osm_params["logvar_bound"] = LOGVAR_BOUND
    OSM = OneStageModel(
        rng=rng, Xd=Xd, Xc=Xc, Xm=Xm, p_x_given_z=GN, q_z_given_x=IN, x_dim=x_dim, z_dim=z_dim, params=osm_params
    )

    # # compute variational likelihood bound and its sub-components
    Xva = row_shuffle(Xva)
    Xb = Xva[0:5000]
    # file_name = "A_TFD_POST_KLDS.png"
    # post_klds = OSM.compute_post_klds(Xb)
    # post_dim_klds = np.mean(post_klds, axis=0)
    # utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, \
    #         file_name)
    # compute information about free-energy on validation set
    file_name = "A_TFD_KLD_FREE_ENERGY.png"
    fe_terms = OSM.compute_fe_terms(Xb, 20)
    utils.plot_scatter(fe_terms[1], fe_terms[0], file_name, x_label="Posterior KLd", y_label="Negative Log-likelihood")

    # bound_results = OSM.compute_ll_bound(Xva)
    # ll_bounds = bound_results[0]
    # post_klds = bound_results[1]
    # log_likelihoods = bound_results[2]
    # max_lls = bound_results[3]
    # print("mean ll bound: {0:.4f}".format(np.mean(ll_bounds)))
    # print("mean posterior KLd: {0:.4f}".format(np.mean(post_klds)))
    # print("mean log-likelihood: {0:.4f}".format(np.mean(log_likelihoods)))
    # print("mean max log-likelihood: {0:.4f}".format(np.mean(max_lls)))
    # print("min ll bound: {0:.4f}".format(np.min(ll_bounds)))
    # print("max posterior KLd: {0:.4f}".format(np.max(post_klds)))
    # print("min log-likelihood: {0:.4f}".format(np.min(log_likelihoods)))
    # print("min max log-likelihood: {0:.4f}".format(np.min(max_lls)))
    # # compute some information about the approximate posteriors
    # post_stats = OSM.compute_post_stats(Xva, 0.0*Xva, 0.0*Xva)
    # all_post_klds = np.sort(post_stats[0].ravel()) # post KLds for each obs and dim
    # obs_post_klds = np.sort(post_stats[1]) # summed post KLds for each obs
    # post_dim_klds = post_stats[2] # average post KLds for each post dim
    # post_dim_vars = post_stats[3] # average squared mean for each post dim
    # utils.plot_line(np.arange(all_post_klds.shape[0]), all_post_klds, "AAA_ALL_POST_KLDS.png")
    # utils.plot_line(np.arange(obs_post_klds.shape[0]), obs_post_klds, "AAA_OBS_POST_KLDS.png")
    # utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, "AAA_POST_DIM_KLDS.png")
    # utils.plot_stem(np.arange(post_dim_vars.shape[0]), post_dim_vars, "AAA_POST_DIM_VARS.png")

    # draw many samples from the GIP
    for i in range(5):
        tr_idx = npr.randint(low=0, high=tr_samples, size=(100,))
        Xd_batch = Xtr.take(tr_idx, axis=0)
        Xs = []
        for row in range(3):
            Xs.append([])
            for col in range(3):
                sample_lists = OSM.sample_from_chain(Xd_batch[0:10, :], loop_iters=100, sigma_scale=1.0)
                Xs[row].append(group_chains(sample_lists["data samples"]))
        Xs, block_im_dim = block_video(Xs, (48, 48), (3, 3))
        to_video(Xs, block_im_dim, "A_TFD_KLD_CHAIN_VIDEO_{0:d}.avi".format(i), frame_rate=10)
        # sample_lists = GIP.sample_from_chain(Xd_batch[0,:].reshape((1,data_dim)), loop_iters=300, \
        #        sigma_scale=1.0)
        # Xs = np.vstack(sample_lists["data samples"])
        # file_name = "TFD_TEST_{0:d}.png".format(i)
        # utils.visualize_samples(Xs, file_name, num_rows=15)
    file_name = "A_TFD_KLD_PRIOR_SAMPLE.png"
    Xs = OSM.sample_from_prior(20 * 20)
    utils.visualize_samples(Xs, file_name, num_rows=20)

