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/*
* ******************************************************************************
* *
* *
* * This program and the accompanying materials are made available under the
* * terms of the Apache License, Version 2.0 which is available at
* * https://www.apache.org/licenses/LICENSE-2.0.
* *
* * See the NOTICE file distributed with this work for additional
* * information regarding copyright ownership.
* * Unless required by applicable law or agreed to in writing, software
* * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
* * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
* * License for the specific language governing permissions and limitations
* * under the License.
* *
* * SPDX-License-Identifier: Apache-2.0
* *****************************************************************************
*/
package org.deeplearning4j.nn.layers.variational;
import lombok.*;
import org.deeplearning4j.nn.api.Layer;
import org.deeplearning4j.nn.api.MaskState;
import org.deeplearning4j.nn.api.TrainingConfig;
import org.deeplearning4j.nn.api.layers.LayerConstraint;
import org.deeplearning4j.nn.conf.CacheMode;
import org.deeplearning4j.nn.conf.NeuralNetConfiguration;
import org.deeplearning4j.nn.conf.layers.variational.CompositeReconstructionDistribution;
import org.deeplearning4j.nn.conf.layers.variational.LossFunctionWrapper;
import org.deeplearning4j.nn.conf.layers.variational.ReconstructionDistribution;
import org.deeplearning4j.nn.gradient.DefaultGradient;
import org.deeplearning4j.nn.gradient.Gradient;
import org.deeplearning4j.nn.layers.LayerHelper;
import org.deeplearning4j.nn.params.VariationalAutoencoderParamInitializer;
import org.deeplearning4j.nn.workspace.ArrayType;
import org.deeplearning4j.nn.workspace.LayerWorkspaceMgr;
import org.deeplearning4j.optimize.Solver;
import org.deeplearning4j.optimize.api.ConvexOptimizer;
import org.deeplearning4j.optimize.api.TrainingListener;
import org.nd4j.linalg.activations.IActivation;
import org.nd4j.linalg.activations.impl.ActivationIdentity;
import org.nd4j.linalg.api.blas.Level1;
import org.nd4j.linalg.api.buffer.DataType;
import org.nd4j.linalg.api.memory.MemoryWorkspace;
import org.nd4j.linalg.api.ndarray.INDArray;
import org.nd4j.linalg.exception.ND4JArraySizeException;
import org.nd4j.linalg.factory.Nd4j;
import org.nd4j.linalg.learning.regularization.Regularization;
import org.nd4j.linalg.lossfunctions.ILossFunction;
import org.nd4j.linalg.ops.transforms.Transforms;
import org.nd4j.common.primitives.Pair;
import java.util.*;
import static org.deeplearning4j.nn.params.VariationalAutoencoderParamInitializer.BIAS_KEY_SUFFIX;
import static org.deeplearning4j.nn.params.VariationalAutoencoderParamInitializer.WEIGHT_KEY_SUFFIX;
public class VariationalAutoencoder implements Layer {
protected INDArray input;
protected INDArray paramsFlattened;
protected INDArray gradientsFlattened;
protected Map params;
@Getter
protected transient Map gradientViews;
protected NeuralNetConfiguration conf;
protected double score = 0.0;
protected ConvexOptimizer optimizer;
protected Gradient gradient;
protected Collection trainingListeners = new ArrayList<>();
protected int index = 0;
protected INDArray maskArray;
protected Solver solver;
protected int[] encoderLayerSizes;
protected int[] decoderLayerSizes;
protected ReconstructionDistribution reconstructionDistribution;
protected IActivation pzxActivationFn;
protected int numSamples;
protected CacheMode cacheMode = CacheMode.NONE;
protected DataType dataType;
protected boolean zeroedPretrainParamGradients = false;
protected Map weightNoiseParams = new HashMap<>();
@Getter @Setter
protected int iterationCount;
@Getter @Setter
protected int epochCount;
public VariationalAutoencoder(NeuralNetConfiguration conf, DataType dataType) {
this.conf = conf;
this.dataType = dataType;
this.encoderLayerSizes =
((org.deeplearning4j.nn.conf.layers.variational.VariationalAutoencoder) conf.getLayer())
.getEncoderLayerSizes();
this.decoderLayerSizes =
((org.deeplearning4j.nn.conf.layers.variational.VariationalAutoencoder) conf.getLayer())
.getDecoderLayerSizes();
this.reconstructionDistribution =
((org.deeplearning4j.nn.conf.layers.variational.VariationalAutoencoder) conf.getLayer())
.getOutputDistribution();
this.pzxActivationFn = ((org.deeplearning4j.nn.conf.layers.variational.VariationalAutoencoder) conf.getLayer())
.getPzxActivationFn();
this.numSamples = ((org.deeplearning4j.nn.conf.layers.variational.VariationalAutoencoder) conf.getLayer())
.getNumSamples();
}
protected org.deeplearning4j.nn.conf.layers.variational.VariationalAutoencoder layerConf() {
return (org.deeplearning4j.nn.conf.layers.variational.VariationalAutoencoder) conf().getLayer();
}
@Override
public void setCacheMode(CacheMode mode) {
if (mode == null)
mode = CacheMode.NONE;
this.cacheMode = mode;
}
protected String layerId() {
String name = this.conf().getLayer().getLayerName();
return "(layer name: " + (name == null ? "\"\"" : name) + ", layer index: " + index + ")";
}
/**
* Init the model
*/
@Override
public void init() {
}
@Override
public void update(Gradient gradient) {
throw new UnsupportedOperationException("Not supported " + layerId());
}
@Override
public void update(INDArray gradient, String paramType) {
