diff --git a/notebooks/Using SVGD + Torch algorithms.ipynb b/notebooks/Using SVGD + Torch algorithms.ipynb new file mode 100644 index 0000000..c8252c8 --- /dev/null +++ b/notebooks/Using SVGD + Torch algorithms.ipynb @@ -0,0 +1,2199 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "id": "f3fda02b", + "metadata": {}, + "source": [ + "# Using SVGD + Torch algorithms" + ] + }, + { + "cell_type": "code", + "execution_count": 1, + "id": "bdf3a8dd", + "metadata": {}, + "outputs": [], + "source": [ + "import numpy as np\n", + "import matplotlib.pyplot as plt\n", + "import simpleSVGD\n", + "import torch" + ] + }, + { + "cell_type": "markdown", + "id": "d95e3e01", + "metadata": {}, + "source": [ + "This notebook is exactly the same as the first, only with the optimization algorithm replaced by Torch implementations." + ] + }, + { + "cell_type": "code", + "execution_count": 2, + "id": "e9a71a8f", + "metadata": {}, + "outputs": [], + "source": [ + "smoothing = 30\n", + "\n", + "def Himmelblau(input_array: np.array) -> np.array:\n", + "\n", + " # As this is a 2-dimensional function, assert that the passed input_array\n", + " # is correct.\n", + " assert input_array.shape[1] == 2\n", + "\n", + " # To simplify reading this function, we do this step in between. It is not\n", + " # the most optimal way to program this.\n", + " x = input_array[:, 0, None]\n", + " y = input_array[:, 1, None]\n", + "\n", + " output_array = (x ** 2 + y - 11) ** 2 + (x + y ** 2 - 7) ** 2\n", + "\n", + " # As the output should be a scalar function, assert that the\n", + " # output is also length 1 in dim 2 of the array.\n", + " assert output_array.shape == (input_array.shape[0], 1)\n", + "\n", + " return output_array / smoothing\n", + "\n", + "\n", + "def Himmelblau_grad(input_array: np.array) -> np.array:\n", + "\n", + " # As this is a 2-dimensional function, assert that the passed input_array\n", + " # is correct.\n", + " assert input_array.shape[1] == 2\n", + "\n", + " # To simplify reading this function, we do this step in between. It is not\n", + " # the most optimal way to program this.\n", + " x = input_array[:, 0, None]\n", + " y = input_array[:, 1, None]\n", + "\n", + " # Compute partial derivatives and combine them\n", + " output_array_dx = 2 * (x ** 2 + y - 11) * (2 * x) + 2 * (x + y ** 2 - 7)\n", + " output_array_dy = 2 * (x ** 2 + y - 11) + 2 * (x + y ** 2 - 7) * (2 * y)\n", + " output_array = np.hstack((output_array_dx, output_array_dy))\n", + "\n", + " # Check if the output shape is correct\n", + " assert output_array.shape == input_array.shape\n", + "\n", + " return output_array / smoothing" + ] + }, + { + "cell_type": "code", + "execution_count": 3, + "id": "86d380f7", + "metadata": {}, + "outputs": [], + "source": [ + "domain = [-6, 6, -6, 6]\n", + "\n", + "x1s = np.linspace(domain[0], domain[1], 100)\n", + "x2s = np.linspace(domain[2], domain[3], 100)\n", + "\n", + "grid = np.stack(np.meshgrid(x1s, x2s))\n", + "\n", + "background_image = np.empty_like(grid[0, :, :])\n", + "\n", + "for ix1 in range(100):\n", + " background_image[ix1, :] = Himmelblau(grid[:, ix1, :].T)[:, 0]\n", + "\n", + "\n", + "background = (x1s, x2s, background_image)" + ] + }, + { + "cell_type": "markdown", + "id": "9e24a38c", + "metadata": {}, + "source": [ + "Now we optimize the starting samples using SVGD + Torch. Note the differences are minimal." + ] + }, + { + "cell_type": "code", + "execution_count": 8, + "id": "bf6126cd", + "metadata": { + "scrolled": false + }, + "outputs": [ + { + "data": { + "application/javascript": [ + "/* Put everything inside the global mpl namespace */\n", + "/* global mpl */\n", + "window.mpl = {};\n", + "\n", + "mpl.get_websocket_type = function () {\n", + " if (typeof WebSocket !== 'undefined') {\n", + " return WebSocket;\n", + " } else if (typeof MozWebSocket !== 'undefined') {\n", + " return MozWebSocket;\n", + " } else {\n", + " alert(\n", + " 'Your browser does not have WebSocket support. ' +\n", + " 'Please try Chrome, Safari or Firefox ≥ 6. 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canvas_div.style.height = height + 'px';\n", + " }\n", + " };\n", + "\n", + " // Disable right mouse context menu.\n", + " this.rubberband_canvas.addEventListener('contextmenu', function (_e) {\n", + " event.preventDefault();\n", + " return false;\n", + " });\n", + "\n", + " function set_focus() {\n", + " canvas.focus();\n", + " canvas_div.focus();\n", + " }\n", + "\n", + " window.setTimeout(set_focus, 100);\n", + "};\n", + "\n", + "mpl.figure.prototype._init_toolbar = function () {\n", + " var fig = this;\n", + "\n", + " var toolbar = document.createElement('div');\n", + " toolbar.classList = 'mpl-toolbar';\n", + " this.root.appendChild(toolbar);\n", + "\n", + " function on_click_closure(name) {\n", + " return function (_event) {\n", + " return fig.toolbar_button_onclick(name);\n", + " };\n", + " }\n", + "\n", + " function on_mouseover_closure(tooltip) {\n", + " return function (event) {\n", + " if (!event.currentTarget.disabled) {\n", + " return 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mpl.default_extension;\n", + " option.innerHTML = fmt;\n", + " fmt_picker.appendChild(option);\n", + " }\n", + "\n", + " var status_bar = document.createElement('span');\n", + " status_bar.classList = 'mpl-message';\n", + " toolbar.appendChild(status_bar);\n", + " this.message = status_bar;\n", + "};\n", + "\n", + "mpl.figure.prototype.request_resize = function (x_pixels, y_pixels) {\n", + " // Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,\n", + " // which will in turn request a refresh of the image.