    # test Parzen density estimator built from prior samples
    # Xs = OSM.sample_from_prior(10000)
    # [best_sigma, best_ll, best_lls] = \
    #         cross_validate_sigma(Xs, Xva, [0.09, 0.095, 0.1, 0.105, 0.11], 10)
    # sort_idx = np.argsort(best_lls)
    # sort_idx = sort_idx[0:400]
    # utils.plot_line(np.arange(sort_idx.shape[0]), best_lls[sort_idx], "A_TFD_BEST_LLS_1.png")
    # utils.visualize_samples(Xva[sort_idx], "A_TFD_BAD_FACES_1.png", num_rows=20)
    return
Пример #6
0
def test_gip_sigma_scale_mnist():
    from LogPDFs import cross_validate_sigma
    # Simple test code, to check that everything is basically functional.
    print("TESTING...")

    # Initialize a source of randomness
    rng = np.random.RandomState(12345)

    # Load some data to train/validate/test with
    dataset = 'data/mnist.pkl.gz'
    datasets = load_udm(dataset, zero_mean=False)
    Xtr = datasets[0][0]
    Xtr = Xtr.get_value(borrow=False)
    Xva = datasets[2][0]
    Xva = Xva.get_value(borrow=False)
    print("Xtr.shape: {0:s}, Xva.shape: {1:s}".format(str(Xtr.shape),str(Xva.shape)))

    # get and set some basic dataset information
    tr_samples = Xtr.shape[0]
    batch_size = 100
    Xtr_mean = np.mean(Xtr, axis=0, keepdims=True)
    Xtr_mean = (0.0 * Xtr_mean) + np.mean(Xtr)
    Xc_mean = np.repeat(Xtr_mean, batch_size, axis=0).astype(theano.config.floatX)

    # Symbolic inputs
    Xd = T.matrix(name='Xd')
    Xc = T.matrix(name='Xc')
    Xm = T.matrix(name='Xm')
    Xt = T.matrix(name='Xt')

    # Load inferencer and generator from saved parameters
    gn_fname = "MNIST_WALKOUT_TEST_MAX_KLD/pt_walk_params_b70000_GN.pkl"
    in_fname = "MNIST_WALKOUT_TEST_MAX_KLD/pt_walk_params_b70000_IN.pkl"
    IN = load_infnet_from_file(f_name=in_fname, rng=rng, Xd=Xd)
    GN = load_infnet_from_file(f_name=gn_fname, rng=rng, Xd=Xd)
    x_dim = IN.shared_layers[0].in_dim
    z_dim = IN.mu_layers[-1].out_dim
    # construct a GIPair with the loaded InfNet and GenNet
    osm_params = {}
    osm_params['x_type'] = 'gaussian'
    osm_params['xt_transform'] = 'sigmoid'
    osm_params['logvar_bound'] = LOGVAR_BOUND
    OSM = OneStageModel(rng=rng, Xd=Xd, Xc=Xc, Xm=Xm, \
            p_x_given_z=GN, q_z_given_x=IN, \
            x_dim=x_dim, z_dim=z_dim, params=osm_params)
    # compute variational likelihood bound and its sub-components
    Xva = row_shuffle(Xva)
    Xb = Xva[0:5000]
    file_name = "A_MNIST_POST_KLDS.png"
    post_klds = OSM.compute_post_klds(Xb)
    post_dim_klds = np.mean(post_klds, axis=0)
    utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, \
            file_name)
    # compute information about free-energy on validation set
    file_name = "A_MNIST_FREE_ENERGY.png"
    fe_terms = OSM.compute_fe_terms(Xb, 20)
    utils.plot_scatter(fe_terms[1], fe_terms[0], file_name, \
            x_label='Posterior KLd', y_label='Negative Log-likelihood')

