File size: 8,406 Bytes
e487255
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
import random
import math

import torch
from torch import nn
import numpy as np

from utils import default_device
from .utils import get_batch_to_dataloader

class GaussianNoise(nn.Module):
    def __init__(self, std, device):
        super().__init__()
        self.std = std
        self.device=device

    def forward(self, x):
        return x + torch.normal(torch.zeros_like(x), self.std)


def causes_sampler_f(num_causes):
    means = np.random.normal(0, 1, (num_causes))
    std = np.abs(np.random.normal(0, 1, (num_causes)) * means)
    return means, std

def get_batch(batch_size, seq_len, num_features, hyperparameters, device=default_device, num_outputs=1, sampling='normal', **kwargs):
    if ('mix_activations' in hyperparameters) and hyperparameters['mix_activations']:
        s = hyperparameters['prior_mlp_activations']()
        hyperparameters['prior_mlp_activations'] = lambda : s

    class MLP(torch.nn.Module):
        def __init__(self, hyperparameters):
            super(MLP, self).__init__()

            with torch.no_grad():

                for key in hyperparameters:
                    setattr(self, key, hyperparameters[key])

                assert (self.num_layers >= 2)

                if 'verbose' in hyperparameters and self.verbose:
                    print({k : hyperparameters[k] for k in ['is_causal', 'num_causes', 'prior_mlp_hidden_dim'
                        , 'num_layers', 'noise_std', 'y_is_effect', 'pre_sample_weights', 'prior_mlp_dropout_prob'
                        , 'pre_sample_causes']})

                if self.is_causal:
                    self.prior_mlp_hidden_dim = max(self.prior_mlp_hidden_dim, num_outputs + 2 * num_features)
                else:
                    self.num_causes = num_features

                # This means that the mean and standard deviation of each cause is determined in advance
                if self.pre_sample_causes:
                    self.causes_mean, self.causes_std = causes_sampler_f(self.num_causes)
                    self.causes_mean = torch.tensor(self.causes_mean, device=device).unsqueeze(0).unsqueeze(0).tile(
                        (seq_len, 1, 1))
                    self.causes_std = torch.tensor(self.causes_std, device=device).unsqueeze(0).unsqueeze(0).tile(
                        (seq_len, 1, 1))

                def generate_module(layer_idx, out_dim):
                    # Determine std of each noise term in initialization, so that is shared in runs
                    # torch.abs(torch.normal(torch.zeros((out_dim)), self.noise_std)) - Change std for each dimension?
                    noise = (GaussianNoise(torch.abs(torch.normal(torch.zeros(size=(1, out_dim), device=device), float(self.noise_std))), device=device)
                         if self.pre_sample_weights else GaussianNoise(float(self.noise_std), device=device))
                    return [
                        nn.Sequential(*[self.prior_mlp_activations()
                            , nn.Linear(self.prior_mlp_hidden_dim, out_dim)
                            , noise])
                    ]

                self.layers = [nn.Linear(self.num_causes, self.prior_mlp_hidden_dim, device=device)]
                self.layers += [module for layer_idx in range(self.num_layers-1) for module in generate_module(layer_idx, self.prior_mlp_hidden_dim)]
                if not self.is_causal:
                    self.layers += generate_module(-1, num_outputs)
                self.layers = nn.Sequential(*self.layers)

