Merge branch 'stochastic_samples' into 'more_samplers'

Reproduce stdnormal samples

See merge request !643

src/library/variational_models.py

@@ -107,6 +107,10 @@ class MeanFieldVI:
     def entropy(self):
         return self._entropy.force(self._KL.position)
 
+    @property
+    def KL(self):
+        return self._KL
+
     def draw_sample(self):
         _, op = self._generator.simplify_for_constant_input(
                 from_random(self._samdom))
@@ -197,6 +201,10 @@ class FullCovarianceVI:
     def entropy(self):
         return self._entropy.force(self._KL.position)
 
+    @property
+    def KL(self):
+        return self._KL
+
     def draw_sample(self):
         _, op = self._generator.simplify_for_constant_input(
                 from_random(self._samdom))

src/minimization/energy_adapter.py

@@ -107,7 +107,7 @@ class StochasticEnergyAdapter(Energy):
     but rather via the factory function :attr:`make`.
     """
     def __init__(self, position, op, keys, local_ops, n_samples, comm, nanisinf,
-                 _callingfrommake=False):
+                 noise, _callingfrommake=False):
         if not _callingfrommake:
             raise NotImplementedError
         super(StochasticEnergyAdapter, self).__init__(position)
@@ -127,6 +127,7 @@ class StochasticEnergyAdapter(Energy):
         if np.isnan(self._val) and self._nanisinf:
             self._val = np.inf
         self._grad = allreduce_sum(g, self._comm)/self._n_samples
+        self._noise = noise
 
         self._op = op
         self._keys = keys
@@ -142,7 +143,7 @@ class StochasticEnergyAdapter(Energy):
     def at(self, position):
         return StochasticEnergyAdapter(position, self._op, self._keys,
                     self._local_ops, self._n_samples, self._comm, self._nanisinf,
-                    _callingfrommake=True)
+                    self._noise, _callingfrommake=True)
 
     def apply_metric(self, x):
         lin = Linearization.make_var(self.position, want_metric=True)
@@ -201,17 +202,23 @@ class StochasticEnergyAdapter(Energy):
                 raise ValueError
             samdom[k] = op.domain[k]
         samdom = MultiDomain.make(samdom)
-        local_ops = []
+        noise = []
         sseq = random.spawn_sseq(n_samples)
         from .kl_energies import _get_lo_hi
         for i in range(*_get_lo_hi(comm, n_samples)):
             with random.Context(sseq[i]):
                 rnd = from_random(samdom)
-                _, tmp = op.simplify_for_constant_input(rnd)
-                myassert(tmp.domain == position.domain)
-                local_ops.append(tmp)
+                noise.append(rnd)
                 if mirror_samples:
-                    local_ops.append(op.simplify_for_constant_input(-rnd)[1])
+                    noise.append(-rnd)
+        local_ops = []
+        for nn in noise:
+            _, tmp = op.simplify_for_constant_input(nn)
+            myassert(tmp.domain == position.domain)
+            local_ops.append(tmp)
         n_samples = 2*n_samples if mirror_samples else n_samples
         return StochasticEnergyAdapter(position, op, sampling_keys, local_ops,
-                              n_samples, comm, nanisinf, _callingfrommake=True)
+                              n_samples, comm, nanisinf, noise, _callingfrommake=True)
+
+    def samples(self):
+        return self._noise

test/test_kl.py

@@ -115,19 +115,25 @@ def test_ParametricVI(mirror_samples, fc):
     ic.enable_logging()
     h = ift.StandardHamiltonian(lh, ic_samp=ic)
     initial_mean = ift.from_random(h.domain, 'normal')
-    nsamps = 1000
+    nsamps = 10
     args = initial_mean, h, nsamps, mirror_samples, 0.01
     model = (ift.FullCovarianceVI if fc else ift.MeanFieldVI)(*args)
-    kl = model._KL
+    kl = model.KL
     expected_nsamps = 2*nsamps if mirror_samples else nsamps
     myassert(len(tuple(kl._local_ops)) == expected_nsamps)
 
     true_val = []
     for i in range(expected_nsamps):
-        lat_rnd = ift.from_random(model._KL._op.domain['latent'])
+        lat_rnd = ift.from_random(model.KL._op.domain['latent'])
         samp = kl.position.to_dict()
         samp['latent'] = lat_rnd
         samp = ift.MultiField.from_dict(samp)
-        true_val.append(model._KL._op(samp))
+        true_val.append(model.KL._op(samp))
     true_val = sum(true_val)/expected_nsamps
     assert_allclose(true_val.val, kl.value, rtol=0.1)
+
+    samples = model.KL.samples()
+    ift.random.current_rng().integers(0, 100)
+    samples1 = model.KL.samples()
+    for aa, bb in zip(samples, samples1):
+        ift.extra.assert_allclose(aa, bb)