Within the first a part of this mini-series on autoregressive move fashions, we checked out bijectors in TensorFlow Chance (TFP), and noticed the way to use them for sampling and density estimation. We singled out the affine bijector to exhibit the mechanics of move building: We begin from a distribution that’s simple to pattern from, and that permits for simple calculation of its density. Then, we connect some variety of invertible transformations, optimizing for data-likelihood underneath the ultimate reworked distribution. The effectivity of that (log)chance calculation is the place normalizing flows excel: Loglikelihood underneath the (unknown) goal distribution is obtained as a sum of the density underneath the bottom distribution of the inverse-transformed information plus absolutely the log determinant of the inverse Jacobian.
Now, an affine move will seldom be highly effective sufficient to mannequin nonlinear, advanced transformations. In constrast, autoregressive fashions have proven substantive success in density estimation in addition to pattern technology. Mixed with extra concerned architectures, characteristic engineering, and intensive compute, the idea of autoregressivity has powered – and is powering – state-of-the-art architectures in areas equivalent to picture, speech and video modeling.
This submit will probably be involved with the constructing blocks of autoregressive flows in TFP. Whereas we gained’t precisely be constructing state-of-the-art fashions, we’ll attempt to perceive and play with some main components, hopefully enabling the reader to do her personal experiments on her personal information.
This submit has three elements: First, we’ll have a look at autoregressivity and its implementation in TFP. Then, we attempt to (roughly) reproduce one of many experiments within the “MAF paper” (Masked Autoregressive Flows for Distribution Estimation (Papamakarios, Pavlakou, and Murray 2017)) – primarily a proof of idea. Lastly, for the third time on this weblog, we come again to the duty of analysing audio information, with blended outcomes.
Autoregressivity and masking
In distribution estimation, autoregressivity enters the scene through the chain rule of likelihood that decomposes a joint density right into a product of conditional densities:
[
p(mathbf{x}) = prod_{i}p(mathbf{x}_i|mathbf{x}_{1:i−1})
]
In apply, which means autoregressive fashions need to impose an order on the variables – an order which could or may not “make sense.” Approaches right here embody selecting orderings at random and/or utilizing totally different orderings for every layer.
Whereas in recurrent neural networks, autoregressivity is conserved as a result of recurrence relation inherent in state updating, it’s not clear a priori how autoregressivity is to be achieved in a densely linked structure. A computationally environment friendly resolution was proposed in MADE: Masked Autoencoder for Distribution Estimation(Germain et al. 2015): Ranging from a densely linked layer, masks out all connections that shouldn’t be allowed, i.e., all connections from enter characteristic (i) to stated layer’s activations (1 … i-1). Or expressed otherwise, activation (i) could also be linked to enter options (1 … i-1) solely. Then when including extra layers, care should be taken to make sure that all required connections are masked in order that on the finish, output (i) will solely ever have seen inputs (1 … i-1).
Thus masked autoregressive flows are a fusion of two main approaches – autoregressive fashions (which needn’t be flows) and flows (which needn’t be autoregressive). In TFP these are offered by MaskedAutoregressiveFlow
, for use as a bijector in a TransformedDistribution
.
Whereas the documentation exhibits the way to use this bijector, the step from theoretical understanding to coding a “black field” could seem broad. When you’re something just like the writer, right here you may really feel the urge to “look underneath the hood” and confirm that issues actually are the way in which you’re assuming. So let’s give in to curiosity and permit ourselves a little bit escapade into the supply code.
Peeking forward, that is how we’ll assemble a masked autoregressive move in TFP (once more utilizing the nonetheless new-ish R bindings offered by tfprobability):
library(tfprobability)
maf <- tfb_masked_autoregressive_flow(
shift_and_log_scale_fn = tfb_masked_autoregressive_default_template(
hidden_layers = checklist(num_hidden, num_hidden),
activation = tf$nn$tanh)
)
Pulling aside the related entities right here, tfb_masked_autoregressive_flow
is a bijector, with the standard strategies tfb_forward()
, tfb_inverse()
, tfb_forward_log_det_jacobian()
and tfb_inverse_log_det_jacobian()
.