throw new UnsupportedOperationException("Not supported " + layerId());
}
@Override
public double score() {
return score;
}
protected INDArray getParamWithNoise(String param, boolean training, LayerWorkspaceMgr workspaceMgr){
INDArray p;
if(layerConf().getWeightNoise() != null){
if(training && weightNoiseParams.size() > 0 && weightNoiseParams.containsKey(param) ){
//Re-use these weights for both forward pass and backprop - don't want to use 2 different params here
//These should be cleared during backprop
return weightNoiseParams.get(param);
} else {
try (MemoryWorkspace ws = Nd4j.getMemoryManager().scopeOutOfWorkspaces()) {
p = layerConf().getWeightNoise().getParameter(this, param, getIterationCount(), getEpochCount(), training, workspaceMgr);
}
}
if(training){
//Store for re-use in backprop
weightNoiseParams.put(param, p);
}
} else {
return getParam(param);
}
return p;
}
@Override
public void computeGradientAndScore(LayerWorkspaceMgr workspaceMgr) {
//Forward pass through the encoder and mean for P(Z|X)
VAEFwdHelper fwd = doForward(true, true, workspaceMgr);
IActivation afn = layerConf().getActivationFn();
//Forward pass through logStd^2 for P(Z|X)
INDArray pzxLogStd2W = getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_W, true, workspaceMgr);
INDArray pzxLogStd2b = getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_B, true, workspaceMgr);
INDArray pzxLogStd2Pre = fwd.encoderActivations[fwd.encoderActivations.length - 1].mmul(pzxLogStd2W)
.addiRowVector(pzxLogStd2b);
INDArray meanZ = fwd.pzxMeanPreOut.dup();
INDArray logStdev2Z = pzxLogStd2Pre.dup();
pzxActivationFn.getActivation(meanZ, true);
pzxActivationFn.getActivation(logStdev2Z, true);
INDArray pzxSigmaSquared = Transforms.exp(logStdev2Z, true);
INDArray pzxSigma = Transforms.sqrt(pzxSigmaSquared, true);
val minibatch = input.size(0);
val size = fwd.pzxMeanPreOut.size(1);
Map gradientMap = new HashMap<>();
double scaleFactor = 1.0 / numSamples;
Level1 blasL1 = Nd4j.getBlasWrapper().level1();
INDArray[] encoderActivationDerivs = (numSamples > 1 ? new INDArray[encoderLayerSizes.length] : null);
for (int l = 0; l < numSamples; l++) { //Default (and in most cases) numSamples == 1
double gemmCConstant = (l == 0 ? 0.0 : 1.0); //0 for first one (to get rid of previous buffer data), otherwise 1 (for adding)
INDArray e = Nd4j.randn(dataType, minibatch, size);
INDArray z = pzxSigma.mul(e).addi(meanZ); //z = mu + sigma * e, with e ~ N(0,1)
//Need to do forward pass through decoder layers
int nDecoderLayers = decoderLayerSizes.length;
INDArray current = z;
INDArray[] decoderPreOut = new INDArray[nDecoderLayers]; //Need pre-out for backprop later
INDArray[] decoderActivations = new INDArray[nDecoderLayers];
for (int i = 0; i < nDecoderLayers; i++) {
String wKey = "d" + i + WEIGHT_KEY_SUFFIX;
String bKey = "d" + i + BIAS_KEY_SUFFIX;
INDArray weights = getParamWithNoise(wKey, true, workspaceMgr);
INDArray bias = getParamWithNoise(bKey, true, workspaceMgr);
current = current.mmul(weights).addiRowVector(bias);
decoderPreOut[i] = current.dup();
afn.getActivation(current, true);
decoderActivations[i] = current;
}
INDArray pxzw = getParamWithNoise(VariationalAutoencoderParamInitializer.PXZ_W, true, workspaceMgr);
INDArray pxzb = getParamWithNoise(VariationalAutoencoderParamInitializer.PXZ_B, true, workspaceMgr);
if (l == 0) {
//Need to add other component of score, in addition to negative log probability
//Note the negative here vs. the equation in Kingma & Welling: this is because we are minimizing the negative of
// variational lower bound, rather than maximizing the variational lower bound
//Unlike log probability (which is averaged over samples) this should be calculated just once
INDArray temp = meanZ.mul(meanZ).addi(pzxSigmaSquared).negi();
temp.addi(logStdev2Z).addi(1.0);
double scorePt1 = -0.5 / minibatch * temp.sumNumber().doubleValue();
this.score = scorePt1 + calcRegularizationScore(false);
}
INDArray pxzDistributionPreOut = current.mmul(pxzw).addiRowVector(pxzb);
double logPTheta = reconstructionDistribution.negLogProbability(input, pxzDistributionPreOut, true);
this.score += logPTheta / numSamples;
//If we have any training listeners (for example, for UI StatsListener - pass on activations)
if (trainingListeners != null && !trainingListeners.isEmpty() && l == 0) { //Note: only doing this on the *first* sample
Map activations = new LinkedHashMap<>();
for (int i = 0; i < fwd.encoderActivations.length; i++) {
activations.put("e" + i, fwd.encoderActivations[i]);
}
activations.put(VariationalAutoencoderParamInitializer.PZX_PREFIX, z);
for (int i = 0; i < decoderActivations.length; i++) {
activations.put("d" + i, decoderActivations[i]);
}
activations.put(VariationalAutoencoderParamInitializer.PXZ_PREFIX,
reconstructionDistribution.generateAtMean(pxzDistributionPreOut));
if (!trainingListeners.isEmpty()) {
try (MemoryWorkspace workspace = Nd4j.getMemoryManager().scopeOutOfWorkspaces()) {
for (TrainingListener tl : trainingListeners) {
tl.onForwardPass(this, activations);
}
}
}
}
/////////////////////////////////////////////////////////
//Backprop
//First: calculate the gradients at the input to the reconstruction distribution
INDArray dpdpxz = reconstructionDistribution.gradient(input, pxzDistributionPreOut);