    # bound_results = OSM.compute_ll_bound(Xva)
    # ll_bounds = bound_results[0]
    # post_klds = bound_results[1]
    # log_likelihoods = bound_results[2]
    # max_lls = bound_results[3]
    # print("mean ll bound: {0:.4f}".format(np.mean(ll_bounds)))
    # print("mean posterior KLd: {0:.4f}".format(np.mean(post_klds)))
    # print("mean log-likelihood: {0:.4f}".format(np.mean(log_likelihoods)))
    # print("mean max log-likelihood: {0:.4f}".format(np.mean(max_lls)))
    # print("min ll bound: {0:.4f}".format(np.min(ll_bounds)))
    # print("max posterior KLd: {0:.4f}".format(np.max(post_klds)))
    # print("min log-likelihood: {0:.4f}".format(np.min(log_likelihoods)))
    # print("min max log-likelihood: {0:.4f}".format(np.min(max_lls)))
    # # compute some information about the approximate posteriors
    # post_stats = OSM.compute_post_stats(Xva, 0.0*Xva, 0.0*Xva)
    # all_post_klds = np.sort(post_stats[0].ravel()) # post KLds for each obs and dim
    # obs_post_klds = np.sort(post_stats[1]) # summed post KLds for each obs
    # post_dim_klds = post_stats[2] # average post KLds for each post dim
    # post_dim_vars = post_stats[3] # average squared mean for each post dim
    # utils.plot_line(np.arange(all_post_klds.shape[0]), all_post_klds, "AAA_ALL_POST_KLDS.png")
    # utils.plot_line(np.arange(obs_post_klds.shape[0]), obs_post_klds, "AAA_OBS_POST_KLDS.png")
    # utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, "AAA_POST_DIM_KLDS.png")
    # utils.plot_stem(np.arange(post_dim_vars.shape[0]), post_dim_vars, "AAA_POST_DIM_VARS.png")

    # draw many samples from the GIP
    for i in range(5):
        tr_idx = npr.randint(low=0,high=tr_samples,size=(100,))
        Xd_batch = Xtr.take(tr_idx, axis=0)
        Xs = []
        for row in range(3):
            Xs.append([])
            for col in range(3):
                sample_lists = OSM.sample_from_chain(Xd_batch[0:10,:], loop_iters=100, \
                        sigma_scale=1.0)
                Xs[row].append(group_chains(sample_lists['data samples']))
        Xs, block_im_dim = block_video(Xs, (28,28), (3,3))
        to_video(Xs, block_im_dim, "A_MNIST_KLD_CHAIN_VIDEO_{0:d}.avi".format(i), frame_rate=10)
        #sample_lists = GIP.sample_from_chain(Xd_batch[0,:].reshape((1,data_dim)), loop_iters=300, \
        #        sigma_scale=1.0)
        #Xs = np.vstack(sample_lists["data samples"])
        #file_name = "TFD_TEST_{0:d}.png".format(i)
        #utils.visualize_samples(Xs, file_name, num_rows=15)
    file_name = "A_MNIST_KLD_PRIOR_SAMPLE.png"
    Xs = OSM.sample_from_prior(20*20)
    utils.visualize_samples(Xs, file_name, num_rows=20)
    # # test Parzen density estimator built from prior samples
    # Xs = OSM.sample_from_prior(10000)
    # [best_sigma, best_ll, best_lls] = \
    #         cross_validate_sigma(Xs, Xva, [0.12, 0.14, 0.15, 0.16, 0.18], 20)
    # sort_idx = np.argsort(best_lls)
    # sort_idx = sort_idx[0:400]
    # utils.plot_line(np.arange(sort_idx.shape[0]), best_lls[sort_idx], "A_MNIST_BEST_LLS_1.png")
    # utils.visualize_samples(Xva[sort_idx], "A_MNIST_BAD_DIGITS_1.png", num_rows=20)
    # ##########
    # # AGAIN! #
    # ##########
    # Xs = OSM.sample_from_prior(10000)
    # tr_idx = npr.randint(low=0,high=tr_samples,size=(5000,))
    # Xva = Xtr.take(tr_idx, axis=0)
    # [best_sigma, best_ll, best_lls] = \
    #         cross_validate_sigma(Xs, Xva, [0.12, 0.14, 0.15, 0.16, 0.18], 20)
    # sort_idx = np.argsort(best_lls)
    # sort_idx = sort_idx[0:400]
    # utils.plot_line(np.arange(sort_idx.shape[0]), best_lls[sort_idx], "A_MNIST_BEST_LLS_2.png")
    # utils.visualize_samples(Xva[sort_idx], "A_MNIST_BAD_DIGITS_2.png", num_rows=20)
    return
def test_one_stage_model():
    ##########################
    # Get some training data #
    ##########################
    rng = np.random.RandomState(1234)
    Xtr, Xva, Xte = load_binarized_mnist(data_path='./data/')
    Xtr = np.vstack((Xtr, Xva))
    Xva = Xte
    #del Xte
    tr_samples = Xtr.shape[0]
    va_samples = Xva.shape[0]
    batch_size = 128
    batch_reps = 1

