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api-master/api/Parameters.py
from collections import defaultdict from Helpers import * import requests import json import time def process(params,q): nested_dict = lambda: defaultdict(nested_dict) params = {k.lower(): v for k, v in params.items()} # Lowercase all parameter names passed suggested_sort = "desc"; conditions = ["subreddit","author"] for condition in conditions: if condition in params and params[condition] is not None: terms = nested_dict() if not isinstance(params[condition], (list, tuple)): params[condition] = [params[condition]] params[condition] = [x.lower() for x in params[condition]] terms['terms'][condition] = params[condition] q['query']['bool']['filter'].append(terms) if 'after' in params and params['after'] is not None: if LooksLikeInt(params['after']): params['after'] = int(params['after']) elif params['after'][-1:].lower() == "d": params['after'] = int(time.time()) - (int(params['after'][:-1]) * 86400) elif params['after'][-1:].lower() == "h": params['after'] = int(time.time()) - (int(params['after'][:-1]) * 3600) elif params['after'][-1:].lower() == "m": params['after'] = int(time.time()) - (int(params['after'][:-1]) * 60) elif params['after'][-1:].lower() == "s": params['after'] = int(time.time()) - (int(params['after'][:-1])) range = nested_dict() range['range']['created_utc']['gt'] = params['after'] q['query']['bool']['filter'].append(range) suggested_sort = "asc" else: params['after'] = None if 'before' in params and params['before'] is not None: if LooksLikeInt(params['before']): params['before'] = int(params['before']) elif params['before'][-1:].lower() == "d": params['before'] = int(time.time()) - (int(params['before'][:-1]) * 86400) elif params['before'][-1:].lower() == "h": params['before'] = int(time.time()) - (int(params['before'][:-1]) * 3600) elif params['before'][-1:].lower() == "m": params['before'] = int(time.time()) - (int(params['before'][:-1]) * 60) elif params['before'][-1:].lower() == "s": params['before'] = int(time.time()) - (int(params['before'][:-1])) range = nested_dict() range['range']['created_utc']['lt'] = params['before'] q['query']['bool']['filter'].append(range) else: params['before'] = None if 'score' in params and params['score'] is not None: range = nested_dict() if params['score'][:1] == "<": range['range']['score']['lt'] = int(params['score'][1:]) elif params['score'][:1] == ">": range['range']['score']['gt'] = int(params['score'][1:]) elif LooksLikeInt(params['score']): range['term']['score'] = int(params['score']) q['query']['bool']['filter'].append(range) if 'num_comments' in params and params['num_comments'] is not None: range = nested_dict() if params['num_comments'][:1] == "<": range['range']['num_comments']['lt'] = int(params['num_comments'][1:]) elif params['num_comments'][:1] == ">": range['range']['num_comments']['gt'] = int(params['num_comments'][1:]) elif LooksLikeInt(params['num_comments']): range['term']['num_comments'] = int(params['num_comments']) q['query']['bool']['filter'].append(range) conditions = ["over_18","is_video","stickied","spoiler","locked","contest_mode"] for condition in conditions: if condition in params and params[condition] is not None: parameter = nested_dict() if params[condition].lower() == 'true' or params[condition] == "1": parameter['term'][condition] = "true" print ("Got here") elif params[condition].lower() == 'false' or params[condition] == "0": parameter['term'][condition] = "false" q['query']['bool']['filter'].append(parameter) if 'sort_type' in params and params['sort_type'] is not None: params["sort_type"] = params['sort_type'].lower() else: params["sort_type"] = "created_utc" if 'limit' in params: params['size'] = params['limit'] if 'size' in params and params['size'] is not None and LooksLikeInt(params['size']): size = 500 if int(params['size']) > 500 else int(params['size']) q['size'] = params['size'] = size else: q['size'] = params['size'] = 25 if 'order' in params and params['order'] is not None: params['sort'] = params['order'].lower() if 'sort' in params and params['sort'] is not None: params['sort'] = params['sort'].lower() else: params['sort'] = suggested_sort q['sort'][params['sort_type']] = params['sort'] if 'frequency' in params and params['frequency'].lower() in ['second','minute','hour','day','week','month']: params['frequency'] = params['frequency'].lower() else: params['frequency'] = None return(params,q)
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api
api-master/api/api.py
#!/usr/bin/env python3 import falcon import json import requests import time import html import DBFunctions import psycopg2 import math import redis from pprint import pprint from inspect import getmembers from collections import defaultdict import Submission import Comment import User import Parameters from Helpers import * from configparser import ConfigParser api = falcon.API() api.add_route('/reddit/search', Comment.search()) api.add_route('/reddit/comment/search', Comment.search()) api.add_route('/reddit/search/comment', Comment.search()) api.add_route('/reddit/search/submission', Submission.search()) api.add_route('/reddit/submission/search', Submission.search()) api.add_route('/reddit/analyze/user/{author}', User.Analyze()) api.add_route('/get/comment_ids/{submission_id}', Submission.getCommentIDs()) api.add_route('/reddit/submission/comment_ids/{submission_id}', Submission.getCommentIDs())
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api
api-master/api/Comment.py
import time import html from collections import defaultdict import Parameters from Helpers import * import DBFunctions class search: params = None def on_get(self, req, resp): start = time.time() q = req.get_param('q'); self.params = req.params if 'ids' in self.params: data = self.getIds(self.params['ids']) else: data = self.doElasticSearch() end = time.time() data["metadata"]["execution_time_milliseconds"] = round((end - start) * 1000,2) data["metadata"]["version"] = "v3.0" resp.cache_control = ["public","max-age=2","s-maxage=2"] resp.body = json.dumps(data,sort_keys=True,indent=4, separators=(',', ': ')) def getIds(self,ids): if not isinstance(ids, (list, tuple)): ids = [ids] ids_to_get_from_db = [] for id in ids: id = id.lower() if id[:3] == "t1_": id = id[3:] ids_to_get_from_db.append(base36decode(id)) rows = DBFunctions.pgdb.execute("SELECT * FROM comment WHERE (json->>'id')::bigint IN %s LIMIT 5000",tuple(ids_to_get_from_db)) results = [] data = {} if rows: for row in rows: comment = row[0] comment['id'] = base36encode(comment['id']) if 'parent_id' not in comment or comment['parent_id'] == None: comment['parent_id'] = "t3_" + base36encode(comment['link_id']) elif comment['parent_id'] == comment['link_id']: comment['parent_id'] = "t3_" + base36encode(comment['link_id']) else: comment['parent_id'] = "t1_" + base36encode(comment['parent_id']) if 'subreddit_id' in comment: comment['subreddit_id'] = "t5_" + base36encode(comment['subreddit_id']) comment['link_id'] = "t3_" + base36encode(comment['link_id']) comment.pop('name', None) results.append(comment) data["data"] = results data["metadata"] = {} return data def doElasticSearch(self): response = self.search("http://mars:9200/rc/comments/_search") results = [] data = {} for hit in response["data"]["hits"]["hits"]: source = hit["_source"] source["id"] = base36encode(int(hit["_id"])) source["link_id"] = "t3_" + base36encode(source["link_id"]) if 'parent_id' in source: source["parent_id"] = "t1_" + base36encode(source["parent_id"]) else: source["parent_id"] = source["link_id"] source["subreddit_id"] = "t5_" + base36encode(source["subreddit_id"]) if 'author_flair_text' in source: source["author_flair_text"] = html.unescape(source["author_flair_text"]) else: source["author_flair_text"] = None if 'author_flair_css_class' in source: source["author_flair_css_class"] = html.unescape(source["author_flair_css_class"]) else: source["author_flair_css_class"] = None if 'fields' in self.params: if isinstance(self.params['fields'], str): self.params['fields'] = [self.params['fields']] self.params['fields'] = [x.lower() for x in self.params['fields']] for key in list(source): if key.lower() not in self.params['fields']: source.pop(key, None) results.append(source) if 'aggregations' in response["data"]: data["aggs"] = {} if 'subreddit' in response["data"]["aggregations"]: for bucket in response["data"]["aggregations"]["subreddit"]["buckets"]: bucket["score"] = bucket["doc_count"] / bucket["bg_count"] newlist = sorted(response["data"]["aggregations"]["subreddit"]["buckets"], key=lambda k: k['score'], reverse=True) data["aggs"]["subreddit"] = newlist if 'author' in response["data"]["aggregations"]: for bucket in response["data"]["aggregations"]["author"]["buckets"]: if 'score' in bucket: bucket["score"] = bucket["doc_count"] / bucket["bg_count"] newlist = response["data"]["aggregations"]["author"]["buckets"] data["aggs"]["author"] = newlist if 'created_utc' in response["data"]["aggregations"]: for bucket in response["data"]["aggregations"]["created_utc"]["buckets"]: bucket.pop('key_as_string', None) bucket["key"] = int(bucket["key"] / 1000) data["aggs"]["created_utc"] = response["data"]["aggregations"]["created_utc"]["buckets"] if 'link_id' in response["data"]["aggregations"]: ids = [] for bucket in response["data"]["aggregations"]["link_id"]["buckets"]: if 'score' in bucket: bucket["score"] = bucket["doc_count"] / bucket["bg_count"] ids.append(bucket["key"]) submission_data = getSubmissionsFromES(ids) newlist = [] after = 0 if "after" in self.params: after = int(self.params["after"]) for item in response["data"]["aggregations"]["link_id"]["buckets"]: if item["key"] in submission_data and submission_data[item["key"]]["created_utc"] > after: item["data"] = submission_data[item["key"]] item["data"]["full_link"] = "https://www.reddit.com" + item["data"]["permalink"] newlist.append(item) data["aggs"]["link_id"] = newlist data["data"] = results data["metadata"] = {} data["metadata"] = response["metadata"] data["metadata"]["results_returned"] = len(response["data"]["hits"]["hits"]) data["metadata"]["timed_out"] = response["data"]["timed_out"] data["metadata"]["total_results"] = response["data"]["hits"]["total"] data["metadata"]["shards"] = {} data["metadata"]["shards"] = response["data"]["_shards"] return data def search(self, uri): nested_dict = lambda: defaultdict(nested_dict) q = nested_dict() q['query']['bool']['filter'] = [] if 'q' in self.params and self.params['q'] is not None: sqs = nested_dict() sqs['simple_query_string']['query'] = self.params['q'] sqs['simple_query_string']['fields'] = ['body'] sqs['simple_query_string']['default_operator'] = 'and' q['query']['bool']['filter'].append(sqs) self.params, q = Parameters.process(self.params,q) min_doc_count = 0 if 'min_doc_count' in self.params and self.params['min_doc_count'] is not None and LooksLikeInt(self.params['min_doc_count']): min_doc_count = params['min_doc_count'] if 'aggs' in self.params: if isinstance(self.params['aggs'], str): self.params['aggs'] = [self.params['aggs']] for agg in list(self.params['aggs']): if agg.lower() == 'subreddit': q['aggs']['subreddit']['significant_terms']['field'] = "subreddit.keyword" q['aggs']['subreddit']['significant_terms']['size'] = 1000 q['aggs']['subreddit']['significant_terms']['script_heuristic']['script']['lang'] = "painless" q['aggs']['subreddit']['significant_terms']['script_heuristic']['script']['inline'] = "params._subset_freq" q['aggs']['subreddit']['significant_terms']['min_doc_count'] = min_doc_count if agg.lower() == 'author': q['aggs']['author']['terms']['field'] = 'author.keyword' q['aggs']['author']['terms']['size'] = 1000 q['aggs']['author']['terms']['order']['_count'] = 'desc' if agg.lower() == 'created_utc': q['aggs']['created_utc']['date_histogram']['field'] = "created_utc" if self.params['frequency'] is None: self.params['frequency'] = "day" q['aggs']['created_utc']['date_histogram']['interval'] = self.params['frequency'] q['aggs']['created_utc']['date_histogram']['order']['_key'] = "asc" if agg.lower() == 'link_id': q['aggs']['link_id']['terms']['field'] = "link_id" q['aggs']['link_id']['terms']['size'] = 250 q['aggs']['link_id']['terms']['order']['_count'] = "desc" response = None try: response = requests.get("http://mars:9200/rc/comments/_search", data=json.dumps(q)) except requests.exceptions.RequestException as e: response = requests.get("http://jupiter:9200/rc/comments/_search", data=json.dumps(q)) results = {} results['data'] = json.loads(response.text) results['metadata'] = {} results['metadata']['size'] = self.params['size'] results['metadata']['sort'] = self.params['sort'] results['metadata']['sort_type'] = self.params['sort_type'] if 'after' in self.params and self.params['after'] is not None: results['metadata']['after'] = self.params['after'] return results
