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In questa collaborazione mostriamo vari esempi di costruzione di distribuzioni apprendibili ("trainable"). (Non facciamo alcuno sforzo per spiegare le distribuzioni, solo per mostrare come costruirle.)
import numpy as np
import tensorflow.compat.v2 as tf
import tensorflow_probability as tfp
from tensorflow_probability.python.internal import prefer_static
tfb = tfp.bijectors
tfd = tfp.distributions
tf.enable_v2_behavior()
event_size = 4
num_components = 3
Learnable multivariata normale con Identità In scala per chol(Cov)
learnable_mvn_scaled_identity = tfd.Independent(
tfd.Normal(
loc=tf.Variable(tf.zeros(event_size), name='loc'),
scale=tfp.util.TransformedVariable(
tf.ones([1]),
bijector=tfb.Exp(),
name='scale')),
reinterpreted_batch_ndims=1,
name='learnable_mvn_scaled_identity')
print(learnable_mvn_scaled_identity)
print(learnable_mvn_scaled_identity.trainable_variables)
tfp.distributions.Independent("learnable_mvn_scaled_identity", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'loc:0' shape=(4,) dtype=float32, numpy=array([0., 0., 0., 0.], dtype=float32)>, <tf.Variable 'scale:0' shape=(1,) dtype=float32, numpy=array([0.], dtype=float32)>)
Learnable multivariata normale con diagonale per chol(Cov)
learnable_mvndiag = tfd.Independent(
tfd.Normal(
loc=tf.Variable(tf.zeros(event_size), name='loc'),
scale=tfp.util.TransformedVariable(
tf.ones(event_size),
bijector=tfb.Softplus(), # Use Softplus...cuz why not?
name='scale')),
reinterpreted_batch_ndims=1,
name='learnable_mvn_diag')
print(learnable_mvndiag)
print(learnable_mvndiag.trainable_variables)
tfp.distributions.Independent("learnable_mvn_diag", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'loc:0' shape=(4,) dtype=float32, numpy=array([0., 0., 0., 0.], dtype=float32)>, <tf.Variable 'scale:0' shape=(4,) dtype=float32, numpy=array([0.54132485, 0.54132485, 0.54132485, 0.54132485], dtype=float32)>)
Miscela di Multivarite Normale (sferica)
learnable_mix_mvn_scaled_identity = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(
logits=tf.Variable(
# Changing the `1.` intializes with a geometric decay.
-tf.math.log(1.) * tf.range(num_components, dtype=tf.float32),
name='logits')),
components_distribution=tfd.Independent(
tfd.Normal(
loc=tf.Variable(
tf.random.normal([num_components, event_size]),
name='loc'),
scale=tfp.util.TransformedVariable(
10. * tf.ones([num_components, 1]),
bijector=tfb.Softplus(), # Use Softplus...cuz why not?
name='scale')),
reinterpreted_batch_ndims=1),
name='learnable_mix_mvn_scaled_identity')
print(learnable_mix_mvn_scaled_identity)
print(learnable_mix_mvn_scaled_identity.trainable_variables)
tfp.distributions.MixtureSameFamily("learnable_mix_mvn_scaled_identity", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'logits:0' shape=(3,) dtype=float32, numpy=array([-0., -0., -0.], dtype=float32)>, <tf.Variable 'loc:0' shape=(3, 4) dtype=float32, numpy=
array([[ 0.21316044, 0.18825649, 1.3055958 , -1.4072137 ],
[-1.6604203 , -0.9415946 , -1.1349488 , -0.4928658 ],
[-0.9672405 , 0.45094398, -2.615817 , 3.7891428 ]],
dtype=float32)>, <tf.Variable 'scale:0' shape=(3, 1) dtype=float32, numpy=
array([[9.999954],
[9.999954],
[9.999954]], dtype=float32)>)
Miscela di Multivariata Normale (sferica) con peso della prima miscela non apprendibile
learnable_mix_mvndiag_first_fixed = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(
logits=tfp.util.TransformedVariable(
# Initialize logits as geometric decay.
-tf.math.log(1.5) * tf.range(num_components, dtype=tf.float32),
tfb.Pad(paddings=[[1, 0]], constant_values=0)),
name='logits'),
components_distribution=tfd.Independent(
tfd.Normal(
loc=tf.Variable(
# Use Rademacher...cuz why not?
tfp.random.rademacher([num_components, event_size]),
name='loc'),
scale=tfp.util.TransformedVariable(
10. * tf.ones([num_components, 1]),
bijector=tfb.Softplus(), # Use Softplus...cuz why not?
name='scale')),
reinterpreted_batch_ndims=1),
name='learnable_mix_mvndiag_first_fixed')
print(learnable_mix_mvndiag_first_fixed)
print(learnable_mix_mvndiag_first_fixed.trainable_variables)
tfp.distributions.MixtureSameFamily("learnable_mix_mvndiag_first_fixed", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'Variable:0' shape=(2,) dtype=float32, numpy=array([-0.4054651, -0.8109302], dtype=float32)>, <tf.Variable 'loc:0' shape=(3, 4) dtype=float32, numpy=
array([[ 1., 1., -1., -1.],
[ 1., -1., 1., 1.],
[-1., 1., -1., -1.]], dtype=float32)>, <tf.Variable 'scale:0' shape=(3, 1) dtype=float32, numpy=
array([[9.999954],
[9.999954],
[9.999954]], dtype=float32)>)
Miscela di multivariata normale (pieno Cov )
