[286bfb]: / src / mil_models / OT / otk / sinkhorn.py

Download this file

219 lines (195 with data), 7.6 kB

  1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
# -*- coding: utf-8 -*-
import math
import torch
from .utils import spherical_kmeans
import pdb
import ot
# from src.utils.losses import compute_distance_euclidean
def compute_distance_euclidean(inp, out):
"""
Compute Euclidean distance between prototypes
Args:
inp: (n_input_samples, n_proto_input, feature_dim)
out: (n_output_samples, n_proto_output, feature_dim)
Returns:
dist_mat: (n_input_samples, n_output_samples, n_proto_input, n_proto_output)
Euclidean distance between prototypes
"""
n_inp_samples, p_inp, _ = inp.shape
n_out_samples, p_out, _ = out.shape
dist_mat = torch.zeros((n_inp_samples, n_out_samples, p_inp, p_out)).to(inp.device)
for i in range(n_inp_samples):
for j in range(n_out_samples):
dist = ot.dist(inp[i], out[j], metric='euclidean')
dist_mat[i, j] = dist
return dist_mat
def sinkhorn(dot, mask=None, eps=1e-03, return_kernel=False, max_iter=100):
"""
dot: n x in_size x out_size
mask: n x in_size
output: n x in_size x out_size
"""
n, in_size, out_size = dot.shape
if return_kernel:
K = torch.exp(dot / eps)
else:
K = dot
# K: n x in_size x out_size
u = K.new_ones((n, in_size))
v = K.new_ones((n, out_size))
a = float(out_size / in_size)
if mask is not None:
mask = mask.float()
a = out_size / mask.sum(1, keepdim=True)
for _ in range(max_iter):
u = a / torch.bmm(K, v.view(n, out_size, 1)).view(n, in_size)
if mask is not None:
u = u * mask
v = 1. / torch.bmm(u.view(n, 1, in_size), K).view(n, out_size)
K = u.view(n, in_size, 1) * (K * v.view(n, 1, out_size))
if return_kernel:
K = K / out_size
return (K * dot).sum(dim=[1, 2])
return K
def log_sinkhorn(K, mask=None, eps=1.0, return_kernel=False, max_iter=100):
"""
dot: n x in_size x out_size
mask: n x in_size
output: n x in_size x out_size
"""
batch_size, in_size, out_size = K.shape
def min_eps(u, v, dim):
Z = (K + u.view(batch_size, in_size, 1) + v.view(batch_size, 1, out_size)) / eps
return -torch.logsumexp(Z, dim=dim)
# K: batch_size x in_size x out_size
u = K.new_zeros((batch_size, in_size))
v = K.new_zeros((batch_size, out_size))
a = torch.ones_like(u).fill_(out_size / in_size)
if mask is not None:
a = out_size / mask.float().sum(1, keepdim=True)
a = torch.log(a)
for _ in range(max_iter):
u = eps * (a + min_eps(u, v, dim=-1)) + u
if mask is not None:
u = u.masked_fill(~mask, -1e8)
v = eps * min_eps(u, v, dim=1) + v
if return_kernel:
output = torch.exp(
(K + u.view(batch_size, in_size, 1) + v.view(batch_size, 1, out_size)) / eps)
output = output / out_size
return (output * K).sum(dim=[1, 2])
K = torch.exp(
(K + u.view(batch_size, in_size, 1) + v.view(batch_size, 1, out_size)) / eps)
return K
def multihead_attn(input, weight, mask=None, eps=1.0, return_kernel=False, distance='euclidean',
max_iter=100, log_domain=False, position_filter=None):
"""Compute the attention weight using Sinkhorn OT
input: n x in_size x in_dim
mask: n x in_size
weight: m x out_size x in_dim (m: number of heads/ref)
output: n x out_size x m x in_size
"""
n, in_size, in_dim = input.shape
m, out_size = weight.shape[:-1]
# Inner product tends to be unstable. Default to Euclidean
if distance == 'euclidean':
