def _build(self, X):
"""Build the graph of this layer."""
n_samples, input_dim = self._get_X_dims(X)
W_shape, b_shape = self._weight_shapes(input_dim)
# Layer weights
self.pW = _make_prior(self.std, self.pW, W_shape)
self.qW = _make_posterior(self.std, self.qW, W_shape, self.full)
# Regularizers
KL = kl_sum(self.qW, self.pW)
# Linear layer
Wsamples = _sample_W(self.qW, n_samples)
Net = tf.matmul(X, Wsamples)
# Optional bias
if self.use_bias or not (self.prior_b is None and self.post_b is None):
# Layer intercepts
self.pb = _make_prior(self.std, self.pb, b_shape)
self.qb = _make_posterior(self.std, self.qb, b_shape, False)
# Regularizers
KL += kl_sum(self.qb, self.pb)
# Linear layer
bsamples = tf.expand_dims(_sample_W(self.qb, n_samples), 1)
Net += bsamples
return Net, KL
def test_kl_normal_normal():
"""Test Normal/Normal KL."""
dim = (5, 10)
mu = np.zeros(dim, dtype=np.float32)
std = 1.0
q = tf.distributions.Normal(mu, std)
# Test 0 KL
p = tf.distributions.Normal(mu, std)
KL0 = kl_sum(q, p)
# Test diff var
std1 = 2.0
p = tf.distributions.Normal(mu, std1)
KL1 = kl_sum(q, p)
rKL1 = 0.5 * ((std / std1)**2 - 1 + np.log((std1 / std)**2)) * np.prod(dim)
# Test diff mu
mu1 = np.ones(dim, dtype=np.float32)
p = tf.distributions.Normal(mu1, std)
KL2 = kl_sum(q, p)
rKL2 = 0.5 * (np.sum((mu1 - mu)**2) / std**2)
tc = tf.test.TestCase()
with tc.test_session():
kl0 = KL0.eval()
assert np.isscalar(kl0)
assert kl0 == 0.
assert np.allclose(KL1.eval(), rKL1)
assert np.allclose(KL2.eval(), rKL2)
def _build(self, X):
"""Build the graph of this layer."""
n_samples, (height, width, channels) = self._get_X_dims(X)
W_shape, b_shape = self._weight_shapes(channels)
# Layer weights
self.pW = _make_prior(self.std, self.pW, W_shape)
self.qW = _make_posterior(self.std, self.qW, W_shape, False)
# Regularizers
KL = kl_sum(self.qW, self.pW)
# Linear layer
Wsamples = _sample_W(self.qW, n_samples, False)
Net = tf.map_fn(lambda args: tf.nn.conv2d(
*args, padding=self.padding, strides=self.strides),
elems=(X, Wsamples),
dtype=tf.float32)
# Optional bias
if self.use_bias or not (self.prior_b is None and self.post_b is None):
# Layer intercepts
self.pb = _make_prior(self.std, self.pb, b_shape)
self.qb = _make_posterior(self.std, self.qb, b_shape, False)
# Regularizers
KL += kl_sum(self.qb, self.pb)
# Linear layer
bsamples = tf.reshape(_sample_W(self.qb, n_samples, False),
[n_samples, 1, 1, 1, self.filters])
Net += bsamples
return Net, KL
def _build(self, X):
"""Build the graph of this layer."""
n_samples, (input_dim,) = self._get_X_dims(X)
W_shp, b_shp = self._weight_shapes(input_dim)
self.pstd, self.qstd = initialise_stds(input_dim, self.output_dim,
self.prior_std0,
self.learn_prior, "dense")
# Layer weights
self.pW = _make_prior(self.pstd, W_shp)
self.qW = _make_posterior(self.qstd, W_shp, self.full, "dense")
# Regularizers
KL = kl_sum(self.qW, self.pW)
# Linear layer
Wsamples = _sample_W(self.qW, n_samples)
Net = tf.matmul(X, Wsamples)
# Optional bias
if self.use_bias:
# Layer intercepts
self.pb = _make_prior(self.pstd, b_shp)
self.qb = _make_posterior(self.qstd, b_shp, False, "dense_bias")
# Regularizers
KL += kl_sum(self.qb, self.pb)
# Linear layer
bsamples = tf.expand_dims(_sample_W(self.qb, n_samples), 1)
Net += bsamples
return Net, KL
def _build(self, X):
"""Build the graph of this layer."""
