import copy import torch import torch.nn as nn import torch.nn.functional as F from torch.distributions import Normal class FlowSequential(nn.Sequential): """ Container for layers of a normalizing flow """ def forward(self, x, y): sum_log_abs_det_jacobians = 0 for module in self: x, log_abs_det_jacobian = module(x, y) sum_log_abs_det_jacobians = sum_log_abs_det_jacobians + log_abs_det_jacobian return x, sum_log_abs_det_jacobians def inverse(self, u, y): sum_log_abs_det_jacobians = 0 for module in reversed(self): u, log_abs_det_jacobian = module.inverse(u, y) sum_log_abs_det_jacobians = sum_log_abs_det_jacobians + log_abs_det_jacobian return u, sum_log_abs_det_jacobians class BatchNorm(nn.Module): """ RealNVP BatchNorm layer """ def __init__(self, input_size, momentum=0.9, eps=1e-5): super().__init__() self.momentum = momentum self.eps = eps self.log_gamma = nn.Parameter(torch.zeros(input_size)) self.beta = nn.Parameter(torch.zeros(input_size)) self.register_buffer('running_mean', torch.zeros(input_size)) self.register_buffer('running_var', torch.ones(input_size)) def forward(self, x, cond_y=None): if self.training: self.batch_mean = x.view(-1, x.shape[-1]).mean(0) # note MAF paper uses biased variance estimate; ie x.var(0, unbiased=False) self.batch_var = x.view(-1, x.shape[-1]).var(0) # update running mean self.running_mean.mul_(self.momentum).add_( self.batch_mean.data * (1 - self.momentum)) self.running_var.mul_(self.momentum).add_( self.batch_var.data * (1 - self.momentum)) mean = self.batch_mean var = self.batch_var else: mean = self.running_mean var = self.running_var # compute normalized input (cf original batch norm paper algo 1) x_hat = (x - mean) / torch.sqrt(var + self.eps) y = self.log_gamma.exp() * x_hat + self.beta # compute log_abs_det_jacobian (cf RealNVP paper) log_abs_det_jacobian = self.log_gamma - 0.5 * torch.log(var + self.eps) # print('in sum log var {:6.3f} ; out sum log var {:6.3f}; sum log det {:8.3f}; mean log_gamma {:5.3f}; mean beta {:5.3f}'.format( # (var + self.eps).log().sum().data.numpy(), y.var(0).log().sum().data.numpy(), log_abs_det_jacobian.mean(0).item(), self.log_gamma.mean(), self.beta.mean())) return y, log_abs_det_jacobian.expand_as(x) def inverse(self, y, cond_y=None): if self.training: mean = self.batch_mean var = self.batch_var else: mean = self.running_mean var = self.running_var x_hat = (y - self.beta) * torch.exp(-self.log_gamma) x = x_hat * torch.sqrt(var + self.eps) + mean log_abs_det_jacobian = 0.5 * torch.log(var + self.eps) - self.log_gamma return x, log_abs_det_jacobian.expand_as(x) class LinearMaskedCoupling(nn.Module): """ Modified RealNVP Coupling Layers per the MAF paper """ def __init__(self, input_size, hidden_size, n_hidden, mask, cond_label_size=None): super().__init__() self.register_buffer('mask', mask) # scale function s_net = [nn.Linear( input_size + (cond_label_size if cond_label_size is not None else 0), hidden_size)] for _ in range(n_hidden): s_net += [nn.Tanh(), nn.Linear(hidden_size, hidden_size)] s_net += [nn.Tanh(), nn.Linear(hidden_size, input_size)] self.s_net = nn.Sequential(*s_net) # translation function self.t_net = copy.deepcopy(self.s_net) # replace Tanh with ReLU's per MAF paper for i in range(len(self.t_net)): if not isinstance(self.t_net[i], nn.Linear): self.t_net[i] = nn.ReLU() def forward(self, x, y=None): # apply mask mx = x * self.mask # run through model s = self.s_net(mx if y is None else torch.cat([y, mx], dim=-1)) t = self.t_net(mx if y is None else torch.cat([y, mx], dim=-1)) # cf RealNVP eq 8 where u corresponds to x (here we're modeling u) u = mx + (1 - self.mask) * (x - t) * torch.exp(-s) # log det du/dx; cf RealNVP 8 and 6; note, sum over input_size done at model log_prob log_abs_det_jacobian = - (1 - self.mask) * s return u, log_abs_det_jacobian def inverse(self, u, y=None): # apply mask mu = u * self.mask # run through model s = self.s_net(mu if y is None else torch.cat([y, mu], dim=-1)) t = self.t_net(mu if y is None else torch.cat([y, mu], dim=-1)) x = mu + (1 - self.mask) * (u * s.exp() + t) # cf RealNVP eq 7 log_abs_det_jacobian = (1 - self.mask) * s # log det dx/du return x, log_abs_det_jacobian class RealNVP(nn.Module): def __init__(self, n_blocks, input_size, hidden_size, n_hidden, cond_label_size=None, batch_norm=True): super().__init__() # base distribution for calculation of log prob under the model self.register_buffer('base_dist_mean', torch.zeros(input_size)) self.register_buffer('base_dist_var', torch.ones(input_size)) self.__scale = None # construct model modules = [] mask = torch.arange(input_size).float() % 2 for i in range(n_blocks): modules += [LinearMaskedCoupling(input_size, hidden_size, n_hidden, mask, cond_label_size)] mask = 1 - mask modules += batch_norm * [BatchNorm(input_size)] self.net = FlowSequential(*modules) @property def base_dist(self): return Normal(self.base_dist_mean, self.base_dist_var) @property def scale(self): return self.__scale @scale.setter def scale(self, scale): self.__scale = scale def forward(self, x, cond): if self.scale is not None: x /= self.scale return self.net(x, cond) def inverse(self, u, cond): x, log_abs_det_jacobian = self.net.inverse(u, cond) if self.scale is not None: x *= self.scale return x, log_abs_det_jacobian def log_prob(self, x, cond): u, sum_log_abs_det_jacobians = self.forward(x, cond) return torch.sum(self.base_dist.log_prob(u) + sum_log_abs_det_jacobians, dim=-1) def sample(self, sample_shape=torch.Size(), cond=None): if cond is not None: shape = cond.shape[:-1] else: shape = sample_shape u = self.base_dist.sample(shape) sample, _ = self.inverse(u, cond) return sample