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discrete.py
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discrete.py
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import numpy as np
import torch
from torch import optim
from data import generate_nonstationary_sources, generate_mixing_matrix, to_one_hot
from metrics import mean_corr_coef as mcc
from models import DiscreteIVAE, DiscreteVAE
def sigmoid(x):
"""
Sigmoid activation function
@param x: input array
@return:
out: output array
"""
return 1 / (1 + np.exp(-x))
def run_ivae(S, X, U, Sb, Xb, Ub, epochs=20, seed=None, n_layers=2, hidden_dim=20, lr=1e-2, device='cpu'):
print('starting ica')
if seed is not None:
torch.manual_seed(seed)
dl = Sb[0].shape[1]
dd = Xb[0].shape[1]
ns = Ub[0].shape[1]
model = DiscreteIVAE(dl, dd, ns, activation='none', n_layers=n_layers, hidden_dim=hidden_dim, device=device)
optimizer = optim.Adam(model.parameters(), lr=lr)
scheduler = optim.lr_scheduler.ReduceLROnPlateau(optimizer, factor=0.1, patience=4, verbose=True)
epoch_loss_hist = []
epoch_perf_hist = []
# training loop
it = 0
n_batches = len(Xb)
n_iter = epochs * n_batches
model.train()
while it < n_iter:
elbo_mean = 0
perf_mean = 0
for c in range(n_batches):
it += 1
optimizer.zero_grad()
x = torch.Tensor(Xb[c]).to(device)
u = torch.Tensor(Ub[c]).to(device)
z = Sb[c]
elbo, z_est = model.elbo(x, u)
elbo.mul(-1).backward()
optimizer.step()
elbo_mean += elbo.item()
perf = mcc(z, z_est.cpu().detach().numpy())
perf_mean += perf
elbo_mean /= n_batches
epoch_loss_hist.append(elbo_mean)
perf_mean /= n_batches
epoch_perf_hist.append(perf_mean)
scheduler.step(elbo_mean)
print('epoch {}:\tloss: {};\tperf: {}'.format(int(it / n_batches), elbo_mean, perf_mean))
_, _, Z, _ = model(torch.Tensor(X).to(device), torch.Tensor(U).to(device))
perf = mcc(Z.detach().cpu().numpy(), S)
print(perf)
with open('log/discrete/ica_discrete.txt', 'a') as f:
f.write(str(perf) + '\n')
np.savez_compressed('log/discrete/ica_{}.npz'.format(args.seed),
l=np.array(epoch_loss_hist), p=np.array(epoch_perf_hist))
def run_vae(S, X, Sb, Xb, epochs=20, seed=None, n_layers=2, hidden_dim=20, lr=1e-2, device='cpu'):
print('starting vae')
if seed is not None:
torch.manual_seed(seed)
dl = Sb[0].shape[1]
dd = Xb[0].shape[1]
model = DiscreteVAE(dl, dd, activation='none', n_layers=n_layers, hidden_dim=hidden_dim, device=device)
optimizer = optim.Adam(model.parameters(), lr=lr)
scheduler = optim.lr_scheduler.ReduceLROnPlateau(optimizer, factor=0.1, patience=4, verbose=True)
epoch_loss_hist = []
epoch_perf_hist = []
# training loop
it = 0
n_batches = len(Xb)
n_iter = epochs * n_batches
model.train()
while it < n_iter:
elbo_mean = 0
perf_mean = 0
for c in range(n_batches):
it += 1
optimizer.zero_grad()
x = torch.Tensor(Xb[c]).to(device)
z = Sb[c]
elbo, z_est = model.elbo(x)
elbo.mul(-1).backward()
optimizer.step()
elbo_mean += elbo.item()
perf = mcc(z, z_est.cpu().detach().numpy())
perf_mean += perf
elbo_mean /= n_batches
epoch_loss_hist.append(elbo_mean)
perf_mean /= n_batches
epoch_perf_hist.append(perf_mean)
scheduler.step(elbo_mean)
print('epoch {}:\tloss: {};\tperf: {}'.format(int(it / n_batches), elbo_mean, perf_mean))
_, _, Z = model(torch.Tensor(X).to(device))
perf = mcc(Z.detach().cpu().numpy(), S)
print(perf)
with open('log/discrete/vae_discrete.txt', 'a') as f:
f.write(str(perf) + '\n')
np.savez_compressed('log/discrete/vae_{}.npz'.format(args.seed),
l=np.array(epoch_loss_hist), p=np.array(epoch_perf_hist))
if __name__ == '__main__':
import argparse
parser = argparse.ArgumentParser(description='tcl vs vaeica on simulated data')
parser.add_argument('-s', '--seed', type=int, default=1, dest='seed', help='random seed - default: 1')
parser.add_argument('-m', '--method', type=str, default='ica', dest='method', help='method')
args = parser.parse_args()
print('start {} {}'.format(args.seed, args.method))
np.random.seed(1)
nps = 3000
ns = 20
batch_size = 200
n = nps * ns
dl, dd = 10, 100
S, U, _, _ = generate_nonstationary_sources(nps, ns, dl)
A = generate_mixing_matrix(dl, dd)
PX = sigmoid(np.dot(S, A))
# X = (np.sign(PX-0.5) + 1)/2
X = np.random.binomial(1, PX)
idx = np.random.permutation(n)
Xb, Sb, Ub = [], [], []
n_batches = int(n / batch_size)
for c in range(n_batches):
Sb += [S[idx][c * batch_size:(c + 1) * batch_size]]
Xb += [X[idx][c * batch_size:(c + 1) * batch_size]]
Ub += [U[idx][c * batch_size:(c + 1) * batch_size]]
Ub = to_one_hot(Ub, ns)
U = to_one_hot(U)[0]
if args.method == 'ica':
run_ivae(S, X, U, Sb, Xb, Ub, epochs=50, seed=args.seed, hidden_dim=50, n_layers=2, lr=1e-2, device='cuda')
elif args.method == 'vae':
run_vae(S, X, Sb, Xb, epochs=50, seed=args.seed, hidden_dim=50, n_layers=2, lr=1e-2, device='cuda')
else:
raise ValueError('wrong method {}'.format(args.method))