n_samples, (input_dim,) = self._get_X_dims(X)
W_shape, _ = self._weight_shapes(self.n_categories)
n_batch = tf.shape(X)[1]
self.pstd, self.qstd = initialise_stds(input_dim, self.output_dim,
self.prior_std0,
self.learn_prior, "embed")
# Layer weights
self.pW = _make_prior(self.pstd, W_shape)
self.qW = _make_posterior(self.qstd, W_shape, self.full, "embed")
# Index into the relevant weights rather than using sparse matmul
Wsamples = _sample_W(self.qW, n_samples)
features = tf.map_fn(lambda wx: tf.gather(*wx, axis=0), (Wsamples, X),
dtype=Wsamples.dtype)
# Now concatenate the resulting features on the last axis
f_dims = int(np.prod(features.shape[2:])) # need this for placeholders
Net = tf.reshape(features, [n_samples, n_batch, f_dims])
# Regularizers
KL = kl_sum(self.qW, self.pW)
return Net, KL
def _build(self, X):
"""Build the graph of this layer."""
n_samples, (height, width, channels) = self._get_X_dims(X)
W_shp, b_shp = self._weight_shapes(channels)
# get effective IO shapes, DAN's fault if this is wrong
receptive_field = np.product(W_shp[:-2])
n_inputs = receptive_field * channels
n_outputs = receptive_field * self.filters
self.pstd, self.qstd = initialise_stds(n_inputs, n_outputs,
self.prior_std0,
self.learn_prior, "conv2d")
# Layer weights
self.pW = _make_prior(self.pstd, W_shp)
self.qW = _make_posterior(self.qstd, W_shp, False, "conv")
# Regularizers
KL = kl_sum(self.qW, self.pW)
# Linear layer
Wsamples = _sample_W(self.qW, n_samples, False)
Net = tf.map_fn(
lambda args: tf.nn.conv2d(*args,
padding=self.padding,
strides=self.strides),
elems=(X, Wsamples), dtype=tf.float32)
# Optional bias
if self.use_bias:
# Layer intercepts
self.pb = _make_prior(self.pstd, b_shp)
self.qb = _make_posterior(self.qstd, b_shp, False, "conv_bias")
# Regularizers
KL += kl_sum(self.qb, self.pb)
# Linear layer
bsamples = tf.reshape(_sample_W(self.qb, n_samples, False),
[n_samples, 1, 1, 1, self.filters])
Net += bsamples
return Net, KL
def weights(self, input_dim, n_features, dtype=np.float32):
"""Generate the random fourier weights for this kernel.
Parameters
----------
input_dim : int
the input dimension to this layer.
n_features : int
the number of unique random features, the actual output dimension
of this layer will be ``2 * n_features``.
dtype : np.dtype
the dtype of the features to draw, this should match the
observations.
Returns
-------
P : ndarray
the random weights of the fourier features of shape
``(input_dim, n_features)``.
KL : Tensor, float
the KL penalty associated with the parameters in this kernel.
"""
self.lenscale, self.lenscale_post = _init_lenscale(self.given_lenscale,
self.learn_lenscale,
input_dim)
dim = (input_dim, n_features)
# Setup the prior, lenscale may be a variable, so dont use prior_normal
pP_scale = self.__len2std(self.lenscale, n_features)
pP = tf.distributions.Normal(
loc=tf.zeros(dim),
scale=pP_scale)
# Initialise the posterior
qP_scale = 1.0 / self.lenscale_post
if qP_scale.ndim > 0:
qP_scale = np.repeat(qP_scale[:, np.newaxis], n_features, axis=1)
qP = norm_posterior(dim=dim, std0=qP_scale, suffix="kernel")
KL = kl_sum(qP, pP)
# We implement the VAR-FIXED method here from Cutajar et. al 2017, so
# we pre-generate and fix the standard normal samples
e = self._random_state.randn(*dim).astype(dtype)
P = qP.mean() + qP.stddev() * e
return P, KL
def test_kl_gaussian_gaussian(random):
"""Test Gaussian/Gaussian KL."""