\n", + " this.send_message('resize', { width: x_pixels, height: y_pixels });\n", + "};\n", + "\n", + "mpl.figure.prototype.send_message = function (type, properties) {\n", + " properties['type'] = type;\n", + " properties['figure_id'] = this.id;\n", + " this.ws.send(JSON.stringify(properties));\n", + "};\n", + "\n", + "mpl.figure.prototype.send_draw_message = function () {\n", + " if (!this.waiting) {\n", + " this.waiting = true;\n", + " this.ws.send(JSON.stringify({ type: 'draw', figure_id: this.id }));\n", + " }\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", + " var format_dropdown = fig.format_dropdown;\n", + " var format = format_dropdown.options[format_dropdown.selectedIndex].value;\n", + " fig.ondownload(fig, format);\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_resize = function (fig, msg) {\n", + " var size = msg['size'];\n", + " if (size[0] !== fig.canvas.width || size[1] !== fig.canvas.height) {\n", + " fig._resize_canvas(size[0], size[1], msg['forward']);\n", + " fig.send_message('refresh', {});\n", + " }\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_rubberband = function (fig, msg) {\n", + " var x0 = msg['x0'] / fig.ratio;\n", + " var y0 = (fig.canvas.height - msg['y0']) / fig.ratio;\n", + " var x1 = msg['x1'] / fig.ratio;\n", + " var y1 = (fig.canvas.height - msg['y1']) / fig.ratio;\n", + " x0 = Math.floor(x0) + 0.5;\n", + " y0 = Math.floor(y0) + 0.5;\n", + " x1 = Math.floor(x1) + 0.5;\n", + " y1 = Math.floor(y1) + 0.5;\n", + " var min_x = Math.min(x0, x1);\n", + " var min_y = Math.min(y0, y1);\n", + " var width = Math.abs(x1 - x0);\n", + " var height = Math.abs(y1 - y0);\n", + "\n", + " fig.rubberband_context.clearRect(\n", + " 0,\n", + " 0,\n", + " fig.canvas.width / fig.ratio,\n", + " fig.canvas.height / fig.ratio\n", + " );\n", + "\n", + " fig.rubberband_context.strokeRect(min_x, min_y, width, height);\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_figure_label = function (fig, msg) {\n", + " // Updates the figure title.\n", + " fig.header.textContent = msg['label'];\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_cursor = function (fig, msg) {\n", + " fig.rubberband_canvas.style.cursor = msg['cursor'];\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_message = function (fig, msg) {\n", + " fig.message.textContent = msg['message'];\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_draw = function (fig, _msg) {\n", + " // Request the server to send over a new figure.\n", + " fig.send_draw_message();\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_image_mode = function (fig, msg) {\n", + " fig.image_mode = msg['mode'];\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_history_buttons = function (fig, msg) {\n", + " for (var key in msg) {\n", + " if (!(key in fig.buttons)) {\n", + " continue;\n", + " }\n", + " fig.buttons[key].disabled = !msg[key];\n", + " fig.buttons[key].setAttribute('aria-disabled', !msg[key]);\n", + " }\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_navigate_mode = function (fig, msg) {\n", + " if (msg['mode'] === 'PAN') {\n", + " fig.buttons['Pan'].classList.add('active');\n", + " fig.buttons['Zoom'].classList.remove('active');\n", + " } else if (msg['mode'] === 'ZOOM') {\n", + " fig.buttons['Pan'].classList.remove('active');\n", + " fig.buttons['Zoom'].classList.add('active');\n", + " } else {\n", + " fig.buttons['Pan'].classList.remove('active');\n", + " fig.buttons['Zoom'].classList.remove('active');\n", + " }\n", + "};\n", + "\n", + "mpl.figure.prototype.updated_canvas_event = function () {\n", + " // Called whenever the canvas gets updated.\n", + " this.send_message('ack', {});\n", + "};\n", + "\n", + "// A function to construct a web socket function for onmessage handling.\n", + "// Called in the figure constructor.\n", + "mpl.figure.prototype._make_on_message_function = function (fig) {\n", + " return function socket_on_message(evt) {\n", + " if (evt.data instanceof Blob) {\n", + " var img = evt.data;\n", + " if (img.type !== 'image/png') {\n", + " /* FIXME: We get \"Resource interpreted as Image but\n", + " * transferred with MIME type text/plain:\" errors on\n", + " * Chrome. But how to set the MIME type? It doesn't seem\n", + " * to be part of the websocket stream */\n", + " img.type = 'image/png';\n", + " }\n", + "\n", + " /* Free the memory for the previous frames */\n", + " if (fig.imageObj.src) {\n", + " (window.URL || window.webkitURL).revokeObjectURL(\n", + " fig.imageObj.src\n", + " );\n", + " }\n", + "\n", + " fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(\n", + " img\n", + " );\n", + " fig.updated_canvas_event();\n", + " fig.waiting = false;\n", + " return;\n", + " } else if (\n", + " typeof evt.data === 'string' &&\n", + " evt.data.slice(0, 21) === 'data:image/png;base64'\n", + " ) {\n", + " fig.imageObj.src = evt.data;\n", + " fig.updated_canvas_event();\n", + " fig.waiting = false;\n", + " return;\n", + " }\n", + "\n", + " var msg = JSON.parse(evt.data);\n", + " var msg_type = msg['type'];\n", + "\n", + " // Call the \"handle_{type}\" callback, which takes\n", + " // the figure and JSON message as its only arguments.