def timeEvolve(flow, t, steps, batchSize, method="stomerVerlect", initalPoint=None): H = lambda q, p: flow.energy(torch.cat([q, p], dim=-1)) if initalPoint is None: initalPoint = flow.sample(batchSize)[0] trajs = stormerVerlet(initalPoint, H, t, steps) return trajs
def learn(source, flow, batchSize, epochs, lr=1e-3, save=True, saveSteps=10, savePath=None, weight_decay=0.001, adaptivelr=False, measureFn=None): if savePath is None: savePath = "./opt/tmp/" params = list(flow.parameters()) params = list(filter(lambda p: p.requires_grad, params)) nparams = sum([np.prod(p.size()) for p in params]) print('total nubmer of trainable parameters:', nparams) optimizer = torch.optim.Adam(params, lr=lr, weight_decay=weight_decay) if adaptivelr: scheduler = torch.optim.lr_scheduler.StepLR(optimizer, step_size=500, gamma=0.7) LOSS = [] ACC = [] OBS = [] for epoch in range(epochs): x, sampleLogProbability = flow.sample(batchSize) #loss = sampleLogProbability.mean() - source.logProbability(x).mean() lossorigin = (sampleLogProbability - source.logProbability(x)) loss = lossorigin.mean() lossstd = lossorigin.std() del lossorigin flow.zero_grad() loss.backward() optimizer.step() print("epoch:", epoch, "L:", loss.item(), "+/-", lossstd.item()) LOSS.append([loss.item(), lossstd.item()]) if adaptivelr: scheduler.step() if save and epoch % saveSteps == 0: d = flow.save() torch.save(d, savePath + flow.name + ".saving") return LOSS, ACC, OBS
def learnInterface(source, flow, batchSize, epochs, lr=1e-3, save=True, saveSteps=10, savePath=None, keepSavings=3, weight_decay=0.001, adaptivelr=True, HMCsteps=10, HMCthermal=10, HMCepsilon=0.2, measureFn=None): def cleanSaving(epoch): if epoch >= keepSavings * saveSteps: cmd = [ "rm", "-rf", savePath + "savings/" + flow.name + "Saving_epoch" + str(epoch - keepSavings * saveSteps) + ".saving" ] subprocess.check_call(cmd) cmd = [ "rm", "-rf", savePath + "records/" + flow.name + "Record_epoch" + str(epoch - keepSavings * saveSteps) + ".hdf5" ] subprocess.check_call(cmd) def latentU(z): x, _ = flow.inverse(z) return -(flow.prior.logProbability(z) + source.logProbability(x) - flow.logProbability(x)) if savePath is None: savePath = "./opt/tmp/" params = list(flow.parameters()) params = list(filter(lambda p: p.requires_grad, params)) nparams = sum([np.prod(p.size()) for p in params]) print('total nubmer of trainable parameters:', nparams) optimizer = torch.optim.Adam(params, lr=lr, weight_decay=weight_decay) if adaptivelr: scheduler = torch.optim.lr_scheduler.StepLR(optimizer, step_size=500, gamma=0.7) LOSS = [] ZACC = [] XACC = [] ZOBS = [] XOBS = [] z_ = flow.prior.sample(batchSize) x_ = flow.prior.sample(batchSize) for epoch in range(epochs): x, sampleLogProbability = flow.sample(batchSize) loss = sampleLogProbability.mean() - source.logProbability(x).mean() flow.zero_grad() loss.backward() optimizer.step() del sampleLogProbability del x print("epoch:", epoch, "L:", loss.item()) LOSS.append(loss.item()) if epoch % saveSteps == 0 or epoch == epochs: z_, zaccept = HMCwithAccept(latentU, z_.detach(), HMCthermal, HMCsteps, HMCepsilon) x_, xaccept = HMCwithAccept(source.energy, x_.detach(), HMCthermal, HMCsteps, HMCepsilon) with torch.no_grad(): x_z, _ = flow.inverse(z_) z_last, _ = flow.forward(x_z) with torch.no_grad(): Zobs = measureFn(x_z) Xobs = measureFn(x_) print("accratio_z:", zaccept.mean().item(), "obs_z:", Zobs.mean(), ' +/- ', Zobs.std() / np.sqrt(1. * batchSize)) print("accratio_x:", xaccept.mean().item(), "obs_x:", Xobs.mean(), ' +/- ', Xobs.std() / np.sqrt(1. * batchSize)) ZACC.append(zaccept.mean().cpu().item()) XACC.append(xaccept.mean().cpu().item()) ZOBS.append([ Zobs.mean().item(), Zobs.std().item() / np.sqrt(1. * batchSize) ]) XOBS.append([ Xobs.mean().item(), Xobs.std().item() / np.sqrt(1. * batchSize) ]) if save: with torch.no_grad(): samples, _ = flow.sample(batchSize) with h5py.File( savePath + "records/" + flow.name + "HMCresult_epoch" + str(epoch) + ".hdf5", "w") as f: f.create_dataset("XZ", data=x_z.detach().cpu().numpy()) f.create_dataset("Y", data=x_.detach().cpu().numpy()) f.create_dataset("X", data=samples.detach().cpu().numpy()) del x_z del samples with h5py.File( savePath + "records/" + flow.name + "Record_epoch" + str(epoch) + ".hdf5", "w") as f: f.create_dataset("LOSS", data=np.array(LOSS)) f.create_dataset("ZACC", data=np.array(ZACC)) f.create_dataset("ZOBS", data=np.array(ZOBS)) f.create_dataset("XACC", data=np.array(XACC)) f.create_dataset("XOBS", data=np.array(XOBS)) d = flow.save() torch.save( d, savePath + "savings/" + flow.name + "Saving_epoch" + str(epoch) + ".saving") cleanSaving(epoch) return LOSS, ZACC, ZOBS, XACC, XOBS
