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Tip revision: 378e3e8d707357f8d2cc180a4fea3d6886c4c8e0 authored by ST John on 16 November 2022, 12:48:47 UTC
turn jitter into an argument of inv_probit instead of hard-coded inside
Tip revision: 378e3e8
# Copyright 2017-2020 The GPflow Contributors. All Rights Reserved.
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# See the License for the specific language governing permissions and
# limitations under the License.

from enum import Enum
from typing import TYPE_CHECKING, Any, List, Optional, Sequence, Tuple, Union

import numpy as np
import tensorflow as tf
import tensorflow_probability as tfp
from typing_extensions import Final

from .config import default_float, default_summary_fmt
from .type_flags import GENERIC_NP_ARRAYS, NP_TYPE_CHECKING

if TYPE_CHECKING:  # pragma: no cover
    from IPython.lib import pretty

DType = Union[np.dtype, tf.DType]

if TYPE_CHECKING and (not NP_TYPE_CHECKING):  # pragma: no cover
    AnyNDArray = Any
        # It would be nice to use something more interesting than `Any` here, but it looks like
        # the infrastructure in the rest of the ecosystem isn't really set up for this
        # yet. Maybe when we get Python 3.11?
        AnyNDArray = np.ndarray[Any, Any]  # type: ignore
        AnyNDArray = Union[np.ndarray]  # type: ignore

VariableData = Union[List[Any], Tuple[Any], AnyNDArray, int, float]  # deprecated
Transform = Union[tfp.bijectors.Bijector]
Prior = Union[tfp.distributions.Distribution]

# We've left this as object until we've tested the performance consequences of using the full set
# (np.ndarray, tf.Tensor, tf.Variable, Parameter), see
TensorLike: Final[Tuple[type, ...]] = (object,)
:var TensorLike: Collection of tensor-like types for registering implementations with
    `multipledispatch` dispatchers.

_NativeScalar = Union[int, float]
_Array = Sequence[Any]  # a nested array of int, float, bool etc. kept simple for readability

MeanAndVariance = Tuple[tf.Tensor, tf.Tensor]
SamplesMeanAndVariance = Tuple[tf.Tensor, tf.Tensor, tf.Tensor]

def _IS_PARAMETER(o: object) -> bool:
    return isinstance(o, Parameter)

def _IS_TRAINABLE_PARAMETER(o: object) -> bool:
    return isinstance(o, Parameter) and o.trainable

class Module(tf.Module):
    def parameters(self) -> Tuple["Parameter", ...]:
        return tuple(self._flatten(predicate=_IS_PARAMETER))

    def trainable_parameters(self) -> Tuple["Parameter", ...]:
        return tuple(self._flatten(predicate=_IS_TRAINABLE_PARAMETER))

    def _representation_table(self, object_name: str, tablefmt: Optional[str]) -> str:
        from .utilities import leaf_components, tabulate_module_summary

        repr_components = [object_name]
        if leaf_components(self):
            repr_components.append(tabulate_module_summary(self, tablefmt=tablefmt))
        return "\n".join(repr_components)

    def _repr_html_(self) -> str:
        """ Nice representation of GPflow objects in IPython/Jupyter notebooks """
        from html import escape

        return self._representation_table(escape(repr(self)), "html")

    def _repr_pretty_(self, p: "pretty.RepresentationPrinter", cycle: bool) -> None:
        """ Nice representation of GPflow objects in the IPython shell """
        repr_str = self._representation_table(repr(self), default_summary_fmt())

class PriorOn(Enum):
    CONSTRAINED = "constrained"
    UNCONSTRAINED = "unconstrained"

class Parameter(tfp.util.TransformedVariable):
    def __init__(
        value: "TensorData",
        transform: Optional[Transform] = None,
        prior: Optional[Prior] = None,
        prior_on: Optional[Union[str, PriorOn]] = None,
        trainable: Optional[bool] = None,
        dtype: Optional[DType] = None,
        name: Optional[str] = None,
        unconstrained_shape: Optional[Sequence[Optional[int]]] = None,
        constrained_shape: Optional[Sequence[Optional[int]]] = None,
        shape: Optional[Sequence[Optional[int]]] = None,
        """A parameter retains both constrained and unconstrained representations. If no transform
        is provided, these two values will be the same.  It is often challenging to operate with
        unconstrained parameters. For example, a variance cannot be negative, therefore we need a
        positive constraint and it is natural to use constrained values.  A prior can be imposed
        either on the constrained version (default) or on the unconstrained version of the

        :param unconstrained_shape: Declare the shape of the unconstrained / pre-transformed values.
            Useful for setting dynamic shapes.
        :param constrained_shape: Declare the shape of the constrained / transformed values. Useful
            for setting dynamic shapes.
        :param shape: Convenience shortcut for setting both `unconstrained_shape` and
            `constrained_shape` to the same value.
        if transform:
            name = name or

        if isinstance(value, Parameter):
            transform = transform or value.transform
            prior = prior or value.prior
            prior_on = prior_on or value.prior_on
            name = name or
            trainable = value.trainable if trainable is None else trainable

            if dtype:
                tensor_value: TensorType = _cast_to_dtype(value, dtype)
                tensor_value = value
            if transform is None:
                transform = tfp.bijectors.Identity()

            prior_on = prior_on if prior_on else PriorOn.CONSTRAINED
            trainable = trainable if trainable is not None else True

            tensor_value = _cast_to_dtype(value, dtype)