The default shift_and_log_scale_fn
, tfb_masked_autoregressive_default_template
, constructs a little bit neural community of its personal, with a configurable variety of hidden models per layer, a configurable activation operate and optionally, different configurable parameters to be handed to the underlying dense
layers. It’s these dense layers that need to respect the autoregressive property. Can we check out how that is achieved? Sure we will, offered we’re not afraid of a little bit Python.
masked_autoregressive_default_template
(now leaving out the tfb_
as we’ve entered Python-land) makes use of masked_dense
to do what you’d suppose a thus-named operate may be doing: assemble a dense layer that has a part of the burden matrix masked out. How? We’ll see after a couple of Python setup statements.
import numpy as np
import tensorflow as tf
import tensorflow_probability as tfp
= tfp.distributions
tfd = tfp.bijectors
tfb tf.enable_eager_execution()
The next code snippets are taken from masked_dense
(in its present type on grasp), and when potential, simplified for higher readability, accommodating simply the specifics of the chosen instance – a toy matrix of form 2×3:
# assemble some toy enter information (this line clearly not from the unique code)
= tf.fixed(np.arange(1.,7), form = (2, 3))
inputs
# (partly) decide form of masks from form of enter
= tf.compat.dimension_value(inputs.form.with_rank_at_least(1)[-1])
input_depth = input_depth
num_blocks # 3 num_blocks
Our toy layer ought to have 4 models:
The masks is initialized to all zeros. Contemplating it will likely be used to elementwise multiply the burden matrix, we’re a bit shocked at its form (shouldn’t it’s the opposite method spherical?). No worries; all will end up appropriate ultimately.
= np.zeros([units, input_depth], dtype=tf.float32.as_numpy_dtype())
masks masks
array([[0., 0., 0.],
[0., 0., 0.],
[0., 0., 0.],
[0., 0., 0.]], dtype=float32)
Now to “whitelist” the allowed connections, we’ve to fill in ones each time data move is allowed by the autoregressive property:
def _gen_slices(num_blocks, n_in, n_out):
= []
slices = 0
col = n_in // num_blocks
d_in = n_out // num_blocks
d_out = d_out
row for _ in vary(num_blocks):
= slice(row, None)
row_slice = slice(col, col + d_in)
col_slice
slices.append([row_slice, col_slice])+= d_in
col += d_out
row return slices
= _gen_slices(num_blocks, input_depth, models)
slices for [row_slice, col_slice] in slices:
= 1
masks[row_slice, col_slice]
masks
array([[0., 0., 0.],
[1., 0., 0.],
[1., 1., 0.],
[1., 1., 1.]], dtype=float32)
Once more, does this look mirror-inverted? A transpose fixes form and logic each:
array([[0., 1., 1., 1.],
[0., 0., 1., 1.],
[0., 0., 0., 1.]], dtype=float32)
Now that we’ve the masks, we will create the layer (apparently, as of this writing not (but?) a tf.keras
layer):
= tf.compat.v1.layers.Dense(
layer
models,=masked_initializer, # 1
kernel_initializer=lambda x: masks * x # 2
kernel_constraint )
Right here we see masking happening in two methods. For one, the burden initializer is masked:
= tf.compat.v1.glorot_normal_initializer()
kernel_initializer
def masked_initializer(form, dtype=None, partition_info=None):
return masks * kernel_initializer(form, dtype, partition_info)
And secondly, a kernel constraint makes positive that after optimization, the relative models are zeroed out once more:
=lambda x: masks * x kernel_constraint
Only for enjoyable, let’s apply the layer to our toy enter:
<tf.Tensor: id=30, form=(2, 4), dtype=float64, numpy=
array([[ 0. , -0.7489589 , -0.43329933, 1.42710014],
[ 0. , -2.9958356 , -1.71647246, 1.09258015]])>
Zeroes the place anticipated. And double-checking on the burden matrix…
<tf.Variable 'dense/kernel:0' form=(3, 4) dtype=float64, numpy=
array([[ 0. , -0.7489589 , -0.42214942, -0.6473454 ],
[-0. , 0. , -0.00557496, -0.46692933],
[-0. , -0. , -0. , 1.00276807]])>
Good. Now hopefully after this little deep dive, issues have turn into a bit extra concrete. In fact in a much bigger mannequin, the autoregressive property must be conserved between layers as effectively.
On to the second subject, utility of MAF to a real-world dataset.