\n", + " try {\n", + " var callback = fig['handle_' + msg_type];\n", + " } catch (e) {\n", + " console.log(\n", + " \"No handler for the '\" + msg_type + \"' message type: \",\n", + " msg\n", + " );\n", + " return;\n", + " }\n", + "\n", + " if (callback) {\n", + " try {\n", + " // console.log(\"Handling '\" + msg_type + \"' message: \", msg);\n", + " callback(fig, msg);\n", + " } catch (e) {\n", + " console.log(\n", + " \"Exception inside the 'handler_\" + msg_type + \"' callback:\",\n", + " e,\n", + " e.stack,\n", + " msg\n", + " );\n", + " }\n", + " }\n", + " };\n", + "};\n", + "\n", + "// from https://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas\n", + "mpl.findpos = function (e) {\n", + " //this section is from http://www.quirksmode.org/js/events_properties.html\n", + " var targ;\n", + " if (!e) {\n", + " e = window.event;\n", + " }\n", + " if (e.target) {\n", + " targ = e.target;\n", + " } else if (e.srcElement) {\n", + " targ = e.srcElement;\n", + " }\n", + " if (targ.nodeType === 3) {\n", + " // defeat Safari bug\n", + " targ = targ.parentNode;\n", + " }\n", + "\n", + " // pageX,Y are the mouse positions relative to the document\n", + " var boundingRect = targ.getBoundingClientRect();\n", + " var x = e.pageX - (boundingRect.left + document.body.scrollLeft);\n", + " var y = e.pageY - (boundingRect.top + document.body.scrollTop);\n", + "\n", + " return { x: x, y: y };\n", + "};\n", + "\n", + "/*\n", + " * return a copy of an object with only non-object keys\n", + " * we need this to avoid circular references\n", + " * https://stackoverflow.com/a/24161582/3208463\n", + " */\n", + "function simpleKeys(original) {\n", + " return Object.keys(original).reduce(function (obj, key) {\n", + " if (typeof original[key] !== 'object') {\n", + " obj[key] = original[key];\n", + " }\n", + " return obj;\n", + " }, {});\n", + "}\n", + "\n", + "mpl.figure.prototype.mouse_event = function (event, name) {\n", + " var canvas_pos = mpl.findpos(event);\n", + "\n", + " if (name === 'button_press') {\n", + " this.canvas.focus();\n", + " this.canvas_div.focus();\n", + " }\n", + "\n", + " var x = canvas_pos.x * this.ratio;\n", + " var y = canvas_pos.y * this.ratio;\n", + "\n", + " this.send_message(name, {\n", + " x: x,\n", + " y: y,\n", + " button: event.button,\n", + " step: event.step,\n", + " guiEvent: simpleKeys(event),\n", + " });\n", + "\n", + " /* This prevents the web browser from automatically changing to\n", + " * the text insertion cursor when the button is pressed. We want\n", + " * to control all of the cursor setting manually through the\n", + " * 'cursor' event from matplotlib */\n", + " event.preventDefault();\n", + " return false;\n", + "};\n", + "\n", + "mpl.figure.prototype._key_event_extra = function (_event, _name) {\n", + " // Handle any extra behaviour associated with a key event\n", + "};\n", + "\n", + "mpl.figure.prototype.key_event = function (event, name) {\n", + " // Prevent repeat events\n", + " if (name === 'key_press') {\n", + " if (event.key === this._key) {\n", + " return;\n", + " } else {\n", + " this._key = event.key;\n", + " }\n", + " }\n", + " if (name === 'key_release') {\n", + " this._key = null;\n", + " }\n", + "\n", + " var value = '';\n", + " if (event.ctrlKey && event.key !== 'Control') {\n", + " value += 'ctrl+';\n", + " }\n", + " else if (event.altKey && event.key !== 'Alt') {\n", + " value += 'alt+';\n", + " }\n", + " else if (event.shiftKey && event.key !== 'Shift') {\n", + " value += 'shift+';\n", + " }\n", + "\n", + " value += 'k' + event.key;\n", + "\n", + " this._key_event_extra(event, name);\n", + "\n", + " this.send_message(name, { key: value, guiEvent: simpleKeys(event) });\n", + " return false;\n", + "};\n", + "\n", + "mpl.figure.prototype.toolbar_button_onclick = function (name) {\n", + " if (name === 'download') {\n", + " this.handle_save(this, null);\n", + " } else {\n", + " this.send_message('toolbar_button', { name: name });\n", + " }\n", + "};\n", + "\n", + "mpl.figure.prototype.toolbar_button_onmouseover = function (tooltip) {\n", + " this.message.textContent = tooltip;\n", + "};\n", + "\n", + "///////////////// REMAINING CONTENT GENERATED BY embed_js.py /////////////////\n", + "// prettier-ignore\n", + "var _JSXTOOLS_RESIZE_OBSERVER=function(A){var t,i=new WeakMap,n=new WeakMap,a=new WeakMap,r=new WeakMap,o=new Set;function s(e){if(!(this instanceof s))throw new TypeError(\"Constructor requires 'new' operator\");i.set(this,e)}function h(){throw new TypeError(\"Function is not a constructor\")}function c(e,t,i,n){e=0 in arguments?Number(arguments[0]):0,t=1 in arguments?Number(arguments[1]):0,i=2 in arguments?Number(arguments[2]):0,n=3 in arguments?Number(arguments[3]):0,this.right=(this.x=this.left=e)+(this.width=i),this.bottom=(this.y=this.top=t)+(this.height=n),Object.freeze(this)}function d(){t=requestAnimationFrame(d);var s=new WeakMap,p=new Set;o.forEach((function(t){r.get(t).forEach((function(i){var r=t instanceof window.SVGElement,o=a.get(t),d=r?0:parseFloat(o.paddingTop),f=r?0:parseFloat(o.paddingRight),l=r?0:parseFloat(o.paddingBottom),u=r?0:parseFloat(o.paddingLeft),g=r?0:parseFloat(o.borderTopWidth),m=r?0:parseFloat(o.borderRightWidth),w=r?0:parseFloat(o.borderBottomWidth),b=u+f,F=d+l,v=(r?0:parseFloat(o.borderLeftWidth))+m,W=g+w,y=r?0:t.offsetHeight-W-t.clientHeight,E=r?0:t.offsetWidth-v-t.clientWidth,R=b+v,z=F+W,M=r?t.width:parseFloat(o.width)-R-E,O=r?t.height:parseFloat(o.height)-z-y;if(n.has(t)){var