    ###############################################
    # Setup some parameters for the OneStageModel #
    ###############################################
    x_dim = Xtr.shape[1]
    z_dim = 64
    x_type = 'bernoulli'
    xin_sym = T.matrix('xin_sym')

    ###############
    # p_x_given_z #
    ###############
    params = {}
    shared_config = \
    [ {'layer_type': 'fc',
       'in_chans': z_dim,
       'out_chans': 256,
       'activation': relu_actfun,
       'apply_bn': True}, \
      {'layer_type': 'fc',
       'in_chans': 256,
       'out_chans': 7*7*128,
       'activation': relu_actfun,
       'apply_bn': True,
       'shape_func_out': lambda x: T.reshape(x, (-1, 128, 7, 7))}, \
      {'layer_type': 'conv',
       'in_chans': 128, # in shape:  (batch, 128, 7, 7)
       'out_chans': 64, # out shape: (batch, 64, 14, 14)
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'half',
       'apply_bn': True} ]
    output_config = \
    [ {'layer_type': 'conv',
       'in_chans': 64, # in shape:  (batch, 64, 14, 14)
       'out_chans': 1, # out shape: (batch, 1, 28, 28)
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'half',
       'apply_bn': False,
       'shape_func_out': lambda x: T.flatten(x, 2)}, \
      {'layer_type': 'conv',
       'in_chans': 64,
       'out_chans': 1,
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'half',
       'apply_bn': False,
       'shape_func_out': lambda x: T.flatten(x, 2)} ]
    params['shared_config'] = shared_config
    params['output_config'] = output_config
    params['init_scale'] = 1.0
    params['build_theano_funcs'] = False
    p_x_given_z = HydraNet(rng=rng, Xd=xin_sym, \
            params=params, shared_param_dicts=None)
    p_x_given_z.init_biases(0.0)
    ###############
    # q_z_given_x #
    ###############
    params = {}
    shared_config = \
    [ {'layer_type': 'conv',
       'in_chans': 1,   # in shape:  (batch, 784)
       'out_chans': 64, # out shape: (batch, 64, 14, 14)
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'double',
       'apply_bn': True,
       'shape_func_in': lambda x: T.reshape(x, (-1, 1, 28, 28))}, \
      {'layer_type': 'conv',
       'in_chans': 64,   # in shape:  (batch, 64, 14, 14)
       'out_chans': 128, # out shape: (batch, 128, 7, 7)
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'double',
       'apply_bn': True,
       'shape_func_out': lambda x: T.flatten(x, 2)}, \
      {'layer_type': 'fc',
       'in_chans': 128*7*7,
       'out_chans': 256,
       'activation': relu_actfun,
       'apply_bn': True} ]
    output_config = \
    [ {'layer_type': 'fc',
       'in_chans': 256,
       'out_chans': z_dim,
       'activation': relu_actfun,
       'apply_bn': False}, \
      {'layer_type': 'fc',
       'in_chans': 256,
       'out_chans': z_dim,
       'activation': relu_actfun,
       'apply_bn': False} ]
    params['shared_config'] = shared_config
    params['output_config'] = output_config
    params['init_scale'] = 1.0
    params['build_theano_funcs'] = False
    q_z_given_x = HydraNet(rng=rng, Xd=xin_sym, \
            params=params, shared_param_dicts=None)
    q_z_given_x.init_biases(0.0)


    ##############################################################
    # Define parameters for the TwoStageModel, and initialize it #
    ##############################################################
    print("Building the OneStageModel...")
    osm_params = {}
    osm_params['x_type'] = x_type
    osm_params['obs_transform'] = 'sigmoid'
    OSM = OneStageModel(rng=rng, x_in=xin_sym,
            x_dim=x_dim, z_dim=z_dim,
            p_x_given_z=p_x_given_z,
            q_z_given_x=q_z_given_x,
            params=osm_params)