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py
api
api-master/api/Submission.py
import time import html from collections import defaultdict import Parameters from Helpers import * class search: params = None def on_get(self, req, resp): self.start = time.time() q = req.get_param('q'); self.params = req.params if 'ids' in self.params: data = self.getIds(self.params['ids']) end = time.time() data["metadata"] = {} data["metadata"]["execution_time_milliseconds"] = round((end - self.start) * 1000,2) data["metadata"]["version"] = "v3.0" resp.cache_control = ["public","max-age=2","s-maxage=2"] resp.body = json.dumps(data,sort_keys=True,indent=4, separators=(',', ': ')) return response = self.search("http://mars:9200/rs/submissions/_search"); results = [] data = {} for hit in response["data"]["hits"]["hits"]: source = hit["_source"] source["id"] = base36encode(int(hit["_id"])) if 'subreddit_id' in source and source["subreddit_id"] is not None and LooksLikeInt(source["subreddit_id"]): source["subreddit_id"] = "t5_" + base36encode(source["subreddit_id"]) else: source["subreddit_id"] = None if 'author_flair_text' in source: source["author_flair_text"] = html.unescape(source["author_flair_text"]) else: source["author_flair_text"] = None if 'author_flair_css_class' in source: source["author_flair_css_class"] = html.unescape(source["author_flair_css_class"]) else: source["author_flair_css_class"] = None if source["permalink"]: source["full_link"] = "https://www.reddit.com" + source["permalink"] if 'fields' in self.params: if isinstance(self.params['fields'], str): self.params['fields'] = [self.params['fields']] self.params['fields'] = [x.lower() for x in self.params['fields']] for key in list(source): if key.lower() not in self.params['fields']: source.pop(key, None) results.append(source) if 'aggregations' in response["data"]: data['aggs'] = {} if 'subreddit' in response['data']['aggregations']: for bucket in response['data']['aggregations']['subreddit']['buckets']: bucket['score'] = round(bucket['doc_count'] / bucket['bg_count'],5) newlist = sorted(response['data']['aggregations']['subreddit']['buckets'], key=lambda k: k['score'], reverse=True) data['aggs']['subreddit'] = newlist if 'author' in response['data']['aggregations']: for bucket in response['data']['aggregations']['author']['buckets']: if 'score' in bucket: bucket['score'] = bucket['doc_count'] / bucket['bg_count'] newlist = response['data']['aggregations']['author']['buckets'] data['aggs']['author'] = newlist if 'created_utc' in response['data']['aggregations']: for bucket in response['data']['aggregations']['created_utc']['buckets']: bucket.pop('key_as_string', None) bucket['key'] = int(bucket['key'] / 1000) data['aggs']['created_utc'] = response['data']['aggregations']['created_utc']['buckets'] if 'domain' in response['data']['aggregations']: newBuckets = [] for bucket in response['data']['aggregations']['domain']['buckets']: if 'self.' in bucket['key']: continue else: newBuckets.append(bucket) data['aggs']['domain'] = newBuckets if 'time_of_day' in response['data']['aggregations']: for bucket in response['data']['aggregations']['time_of_day']['buckets']: bucket['bg_percentage'] = round(bucket['bg_count'] * 100 / response['data']['aggregations']['time_of_day']['bg_count'], 5) bucket['doc_percentage'] = round(bucket['doc_count'] * 100 / response['data']['aggregations']['time_of_day']['doc_count'], 5) bucket['deviation_percentage'] = round(bucket['doc_percentage'] - bucket['bg_percentage'],4) bucket['utc_hour'] = bucket['key'] bucket.pop('score', None) bucket.pop('key',None) newlist = sorted(response['data']['aggregations']['time_of_day']['buckets'], key=lambda k: k['utc_hour']) data['aggs']['time_of_day'] = newlist end = time.time() data['data'] = results; data['metadata'] = {} data['metadata'] = response['metadata'] data['metadata'] = self.params data['metadata']['execution_time_milliseconds'] = round((end - self.start) * 1000,2) data['metadata']['version'] = 'v3.0' data['metadata']['results_returned'] = len(response['data']['hits']['hits']) data['metadata']['timed_out'] = response['data']['timed_out'] data['metadata']['total_results'] = response['data']['hits']['total'] data['metadata']['shards'] = {} data['metadata']['shards'] = response['data']['_shards'] resp.cache_control = ['public','max-age=2','s-maxage=2'] resp.body = json.dumps(data,sort_keys=True,indent=4, separators=(',', ': ')) def search(self, uri): nested_dict = lambda: defaultdict(nested_dict) q = nested_dict() q['query']['bool']['filter'] = [] q['query']['bool']['must_not'] = [] self.params, q = Parameters.process(self.params,q) if 'q' in self.params and self.params['q'] is not None: sqs = nested_dict() sqs['simple_query_string']['query'] = self.params['q'] sqs['simple_query_string']['default_operator'] = 'and' q['query']['bool']['filter'].append(sqs) conditions = ["title","selftext"] for condition in conditions: if condition in self.params and self.params[condition] is not None: sqs = nested_dict() sqs['simple_query_string']['query'] = self.params[condition] sqs['simple_query_string']['fields'] = [condition] sqs['simple_query_string']['default_operator'] = 'and' q['query']['bool']['filter'].append(sqs) not_conditions = ["title:not", "q:not", "selftext:not"] for condition in not_conditions: if condition in self.params and self.params[condition] is not None: sqs = nested_dict() sqs['simple_query_string']['query'] = self.params[condition] if condition != 'q:not': sqs['simple_query_string']['fields'] = [condition.split(":")[0]] sqs['simple_query_string']['default_operator'] = 'and' q['query']['bool']['must_not'].append(sqs) min_doc_count = 0 if 'min_doc_count' in self.params and self.params['min_doc_count'] is not None and LooksLikeInt(self.params['min_doc_count']): min_doc_count = self.params['min_doc_count'] if 'aggs' in self.params: if isinstance(self.params['aggs'], str): self.params['aggs'] = [self.params['aggs']] for agg in list(self.params['aggs']): if agg.lower() == 'subreddit': q['aggs']['subreddit']['significant_terms']['field'] = 'subreddit.keyword' q['aggs']['subreddit']['significant_terms']['size'] = 1000 q['aggs']['subreddit']['significant_terms']['script_heuristic']['script']['lang'] = 'painless' q['aggs']['subreddit']['significant_terms']['script_heuristic']['script']['inline'] = 'params._subset_freq' q['aggs']['subreddit']['significant_terms']['min_doc_count'] = min_doc_count if agg.lower() == 'author': q['aggs']['author']['terms']['field'] = 'author.keyword' q['aggs']['author']['terms']['size'] = 1000 q['aggs']['author']['terms']['order']['_count'] = 'desc' #q['aggs']['author']['significant_terms']['script_heuristic']['script']['lang'] = 'painless' #q['aggs']['author']['significant_terms']['script_heuristic']['script']['inline'] = 'params._subset_freq' #q['aggs']['author']['significant_terms']['min_doc_count'] = min_doc_count if agg.lower() == 'created_utc': q['aggs']['created_utc']['date_histogram']['field'] = 'created_utc' if self.params['frequency'] is None: self.params['frequency'] = "day" q['aggs']['created_utc']['date_histogram']['interval'] = self.params['frequency'] q['aggs']['created_utc']['date_histogram']['order']['_key'] = 'asc' if agg.lower() == 'domain': q['aggs']['domain']['terms']['field'] = 'domain.keyword' q['aggs']['domain']['terms']['size'] = 1000 q['aggs']['domain']['terms']['order']['_count'] = 'desc' if agg.lower() == 'time_of_day': q['aggs']['time_of_day']['significant_terms']['field'] = 'hour' q['aggs']['time_of_day']['significant_terms']['size'] = 25 q['aggs']['time_of_day']['significant_terms']['percentage'] response = requests.get(uri, data=json.dumps(q)) results = {} results['data'] = json.loads(response.text) results['metadata'] = {} results['metadata']['sort'] = self.params['sort'] results['metadata']['sort_type'] = self.params['sort_type'] return results def getIds(self, ids): nested_dict = lambda: defaultdict(nested_dict) if not isinstance(ids, (list, tuple)): ids = [ids] ids_to_fetch = [] for id in ids: id = id.lower() if id[:3] == "t3_": id = id[3:] ids_to_fetch.append(base36decode(id)) q = nested_dict() q["query"]["terms"]["id"] = ids_to_fetch q["size"] = 500 response = requests.get("http://mars:9200/rs/submissions/_search", data=json.dumps(q)) s = json.loads(response.text) results = [] for hit in s["hits"]["hits"]: source = hit["_source"] base_10_id = source["id"] source["id"] = base36encode(int(hit["_id"])) if 'subreddit_id' in source: source['subreddit_id'] = "t5_" + base36encode(source['subreddit_id']) source["full_link"] = "https://www.reddit.com" + source["permalink"] if 'fields' in self.params: if isinstance(self.params['fields'], str): self.params['fields'] = [self.params['fields']] self.params['fields'] = [x.lower() for x in self.params['fields']] for key in list(source): if key.lower() not in self.params['fields']: source.pop(key, None) results.append(source) data = {} data["data"] = results data["metadata"] = {} return data class getCommentIDs: def on_get(self, req, resp, submission_id): submission_id = submission_id.lower() if submission_id[:3] == 't3_': submission_id = submission_id[3:] submission_id = base36decode(submission_id) rows = DBFunctions.pgdb.execute("SELECT (json->>'id')::bigint comment_id FROM comment WHERE (json->>'link_id')::int = %s ORDER BY comment_id ASC LIMIT 50000",submission_id) results = [] data = {} if rows: for row in rows: comment_id = row[0] results.append(base36encode(comment_id)) data['data'] = results; resp.cache_control = ["public","max-age=5","s-maxage=5"] resp.body = json.dumps(data,sort_keys=True,indent=4, separators=(',', ': '))
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api
api-master/api/User.py
import time import html from collections import defaultdict import Parameters from Helpers import * class Analyze: def on_get(self, req, resp, author): start = time.time() params = req.params searchURL = 'http://mars:9200/rc/comments/_search' nested_dict = lambda: defaultdict(nested_dict) q = nested_dict() size = 2500 sort_direction = 'desc' q['query']['bool']['filter'] = [] q['size'] = size if author is not None: terms = nested_dict() terms['terms']['author'] = [author.lower()] q['query']['bool']['filter'].append(terms) q['size'] = size q['sort']['created_utc'] = sort_direction q['aggs']['created_utc']['date_histogram']['field'] = 'created_utc' q['aggs']['created_utc']['date_histogram']['interval'] = "day" q['aggs']['created_utc']['date_histogram']['order']['_key'] = 'asc' q['aggs']['subreddit']['terms']['field'] = 'subreddit.keyword' q['aggs']['subreddit']['terms']['size'] = size q['aggs']['subreddit']['terms']['order']['_count'] = 'desc' q['aggs']['link_id']['terms']['field'] = 'link_id' q['aggs']['link_id']['terms']['size'] = 25 q['aggs']['link_id']['terms']['order']['_count'] = 'desc' request = requests.get(searchURL, data=json.dumps(q)) response = json.loads(request.text) if response.get('aggregations', {}).get('link_id', {}).get('buckets',{}): for row in response['aggregations']['link_id']['buckets']: row['key'] = 't3_' + base36encode(row['key']) end = time.time() data = {} data['data'] = response data['metadata'] = {} data['metadata']['execution_time_milliseconds'] = round((end - start) * 1000,2) data['metadata']['version'] = 'v3.0' resp.cache_control = ['public','max-age=2','s-maxage=2'] resp.body = json.dumps(data,sort_keys=True,indent=4, separators=(',', ': '))
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AACVP-MVSNet
AACVP-MVSNet-main/train_AACVPMVSNet.py