                # Initialize Model parameters
                for i, (n, p) in enumerate(self.layers.named_parameters()):
                    if self.block_wise_dropout:
                        if len(p.shape) == 2: # Only apply to weight matrices and not bias
                            nn.init.zeros_(p)
                            # TODO: N blocks should be a setting
                            n_blocks = random.randint(1, math.ceil(math.sqrt(min(p.shape[0], p.shape[1]))))
                            w, h = p.shape[0] // n_blocks, p.shape[1] // n_blocks
                            keep_prob = (n_blocks*w*h) / p.numel()
                            for block in range(0, n_blocks):
                                nn.init.normal_(p[w * block: w * (block+1), h * block: h * (block+1)], std=self.init_std / keep_prob**(1/2))
                    else:
                        if len(p.shape) == 2: # Only apply to weight matrices and not bias
                            dropout_prob = self.prior_mlp_dropout_prob if i > 0 else 0.0  # Don't apply dropout in first layer
                            dropout_prob = min(dropout_prob, 0.99)
                            nn.init.normal_(p, std=self.init_std / (1. - dropout_prob)**(1/2))
                            p *= torch.bernoulli(torch.zeros_like(p) + 1. - dropout_prob)

        def forward(self):
            def sample_normal():
                if self.pre_sample_causes:
                    causes = torch.normal(self.causes_mean, self.causes_std.abs()).float()
                else:
                    causes = torch.normal(0., 1., (seq_len, 1, self.num_causes), device=device).float()
                return causes

            if self.sampling == 'normal':
                causes = sample_normal()
            elif self.sampling == 'mixed':
                zipf_p, multi_p, normal_p = random.random() * 0.66, random.random() * 0.66, random.random() * 0.66
                def sample_cause(n):
                    if random.random() > normal_p:
                        if self.pre_sample_causes:
                            return torch.normal(self.causes_mean[:, :, n], self.causes_std[:, :, n].abs()).float()
                        else:
                            return torch.normal(0., 1., (seq_len, 1), device=device).float()
                    elif random.random() > multi_p:
                        x = torch.multinomial(torch.rand((random.randint(2, 10))), seq_len, replacement=True).to(device).unsqueeze(-1).float()
                        x = (x - torch.mean(x)) / torch.std(x)
                        return x
                    else:
                        x = torch.minimum(torch.tensor(np.random.zipf(2.0 + random.random() * 2, size=(seq_len)),
                                            device=device).unsqueeze(-1).float(), torch.tensor(10.0, device=device))
                        return x - torch.mean(x)
                causes = torch.cat([sample_cause(n).unsqueeze(-1) for n in range(self.num_causes)], -1)
            elif self.sampling == 'uniform':
                causes = torch.rand((seq_len, 1, self.num_causes), device=device)
            else:
                raise ValueError(f'Sampling is set to invalid setting: {sampling}.')

            outputs = [causes]
            for layer in self.layers:
                outputs.append(layer(outputs[-1]))
            outputs = outputs[2:]

            if self.is_causal:
                ## Sample nodes from graph if model is causal
                outputs_flat = torch.cat(outputs, -1)

                if self.in_clique:
                    random_perm = random.randint(0, outputs_flat.shape[-1] - num_outputs - num_features) + torch.randperm(num_outputs + num_features, device=device)
                else:
                    random_perm = torch.randperm(outputs_flat.shape[-1]-1, device=device)

                random_idx_y = list(range(-num_outputs, -0)) if self.y_is_effect else random_perm[0:num_outputs]
                random_idx = random_perm[num_outputs:num_outputs + num_features]

                if self.sort_features:
                    random_idx, _ = torch.sort(random_idx)
                y = outputs_flat[:, :, random_idx_y]

                x = outputs_flat[:, :, random_idx]
            else:
                y = outputs[-1][:, :, :]
                x = causes

            if bool(torch.any(torch.isnan(x)).detach().cpu().numpy()) or bool(torch.any(torch.isnan(y)).detach().cpu().numpy()):
                x[:] = 0.0
                y[:] = 1.0

            return x, y

    model = MLP(hyperparameters).to(device)

    sample = sum([[model()] for _ in range(0, batch_size)], [])

    x, y = zip(*sample)
    y = torch.cat(y, 1).detach().squeeze(2)
    x = torch.cat(x, 1).detach()
    x = x[..., torch.randperm(x.shape[-1])]

    return x, y, y


DataLoader = get_batch_to_dataloader(get_batch)
DataLoader.num_outputs = 1