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beta-vae-normalizing-flows
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{
"cells": [
{
"cell_type": "code",
"execution_count": null,
"id": "5394ec2c",
"metadata": {},
"outputs": [],
"source": [
"import os \n",
"os.environ['TF_CPP_MIN_LOG_LEVEL'] = '3'\n",
"import numpy as np \n",
"import pandas as pd\n",
"import matplotlib.pyplot as plt\n",
"%matplotlib inline \n",
"from sklearn.datasets import make_moons\n",
"from sklearn.preprocessing import StandardScaler\n",
"import tensorflow as tf \n",
"import tensorflow_probability as tfp \n",
"from tensorflow.keras.layers import Input\n",
"from tensorflow.keras import Model\n",
"from tensorflow.keras.callbacks import LambdaCallback\n",
"\n",
"tfd = tfp.distributions\n",
"tfb = tfp.bijectors\n",
"\n",
"color_list = ['#bcad', '#dacb']"
]
},
{
"cell_type": "markdown",
"id": "021893ba",
"metadata": {},
"source": [
"### Define the dataset"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "e96e5477",
"metadata": {},
"outputs": [],
"source": [
"n_samples = 1000\n",
"niosy_moons = make_moons(n_samples=n_samples, noise=.05)\n",
"X, y = niosy_moons\n",
"X_data = StandardScaler().fit_transform(X)\n",
"xlim, ylim = [-2, 2], [-2, 2]\n",
"\n",
"y_label = y.astype(np.bool)\n",
"X_train, Y_train = X_data[:,0], X_data[:,1]\n",
"plt.scatter(X_train[y_label], Y_train[y_label], s=10, color=color_list[0])\n",
"plt.scatter(X_train[y_label == False], Y_train[y_label == False], s=10, color=color_list[1])\n",
"plt.legend(['label: 1', 'label: 0'])\n",
"plt.xlim(xlim)\n",
"plt.ylim(ylim)"
]
},
{
"cell_type": "markdown",
"id": "f7989c77",
"metadata": {},
"source": [
"### Define the base distribution"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "7205510b",
"metadata": {},
"outputs": [],
"source": [
"mvn = tfd.MultivariateNormalDiag(loc=[0.,0.], scale_diag=[1.,1.])\n",
"mvn"
]
},
{
"cell_type": "markdown",
"id": "91c03525",
"metadata": {},
"source": [
"### MAF initialization"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "f3f9ffa1",
"metadata": {},
"outputs": [],
"source": [
"def masked_autoregressive_flow(hidden_units=[16,16], event_shape=[2], activation='relu'):\n",
" network = tfb.AutoregressiveNetwork(params=2, \n",
" hidden_units=hidden_units,\n",
" event_shape=event_shape,\n",
" activation=activation\n",
" )\n",
" return tfb.MaskedAutoregressiveFlow(shift_and_log_scale_fn=network)"
]
},
{
"cell_type": "markdown",
"id": "d2bb7fcd",
"metadata": {},
"source": [
"### Transformed distribution"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "f776f68d",
"metadata": {},
"outputs": [],
"source": [
"trainable_dist = tfd.TransformedDistribution(distribution=mvn,\n",
" bijector=masked_autoregressive_flow(\n",
" activation='sigmoid'))\n",
"trainable_dist"
]
},
{
"cell_type": "markdown",
"id": "923ac546",
"metadata": {},
"source": [
"### Initialize samples"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "8a2aa1ea",
"metadata": {},
"outputs": [],
"source": [
"x = mvn.sample(sample_shape=(n_samples, 2))\n",
"names = [mvn.name, trainable_dist.bijector.name]\n",
"samples = [x, trainable_dist.bijector.forward(x)]"
]
},
{
"cell_type": "markdown",
"id": "84cfabcf",
"metadata": {},
"source": [
"### Plot routine"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "6071af1c",
"metadata": {},
"outputs": [],
"source": [
"def _plot(results, rows=1, legend=False, plot_color: str=color_list[0]):\n",
" cols = int(len(results) / rows)\n",
" f, arr = plt.subplots(rows, cols, figsize=(4 * cols, 4 * rows))\n",
" i = 0\n",
" for r in range(rows):\n",
" for c in range(cols):\n",
" res = results[i]\n",
" X, Y = res[..., 0].numpy(), res[..., 1].numpy()\n",
" if rows == 1:\n",
" p = arr[c]\n",
" else:\n",
" p = arr[r, c]\n",
" p.scatter(X, Y, s=10, color=plot_color)\n",
" p.set_xlim([-5, 5])\n",
" p.set_ylim([-5, 5])\n",
" p.set_title(names[i])\n",
" \n",
" i += 1"
]
},
{
"cell_type": "markdown",
"id": "129b234d",
"metadata": {},
"source": [
"### Prior training"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "64f81179",
"metadata": {},
"outputs": [],
"source": [
"_plot(samples)"
]
},
{
"cell_type": "markdown",
"id": "35a4a728",
"metadata": {},
"source": [
"### Training routine"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "71bc15fe",
"metadata": {},
"outputs": [],
"source": [
"def train_dist_routine(trainable_distribution, n_epochs=200, batch_size=None, n_disp=100):\n",
" x_ = Input(shape=(2,), dtype=tf.float32)\n",
" log_prob_ = trainable_distribution.log_prob(x_)\n",
" model = Model(x_, log_prob_)\n",
"\n",
" model.compile(optimizer=tf.optimizers.Adam(),\n",
" loss=lambda _, log_prob: -log_prob)\n",
"\n",
" ns = X_data.shape[0]\n",
" if batch_size is None:\n",
" batch_size = ns\n",
"\n",
" # Display the loss every n_disp epoch\n",
" epoch_callback = LambdaCallback(\n",
" on_epoch_end=lambda epoch, logs: \n",
" print('\\n Epoch {}/{}'.format(epoch+1, n_epochs, logs),\n",
" '\\n\\t ' + (': {:.4f}, '.join(logs.keys()) + ': {:.4f}').format(*logs.values()))\n",
" if epoch % n_disp == 0 else False \n",
" )\n",
"\n",
"\n",
" history = model.fit(x=X_data,\n",