Masked Autoregressive Movement
The MAF paper(Papamakarios, Pavlakou, and Murray 2017) utilized masked autoregressive flows (in addition to single-layer-MADE(Germain et al. 2015) and Actual NVP (Dinh, Sohl-Dickstein, and Bengio 2016)) to quite a lot of datasets, together with MNIST, CIFAR-10 and a number of other datasets from the UCI Machine Studying Repository.
We decide one of many UCI datasets: Fuel sensors for house exercise monitoring. On this dataset, the MAF authors obtained the perfect outcomes utilizing a MAF with 10 flows, so that is what we are going to strive.
Amassing data from the paper, we all know that
- information was included from the file ethylene_CO.txt solely;
- discrete columns have been eradicated, in addition to all columns with correlations > .98; and
- the remaining 8 columns have been standardised (z-transformed).
Concerning the neural community structure, we collect that
- every of the ten MAF layers was adopted by a batchnorm;
- as to characteristic order, the primary MAF layer used the variable order that got here with the dataset; then each consecutive layer reversed it;
- particularly for this dataset and versus all different UCI datasets, tanh was used for activation as a substitute of relu;
- the Adam optimizer was used, with a studying price of 1e-4;
- there have been two hidden layers for every MAF, with 100 models every;
- coaching went on till no enchancment occurred for 30 consecutive epochs on the validation set; and
- the bottom distribution was a multivariate Gaussian.
That is all helpful data for our try and estimate this dataset, however the important bit is that this. In case you knew the dataset already, you might need been questioning how the authors would cope with the dimensionality of the info: It’s a time sequence, and the MADE structure explored above introduces autoregressivity between options, not time steps. So how is the extra temporal autoregressivity to be dealt with? The reply is: The time dimension is actually eliminated. Within the authors’ phrases,
[…] it’s a time sequence however was handled as if every instance have been an i.i.d. pattern from the marginal distribution.
This undoubtedly is helpful data for our current modeling try, but it surely additionally tells us one thing else: We’d need to look past MADE layers for precise time sequence modeling.
Now although let’s have a look at this instance of utilizing MAF for multivariate modeling, with no time or spatial dimension to be taken into consideration.
Following the hints the authors gave us, that is what we do.
Observations: 4,208,261
Variables: 19
$ X1 <dbl> 0.00, 0.01, 0.01, 0.03, 0.04, 0.05, 0.06, 0.07, 0.07, 0.09,...
$ X2 <dbl> 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,...
$ X3 <dbl> 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,...
$ X4 <dbl> -50.85, -49.40, -40.04, -47.14, -33.58, -48.59, -48.27, -47.14,...
$ X5 <dbl> -1.95, -5.53, -16.09, -10.57, -20.79, -11.54, -9.11, -4.56,...
$ X6 <dbl> -41.82, -42.78, -27.59, -32.28, -33.25, -36.16, -31.31, -16.57,...
$ X7 <dbl> 1.30, 0.49, 0.00, 4.40, 6.03, 6.03, 5.37, 4.40, 23.98, 2.77,...
$ X8 <dbl> -4.07, 3.58, -7.16, -11.22, 3.42, 0.33, -7.97, -2.28, -2.12,...
$ X9 <dbl> -28.73, -34.55, -42.14, -37.94, -34.22, -29.05, -30.34, -24.35,...
$ X10 <dbl> -13.49, -9.59, -12.52, -7.16, -14.46, -16.74, -8.62, -13.17,...
$ X11 <dbl> -3.25, 5.37, -5.86, -1.14, 8.31, -1.14, 7.00, -6.34, -0.81,...
$ X12 <dbl> 55139.95, 54395.77, 53960.02, 53047.71, 52700.28, 51910.52,...
$ X13 <dbl> 50669.50, 50046.91, 49299.30, 48907.00, 48330.96, 47609.00,...
$ X14 <dbl> 9626.26, 9433.20, 9324.40, 9170.64, 9073.64, 8982.88, 8860.51,...
$ X15 <dbl> 9762.62, 9591.21, 9449.81, 9305.58, 9163.47, 9021.08, 8966.48,...
$ X16 <dbl> 24544.02, 24137.13, 23628.90, 23101.66, 22689.54, 22159.12,...
