Learnable_Distributions_Zoo.ipynb

Kernel: Python 3

Copyright 2019 The TensorFlow Probability Authors.

Licensed under the Apache License, Version 2.0 (the "License");

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Distribuciones para aprender Zoo

Ver en TensorFlow.org

Ejecutar en Google Colab

Ver fuente en GitHub

Descargar el bloc de notas

En este Colab se muestran varios ejemplos de creación de distribuciones que se pueden aprender ("entrenar"). (No hacemos ningún esfuerzo por explicar las distribuciones, solo para mostrar cómo compilarlas).

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

Normal multivariante aprendible con identidad escalada para 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)>)

Normal multivariante aprendible con diagonal para 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)>)

Mezcla de normal multivariante (esférica)

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)>)

Mezcla de normal multivariante (esférica) con ponderación de la primera mezcla imposible de aprender

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)>)

Mezcla de normal multivariante (Cov completa)

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)>)

Mezcla de normal multivariante (Cov completa) con primera mezcla y primer componente que no se pueden aprender

# 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)>)