def test_data_index_field(self):
x = data.data_variable(
name="x",
spec=ValueSpec(a=FieldSpec()),
data_sequence=TimeSteps(),
output_fn=lambda t: Value(a=t * t))
r = PythonRuntime(network=Network(variables=[x]))
self.assertEqual(
r.execute(num_steps=3)["x"].as_dict, {
"a": 9,
data.DEFAULT_DATA_INDEX_FIELD: 3
})
y = data.data_variable(
name="y",
spec=ValueSpec(b=FieldSpec()),
data_sequence=TimeSteps(),
output_fn=lambda t: Value(b=t * t),
data_index_field="twiddle_dum")
r = PythonRuntime(network=Network(variables=[y]))
self.assertEqual(
r.execute(num_steps=3)["y"].as_dict, {
"b": 9,
"twiddle_dum": 3
})
def test_sliced_value(self):
x = data.data_variable(
name="x",
spec=ValueSpec(a=FieldSpec(), b=FieldSpec()),
data_sequence=SlicedValue(value=Value(a=[1, 2, 3], b=[4, 5, 6])))
r = PythonRuntime(network=Network(variables=[x]))
v0 = r.execute(num_steps=0)["x"]
v1 = r.execute(num_steps=1)["x"]
v2 = r.execute(num_steps=2)["x"]
self.assertEqual(v0.get("a"), 1)
self.assertEqual(v0.get("b"), 4)
self.assertEqual(v1.get("a"), 2)
self.assertEqual(v1.get("b"), 5)
self.assertEqual(v2.get("a"), 3)
self.assertEqual(v2.get("b"), 6)
x = data.data_variable(
name="x",
spec=ValueSpec(a=FieldSpec(), b=FieldSpec()),
data_sequence=SlicedValue(
value=Value(a=[1, 2, 3], b=[4, 5, 6]),
slice_fn=lambda x, i: x[-1 - i]))
r = PythonRuntime(network=Network(variables=[x]))
v0 = r.execute(num_steps=0)["x"]
v1 = r.execute(num_steps=1)["x"]
v2 = r.execute(num_steps=2)["x"]
self.assertEqual(v0.get("a"), 3)
self.assertEqual(v0.get("b"), 6)
self.assertEqual(v1.get("a"), 2)
self.assertEqual(v1.get("b"), 5)
self.assertEqual(v2.get("a"), 1)
self.assertEqual(v2.get("b"), 4)
x = data.data_variable(
name="x",
spec=ValueSpec(c=FieldSpec()),
data_sequence=SlicedValue(value=Value(a=[1, 2, 3], b=[4, 5, 6])),
output_fn=lambda val: Value(c=val.get("a") + val.get("b")))
r = PythonRuntime(network=Network(variables=[x]))
self.assertEqual(r.execute(num_steps=0)["x"].get("c"), 5)
self.assertEqual(r.execute(num_steps=1)["x"].get("c"), 7)
self.assertEqual(r.execute(num_steps=2)["x"].get("c"), 9)
def test_tf_dataset(self, graph_compile):
dataset = tf.data.Dataset.from_tensor_slices([1, 2, 3])
x = data.data_variable(
name="x",
spec=ValueSpec(a=FieldSpec()),
data_sequence=TFDataset(dataset=dataset),
output_fn=lambda t: Value(a=t * t))
r = TFRuntime(network=Network(variables=[x]), graph_compile=graph_compile)
self.assertEqual(r.execute(num_steps=0)["x"].get("a"), 1)
self.assertEqual(r.execute(num_steps=1)["x"].get("a"), 4)
self.assertEqual(r.execute(num_steps=2)["x"].get("a"), 9)
def test_time_steps(self):
x = data.data_variable(
name="x",
spec=ValueSpec(a=FieldSpec()),
data_sequence=TimeSteps(),
output_fn=lambda t: Value(a=t * t))
r = PythonRuntime(network=Network(variables=[x]))
self.assertEqual(r.execute(num_steps=0)["x"].get("a"), 0)
self.assertEqual(r.execute(num_steps=1)["x"].get("a"), 1)
self.assertEqual(r.execute(num_steps=2)["x"].get("a"), 4)
self.assertEqual(r.execute(num_steps=3)["x"].get("a"), 9)
def chained_rv_test_network(self):
# Creates variables to simulate the sequence
# z[0] = (0., 1.)
# z[t][0] = Normal(loc=z[t-1][0], scale=1)
# z[t][1] = Normal(loc=z[t][0] + 1., scale=2)
obs_0 = tf.constant([0., 1., 2., 3.])
obs_1 = tf.constant([1., 2., 3., 4.])