$ X17 <dbl> 21420.68, 20930.33, 20504.94, 20101.42, 19694.07, 19332.57,...
$ X18 <dbl> 7650.61, 7498.79, 7369.67, 7285.13, 7156.74, 7067.61, 6976.13,...
$ X19 <dbl> 6928.42, 6800.66, 6697.47, 6578.52, 6468.32, 6385.31, 6300.97,...
# A tibble: 4,208,261 x 8
X4 X5 X8 X9 X13 X16 X17 X18
<dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 -50.8 -1.95 -4.07 -28.7 50670. 24544. 21421. 7651.
2 -49.4 -5.53 3.58 -34.6 50047. 24137. 20930. 7499.
3 -40.0 -16.1 -7.16 -42.1 49299. 23629. 20505. 7370.
4 -47.1 -10.6 -11.2 -37.9 48907 23102. 20101. 7285.
5 -33.6 -20.8 3.42 -34.2 48331. 22690. 19694. 7157.
6 -48.6 -11.5 0.33 -29.0 47609 22159. 19333. 7068.
7 -48.3 -9.11 -7.97 -30.3 47047. 21932. 19028. 6976.
8 -47.1 -4.56 -2.28 -24.4 46758. 21504. 18780. 6900.
9 -42.3 -2.77 -2.12 -27.6 46197. 21125. 18439. 6827.
10 -44.6 3.58 -0.65 -35.5 45652. 20836. 18209. 6790.
# … with 4,208,251 extra rows
Now arrange the info technology course of:
# train-test cut up
n_rows <- nrow(df2) # 4208261
train_ids <- pattern(1:n_rows, 0.5 * n_rows)
x_train <- df2[train_ids, ]
x_test <- df2[-train_ids, ]
# create datasets
batch_size <- 100
train_dataset <- tf$forged(x_train, tf$float32) %>%
tensor_slices_dataset %>%
dataset_batch(batch_size)
test_dataset <- tf$forged(x_test, tf$float32) %>%
tensor_slices_dataset %>%
dataset_batch(nrow(x_test))
To assemble the move, the very first thing wanted is the bottom distribution.
Now for the move, by default constructed with batchnorm and permutation of characteristic order.
num_hidden <- 100
dim <- ncol(df2)
use_batchnorm <- TRUE
use_permute <- TRUE
num_mafs <-10
num_layers <- 3 * num_mafs
bijectors <- vector(mode = "checklist", size = num_layers)
for (i in seq(1, num_layers, by = 3)) {
maf <- tfb_masked_autoregressive_flow(
shift_and_log_scale_fn = tfb_masked_autoregressive_default_template(
hidden_layers = checklist(num_hidden, num_hidden),
activation = tf$nn$tanh))
bijectors[[i]] <- maf
if (use_batchnorm)
bijectors[[i + 1]] <- tfb_batch_normalization()
if (use_permute)
bijectors[[i + 2]] <- tfb_permute((ncol(df2) - 1):0)
}
if (use_permute) bijectors <- bijectors[-num_layers]
move <- bijectors %>%
discard(is.null) %>%
# tfb_chain expects arguments in reverse order of utility
rev() %>%
tfb_chain()
target_dist <- tfd_transformed_distribution(
distribution = base_dist,
bijector = move
)
And configuring the optimizer:
optimizer <- tf$prepare$AdamOptimizer(1e-4)
Beneath that isotropic Gaussian we selected as a base distribution, how probably are the info?
base_loglik <- base_dist %>%
tfd_log_prob(x_train) %>%
tf$reduce_mean()
base_loglik %>% as.numeric() # -11.33871
base_loglik_test <- base_dist %>%
tfd_log_prob(x_test) %>%
tf$reduce_mean()
base_loglik_test %>% as.numeric() # -11.36431
And, simply as a fast sanity test: What’s the loglikelihood of the info underneath the reworked distribution earlier than any coaching?
target_loglik_pre <-
target_dist %>% tfd_log_prob(x_train) %>% tf$reduce_mean()
target_loglik_pre %>% as.numeric() # -11.22097
target_loglik_pre_test <-
target_dist %>% tfd_log_prob(x_test) %>% tf$reduce_mean()
target_loglik_pre_test %>% as.numeric() # -11.36431
The values match – good. Right here now’s the coaching loop. Being impatient, we already maintain checking the loglikelihood on the (full) take a look at set to see if we’re making any progress.