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Time : 2020/8/3 0016 11:52 # @Author : Anzhu Yu # @Site : # @File : train_AACVPMVSNet.py # @Software: PyCharm # some packages used in this project from argsParser import getArgsParser, checkArgs import os import logging import torch import torch.nn as nn import torch.nn.parallel import torch.backends.cudnn as cudnn import torch.optim as optim from datasets import dtu_loader from torch.utils.data import DataLoader from torch.autograd import Variable import torch.nn.functional as F import numpy as np import time from tensorboardX import SummaryWriter from datasets import find_dataset_def from models import * from utils import * import gc import sys import datetime import torch.utils import torch.utils.checkpoint from torchscan import summary # CUDA_LAUNCH_BLOCKING=1 parser = getArgsParser() args = parser.parse_args() assert args.mode == "train", 'HERE IS THE TRAINING MODE!' checkArgs(args) torch.manual_seed(args.seed) torch.cuda.manual_seed(args.seed) cudnn.benchmark = True # logger logger = logging.getLogger() logger.setLevel(logging.INFO) curTime = time.strftime('%Y%m%d-%H%M', time.localtime(time.time())) log_path = args.loggingdir + args.info.replace(" ", "_") + "/" if not os.path.isdir(args.loggingdir): os.mkdir(args.loggingdir) if not os.path.isdir(log_path): os.mkdir(log_path) log_name = log_path + curTime + '.log' logfile = log_name formatter = logging.Formatter("%(asctime)s - %(filename)s[line:%(lineno)d] - %(levelname)s: %(message)s") fileHandler = logging.FileHandler(logfile, mode='a') fileHandler.setFormatter(formatter) logger.addHandler(fileHandler) consoleHandler = logging.StreamHandler(sys.stdout) consoleHandler.setFormatter(formatter) logger.addHandler(consoleHandler) logger.info("Logger initialized.") logger.info("Writing logs to file:" + logfile) settings_str = "All settings:\n" line_width = 20 for k, v in vars(args).items(): settings_str += '{0}: {1}\n'.format(k, v) logger.info(settings_str) # Read the Data, train_dataset = dtu_loader.MVSDataset(args, logger) train_loader = DataLoader(train_dataset, args.batch_size, shuffle=True, num_workers=16, drop_last=True) # Build the model model = AACVPMVSNet(args, group=args.groups, num_heads=args.num_heads) # Use the cuda_ids to determine the GPUs used for experiments device_id_list = [int(idd) for idd in args.cuda_ids.split(',')] if len(device_id_list) == 1 and (device_id_list[0] != 666): print("Now multi-GPUs mode activated!") device_ids = [int(args.cuda_ids)] elif (device_id_list[0] == 666): model = model.cpu() else: device_ids = device_id_list del device_id_list # GPUs if args.mode == "train" and torch.cuda.is_available(): model = nn.DataParallel(model, device_ids=device_ids, output_device=device_ids[0]) if torch.cuda.is_available(): model.cuda() model.train() if args.loss_function == "sl1": logger.info("Using smoothed L1 loss") model_loss = sL1_loss else: # MSE logger.info("Using MSE loss") model_loss = MSE_loss logger.info(">>> total params: {:.2f}M".format(sum(p.numel() for p in model.parameters()) / 1000000.0)) # model_loss = mvsnet_loss optimizer = optim.Adam(model.parameters(), lr=args.lr, betas=(0.9, 0.999), weight_decay=args.wd) # Start at a given checkpoint sw_path = args.logckptdir + args.info + "/" start_epoch = 0 if (args.mode == "train" and args.resume) or (args.mode == "test" and not args.loadckpt): logger.info("Resuming or testing...") saved_models = [fn for fn in os.listdir(sw_path) if fn.endswith(".ckpt")] saved_models = sorted(saved_models, key=lambda x: int(x.split('_')[-1].split('.')[0])) # use the latest checkpoint file loadckpt = os.path.join(sw_path, saved_models[-1]) logger.info("Resuming " + loadckpt) state_dict = torch.load(loadckpt) model.load_state_dict(state_dict['model']) optimizer.load_state_dict(state_dict['optimizer']) start_epoch = state_dict['epoch'] + 1 elif args.loadckpt: # load checkpoint file specified by args.loadckpt logger.info("loading model {}".format(args.loadckpt)) state_dict = torch.load(args.loadckpt) model.load_state_dict(state_dict['model']) print("start at epoch {}".format(start_epoch)) print('Number of model parameters: {}'.format(sum([p.data.nelement() for p in model.parameters()]))) # Training at each epoch def train(): milestones = [int(epoch_idx) for epoch_idx in args.lrepochs.split(':')[0].split(',')] lr_gamma = 1 / float(args.lrepochs.split(':')[1]) lr_scheduler = torch.optim.lr_scheduler.MultiStepLR(optimizer, milestones, gamma=lr_gamma, last_epoch=start_epoch - 1) # epoch stat last_loss = None this_loss = None for epoch_idx in range(start_epoch, args.epochs): logger.info('Epoch {}:'.format(epoch_idx)) global_step = len(train_loader) * epoch_idx if last_loss is None: last_loss = 999999 else: last_loss = this_loss this_loss = [] for batch_idx, sample in enumerate(train_loader): start_time = time.time() global_step = len(train_loader) * epoch_idx + batch_idx do_summary = global_step % args.summary_freq == 0 loss = train_sample(sample, detailed_summary=do_summary) this_loss.append(loss) logger.info( 'Epoch {}/{}, Iter {}/{}, train loss = {:.3f}, time = {:.3f}'.format(epoch_idx, args.epochs, batch_idx, len(train_loader), loss, time.time() - start_time)) # checkpoint if (epoch_idx + 1) % args.save_freq == 0: torch.save({ 'epoch': epoch_idx, 'model': model.state_dict(), 'optimizer': optimizer.state_dict()}, "{}/model_{:0>6}.ckpt".format(args.logckptdir + args.info.replace(" ", "_"), epoch_idx)) logger.info("model_{:0>6}.ckpt saved".format(epoch_idx)) this_loss = np.mean(this_loss) logger.info("Epoch loss: {:.5f} --> {:.5f}".format(last_loss, this_loss)) lr_scheduler.step() # Training for each batch def train_sample(sample, detailed_summary=False): """ :param sample: each batch :param detailed_summary: whether the detailed logs are needed. :return: the loss """ # model.train() is not needed here, however it is often used to state this script is not for evaluation. model.train() optimizer.zero_grad() sample_cuda = tocuda(sample) ref_depths = sample_cuda["ref_depths"] # forward outputs = model(sample_cuda["ref_img"].float(), sample_cuda["src_imgs"].float(), sample_cuda["ref_intrinsics"], sample_cuda["src_intrinsics"], sample_cuda["ref_extrinsics"], sample_cuda["src_extrinsics"], sample_cuda["depth_min"], sample_cuda["depth_max"]) depth_est_list = outputs["depth_est_list"] dHeight = ref_depths.shape[2] dWidth = ref_depths.shape[3] loss = [] for i in range(0, args.nscale): # generate the masks. depth_gt = ref_depths[:, i, :int(dHeight / 2 ** i), :int(dWidth / 2 ** i)] mask = depth_gt > 425 loss.append(model_loss(depth_est_list[i], depth_gt.float(), mask)) loss = sum(loss) loss.backward() optimizer.step() return loss.data.cpu().item() # main function, the start of this program if __name__ == '__main__': if args.mode == "train": train()
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AACVP-MVSNet
AACVP-MVSNet-main/eval_AACVPMVSNet.py
# Evaluate AACVP-MVSNet # Modified by: Bing Liu import os, sys, time, logging, argparse, datetime, re import torch import torch.nn as nn import torch.nn.parallel import torch.backends.cudnn as cudnn import torch.optim as optim from torch.utils.data import DataLoader from datasets import dtu_loader from models import * # from models.modules import * from utils import * from PIL import Image from argsParser import getArgsParser from plyfile import PlyData, PlyElement # Debug import import pdb import matplotlib.pyplot as plt cudnn.benchmark = True # Arg parser parser = getArgsParser() args = parser.parse_args() assert args.mode == "test" # logger logger = logging.getLogger() logger.setLevel(logging.INFO) curTime = time.strftime('%Y%m%d-%H%M', time.localtime(time.time())) log_path = args.loggingdir + args.info.replace(" ", "_") + "/" if not os.path.isdir(args.loggingdir): os.mkdir(args.loggingdir) if not os.path.isdir(log_path): os.mkdir(log_path) log_name = log_path + curTime + '.log' logfile = log_name formatter = logging.Formatter("%(asctime)s - %(filename)s[line:%(lineno)d] - %(levelname)s: %(message)s") fileHandler = logging.FileHandler(logfile, mode='a') fileHandler.setFormatter(formatter) logger.addHandler(fileHandler) consoleHandler = logging.StreamHandler(sys.stdout) consoleHandler.setFormatter(formatter) logger.addHandler(consoleHandler) logger.info("Logger initialized.") logger.info("Writing logs to file:" + logfile) settings_str = "All settings:\n" line_width = 30 for k, v in vars(args).items(): settings_str += '{0}: {1}\n'.format(k, v) logger.info(settings_str) # Run AACVP-MVSNet to save depth maps and confidence maps def save_depth(): # dataset, dataloader test_dataset = dtu_loader.MVSDataset(args, logger) test_loader = DataLoader(test_dataset, args.batch_size, shuffle=args.eval_shuffle, num_workers=16, drop_last=True) model = AACVPMVSNet(args, group = args.groups, num_heads = args.num_heads) device_ids = [0] model = nn.DataParallel(model, device_ids=device_ids, output_device=device_ids[0]) model.cuda() logger.info("loading model {}".format(args.loadckpt)) state_dict = torch.load(args.loadckpt) model.load_state_dict(state_dict['model'], strict=False) with torch.no_grad(): for batch_idx, sample in enumerate(test_loader): start_time = time.time() sample_cuda = tocuda(sample) torch.cuda.empty_cache() outputs = model( \ sample_cuda["ref_img"].float(), \ sample_cuda["src_imgs"].float(), \ sample_cuda["ref_intrinsics"], \ sample_cuda["src_intrinsics"], \ sample_cuda["ref_extrinsics"], \ sample_cuda["src_extrinsics"], \ sample_cuda["depth_min"], \ sample_cuda["depth_max"]) depth_est_list = outputs["depth_est_list"] depth_est = depth_est_list[0].data.cpu().numpy() prob_confidence = outputs["prob_confidence"].data.cpu().numpy() del sample_cuda filenames = sample["filename"] logger.info('Iter {}/{}, time = {:.3f}'.format(batch_idx, len(test_loader), time.time() - start_time)) # save depth maps and confidence maps for filename, est_depth, photometric_confidence in zip(filenames, depth_est, prob_confidence): # print(depth_est.shape, prob_confidence.shape) depth_filename = os.path.join(args.outdir, filename.format('depth_est', '.pfm')) confidence_filename = os.path.join(args.outdir, filename.format('confidence', '.pfm')) os.makedirs(depth_filename.rsplit('/', 1)[0], exist_ok=True) os.makedirs(confidence_filename.rsplit('/', 1)[0], exist_ok=True) # save depth maps save_pfm(depth_filename, est_depth) write_depth_img(depth_filename + ".png", est_depth) # Save prob maps save_pfm(confidence_filename, photometric_confidence) def read_pfm(filename): file = open(filename, 'rb') color = None width = None height = None scale = None endian = None header = file.readline().decode('utf-8').rstrip() if header == 'PF': color = True elif header == 'Pf': color = False else: raise Exception('Not a PFM file.') dim_match = re.match(r'^(\d+)\s(\d+)\s$', file.readline().decode('utf-8')) if dim_match: width, height = map(int, dim_match.groups()) else: raise Exception('Malformed PFM header.') scale = float(file.readline().rstrip()) if scale < 0: # little-endian endian = '<' scale = -scale else: endian = '>' # big-endian data = np.fromfile(file, endian + 'f') shape = (height, width, 3) if color else (height, width) data = np.reshape(data, shape) data = np.flipud(data) file.close() return data, scale def read_camera_parameters(filename): with open(filename) as f: lines = f.readlines() lines = [line.rstrip() for line in lines] # extrinsics: line [1,5), 4x4 matrix extrinsics = np.fromstring(' '.join(lines[1:5]), dtype=np.float32, sep=' ').reshape((4, 4)) # intrinsics: line [7-10), 3x3 matrix intrinsics = np.fromstring(' '.join(lines[7:10]), dtype=np.float32, sep=' ').reshape((3, 3)) return intrinsics, extrinsics def read_pair_file(filename): data = [] with open(filename) as f: num_viewpoint = int(f.readline()) # 49 viewpoints for view_idx in range(num_viewpoint): ref_view = int(f.readline().rstrip()) src_views = [int(x) for x in f.readline().rstrip().split()[1::2]] data.append((ref_view, src_views)) return data # read an image def read_img(filename): img = Image.open(filename) # Crop image (For DTU only) left = 0 top = 0 right = 1600 bottom = 1184 img = img.crop((left, top, right, bottom)) # scale 0~255 to 0~1 np_img = np.array(img, dtype=np.uint8) return np_img # read a binary mask def read_mask(filename): return read_img(filename) > 0.5 # save a binary mask def save_mask(filename, mask): assert mask.dtype == np.bool mask = mask.astype(np.uint8) * 255 Image.fromarray(mask).save(filename) def save_pfm(filename, image, scale=1): if not os.path.exists(os.path.dirname(filename)): try: os.makedirs(os.path.dirname(filename)) except OSError as exc: # Guard against race condition if exc.errno != errno.EEXIST: raise file = open(filename, "wb") color = None image = np.flipud(image) if image.dtype.name != 'float32': raise Exception('Image dtype must be