import functools from typing import List, Optional, Tuple, Union import numpy as np import tensorflow as tf import tensorflow_probability as tfp from tensorflow.python.ops import array_ops from .config import default_float DType = Union[np.dtype, tf.DType] VariableData = Union[List, Tuple, np.ndarray, int, float] TensorLike = object # Union[tf.Tensor, tf.Variable, np.ndarray], but doesn't work with multipledispatch Transform = tfp.bijectors.Bijector Prior = tfp.distributions.Distribution def _IS_PARAMETER(o): return isinstance(o, Parameter) def _IS_TRAINABLE_PARAMETER(o): return (_IS_PARAMETER(o) and o.trainable) class Module(tf.Module): @property def parameters(self): return tuple(self._flatten(predicate=_IS_PARAMETER)) @property def trainable_parameters(self): return tuple(self._flatten(predicate=_IS_TRAINABLE_PARAMETER)) def _repr_html_(self): from IPython.display import HTML from .utilities import tabulate_module_summary return HTML(tabulate_module_summary(self, tablefmt='html')) def _repr_pretty_(self, p, cycle): from .utilities import tabulate_module_summary p.text(tabulate_module_summary(self, tablefmt='')) class Parameter(tf.Module): def __init__(self, value, *, transform: Optional[Transform] = None, prior: Optional[Prior] = None, trainable: bool = True, dtype: Optional[DType] = None, name: Optional[str] = None): """ Unconstrained parameter representation. According to standard terminology `y` is always transformed representation or, in other words, it is constrained version of the parameter. Normally, it is hard to operate with unconstrained parameters. For e.g. `variance` cannot be negative, therefore we need positive constraint and it is natural to use constrained values. """ super().__init__() self._transform = transform if isinstance(value, tf.Variable): self._unconstrained = value else: unconstrained_value = self.validate_unconstrained_value(value, dtype) self._unconstrained = tf.Variable(unconstrained_value, dtype=dtype, name=name, trainable=trainable) self.prior = prior def log_prior(self): x = self.read_value() y = self._unconstrained if self.prior is not None: out = tf.reduce_sum(self.prior.log_prob(x)) if self.transform is not None: log_det_jacobian = self.transform.forward_log_det_jacobian(y, y.shape.ndims) out += tf.reduce_sum(log_det_jacobian) return out else: return tf.convert_to_tensor(0., dtype=self.dtype) def value(self): return _to_constrained(self._unconstrained.value(), self.transform) def read_value(self): return _to_constrained(self._unconstrained.read_value(), self.transform) def experimental_ref(self): return self def deref(self): return self @property def unconstrained_variable(self): return self._unconstrained @property def transform(self): return self._transform @transform.setter def transform(self, new_transform): constrained_value = self.read_value() self._transform = new_transform self.assign(constrained_value) @property def trainable(self): return self._unconstrained.trainable @trainable.setter def trainable(self, flag: Union[bool, int]): self._unconstrained._trainable = bool(flag) @property def initial_value(self): return self._unconstrained.initial_value def validate_unconstrained_value(self, value: tf.Tensor, dtype: DType) -> tf.Tensor: value = _cast_to_dtype(value, dtype) unconstrained_value = _to_unconstrained(value, self.transform) message = "gpflow.Parameter: unconstrained value of passed value " \ "has NaN or Inf and cannot be assigned." return tf.debugging.assert_all_finite(unconstrained_value, message=message) def assign(self, value: tf.Tensor, use_locking=False, name=None, read_value=True) -> tf.Variable: """ Assigns constrained `value` to the unconstrained parameter's variable. It passes constrained value through parameter's transform first. Example: ``` 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 = self.validate_unconstrained_value(value, self.dtype) return self._unconstrained.assign(unconstrained_value, use_locking=use_locking, name=name, read_value=read_value) @property def is_tensor_like(self): """ This method means that TensorFlow's `tensor_util.is_tensor` function will return `True` """ return True @property def name(self): return self._unconstrained.name @property def initializer(self): return self._unconstrained.initializer @property def device(self): return self._unconstrained.device @property def dtype(self): return self._unconstrained.dtype @property def op(self): return self._unconstrained.op @property def shape(self): if self.transform is not None: return self.transform.forward_event_shape(self._unconstrained.shape) return self._unconstrained.shape def numpy(self): return self.read_value().numpy() def get_shape(self): return self.shape def _should_act_as_resource_variable(self): # needed so that Parameters are correctly identified by TensorFlow's # is_resource_variable() in resource_variable_ops.py pass # only checked by TensorFlow using hasattr() @property def handle(self): return self._unconstrained.handle def __repr__(self): unconstrained = self.unconstrained_variable constrained = self.read_value() info = f"dtype={self.dtype.name} " \ f"unconstrained-shape={unconstrained.shape} " \ f"unconstrained-numpy={unconstrained.numpy()} " \ f"constrained-shape={constrained.shape} " \ f"constrained-numpy={constrained.numpy()}" return f"" # Below # TensorFlow copy-paste code to make variable-like object to work @classmethod def _OverloadAllOperators(cls): # pylint: disable=invalid-name """Register overloads for all operators.""" for operator in tf.Tensor.OVERLOADABLE_OPERATORS: cls._OverloadOperator(operator) # For slicing, bind getitem differently than a tensor (use SliceHelperVar # instead) # pylint: disable=protected-access setattr(cls, "__getitem__", array_ops._SliceHelperVar) @classmethod def _OverloadOperator(cls, operator): # pylint: disable=invalid-name """Defer an operator overload to `ops.Tensor`. We pull the operator out of ops.Tensor dynamically to avoid ordering issues. Args: operator: string. The operator name. """ tensor_oper = getattr(tf.Tensor, operator) def _run_op(a, *args, **kwargs): # pylint: disable=protected-access return tensor_oper(a.read_value(), *args, **kwargs) functools.update_wrapper(_run_op, tensor_oper) setattr(cls, operator, _run_op) # NOTE(mrry): This enables the Variable's overloaded "right" binary # operators to run when the left operand is an ndarray, because it # accords the Variable class higher priority than an ndarray, or a # numpy matrix. # TODO(mrry): Convert this to using numpy's __numpy_ufunc__ # mechanism, which allows more control over how Variables interact # with ndarrays. __array_priority__ = 100 Parameter._OverloadAllOperators() tf.register_tensor_conversion_function(Parameter, lambda x, *args, **kwds: x.read_value()) def _cast_to_dtype(value: VariableData, dtype: Optional[DType] = None) -> tf.Tensor: if dtype is None: dtype = default_float() if tf.is_tensor(value): return tf.cast(value, dtype) else: return tf.convert_to_tensor(value, dtype) def _to_constrained(value: VariableData, transform: Transform) -> tf.Tensor: if transform is not None: return transform.forward(value) return value def _to_unconstrained(value: VariableData, transform: Transform) -> tf.Tensor: if transform is not None: return transform.inverse(value) return value