n_epochs <- 10
for (i in 1:n_epochs) {
agg_loglik <- 0
num_batches <- 0
iter <- make_iterator_one_shot(train_dataset)
until_out_of_range({
batch <- iterator_get_next(iter)
loss <-
operate()
- tf$reduce_mean(target_dist %>% tfd_log_prob(batch))
optimizer$reduce(loss)
loglik <- tf$reduce_mean(target_dist %>% tfd_log_prob(batch))
agg_loglik <- agg_loglik + loglik
num_batches <- num_batches + 1
test_iter <- make_iterator_one_shot(test_dataset)
test_batch <- iterator_get_next(test_iter)
loglik_test_current <- target_dist %>% tfd_log_prob(test_batch) %>% tf$reduce_mean()
if (num_batches %% 100 == 1)
cat(
"Epoch ",
i,
": ",
"Batch ",
num_batches,
": ",
(agg_loglik %>% as.numeric()) / num_batches,
" --- take a look at: ",
loglik_test_current %>% as.numeric(),
"n"
)
})
}
With each coaching and take a look at units amounting to over 2 million information every, we didn’t have the persistence to run this mannequin till no enchancment occurred for 30 consecutive epochs on the validation set (just like the authors did). Nevertheless, the image we get from one full epoch’s run is fairly clear: The setup appears to work fairly okay.
Epoch 1 : Batch 1: -8.212026 --- take a look at: -10.09264
Epoch 1 : Batch 1001: 2.222953 --- take a look at: 1.894102
Epoch 1 : Batch 2001: 2.810996 --- take a look at: 2.147804
Epoch 1 : Batch 3001: 3.136733 --- take a look at: 3.673271
Epoch 1 : Batch 4001: 3.335549 --- take a look at: 4.298822
Epoch 1 : Batch 5001: 3.474280 --- take a look at: 4.502975
Epoch 1 : Batch 6001: 3.606634 --- take a look at: 4.612468
Epoch 1 : Batch 7001: 3.695355 --- take a look at: 4.146113
Epoch 1 : Batch 8001: 3.767195 --- take a look at: 3.770533
Epoch 1 : Batch 9001: 3.837641 --- take a look at: 4.819314
Epoch 1 : Batch 10001: 3.908756 --- take a look at: 4.909763
Epoch 1 : Batch 11001: 3.972645 --- take a look at: 3.234356
Epoch 1 : Batch 12001: 4.020613 --- take a look at: 5.064850
Epoch 1 : Batch 13001: 4.067531 --- take a look at: 4.916662
Epoch 1 : Batch 14001: 4.108388 --- take a look at: 4.857317
Epoch 1 : Batch 15001: 4.147848 --- take a look at: 5.146242
Epoch 1 : Batch 16001: 4.177426 --- take a look at: 4.929565
Epoch 1 : Batch 17001: 4.209732 --- take a look at: 4.840716
Epoch 1 : Batch 18001: 4.239204 --- take a look at: 5.222693
Epoch 1 : Batch 19001: 4.264639 --- take a look at: 5.279918
Epoch 1 : Batch 20001: 4.291542 --- take a look at: 5.29119
Epoch 1 : Batch 21001: 4.314462 --- take a look at: 4.872157
Epoch 2 : Batch 1: 5.212013 --- take a look at: 4.969406
With these coaching outcomes, we regard the proof of idea as principally profitable. Nevertheless, from our experiments we additionally need to say that the selection of hyperparameters appears to matter a lot. For instance, use of the relu
activation operate as a substitute of tanh
resulted within the community principally studying nothing. (As per the authors, relu
labored wonderful on different datasets that had been z-transformed in simply the identical method.)
Batch normalization right here was compulsory – and this may go for flows normally. The permutation bijectors, however, didn’t make a lot of a distinction on this dataset. General the impression is that for flows, we’d both want a “bag of tips” (like is usually stated about GANs), or extra concerned architectures (see “Outlook” under).
Lastly, we wind up with an experiment, coming again to our favourite audio information, already featured in two posts: Easy Audio Classification with Keras and Audio classification with Keras: Trying nearer on the non-deep studying elements.
