[54ded2]: / experiments / simulations / one_dimensional.py

Download this file

186 lines (145 with data), 4.5 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
import torch
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
import sys
from gpsa import VariationalGPSA, LossNotDecreasingChecker
sys.path.append("../../data")
from simulated.generate_oned_data import (
generate_oned_data_affine_warp,
generate_oned_data_gp_warp,
)
from gpsa.plotting import callback_oned
device = "cuda" if torch.cuda.is_available() else "cpu"
LATEX_FONTSIZE = 30
n_spatial_dims = 1
n_views = 2
n_outputs = 50
n_samples_per_view = 100
m_G = 10
m_X_per_view = 10
N_EPOCHS = 10_000
PRINT_EVERY = 25
N_LATENT_GPS = {"expression": 1}
NOISE_VARIANCE = 0.01
X, Y, n_samples_list, view_idx = generate_oned_data_gp_warp(
n_views,
n_outputs,
n_samples_per_view,
noise_variance=NOISE_VARIANCE,
n_latent_gps=N_LATENT_GPS["expression"],
kernel_variance=0.25,
kernel_lengthscale=10.0,
)
x = torch.from_numpy(X).float().clone()
y = torch.from_numpy(Y).float().clone()
data_dict = {
"expression": {
"spatial_coords": x,
"outputs": y,
"n_samples_list": n_samples_list,
}
}
model = VariationalGPSA(
data_dict,
n_spatial_dims=n_spatial_dims,
m_X_per_view=m_X_per_view,
m_G=m_G,
data_init=True,
minmax_init=False,
grid_init=False,
n_latent_gps=N_LATENT_GPS,
mean_function="identity_fixed",
fixed_warp_kernel_variances=np.ones(n_views) * 0.1,
fixed_warp_kernel_lengthscales=np.ones(n_views) * 10,
).to(device)
view_idx, Ns, _, _ = model.create_view_idx_dict(data_dict)
optimizer = torch.optim.Adam(model.parameters(), lr=1e-1)
def train(model, loss_fn, optimizer):
model.train()
# Forward pass
G_means, G_samples, F_latent_samples, F_samples = model.forward(
{"expression": x},
view_idx=view_idx,
Ns=Ns,
S=5,
)
# Compute loss
loss = loss_fn(data_dict, F_samples)
# Compute gradients and take optimizer step
optimizer.zero_grad()
loss.backward()
optimizer.step()
return loss.item()
# Set up figure.
fig = plt.figure(figsize=(14, 7), facecolor="white")
data_expression_ax = fig.add_subplot(212, frameon=False)
latent_expression_ax = fig.add_subplot(211, frameon=False)
plt.show(block=False)
loss_trace = []
error_trace = []
convergence_checker = LossNotDecreasingChecker(max_epochs=N_EPOCHS, atol=1e-4)
for t in range(N_EPOCHS):
loss = train(model, model.loss_fn, optimizer)
loss_trace.append(loss)
has_converged = convergence_checker.check_loss(t, loss_trace)
if has_converged:
print("Convergence criterion met.")
break
if t % PRINT_EVERY == 0:
print("Iter: {0:<10} LL {1:1.3e}".format(t, -loss))
G_means, G_samples, F_latent_samples, F_samples = model.forward(
{"expression": x}, view_idx=view_idx, Ns=Ns, S=3
)
callback_oned(
model,
X,
Y=Y,
X_aligned=G_means,
data_expression_ax=data_expression_ax,
latent_expression_ax=latent_expression_ax,
)
err = np.mean(
(
G_means["expression"].detach().numpy().squeeze()[:n_samples_per_view]
- G_means["expression"].detach().numpy().squeeze()[n_samples_per_view:]
)
** 2
)
print("Error: {}".format(err))
error_trace.append(loss)
print("Done!")
plt.close()
G_means, G_samples, F_latent_samples, F_samples = model.forward(
{"expression": x}, view_idx=view_idx, Ns=Ns, S=3
)
err_unaligned = np.mean((X[:n_samples_per_view] - X[n_samples_per_view:]) ** 2)
err_aligned = np.mean(
(
G_means["expression"].detach().numpy().squeeze()[:n_samples_per_view]
- G_means["expression"].detach().numpy().squeeze()[n_samples_per_view:]
)
** 2
)
print("Pre-alignment error: {}".format(err_unaligned))
print("Post-alignment error: {}".format(err_aligned))
import matplotlib
font = {"size": LATEX_FONTSIZE}
matplotlib.rc("font", **font)
matplotlib.rcParams["text.usetex"] = True
fig = plt.figure(figsize=(10, 10))
data_expression_ax = fig.add_subplot(211, frameon=False)
latent_expression_ax = fig.add_subplot(212, frameon=False)
callback_oned(
model,
X,
Y=Y,
X_aligned=G_means,
data_expression_ax=data_expression_ax,
latent_expression_ax=latent_expression_ax,
)
plt.tight_layout()
plt.savefig("../../plots/one_d_simulation.png")
plt.show()
import ipdb
ipdb.set_trace()