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import pretty_errors
from functools import partial
import argparse
import importlib
import torch
import os
import numpy as np
import utils
from dataloader import myDataLoader
import time
def main(opts):
utils.set_random_seed(opts.seed)
writer, logger, save_folder = utils.get_logger(opts, name = opts.algorithm)
data_and_loader = myDataLoader(opts)
task = importlib.import_module('tasks.%s'%opts.task).__getattribute__(opts.task)(opts, info_source = data_and_loader)
algorithm = importlib.import_module('algorithms.%s'%opts.algorithm).__getattribute__(opts.algorithm)(
opts, task.init_particles, torch.ones(opts.particle_num, device = opts.device) / opts.particle_num
)
loader_iter = iter(data_and_loader.get_train_loader())
accu_time = 0
eval_count = 0
step = 0
while 1:
step+=1
start_time = time.time()
# get features and labels
try: features, labels = next(loader_iter)
except:
loader_iter = iter(data_and_loader.get_train_loader())
features, labels = next(loader_iter)
# set step_size, alpha, annealing
annealing = (1 - opts.anneal) * np.tanh((1.3 * accu_time / opts.max_time * 2)**5) + opts.anneal if accu_time < opts.max_time / 2 and opts.anneal != 1.0 else 1.0
if hasattr(opts, 'alpha') and annealing == 1.0:
alpha = np.tanh((2.0 * accu_time / opts.max_time)**5) * opts.alpha if opts.al_warmup else opts.alpha
else:
alpha = 0.0
# one step update
if opts.accelerate in ['True','true']:
if opts.AccType in ['SH']:
algorithm.one_step_update_accelerated(
step_size = opts.lr, # common param
alpha = alpha, # valid in CA/DK type methods
annealing = annealing, # common param
grad_fn = partial(task.grad_logp, features = features, labels = labels), # common param
potential_fn = partial(task.potential, features = features, labels = labels), # valid in CA/DK type methods
leap_frog_num = opts.leap_iter if hasattr(opts, 'leap_iter') else None, # valid in HMC
gamma = opts.gamma,
step_size_accelerate = opts.step_size_accelerate,
AccType = opts.AccType
)
elif opts.AccType in ['KWAIG']:
algorithm.one_step_update_accelerated(
step_size = opts.lr, # common param
alpha = alpha, # valid in CA/DK type methods
annealing = annealing, # common param
grad_fn = partial(task.grad_logp, features = features, labels = labels), # common param
potential_fn = partial(task.potential, features = features, labels = labels), # valid in CA/DK type methods
leap_frog_num = opts.leap_iter if hasattr(opts, 'leap_iter') else None, # valid in HMC
gamma = opts.gamma,
step_size_accelerate = opts.step_size_accelerate,
Lambda = opts.Lambda,
AccType = opts.AccType
)
elif opts.AccType in ['SAIG']:
algorithm.one_step_update_accelerated_SAIG(
step_size = opts.lr, # common param
alpha = alpha, # valid in CA/DK type methods
annealing = annealing, # common param
grad_fn = partial(task.grad_logp, features = features, labels = labels), # common param
potential_fn = partial(task.potential, features = features, labels = labels), # valid in CA/DK type methods
leap_frog_num = opts.leap_iter if hasattr(opts, 'leap_iter') else None, # valid in HMC
gamma = opts.gamma,
step_size_accelerate = opts.step_size_accelerate,
AccType = opts.AccType
)
elif opts.AccType in ['wag']:
algorithm.one_step_update_accelerated_rieman(
step_size = opts.lr, # common param
alpha = alpha, # valid in CA/DK type methods
annealing = annealing, # common param
grad_fn = partial(task.grad_logp, features = features, labels = labels), # common param
potential_fn = partial(task.potential, features = features, labels = labels), # valid in CA/DK type methods
leap_frog_num = opts.leap_iter if hasattr(opts, 'leap_iter') else None, # valid in HMC
alpha_wag = opts.alpha_wag,
AccType = opts.AccType,
k = step
)
elif opts.AccType in ['wnes']:
algorithm.one_step_update_accelerated_rieman(
step_size = opts.lr, # common param
alpha = alpha, # valid in CA/DK type methods
annealing = annealing, # common param
grad_fn = partial(task.grad_logp, features = features, labels = labels), # common param
potential_fn = partial(task.potential, features = features, labels = labels), # valid in CA/DK type methods
leap_frog_num = opts.leap_iter if hasattr(opts, 'leap_iter') else None, # valid in HMC
alpha_wnes = opts.alpha_wnes,
AccType = opts.AccType
)
else:
algorithm.one_step_update(
step_size = opts.lr, # common param
alpha = alpha, # valid in CA/DK type methods
annealing = annealing, # common param
grad_fn = partial(task.grad_logp, features = features, labels = labels), # common param