Analysing audio information with MAF
The dataset in query consists of recordings of 30 phrases, pronounced by quite a lot of totally different audio system. In these earlier posts, a convnet was skilled to map spectrograms to these 30 lessons. Now as a substitute we wish to strive one thing totally different: Prepare an MAF on one of many lessons – the phrase “zero,” say – and see if we will use the skilled community to mark “non-zero” phrases as much less probably: carry out anomaly detection, in a method. Spoiler alert: The outcomes weren’t too encouraging, and if you’re serious about a activity like this, you may wish to contemplate a distinct structure (once more, see “Outlook” under).
Nonetheless, we rapidly relate what was achieved, as this activity is a pleasant instance of dealing with information the place options range over multiple axis.
Preprocessing begins as within the aforementioned earlier posts. Right here although, we explicitly use keen execution, and should generally hard-code recognized values to maintain the code snippets brief.
library(tensorflow)
library(tfprobability)
tfe_enable_eager_execution(device_policy = "silent")
library(tfdatasets)
library(dplyr)
library(readr)
library(purrr)
library(caret)
library(stringr)
# make decode_wav() run with the present launch 1.13.1 in addition to with the present grasp department
<- operate() if (reticulate::py_has_attr(tf, "audio")) tf$audio$decode_wav
decode_wav else tf$contrib$framework$python$ops$audio_ops$decode_wav
# similar for stft()
<- operate() if (reticulate::py_has_attr(tf, "sign")) tf$sign$stft else tf$spectral$stft
stft
<- fs::dir_ls(path = "audio/data_1/speech_commands_v0.01/", # exchange by yours
recordsdata recursive = TRUE,
glob = "*.wav")
<- recordsdata[!str_detect(files, "background_noise")]
recordsdata
<- tibble(
df fname = recordsdata,
class = fname %>%
str_extract("v0.01/.*/") %>%
str_replace_all("v0.01/", "") %>%
str_replace_all("/", "")
)
We prepare the MAF on pronunciations of the phrase “zero.”
Following the strategy detailed in Audio classification with Keras: Trying nearer on the non-deep studying elements, we’d like to coach the community on spectrograms as a substitute of the uncooked time area information.
Utilizing the identical settings for frame_length
and frame_step
of the Brief Time period Fourier Rework as in that submit, we’d arrive at information formed variety of frames x variety of FFT coefficients
. To make this work with the masked_dense()
employed in tfb_masked_autoregressive_flow()
, the info would then need to be flattened, yielding a powerful 25186 options within the joint distribution.
With the structure outlined as above within the GAS instance, this result in the community not making a lot progress. Neither did leaving the info in time area type, with 16000 options within the joint distribution. Thus, we determined to work with the FFT coefficients computed over the whole window as a substitute, leading to 257 joint options.
batch_size <- 100
sampling_rate <- 16000L
data_generator <- operate(df,
batch_size) {
ds <- tensor_slices_dataset(df)
ds <- ds %>%
dataset_map(operate(obs) {
wav <-
decode_wav()(tf$read_file(tf$reshape(obs$fname, checklist())))
samples <- wav$audio[ ,1]
# some wave recordsdata have fewer than 16000 samples
padding <- checklist(checklist(0L, sampling_rate - tf$form(samples)[1]))
padded <- tf$pad(samples, padding)
stft_out <- stft()(padded, 16000L, 1L, 512L)
magnitude_spectrograms <- tf$abs(stft_out) %>% tf$squeeze()
})
ds %>% dataset_batch(batch_size)
}
ds_train <- data_generator(df_train, batch_size)
batch <- ds_train %>%
make_iterator_one_shot() %>%
iterator_get_next()
dim(batch) # 100 x 257
Coaching then proceeded as on the GAS dataset.