float32.') # print((image.shape)) if len(image.shape) == 3 and image.shape[2] == 3: # color image color = True elif len(image.shape) == 2 or len(image.shape) == 3 and image.shape[2] == 1: # greyscale color = False else: raise Exception('Image must have H x W x 3, H x W x 1 or H x W dimensions.') file.write('PF\n'.encode('utf-8') if color else 'Pf\n'.encode('utf-8')) file.write('{} {}\n'.format(image.shape[1], image.shape[0]).encode('utf-8')) endian = image.dtype.byteorder if endian == '<' or endian == '=' and sys.byteorder == 'little': scale = -scale file.write(('%f\n' % scale).encode('utf-8')) image.tofile(file) file.close() def write_depth_img(filename, depth): if not os.path.exists(os.path.dirname(filename)): try: os.makedirs(os.path.dirname(filename)) except OSError as exc: # Guard against race condition if exc.errno != errno.EEXIST: raise image = Image.fromarray((depth - 500) / 2).convert("L") image.save(filename) return 1 # project the reference point cloud into the source view, then project back def reproject_with_depth(depth_ref, intrinsics_ref, extrinsics_ref, depth_src, intrinsics_src, extrinsics_src): width, height = depth_ref.shape[1], depth_ref.shape[0] ## step1. project reference pixels to the source view # reference view x, y x_ref, y_ref = np.meshgrid(np.arange(0, width), np.arange(0, height)) x_ref, y_ref = x_ref.reshape([-1]), y_ref.reshape([-1]) # reference 3D space xyz_ref = np.matmul(np.linalg.inv(intrinsics_ref), np.vstack((x_ref, y_ref, np.ones_like(x_ref))) * depth_ref.reshape([-1])) # source 3D space xyz_src = np.matmul(np.matmul(extrinsics_src, np.linalg.inv(extrinsics_ref)), np.vstack((xyz_ref, np.ones_like(x_ref))))[:3] # source view x, y K_xyz_src = np.matmul(intrinsics_src, xyz_src) xy_src = K_xyz_src[:2] / K_xyz_src[2:3] ## step2. reproject the source view points with source view depth estimation # find the depth estimation of the source view x_src = xy_src[0].reshape([height, width]).astype(np.float32) y_src = xy_src[1].reshape([height, width]).astype(np.float32) sampled_depth_src = cv2.remap(depth_src, x_src, y_src, interpolation=cv2.INTER_LINEAR) # mask = sampled_depth_src > 0 # source 3D space # NOTE that we should use sampled source-view depth_here to project back xyz_src = np.matmul(np.linalg.inv(intrinsics_src), np.vstack((xy_src, np.ones_like(x_ref))) * sampled_depth_src.reshape([-1])) # reference 3D space xyz_reprojected = np.matmul(np.matmul(extrinsics_ref, np.linalg.inv(extrinsics_src)), np.vstack((xyz_src, np.ones_like(x_ref))))[:3] # source view x, y, depth depth_reprojected = xyz_reprojected[2].reshape([height, width]).astype(np.float32) K_xyz_reprojected = np.matmul(intrinsics_ref, xyz_reprojected) xy_reprojected = K_xyz_reprojected[:2] / K_xyz_reprojected[2:3] x_reprojected = xy_reprojected[0].reshape([height, width]).astype(np.float32) y_reprojected = xy_reprojected[1].reshape([height, width]).astype(np.float32) return depth_reprojected, x_reprojected, y_reprojected, x_src, y_src def check_geometric_consistency(depth_ref, intrinsics_ref, extrinsics_ref, depth_src, intrinsics_src, extrinsics_src): width, height = depth_ref.shape[1], depth_ref.shape[0] x_ref, y_ref = np.meshgrid(np.arange(0, width), np.arange(0, height)) depth_reprojected, x2d_reprojected, y2d_reprojected, x2d_src, y2d_src = reproject_with_depth(depth_ref, intrinsics_ref, extrinsics_ref, depth_src, intrinsics_src, extrinsics_src) # check |p_reproj-p_1| < 1 dist = np.sqrt((x2d_reprojected - x_ref) ** 2 + (y2d_reprojected - y_ref) ** 2) # check |d_reproj-d_1| / d_1 < 0.01 depth_diff = np.abs(depth_reprojected - depth_ref) relative_depth_diff = depth_diff / depth_ref mask = np.logical_and(dist < 0.5, relative_depth_diff < 0.01) depth_reprojected[~mask] = 0 return mask, depth_reprojected, x2d_src, y2d_src def filter_depth(dataset_root, scan, out_folder, plyfilename): print("Starting fusion for:" + out_folder) # the pair file pair_file = os.path.join(dataset_root, 'Cameras/pair.txt') # for the final point cloud vertexs = [] vertex_colors = [] pair_data = read_pair_file(pair_file) nviews = len(pair_data) # for each reference view and the corresponding source views for ref_view, src_views in pair_data: # load the camera parameters ref_intrinsics, ref_extrinsics = read_camera_parameters( os.path.join(dataset_root, 'Cameras/{:0>8}_cam.txt'.format(ref_view))) # load the reference image ref_img = read_img(os.path.join(dataset_root, "Rectified", scan, 'rect_{:03d}_3_r5000.png'.format(ref_view + 1))) # Image start from 1. # load the estimated depth of the reference view ref_depth_est, scale = read_pfm(os.path.join(out_folder, 'depth_est/{:0>8}.pfm'.format(ref_view))) # load the photometric mask of the reference view confidence, scale = read_pfm(os.path.join(out_folder, 'confidence/{:0>8}.pfm'.format(ref_view))) photo_mask = confidence > 0.9 all_srcview_depth_ests = [] all_srcview_x = [] all_srcview_y = [] all_srcview_geomask = [] # compute the geometric mask geo_mask_sum = 0 for src_view in src_views: # camera parameters of the source view src_intrinsics, src_extrinsics = read_camera_parameters( os.path.join(dataset_root, 'Cameras/{:0>8}_cam.txt'.format(src_view))) # the estimated depth of the source view src_depth_est, scale = read_pfm(os.path.join(out_folder, 'depth_est/{:0>8}.pfm'.format(src_view))) geo_mask, depth_reprojected, x2d_src, y2d_src = check_geometric_consistency(ref_depth_est, ref_intrinsics, ref_extrinsics, src_depth_est, src_intrinsics, src_extrinsics) geo_mask_sum += geo_mask.astype(np.int32) all_srcview_depth_ests.append(depth_reprojected) all_srcview_x.append(x2d_src) all_srcview_y.append(y2d_src) all_srcview_geomask.append(geo_mask) depth_est_averaged = (sum(all_srcview_depth_ests) + ref_depth_est) / (geo_mask_sum + 1) # at least 3 source views matched geo_mask = geo_mask_sum >= 3 final_mask = np.logical_and(photo_mask, geo_mask) os.makedirs(os.path.join(out_folder, "mask"), exist_ok=True) save_mask(os.path.join(out_folder, "mask/{:0>8}_photo.png".format(ref_view)), photo_mask) save_mask(os.path.join(out_folder, "mask/{:0>8}_geo.png".format(ref_view)), geo_mask) save_mask(os.path.join(out_folder, "mask/{:0>8}_final.png".format(ref_view)), final_mask) print("processing {}, ref-view{:0>2}, photo/geo/final-mask:{}/{}/{}".format(scan, ref_view, photo_mask.mean(), geo_mask.mean(), final_mask.mean())) height, width = depth_est_averaged.shape[:2] x, y = np.meshgrid(np.arange(0, width), np.arange(0, height)) # valid_points = np.logical_and(final_mask, ~used_mask[ref_view]) valid_points = final_mask print("valid_points", valid_points.mean()) x, y, depth = x[valid_points], y[valid_points], depth_est_averaged[valid_points] ref_img = np.array(ref_img) color = ref_img[valid_points] xyz_ref = np.matmul(np.linalg.inv(ref_intrinsics), np.vstack((x, y, np.ones_like(x))) * depth) xyz_world = np.matmul(np.linalg.inv(ref_extrinsics), np.vstack((xyz_ref, np.ones_like(x))))[:3] vertexs.append(xyz_world.transpose((1, 0))) vertex_colors.append((color).astype(np.uint8)) vertexs = np.concatenate(vertexs, axis=0) vertex_colors = np.concatenate(vertex_colors, axis=0) vertexs = np.array([tuple(v) for v in vertexs], dtype=[('x', 'f4'), ('y', 'f4'), ('z', 'f4')]) vertex_colors = np.array([tuple(v) for v in vertex_colors], dtype=[('red', 'u1'), ('green', 'u1'), ('blue', 'u1')]) vertex_all = np.empty(len(vertexs), vertexs.dtype.descr + vertex_colors.dtype.descr) for prop in vertexs.dtype.names: vertex_all[prop] = vertexs[prop] for prop in vertex_colors.dtype.names: vertex_all[prop] = vertex_colors[prop] el = PlyElement.describe(vertex_all, 'vertex') print("Saving the final model to", plyfilename) PlyData([el], comments=['Model created by AACVP-MVSNet.']).write(plyfilename) print("Model saved.") if __name__ == '__main__': # Inference depth maps save_depth() # Next: using the fusibile toolbox for depth map fusion and 3D reconstruction
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AACVP-MVSNet
AACVP-MVSNet-main/utils.py
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Time : 2020/6/28 0028 11:55 # @Author : Anzhu Yu # @Site : # @File : utils.py # @Software: PyCharm import numpy as np import torchvision.utils as vutils import torch import torch.nn.functional as F # print arguments def print_args(args): print("################################ args ################################") for k, v in args.__dict__.items(): print("{0: <10}\t{1: <30}\t{2: <20}".format(k, str(v), str(type(v)))) print("########################################################################") # torch.no_grad warpper for functions def make_nograd_func(func): def wrapper(*f_args, **f_kwargs): with torch.no_grad(): ret = func(*f_args, **f_kwargs) return ret return wrapper # convert a function into recursive style to handle nested dict/list/tuple variables def make_recursive_func(func): def wrapper(vars): if isinstance(vars, list): return [wrapper(x) for x in vars] elif isinstance(vars, tuple): return tuple([wrapper(x) for x in vars]) elif isinstance(vars, dict): return {k: wrapper(v) for k, v in vars.items()} else: return func(vars) return wrapper @make_recursive_func def tensor2float(vars): if isinstance(vars, float): return vars elif isinstance(vars, torch.Tensor): return vars.data.item() else: raise NotImplementedError("invalid input type {} for tensor2float".format(type(vars))) @make_recursive_func def tensor2numpy(vars): if isinstance(vars, np.ndarray): return vars elif isinstance(vars, torch.Tensor): return vars.detach().cpu().numpy().copy() else: raise NotImplementedError("invalid input type {} for tensor2numpy".format(type(vars))) @make_recursive_func def tocuda(vars): if isinstance(vars, torch.Tensor): return vars.cuda() elif isinstance(vars, str): return vars else: raise NotImplementedError("invalid input type {} for tensor2numpy".format(type(vars))) def save_scalars(logger, mode, scalar_dict, global_step): scalar_dict = tensor2float(scalar_dict) for key, value in scalar_dict.items(): if not isinstance(value, (list, tuple)): name = '{}/{}'.format(mode, key) logger.add_scalar(name, value, global_step) else: for idx in range(len(value)): name = '{}/{}_{}'.format(mode, key, idx) logger.add_scalar(name, value[idx], global_step) def save_images(logger, mode, images_dict, global_step): images_dict = tensor2numpy(images_dict) def preprocess(name, img): if not (len(img.shape) == 3 or len(img.shape) == 4): raise NotImplementedError("invalid img shape {}:{} in save_images".format(name, img.shape)) if len(img.shape) == 3: img = img[:, np.newaxis, :, :] img = torch.from_numpy(img[:1]) return vutils.make_grid(img, padding=0, nrow=1, normalize=True, scale_each=True) for key, value in images_dict.items(): if not isinstance(value, (list, tuple)): name = '{}/{}'.format(mode, key) logger.add_image(name, preprocess(name, value), global_step) else: for idx in range(len(value)): name = '{}/{}_{}'.format(mode, key, idx) logger.add_image(name, preprocess(name, value[idx]), global_step) class DictAverageMeter(object): def __init__(self): self.data = {} self.count = 0 def update(self, new_input): self.count += 1 if len(self.data) == 0: for k, v in new_input.items(): if not isinstance(v, float): raise NotImplementedError("invalid data {}: {}".format(k, type(v))) self.data[k] = v else: for k, v in new_input.items(): if not isinstance(v, float): raise NotImplementedError("invalid data {}: {}".format(k, type(v))) self.data[k] += v def mean(self): return {k: v / self.count for k, v in self.data.items()} # a wrapper to compute metrics for each image individually def compute_metrics_for_each_image(metric_func): def wrapper(depth_est, depth_gt, mask, *args): batch_size = depth_gt.shape[0] results = [] # compute result one by one for idx in range(batch_size): ret = metric_func(depth_est[idx], depth_gt[idx], mask[idx], *args) results.append(ret) return torch.stack(results).mean() return wrapper @make_nograd_func @compute_metrics_for_each_image def Thres_metrics(depth_est, depth_gt, mask, thres): assert isinstance(thres, (int, float)) depth_est, depth_gt = depth_est[mask], depth_gt[mask] errors = torch.abs(depth_est - depth_gt) err_mask = errors > thres return torch.mean(err_mask.float()) # NOTE: please do not use this to build up training loss @make_nograd_func @compute_metrics_for_each_image def AbsDepthError_metrics(depth_est, depth_gt, mask): depth_est, depth_gt = depth_est[mask], depth_gt[mask] return torch.mean((depth_est - depth_gt).abs())
