def solve_map(transport_map,
coupling,
loss,
lr=1e-2,
max_iter=2000,
stop_thr=1e-4,
verbose=False,
every_n=200,
is_hyperbolic=True,
results_path=None):
vloss = [stop_thr]
# init loop
loop = 1 if max_iter > 0 else 0
it = 0
if is_hyperbolic:
optimizer_map = RiemannianAdam(transport_map.parameters(), lr=lr)
else:
optimizer_map = Adam(transport_map.parameters(), lr=lr)
while loop:
it += 1
optimizer_map.zero_grad()
f_loss = loss.similarity_coupling_fix(transport_map, coupling)
f_loss.backward()
optimizer_map.step()
vloss.append(to_float(f_loss))
relative_error = abs(vloss[-1] - vloss[-2]) / abs(vloss[-2])
if verbose and (it % every_n == 0):
print("\t \t it: %s similarity loss: %.3f" % (it, vloss[-1]))
if (it >= max_iter) or (np.isnan(vloss[-1])):
loop = 0
if relative_error < stop_thr:
loop = 0
return transport_map
def solve_hyperbolic_nn_model(transport_map,
coupling,
loss,
max_iter=100,
stop_thr=1e-3,
lr=1e-2,
display_every=100,
verbose=False,
is_hyperbolic=True):
if is_hyperbolic:
optimizer = RiemannianAdam(transport_map.parameters(), lr=lr)
else:
optimizer = Adam(transport_map.parameters(), lr=lr)
vloss = [stop_thr]
# init loop
loop = 1 if max_iter > 0 else 0
it = 0
while loop:
it += 1
optimizer.zero_grad()
l = loss.similarity_coupling_fix(transport_map, coupling)
vloss.append(to_float(l))
if (it >= max_iter) or (np.isnan(vloss[-1])):
loop = 0
relative_error = abs(vloss[-1] - vloss[-2]) / abs(vloss[-2])
if relative_error < stop_thr:
loop = 0
if (it % display_every == 0) and verbose:
print("\t\t it: %s loss map: %.4f" % (it, to_float(l)))
l.backward()
optimizer.step()
return transport_map
def minimize_sinkhorn(Xs,
Xt,
model,
ys=None,
yt=None,
lr=1e-2,
reg_ot=1e-2,
is_hyperbolic=True,
match_targets=True,
n_iter_sinkhorn=100,
max_iter=10000,
stop_thr=1e-5,
max_iter_map=1000,
is_sinkhorn_normalized=False,
every_n=100,
rate=1e-2,
is_projected_output=False,
type_ini='bary',
is_init_map=False,
verbose=False):
mobius = Mobius()
# Initialize: Barycenter approximation
if is_init_map:
model = deepcopy(model)
if is_hyperbolic:
optimizer_init = RiemannianAdam(model.parameters(), lr=lr)
manifold = Mobius()
else:
optimizer_init = Adam(model.parameters(), lr=lr)
manifold = Euclidean()
### Compute cost
_, _, _, coupling = compute_transport(Xs=Xs,
Xt=Xt,
ys=ys,
yt=yt,
reg_ot=reg_ot,
match_targets=match_targets,
manifold=manifold,
is_hyperbolic=is_hyperbolic)
if type_ini == 'bary':
x_approx = manifold.barycenter_mapping(Xt, coupling)
elif (type_ini == 'rot_s2t') or (type_ini == 'rot_t2s'):
xs_np = Xs.data.numpy()
xt_np = Xt.data.numpy()
xs_mean = xs_np.mean(0)
xt_mean = xt_np.mean(0)
xs_centered = xs_np - xs_mean
xt_centered = xt_np - xt_mean
if type_ini == 'rot_s2t':
P, _ = orthogonal_procrustes(xs_centered, xt_centered)
x_approx = torch.FloatTensor(xs_centered.dot(P) + xt_mean)
else:
P, _ = orthogonal_procrustes(xt_centered, xs_centered)
x_approx = torch.FloatTensor(xt_centered.dot(P) + xs_mean)
elif type_ini == 'id':
x_approx = Xs
loop_map = 1 if max_iter_map > 0 else 0
vloss_map = [stop_thr]
it = 0
while loop_map:
it += 1
optimizer_init.zero_grad()
X_pred = mobius.proj2ball(
model(Xs)) if is_projected_output else model(Xs)
loss_map = manifold.distance(X_pred, x_approx).mean()
vloss_map.append(loss_map.item())
relative_error = abs(vloss_map[-1] - vloss_map[-2]) / abs(
vloss_map[-2])
if (it >= max_iter_map) or (np.isnan(vloss_map[-1])):
loop_map = 0
if relative_error < stop_thr:
loop_map = 0
loss_map.backward()
optimizer_init.step()
this_model = deepcopy(model)
lr_mapping = lr * rate
if is_hyperbolic:
optimizer = RiemannianAdam(this_model.parameters(), lr=lr_mapping)
else:
optimizer = Adam(this_model.parameters(), lr=lr_mapping)
vloss = [stop_thr]
loop = 1 if max_iter > 0 else 0
it = 0
while loop:
it += 1
optimizer.zero_grad()
X_pred = mobius.proj2ball(
this_model(Xs)) if is_projected_output else this_model(Xs)
if is_sinkhorn_normalized:
loss = sinkhorn_normalized(X_pred,
Xt,
reg_ot=reg_ot,
n_iter=n_iter_sinkhorn,
ys=ys,
yt=yt,
match_targets=match_targets,
is_hyperbolic=is_hyperbolic)
else:
G, loss = sinkhorn_cost(
X_pred,
Xt,
reg_ot=reg_ot,
n_iter=n_iter_sinkhorn,
match_targets=match_targets,
#wrapped_function=lambda x: -torch.cosh(x),
ys=ys,
yt=yt,
is_hyperbolic=is_hyperbolic)
vloss.append(loss.item())
relative_error = (abs(vloss[-1] - vloss[-2]) /
abs(vloss[-2]) if vloss[-2] != 0 else 0)
if verbose and (it % every_n == 0):
print("\t \t it: %s similarity loss: %.3f" % (it, vloss[-1]))
if (it >= max_iter) or (np.isnan(vloss[-1])):
loop = 0
if relative_error < stop_thr:
loop = 0
loss.backward()
optimizer.step()
return this_model
if __name__ == "__main__":
birh = BirkhoffPoly(10).cuda()
rie_adam = RiemannianAdam(birh.parameters())
inputs = torch.randn(2,10, 1)
inputs_permute = inputs.clone()
inputs_permute[:, 1], inputs_permute[:, 2] = inputs[:, 2].clone(), inputs[:, 1].clone()
print(inputs)
print(inputs_permute)
print('before {}'.format(birh.Matrix))
print(torch.inverse(birh.Matrix))
for iter in range(20):
rie_adam.zero_grad()
loss = 10*ortho_loss(birh.Matrix) + 10*torch.sum(torch.abs(birh.Matrix))
print(loss)
loss.backward()
rie_adam.step()
print('after {}'.format(birh.Matrix))
for iter in range(10):
rie_adam.zero_grad()
out = birh(inputs_permute)
# loss = torch.zeros(1)
# for param in birh.parameters():
# if isinstance(param, geoopt.tensor.ManifoldParameter):
# loss = ortho_loss(birh.Matrix)
loss = F.mse_loss(out, inputs) + ortho_loss(birh.Matrix) + 0*torch.sum(torch.abs(birh.Matrix))
loss.backward()
rie_adam.step()
if iter % 100 == 0:
print(loss)
print(birh.Matrix)
print(birh.Matrix.sum(0))