k=n.get(t);if(k[0]===M&&k[1]===O)return}n.set(t,[M,O]);var S=Object.create(h.prototype);S.target=t,S.contentRect=new c(u,d,M,O),s.has(i)||(s.set(i,[]),p.add(i)),s.get(i).push(S)}))})),p.forEach((function(e){i.get(e).call(e,s.get(e),e)}))}return s.prototype.observe=function(i){if(i instanceof window.Element){r.has(i)||(r.set(i,new Set),o.add(i),a.set(i,window.getComputedStyle(i)));var n=r.get(i);n.has(this)||n.add(this),cancelAnimationFrame(t),t=requestAnimationFrame(d)}},s.prototype.unobserve=function(i){if(i instanceof window.Element&&r.has(i)){var n=r.get(i);n.has(this)&&(n.delete(this),n.size||(r.delete(i),o.delete(i))),n.size||r.delete(i),o.size||cancelAnimationFrame(t)}},A.DOMRectReadOnly=c,A.ResizeObserver=s,A.ResizeObserverEntry=h,A}; // eslint-disable-line\n", + "mpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home icon-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left icon-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right icon-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Left button pans, Right button zooms\\nx/y fixes axis, CTRL fixes aspect\", \"fa fa-arrows icon-move\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\\nx/y fixes axis\", \"fa fa-square-o icon-check-empty\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o icon-save\", \"download\"]];\n", + "\n", + "mpl.extensions = [\"eps\", \"jpeg\", \"pgf\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\", \"tif\"];\n", + "\n", + "mpl.default_extension = \"png\";/* global mpl */\n", + "\n", + "var comm_websocket_adapter = function (comm) {\n", + " // Create a \"websocket\"-like object which calls the given IPython comm\n", + " // object with the appropriate methods. Currently this is a non binary\n", + " // socket, so there is still some room for performance tuning.\n", + " var ws = {};\n", + "\n", + " ws.binaryType = comm.kernel.ws.binaryType;\n", + " ws.readyState = comm.kernel.ws.readyState;\n", + " function updateReadyState(_event) {\n", + " if (comm.kernel.ws) {\n", + " ws.readyState = comm.kernel.ws.readyState;\n", + " } else {\n", + " ws.readyState = 3; // Closed state.\n", + " }\n", + " }\n", + " comm.kernel.ws.addEventListener('open', updateReadyState);\n", + " comm.kernel.ws.addEventListener('close', updateReadyState);\n", + " comm.kernel.ws.addEventListener('error', updateReadyState);\n", + "\n", + " ws.close = function () {\n", + " comm.close();\n", + " };\n", + " ws.send = function (m) {\n", + " //console.log('sending', m);\n", + " comm.send(m);\n", + " };\n", + " // Register the callback with on_msg.\n", + " comm.on_msg(function (msg) {\n", + " //console.log('receiving', msg['content']['data'], msg);\n", + " var data = msg['content']['data'];\n", + " if (data['blob'] !== undefined) {\n", + " data = {\n", + " data: new Blob(msg['buffers'], { type: data['blob'] }),\n", + " };\n", + " }\n", + " // Pass the mpl event to the overridden (by mpl) onmessage function.\n", + " ws.onmessage(data);\n", + " });\n", + " return ws;\n", + "};\n", + "\n", + "mpl.mpl_figure_comm = function (comm, msg) {\n", + " // This is the function which gets called when the mpl process\n", + " // starts-up an IPython Comm through the \"matplotlib\" channel.\n", + "\n", + " var id = msg.content.data.id;\n", + " // Get hold of the div created by the display call when the Comm\n", + " // socket was opened in Python.\n", + " var element = document.getElementById(id);\n", + " var ws_proxy = comm_websocket_adapter(comm);\n", + "\n", + " function ondownload(figure, _format) {\n", + " window.open(figure.canvas.toDataURL());\n", + " }\n", + "\n", + " var fig = new mpl.figure(id, ws_proxy, ondownload, element);\n", + "\n", + " // Call onopen now - mpl needs it, as it is assuming we've passed it a real\n", + " // web socket which is closed, not our websocket->open comm proxy.\n", + " ws_proxy.onopen();\n", + "\n", + " fig.parent_element = element;\n", + " fig.cell_info = mpl.find_output_cell(\"
\");\n", + " if (!fig.cell_info) {\n", + " console.error('Failed to find cell for figure', id, fig);\n", + " return;\n", + " }\n", + " fig.cell_info[0].output_area.element.on(\n", + " 'cleared',\n", + " { fig: fig },\n", + " fig._remove_fig_handler\n", + " );\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_close = function (fig, msg) {\n", + " var width = fig.canvas.width / fig.ratio;\n", + " fig.cell_info[0].output_area.element.off(\n", + " 'cleared',\n", + " fig._remove_fig_handler\n", + " );\n", + " fig.resizeObserverInstance.unobserve(fig.canvas_div);\n", + "\n", + " // Update the output cell to use the data from the current canvas.\n", + " fig.push_to_output();\n", + " var dataURL = fig.canvas.toDataURL();\n", + " // Re-enable the keyboard manager in IPython - without this line, in FF,\n", + " // the notebook keyboard shortcuts fail.\n", + " IPython.keyboard_manager.enable();\n", + " fig.parent_element.innerHTML =\n", + " '';\n", + " fig.close_ws(fig, msg);\n", + "};\n", + "\n", + "mpl.figure.prototype.close_ws = function (fig, msg) {\n", + " fig.send_message('closing', msg);\n", + " // fig.ws.close()\n", + "};\n", + "\n", + "mpl.figure.prototype.push_to_output = function (_remove_interactive) {\n", + " // Turn the data on the canvas into data in the output cell.