//Do backprop for output reconstruction distribution -> final decoder layer
INDArray dLdxzw = gradientViews.get(VariationalAutoencoderParamInitializer.PXZ_W);
INDArray dLdxzb = gradientViews.get(VariationalAutoencoderParamInitializer.PXZ_B);
INDArray lastDecActivations = decoderActivations[decoderActivations.length - 1];
Nd4j.gemm(lastDecActivations, dpdpxz, dLdxzw, true, false, scaleFactor, gemmCConstant);
if (l == 0) {
dpdpxz.sum(dLdxzb, 0); //dLdxzb array is initialized/zeroed first in sum op
if (numSamples > 1) {
dLdxzb.muli(scaleFactor);
}
} else {
blasL1.axpy(dLdxzb.length(), scaleFactor, dpdpxz.sum(0), dLdxzb);
}
gradientMap.put(VariationalAutoencoderParamInitializer.PXZ_W, dLdxzw);
gradientMap.put(VariationalAutoencoderParamInitializer.PXZ_B, dLdxzb);
INDArray epsilon = pxzw.mmul(dpdpxz.transpose()).transpose();
//Next: chain derivatives backwards through the decoder layers
for (int i = nDecoderLayers - 1; i >= 0; i--) {
String wKey = "d" + i + WEIGHT_KEY_SUFFIX;
String bKey = "d" + i + BIAS_KEY_SUFFIX;
INDArray currentDelta = afn.backprop(decoderPreOut[i], epsilon).getFirst(); //TODO activation functions with params
INDArray weights = getParamWithNoise(wKey, true, workspaceMgr);
INDArray dLdW = gradientViews.get(wKey);
INDArray dLdB = gradientViews.get(bKey);
INDArray actInput;
if (i == 0) {
actInput = z;
} else {
actInput = decoderActivations[i - 1];
}
Nd4j.gemm(actInput, currentDelta, dLdW, true, false, scaleFactor, gemmCConstant);
if (l == 0) {
currentDelta.sum(dLdB, 0);
if (numSamples > 1) {
dLdB.muli(scaleFactor);
}
} else {
blasL1.axpy(dLdB.length(), scaleFactor, currentDelta.sum(0), dLdB);
}
gradientMap.put(wKey, dLdW);
gradientMap.put(bKey, dLdB);
epsilon = weights.mmul(currentDelta.transpose()).transpose();
}
//Do backprop through p(z|x)
INDArray eZXMeanW = getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_MEAN_W, true, workspaceMgr);
INDArray eZXLogStdev2W = getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_W, true, workspaceMgr);
INDArray dLdz = epsilon;
//If we were maximizing the equation in Kinga and Welling, this would be a .sub(meanZ). Here: we are minimizing the negative instead
INDArray dLdmu = dLdz.add(meanZ);
INDArray dLdLogSigma2 = dLdz.mul(e).muli(pzxSigma).addi(pzxSigmaSquared).subi(1).muli(0.5);
INDArray dLdPreMu = pzxActivationFn.backprop(fwd.getPzxMeanPreOut().dup(), dLdmu).getFirst();
INDArray dLdPreLogSigma2 = pzxActivationFn.backprop(pzxLogStd2Pre.dup(), dLdLogSigma2).getFirst();
//Weight gradients for weights feeding into p(z|x)
INDArray lastEncoderActivation = fwd.encoderActivations[fwd.encoderActivations.length - 1];
INDArray dLdZXMeanW = gradientViews.get(VariationalAutoencoderParamInitializer.PZX_MEAN_W);
INDArray dLdZXLogStdev2W = gradientViews.get(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_W);
Nd4j.gemm(lastEncoderActivation, dLdPreMu, dLdZXMeanW, true, false, scaleFactor, gemmCConstant);
Nd4j.gemm(lastEncoderActivation, dLdPreLogSigma2, dLdZXLogStdev2W, true, false, scaleFactor, gemmCConstant);
//Bias gradients for p(z|x)
INDArray dLdZXMeanb = gradientViews.get(VariationalAutoencoderParamInitializer.PZX_MEAN_B);
INDArray dLdZXLogStdev2b = gradientViews.get(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_B);
//If we were maximizing the equation in Kinga and Welling, this would be a .sub(meanZ). Here: we are minimizing the negative instead
if (l == 0) {
dLdZXMeanb.assign(pzxActivationFn.backprop(fwd.getPzxMeanPreOut().dup(), dLdz.add(meanZ)).getFirst()
.sum(0));
dLdPreLogSigma2.sum(dLdZXLogStdev2b, 0);
if (numSamples > 1) {
dLdZXMeanb.muli(scaleFactor);
dLdZXLogStdev2b.muli(scaleFactor);
}
} else {
blasL1.axpy(dLdZXMeanb.length(), scaleFactor, pzxActivationFn
.backprop(fwd.getPzxMeanPreOut().dup(), dLdz.add(meanZ)).getFirst().sum(0), dLdZXMeanb);
blasL1.axpy(dLdZXLogStdev2b.length(), scaleFactor, dLdPreLogSigma2.sum(0), dLdZXLogStdev2b);
}
gradientMap.put(VariationalAutoencoderParamInitializer.PZX_MEAN_W, dLdZXMeanW);
gradientMap.put(VariationalAutoencoderParamInitializer.PZX_MEAN_B, dLdZXMeanb);
gradientMap.put(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_W, dLdZXLogStdev2W);
gradientMap.put(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_B, dLdZXLogStdev2b);
//Epsilon (dL/dActivation) at output of the last encoder layer:
epsilon = Nd4j.gemm(dLdPreMu, eZXMeanW, false, true); //Equivalent to: epsilon = eZXMeanW.mmul(dLdPreMu.transpose()).transpose(); using (AxB^T)^T = BxA^T
//Next line: equivalent to epsilon.addi(eZXLogStdev2W.mmul(dLdPreLogSigma2.transpose()).transpose()); using: (AxB^T)^T = BxA^T
Nd4j.gemm(dLdPreLogSigma2, eZXLogStdev2W, epsilon, false, true, 1.0, 1.0);
//Backprop through encoder:
int nEncoderLayers = encoderLayerSizes.length;
for (int i = nEncoderLayers - 1; i >= 0; i--) {
String wKey = "e" + i + WEIGHT_KEY_SUFFIX;
String bKey = "e" + i + BIAS_KEY_SUFFIX;
INDArray weights = getParamWithNoise(wKey, true, workspaceMgr);
INDArray dLdW = gradientViews.get(wKey);
INDArray dLdB = gradientViews.get(bKey);
INDArray preOut = fwd.encoderPreOuts[i];
INDArray currentDelta;
if (numSamples > 1) {
//Re-use sigma-prime values for the encoder - these don't change based on multiple samples,
// only the errors do
if (l == 0) {
//Not the most elegent implementation (with the ND4j.ones()), but it works...