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AACVP-MVSNet
AACVP-MVSNet-main/argsParser.py
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Time : 2020/6/29 0028 11:52 # @Author : Anzhu Yu (Modified). The original # @Site : # @File : train.py # @Software: PyCharm import argparse def getArgsParser(): parser = argparse.ArgumentParser(description='AACVP-MVSNet. Thanks J.Yang and X.Guo for sharing such good projects as references.') # The 'general settings' and 'training settings' are the same with those of J.Yang for fair comparson, # while the 'epoch' parameter is set to 40 instead of 28. # General settings parser.add_argument('--info', default='None', help='Info about current run') parser.add_argument('--mode', default='train', help='train or test ro validation', choices=['train', 'test', 'val']) parser.add_argument('--dataset_root', default='./datasets/dataset/dtu-train-128/',help='path to dataset root') parser.add_argument('--imgsize', type=int, default=128, choices=[128,1200], help='height of input image') parser.add_argument('--nsrc', type=int, default=3, help='number of src views to use') parser.add_argument('--nscale', type=int, default=7, help='number of scales to use') # Training settings parser.add_argument('--epochs', type=int, default=40, help='number of epochs to train') parser.add_argument('--lr', type=float, default=0.001, help='learning rate') parser.add_argument('--lrepochs', type=str, default="10,12,14,20:2", help='epoch ids to downscale lr and the downscale rate') parser.add_argument('--wd', type=float, default=0.0, help='weight decay') parser.add_argument('--batch_size', type=int, default=1, help='train batch size') parser.add_argument('--summary_freq', type=int, default=1, help='print and summary frequency') parser.add_argument('--save_freq', type=int, default=1, help='save checkpoint frequency') parser.add_argument('--seed', type=int, default=1, metavar='S', help='random seed') parser.add_argument('--loss_function', default='sl1', help='which loss function to use', choices=['sl1','mse']) # Checkpoint settings parser.add_argument('--loadckpt', type=str, default='', help='load a specific checkpoint') parser.add_argument('--logckptdir', default='./checkpoints/', help='the directory to save checkpoints/logs') parser.add_argument('--loggingdir', default='./logs/', help='the directory to save logging outputs') parser.add_argument('--resume', type=int, default=0, help='continue to train the model') # Evaluation settings parser.add_argument('--outdir', default='./outputs/debug/', help='the directory to save depth outputs') parser.add_argument('--eval_visualizeDepth', type=int, default=1) parser.add_argument('--eval_prob_filtering', type=int, default=0) parser.add_argument('--eval_prob_threshold', type=float, default=0.99) parser.add_argument('--eval_shuffle', type=int, default=0) # Here is new parameters # Since 4 2080ti(s) are used for training in our paper, this parameter should be modified according to the equipments used. parser.add_argument('--cuda_ids', default='0,1,2,3', help="GPUs used in train or test,'0,1' for example." "If only cpu is used, use '666' instead") parser.add_argument('--groups', type=int, default=4,help='Groups used for GWC.') parser.add_argument('--num_heads',type=int, default=1, help='Heads for Self-Attention layer. Single head is set as default.') return parser def checkArgs(args): # Check if the settings is valid assert args.mode in ["train", "val", "test"] if args.resume: assert len(args.loadckpt) == 0 if args.loadckpt: assert args.resume is 0
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AACVP-MVSNet
AACVP-MVSNet-main/fusion/fusibile_to_dtu_eval.py
# Convert output of fusibile to DTU evaluation format. # Author: Jiayu Yang # Modified by B. Liu import os from os import listdir fusibile_out_folder="../outputs/fusibile_fused/" dtu_eval_folder="../outputs/" if not os.path.isdir(dtu_eval_folder): os.mkdir(dtu_eval_folder) # Read test list testlist = "./scan_list_test.txt" with open(testlist) as f: scans = f.readlines() scans = [line.rstrip() for line in scans] for scan in scans: # Move ply to dtu eval folder and rename scan_folder = os.path.join(fusibile_out_folder,scan) consis_folders = [f for f in listdir(scan_folder) if f.startswith('consistencyCheck-')] consis_folders.sort() consis_folder = consis_folders[-1] source_ply = os.path.join(fusibile_out_folder,scan,consis_folder,'final3d_model.ply') scan_idx = int(scan[4:]) target_ply = os.path.join(dtu_eval_folder,'AACVPMVSnet{:03d}_l3.ply'.format(scan_idx)) cmd = 'cp '+source_ply+' '+target_ply print(cmd) os.system(cmd)
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AACVP-MVSNet
AACVP-MVSNet-main/fusion/depthfusion.py
# Modified version of the original depthfusion.py from Yao Yao. # Convert our output to Gipuma format for post-processing. # By: Jiayu Yang # Date: 2019-11-05 from __future__ import print_function import argparse import os import time import glob import random import math import re import sys import shutil from struct import * import cv2 import numpy as np import pylab as plt from preprocess import * import pdb def read_gipuma_dmb(path): '''read Gipuma .dmb format image''' with open(path, "rb") as fid: image_type = unpack('<i', fid.read(4))[0] height = unpack('<i', fid.read(4))[0] width = unpack('<i', fid.read(4))[0] channel = unpack('<i', fid.read(4))[0] array = np.fromfile(fid, np.float32) array = array.reshape((width, height, channel), order="F") return np.transpose(array, (1, 0, 2)).squeeze() def write_gipuma_dmb(path, image): '''write Gipuma .dmb format image''' image_shape = np.shape(image) width = image_shape[1] height = image_shape[0] if len(image_shape) == 3: channels = image_shape[2] else: channels = 1 if len(image_shape) == 3: image = np.transpose(image, (2, 0, 1)).squeeze() with open(path, "wb") as fid: # fid.write(pack(1)) fid.write(pack('<i', 1)) fid.write(pack('<i', height)) fid.write(pack('<i', width)) fid.write(pack('<i', channels)) image.tofile(fid) return def mvsnet_to_gipuma_dmb(in_path, out_path): '''convert mvsnet .pfm output to Gipuma .dmb format''' image = load_pfm(open(in_path)) write_gipuma_dmb(out_path, image) return def mvsnet_to_gipuma_cam(in_path, out_path): '''convert mvsnet camera to gipuma camera format''' cam = load_cam(open(in_path)) extrinsic = cam[0:4][0:4][0] intrinsic = cam[0:4][0:4][1] intrinsic[3][0] = 0 intrinsic[3][1] = 0 intrinsic[3][2] = 0 intrinsic[3][3] = 0 projection_matrix = np.matmul(intrinsic, extrinsic) projection_matrix = projection_matrix[0:3][:] f = open(out_path, "w") for i in range(0, 3): for j in range(0, 4): f.write(str(projection_matrix[i][j]) + ' ') f.write('\n') f.write('\n') f.close() return def fake_gipuma_normal(in_depth_path, out_normal_path): depth_image = read_gipuma_dmb(in_depth_path) image_shape = np.shape(depth_image) normal_image = np.ones_like(depth_image) normal_image = np.reshape(normal_image, (image_shape[0], image_shape[1], 1)) normal_image = np.tile(normal_image, [1, 1, 3]) normal_image = normal_image / 1.732050808 mask_image = np.squeeze(np.where(depth_image > 0, 1, 0)) mask_image = np.reshape(mask_image, (image_shape[0], image_shape[1], 1)) mask_image = np.tile(mask_image, [1, 1, 3]) mask_image = np.float32(mask_image) normal_image = np.multiply(normal_image, mask_image) normal_image = np.float32(normal_image) write_gipuma_dmb(out_normal_path, normal_image) return def mvsnet_to_gipuma(scan_folder, scan, dtu_test_root, gipuma_point_folder): image_folder = os.path.join(dtu_test_root, 'Rectified', scan) cam_folder = os.path.join(dtu_test_root, 'Cameras') depth_folder = os.path.join(scan_folder, 'depth_est') gipuma_cam_folder = os.path.join(gipuma_point_folder, 'cams') gipuma_image_folder = os.path.join(gipuma_point_folder, 'images') if not os.path.isdir(gipuma_point_folder): os.mkdir(gipuma_point_folder) if not os.path.isdir(gipuma_cam_folder): os.mkdir(gipuma_cam_folder) if not os.path.isdir(gipuma_image_folder): os.mkdir(gipuma_image_folder) # convert cameras for view in range(0,49): in_cam_file = os.path.join(cam_folder, "{:08d}_cam.txt".format(view)) out_cam_file = os.path.join(gipuma_cam_folder, "{:08d}.png.P".format(view)) mvsnet_to_gipuma_cam(in_cam_file, out_cam_file) # copy images to gipuma image folder for view in range(0,49): in_image_file = os.path.join(image_folder, "rect_{:03d}_3_r5000.png".format(view+1))# Our image start from 1 out_image_file = os.path.join(gipuma_image_folder, "{:08d}.png".format(view)) shutil.copy(in_image_file, out_image_file) # convert depth maps and fake normal maps gipuma_prefix = '2333__' for view in range(0,49): sub_depth_folder = os.path.join(gipuma_point_folder, gipuma_prefix+"{:08d}".format(view)) if not os.path.isdir(sub_depth_folder): os.mkdir(sub_depth_folder) in_depth_pfm = os.path.join(depth_folder, "{:08d}_prob_filtered.pfm".format(view)) out_depth_dmb = os.path.join(sub_depth_folder, 'disp.dmb') fake_normal_dmb = os.path.join(sub_depth_folder, 'normals.dmb') mvsnet_to_gipuma_dmb(in_depth_pfm, out_depth_dmb) fake_gipuma_normal(out_depth_dmb, fake_normal_dmb) def probability_filter(scan_folder, prob_threshold): depth_folder = os.path.join(scan_folder, 'depth_est') prob_folder = os.path.join(scan_folder, 'confidence') # convert cameras for view in range(0,49): init_depth_map_path = os.path.join(depth_folder, "{:08d}.pfm".format(view)) # New dataset outputs depth start from 0. prob_map_path = os.path.join(prob_folder, "{:08d}.pfm".format(view)) # Same as above out_depth_map_path = os.path.join(depth_folder, "{:08d}_prob_filtered.pfm".format(view)) # Gipuma start from 0 depth_map = load_pfm(open(init_depth_map_path)) prob_map = load_pfm(open(prob_map_path)) depth_map[prob_map < prob_threshold] = 0 write_pfm(out_depth_map_path, depth_map) def depth_map_fusion(point_folder, fusibile_exe_path, disp_thresh, num_consistent): cam_folder = os.path.join(point_folder, 'cams') image_folder = os.path.join(point_folder, 'images') depth_min = 0.001 depth_max = 100000 normal_thresh = 360 cmd = fusibile_exe_path cmd = cmd + ' -input_folder ' + point_folder + '/' cmd = cmd + ' -p_folder ' + cam_folder + '/' cmd = cmd + ' -images_folder ' + image_folder + '/' cmd = cmd + ' --depth_min=' + str(depth_min) cmd = cmd + ' --depth_max=' + str(depth_max) cmd = cmd + ' --normal_thresh=' + str(normal_thresh) cmd = cmd + ' --disp_thresh=' + str(disp_thresh) cmd = cmd + ' --num_consistent=' + str(num_consistent) print (cmd) os.system(cmd) return if __name__ == '__main__': # Parse args parser = argparse.ArgumentParser() parser.add_argument('--dtu_test_root', type=str, default = '') parser.add_argument('--depth_folder', type=str, default = '') parser.add_argument('--out_folder', type=str, default = '') parser.add_argument('--fusibile_exe_path', type=str, default = './fusibile') parser.add_argument('--prob_threshold', type=float, default = '0.8') parser.add_argument('--disp_threshold', type=float, default = '0.13') parser.add_argument('--num_consistent', type=float, default = '3') args = parser.parse_args() dtu_test_root = args.dtu_test_root depth_folder = args.depth_folder out_folder = args.out_folder fusibile_exe_path = args.fusibile_exe_path prob_threshold = args.prob_threshold disp_threshold = args.disp_threshold num_consistent = args.num_consistent # Read test list testlist = "./scan_list_test.txt" with open(testlist) as f: scans = f.readlines() scans = [line.rstrip() for line in scans] # Fusion for scan in scans: scan_folder = os.path.join(depth_folder, scan) fusibile_workspace = os.path.join(depth_folder, out_folder, scan) if not os.path.isdir(os.path.join(depth_folder, out_folder)): os.mkdir(os.path.join(depth_folder, out_folder)) if not os.path.isdir(fusibile_workspace): os.mkdir(fusibile_workspace) # probability filtering print ('filter depth map with probability map') probability_filter(scan_folder, prob_threshold) # convert to gipuma format print ('Convert mvsnet output to gipuma input') mvsnet_to_gipuma(scan_folder, scan, dtu_test_root, fusibile_workspace) # depth map fusion with gipuma print ('Run depth map fusion & filter') depth_map_fusion(fusibile_workspace, fusibile_exe_path, disp_threshold, num_consistent)
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AACVP-MVSNet
AACVP-MVSNet-main/fusion/preprocess.py
