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

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import torch
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
import sys
sys.path.append("../..")
from models.gpsa_mle import WarpGPMLE
sys.path.append("../../data")
from simulated.generate_twod_data import generate_twod_data
from plotting.callbacks import callback_twod
from util import ConvergenceChecker
device = "cuda" if torch.cuda.is_available() else "cpu"
LATEX_FONTSIZE = 50
n_spatial_dims = 2
n_views = 2
# n_outputs = 10
N_EPOCHS = 3000
PRINT_EVERY = 25
N_LATENT_GPS = 1
def two_d_gpsa(n_outputs, n_epochs, warp_kernel_variance=0.1, plot_intermediate=True):
X, Y, n_samples_list, view_idx = generate_twod_data(
n_views,
n_outputs,
grid_size=15,
n_latent_gps=None,
kernel_lengthscale=10.0,
kernel_variance=warp_kernel_variance,
noise_variance=1e-4,
)
n_samples_per_view = X.shape[0] // n_views
## Fit GP on one view to get initial estimates of data kernel parameters
from sklearn.gaussian_process.kernels import RBF, WhiteKernel
from sklearn.gaussian_process import GaussianProcessRegressor
kernel = RBF(length_scale=1.0) + WhiteKernel()
gpr = GaussianProcessRegressor(kernel=kernel)
gpr.fit(X[view_idx[0]], Y[view_idx[0]])
data_lengthscales_est = gpr.kernel_.k1.theta[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 = WarpGPMLE(
data_dict,
n_spatial_dims=n_spatial_dims,
n_latent_gps=None,
# n_latent_gps=None,
mean_function="identity_fixed",
fixed_warp_kernel_variances=np.ones(n_views) * 0.01,
fixed_warp_kernel_lengthscales=np.ones(n_views) * 10,
# fixed_data_kernel_lengthscales=np.exp(gpr.kernel_.k1.theta.astype(np.float32)),
# fixed_data_kernel_lengthscales=np.exp(data_lengthscales_est),
# mean_function="identity_initialized",
fixed_view_idx=0,
).to(device)
view_idx, Ns, _, _ = model.create_view_idx_dict(data_dict)
optimizer = torch.optim.Adam(model.parameters(), lr=1e-2)
def train(model, loss_fn, optimizer):
model.train()
# Forward pass
model.forward({"expression": x}, view_idx=view_idx, Ns=Ns)
# Compute loss
loss = loss_fn(
X_spatial={"expression": x}, view_idx=view_idx, data_dict=data_dict
)
# 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", constrained_layout=True)
data_expression_ax = fig.add_subplot(122, frameon=False)
latent_expression_ax = fig.add_subplot(121, frameon=False)
plt.show(block=False)
convergence_checker = ConvergenceChecker(span=100)
loss_trace = []
error_trace = []
for t in range(n_epochs):
loss = train(model, model.loss_fn, optimizer)
loss_trace.append(loss)
# print(model.G["expression"][-1])
# print(torch.exp(model.warp_kernel_variances))
if t >= convergence_checker.span - 1:
rel_change = convergence_checker.relative_change(loss_trace)
is_converged = convergence_checker.converged(loss_trace, tol=1e-4)
if is_converged:
convergence_counter += 1
if convergence_counter == 2:
print("CONVERGED")
break
else:
convergence_counter = 0
if plot_intermediate and t % PRINT_EVERY == 0:
print("Iter: {0:<10} LL {1:1.3e}".format(t, -loss))
model.forward({"expression": x}, view_idx=view_idx, Ns=Ns)
callback_twod(
model,
X,
Y,
data_expression_ax=data_expression_ax,
latent_expression_ax=latent_expression_ax,
X_aligned=model.G,
is_mle=True,
)
plt.draw()
plt.pause(1 / 60.0)
err = np.mean(
(
model.G["expression"]
.detach()
.numpy()
.squeeze()[:n_samples_per_view]
- model.G["expression"]
.detach()
.numpy()
.squeeze()[n_samples_per_view:]
)
** 2
)
print("Error: {}".format(err))
if t >= convergence_checker.span - 1:
print(rel_change)
# G_means, G_samples, F_latent_samples, F_samples = model.forward(
# {"expression": x}, view_idx=view_idx, Ns=Ns
# )
print("Done!")
plt.close()
return X, Y, model.G, model
if __name__ == "__main__":
n_outputs = 10
X, Y, G_means, model = two_d_gpsa(n_epochs=N_EPOCHS, n_outputs=n_outputs)
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_twod(
model,
X,
Y,
data_expression_ax=data_expression_ax,
latent_expression_ax=latent_expression_ax,
X_aligned=G_means,
)
plt.tight_layout()
plt.savefig("../../plots/two_d_simulation.png")
plt.show()
import ipdb
ipdb.set_trace()