\n", + " var width = this.canvas.width / this.ratio;\n", + " var dataURL = this.canvas.toDataURL();\n", + " this.cell_info[1]['text/html'] =\n", + " '';\n", + "};\n", + "\n", + "mpl.figure.prototype.updated_canvas_event = function () {\n", + " // Tell IPython that the notebook contents must change.\n", + " IPython.notebook.set_dirty(true);\n", + " this.send_message('ack', {});\n", + " var fig = this;\n", + " // Wait a second, then push the new image to the DOM so\n", + " // that it is saved nicely (might be nice to debounce this).\n", + " setTimeout(function () {\n", + " fig.push_to_output();\n", + " }, 1000);\n", + "};\n", + "\n", + "mpl.figure.prototype._init_toolbar = function () {\n", + " var fig = this;\n", + "\n", + " var toolbar = document.createElement('div');\n", + " toolbar.classList = 'btn-toolbar';\n", + " this.root.appendChild(toolbar);\n", + "\n", + " function on_click_closure(name) {\n", + " return function (_event) {\n", + " return fig.toolbar_button_onclick(name);\n", + " };\n", + " }\n", + "\n", + " function on_mouseover_closure(tooltip) {\n", + " return function (event) {\n", + " if (!event.currentTarget.disabled) {\n", + " return fig.toolbar_button_onmouseover(tooltip);\n", + " }\n", + " };\n", + " }\n", + "\n", + " fig.buttons = {};\n", + " var buttonGroup = document.createElement('div');\n", + " buttonGroup.classList = 'btn-group';\n", + " var button;\n", + " for (var toolbar_ind in mpl.toolbar_items) {\n", + " var name = mpl.toolbar_items[toolbar_ind][0];\n", + " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", + " var image = mpl.toolbar_items[toolbar_ind][2];\n", + " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", + "\n", + " if (!name) {\n", + " /* Instead of a spacer, we start a new button group. */\n", + " if (buttonGroup.hasChildNodes()) {\n", + " toolbar.appendChild(buttonGroup);\n", + " }\n", + " buttonGroup = document.createElement('div');\n", + " buttonGroup.classList = 'btn-group';\n", + " continue;\n", + " }\n", + "\n", + " button = fig.buttons[name] = document.createElement('button');\n", + " button.classList = 'btn btn-default';\n", + " button.href = '#';\n", + " button.title = name;\n", + " button.innerHTML = '';\n", + " button.addEventListener('click', on_click_closure(method_name));\n", + " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", + " buttonGroup.appendChild(button);\n", + " }\n", + "\n", + " if (buttonGroup.hasChildNodes()) {\n", + " toolbar.appendChild(buttonGroup);\n", + " }\n", + "\n", + " // Add the status bar.\n", + " var status_bar = document.createElement('span');\n", + " status_bar.classList = 'mpl-message pull-right';\n", + " toolbar.appendChild(status_bar);\n", + " this.message = status_bar;\n", + "\n", + " // Add the close button to the window.\n", + " var buttongrp = document.createElement('div');\n", + " buttongrp.classList = 'btn-group inline pull-right';\n", + " button = document.createElement('button');\n", + " button.classList = 'btn btn-mini btn-primary';\n", + " button.href = '#';\n", + " button.title = 'Stop Interaction';\n", + " button.innerHTML = '';\n", + " button.addEventListener('click', function (_evt) {\n", + " fig.handle_close(fig, {});\n", + " });\n", + " button.addEventListener(\n", + " 'mouseover',\n", + " on_mouseover_closure('Stop Interaction')\n", + " );\n", + " buttongrp.appendChild(button);\n", + " var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n", + " titlebar.insertBefore(buttongrp, titlebar.firstChild);\n", + "};\n", + "\n", + "mpl.figure.prototype._remove_fig_handler = function (event) {\n", + " var fig = event.data.fig;\n", + " if (event.target !== this) {\n", + " // Ignore bubbled events from children.\n", + " return;\n", + " }\n", + " fig.close_ws(fig, {});\n", + "};\n", + "\n", + "mpl.figure.prototype._root_extra_style = function (el) {\n", + " el.style.boxSizing = 'content-box'; // override notebook setting of border-box.\n", + "};\n", + "\n", + "mpl.figure.prototype._canvas_extra_style = function (el) {\n", + " // this is important to make the div 'focusable\n", + " el.setAttribute('tabindex', 0);\n", + " // reach out to IPython and tell the keyboard manager to turn it's self\n", + " // off when our div gets focus\n", + "\n", + " // location in version 3\n", + " if (IPython.notebook.keyboard_manager) {\n", + " IPython.notebook.keyboard_manager.register_events(el);\n", + " } else {\n", + " // location in version 2\n", + " IPython.keyboard_manager.register_events(el);\n", + " }\n", + "};\n", + "\n", + "mpl.figure.prototype._key_event_extra = function (event, _name) {\n", + " // Check for shift+enter\n", + " if (event.shiftKey && event.which === 13) {\n", + " this.canvas_div.blur();\n", + " // select the cell after this one\n", + " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", + " IPython.notebook.select(index + 1);\n", + " }\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", + " fig.ondownload(fig, null);\n", + "};\n", + "\n", + "mpl.find_output_cell = function (html_output) {\n", + " // Return the cell and output element which can be found *uniquely* in the notebook.\n", + " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", + " // IPython event is triggered only after the cells have been serialised, which for\n", + " // our purposes (turning an active figure into a static one), is too late.