o = data.data_variable(
name="o",
spec=ValueSpec(a0=FieldSpec(), a1=FieldSpec()),
data_sequence=data.SlicedValue(value=Value(a0=obs_0, a1=obs_1)))
z = Variable(name="z", spec=ValueSpec(a0=FieldSpec(), a1=FieldSpec()))
z.initial_value = variable.value(lambda: Value(
a0=ed.Deterministic(loc=0.), a1=ed.Deterministic(loc=1.)))
def v(prev):
a0 = ed.Normal(loc=prev.get("a0"), scale=1.)
a1 = ed.Normal(loc=a0 + 1., scale=2.)
return Value(a0=a0, a1=a1)
z.value = variable.value(v, (z.previous, ))
return z, o, obs_0, obs_1
def test_log_probs_from_direct_output(self):
z, _, _, _ = self.chained_rv_test_network()
online_lp_vars = log_probability.log_prob_variables_from_direct_output(
[z])
tf_runtime = runtime.TFRuntime(network=network_lib.Network(
variables=[z] + online_lp_vars))
online_lp_traj = tf_runtime.trajectory(4)
self.assertSetEqual(set(online_lp_traj.keys()),
set(["z", "z_log_prob"]))
o = data.data_variable(
name="o",
spec=ValueSpec(a0=FieldSpec(), a1=FieldSpec()),
data_sequence=data.SlicedValue(value=online_lp_traj["z"]))
offline_lp_vars = log_probability.log_prob_variables_from_observation(
[z], [o])
tf_runtime = runtime.TFRuntime(network=network_lib.Network(
variables=[o] + offline_lp_vars))
offline_lp_traj = tf_runtime.trajectory(4)
self.assertAllClose(online_lp_traj["z_log_prob"].get("a0"),
offline_lp_traj["z_log_prob"].get("a0"))
self.assertAllClose(online_lp_traj["z_log_prob"].get("a1"),
offline_lp_traj["z_log_prob"].get("a1"))
def replay_variables(variables, value_trajectory):
"""Trajectory replay variables for log probability computation.
Given a sequence of variables and a trajectory of observed values of these
variables, this function constructs a sequence of observation variables with
corresponding to the simulation variables replaying their logged values.
Args:
variables: A sequence of `Variable`s defining a dynamic Bayesian network
(DBN).
value_trajectory: A trajectory generated from `TFRuntime.trajectory`.
Returns:
A sequence of `Variable`.
"""
observations = []
for var in variables:
obs = data.data_variable(
name=var.name + " obs",
spec=var.spec,
data_sequence=data.SlicedValue(value=value_trajectory[var.name]),
data_index_field=_OBSERVATION_INDEX_FIELD)
observations.append(obs)
return observations
def test_smoke(self):
o = data.data_variable(name="o",
spec=ValueSpec(a=FieldSpec()),
data_sequence=data.SlicedValue(value=Value(
a=tf.constant([0., 1., 2., 3.]))))
# This computes the log-probability of a sequence
# x[0] = 0.
# x[t] = Normal(loc=x[t-1], scale=1)
# against the observation
# o = [0., 1., 2., 3.]
x = Variable(name="x", spec=ValueSpec(a=FieldSpec()))
x.initial_value = variable.value(
lambda: Value(a=ed.Deterministic(loc=0.)))
x.value = variable.value(
lambda x_prev: Value(a=ed.Normal(loc=x_prev.get("a"), scale=1.)),
(x.previous, ))
self.assertAllClose(
0.,
log_probability.log_probability(variables=[x],
observation=[o],
num_steps=0))
self.assertAllClose(
-1.4189385,
log_probability.log_probability(variables=[x],
observation=[o],
num_steps=1))
self.assertAllClose(
-2.837877,
log_probability.log_probability(variables=[x],
observation=[o],
num_steps=2))
self.assertAllClose(
-4.2568154,
log_probability.log_probability(variables=[x],
observation=[o],
num_steps=3))
# This is an example of a field value that is not a random variable (y.t).
# This computes the log-probability of a sequence
# y[t] = Normal(loc=t, scale=1)
# against the observation
# o = [0., 1., 2., 3.]
y = data.data_variable(
name="y",
spec=ValueSpec(a=FieldSpec()),
data_sequence=data.TimeSteps(),
output_fn=lambda t: Value(a=ed.Normal(loc=float(t), scale=1.)))
self.assertAllClose(
-0.918939,
log_probability.log_probability(variables=[y],
observation=[o],
num_steps=0))
self.assertAllClose(
-1.837877,
log_probability.log_probability(variables=[y],
observation=[o],
num_steps=1))
self.assertAllClose(
-2.756815,
log_probability.log_probability(variables=[y],
observation=[o],
num_steps=2))
self.assertAllClose(
-3.675754,
log_probability.log_probability(variables=[y],
observation=[o],
num_steps=3))