encoderActivationDerivs[i] =
afn.backprop(fwd.encoderPreOuts[i], Nd4j.ones(fwd.encoderPreOuts[i].shape()))
.getFirst();
}
currentDelta = epsilon.muli(encoderActivationDerivs[i]);
} else {
currentDelta = afn.backprop(preOut, epsilon).getFirst();
}
INDArray actInput;
if (i == 0) {
actInput = input.castTo(dLdW.dataType());
} else {
actInput = fwd.encoderActivations[i - 1];
}
Nd4j.gemm(actInput, currentDelta, dLdW, true, false, scaleFactor, gemmCConstant);
if (l == 0) {
currentDelta.sum(dLdB, 0);
if (numSamples > 1) {
dLdB.muli(scaleFactor);
}
} else {
blasL1.axpy(dLdB.length(), scaleFactor, currentDelta.sum(0), dLdB);
}
gradientMap.put(wKey, dLdW);
gradientMap.put(bKey, dLdB);
epsilon = weights.mmul(currentDelta.transpose()).transpose();
}
}
//Insert the gradients into the Gradient map in the correct order, in case we need to flatten the gradient later
// to match the parameters iteration order
Gradient gradient = new DefaultGradient(gradientsFlattened);
Map g = gradient.gradientForVariable();
for (int i = 0; i < encoderLayerSizes.length; i++) {
String w = "e" + i + VariationalAutoencoderParamInitializer.WEIGHT_KEY_SUFFIX;
g.put(w, gradientMap.get(w));
String b = "e" + i + VariationalAutoencoderParamInitializer.BIAS_KEY_SUFFIX;
g.put(b, gradientMap.get(b));
}
g.put(VariationalAutoencoderParamInitializer.PZX_MEAN_W,
gradientMap.get(VariationalAutoencoderParamInitializer.PZX_MEAN_W));
g.put(VariationalAutoencoderParamInitializer.PZX_MEAN_B,
gradientMap.get(VariationalAutoencoderParamInitializer.PZX_MEAN_B));
g.put(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_W,
gradientMap.get(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_W));
g.put(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_B,
gradientMap.get(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_B));
for (int i = 0; i < decoderLayerSizes.length; i++) {
String w = "d" + i + VariationalAutoencoderParamInitializer.WEIGHT_KEY_SUFFIX;
g.put(w, gradientMap.get(w));
String b = "d" + i + VariationalAutoencoderParamInitializer.BIAS_KEY_SUFFIX;
g.put(b, gradientMap.get(b));
}
g.put(VariationalAutoencoderParamInitializer.PXZ_W,
gradientMap.get(VariationalAutoencoderParamInitializer.PXZ_W));
g.put(VariationalAutoencoderParamInitializer.PXZ_B,
gradientMap.get(VariationalAutoencoderParamInitializer.PXZ_B));
weightNoiseParams.clear();
this.gradient = gradient;
}
@Override
public INDArray params() {
return paramsFlattened;
}
@Override
public TrainingConfig getConfig() {
return conf.getLayer();
}
@Override
public long numParams() {
return numParams(false);
}
@Override
public long numParams(boolean backwards) {
int ret = 0;
for (Map.Entry entry : params.entrySet()) {
if (backwards && isPretrainParam(entry.getKey()))
continue;
ret += entry.getValue().length();
}
return ret;
}
@Override
public void setParams(INDArray params) {
if (params.length() != this.paramsFlattened.length()) {
throw new IllegalArgumentException("Cannot set parameters: expected parameters vector of length "
+ this.paramsFlattened.length() + " but got parameters array of length " + params.length()
+ " " + layerId());
}
this.paramsFlattened.assign(params);
}
@Override
public void setParamsViewArray(INDArray params) {
if (this.params != null && params.length() != numParams())
throw new IllegalArgumentException("Invalid input: expect params of length " + numParams()
+ ", got params of length " + params.length() + " " + layerId());
this.paramsFlattened = params;
}
@Override
public INDArray getGradientsViewArray() {
return gradientsFlattened;
}
@Override
public void setBackpropGradientsViewArray(INDArray gradients) {
if (this.params != null && gradients.length() != numParams()) {
throw new IllegalArgumentException("Invalid input: expect gradients array of length " + numParams()
+ ", got gradient array of length of length " + gradients.length() + " " + layerId());
}
this.gradientsFlattened = gradients;
this.gradientViews = conf.getLayer().initializer().getGradientsFromFlattened(conf, gradients);
}
@Override
public void fit(INDArray data, LayerWorkspaceMgr workspaceMgr) {
this.setInput(data, workspaceMgr);
fit();
}
@Override
public Gradient gradient() {
return gradient;
}
@Override
public Pair gradientAndScore() {
return new Pair<>(gradient(), score());
}
@Override
public int batchSize() {
if (input.size(0) > Integer.MAX_VALUE)
throw new ND4JArraySizeException();
return (int) input.size(0);
}
@Override
public NeuralNetConfiguration conf() {
return conf;
}
@Override
public void setConf(NeuralNetConfiguration conf) {
this.conf = conf;
}
@Override
public INDArray input() {
return input;
}
@Override
public ConvexOptimizer getOptimizer() {