K = compute_distance_euclidean(input, weight)
elif distance == 'inner':
K = torch.tensordot(input, weight, dims=[[-1], [-1]])
K = K.permute(0, 2, 1, 3)
else:
raise NotImplementedError(f"Not implemented for {distance}")
if position_filter is not None:
K = position_filter * K
# K: n x m x in_size x out_size
K = K.reshape(-1, in_size, out_size)
# K: nm x in_size x out_size
if mask is not None:
mask = mask.repeat_interleave(m, dim=0)
if log_domain:
K = log_sinkhorn(K, mask, eps, return_kernel=return_kernel, max_iter=max_iter)
else:
if not return_kernel:
K = torch.exp(K / eps)
K = sinkhorn(K, mask, eps, return_kernel=return_kernel, max_iter=max_iter)
# K: nm x in_size x out_size
if return_kernel:
return K.reshape(n, m)
K = K.reshape(n, m, in_size, out_size)
if position_filter is not None:
K = position_filter * K
K = K.permute(0, 3, 1, 2).contiguous()
return K
def wasserstein_barycenter(x, c, eps=1.0, max_iter=100, sinkhorn_iter=50, log_domain=False):
"""
x: n x in_size x in_dim
c: out_size x in_dim
"""
prev_c = c
for i in range(max_iter):
T = attn(x, c, eps=eps, log_domain=log_domain, max_iter=sinkhorn_iter)
# T: n x out_size x in_size
c = 0.5*c + 0.5*torch.bmm(T, x).mean(dim=0) / math.sqrt(c.shape[0])
c /= c.norm(dim=-1, keepdim=True).clamp(min=1e-06)
if ((c - prev_c) ** 2).sum() < 1e-06:
break
prev_c = c
return c
def wasserstein_kmeans(x, n_clusters, out_size, eps=1.0, block_size=None, max_iter=100,
sinkhorn_iter=50, wb=False, verbose=True, log_domain=False, use_cuda=False):
"""
x: n x in_size x in_dim
output: n_clusters x out_size x in_dim
out_size <= in_size
"""
n, in_size, in_dim = x.shape
if n_clusters == 1:
if use_cuda:
x = x.cuda()
clusters = spherical_kmeans(x.view(-1, in_dim), out_size, block_size=block_size)
if wb:
clusters = wasserstein_barycenter(x, clusters, eps=0.1, log_domain=False)
clusters = clusters.unsqueeze_(0)
return clusters
## intialization
indices = torch.randperm(n)[:n_clusters]
clusters = x[indices, :out_size, :].clone()
if use_cuda:
clusters = clusters.cuda()
wass_sim = x.new_empty(n)
assign = x.new_empty(n, dtype=torch.long)
if block_size is None or block_size == 0:
block_size = n
prev_sim = float('inf')
for n_iter in range(max_iter):
for i in range(0, n, block_size):
end_i = min(i + block_size, n)
x_batch = x[i: end_i]
if use_cuda:
x_batch = x_batch.cuda()
tmp_sim = multihead_attn(x_batch, clusters, eps=eps, return_kernel=True, max_iter=sinkhorn_iter, log_domain=log_domain)
tmp_sim = tmp_sim.cpu()
wass_sim[i : end_i], assign[i: end_i] = tmp_sim.max(dim=-1)
del x_batch
sim = wass_sim.mean()
if verbose and (n_iter + 1) % 10 == 0:
print("Wasserstein spherical kmeans iter {}, objective value {}".format(
n_iter + 1, sim))
for j in range(n_clusters):
index = assign == j
if index.sum() == 0:
idx = wass_sim.argmin()
clusters[j].copy_(x[idx, :out_size, :])
wass_sim[idx] = 1
else:
xj = x[index]
if use_cuda:
xj = xj.cuda()
c = spherical_kmeans(xj.view(-1, in_dim), out_size, block_size=block_size, verbose=False)
if wb:
c = wasserstein_barycenter(xj, c, eps=0.001, log_domain=True, sinkhorn_iter=50)
clusters[j] = c
if torch.abs(prev_sim - sim) / sim.clamp(min=1e-10) < 1e-6:
break
prev_sim = sim
return clusters