dim = (5, 10)
Dim = (5, 10, 10)
mu0 = random.randn(*dim).astype(np.float32)
L0 = random_chol(Dim)
q = tfp.distributions.MultivariateNormalTriL(mu0, L0)
mu1 = random.randn(*dim).astype(np.float32)
L1 = random_chol(Dim)
p = tfp.distributions.MultivariateNormalTriL(mu1, L1)
KL = kl_sum(q, p)
KLr = KLdiv(mu0, L0, mu1, L1)
tc = tf.test.TestCase()
with tc.test_session():
assert np.allclose(KL.eval(), KLr)
def weights(self, input_dim, n_features, dtype=np.float32):
"""Generate the random fourier weights for this kernel.
Parameters
----------
input_dim : int
the input dimension to this layer.
n_features : int
the number of unique random features, the actual output dimension
of this layer will be ``2 * n_features``.
dtype : np.dtype
the dtype of the features to draw, this should match the
observations.
Returns
-------
P : ndarray
the random weights of the fourier features of shape
``(input_dim, n_features)``.
KL : Tensor, float
the KL penalty associated with the parameters in this kernel.
"""
dim = (input_dim, n_features)
# Setup the prior, lenscale may be a variable, so dont use prior_normal
pP = tf.distributions.Normal(loc=tf.zeros(dim),
scale=self.__len2std(self.lenscale))
# Initialise the posterior
if self.lenscale_post is None:
self.lenscale_post = np.sqrt(1 / input_dim)
qP = norm_posterior(dim=dim, std0=self.__len2std(self.lenscale_post))
KL = kl_sum(qP, pP)
# We implement the VAR-FIXED method here from Cutajar et. al 2017, so
# we pre-generate and fix the standard normal samples
rand = np.random.RandomState(next(seedgen))
e = rand.randn(*dim).astype(dtype)
P = qP.mean() + qP.stddev() * e
return P, KL
def _build(self, X):
"""Build the graph of this layer."""
n_samples, input_dim = self._get_X_dims(X)
W_shape, _ = self._weight_shapes(self.n_categories)
assert input_dim == 1, "X must be a *column* of indices!"
# Layer weights
self.pW = self._make_prior(self.pW, W_shape)
self.qW = self._make_posterior(self.qW, W_shape)
# Index into the relevant weights rather than using sparse matmul
Wsamples = self._sample_W(self.qW, n_samples)
Net = tf.gather(Wsamples, X[0, :, 0], axis=1)
# Regularizers
KL = kl_sum(self.qW, self.pW)
return Net, KL
def _build(self, X):
# Extract perturbed predictions
n_samples = tf.shape(X)[0] // 2
X_orig, X_pert = X[:n_samples], X[n_samples:]
# Build Dense Layer
F, KL = super()._build(X_orig)
# Build a latent function density
qWmean = _tile2samples(n_samples, tf.transpose(self.qW.mean()))
qWvar = _tile2samples(n_samples, tf.transpose(self.qW.variance()))
f_loc = tf.matmul(X_pert, qWmean)
if self.use_bias:
f_loc += self.qb.mean()
f_scale = tf.sqrt(tf.matmul(X_pert ** 2, qWvar))
f_post = tf.distributions.Normal(f_loc, f_scale)
# Calculate NCP loss
KL += kl_sum(f_post, self.f_prior) / tf.to_float(n_samples)
return F, KL
def test_kl_gaussian_normal(random):
"""Test Gaussian/Normal KL."""
dim = (5, 10)
Dim = (5, 10, 10)
mu0 = random.randn(*dim).astype(np.float32)
L0 = random_chol(Dim)
q = tfp.distributions.MultivariateNormalTriL(mu0, L0)
mu1 = random.randn(*dim).astype(np.float32)
std1 = 1.0
L1 = [(std1 * np.eye(dim[1])).astype(np.float32) for _ in range(dim[0])]
p = tf.distributions.Normal(mu1, std1)
KL = kl_sum(q, p)
KLr = KLdiv(mu0, L0, mu1, L1)
tc = tf.test.TestCase()
with tc.test_session():
kl = KL.eval()
assert np.isscalar(kl)
assert np.allclose(kl, KLr)