# outline MAF
base_dist <-
tfd_multivariate_normal_diag(loc = rep(0, dim(batch)[2]))
num_hidden <- 512
use_batchnorm <- TRUE
use_permute <- TRUE
num_mafs <- 10
num_layers <- 3 * num_mafs
# retailer bijectors in a listing
bijectors <- vector(mode = "checklist", size = num_layers)
# fill checklist, optionally including batchnorm and permute bijectors
for (i in seq(1, num_layers, by = 3)) {
maf <- tfb_masked_autoregressive_flow(
shift_and_log_scale_fn = tfb_masked_autoregressive_default_template(
hidden_layers = checklist(num_hidden, num_hidden),
activation = tf$nn$tanh,
))
bijectors[[i]] <- maf
if (use_batchnorm)
bijectors[[i + 1]] <- tfb_batch_normalization()
if (use_permute)
bijectors[[i + 2]] <- tfb_permute((dim(batch)[2] - 1):0)
}
if (use_permute) bijectors <- bijectors[-num_layers]
move <- bijectors %>%
# presumably clear out empty components (if no batchnorm or no permute)
discard(is.null) %>%
rev() %>%
tfb_chain()
target_dist <- tfd_transformed_distribution(distribution = base_dist,
bijector = move)
optimizer <- tf$prepare$AdamOptimizer(1e-3)
# prepare MAF
n_epochs <- 100
for (i in 1:n_epochs) {
agg_loglik <- 0
num_batches <- 0
iter <- make_iterator_one_shot(ds_train)
until_out_of_range({
batch <- iterator_get_next(iter)
loss <-
operate()
- tf$reduce_mean(target_dist %>% tfd_log_prob(batch))
optimizer$reduce(loss)
loglik <- tf$reduce_mean(target_dist %>% tfd_log_prob(batch))
agg_loglik <- agg_loglik + loglik
num_batches <- num_batches + 1
loglik_test_current <-
target_dist %>% tfd_log_prob(ds_test) %>% tf$reduce_mean()
if (num_batches %% 20 == 1)
cat(
"Epoch ",
i,
": ",
"Batch ",
num_batches,
": ",
((agg_loglik %>% as.numeric()) / num_batches) %>% spherical(1),
" --- take a look at: ",
loglik_test_current %>% as.numeric() %>% spherical(1),
"n"
)
})
}
Throughout coaching, we additionally monitored loglikelihoods on three totally different lessons, cat, hen and wow. Listed below are the loglikelihoods from the primary 10 epochs. “Batch” refers back to the present coaching batch (first batch within the epoch), all different values refer to finish datasets (the whole take a look at set and the three units chosen for comparability).
epoch | batch | take a look at | "cat" | "hen" | "wow" |
--------|----------|----------|----------|-----------|----------|
1 | 1443.5 | 1455.2 | 1398.8 | 1434.2 | 1546.0 |
2 | 1935.0 | 2027.0 | 1941.2 | 1952.3 | 2008.1 |
3 | 2004.9 | 2073.1 | 2003.5 | 2000.2 | 2072.1 |
4 | 2063.5 | 2131.7 | 2056.0 | 2061.0 | 2116.4 |
5 | 2120.5 | 2172.6 | 2096.2 | 2085.6 | 2150.1 |
6 | 2151.3 | 2206.4 | 2127.5 | 2110.2 | 2180.6 |
7 | 2174.4 | 2224.8 | 2142.9 | 2163.2 | 2195.8 |
8 | 2203.2 | 2250.8 | 2172.0 | 2061.0 | 2221.8 |
9 | 2224.6 | 2270.2 | 2186.6 | 2193.7 | 2241.8 |
10 | 2236.4 | 2274.3 | 2191.4 | 2199.7 | 2243.8 |
Whereas this doesn’t look too dangerous, an entire comparability in opposition to all twenty-nine non-target lessons had “zero” outperformed by seven different lessons, with the remaining twenty-two decrease in loglikelihood. We don’t have a mannequin for anomaly detection, as but.
Outlook
As already alluded to a number of instances, for information with temporal and/or spatial orderings extra developed architectures might show helpful. The very profitable PixelCNN household relies on masked convolutions, with more moderen developments bringing additional refinements (e.g. Gated PixelCNN (Oord et al. 2016), PixelCNN++ (Salimans et al. 2017). Consideration, too, could also be masked and thus rendered autoregressive, as employed within the hybrid PixelSNAIL (Chen et al. 2017) and the – not surprisingly given its title – transformer-based ImageTransformer (Parmar et al. 2018).
To conclude, – whereas this submit was within the intersection of flows and autoregressivity – and final not least the use therein of TFP bijectors – an upcoming one may dive deeper into autoregressive fashions particularly… and who is aware of, maybe come again to the audio information for a fourth time.