\n", + " var cells = IPython.notebook.get_cells();\n", + " var ncells = cells.length;\n", + " for (var i = 0; i < ncells; i++) {\n", + " var cell = cells[i];\n", + " if (cell.cell_type === 'code') {\n", + " for (var j = 0; j < cell.output_area.outputs.length; j++) {\n", + " var data = cell.output_area.outputs[j];\n", + " if (data.data) {\n", + " // IPython >= 3 moved mimebundle to data attribute of output\n", + " data = data.data;\n", + " }\n", + " if (data['text/html'] === html_output) {\n", + " return [cell, data, j];\n", + " }\n", + " }\n", + " }\n", + " }\n", + "};\n", + "\n", + "// Register the function which deals with the matplotlib target/channel.\n", + "// The kernel may be null if the page has been refreshed.\n", + "if (IPython.notebook.kernel !== null) {\n", + " IPython.notebook.kernel.comm_manager.register_target(\n", + " 'matplotlib',\n", + " mpl.mpl_figure_comm\n", + " );\n", + "}\n" + ], + "text/plain": [ + "" + ] + }, + "metadata": {}, + "output_type": "display_data" + }, + { + "data": { + "text/html": [ + "" + ], + "text/plain": [ + "" + ] + }, + "metadata": {}, + "output_type": "display_data" + }, + { + "data": { + "application/vnd.jupyter.widget-view+json": { + "model_id": "4c14d5ec3198490e98717890c487cb49", + "version_major": 2, + "version_minor": 0 + }, + "text/plain": [ + " 0%| | 0/160 [00:00open comm proxy.\n", + " ws_proxy.onopen();\n", + "\n", + " fig.parent_element = element;\n", + " fig.cell_info = mpl.find_output_cell(\"
\");\n", + " if (!fig.cell_info) {\n", + " console.error('Failed to find cell for figure', id, fig);\n", + " return;\n", + " }\n", + " fig.cell_info[0].output_area.element.on(\n", + " 'cleared',\n", + " { fig: fig },\n", + " fig._remove_fig_handler\n", + " );\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_close = function (fig, msg) {\n", + " var width = fig.canvas.width / fig.ratio;\n", + " fig.cell_info[0].output_area.element.off(\n", + " 'cleared',\n", + " fig._remove_fig_handler\n", + " );\n", + " fig.resizeObserverInstance.unobserve(fig.canvas_div);\n", + "\n", + " // Update the output cell to use the data from the current canvas.\n", + " fig.push_to_output();\n", + " var dataURL = fig.canvas.toDataURL();\n", + " // Re-enable the keyboard manager in IPython - without this line, in FF,\n", + " // the notebook keyboard shortcuts fail.\n", + " IPython.keyboard_manager.enable();\n", + " fig.parent_element.innerHTML =\n", + " '';\n", + " fig.close_ws(fig, msg);\n", + "};\n", + "\n", + "mpl.figure.prototype.close_ws = function (fig, msg) {\n", + " fig.send_message('closing', msg);\n", + " // fig.ws.close()\n", + "};\n", + "\n", + "mpl.figure.prototype.push_to_output = function (_remove_interactive) {\n", + " // Turn the data on the canvas into data in the output cell.\n", + " var width = this.canvas.width / this.ratio;\n", + " var dataURL = this.canvas.toDataURL();\n", + " this.cell_info[1]['text/html'] =\n", + " '';\n", + "};\n", + "\n", + "mpl.figure.prototype.updated_canvas_event = function () {\n", + " // Tell IPython that the notebook contents must change.\n", + " IPython.notebook.set_dirty(true);\n", + " this.send_message('ack', {});\n", + " var fig = this;\n", + " // Wait a second, then push the new image to the DOM so\n", + " // that it is saved nicely (might be nice to debounce this).\n", + " setTimeout(function () {\n", + " fig.push_to_output();\n", + " }, 1000);\n", + "};\n", + "\n", + "mpl.figure.prototype._init_toolbar = function () {\n", + " var fig = this;\n", + "\n", + " var toolbar = document.createElement('div');\n", + " toolbar.classList = 'btn-toolbar';\n", + " this.root.appendChild(toolbar);\n", + "\n", + " function on_click_closure(name) {\n", + " return function (_event) {\n", + " return fig.toolbar_button_onclick(name);\n", + " };\n", + " }\n", + "\n", + " function on_mouseover_closure(tooltip) {\n", + " return function (event) {\n", + " if (!event.currentTarget.disabled) {\n", + " return fig.toolbar_button_onmouseover(tooltip);\n", + " }\n", + " };\n", + " }\n", + "\n", + " fig.buttons = {};\n", + " var buttonGroup = document.createElement('div');\n", + " buttonGroup.classList = 'btn-group';\n", + " var button;\n", + " for (var toolbar_ind in mpl.toolbar_items) {\n", + " var name = mpl.toolbar_items[toolbar_ind][0];\n", + " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", + " var image = mpl.toolbar_items[toolbar_ind][2];\n", + " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", + "\n", + " if (!name) {\n", + " /* Instead of a spacer, we start a new button group. */\n", + " if (buttonGroup.hasChildNodes()) {\n", + " toolbar.appendChild(buttonGroup);\n", + " }\n", + " buttonGroup = document.createElement('div');\n", + " buttonGroup.classList = 'btn-group';\n", + " continue;\n", + " }\n", + "\n", + " button = fig.buttons[name] = document.createElement('button');\n", + " button.classList = 'btn btn-default';\n", + " button.href = '#';\n", + " button.title = name;\n", + " button.innerHTML = '';\n", + " button.addEventListener('click', on_click_closure(method_name));\n", + " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", + " buttonGroup.appendChild(button);\n", + " }\n", + "\n", + " if (buttonGroup.hasChildNodes()) {\n", + " toolbar.appendChild(buttonGroup);\n", + " }\n", + "\n", + " // Add the status bar.