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Commit 59a009cb authored by Philipp Arras's avatar Philipp Arras
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Tweak docs

parent 0d3e909a
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src/library/variational_models.py
View file @ 59a009cb
......@@ -33,14 +33,15 @@ from ..sugar import domain_union, from_random, full, makeField
class MeanfieldModel():
'''
Collects the operators required for Gaussian mean-field variational inference.
"""Collect the operators required for Gaussian mean-field variational
inference.
Parameters
----------
domain: MultiDomain
The domain of the model parameters.
'''
The domain of the model parameters.
"""
def __init__(self, domain):
self.domain = MultiDomain.make(domain)
self.Flat = Multifield2Vector(self.domain)
......@@ -52,17 +53,18 @@ class MeanfieldModel():
self.entropy = GaussianEntropy(self.std.target) @ self.std
def get_initial_pos(self, initial_mean=None, initial_sig = 1):
'''
Provides an initial position for a given mean parameter vector and an initial standard deviation.
"""Provide an initial position for a given mean parameter vector and an
initial standard deviation.
Parameters
----------
initial_mean: MultiField
The initial mean of the variational approximation. If not None, a Gaussian sample with mean zero and standard deviation of 0.1 is used.
Default: None
The initial mean of the variational approximation. If not None, a
Gaussian sample with mean zero and standard deviation of 0.1 is
used. Default: None
initial_sig: positive float
The initial standard deviation shared by all parameters. Default: 1
'''
The initial standard deviation shared by all parameters. Default: 1
"""
initial_pos = from_random(self.generator.domain).to_dict()
initial_pos['latent'] = full(self.generator.domain['latent'], 0.)
......@@ -76,14 +78,15 @@ class MeanfieldModel():
class FullCovarianceModel():
'''
Collects the operators required for Gaussian full-covariance variational inference.
"""Collect the operators required for Gaussian full-covariance variational
inference.
Parameters
----------
domain: MultiDomain
The domain of the model parameters.
'''
The domain of the model parameters.
"""
def __init__(self, domain):
self.domain = MultiDomain.make(domain)
self.Flat = Multifield2Vector(self.domain)
......@@ -108,23 +111,24 @@ class FullCovarianceModel():
Resp = Respacer(MatMult.target, mean.target)
self.generator = self.Flat.adjoint @ (mean + Resp @ MatMult @ matmul_setup)
Diag = DiagonalSelector(cov.target, self.Flat.target)
diag_cov = Diag(cov).absolute()
self.entropy = GaussianEntropy(diag_cov.target) @ diag_cov
def get_initial_pos(self, initial_mean=None, initial_sig=1):
'''
Provides an initial position for a given mean parameter vector and a diagonal covariance with an initial standard deviation.
"""Provide an initial position for a given mean parameter vector and a
diagonal covariance with an initial standard deviation.
Parameters
----------
initial_mean: MultiField
The initial mean of the variational approximation. If not None, a Gaussian sample with mean zero and standard deviation of 0.1 is used.
Default: None
The initial mean of the variational approximation. If not None, a
Gaussian sample with mean zero and standard deviation of 0.1 is
used. Default: None
initial_sig: positive float
The initial standard deviation shared by all parameters. Default: 1
'''
The initial standard deviation shared by all parameters. Default: 1
"""
initial_pos = from_random(self.generator.domain).to_dict()
initial_pos['latent'] = full(self.generator.domain['latent'], 0.)
diag_tri = np.diag(np.full(self.flat_domain.shape[0], initial_sig))[np.tril_indices(self.flat_domain.shape[0])]
......@@ -136,14 +140,15 @@ class FullCovarianceModel():
class GaussianEntropy(EnergyOperator):
'''
Calculates the entropy of a Gaussian distribution given the diagonal of a triangular decomposition of the covariance.
"""Calculate the entropy of a Gaussian distribution given the diagonal of a
triangular decomposition of the covariance.
Parameters
----------
domain: Domain
The domain of the diagonal.
'''
The domain of the diagonal.
"""
def __init__(self, domain):
self._domain = domain
......@@ -159,16 +164,17 @@ class GaussianEntropy(EnergyOperator):
class LowerTriangularProjector(LinearOperator):
'''
Projects the DOFs of a triangular matrix into the matrix form.
"""Project the DOFs of a triangular matrix into the matrix form.
Parameters
----------
domain: Domain
A one-dimensional domain containing N(N+1)/2 DOFs of a triangular matrix.
A one-dimensional domain containing N(N+1)/2 DOFs of a triangular
matrix.
target: Domain
A two-dimensional domain with NxN entries.
'''
A two-dimensional domain with NxN entries.
"""
def __init__(self, domain, target):
self._domain = DomainTuple.make(domain)
self._target = DomainTuple.make(target)
......@@ -187,16 +193,17 @@ class LowerTriangularProjector(LinearOperator):
class DiagonalSelector(LinearOperator):
'''
Extracts the diagonal of a two-dimensional field.
"""Extract the diagonal of a two-dimensional field.
Parameters
----------
domain: Domain
The two-dimensional domain of the input field
The two-dimensional domain of the input field
target: Domain
A one-dimensional domain in which the diagonal of the input field lives.
'''
The one-dimensional domain on which the diagonal of the input field is
defined.
"""
def __init__(self, domain, target):
self._domain = DomainTuple.make(domain)
self._target = DomainTuple.make(target)
......@@ -211,16 +218,16 @@ class DiagonalSelector(LinearOperator):
class Respacer(LinearOperator):
'''
Re-maps a field from one domain to another one with the same amounts of DOFs. Wrapps the numpy.reshape method.
"""Re-map a field from one domain to another one with the same amounts of
DOFs. Wrapps the numpy.reshape method.
Parameters
----------
domain: Domain
The domain of the input field.
The domain of the input field.
target: Domain
The domain of the output field.
'''
The domain of the output field.
"""
def __init__(self, domain, target):
self._domain = DomainTuple.make(domain)
......
src/minimization/stochastic_minimizer.py
View file @ 59a009cb
......@@ -19,26 +19,25 @@ from .minimizer import Minimizer
class ADVIOptimizer(Minimizer):
'''
Provides an implementation of an adaptive step-size sequence optimizer, following https://arxiv.org/abs/1603.00788.
"""Provide an implementation of an adaptive step-size sequence optimizer,
following https://arxiv.org/abs/1603.00788.
Parameters
----------
steps: int
The number of concecutive steps during one call of the optimizer.
eta: positive float
The scale of the step-size sequence. It might have to be adapted to the application to increase performance. Default: 1.
The scale of the step-size sequence. It might have to be adapted to the
application to increase performance. Default: 1.
alpha: float between 0 and 1
The fraction of how much the current gradient impacts the momentum.
The fraction of how much the current gradient impacts the momentum.
tau: positive float
This quantity prevents division by zero.
epsilon: positive float
A small value guarantees Robbins and Monro conditions.
'''
"""
def __init__(self, steps, eta=1, alpha=0.1, tau=1, epsilon=1e-16):
self.alpha = alpha
self.eta = eta
self.tau = tau
......@@ -59,15 +58,6 @@ class ADVIOptimizer(Minimizer):
return new_position
def __call__(self, E):
'''
Performs the optimization.
Parameters
----------
E: EnergyOperator
The target function.
'''
from ..minimization.parametric_gaussian_kl import ParametricGaussianKL
if self.s is None:
self.s = E.gradient ** 2
......
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