return optimizer;
}
@Override
public INDArray getParam(String param) {
return params.get(param);
}
@Override
public Map paramTable() {
return new LinkedHashMap<>(params);
}
@Override
public Map paramTable(boolean backpropParamsOnly) {
Map map = new LinkedHashMap<>();
for (Map.Entry e : params.entrySet()) {
if (!backpropParamsOnly || !isPretrainParam(e.getKey())) {
map.put(e.getKey(), e.getValue());
}
}
return map;
}
@Override
public boolean updaterDivideByMinibatch(String paramName) {
return true;
}
@Override
public void setParamTable(Map paramTable) {
this.params = paramTable;
}
@Override
public void setParam(String key, INDArray val) {
if (paramTable().containsKey(key)) {
paramTable().get(key).assign(val);
} else {
throw new IllegalArgumentException("Unknown parameter: " + key + " - " + layerId());
}
}
@Override
public void clear() {
this.input = null;
this.maskArray = null;
}
@Override
public void applyConstraints(int iteration, int epoch) {
if(layerConf().getConstraints() != null){
for(LayerConstraint lc : layerConf().getConstraints()){
lc.applyConstraint(this, iteration, epoch);
}
}
}
public boolean isPretrainParam(String param) {
return !(param.startsWith("e") || param.startsWith(VariationalAutoencoderParamInitializer.PZX_MEAN_PREFIX));
}
@Override
public double calcRegularizationScore(boolean backpropParamsOnly){
double scoreSum = 0.0;
for (Map.Entry e : paramTable().entrySet()) {
if(backpropParamsOnly && isPretrainParam(e.getKey()))
continue;
List l = layerConf().getRegularizationByParam(e.getKey());
if(l == null || l.isEmpty()){
continue;
}
for(Regularization r : l){
scoreSum += r.score(e.getValue(), getIterationCount(), getEpochCount());
}
}
return scoreSum;
}
@Override
public Type type() {
return Type.FEED_FORWARD;
}
@Override
public Pair backpropGradient(INDArray epsilon, LayerWorkspaceMgr workspaceMgr) {
assertInputSet(true);
if (!zeroedPretrainParamGradients) {
for (Map.Entry entry : gradientViews.entrySet()) {
if (isPretrainParam(entry.getKey())) {
entry.getValue().assign(0);
}
}
zeroedPretrainParamGradients = true;
}
INDArray input = this.input.castTo(dataType);
Gradient gradient = new DefaultGradient();
VAEFwdHelper fwd = doForward(true, true, workspaceMgr);
INDArray currentDelta = pzxActivationFn.backprop(fwd.pzxMeanPreOut, epsilon).getFirst();
//Finally, calculate mean value:
INDArray meanW = getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_MEAN_W, true, workspaceMgr);
INDArray dLdMeanW = gradientViews.get(VariationalAutoencoderParamInitializer.PZX_MEAN_W); //f order
INDArray lastEncoderActivation = fwd.encoderActivations[fwd.encoderActivations.length - 1];
Nd4j.gemm(lastEncoderActivation, currentDelta, dLdMeanW, true, false, 1.0, 0.0);
INDArray dLdMeanB = gradientViews.get(VariationalAutoencoderParamInitializer.PZX_MEAN_B);
currentDelta.sum(dLdMeanB, 0); //dLdMeanB is initialized/zeroed first in sum op
gradient.gradientForVariable().put(VariationalAutoencoderParamInitializer.PZX_MEAN_W, dLdMeanW);
gradient.gradientForVariable().put(VariationalAutoencoderParamInitializer.PZX_MEAN_B, dLdMeanB);
epsilon = meanW.mmul(currentDelta.transpose()).transpose();
int nEncoderLayers = encoderLayerSizes.length;
IActivation afn = layerConf().getActivationFn();
for (int i = nEncoderLayers - 1; i >= 0; i--) {
String wKey = "e" + i + WEIGHT_KEY_SUFFIX;
String bKey = "e" + i + BIAS_KEY_SUFFIX;
INDArray weights = getParamWithNoise(wKey, true, workspaceMgr);
INDArray dLdW = gradientViews.get(wKey);
INDArray dLdB = gradientViews.get(bKey);
INDArray preOut = fwd.encoderPreOuts[i];
currentDelta = afn.backprop(preOut, epsilon).getFirst();
INDArray actInput;
if (i == 0) {
actInput = input;
} else {
actInput = fwd.encoderActivations[i - 1];
}
Nd4j.gemm(actInput, currentDelta, dLdW, true, false, 1.0, 0.0);
currentDelta.sum(dLdB, 0); //dLdB is initialized/zeroed first in sum op
gradient.gradientForVariable().put(wKey, dLdW);
gradient.gradientForVariable().put(bKey, dLdB);
if(i == 0) {
epsilon = workspaceMgr.createUninitialized(ArrayType.ACTIVATION_GRAD, currentDelta.dataType(), new long[]{weights.size(0), currentDelta.size(0)}, 'f');
weights.mmuli(currentDelta.transpose(), epsilon);
epsilon = epsilon.transpose();
} else {
epsilon = weights.mmul(currentDelta.transpose()).transpose();
}
}
return new Pair<>(gradient, epsilon);
}
public INDArray preOutput(boolean training, LayerWorkspaceMgr workspaceMgr) {
VAEFwdHelper f = doForward(training, false, workspaceMgr);
return f.pzxMeanPreOut;
}
@AllArgsConstructor
@Data
private static class VAEFwdHelper {
private INDArray[] encoderPreOuts;
private INDArray pzxMeanPreOut;
