Source code for pyro.distributions.batch_norm

from __future__ import absolute_import, division, print_function

import torch
import torch.nn as nn
from torch.distributions import constraints
import torch.nn.functional as F

from pyro.distributions.torch_transform import TransformModule
from pyro.distributions.util import copy_docs_from


[docs]@copy_docs_from(TransformModule) class BatchNormTransform(TransformModule): """ A type of batch normalization that can be used to stabilize training in normalizing flows. The inverse operation is defined as :math:`x = (y - \\hat{\\mu}) \\oslash \\sqrt{\\hat{\\sigma^2}} \\otimes \\gamma + \\beta` that is, the standard batch norm equation, where :math:`x` is the input, :math:`y` is the output, :math:`\\gamma,\\beta` are learnable parameters, and :math:`\\hat{\\mu}`/:math:`\\hat{\\sigma^2}` are smoothed running averages of the sample mean and variance, respectively. The constraint :math:`\\gamma>0` is enforced to ease calculation of the log-det-Jacobian term. This is an element-wise transform, and when applied to a vector, learns two parameters (:math:`\\gamma,\\beta`) for each dimension of the input. When the module is set to training mode, the moving averages of the sample mean and variance are updated every time the inverse operator is called, e.g., when a normalizing flow scores a minibatch with the `log_prob` method. Also, when the module is set to training mode, the sample mean and variance on the current minibatch are used in place of the smoothed averages, :math:`\\hat{\\mu}` and :math:`\\hat{\\sigma^2}`, for the inverse operator. For this reason it is not the case that :math:`x=g(g^{-1}(x))` during training, i.e., that the inverse operation is the inverse of the forward one. Example usage: >>> from pyro.nn import AutoRegressiveNN >>> from pyro.distributions import InverseAutoregressiveFlow >>> base_dist = dist.Normal(torch.zeros(10), torch.ones(10)) >>> iafs = [InverseAutoregressiveFlow(AutoRegressiveNN(10, [40])) for _ in range(2)] >>> bn = BatchNormTransform(10) >>> flow_dist = dist.TransformedDistribution(base_dist, [iafs[0], bn, iafs[1]]) >>> flow_dist.sample() # doctest: +SKIP tensor([-0.4071, -0.5030, 0.7924, -0.2366, -0.2387, -0.1417, 0.0868, 0.1389, -0.4629, 0.0986]) :param input_dim: the dimension of the input :type input_dim: int :param momentum: momentum parameter for updating moving averages :type momentum: float :param epsilon: small number to add to variances to ensure numerical stability :type epsilon: float References: [1] Sergey Ioffe and Christian Szegedy. Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift. In International Conference on Machine Learning, 2015. https://arxiv.org/abs/1502.03167 [2] Laurent Dinh, Jascha Sohl-Dickstein, and Samy Bengio. Density Estimation using Real NVP. In International Conference on Learning Representations, 2017. https://arxiv.org/abs/1605.08803 [3] George Papamakarios, Theo Pavlakou, and Iain Murray. Masked Autoregressive Flow for Density Estimation. In Neural Information Processing Systems, 2017. https://arxiv.org/abs/1705.07057 """ domain = constraints.real codomain = constraints.real bijective = True event_dim = 0 def __init__(self, input_dim, momentum=0.1, epsilon=1e-5): super(BatchNormTransform, self).__init__() self.input_dim = input_dim self.gamma = nn.Parameter(torch.zeros(input_dim)) self.beta = nn.Parameter(torch.zeros(input_dim)) self.momentum = momentum self.epsilon = epsilon self.register_buffer('moving_mean', torch.zeros(input_dim)) self.register_buffer('moving_variance', torch.ones(input_dim)) @property def constrained_gamma(self): return F.relu(self.gamma) + 1e-6 def _call(self, x): """ :param x: the input into the bijection :type x: torch.Tensor Invokes the bijection x=>y; in the prototypical context of a TransformedDistribution `x` is a sample from the base distribution (or the output of a previous flow) """ # Enforcing the constraint that gamma is positive return (x - self.beta) / self.constrained_gamma * \ torch.sqrt(self.moving_variance + self.epsilon) + self.moving_mean def _inverse(self, y): """ :param y: the output of the bijection :type y: torch.Tensor Inverts y => x. """ # During training, keep smoothed average of sample mean and variance if self.training: mean, var = y.mean(0), y.var(0) # NOTE: The momentum variable agrees with the definition in e.g. `torch.nn.BatchNorm1d` self.moving_mean.mul_(1 - self.momentum).add_(mean * self.momentum) self.moving_variance.mul_(1 - self.momentum).add_(var * self.momentum) # During test time, use smoothed averages rather than the sample ones else: mean, var = self.moving_mean, self.moving_variance return (y - mean) * self.constrained_gamma / torch.sqrt(var + self.epsilon) + self.beta
[docs] def log_abs_det_jacobian(self, x, y): """ Calculates the elementwise determinant of the log jacobian, dx/dy """ if self.training: var = torch.var(y, dim=0, keepdim=True) else: # NOTE: You wouldn't typically run this function in eval mode, but included for gradient tests var = self.moving_variance return (-self.constrained_gamma.log() + 0.5 * torch.log(var + self.epsilon))