        _validate_unconstrained_value(tensor_value, transform, dtype)

        if shape is not None:
            assert unconstrained_shape is None, "Cannot set both `shape` and `unconstrained_shape`."
            assert constrained_shape is None, "Cannot set both `shape` and `constrained_shape`."
            unconstrained_shape = shape
            constrained_shape = shape


        # TransformedVariable.__init__ doesn't allow us to pass an unconstrained / pre-transformed
        # shape, so we manually override it.
        if constrained_shape is not None:
            self._shape = tf.TensorShape(constrained_shape)

        self.prior: Optional[Prior] = prior
        self.prior_on = prior_on  # type: ignore  # see

    def log_prior_density(self) -> tf.Tensor:
        """ Log of the prior probability density of the constrained variable. """

        if self.prior is None:
            return tf.convert_to_tensor(0.0, dtype=self.dtype)

        y = self

        if self.prior_on == PriorOn.CONSTRAINED:
            # evaluation is in same space as prior
            return tf.reduce_sum(self.prior.log_prob(y))

            # prior on unconstrained, but evaluating log-prior in constrained space
            x = self.unconstrained_variable
            log_p = tf.reduce_sum(self.prior.log_prob(x))

            if self.transform is not None:
                # need to include log|Jacobian| to account for coordinate transform
                log_det_jacobian = self.transform.inverse_log_det_jacobian(y, y.shape.ndims)
                log_p += tf.reduce_sum(log_det_jacobian)

            return log_p

    def prior_on(self) -> PriorOn:
        return self._prior_on

    def prior_on(self, value: Union[str, PriorOn]) -> None:
        self._prior_on = PriorOn(value)

    def unconstrained_variable(self) -> tf.Variable:
        return self._pretransformed_input

    def transform(self) -> Optional[Transform]:
        return self.bijector

    def trainable(self) -> bool:
        `True` if this instance is trainable, else `False`.

        This attribute cannot be set directly. Use :func:`gpflow.set_trainable`.
        return self.unconstrained_variable.trainable  # type: ignore

    def assign(
        value: "TensorData",
        use_locking: bool = False,
        name: Optional[str] = None,
        read_value: bool = True,
    ) -> tf.Tensor:
        Assigns constrained `value` to the unconstrained parameter's variable.
        It passes constrained value through parameter's transform first.


            a = Parameter(2.0, transform=tfp.bijectors.Softplus())
            b = Parameter(3.0)

            a.assign(4.0)               # `a` parameter to `2.0` value.
            a.assign(tf.constant(5.0))  # `a` parameter to `5.0` value.
            a.assign(b)                 # `a` parameter to constrained value of `b`.

        :param value: Constrained tensor-like value.
        :param use_locking: If `True`, use locking during the assignment.
        :param name: The name of the operation to be created.
        :param read_value: if True, will return something which evaluates to the new
            value of the variable; if False will return the assign op.
        unconstrained_value = _validate_unconstrained_value(value, self.transform, self.dtype)
        return self.unconstrained_variable.assign(
            unconstrained_value, use_locking=use_locking, name=name, read_value=read_value

# These types are defined after "Parameter" to avoid forward references that breaks our
# documentation build:
TensorType = Union[AnyNDArray, tf.Tensor, tf.Variable, Parameter]
Type alias for tensor-like types that are supported by most TensorFlow and GPflow operations.

NOTE: Union types like this do not work with the `register` method of `multipledispatch`'s
`Dispatcher` class. Instead use `TensorLike`.

TensorData = Union[_NativeScalar, _Array, TensorType]
InputData = Union[TensorType]
OutputData = Union[TensorType]
RegressionData = Tuple[InputData, OutputData]

def _cast_to_dtype(
    value: TensorData, dtype: Optional[DType] = None
) -> Union[tf.Tensor, tf.Variable]:
    if dtype is None:
        dtype = default_float()

    if tf.is_tensor(value):
        # NOTE(awav) TF2.2 resolves issue with cast.
        # From TF2.2, `tf.cast` can be used alone instead of this auxiliary function.
        # workaround for
        return tf.cast(value, dtype)
        return tf.convert_to_tensor(value, dtype=dtype)

def _validate_unconstrained_value(
    value: TensorData, transform: tfp.bijectors.Bijector, dtype: DType
) -> tf.Tensor:
    value = _cast_to_dtype(value, dtype)
    unconstrained_value = _to_unconstrained(value, transform)
    if unconstrained_value.dtype.is_integer:  # type: ignore
        return unconstrained_value
    message = (
        "gpflow.Parameter: the value to be assigned is incompatible with this parameter's "
        "transform (the corresponding unconstrained value has NaN or Inf) and hence cannot be "
    return tf.debugging.assert_all_finite(unconstrained_value, message=message)

def _to_constrained(value: TensorType, transform: Optional[Transform]) -> TensorType:
    if transform is not None:
        return transform.forward(value)
    return value

def _to_unconstrained(value: TensorType, transform: Optional[Transform]) -> TensorType:
    if transform is not None:
        return transform.inverse(value)
    return value
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