learnable_mix_mvntril = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(
logits=tf.Variable(
# Changing the `1.` intializes with a geometric decay.
-tf.math.log(1.) * tf.range(num_components, dtype=tf.float32),
name='logits')),
components_distribution=tfd.MultivariateNormalTriL(
loc=tf.Variable(tf.zeros([num_components, event_size]), name='loc'),
scale_tril=tfp.util.TransformedVariable(
10. * tf.eye(event_size, batch_shape=[num_components]),
bijector=tfb.FillScaleTriL(),
name='scale_tril')),
name='learnable_mix_mvntril')
print(learnable_mix_mvntril)
print(learnable_mix_mvntril.trainable_variables)
tfp.distributions.MixtureSameFamily("learnable_mix_mvntril", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'loc:0' shape=(3, 4) dtype=float32, numpy=
array([[0., 0., 0., 0.],
[0., 0., 0., 0.],
[0., 0., 0., 0.]], dtype=float32)>, <tf.Variable 'scale_tril:0' shape=(3, 10) dtype=float32, numpy=
array([[9.999945, 0. , 0. , 0. , 9.999945, 9.999945,
0. , 0. , 0. , 9.999945],
[9.999945, 0. , 0. , 0. , 9.999945, 9.999945,
0. , 0. , 0. , 9.999945],
[9.999945, 0. , 0. , 0. , 9.999945, 9.999945,
0. , 0. , 0. , 9.999945]], dtype=float32)>, <tf.Variable 'logits:0' shape=(3,) dtype=float32, numpy=array([-0., -0., -0.], dtype=float32)>)
Miscela di multivariata normale (pieno Cov ) con unlearnable primo mix & primo componente
# Make a bijector which pads an eye to what otherwise fills a tril.
num_tril_nonzero = lambda num_rows: num_rows * (num_rows + 1) // 2
num_tril_rows = lambda nnz: prefer_static.cast(
prefer_static.sqrt(0.25 + 2. * prefer_static.cast(nnz, tf.float32)) - 0.5,
tf.int32)
# TFP doesn't have a concat bijector, so we roll out our own.
class PadEye(tfb.Bijector):
def __init__(self, tril_fn=None):
if tril_fn is None:
tril_fn = tfb.FillScaleTriL()
self._tril_fn = getattr(tril_fn, 'inverse', tril_fn)
super(PadEye, self).__init__(
forward_min_event_ndims=2,
inverse_min_event_ndims=2,
is_constant_jacobian=True,
name='PadEye')
def _forward(self, x):
num_rows = int(num_tril_rows(tf.compat.dimension_value(x.shape[-1])))
eye = tf.eye(num_rows, batch_shape=prefer_static.shape(x)[:-2])
return tf.concat([self._tril_fn(eye)[..., tf.newaxis, :], x],
axis=prefer_static.rank(x) - 2)
def _inverse(self, y):
return y[..., 1:, :]
def _forward_log_det_jacobian(self, x):
return tf.zeros([], dtype=x.dtype)
def _inverse_log_det_jacobian(self, y):
return tf.zeros([], dtype=y.dtype)
def _forward_event_shape(self, in_shape):
n = prefer_static.size(in_shape)
return in_shape + prefer_static.one_hot(n - 2, depth=n, dtype=tf.int32)
def _inverse_event_shape(self, out_shape):
n = prefer_static.size(out_shape)
return out_shape - prefer_static.one_hot(n - 2, depth=n, dtype=tf.int32)
tril_bijector = tfb.FillScaleTriL(diag_bijector=tfb.Softplus())
learnable_mix_mvntril_fixed_first = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(
logits=tfp.util.TransformedVariable(
# Changing the `1.` intializes with a geometric decay.
-tf.math.log(1.) * tf.range(num_components, dtype=tf.float32),
bijector=tfb.Pad(paddings=[(1, 0)]),
name='logits')),
components_distribution=tfd.MultivariateNormalTriL(
loc=tfp.util.TransformedVariable(
tf.zeros([num_components, event_size]),
bijector=tfb.Pad(paddings=[(1, 0)], axis=-2),
name='loc'),
scale_tril=tfp.util.TransformedVariable(
10. * tf.eye(event_size, batch_shape=[num_components]),
bijector=tfb.Chain([tril_bijector, PadEye(tril_bijector)]),
name='scale_tril')),
name='learnable_mix_mvntril_fixed_first')
print(learnable_mix_mvntril_fixed_first)
print(learnable_mix_mvntril_fixed_first.trainable_variables)
tfp.distributions.MixtureSameFamily("learnable_mix_mvntril_fixed_first", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'loc:0' shape=(2, 4) dtype=float32, numpy=
array([[0., 0., 0., 0.],
[0., 0., 0., 0.]], dtype=float32)>, <tf.Variable 'scale_tril:0' shape=(2, 10) dtype=float32, numpy=
array([[9.999945, 0. , 0. , 0. , 9.999945, 9.999945,
0. , 0. , 0. , 9.999945],
[9.999945, 0. , 0. , 0. , 9.999945, 9.999945,
0. , 0. , 0. , 9.999945]], dtype=float32)>, <tf.Variable 'logits:0' shape=(2,) dtype=float32, numpy=array([-0., -0.], dtype=float32)>)