\n", + " var status_bar = document.createElement('span');\n", + " status_bar.classList = 'mpl-message pull-right';\n", + " toolbar.appendChild(status_bar);\n", + " this.message = status_bar;\n", + "\n", + " // Add the close button to the window.\n", + " var buttongrp = document.createElement('div');\n", + " buttongrp.classList = 'btn-group inline pull-right';\n", + " button = document.createElement('button');\n", + " button.classList = 'btn btn-mini btn-primary';\n", + " button.href = '#';\n", + " button.title = 'Stop Interaction';\n", + " button.innerHTML = '';\n", + " button.addEventListener('click', function (_evt) {\n", + " fig.handle_close(fig, {});\n", + " });\n", + " button.addEventListener(\n", + " 'mouseover',\n", + " on_mouseover_closure('Stop Interaction')\n", + " );\n", + " buttongrp.appendChild(button);\n", + " var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n", + " titlebar.insertBefore(buttongrp, titlebar.firstChild);\n", + "};\n", + "\n", + "mpl.figure.prototype._remove_fig_handler = function (event) {\n", + " var fig = event.data.fig;\n", + " if (event.target !== this) {\n", + " // Ignore bubbled events from children.\n", + " return;\n", + " }\n", + " fig.close_ws(fig, {});\n", + "};\n", + "\n", + "mpl.figure.prototype._root_extra_style = function (el) {\n", + " el.style.boxSizing = 'content-box'; // override notebook setting of border-box.\n", + "};\n", + "\n", + "mpl.figure.prototype._canvas_extra_style = function (el) {\n", + " // this is important to make the div 'focusable\n", + " el.setAttribute('tabindex', 0);\n", + " // reach out to IPython and tell the keyboard manager to turn it's self\n", + " // off when our div gets focus\n", + "\n", + " // location in version 3\n", + " if (IPython.notebook.keyboard_manager) {\n", + " IPython.notebook.keyboard_manager.register_events(el);\n", + " } else {\n", + " // location in version 2\n", + " IPython.keyboard_manager.register_events(el);\n", + " }\n", + "};\n", + "\n", + "mpl.figure.prototype._key_event_extra = function (event, _name) {\n", + " // Check for shift+enter\n", + " if (event.shiftKey && event.which === 13) {\n", + " this.canvas_div.blur();\n", + " // select the cell after this one\n", + " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", + " IPython.notebook.select(index + 1);\n", + " }\n", + "};\n", + "\n", + "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", + " fig.ondownload(fig, null);\n", + "};\n", + "\n", + "mpl.find_output_cell = function (html_output) {\n", + " // Return the cell and output element which can be found *uniquely* in the notebook.\n", + " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", + " // IPython event is triggered only after the cells have been serialised, which for\n", + " // our purposes (turning an active figure into a static one), is too late.\n", + " var cells = IPython.notebook.get_cells();\n", + " var ncells = cells.length;\n", + " for (var i = 0; i < ncells; i++) {\n", + " var cell = cells[i];\n", + " if (cell.cell_type === 'code') {\n", + " for (var j = 0; j < cell.output_area.outputs.length; j++) {\n", + " var data = cell.output_area.outputs[j];\n", + " if (data.data) {\n", + " // IPython >= 3 moved mimebundle to data attribute of output\n", + " data = data.data;\n", + " }\n", + " if (data['text/html'] === html_output) {\n", + " return [cell, data, j];\n", + " }\n", + " }\n", + " }\n", + " }\n", + "};\n", + "\n", + "// Register the function which deals with the matplotlib target/channel.\n", + "// The kernel may be null if the page has been refreshed.\n", + "if (IPython.notebook.kernel !== null) {\n", + " IPython.notebook.kernel.comm_manager.register_target(\n", + " 'matplotlib',\n", + " mpl.mpl_figure_comm\n", + " );\n", + "}\n" + ], + "text/plain": [ + "" + ] + }, + "metadata": {}, + "output_type": "display_data" + }, + { + "data": { + "text/html": [ + "" + ], + "text/plain": [ + "" + ] + }, + "metadata": {}, + "output_type": "display_data" + } + ], + "source": [ + "plt.figure(figsize=(8, 4))\n", + "plt.subplot(121)\n", + "_, bins_0, bins_1, _ = plt.hist2d(\n", + " initial_samples[:, 0],\n", + " initial_samples[:, 1],\n", + " range=[[-6, 6], [-6, 6]],\n", + " bins=50,\n", + " cmap=plt.get_cmap(\"Greys\"),\n", + ")\n", + "plt.gca().set_aspect(1)\n", + "plt.xlabel(\"Parameter 0\")\n", + "plt.ylabel(\"Parameter 1\")\n", + "plt.title(\"Initial Gaussian samples\")\n", + "plt.xlim([-6, 6])\n", + "plt.ylim([-6, 6])\n", + "\n", + "plt.subplot(122)\n", + "_ = plt.hist2d(\n", + " final_samples[:, 0],\n", + " final_samples[:, 1],\n", + " bins=(bins_0, bins_1),\n", + " range=[[-6, 6], [-6, 6]],\n", + " cmap=plt.get_cmap(\"Greys\"),\n", + ")\n", + "plt.gca().set_aspect(1)\n", + "plt.xlabel(\"Parameter 0\")\n", + "plt.ylabel(\"Parameter 1\")\n", + "plt.title(\"Final SVGD samples\")\n", + "plt.xlim([-6, 6])\n", + "plt.ylim([-6, 6])\n", + "\n", + "plt.show()" + ] + }, + { + "cell_type": "markdown", + "id": "9604e488", + "metadata": {}, + "source": [ + "**Looks wonderful!**" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3 (ipykernel)", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.8.12" + } + }, + "nbformat": 4, + "nbformat_minor": 5 +} diff --git a/src/simpleSVGD/__init__.py b/src/simpleSVGD/__init__.py index d96197a..26f3eee 100644 --- a/src/simpleSVGD/__init__.py +++ b/src/simpleSVGD/__init__.py @@ -112,14 +112,14 @@ def update( # The Try/Except allows on to interrupt the algorithm using CTRL+C while # still getting x0_updated at the point of interruption. try: - for iter in _tqdm_auto.trange(n_iter): + for _ in _tqdm_auto.trange(n_iter): # Calculate all the gradients of the -log(p) - grad_neglogp = -gradient_fn(x0_updated) + grad_neglogp = gradient_fn(x0_updated) # calculating the kernel matrix kxy, dxkxy = _rbf_kernel(x0_updated, h=bandwidth) - grad_theta = (_numpy.matmul(kxy, grad_neglogp) + dxkxy) / x0.shape[ + grad_theta = (_numpy.matmul(kxy, grad_neglogp) - dxkxy) / x0.shape[ 0 ] @@ -143,6 +143,149 @@ def update( return x0_updated +def update_torch( + x0: _numpy.array, + gradient_fn: _Callable, + optimizer_class, + optimizer_parameters={}, + schedulers=[], + # All following parameters are tuning parameters + n_iter: int = 1000, + # All following parameter only concern animation + animate: bool = False, + figure: _figure.Figure = None, + dimensions_to_plot: _List[float] = [0, 1], + background: _Tuple[_numpy.array] = None, + # Torch algorithm +): + """ + Function to update a collection of samples using the SVGD algorithm. + + x0 + The initial samples are given to the function using x0, which has shape + (n_samples, function_dimensionality). + + gradient_fn + A callable which computes the gradients of the function to approximate. + No values of the actual function are needed. Should accept multiple + points in input space (i.e. the shape of x0) and return a gradient of + the same shape as its input. In a Bayesian context; the actual + gradients to pass are those of the negative log likelihood. + + n_iter + Number of iterations to do on the samples. Default is 1000. + + stepsize + Stepsize of the SVGD algorithm. Default is 1e-3. + + bandwidth + Bandwidth of the radial basis functions. Omitting this (or passing -1) + automatically computes it based on the distribution of samples. This is + more likely to produce good results, but will slow the algorithm down. + Default is -1. + + animate + A boolean to animate the algorithm. Only works for functions of at + least two dimensions. Default is False. + + figure + A figure object in which to use the current axis for the animation. + Passing None will create a new figure. Default is None. + + dimensions_to_plot + An array of two ints which describe which two dimensions to animate of + any higher dimensional function. Default is [0, 1]. + + background + A tuple of three arrays, used for the first three arguments of + matplotlib.pyplot.contour, to make plotting a background easier. + """ + import torch as _torch + + # Check input + if x0 is None or gradient_fn is None: + raise ValueError("x0 or gradient_fn cannot be None!") + + if animate: + if figure is None: + figure = _plt.figure(figsize=(8, 8)) + axis = _plt.gca() + + # To make sure we don't accidentally update a variable we're not supposed + # to (i.e. avoid changing a variable by reference) + x0_updated = _numpy.copy(x0) + + # adagrad with momentum + if animate: + if background is not None: + x1s, x2s, background_image = background + + axis.contour( + x1s, + x2s, + _numpy.exp(-background_image), + levels=20, + alpha=0.5, + zorder=0, + ) + + scatter = axis.scatter( + x0_updated[:, dimensions_to_plot[0]], + x0_updated[:, dimensions_to_plot[1]], + ) + + if background is not None: + _plt.xlim([x1s.min(), x1s.max()]) + _plt.ylim([x2s.min(), x2s.max()]) + + axis.set_aspect(1) + + figure.canvas.draw() + _plt.pause(1e-5) + + x0_updated = _torch.tensor(x0_updated, requires_grad=True) + total = _TorchWrapper(gradient_fn, _rbf_kernel) + + optimizer = optimizer_class([x0_updated], **optimizer_parameters) + + # The Try/Except allows on to interrupt the algorithm using CTRL+C while + # still getting x0_updated at the point of interruption. + try: + for _ in _tqdm_auto.trange(n_iter): + + def closure(): + optimizer.zero_grad() + loss = total(x0_updated).mean() + loss.backward() + return loss + + optimizer.step(closure) + + for scheduler in schedulers: + scheduler.step() + + if animate: + scatter.set_offsets( + _numpy.hstack( + ( + x0_updated.detach()[ + :, dimensions_to_plot[0], None + ], + x0_updated.detach()[ + :, dimensions_to_plot[1], None + ], + ) + ) + ) + figure.canvas.draw() + _plt.pause(1e-5) + + except KeyboardInterrupt: + pass + + return x0_updated.detach().numpy() + + def gradient_vectorizer(non_vectorized_gradient: _Callable): def grd(m: _numpy.array) -> _numpy.array: return _numpy.hstack( diff --git a/src/simpleSVGD/helpers.py b/src/simpleSVGD/helpers.py new file mode 100644 index 0000000..7c9db06 --- /dev/null +++ b/src/simpleSVGD/helpers.py @@ -0,0 +1,26 @@ +import torch + + +def TorchWrapper(g_fn, kernel): + class _internalClass(torch.autograd.Function): + @staticmethod + def forward(ctx, input): + ctx.save_for_backward(input) + return input.type(torch.FloatTensor) + + @staticmethod + def backward(ctx, grad_output): + (input,) = ctx.saved_tensors + + kxy, dxkxy = kernel(input.numpy(), h=-1) + + K = torch.from_numpy(kxy).type(torch.FloatTensor) + dk = torch.from_numpy(dxkxy).type(torch.FloatTensor) + + return grad_output * ( + K + @ torch.from_numpy(g_fn(input.numpy())).type(torch.FloatTensor) + - dk + ).type(torch.FloatTensor) + + return _internalClass.apply