" y=np.zeros((ns, 0), dtype=np.float32),\n",
" batch_size=batch_size,\n",
" epochs=n_epochs,\n",
" validation_split=0.2,\n",
" shuffle=True,\n",
" verbose=0,\n",
" callbacks=[epoch_callback])\n",
" return history"
]
},
{
"cell_type": "markdown",
"id": "b6260147",
"metadata": {},
"source": [
"### Train the distribution"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "7e32cf88",
"metadata": {},
"outputs": [],
"source": [
"history = train_dist_routine(trainable_distribution=trainable_dist,\n",
" n_epochs=600,\n",
" n_disp=200)"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "bf7eaf63",
"metadata": {},
"outputs": [],
"source": [
"train_losses = history.history['loss']\n",
"valid_losses = history.history['val_loss']\n",
"\n",
"plt.plot(train_losses, label='train', c=color_list[0])\n",
"plt.plot(valid_losses, label='valid', c=color_list[1])\n",
"plt.legend()\n",
"plt.xlabel(\"Epochs\")\n",
"plt.ylabel(\"Negative log likelihood\")\n",
"plt.title(\"Training and validation loss curves\")\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"id": "7be786e2",
"metadata": {},
"source": [
"### After training -- w/o stacking & permutation & batch normalization"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "fe88f36c",
"metadata": {},
"outputs": [],
"source": [
"x = mvn.sample(sample_shape=(n_samples,2))\n",
"names = [mvn.name, trainable_dist.bijector.name]\n",
"samples = [x, trainable_dist.bijector.forward(x)]"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "936bde0c",
"metadata": {},
"outputs": [],
"source": [
"_plot(samples, rows=1)"
]
},
{
"cell_type": "markdown",
"id": "dec4652e",
"metadata": {},
"source": [
"### Complex model -- apply bijectors in reverse order"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "892d601a",
"metadata": {},
"outputs": [],
"source": [
"num_layers = 4\n",
"flow_bijector = []\n",
"\n",
"for i in range(num_layers):\n",
" flow_i = masked_autoregressive_flow(hidden_units=[256,256])\n",
" flow_bijector.append(flow_i) \n",
" flow_bijector.append(tfb.Permute([1,0]))\n",
"# discard the last permute layer \n",
"flow_bijector = tfb.Chain(list(reversed(flow_bijector[:-1])))"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "174b9850",
"metadata": {},
"outputs": [],
"source": [
"trainable_dist = tfd.TransformedDistribution(distribution=mvn,\n",
" bijector=flow_bijector)"
]
},
{
"cell_type": "markdown",
"id": "015eb594",
"metadata": {},
"source": [
"### Generate samples"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "e73726cb",
"metadata": {},
"outputs": [],
"source": [
"def make_samples():\n",
" x = mvn.sample((n_samples, 2))\n",
" samples = [x]\n",
" names = [mvn.name]\n",
" for bijector in reversed(trainable_dist.bijector.bijectors):\n",
" x = bijector.forward(x)\n",
" samples.append(x)\n",
" names.append(bijector.name)\n",
" return names, samples\n",
"\n",
"names, samples = make_samples()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "6a507799",
"metadata": {},
"outputs": [],
"source": [
"_plot(samples, rows=2, plot_color=color_list[1])"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "17d3488a",
"metadata": {},
"outputs": [],
"source": [
"def visualize_training_data(samples, plot_color: str=color_list[0]):\n",
" f, arr = plt.subplots(1, 2, figsize=(20,5))\n",
" names = ['Data', 'Trainable']\n",
" samples = [tf.constant(X_data), samples[-1]]\n",
"\n",
" for i in range(2):\n",
" res = samples[i]\n",
" X, Y = res[..., 0].numpy(), res[..., 1].numpy()\n",
" arr[i].scatter(X, Y, s=10, color=plot_color)\n",
" arr[i].set_xlim([-2, 2])\n",
" arr[i].set_ylim([-2, 2])\n",
" arr[i].set_title(names[i])"
]
},
{
"cell_type": "markdown",
"id": "11c7b853",
"metadata": {},
"source": [
"### Visualization -- before training"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "4791a426",
"metadata": {},
"outputs": [],
"source": [
"visualize_training_data(samples)"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "c2adde55",
"metadata": {},
"outputs": [],
"source": [
"history = train_dist_routine(trainable_distribution=trainable_dist,\n",
" n_epochs=600,\n",
" n_disp=200)"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "f8e8ea4d",
"metadata": {},
"outputs": [],
"source": [
"train_losses = history.history['loss']\n",
"valid_losses = history.history['val_loss']\n",
"\n",
"plt.plot(train_losses, label='train')\n",
"plt.plot(valid_losses, label='valid')\n",
"plt.legend()\n",
"plt.xlabel(\"Epochs\")\n",
"plt.ylabel(\"Negative log likelihood\")\n",
"plt.title(\"Training and validation loss curves\")\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "7bc43dae",
"metadata": {},
"outputs": [],
"source": [
"names, samples = make_samples()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "41c676d2",
"metadata": {},
"outputs": [],
"source": [
"_plot(samples, rows=2)"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "ffe5a97d",
"metadata": {},
"outputs": [],
"source": [
"visualize_training_data(samples)"
]
}
],
"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",
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"nbformat": 4,
"nbformat_minor": 5
}
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