private INDArray[] encoderActivations;
}
private VAEFwdHelper doForward(boolean training, boolean forBackprop, LayerWorkspaceMgr workspaceMgr) {
assertInputSet(false);
//TODO input validation
int nEncoderLayers = encoderLayerSizes.length;
INDArray[] encoderPreOuts = new INDArray[encoderLayerSizes.length];
INDArray[] encoderActivations = new INDArray[encoderLayerSizes.length];
INDArray current = input.castTo(getParam("e0" + WEIGHT_KEY_SUFFIX).dataType());
for (int i = 0; i < nEncoderLayers; i++) {
String wKey = "e" + i + WEIGHT_KEY_SUFFIX;
String bKey = "e" + i + BIAS_KEY_SUFFIX;
INDArray weights = getParamWithNoise(wKey, training, workspaceMgr);
INDArray bias = getParamWithNoise(bKey, training, workspaceMgr);
current = current.mmul(weights).addiRowVector(bias);
if (forBackprop) {
encoderPreOuts[i] = current.dup();
}
layerConf().getActivationFn().getActivation(current, training);
encoderActivations[i] = current;
}
//Finally, calculate mean value:
INDArray mW = getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_MEAN_W, training, workspaceMgr);
INDArray mB = getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_MEAN_B, training, workspaceMgr);
INDArray pzxMean = workspaceMgr.createUninitialized(ArrayType.ACTIVATIONS, mW.dataType(), new long[]{current.size(0), mW.size(1)}, 'f');
pzxMean = current.mmuli(mW, pzxMean).addiRowVector(mB);
return new VAEFwdHelper(encoderPreOuts, pzxMean, encoderActivations);
}
@Override
public INDArray activate(boolean training, LayerWorkspaceMgr workspaceMgr) {
INDArray output = preOutput(training, workspaceMgr); //Mean values for p(z|x)
pzxActivationFn.getActivation(output, training);
return output;
}
@Override
public INDArray activate(INDArray input, boolean training, LayerWorkspaceMgr workspaceMgr) {
setInput(input, workspaceMgr);
return activate(training, workspaceMgr);
}
@Override
public Collection getListeners() {
if (trainingListeners == null) {
return null;
}
return new ArrayList<>(trainingListeners);
}
@Override
public void setListeners(TrainingListener... listeners) {
setListeners(Arrays.asList(listeners));
}
@Override
public void setListeners(Collection listeners) {
if (trainingListeners == null)
trainingListeners = new ArrayList<>();
else
trainingListeners.clear();
if (trainingListeners == null)
trainingListeners = new ArrayList<>();
else
trainingListeners.clear();
if (listeners != null && !listeners.isEmpty()) {
trainingListeners.addAll(listeners);
}
}
/**
* This method ADDS additional TrainingListener to existing listeners
*
* @param listeners
*/
@Override
public void addListeners(TrainingListener... listeners) {
if (this.trainingListeners == null) {
setListeners(listeners);
return;
}
for (TrainingListener listener : listeners)
trainingListeners.add(listener);
}
@Override
public void setIndex(int index) {
this.index = index;
}
@Override
public int getIndex() {
return index;
}
@Override
public void setInput(INDArray input, LayerWorkspaceMgr layerWorkspaceMgr) {
this.input = input;
}
@Override
public void setInputMiniBatchSize(int size) {
}
@Override
public int getInputMiniBatchSize() {
if (input.size(0) > Integer.MAX_VALUE)
throw new ND4JArraySizeException();
return (int) input.size(0);
}
@Override
public void setMaskArray(INDArray maskArray) {
this.maskArray = maskArray;
}
@Override
public INDArray getMaskArray() {
return maskArray;
}
@Override
public boolean isPretrainLayer() {
return true;
}
@Override
public void clearNoiseWeightParams() {
weightNoiseParams.clear();
}
@Override
public void allowInputModification(boolean allow) {
//No op
}
@Override
public Pair feedForwardMaskArray(INDArray maskArray, MaskState currentMaskState,
int minibatchSize) {
throw new UnsupportedOperationException("Not yet implemented " + layerId());
}
@Override
public LayerHelper getHelper() {
return null;
}
@Override
public void fit() {
if (input == null) {
throw new IllegalStateException("Cannot fit layer: layer input is null (not set) " + layerId());
}
if (solver == null) {
try (MemoryWorkspace workspace = Nd4j.getMemoryManager().scopeOutOfWorkspaces()) {
solver = new Solver.Builder().model(this).configure(conf()).listeners(getListeners()).build();
}
}
this.optimizer = solver.getOptimizer();
solver.optimize(LayerWorkspaceMgr.noWorkspaces()); //TODO FIXME
}
/**
* Calculate the reconstruction probability, as described in An & Cho, 2015 - "Variational Autoencoder based
* Anomaly Detection using Reconstruction Probability" (Algorithm 4)
* The authors describe it as follows: "This is essentially the probability of the data being generated from a given
* latent variable drawn from the approximate posterior distribution."