#!/usr/bin/env python """ Copyright 2019, Yao Yao, HKUST. Training preprocesses. """ from __future__ import print_function import os import time import glob import random import math import re import sys import cv2 import numpy as np import tensorflow as tf import scipy.io import urllib from tensorflow.python.lib.io import file_io FLAGS = tf.app.flags.FLAGS def center_image(img): """ normalize image input """ img = img.astype(np.float32) var = np.var(img, axis=(0,1), keepdims=True) mean = np.mean(img, axis=(0,1), keepdims=True) return (img - mean) / (np.sqrt(var) + 0.00000001) def scale_camera(cam, scale=1): """ resize input in order to produce sampled depth map """ new_cam = np.copy(cam) # focal: new_cam[1][0][0] = cam[1][0][0] * scale new_cam[1][1][1] = cam[1][1][1] * scale # principle point: new_cam[1][0][2] = cam[1][0][2] * scale new_cam[1][1][2] = cam[1][1][2] * scale return new_cam def scale_mvs_camera(cams, scale=1): """ resize input in order to produce sampled depth map """ for view in range(FLAGS.view_num): cams[view] = scale_camera(cams[view], scale=scale) return cams def scale_image(image, scale=1, interpolation='linear'): """ resize image using cv2 """ if interpolation == 'linear': return cv2.resize(image, None, fx=scale, fy=scale, interpolation=cv2.INTER_LINEAR) if interpolation == 'nearest': return cv2.resize(image, None, fx=scale, fy=scale, interpolation=cv2.INTER_NEAREST) def scale_mvs_input(images, cams, depth_image=None, scale=1): """ resize input to fit into the memory """ for view in range(FLAGS.view_num): images[view] = scale_image(images[view], scale=scale) cams[view] = scale_camera(cams[view], scale=scale) if depth_image is None: return images, cams else: depth_image = scale_image(depth_image, scale=scale, interpolation='nearest') return images, cams, depth_image def crop_mvs_input(images, cams, depth_image=None): """ resize images and cameras to fit the network (can be divided by base image size) """ # crop images and cameras for view in range(FLAGS.view_num): h, w = images[view].shape[0:2] new_h = h new_w = w if new_h > FLAGS.max_h: new_h = FLAGS.max_h else: new_h = int(math.ceil(h / FLAGS.base_image_size) * FLAGS.base_image_size) if new_w > FLAGS.max_w: new_w = FLAGS.max_w else: new_w = int(math.ceil(w / FLAGS.base_image_size) * FLAGS.base_image_size) start_h = int(math.ceil((h - new_h) / 2)) start_w = int(math.ceil((w - new_w) / 2)) finish_h = start_h + new_h finish_w = start_w + new_w images[view] = images[view][start_h:finish_h, start_w:finish_w] cams[view][1][0][2] = cams[view][1][0][2] - start_w cams[view][1][1][2] = cams[view][1][1][2] - start_h # crop depth image if not depth_image is None and view == 0: depth_image = depth_image[start_h:finish_h, start_w:finish_w] if not depth_image is None: return images, cams, depth_image else: return images, cams def mask_depth_image(depth_image, min_depth, max_depth): """ mask out-of-range pixel to zero """ # print ('mask min max', min_depth, max_depth) ret, depth_image = cv2.threshold(depth_image, min_depth, 100000, cv2.THRESH_TOZERO) ret, depth_image = cv2.threshold(depth_image, max_depth, 100000, cv2.THRESH_TOZERO_INV) depth_image = np.expand_dims(depth_image, 2) return depth_image def load_cam(file, interval_scale=1): """ read camera txt file """ cam = np.zeros((2, 4, 4)) words = file.read().split() # read extrinsic for i in range(0, 4): for j in range(0, 4): extrinsic_index = 4 * i + j + 1 cam[0][i][j] = words[extrinsic_index] # read intrinsic for i in range(0, 3): for j in range(0, 3): intrinsic_index = 3 * i + j + 18 cam[1][i][j] = words[intrinsic_index] if len(words) == 29: cam[1][3][0] = words[27] cam[1][3][1] = float(words[28]) * interval_scale cam[1][3][2] = 1100 cam[1][3][3] = cam[1][3][0] + cam[1][3][1] * cam[1][3][2] elif len(words) == 30: cam[1][3][0] = words[27] cam[1][3][1] = float(words[28]) * interval_scale cam[1][3][2] = words[29] cam[1][3][3] = cam[1][3][0] + cam[1][3][1] * cam[1][3][2] elif len(words) == 31: cam[1][3][0] = words[27] cam[1][3][1] = float(words[28]) * interval_scale cam[1][3][2] = words[29] cam[1][3][3] = words[30] else: cam[1][3][0] = 0 cam[1][3][1] = 0 cam[1][3][2] = 0 cam[1][3][3] = 0 return cam def write_cam(file, cam): # f = open(file, "w") f = file_io.FileIO(file, "w") f.write('extrinsic\n') for i in range(0, 4): for j in range(0, 4): f.write(str(cam[0][i][j]) + ' ') f.write('\n') f.write('\n') f.write('intrinsic\n') for i in range(0, 3): for j in range(0, 3): f.write(str(cam[1][i][j]) + ' ') f.write('\n') f.write('\n' + str(cam[1][3][0]) + ' ' + str(cam[1][3][1]) + ' ' + str(cam[1][3][2]) + ' ' + str(cam[1][3][3]) + '\n') f.close() def load_pfm(file): color = None width = None height = None scale = None data_type = None header = file.readline().decode('UTF-8').rstrip() if header == 'PF': color = True elif header == 'Pf': color = False else: raise Exception('Not a PFM file.') dim_match = re.match(r'^(\d+)\s(\d+)\s$', file.readline().decode('UTF-8')) if dim_match: width, height = map(int, dim_match.groups()) else: raise Exception('Malformed PFM header.') # scale = float(file.readline().rstrip()) scale = float((file.readline()).decode('UTF-8').rstrip()) if scale < 0: # little-endian data_type = '<f' else: data_type = '>f' # big-endian data_string = file.read() data = np.fromstring(data_string, data_type) shape = (height, width, 3) if color else (height, width) data = np.reshape(data, shape) data = cv2.flip(data, 0) return data def write_pfm(file, image, scale=1): file = file_io.FileIO(file, mode='wb') color = None if image.dtype.name != 'float32': raise Exception('Image dtype must be float32.') image = np.flipud(image) if len(image.shape) == 3 and image.shape[2] == 3: # color image color = True elif len(image.shape) == 2 or len(image.shape) == 3 and image.shape[2] == 1: # greyscale color = False else: raise Exception('Image must have H x W x 3, H x W x 1 or H x W dimensions.') file.write('PF\n' if color else 'Pf\n') file.write('%d %d\n' % (image.shape[1], image.shape[0])) endian = image.dtype.byteorder if endian == '<' or endian == '=' and sys.byteorder == 'little': scale = -scale file.write('%f\n' % scale) image_string = image.tostring() file.write(image_string) file.close() def gen_dtu_resized_path(dtu_data_folder, mode='training'): """ generate data paths for dtu dataset """ sample_list = [] # parse camera pairs cluster_file_path = dtu_data_folder + '/Cameras/pair.txt' # cluster_list = open(cluster_file_path).read().split() cluster_list = file_io.FileIO(cluster_file_path, mode='r').read().split() # 3 sets training_set = [2, 6, 7, 8, 14, 16, 18, 19, 20, 22, 30, 31, 36, 39, 41, 42, 44, 45, 46, 47, 50, 51, 52, 53, 55, 57, 58, 60, 61, 63, 64, 65, 68, 69, 70, 71, 72, 74, 76, 83, 84, 85, 87, 88, 89, 90, 91, 92, 93, 94, 95, 96, 97, 98, 99, 100, 101, 102, 103, 104, 105, 107, 108, 109, 111, 112, 113, 115, 116, 119, 120, 121, 122, 123, 124, 125, 126, 127, 128] validation_set = [3, 5, 17, 21, 28, 35, 37, 38, 40, 43, 56, 59, 66, 67, 82, 86, 106, 117] data_set = [] if mode == 'training': data_set = training_set elif mode == 'validation': data_set = validation_set # for each dataset for i in data_set: image_folder = os.path.join(dtu_data_folder, ('Rectified/scan%d_train' % i)) cam_folder = os.path.join(dtu_data_folder, 'Cameras/train') depth_folder = os.path.join(dtu_data_folder, ('Depths/scan%d_train' % i)) if mode == 'training': # for each lighting for j in range(0, 7): # for each reference image for p in range(0, int(cluster_list[0])): paths = [] # ref image ref_index = int(cluster_list[22 * p + 1]) ref_image_path = os.path.join( image_folder, ('rect_%03d_%d_r5000.png' % ((ref_index + 1), j))) ref_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % ref_index)) paths.append(ref_image_path) paths.append(ref_cam_path) # view images for view in range(FLAGS.view_num - 1): view_index = int(cluster_list[22 * p + 2 * view + 3]) view_image_path = os.path.join( image_folder, ('rect_%03d_%d_r5000.png' % ((view_index + 1), j))) view_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % view_index)) paths.append(view_image_path) paths.append(view_cam_path) # depth path depth_image_path = os.path.join(depth_folder, ('depth_map_%04d.pfm' % ref_index)) paths.append(depth_image_path) sample_list.append(paths) elif mode == 'validation': j = 3 # for each reference image for p in range(0, int(cluster_list[0])): paths = [] # ref image ref_index = int(cluster_list[22 * p + 1]) ref_image_path = os.path.join( image_folder, ('rect_%03d_%d_r5000.png' % ((ref_index + 1), j))) ref_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % ref_index)) paths.append(ref_image_path) paths.append(ref_cam_path) # view images for view in range(FLAGS.view_num - 1): view_index = int(cluster_list[22 * p + 2 * view + 3]) view_image_path = os.path.join( image_folder, ('rect_%03d_%d_r5000.png' % ((view_index + 1), j))) view_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % view_index)) paths.append(view_image_path) paths.append(view_cam_path) # depth path depth_image_path = os.path.join(depth_folder, ('depth_map_%04d.pfm' % ref_index)) paths.append(depth_image_path) sample_list.append(paths) return sample_list def gen_dtu_mvs_path(dtu_data_folder, mode='training'): """ generate data paths for dtu dataset """ sample_list = [] # parse camera pairs cluster_file_path = dtu_data_folder + '/Cameras/pair.txt' cluster_list = open(cluster_file_path).read().split() # 3 sets training_set = [2, 6, 7, 8, 14, 16, 18, 19, 20, 22, 30, 31, 36, 39, 41, 42, 44, 45, 46, 47, 50, 51, 52, 53, 55, 57, 58, 60, 61, 63, 64, 65, 68, 69, 70, 71, 72, 74, 76, 83, 84, 85, 87, 88, 89, 90, 91, 92, 93, 94, 95, 96, 97, 98, 99, 100, 101, 102, 103, 104, 105, 107, 108, 109, 111, 112, 113, 115, 116, 119, 120, 121, 122, 123, 124, 125, 126, 127, 128] validation_set = [3, 5, 17, 21, 28, 35, 37, 38, 40, 43, 56, 59, 66, 67, 82, 86, 106, 117] evaluation_set = [1, 4, 9, 10, 11, 12, 13, 15, 23, 24, 29, 32, 33, 34, 48, 49, 62, 75, 77, 110, 114, 118] # for each dataset data_set = [] if mode == 'training': data_set = training_set elif mode == 'validation': data_set = validation_set elif mode == 'evaluation': data_set = evaluation_set # for each dataset for i in data_set: image_folder = os.path.join(dtu_data_folder, ('Rectified/scan%d' % i)) cam_folder = os.path.join(dtu_data_folder, 'Cameras') depth_folder = os.path.join(dtu_data_folder, ('Depths/scan%d' % i)) if mode == 'training': # for each lighting for j in range(0, 7): # for each reference image for p in range(0, int(cluster_list[0])): paths = [] # ref image ref_index = int(cluster_list[22 * p + 1]) ref_image_path = os.path.join( image_folder, ('rect_%03d_%d_r5000.png' % ((ref_index + 1), j))) ref_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % ref_index)) paths.append(ref_image_path) paths.append(ref_cam_path) # view images for view in range(FLAGS.view_num - 1): view_index = int(cluster_list[22 * p + 2 * view + 3]) view_image_path = os.path.join( image_folder, ('rect_%03d_%d_r5000.png' % ((view_index + 1), j))) view_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % view_index)) paths.append(view_image_path) paths.append(view_cam_path) # depth path depth_image_path = os.path.join(depth_folder, ('depth_map_%04d.pfm' % ref_index)) paths.append(depth_image_path) sample_list.append(paths) else: # for each reference image j = 5 for p in range(0, int(cluster_list[0])): paths = [] # ref image ref_index = int(cluster_list[22 * p + 1]) ref_image_path = os.path.join( image_folder, ('rect_%03d_%d_r5000.png' % ((ref_index + 1), j))) ref_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % ref_index)) paths.append(ref_image_path) paths.append(ref_cam_path) # view images for view in range(FLAGS.view_num - 1): view_index = int(cluster_list[22 * p + 2 * view + 3]) view_image_path = os.path.join( image_folder, ('rect_%03d_%d_r5000.png' % ((view_index + 1), j))) view_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % view_index)) paths.append(view_image_path) paths.append(view_cam_path) # depth path depth_image_path = os.path.join(depth_folder, ('depth_map_%04d.pfm' % ref_index)) paths.append(depth_image_path) sample_list.append(paths) return sample_list def gen_mvs_list(mode='training'): """output paths in a list: [[I1_path1, C1_path, I2_path, C2_path, ...(, D1_path)], [...], ...]""" sample_list = [] if FLAGS.train_dtu: dtu_sample_list = gen_dtu_mvs_path(FLAGS.dtu_data_root, mode=mode) sample_list = sample_list + dtu_sample_list return sample_list # for testing def gen_pipeline_mvs_list(dense_folder): """ mvs input path list """ image_folder = os.path.join(dense_folder, 'images') cam_folder = os.path.join(dense_folder, 'cams') cluster_list_path = os.path.join(dense_folder, 'pair.txt') cluster_list = open(cluster_list_path).read().split() # for each dataset mvs_list = [] pos = 1 for i in range(int(cluster_list[0])): paths = [] # ref image ref_index = int(cluster_list[pos]) pos += 1 ref_image_path = os.path.join(image_folder, ('%08d.jpg' % ref_index)) ref_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % ref_index)) paths.append(ref_image_path) paths.append(ref_cam_path) # view images all_view_num = int(cluster_list[pos]) pos += 1 check_view_num = min(FLAGS.view_num - 1, all_view_num) for view in range(check_view_num): view_index = int(cluster_list[pos + 2 * view]) view_image_path = os.path.join(image_folder, ('%08d.jpg' % view_index)) view_cam_path = os.path.join(cam_folder, ('%08d_cam.txt' % view_index)) paths.append(view_image_path) paths.append(view_cam_path) pos += 2 * all_view_num # depth path mvs_list.append(paths) return mvs_list