    ################################################################
    # Apply some updates, to check that they aren't totally broken #
    ################################################################
    log_name = "{}_RESULTS.txt".format("OSM_TEST")
    out_file = open(log_name, 'wb')
    costs = [0. for i in range(10)]
    learn_rate = 0.0005
    momentum = 0.9
    batch_idx = np.arange(batch_size) + tr_samples
    for i in range(500000):
        scale = min(0.5, ((i+1) / 5000.0))
        if (((i + 1) % 10000) == 0):
            learn_rate = learn_rate * 0.95
        # get the indices of training samples for this batch update
        batch_idx += batch_size
        if (np.max(batch_idx) >= tr_samples):
            # we finished an "epoch", so we rejumble the training set
            Xtr = row_shuffle(Xtr)
            batch_idx = np.arange(batch_size)
        Xb = to_fX( Xtr.take(batch_idx, axis=0) )
        #Xb = binarize_data(Xtr.take(batch_idx, axis=0))
        # set sgd and objective function hyperparams for this update
        OSM.set_sgd_params(lr=scale*learn_rate, \
                           mom_1=(scale*momentum), mom_2=0.98)
        OSM.set_lam_nll(lam_nll=1.0)
        OSM.set_lam_kld(lam_kld=1.0)
        OSM.set_lam_l2w(1e-5)
        # perform a minibatch update and record the cost for this batch
        result = OSM.train_joint(Xb, batch_reps)
        costs = [(costs[j] + result[j]) for j in range(len(result))]
        if ((i % 500) == 0):
            costs = [(v / 500.0) for v in costs]
            str1 = "-- batch {0:d} --".format(i)
            str2 = "    joint_cost: {0:.4f}".format(costs[0])
            str3 = "    nll_cost  : {0:.4f}".format(costs[1])
            str4 = "    kld_cost  : {0:.4f}".format(costs[2])
            str5 = "    reg_cost  : {0:.4f}".format(costs[3])
            joint_str = "\n".join([str1, str2, str3, str4, str5])
            print(joint_str)
            out_file.write(joint_str+"\n")
            out_file.flush()
            costs = [0.0 for v in costs]
        if (((i % 5000) == 0) or ((i < 10000) and ((i % 1000) == 0))):
            # draw some independent random samples from the model
            samp_count = 300
            model_samps = OSM.sample_from_prior(samp_count)
            file_name = "OSM_SAMPLES_b{0:d}.png".format(i)
            utils.visualize_samples(model_samps, file_name, num_rows=15)
            # compute free energy estimate for validation samples
            Xva = row_shuffle(Xva)
            fe_terms = OSM.compute_fe_terms(Xva[0:5000], 20)
            fe_mean = np.mean(fe_terms[0]) + np.mean(fe_terms[1])
            out_str = "    nll_bound : {0:.4f}".format(fe_mean)
            print(out_str)
            out_file.write(out_str+"\n")
            out_file.flush()
    return
Пример #8
0
def test_gip_sigma_scale_tfd():
    from LogPDFs import cross_validate_sigma
    # Simple test code, to check that everything is basically functional.
    print("TESTING...")

    # Initialize a source of randomness
    rng = np.random.RandomState(12345)

    # Load some data to train/validate/test with
    data_file = 'data/tfd_data_48x48.pkl'
    dataset = load_tfd(tfd_pkl_name=data_file,
                       which_set='unlabeled',
                       fold='all')
    Xtr_unlabeled = dataset[0]
    dataset = load_tfd(tfd_pkl_name=data_file, which_set='train', fold='all')
    Xtr_train = dataset[0]
    Xtr = np.vstack([Xtr_unlabeled, Xtr_train])
    dataset = load_tfd(tfd_pkl_name=data_file, which_set='test', fold='all')
    Xva = dataset[0]
    tr_samples = Xtr.shape[0]
    va_samples = Xva.shape[0]
    print("Xtr.shape: {0:s}, Xva.shape: {1:s}".format(str(Xtr.shape),
                                                      str(Xva.shape)))

    # get and set some basic dataset information
    tr_samples = Xtr.shape[0]
    data_dim = Xtr.shape[1]
    batch_size = 100

    # Symbolic inputs
    Xd = T.matrix(name='Xd')
    Xc = T.matrix(name='Xc')
    Xm = T.matrix(name='Xm')
    Xt = T.matrix(name='Xt')