*
* Specifically, for each example x in the input, calculate p(x). Note however that p(x) is a stochastic (Monte-Carlo)
* estimate of the true p(x), based on the specified number of samples. More samples will produce a more accurate
* (lower variance) estimate of the true p(x) for the current model parameters.
*
* Internally uses {@link #reconstructionLogProbability(INDArray, int)} for the actual implementation.
* That method may be more numerically stable in some cases.
*
* The returned array is a column vector of reconstruction probabilities, for each example. Thus, reconstruction probabilities
* can (and should, for efficiency) be calculated in a batched manner.
*
* @param data The data to calculate the reconstruction probability for
* @param numSamples Number of samples with which to base the reconstruction probability on.
* @return Column vector of reconstruction probabilities for each example (shape: [numExamples,1])
*/
public INDArray reconstructionProbability(INDArray data, int numSamples) {
INDArray reconstructionLogProb = reconstructionLogProbability(data, numSamples);
return Transforms.exp(reconstructionLogProb.castTo(DataType.DOUBLE), false); //Cast to double to reduce risk of numerical underflow
}
/**
* Return the log reconstruction probability given the specified number of samples.
* See {@link #reconstructionLogProbability(INDArray, int)} for more details
*
* @param data The data to calculate the log reconstruction probability
* @param numSamples Number of samples with which to base the reconstruction probability on.
* @return Column vector of reconstruction log probabilities for each example (shape: [numExamples,1])
*/
public INDArray reconstructionLogProbability(INDArray data, int numSamples) {
if (numSamples <= 0) {
throw new IllegalArgumentException(
"Invalid input: numSamples must be > 0. Got: " + numSamples + " " + layerId());
}
if (reconstructionDistribution instanceof LossFunctionWrapper) {
throw new UnsupportedOperationException("Cannot calculate reconstruction log probability when using "
+ "a LossFunction (via LossFunctionWrapper) instead of a ReconstructionDistribution: ILossFunction "
+ "instances are not in general probabilistic, hence it is not possible to calculate reconstruction probability "
+ layerId());
}
data = data.castTo(dataType);
//Forward pass through the encoder and mean for P(Z|X)
LayerWorkspaceMgr workspaceMgr = LayerWorkspaceMgr.noWorkspaces(); //TODO add workspace support to this method
setInput(data, workspaceMgr);
VAEFwdHelper fwd = doForward(true, true, workspaceMgr);
IActivation afn = layerConf().getActivationFn();
//Forward pass through logStd^2 for P(Z|X)
INDArray pzxLogStd2W = getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_W, false, workspaceMgr);
INDArray pzxLogStd2b = getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_LOGSTD2_B, false, workspaceMgr);
INDArray meanZ = fwd.pzxMeanPreOut;
INDArray logStdev2Z = fwd.encoderActivations[fwd.encoderActivations.length - 1].mmul(pzxLogStd2W)
.addiRowVector(pzxLogStd2b);
pzxActivationFn.getActivation(meanZ, false);
pzxActivationFn.getActivation(logStdev2Z, false);
INDArray pzxSigma = Transforms.exp(logStdev2Z, false);
Transforms.sqrt(pzxSigma, false);
val minibatch = input.size(0);
val size = fwd.pzxMeanPreOut.size(1);
INDArray pxzw = getParamWithNoise(VariationalAutoencoderParamInitializer.PXZ_W, false, workspaceMgr);
INDArray pxzb = getParamWithNoise(VariationalAutoencoderParamInitializer.PXZ_B, false, workspaceMgr);
INDArray[] decoderWeights = new INDArray[decoderLayerSizes.length];
INDArray[] decoderBiases = new INDArray[decoderLayerSizes.length];
for (int i = 0; i < decoderLayerSizes.length; i++) {
String wKey = "d" + i + WEIGHT_KEY_SUFFIX;
String bKey = "d" + i + BIAS_KEY_SUFFIX;
decoderWeights[i] = getParamWithNoise(wKey, false, workspaceMgr);
decoderBiases[i] = getParamWithNoise(bKey, false, workspaceMgr);
}
INDArray sumReconstructionNegLogProbability = null;
for (int i = 0; i < numSamples; i++) {
INDArray e = Nd4j.randn(dataType, minibatch, size);
INDArray z = e.muli(pzxSigma).addi(meanZ); //z = mu + sigma * e, with e ~ N(0,1)
//Do forward pass through decoder
int nDecoderLayers = decoderLayerSizes.length;
INDArray currentActivations = z;
for (int j = 0; j < nDecoderLayers; j++) {
currentActivations = currentActivations.mmul(decoderWeights[j]).addiRowVector(decoderBiases[j]);
afn.getActivation(currentActivations, false);
}
//And calculate reconstruction distribution preOut
INDArray pxzDistributionPreOut = currentActivations.mmul(pxzw).addiRowVector(pxzb);
if (i == 0) {
sumReconstructionNegLogProbability =
reconstructionDistribution.exampleNegLogProbability(data, pxzDistributionPreOut);
} else {
sumReconstructionNegLogProbability
.addi(reconstructionDistribution.exampleNegLogProbability(data, pxzDistributionPreOut));
}
}
setInput(null, workspaceMgr);
return sumReconstructionNegLogProbability.divi(-numSamples);
}
/**
* Given a specified values for the latent space as input (latent space being z in p(z|data)), generate output
* from P(x|z), where x = E[P(x|z)]
* i.e., return the mean value for the distribution P(x|z)
