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sliced_sm.py
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142 lines (115 loc) · 5.3 KB
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"""
Sliced SM implementation. Original work presented in https://github.com/ermongroup/sliced_score_matching
"""
import torch
import torch.autograd as autograd
import numpy as np
# single_sliced_score_matching and sliced_VR_score_matching implement a basic version of SSM
# with only M=1. These are used in density estimation experiments for DKEF.
def single_sliced_score_matching(energy_net, samples, noise=None, detach=False, noise_type='radermacher'):
samples.requires_grad_(True)
if noise is None:
vectors = torch.randn_like(samples)
if noise_type == 'radermacher':
vectors = vectors.sign()
elif noise_type == 'sphere':
vectors = vectors / torch.norm(vectors, dim=-1, keepdim=True) * np.sqrt(vectors.shape[-1])
elif noise_type == 'gaussian':
pass
else:
raise ValueError("Noise type not implemented")
else:
vectors = noise
logp = -energy_net(samples).sum()
grad1 = autograd.grad(logp, samples, create_graph=True)[0]
gradv = torch.sum(grad1 * vectors)
loss1 = torch.sum(grad1 * vectors, dim=-1) ** 2 * 0.5
if detach:
loss1 = loss1.detach()
grad2 = autograd.grad(gradv, samples, create_graph=True)[0]
loss2 = torch.sum(vectors * grad2, dim=-1)
if detach:
loss2 = loss2.detach()
loss = (loss1 + loss2).mean()
return loss, grad1, grad2
def sliced_VR_score_matching(energy_net, samples, noise=None, detach=False, noise_type='radermacher'):
samples.requires_grad_(True)
if noise is None:
vectors = torch.randn_like(samples)
if noise_type == 'radermacher':
vectors = vectors.sign()
elif noise_type == 'gaussian':
pass
else:
raise ValueError("Noise type not implemented")
else:
vectors = noise
logp = -energy_net(samples).sum()
grad1 = autograd.grad(logp, samples, create_graph=True)[0]
gradv = torch.sum(grad1 * vectors)
loss1 = torch.norm(grad1, dim=-1) ** 2 * 0.5
if detach:
loss1 = loss1.detach()
grad2 = autograd.grad(gradv, samples, create_graph=True)[0]
loss2 = torch.sum(vectors * grad2, dim=-1)
if detach:
loss2 = loss2.detach()
loss = (loss1 + loss2).mean()
return loss, grad1, grad2
# General implementations of SSM and SSM_VR for arbitrary numbers of particles
def sliced_score_matching(energy_net, samples, n_particles=1):
dup_samples = samples.unsqueeze(0).expand(n_particles, *samples.shape).contiguous().view(-1, *samples.shape[1:])
dup_samples.requires_grad_(True)
vectors = torch.randn_like(dup_samples)
vectors = vectors / torch.norm(vectors, dim=-1, keepdim=True)
logp = -energy_net(dup_samples).sum()
grad1 = autograd.grad(logp, dup_samples, create_graph=True)[0]
gradv = torch.sum(grad1 * vectors)
loss1 = torch.sum(grad1 * vectors, dim=-1) ** 2 * 0.5
grad2 = autograd.grad(gradv, dup_samples, create_graph=True)[0]
loss2 = torch.sum(vectors * grad2, dim=-1)
loss1 = loss1.view(n_particles, -1).mean(dim=0)
loss2 = loss2.view(n_particles, -1).mean(dim=0)
loss = loss1 + loss2
return loss.mean(), loss1.mean(), loss2.mean()
def sliced_score_matching_vr(energy_net, samples, n_particles=1):
dup_samples = samples.unsqueeze(0).expand(n_particles, *samples.shape).contiguous().view(-1, *samples.shape[1:])
dup_samples.requires_grad_(True)
vectors = torch.randn_like(dup_samples)
logp = -energy_net(dup_samples).sum()
grad1 = autograd.grad(logp, dup_samples, create_graph=True)[0]
loss1 = torch.sum(grad1 * grad1, dim=-1) / 2.
gradv = torch.sum(grad1 * vectors)
grad2 = autograd.grad(gradv, dup_samples, create_graph=True)[0]
loss2 = torch.sum(vectors * grad2, dim=-1)
loss1 = loss1.view(n_particles, -1).mean(dim=0)
loss2 = loss2.view(n_particles, -1).mean(dim=0)
loss = loss1 + loss2
return loss.mean(), loss1.mean(), loss2.mean()
def sliced_score_estimation(score_net, samples, n_particles=1):
dup_samples = samples.unsqueeze(0).expand(n_particles, *samples.shape).contiguous().view(-1, *samples.shape[1:])
dup_samples.requires_grad_(True)
vectors = torch.randn_like(dup_samples)
vectors = vectors / torch.norm(vectors, dim=-1, keepdim=True)
grad1 = score_net(dup_samples)
gradv = torch.sum(grad1 * vectors)
loss1 = torch.sum(grad1 * vectors, dim=-1) ** 2 * 0.5
grad2 = autograd.grad(gradv, dup_samples, create_graph=True)[0]
loss2 = torch.sum(vectors * grad2, dim=-1)
loss1 = loss1.view(n_particles, -1).mean(dim=0)
loss2 = loss2.view(n_particles, -1).mean(dim=0)
loss = loss1 + loss2
return loss.mean(), loss1.mean(), loss2.mean()
def sliced_score_estimation_vr(score_net, samples, n_particles=1):
dup_samples = samples.unsqueeze(0).expand(n_particles, *samples.shape).contiguous().view(-1, *samples.shape[1:])
dup_samples.requires_grad_(True)
vectors = torch.randn_like(dup_samples)
grad1 = score_net(dup_samples)
gradv = torch.sum(grad1 * vectors)
loss1 = torch.sum(grad1 * grad1, dim=-1) / 2.
grad2 = autograd.grad(gradv, dup_samples, create_graph=True)[0]
loss2 = torch.sum(vectors * grad2, dim=-1)
loss1 = loss1.view(n_particles, -1).mean(dim=0)
loss2 = loss2.view(n_particles, -1).mean(dim=0)
loss = loss1 + loss2
return loss.mean(), loss1.mean(), loss2.mean()