    # Load inferencer and generator from saved parameters
    gn_fname = "TFD_WALKOUT_TEST_KLD/pt_walk_params_b25000_GN.pkl"
    in_fname = "TFD_WALKOUT_TEST_KLD/pt_walk_params_b25000_IN.pkl"
    IN = load_infnet_from_file(f_name=in_fname, rng=rng, Xd=Xd)
    GN = load_infnet_from_file(f_name=gn_fname, rng=rng, Xd=Xd)
    x_dim = IN.shared_layers[0].in_dim
    z_dim = IN.mu_layers[-1].out_dim
    # construct a GIPair with the loaded InfNet and GenNet
    osm_params = {}
    osm_params['x_type'] = 'gaussian'
    osm_params['xt_transform'] = 'sigmoid'
    osm_params['logvar_bound'] = LOGVAR_BOUND
    OSM = OneStageModel(rng=rng, Xd=Xd, Xc=Xc, Xm=Xm, \
            p_x_given_z=GN, q_z_given_x=IN, \
            x_dim=x_dim, z_dim=z_dim, params=osm_params)

    # # compute variational likelihood bound and its sub-components
    Xva = row_shuffle(Xva)
    Xb = Xva[0:5000]
    # file_name = "A_TFD_POST_KLDS.png"
    # post_klds = OSM.compute_post_klds(Xb)
    # post_dim_klds = np.mean(post_klds, axis=0)
    # utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, \
    #         file_name)
    # compute information about free-energy on validation set
    file_name = "A_TFD_KLD_FREE_ENERGY.png"
    fe_terms = OSM.compute_fe_terms(Xb, 20)
    utils.plot_scatter(fe_terms[1], fe_terms[0], file_name, \
            x_label='Posterior KLd', y_label='Negative Log-likelihood')

    # bound_results = OSM.compute_ll_bound(Xva)
    # ll_bounds = bound_results[0]
    # post_klds = bound_results[1]
    # log_likelihoods = bound_results[2]
    # max_lls = bound_results[3]
    # print("mean ll bound: {0:.4f}".format(np.mean(ll_bounds)))
    # print("mean posterior KLd: {0:.4f}".format(np.mean(post_klds)))
    # print("mean log-likelihood: {0:.4f}".format(np.mean(log_likelihoods)))
    # print("mean max log-likelihood: {0:.4f}".format(np.mean(max_lls)))
    # print("min ll bound: {0:.4f}".format(np.min(ll_bounds)))
    # print("max posterior KLd: {0:.4f}".format(np.max(post_klds)))
    # print("min log-likelihood: {0:.4f}".format(np.min(log_likelihoods)))
    # print("min max log-likelihood: {0:.4f}".format(np.min(max_lls)))
    # # compute some information about the approximate posteriors
    # post_stats = OSM.compute_post_stats(Xva, 0.0*Xva, 0.0*Xva)
    # all_post_klds = np.sort(post_stats[0].ravel()) # post KLds for each obs and dim
    # obs_post_klds = np.sort(post_stats[1]) # summed post KLds for each obs
    # post_dim_klds = post_stats[2] # average post KLds for each post dim
    # post_dim_vars = post_stats[3] # average squared mean for each post dim
    # utils.plot_line(np.arange(all_post_klds.shape[0]), all_post_klds, "AAA_ALL_POST_KLDS.png")
    # utils.plot_line(np.arange(obs_post_klds.shape[0]), obs_post_klds, "AAA_OBS_POST_KLDS.png")
    # utils.plot_stem(np.arange(post_dim_klds.shape[0]), post_dim_klds, "AAA_POST_DIM_KLDS.png")
    # utils.plot_stem(np.arange(post_dim_vars.shape[0]), post_dim_vars, "AAA_POST_DIM_VARS.png")

    # draw many samples from the GIP
    for i in range(5):
        tr_idx = npr.randint(low=0, high=tr_samples, size=(100, ))
        Xd_batch = Xtr.take(tr_idx, axis=0)
        Xs = []
        for row in range(3):
            Xs.append([])
            for col in range(3):
                sample_lists = OSM.sample_from_chain(Xd_batch[0:10,:], loop_iters=100, \
                        sigma_scale=1.0)
                Xs[row].append(group_chains(sample_lists['data samples']))
        Xs, block_im_dim = block_video(Xs, (48, 48), (3, 3))
        to_video(Xs,
                 block_im_dim,
                 "A_TFD_KLD_CHAIN_VIDEO_{0:d}.avi".format(i),
                 frame_rate=10)
        #sample_lists = GIP.sample_from_chain(Xd_batch[0,:].reshape((1,data_dim)), loop_iters=300, \
        #        sigma_scale=1.0)
        #Xs = np.vstack(sample_lists["data samples"])
        #file_name = "TFD_TEST_{0:d}.png".format(i)
        #utils.visualize_samples(Xs, file_name, num_rows=15)
    file_name = "A_TFD_KLD_PRIOR_SAMPLE.png"
    Xs = OSM.sample_from_prior(20 * 20)
    utils.visualize_samples(Xs, file_name, num_rows=20)

