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ift
NIFTy
Commits
55b560a6
Commit
55b560a6
authored
Jun 10, 2021
by
Philipp Frank
Browse files
include mfvi and fcvi into vi visualized demo
parent
98078146
Pipeline
#103290
passed with stages
in 15 minutes and 19 seconds
Changes
1
Pipelines
1
Hide whitespace changes
Inline
Side-by-side
demos/variational_inference_visualized.py
View file @
55b560a6
...
...
@@ -74,65 +74,91 @@ def main():
plt
.
pause
(
2.0
)
plt
.
close
()
pos
=
ift
.
from_random
(
ham
.
domain
,
'normal'
)
MAP
=
ift
.
EnergyAdapter
(
pos
,
ham
,
want_metric
=
True
)
minimizer
=
ift
.
NewtonCG
(
ift
.
GradientNormController
(
iteration_limit
=
20
,
name
=
'Mini'
))
MAP
,
_
=
minimizer
(
MAP
)
map_xs
,
map_ys
=
[],
[]
for
ii
in
range
(
10
):
samp
=
(
MAP
.
metric
.
draw_sample
(
from_inverse
=
True
)
+
MAP
.
position
).
val
map_xs
.
append
(
samp
[
'a'
])
map_ys
.
append
(
samp
[
'b'
])
mapx
=
xx
[
z
==
np
.
max
(
z
)]
mapy
=
yy
[
z
==
np
.
max
(
z
)]
meanx
=
(
xx
*
z
).
sum
()
/
z
.
sum
()
meany
=
(
yy
*
z
).
sum
()
/
z
.
sum
()
n_samples
=
100
minimizer
=
ift
.
NewtonCG
(
ift
.
GradientNormController
(
iteration_limit
=
2
,
name
=
'Mini'
))
pos
=
pos1
=
ift
.
from_random
(
ham
.
domain
,
'normal'
)
fig
,
axs
=
plt
.
subplots
(
2
,
1
,
figsize
=
[
12
,
8
])
for
ii
in
range
(
15
):
if
ii
%
3
==
0
:
# Resample
mgkl
=
ift
.
MetricGaussianKL
(
pos
,
ham
,
100
,
False
)
mini_samp
=
ift
.
NewtonCG
(
ift
.
GradientNormController
(
iteration_limit
=
5
))
geokl
=
ift
.
GeoMetricKL
(
pos1
,
ham
,
100
,
mini_samp
,
False
)
for
axx
in
axs
:
IC
=
ift
.
StochasticAbsDeltaEnergyController
(
0.1
,
iteration_limit
=
20
,
name
=
'advi'
)
stochastic_minimizer_mf
=
ift
.
ADVIOptimizer
(
IC
,
eta
=
0.5
)
stochastic_minimizer_fc
=
ift
.
ADVIOptimizer
(
IC
,
eta
=
0.5
)
posmg
=
posgeo
=
posmf
=
posfc
=
ift
.
from_random
(
ham
.
domain
,
'normal'
)
fc
=
ift
.
FullCovarianceVI
(
posfc
,
ham
,
10
,
False
,
initial_sig
=
0.01
)
mf
=
ift
.
MeanFieldVI
(
posmf
,
ham
,
10
,
False
,
initial_sig
=
0.01
)
fig
,
axs
=
plt
.
subplots
(
2
,
2
,
figsize
=
[
12
,
8
])
axs
=
axs
.
flatten
()
def
update_plot
(
runs
):
for
axx
,
(
nn
,
kl
,
pp
,
sam
)
in
zip
(
axs
,
runs
):
axx
.
clear
()
im
=
axx
.
imshow
(
z
.
T
,
origin
=
'lower'
,
norm
=
LogNorm
(
vmin
=
1e-3
,
vmax
=
np
.
max
(
z
)),
cmap
=
'gist_earth_r'
,
extent
=
x_limits_scaled
+
y_limits
)
if
ii
==
0
:
cbar
=
plt
.
colorbar
(
im
,
ax
=
axx
)
cbar
.
ax
.
set_ylabel
(
'pdf'
)
for
jj
,
nn
,
kl
,
pp
in
((
0
,
"MGVI"
,
mgkl
,
pos
),
(
1
,
"GeoVI"
,
geokl
,
pos1
)):
axx
.
imshow
(
z
.