17,048
37.572398
122
py
AACVP-MVSNet
AACVP-MVSNet-main/models/Module.py
# -*- coding: utf-8 -*- # @Time : 2020/6/18 0018 20:57 # @Author : Anzhu Yu # @Site : # @File : module.py # @Software: PyCharm import torch import torch.nn as nn import torch.nn.functional as F import torch.nn.init as init def homo_warping(src_feature, ref_in, src_in, ref_ex, src_ex, depth_hypos): # Apply homography warpping on one src feature map from src to ref view. batch, channels = src_feature.shape[0], src_feature.shape[1] num_depth = depth_hypos.shape[1] height, width = src_feature.shape[2], src_feature.shape[3] with torch.no_grad(): src_proj = torch.matmul(src_in, src_ex[:, 0:3, :]) ref_proj = torch.matmul(ref_in, ref_ex[:, 0:3, :]) last = torch.tensor([[[0, 0, 0, 1.0]]]).repeat(len(src_in), 1, 1).cuda() src_proj = torch.cat((src_proj, last), 1) ref_proj = torch.cat((ref_proj, last), 1) proj = torch.matmul(src_proj, torch.inverse(ref_proj)) rot = proj[:, :3, :3] # [B,3,3] trans = proj[:, :3, 3:4] # [B,3,1] y, x = torch.meshgrid([torch.arange(0, height, dtype=torch.float32, device=src_feature.device), torch.arange(0, width, dtype=torch.float32, device=src_feature.device)]) y, x = y.contiguous(), x.contiguous() y, x = y.view(height * width), x.view(height * width) xyz = torch.stack((x, y, torch.ones_like(x))) # [3, H*W] xyz = torch.unsqueeze(xyz, 0).repeat(batch, 1, 1) # [B, 3, H*W] rot_xyz = torch.matmul(rot, xyz) # [B, 3, H*W] rot_depth_xyz = rot_xyz.unsqueeze(2).repeat(1, 1, num_depth, 1) * depth_hypos.view(batch, 1, num_depth, 1) # [B, 3, Ndepth, H*W] proj_xyz = rot_depth_xyz + trans.view(batch, 3, 1, 1) # [B, 3, Ndepth, H*W] proj_xy = proj_xyz[:, :2, :, :] / proj_xyz[:, 2:3, :, :] # [B, 2, Ndepth, H*W] proj_x_normalized = proj_xy[:, 0, :, :] / ((width - 1) / 2) - 1 proj_y_normalized = proj_xy[:, 1, :, :] / ((height - 1) / 2) - 1 proj_xy = torch.stack((proj_x_normalized, proj_y_normalized), dim=3) # [B, Ndepth, H*W, 2] grid = proj_xy warped_src_fea = F.grid_sample(src_feature, grid.view(batch, num_depth * height, width, 2), mode='bilinear', padding_mode='zeros') warped_src_fea = warped_src_fea.view(batch, channels, num_depth, height, width) return warped_src_fea def depth_regression(p, depth_values): """ :param p: probability volume [B, D, H, W] :param depth_values: discrete depth values [B, D] :return: depth """ depth_values = depth_values.view(*depth_values.shape, 1, 1) depth = torch.sum(p * depth_values, 1) return depth # Self-attention layer class AttentionConv(nn.Module): def __init__(self, in_channels, out_channels, kernel_size, stride=1, padding=1, groups=1, bias=False): super(AttentionConv, self).__init__() self.out_channels = out_channels self.kernel_size = kernel_size self.stride = stride self.padding = padding self.groups = groups # make sure that out_channels = 0 (mod groups) assert self.out_channels % self.groups == 0, "ERROR INPUT,CHECK AGAIN!" self.rel_h = nn.Parameter(torch.randn(out_channels // 2, 1, 1, kernel_size, 1), requires_grad=True) self.rel_w = nn.Parameter(torch.randn(out_channels // 2, 1, 1, 1, kernel_size), requires_grad=True) self.key_conv = nn.Conv2d(in_channels, out_channels, kernel_size=1, bias=bias) self.query_conv = nn.Conv2d(in_channels, out_channels, kernel_size=1, bias=bias) self.value_conv = nn.Conv2d(in_channels, out_channels, kernel_size=1, bias=bias) self.reset_parameters() def forward(self, x): batch, channels, height, width = x.size() padded_x = F.pad(x, [self.padding, self.padding, self.padding, self.padding]) # Learned transformation. q_out = self.query_conv(x) k_out = self.key_conv(padded_x) v_out = self.value_conv(padded_x) k_out = k_out.unfold(2, self.kernel_size, self.stride).unfold(3, self.kernel_size, self.stride) v_out = v_out.unfold(2, self.kernel_size, self.stride).unfold(3, self.kernel_size, self.stride) k_out_h, k_out_w = k_out.split(self.out_channels // 2, dim=1) k_out = torch.cat((k_out_h + self.rel_h, k_out_w + self.rel_w), dim=1) k_out = k_out.contiguous().view(batch, self.groups, self.out_channels // self.groups, height, width, -1) v_out = v_out.contiguous().view(batch, self.groups, self.out_channels // self.groups, height, width, -1) q_out = q_out.view(batch, self.groups, self.out_channels // self.groups, height, width, 1) out = q_out * k_out out = F.softmax(out, dim=-1) out = torch.einsum('bnchwk,bnchwk -> bnchw', out, v_out).view(batch, -1, height, width) # Activation here. The same with all the other conv layers. return nn.LeakyReLU(0.1)(out) def reset_parameters(self): init.kaiming_normal_(self.key_conv.weight, mode='fan_out', nonlinearity='relu') init.kaiming_normal_(self.value_conv.weight, mode='fan_out', nonlinearity='relu') init.kaiming_normal_(self.query_conv.weight, mode='fan_out', nonlinearity='relu') init.normal_(self.rel_h, 0, 1) init.normal_(self.rel_w, 0, 1) ## General convolution def conv(in_planes, out_planes, kernel_size=3, stride=1, padding=1, dilation=1): return nn.Sequential( nn.Conv2d(in_planes, out_planes, kernel_size=kernel_size, stride=stride, padding=padding, dilation=dilation, bias=True), nn.LeakyReLU(0.1)) # Feature Extraction class FeaturePyramid(nn.Module): def __init__(self, num_heads=1): super(FeaturePyramid, self).__init__() self.conv0aa = conv(3, 64, kernel_size=3, stride=1) self.conv0ba = conv(64, 64, kernel_size=3, stride=1) self.conv0bb = conv(64, 64, kernel_size=3, stride=1) self.conv0bc = conv(64, 32, kernel_size=3, stride=1) self.conv0bd = conv(32, 32, kernel_size=3, stride=1) self.conv0be = conv(32, 32, kernel_size=3, stride=1) self.conv0bf = conv(32, 16, kernel_size=3, stride=1) self.conv0bg = conv(16, 16, kernel_size=3, stride=1) self.conv0bh = AttentionConv(16, 16, kernel_size=3, stride=1, groups=num_heads) def forward(self, img, scales=5): fp = [] f = self.conv0aa(img) f = self.conv0bh( self.conv0bg(self.conv0bf(self.conv0be(self.conv0bd(self.conv0bc(self.conv0bb(self.conv0ba(f)))))))) fp.append(f) for scale in range(scales - 1): img = nn.functional.interpolate(img, scale_factor=0.5, mode='bilinear', align_corners=None).detach() f = self.conv0aa(img) f = self.conv0bh( self.conv0bg(self.conv0bf(self.conv0be(self.conv0bd(self.conv0bc(self.conv0bb(self.conv0ba(f)))))))) fp.append(f) return fp def conditionIntrinsics(intrinsics, img_shape, fp_shapes): # Pre-condition intrinsics according to feature pyramid shape. # Calculate downsample ratio for each level of feature pyramid down_ratios = [] for fp_shape in fp_shapes: down_ratios.append(img_shape[2] / fp_shape[2]) # condition intrinsics intrinsics_out = [] for down_ratio in down_ratios: intrinsics_tmp = intrinsics.clone() # print(down_ratio) intrinsics_tmp[:, :2, :] = intrinsics_tmp[:, :2, :] / down_ratio intrinsics_out.append(intrinsics_tmp) return torch.stack(intrinsics_out).permute(1, 0, 2, 3) # [B, nScale, 3, 3] def calInitDepthInterval(ref_in, src_in, ref_ex, src_ex, pixel_interval): return 165 # The mean depth interval calculated on 4-1 interval setting... def calSweepingDepthHypo(ref_in, src_in, ref_ex, src_ex, depth_min, depth_max, nhypothesis_init=48): # Batch batchSize = ref_in.shape[0] depth_range = depth_max[0] - depth_min[0] depth_interval_mean = depth_range / (nhypothesis_init - 1) # Make sure the number of depth hypothesis has a factor of 2 assert nhypothesis_init % 2 == 0 depth_hypos = torch.range(depth_min[0], depth_max[0], depth_interval_mean).unsqueeze(0) # Assume depth range is consistent in one batch. for b in range(1, batchSize): depth_range = depth_max[b] - depth_min[b] depth_hypos = torch.cat( (depth_hypos, torch.range(depth_min[0], depth_max[0], depth_interval_mean).unsqueeze(0)), 0) return depth_hypos.cuda() def calDepthHypo(netArgs, ref_depths, ref_intrinsics, src_intrinsics, ref_extrinsics, src_extrinsics, depth_min, depth_max, level): ## Calculate depth hypothesis maps for refine steps # These two parameters determining the depth searching range and interval at finer level. # For experiments on other datasets, the pixel_interval could be modified accordingly to get better results. d = 4 pixel_interval = 1 nBatch = ref_depths.shape[0] height = ref_depths.shape[1] width = ref_depths.shape[2] # Hard code the interval for training on DTU with 1 level of refinement. # This depth interval is estimated by J.Yang for training boosting. # Uncomment this part if other dataset is used. if netArgs.mode == "train": depth_interval = torch.tensor( [6.8085] * nBatch).cuda() depth_hypos = ref_depths.unsqueeze(1).repeat(1, d * 2, 1, 1) # print(depth_interval[0]) for depth_level in range(-d, d): depth_hypos[:, depth_level + d, :, :] += (depth_level) * depth_interval[0] return depth_hypos with torch.no_grad(): ref_depths = ref_depths ref_intrinsics = ref_intrinsics.double() src_intrinsics = src_intrinsics.squeeze(1).double() ref_extrinsics = ref_extrinsics.double() src_extrinsics = src_extrinsics.squeeze(1).double() interval_maps = [] depth_hypos = ref_depths.unsqueeze(1).repeat(1, d * 2, 1, 1) for batch in range(nBatch): xx, yy = torch.meshgrid([torch.arange(0, width).cuda(), torch.arange(0, height).cuda()]) xxx = xx.reshape([-1]).double() yyy = yy.reshape([-1]).double() X = torch.stack([xxx, yyy, torch.ones_like(xxx)], dim=0) D1 = torch.transpose(ref_depths[batch, :, :], 0, 1).reshape( [-1]) # Transpose before reshape to produce identical results to numpy and matlab version. D2 = D1 + 1 X1 = X * D1 X2 = X * D2 ray1 = torch.matmul(torch.inverse(ref_intrinsics[batch]), X1) ray2 = torch.matmul(torch.inverse(ref_intrinsics[batch]), X2) X1 = torch.cat([ray1, torch.ones_like(xxx).unsqueeze(0).double()], dim=0) X1 = torch.matmul(torch.inverse(ref_extrinsics[batch]), X1) X2 = torch.cat([ray2, torch.ones_like(xxx).unsqueeze(0).double()], dim=0) X2 = torch.matmul(torch.inverse(ref_extrinsics[batch]), X2) X1 = torch.matmul(src_extrinsics[batch][0], X1) X2 = torch.matmul(src_extrinsics[batch][0], X2) X1 = X1[:3] X1 = torch.matmul(src_intrinsics[batch][0], X1) X1_d = X1[2].clone() X1 /= X1_d X2 = X2[:3] X2 = torch.matmul(src_intrinsics[batch][0], X2) X2_d = X2[2].clone() X2 /= X2_d k = (X2[1] - X1[1]) / (X2[0] - X1[0]) b = X1[1] - k * X1[0] theta = torch.atan(k) X3 = X1 + torch.stack( [torch.cos(theta) * pixel_interval, torch.sin(theta) * pixel_interval, torch.zeros_like(X1[2, :])], dim=0) A = torch.matmul(ref_intrinsics[batch], ref_extrinsics[batch][:3, :3]) tmp = torch.matmul(src_intrinsics[batch][0], src_extrinsics[batch][0, :3, :3]) A = torch.matmul(A, torch.inverse(tmp)) tmp1 = X1_d * torch.matmul(A, X1) tmp2 = torch.matmul(A, X3) M1 = torch.cat([X.t().unsqueeze(2), tmp2.t().unsqueeze(2)], axis=2)[:, 1:, :] M2 = tmp1.t()[:, 1:] ans = torch.matmul(torch.inverse(M1), M2.unsqueeze(2)) delta_d = ans[:, 0, 0] interval_maps = torch.abs(delta_d).mean().repeat(ref_depths.shape[2], ref_depths.shape[1]).t() for depth_level in range(-d, d): depth_hypos[batch, depth_level + d, :, :] += depth_level * interval_maps return depth_hypos.float() # Return the depth hypothesis map from statistical interval setting. def depth_regression_refine(prob_volume, depth_hypothesis): depth = torch.sum(prob_volume * depth_hypothesis, 1) return depth def proj_cost_AACVP(Group, settings, ref_feature, src_feature, level, ref_in, src_in, ref_ex, src_ex, depth_hypos): ## Calculate the cost volume for refined depth hypothesis selection # AACVP Version. batch, channels = ref_feature.shape[0], ref_feature.shape[1] num_depth = depth_hypos.shape[1] height, width = ref_feature.shape[2], ref_feature.shape[3] B, C, H, W = ref_feature.shape