def learnInterface(source, flow, batchSize, epochs, lr=1e-3, save=True, saveSteps=10, savePath=None, keepSavings=3, weight_decay=0.001, adaptivelr=False, HMCsteps=10, HMCthermal=10, HMCepsilon=0.2, measureFn=None, alpha=1.0, skipHMC=True): def cleanSaving(epoch): if epoch >= keepSavings * saveSteps: cmd = [ "rm", "-rf", savePath + "savings/" + flow.name + "Saving_epoch" + str(epoch - keepSavings * saveSteps) + ".saving" ] subprocess.check_call(cmd) cmd = [ "rm", "-rf", savePath + "records/" + flow.name + "Record_epoch" + str(epoch - keepSavings * saveSteps) + ".hdf5" ] subprocess.check_call(cmd) def latentU(z): x, _ = flow.inverse(z) return -(flow.prior.logProbability(z) + source.logProbability(x) - flow.logProbability(x)) if savePath is None: savePath = "./opt/tmp/" params = list(flow.parameters()) params = list(filter(lambda p: p.requires_grad, params)) nparams = sum([np.prod(p.size()) for p in params]) print('total nubmer of trainable parameters:', nparams) optimizer = torch.optim.Adam(params, lr=lr, weight_decay=weight_decay) if adaptivelr: scheduler = torch.optim.lr_scheduler.StepLR(optimizer, step_size=500, gamma=0.7) LOSS = [] ZACC = [] XACC = [] ZOBS = [] XOBS = [] z_ = flow.prior.sample(batchSize) x_ = flow.prior.sample(batchSize) L = int(x_.shape[-1]**0.5) for epoch in range(epochs): x, sampleLogProbability = flow.sample(batchSize) lossorigin = (sampleLogProbability - source.logProbability(x)) lossstd = lossorigin.std() loss = (lossorigin.mean() + alpha * (sampleLogProbability.mean() - flow.logProbability(-x).mean())) flow.zero_grad() loss.backward() optimizer.step() if adaptivelr: scheduler.step() del sampleLogProbability print("epoch:", epoch, "L:", loss.item(), "F:", lossorigin.mean().item(), "+/-", lossstd.item()) del lossorigin LOSS.append([loss.item(), lossstd.item()]) if (epoch % saveSteps == 0 and epoch > 50) or epoch == epochs: configuration = torch.sigmoid(2. * x[:100]) save_image(configuration, savePath + '/proposals_{:04d}.png'.format(epoch), nrow=10, padding=1) if skipHMC: print("Skip HMC") ZACC.append(np.nan) XACC.append(np.nan) ZOBS.append([np.nan, np.nan]) XOBS.append([np.nan, np.nan]) else: z_, zaccept = HMCwithAccept(latentU, z_.detach(), HMCthermal, HMCsteps, HMCepsilon) x_, xaccept = HMCwithAccept(source.energy, x_.detach(), HMCthermal, HMCsteps, HMCepsilon) with torch.no_grad(): x_z, _ = flow.inverse(z_) z_last, _ = flow.forward(x_z) with torch.no_grad(): Zobs = measureFn(x_z) Xobs = measureFn(x_) print("accratio_z:", zaccept.mean().item(), "obs_z:", Zobs.mean(), ' +/- ', Zobs.std() / np.sqrt(1. * batchSize)) print("accratio_x:", xaccept.mean().item(), "obs_x:", Xobs.mean(), ' +/- ', Xobs.std() / np.sqrt(1. * batchSize)) ZACC.append(zaccept.mean().cpu().item()) XACC.append(xaccept.mean().cpu().item()) ZOBS.append([ Zobs.mean().item(), Zobs.std().item() / np.sqrt(1. * batchSize) ]) XOBS.append([ Xobs.mean().item(), Xobs.std().item() / np.sqrt(1. * batchSize) ]) if save: with torch.no_grad(): samples, _ = flow.sample(batchSize) with h5py.File( savePath + "records/" + flow.name + "HMCresult_epoch" + str(epoch) + ".hdf5", "w") as f: if skipHMC: tmpShape = samples.detach().cpu().numpy().shape placeHolder = np.empty(tmpShape) placeHolder[:] = np.nan f.create_dataset("XZ", data=placeHolder) f.create_dataset("Y", data=placeHolder) else: f.create_dataset("XZ", data=x_z.detach().cpu().numpy()) f.create_dataset("Y", data=x_.detach().cpu().numpy()) f.create_dataset("X", data=samples.detach().cpu().numpy()) if not skipHMC: del x_z del samples with h5py.File( savePath + "records/" + flow.name + "Record_epoch" + str(epoch) + ".hdf5", "w") as f: f.create_dataset("LOSS", data=np.array(LOSS)[:, 0]) f.create_dataset("LOSSSTD", data=np.array(LOSS)[:, 1]) f.create_dataset("ZACC", data=np.array(ZACC)) f.create_dataset("ZOBS", data=np.array(ZOBS)) f.create_dataset("XACC", data=np.array(XACC)) f.create_dataset("XOBS", data=np.array(XOBS)) d = flow.save() torch.save( d, savePath + "savings/" + flow.name + "Saving_epoch" + str(epoch) + ".saving") cleanSaving(epoch) del x return LOSS, ZACC, ZOBS, XACC, XOBS