T
,
origin
=
'lower'
,
norm
=
LogNorm
(
vmin
=
1e-3
,
vmax
=
np
.
max
(
z
)),
cmap
=
'gist_earth_r'
,
extent
=
x_limits_scaled
+
y_limits
)
xs
,
ys
=
[],
[]
for
samp
in
kl
.
samples
:
samp
=
(
samp
+
pp
).
val
xs
.
append
(
samp
[
'a'
])
ys
.
append
(
samp
[
'b'
])
axs
[
jj
].
scatter
(
np
.
array
(
xs
)
*
scale
,
np
.
array
(
ys
),
label
=
f
'
{
nn
}
samples'
)
axs
[
jj
].
scatter
(
pp
.
val
[
'a'
]
*
scale
,
pp
.
val
[
'b'
],
label
=
f
'
{
nn
}
latent mean'
)
axs
[
jj
].
set_title
(
nn
)
for
axx
in
axs
:
axx
.
scatter
(
np
.
array
(
map_xs
)
*
scale
,
np
.
array
(
map_ys
),
label
=
'Laplace samples'
)
axx
.
scatter
(
MAP
.
position
.
val
[
'a'
]
*
scale
,
MAP
.
position
.
val
[
'b'
],
label
=
'Maximum a posterior solution'
)
if
sam
:
samples
=
(
samp
+
pp
for
samp
in
kl
.
samples
)
else
:
samples
=
(
kl
.
draw_sample
()
for
_
in
range
(
n_samples
))
mx
,
my
=
0.
,
0.
for
samp
in
samples
:
a
=
samp
.
val
[
'a'
]
xs
.
append
(
a
)
mx
+=
a
b
=
samp
.
val
[
'b'
]
ys
.
append
(
b
)
my
+=
b
mx
/=
n_samples
my
/=
n_samples
axx
.
scatter
(
np
.
array
(
xs
)
*
scale
,
np
.
array
(
ys
),
label
=
f
'
{
nn
}
samples'
)
axx
.
scatter
(
mx
*
scale
,
my
,
label
=
f
'
{
nn
}
mean'
)
axx
.
scatter
(
mapx
*
scale
,
mapy
,
label
=
'MAP'
)
axx
.
scatter
(
meanx
*
scale
,
meany
,
label
=
'Posterior mean'
)
axx
.
set_title
(
nn
)
axx
.
set_xlim
(
x_limits_scaled
)
axx
.
set_ylim
(
y_limits
)
axx
.
set_ylabel
(
'y'
)
axx
.
legend
(
loc
=
'lower right'
)
axs
[
0
].
xaxis
.
set_visible
(
False
)
axs
[
1
].
set_xlabel
(
'x'
)
axs
[
1
].
xaxis
.
set_visible
(
False
)
axs
[
1
].
yaxis
.
set_visible
(
False
)
axs
[
2
].
set_xlabel
(
'x'
)
axs
[
2
].
set_ylabel
(
'y'
)
axs
[
3
].
yaxis
.
set_visible
(
False
)
axs
[
3
].
set_xlabel
(
'x'
)
plt
.
tight_layout
()
plt
.
draw
()
plt
.
pause
(
1.0
)
plt
.
pause
(
2.0
)
for
ii
in
range
(
15
):
if
ii
%
2
==
0
:
# Resample
mgkl
=
ift
.
MetricGaussianKL
(
posmg
,
ham
,
n_samples
,
False
)
mini_samp
=
ift
.
NewtonCG
(
ift
.
AbsDeltaEnergyController
(
1E-8
,
iteration_limit
=
5
))
geokl
=
ift
.
GeoMetricKL
(
posgeo
,
ham
,
n_samples
,
mini_samp
,
False
)
runs
=
((
"MGVI"
,
mgkl
,
posmg
,
True
),
(
"GeoVI"
,
geokl
,
posgeo
,
True
),
(
"MeanfieldVI"
,
mf
,
posmf
,
False
),
(
"FullCovarianceVI"
,
fc
,
posfc
,
False
))
update_plot
(
runs
)
mgkl
,
_
=
minimizer
(
mgkl
)
geokl
,
_
=
minimizer
(
geokl
)
pos
=
mgkl
.
position
pos1
=
geokl
.
position
mf
.
minimize
(
stochastic_minimizer_mf
)
fc
.
minimize
(
stochastic_minimizer_fc
)
posmg
=
mgkl
.
position
posgeo
=
geokl
.
position
posmf
=
mf
.
mean
posfc
=
fc
.
mean
runs
=
((
"MGVI"
,
mgkl
,
posmg
,
True
),
(
"GeoVI"
,
geokl
,
posgeo
,
True
),
(
"MeanfieldVI"
,
mf
,
posmf
,
False
),
(
"FullCovarianceVI"
,
fc
,
posfc
,
False
))
update_plot
(
runs
)
ift
.
logger
.
info
(
'Finished'
)
# Uncomment the following line in order to leave the plots open
# plt.show()
...
...
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