    # test Parzen density estimator built from prior samples
    # Xs = OSM.sample_from_prior(10000)
    # [best_sigma, best_ll, best_lls] = \
    #         cross_validate_sigma(Xs, Xva, [0.09, 0.095, 0.1, 0.105, 0.11], 10)
    # sort_idx = np.argsort(best_lls)
    # sort_idx = sort_idx[0:400]
    # utils.plot_line(np.arange(sort_idx.shape[0]), best_lls[sort_idx], "A_TFD_BEST_LLS_1.png")
    # utils.visualize_samples(Xva[sort_idx], "A_TFD_BAD_FACES_1.png", num_rows=20)
    return
Пример #9
0
def test_one_stage_model():
    ##########################
    # Get some training data #
    ##########################
    rng = np.random.RandomState(1234)
    Xtr, Xva, Xte = load_binarized_mnist(data_path='./data/')
    Xtr = np.vstack((Xtr, Xva))
    Xva = Xte
    #del Xte
    tr_samples = Xtr.shape[0]
    va_samples = Xva.shape[0]
    batch_size = 128
    batch_reps = 1

    ###############################################
    # Setup some parameters for the OneStageModel #
    ###############################################
    x_dim = Xtr.shape[1]
    z_dim = 64
    x_type = 'bernoulli'
    xin_sym = T.matrix('xin_sym')

    ###############
    # p_x_given_z #
    ###############
    params = {}
    shared_config = \
    [ {'layer_type': 'fc',
       'in_chans': z_dim,
       'out_chans': 256,
       'activation': relu_actfun,
       'apply_bn': True}, \
      {'layer_type': 'fc',
       'in_chans': 256,
       'out_chans': 7*7*128,
       'activation': relu_actfun,
       'apply_bn': True,
       'shape_func_out': lambda x: T.reshape(x, (-1, 128, 7, 7))}, \
      {'layer_type': 'conv',
       'in_chans': 128, # in shape:  (batch, 128, 7, 7)
       'out_chans': 64, # out shape: (batch, 64, 14, 14)
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'half',
       'apply_bn': True} ]
    output_config = \
    [ {'layer_type': 'conv',
       'in_chans': 64, # in shape:  (batch, 64, 14, 14)
       'out_chans': 1, # out shape: (batch, 1, 28, 28)
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'half',
       'apply_bn': False,
       'shape_func_out': lambda x: T.flatten(x, 2)}, \
      {'layer_type': 'conv',
       'in_chans': 64,
       'out_chans': 1,
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'half',
       'apply_bn': False,
       'shape_func_out': lambda x: T.flatten(x, 2)} ]
    params['shared_config'] = shared_config
    params['output_config'] = output_config
    params['init_scale'] = 1.0
    params['build_theano_funcs'] = False
    p_x_given_z = HydraNet(rng=rng, Xd=xin_sym, \
            params=params, shared_param_dicts=None)
    p_x_given_z.init_biases(0.0)
    ###############
    # q_z_given_x #
    ###############
    params = {}
    shared_config = \
    [ {'layer_type': 'conv',
       'in_chans': 1,   # in shape:  (batch, 784)
       'out_chans': 64, # out shape: (batch, 64, 14, 14)
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'double',
       'apply_bn': True,
       'shape_func_in': lambda x: T.reshape(x, (-1, 1, 28, 28))}, \
      {'layer_type': 'conv',
       'in_chans': 64,   # in shape:  (batch, 64, 14, 14)
       'out_chans': 128, # out shape: (batch, 128, 7, 7)
       'activation': relu_actfun,
       'filt_dim': 5,
       'conv_stride': 'double',
       'apply_bn': True,
       'shape_func_out': lambda x: T.flatten(x, 2)}, \
      {'layer_type': 'fc',
       'in_chans': 128*7*7,
       'out_chans': 256,
       'activation': relu_actfun,
       'apply_bn': True} ]
    output_config = \
    [ {'layer_type': 'fc',
       'in_chans': 256,
       'out_chans': z_dim,
       'activation': relu_actfun,
       'apply_bn': False}, \
      {'layer_type': 'fc',
       'in_chans': 256,
       'out_chans': z_dim,
       'activation': relu_actfun,
       'apply_bn': False} ]
    params['shared_config'] = shared_config
    params['output_config'] = output_config
    params['init_scale'] = 1.0
    params['build_theano_funcs'] = False
    q_z_given_x = HydraNet(rng=rng, Xd=xin_sym, \
            params=params, shared_param_dicts=None)
    q_z_given_x.init_biases(0.0)