potential_fn = partial(task.potential, features = features, labels = labels), # valid in CA/DK type methods
leap_frog_num = opts.leap_iter if hasattr(opts, 'leap_iter') else None # valid in HMC
)
particles, mass = algorithm.get_state()
utils.check(particles, mass, int(accu_time), logger)
end_time = time.time()
accu_time += end_time - start_time
# evaluation
if accu_time >= eval_count * opts.eval_interval or accu_time >= opts.max_time:
eval_count += 1
task.evaluation(particles, mass, writer = writer, logger = logger, count = int(accu_time), save_folder = save_folder)
# logger.info('anneal: %.2f, alpha: %.2f'%(annealing, alpha))
if opts.algorithm == 'HMC':
writer.add_scalar('avg_accept', algorithm.get_accept_ratio() * 100 / (int(accu_time) + 1), global_step = int(accu_time))
if accu_time >= opts.max_time:
break
task.final_process(
particles, mass, writer = writer, logger = logger, save_folder = save_folder,
isSave = opts.save_particles if hasattr(opts, 'save_particles') else None)
writer.close()
if __name__ == "__main__":
parser = argparse.ArgumentParser()
# basic setting
parser.add_argument('--algorithm', type = str, default = 'KSDD')
parser.add_argument('--task', type = str, default = 'gaussian_process')
parser.add_argument('--dataset', type = str, default='lidar')
parser.add_argument('--max_time', type = int, default = 600)
parser.add_argument('--batch_size', type = int, default = 1, help = 'invalid in gaussian and lr')
parser.add_argument('--eval_interval', type = int, default = 30)
parser.add_argument('--save_folder', type = str, default='results')
parser.add_argument('--device', type = str, default = 'cuda:0')
parser.add_argument('--seed', type = int, default = 9, help = 'random seed for algorithm')
parser.add_argument('--split_size', type = float, default = 0.1, help = 'split ratio for dataset')
parser.add_argument('--split_seed', type = int, default = 19, help = 'random seed to split dataset')
parser.add_argument('--accelerate', type = str, default = 'False', help = 'use momentum accelerating or not')
opts,_ = parser.parse_known_args()
if opts.accelerate in ['True','true']:
parser.add_argument('--AccType', type = str, default = 'SH', choices = ['SH', 'wag', 'wnes','KWAIG', 'SAIG'])
opts,_ = parser.parse_known_args()
# algorithm setting
if opts.algorithm in ['HMC', 'SGLD', 'SVGD', 'GFSD', 'GFSDCA', 'GFSDDK', 'BLOB', 'BLOBCA', 'BLOBDK', 'KSDD', 'KSDDCA', 'KSDDDK', 'SGLDDK']:
parser.add_argument('--particle_num', type = int, default = 128)
parser.add_argument('--lr', type = float, default = 0.01)
parser.add_argument('--anneal', type = float, default = 1.0)
if opts.algorithm in ['HMC']:
parser.add_argument('--leap_iter', type = int, default = 10)
if not opts.algorithm in ['SGLD']:
parser.add_argument('--bwType', type = str, default = 'fix', choices = ['med', 'heu', 'nei', 'fix'])
parser.add_argument('--knType', type = str, default = 'rbf', choices = ['rbf', 'imq'], help = 'KSDD type methods only support rbf')
parser.add_argument('--bwVal', type = float, default = 0.1)
opts,_ = parser.parse_known_args()
if opts.algorithm in ['SVGDCA', 'GFSDCA', 'GFSDDK', 'BLOBCA', 'BLOBDK', 'KSDDCA', 'KSDDDK', 'SGLDDK']:
parser.add_argument('--alpha', type = float, default = 1.0)
parser.add_argument('--al_warmup', action = 'store_true')
#accelerate setting
if opts.accelerate in ['True','true']:
if opts.AccType in ['SH']:
parser.add_argument('--gamma', type = float, default = 0.5)
parser.add_argument('--step_size_accelerate', type = float, default = 1.0)
elif opts.AccType in ['SAIG']:
parser.add_argument('--gamma', type = float, default = 0.5)
parser.add_argument('--step_size_accelerate', type = float, default = 1.0)
elif opts.AccType in ['KWAIG']:
parser.add_argument('--gamma', type = float, default = 0.5)
parser.add_argument('--Lambda', type = float, default = 1.0)
parser.add_argument('--step_size_accelerate', type = float, default = 1.0)
elif opts.AccType in ['wag']:
parser.add_argument('--alpha_wag', type = float, default = 4.0)
elif opts.AccType in ['wnes']:
parser.add_argument('--alpha_wnes', type = float, default = 0.2)
# task setting
if opts.task in ['single_gaussian', 'multi_gaussian', 'funnel', 'demo', 'gaussian_process']:
parser.add_argument('--model_dim', type = int, default = 10)
parser.add_argument('--save_particles', action = 'store_true')
if opts.task in ['gaussian_process']:
parser.add_argument('--reference_path', type = str, default = 'hmc_reference/gaussian_process/particles.pkl')
opts = parser.parse_args()
assert opts.anneal <= 1 and opts.anneal >= 0, 'annealing should be in [0, 1]'
main(opts)