*
* @param latentSpaceValues Values for the latent space. size(1) must equal nOut configuration parameter
* @return Sample of data: E[P(x|z)]
*/
public INDArray generateAtMeanGivenZ(INDArray latentSpaceValues) {
INDArray pxzDistributionPreOut = decodeGivenLatentSpaceValues(latentSpaceValues, LayerWorkspaceMgr.noWorkspaces()); //TODO workspace support
return reconstructionDistribution.generateAtMean(pxzDistributionPreOut);
}
/**
* Given a specified values for the latent space as input (latent space being z in p(z|data)), randomly generate output
* x, where x ~ P(x|z)
*
* @param latentSpaceValues Values for the latent space. size(1) must equal nOut configuration parameter
* @return Sample of data: x ~ P(x|z)
*/
public INDArray generateRandomGivenZ(INDArray latentSpaceValues, LayerWorkspaceMgr workspaceMgr) {
INDArray pxzDistributionPreOut = decodeGivenLatentSpaceValues(latentSpaceValues, workspaceMgr);
return reconstructionDistribution.generateRandom(pxzDistributionPreOut);
}
private INDArray decodeGivenLatentSpaceValues(INDArray latentSpaceValues, LayerWorkspaceMgr workspaceMgr) {
if (latentSpaceValues.size(1) != getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_MEAN_W, false, workspaceMgr).size(1)) {
throw new IllegalArgumentException("Invalid latent space values: expected size "
+ getParamWithNoise(VariationalAutoencoderParamInitializer.PZX_MEAN_W, false, workspaceMgr).size(1)
+ ", got size (dimension 1) = " + latentSpaceValues.size(1) + " " + layerId());
}
//Do forward pass through decoder
int nDecoderLayers = decoderLayerSizes.length;
INDArray currentActivations = latentSpaceValues;
IActivation afn = layerConf().getActivationFn();
for (int i = 0; i < nDecoderLayers; i++) {
String wKey = "d" + i + WEIGHT_KEY_SUFFIX;
String bKey = "d" + i + BIAS_KEY_SUFFIX;
INDArray w = getParamWithNoise(wKey, false, workspaceMgr);
INDArray b = getParamWithNoise(bKey, false, workspaceMgr);
currentActivations = currentActivations.mmul(w).addiRowVector(b);
afn.getActivation(currentActivations, false);
}
INDArray pxzw = getParamWithNoise(VariationalAutoencoderParamInitializer.PXZ_W, false, workspaceMgr);
INDArray pxzb = getParamWithNoise(VariationalAutoencoderParamInitializer.PXZ_B, false, workspaceMgr);
return currentActivations.mmul(pxzw).addiRowVector(pxzb);
}
/**
* Does the reconstruction distribution have a loss function (such as mean squared error) or is it a standard
* probabilistic reconstruction distribution?
*/
public boolean hasLossFunction() {
return reconstructionDistribution.hasLossFunction();
}
/**
* Return the reconstruction error for this variational autoencoder.
* NOTE (important): This method is used ONLY for VAEs that have a standard neural network loss function (i.e.,
* an {@link ILossFunction} instance such as mean squared error) instead of using a
* probabilistic reconstruction distribution P(x|z) for the reconstructions (as presented in the VAE architecture by
* Kingma and Welling).
* You can check if the VAE has a loss function using {@link #hasLossFunction()}
* Consequently, the reconstruction error is a simple deterministic function (no Monte-Carlo sampling is required,
* unlike {@link #reconstructionProbability(INDArray, int)} and {@link #reconstructionLogProbability(INDArray, int)})
*
* @param data The data to calculate the reconstruction error on
* @return Column vector of reconstruction errors for each example (shape: [numExamples,1])
*/
public INDArray reconstructionError(INDArray data) {
if (!hasLossFunction()) {
throw new IllegalStateException(
"Cannot use reconstructionError method unless the variational autoencoder is "
+ "configured with a standard loss function (via LossFunctionWrapper). For VAEs utilizing a reconstruction "
+ "distribution, use the reconstructionProbability or reconstructionLogProbability methods "
+ layerId());
}
INDArray pZXMean = activate(data, false, LayerWorkspaceMgr.noWorkspaces());
INDArray reconstruction = generateAtMeanGivenZ(pZXMean); //Not probabilistic -> "mean" == output
if (reconstructionDistribution instanceof CompositeReconstructionDistribution) {
CompositeReconstructionDistribution c = (CompositeReconstructionDistribution) reconstructionDistribution;
return c.computeLossFunctionScoreArray(data, reconstruction);
} else {
LossFunctionWrapper lfw = (LossFunctionWrapper) reconstructionDistribution;
ILossFunction lossFunction = lfw.getLossFunction();
//Re: the activation identity here - the reconstruction array already has the activation function applied,
// so we don't want to apply it again. i.e., we are passing the output, not the pre-output.
return lossFunction.computeScoreArray(data, reconstruction, new ActivationIdentity(), null);
}
}
public void assertInputSet(boolean backprop){
if(input == null){
if(backprop){
throw new IllegalStateException("Cannot perform backprop in layer " + getClass().getSimpleName()
+ ": layer input field is not set");
} else {
throw new IllegalStateException("Cannot perform forward pass in layer " + getClass().getSimpleName()
+ ": layer input field is not set");
}
}
}
@Override
public void close(){
//No-op for individual layers
}
}