    ##############################################################
    # Define parameters for the TwoStageModel, and initialize it #
    ##############################################################
    print("Building the OneStageModel...")
    osm_params = {}
    osm_params['x_type'] = x_type
    osm_params['obs_transform'] = 'sigmoid'
    OSM = OneStageModel(rng=rng,
                        x_in=xin_sym,
                        x_dim=x_dim,
                        z_dim=z_dim,
                        p_x_given_z=p_x_given_z,
                        q_z_given_x=q_z_given_x,
                        params=osm_params)

    ################################################################
    # Apply some updates, to check that they aren't totally broken #
    ################################################################
    log_name = "{}_RESULTS.txt".format("OSM_TEST")
    out_file = open(log_name, 'wb')
    costs = [0. for i in range(10)]
    learn_rate = 0.0005
    momentum = 0.9
    batch_idx = np.arange(batch_size) + tr_samples
    for i in range(500000):
        scale = min(0.5, ((i + 1) / 5000.0))
        if (((i + 1) % 10000) == 0):
            learn_rate = learn_rate * 0.95
        # get the indices of training samples for this batch update
        batch_idx += batch_size
        if (np.max(batch_idx) >= tr_samples):
            # we finished an "epoch", so we rejumble the training set
            Xtr = row_shuffle(Xtr)
            batch_idx = np.arange(batch_size)
        Xb = to_fX(Xtr.take(batch_idx, axis=0))
        #Xb = binarize_data(Xtr.take(batch_idx, axis=0))
        # set sgd and objective function hyperparams for this update
        OSM.set_sgd_params(lr=scale*learn_rate, \
                           mom_1=(scale*momentum), mom_2=0.98)
        OSM.set_lam_nll(lam_nll=1.0)
        OSM.set_lam_kld(lam_kld=1.0)
        OSM.set_lam_l2w(1e-5)
        # perform a minibatch update and record the cost for this batch
        result = OSM.train_joint(Xb, batch_reps)
        costs = [(costs[j] + result[j]) for j in range(len(result))]
        if ((i % 500) == 0):
            costs = [(v / 500.0) for v in costs]
            str1 = "-- batch {0:d} --".format(i)
            str2 = "    joint_cost: {0:.4f}".format(costs[0])
            str3 = "    nll_cost  : {0:.4f}".format(costs[1])
            str4 = "    kld_cost  : {0:.4f}".format(costs[2])
            str5 = "    reg_cost  : {0:.4f}".format(costs[3])
            joint_str = "\n".join([str1, str2, str3, str4, str5])
            print(joint_str)
            out_file.write(joint_str + "\n")
            out_file.flush()
            costs = [0.0 for v in costs]
        if (((i % 5000) == 0) or ((i < 10000) and ((i % 1000) == 0))):
            # draw some independent random samples from the model
            samp_count = 300
            model_samps = OSM.sample_from_prior(samp_count)
            file_name = "OSM_SAMPLES_b{0:d}.png".format(i)
            utils.visualize_samples(model_samps, file_name, num_rows=15)
            # compute free energy estimate for validation samples
            Xva = row_shuffle(Xva)
            fe_terms = OSM.compute_fe_terms(Xva[0:5000], 20)
            fe_mean = np.mean(fe_terms[0]) + np.mean(fe_terms[1])
            out_str = "    nll_bound : {0:.4f}".format(fe_mean)
            print(out_str)
            out_file.write(out_str + "\n")
            out_file.flush()
    return