volume_sum = ref_feature.unsqueeze(2).repeat(1, 1, num_depth, 1, 1) ref_volume = volume_sum ref_volume = ref_volume.view(B, Group, C // Group, *ref_volume.shape[-3:]) volume_sum = 0 for src in range(settings.nsrc): with torch.no_grad(): src_proj = torch.matmul(src_in[:, src, :, :], src_ex[:, src, 0:3, :]) ref_proj = torch.matmul(ref_in, ref_ex[:, 0:3, :]) last = torch.tensor([[[0, 0, 0, 1.0]]]).repeat(len(src_in), 1, 1).cuda() src_proj = torch.cat((src_proj, last), 1) ref_proj = torch.cat((ref_proj, last), 1) proj = torch.matmul(src_proj, torch.inverse(ref_proj)) rot = proj[:, :3, :3] trans = proj[:, :3, 3:4] y, x = torch.meshgrid([torch.arange(0, height, dtype=torch.float32, device=ref_feature.device), torch.arange(0, width, dtype=torch.float32, device=ref_feature.device)]) y, x = y.contiguous(), x.contiguous() y, x = y.view(height * width), x.view(height * width) xyz = torch.stack((x, y, torch.ones_like(x))) xyz = torch.unsqueeze(xyz, 0).repeat(batch, 1, 1) rot_xyz = torch.matmul(rot, xyz) rot_depth_xyz = rot_xyz.unsqueeze(2).repeat(1, 1, num_depth, 1) * depth_hypos.view(batch, 1, num_depth, height * width) # [B, 3, Ndepth, H*W] proj_xyz = rot_depth_xyz + trans.view(batch, 3, 1, 1) proj_xy = proj_xyz[:, :2, :, :] / proj_xyz[:, 2:3, :, :] proj_x_normalized = proj_xy[:, 0, :, :] / ((width - 1) / 2) - 1 proj_y_normalized = proj_xy[:, 1, :, :] / ((height - 1) / 2) - 1 proj_xy = torch.stack((proj_x_normalized, proj_y_normalized), dim=3) grid = proj_xy warped_src_fea = F.grid_sample(src_feature[src][level], grid.view(batch, num_depth * height, width, 2), mode='bilinear', padding_mode='zeros') warped_src_fea = warped_src_fea.view(batch, channels, num_depth, height, width) warped_src_fea = warped_src_fea.to(ref_volume.dtype) warped_src_fea = warped_src_fea.view(*ref_volume.shape) if settings.mode == 'training': volume_sum = volume_sum + warped_src_fea # (B, Group, C//Group, D, h, w) else: volume_sum += warped_src_fea del warped_src_fea volume_variance = (volume_sum * ref_volume).mean(2).div_(settings.nsrc) # (B, Group, D, h, w) del volume_sum, ref_volume return volume_variance
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AACVP-MVSNet
AACVP-MVSNet-main/models/__init__.py
# encoding:UTF-8 from models.AACVPMVSNet import sL1_loss,MSE_loss, AACVPMVSNet
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AACVP-MVSNet
AACVP-MVSNet-main/models/AACVPMVSNet.py
# -*- coding: utf-8 -*- # @Time : 2020/6/18 0018 20:57 # @Author : Anzhu Yu # @Site : # @File : AACVPMVSNet.py # @Software: PyCharm import torch import torch.nn as nn import torch.nn.functional as F from .Module import * class ConvBnReLU3D(nn.Module): """ConvBnReLU3D 3D CNN Blocks with batchnorm and activation. """ def __init__(self, in_channels, out_channels, kernel_size=3, stride=1, padding=1): super(ConvBnReLU3D, self).__init__() self.conv = nn.Conv3d(in_channels, out_channels, kernel_size=kernel_size, stride=stride, padding=padding, bias=False) self.bn = nn.BatchNorm3d(out_channels) def forward(self, x): return F.relu(self.bn(self.conv(x)), inplace=True) class CostRegNetAACVP(nn.Module): def __init__(self, in_channels): super(CostRegNetAACVP, self).__init__() # 16->in_channels self.conv0 = ConvBnReLU3D(in_channels, 16, kernel_size=3, padding=1) self.conv0a = ConvBnReLU3D(16, 16, kernel_size=3, padding=1) self.conv1 = ConvBnReLU3D(16, 32, stride=2, kernel_size=3, padding=1) self.conv2 = ConvBnReLU3D(32, 32, kernel_size=3, padding=1) self.conv2a = ConvBnReLU3D(32, 32, kernel_size=3, padding=1) self.conv3 = ConvBnReLU3D(32, 64, kernel_size=3, padding=1) self.conv4 = ConvBnReLU3D(64, 64, kernel_size=3, padding=1) self.conv4a = ConvBnReLU3D(64, 64, kernel_size=3, padding=1) self.conv5 = nn.Sequential( nn.ConvTranspose3d(64, 32, kernel_size=3, padding=1, output_padding=0, stride=1, bias=False), nn.BatchNorm3d(32), nn.ReLU(inplace=True)) self.conv6 = nn.Sequential( nn.ConvTranspose3d(32, 16, kernel_size=3, padding=1, output_padding=1, stride=2, bias=False), nn.BatchNorm3d(16), nn.ReLU(inplace=True)) self.prob0 = nn.Conv3d(16, 1, 3, stride=1, padding=1) def forward(self, x): conv0 = self.conv0a(self.conv0(x)) conv2 = self.conv2a(self.conv2(self.conv1(conv0))) conv4 = self.conv4a(self.conv4(self.conv3(conv2))) conv5 = conv2 + self.conv5(conv4) conv6 = conv0 + self.conv6(conv5) prob = self.prob0(conv6).squeeze(1) return prob def sL1_loss(depth_est, depth_gt, mask): return F.smooth_l1_loss(depth_est[mask], depth_gt[mask], reduction='mean') def MSE_loss(depth_est, depth_gt, mask): return F.mse_loss(depth_est[mask], depth_gt[mask], size_average=True) # Here is the network class AACVPMVSNet(nn.Module): def __init__(self, args, group=4, num_heads=1): super(AACVPMVSNet, self).__init__() self.featurePyramid = FeaturePyramid(num_heads=num_heads) self.args = args self.Group = group self.cost_reg_refine = CostRegNetAACVP(in_channels=self.Group) def forward(self, ref_img, src_imgs, ref_in, src_in, ref_ex, src_ex, depth_min, depth_max): # initialization depth_est_list = [] output = {} # Step 1: Feature extraction. Self-attention is used here. ref_feature_pyramid = self.featurePyramid(ref_img, self.args.nscale) src_feature_pyramids = [] for i in range(self.args.nsrc): src_feature_pyramids.append(self.featurePyramid(src_imgs[:, i, :, :, :], self.args.nscale)) # in. and ex. matrices ref_in_multiscales = conditionIntrinsics(ref_in, ref_img.shape, [feature.shape for feature in ref_feature_pyramid]) src_in_multiscales = [] for i in range(self.args.nsrc): src_in_multiscales.append(conditionIntrinsics(src_in[:, i], ref_img.shape, [feature.shape for feature in src_feature_pyramids[i]])) src_in_multiscales = torch.stack(src_in_multiscales).permute(1, 0, 2, 3, 4) # Step 2: estimate the depth map at the coarsest level. # nhypothesis = 48 for DTU Dataset as default. depth_hypos = calSweepingDepthHypo(ref_in_multiscales[:, -1], src_in_multiscales[:, 0, -1], ref_ex, src_ex, depth_min, depth_max, nhypothesis_init=48) # Step 3: Cost Volume Pyramid calculated here. ref_volume = ref_feature_pyramid[-1].unsqueeze(2).repeat(1, 1, len(depth_hypos[0]), 1, 1) B, C, H, W = src_feature_pyramids[0][0].shape V = self.args.nsrc # Kwea3 implementation as reference ref_volume = ref_volume.view(B, self.Group, C // self.Group, *ref_volume.shape[-3:]) volume_sum = 0 warp_volumes = None for src_idx in range(self.args.nsrc): # warpped features warped_volume = homo_warping(src_feature_pyramids[src_idx][-1], ref_in_multiscales[:, -1], src_in_multiscales[:, src_idx, -1, :, :], ref_ex, src_ex[:, src_idx], depth_hypos) ## regular solution warped_volume = warped_volume.view(*ref_volume.shape) if self.args.mode == "train": # (B, Groups, C//Groups, D, h, w) volume_sum = volume_sum + warped_volume else: volume_sum += warped_volume del warped_volume ## Aggregate multiple feature volumes by Similarity ## The parameter V is a little different with that in implementation of Kwea123 ## V = nsrc here, while V denotes the quantity of all the input images in the implementation of Kwea123. cost_volume = (volume_sum * ref_volume).mean(2).div_(V) # Step 4: Estimate the Prob. cost_reg = self.cost_reg_refine(cost_volume).squeeze(1) # Release the GPU burden. if self.args.mode == "test": del volume_sum del ref_volume del warp_volumes prob_volume = F.softmax(cost_reg, dim=1) depth = depth_regression(prob_volume, depth_values=depth_hypos) depth_est_list.append(depth) # Step 5: Estimate the residual at each level. for level in range(self.args.nscale - 2, -1, -1): # Upsample depth_up = nn.functional.interpolate(depth[None, :], size=None, scale_factor=2, mode='bicubic', align_corners=None) depth_up = depth_up.squeeze(0) depth_hypos = calDepthHypo(self.args, depth_up, ref_in_multiscales[:, level, :, :], src_in_multiscales[:, :, level, :, :], ref_ex, src_ex, depth_min, depth_max, level) cost_volume = proj_cost_AACVP(Group=self.Group, settings=self.args, ref_feature=ref_feature_pyramid[level], src_feature=src_feature_pyramids, level=level, ref_in=ref_in_multiscales[:, level, :, :], src_in=src_in_multiscales[:, :, level, :, :], ref_ex=ref_ex, src_ex=src_ex[:, :], depth_hypos=depth_hypos) cost_reg2 = self.cost_reg_refine(cost_volume).squeeze(1) if self.args.mode == "test": del cost_volume prob_volume = F.softmax(cost_reg2, dim=1) if self.args.mode == "test": del cost_reg2 # Depth regression depth = depth_regression_refine(prob_volume, depth_hypos) depth_est_list.append(depth) # Step 6: Get the final result. with torch.no_grad(): num_depth = prob_volume.shape[1] prob_volume_sum4 = 4 * F.avg_pool3d(F.pad(prob_volume.unsqueeze(1), pad=(0, 0, 0, 0, 1, 2)), (4, 1, 1), stride=1, padding=0).squeeze(1) depth_index = depth_regression(prob_volume, depth_values=torch.arange(num_depth, device=prob_volume.device, dtype=torch.float)).long() prob_confidence = torch.gather(prob_volume_sum4, 1, depth_index.unsqueeze(1)).squeeze(1) if self.args.mode == "test": del prob_volume del depth ## For T&T and BlendedMVS dataset, the masks are fused with each level at given conf. to avoid noise pixels. ## This part is not implemented here. ## Return depth_est_list.reverse() # Reverse the list so that depth_est_list[0] is the largest scale. output["depth_est_list"] = depth_est_list output["prob_confidence"] = prob_confidence return output
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AACVP-MVSNet
AACVP-MVSNet-main/datasets/utils.py
# Data io utilities for the dataloader # by: Jiayu Yang # date: 2019-07-31 # Note: This file use part of the code from the following projects. # Thanks for the authors for the great code. # MVSNet: https://github.com/YoYo000/MVSNet # MVSNet_pytorch: https://github.com/xy-guo/MVSNet_pytorch import numpy as np import re import sys from PIL import Image import os, errno # For debug: # import matplotlib.pyplot as plt # import pdb def readScanList(scal_list_file,mode,logger): logger.info("Reading scan list...") scan_list_f = open(scal_list_file, "r") scan_list = scan_list_f.read() scan_list = scan_list.split() scan_list_f.close() logger.info("Done, Using following scans for "+mode+":\n"+str(scan_list)) return scan_list def read_pfm(filename): file = open(filename, 'rb') color = None width = None height = None scale = None endian = None header = file.readline().decode('utf-8').rstrip() if header == 'PF': color = True elif header == 'Pf': color = False else: raise Exception('Not a PFM file.') dim_match = re.match(r'^(\d+)\s(\d+)\s$', file.readline().decode('utf-8')) if dim_match: width, height = map(int, dim_match.groups()) else: raise Exception('Malformed PFM header.') scale = float(file.readline().rstrip()) if scale < 0: # little-endian endian = '<' scale = -scale else: endian = '>' # big-endian data = np.fromfile(file, endian + 'f') shape = (height, width, 3) if color else (height, width) data = np.reshape(data, shape) data = np.flipud(data) file.close() return data, scale def save_pfm(filename, image, scale=1): if not os.path.exists(os.path.dirname(filename)): try: os.makedirs(os.path.dirname(filename)) except OSError as exc: # Guard against race condition if exc.errno != errno.EEXIST: raise file = open(filename, "wb") color = None image = np.flipud(image) if image.dtype.name != 'float32': raise Exception('Image dtype must be float32.') if len(image.shape) == 3 and image.shape[2] == 3: # color image color = True elif len(image.shape) == 2 or len(image.shape) == 3 and image.shape[2] == 1: # greyscale color = False else: raise Exception('Image must have H x W x 3, H x W x 1 or H x W dimensions.') file.write('PF\n'.encode('utf-8') if color else 'Pf\n'.encode('utf-8')) file.write('{} {}\n'.format(image.shape[1], image.shape[0]).encode('utf-8')) endian = image.dtype.byteorder if endian == '<' or endian == '=' and sys.byteorder == 'little': scale = -scale file.write(('%f\n' % scale).encode('utf-8')) image.tofile(file) file.close() def read_cam_file(filename): with open(filename) as f: lines = f.readlines() lines = [line.rstrip() for line in lines] # extrinsics: line [1,5), 4x4 matrix extrinsics = np.fromstring(' '.join(lines[1:5]), dtype=np.float32, sep=' ').reshape((4, 4)) # intrinsics: line [7-10), 3x3 matrix intrinsics = np.fromstring(' '.join(lines[7:10]), dtype=np.float32, sep=' ').reshape((3, 3)) # depth_min & depth_interval: line 11 depth_min = float(lines[11].split()[0]) depth_interval = float(lines[11].split()[1]) depth_max = depth_min+(256*depth_interval) return intrinsics, extrinsics, depth_min, depth_max def write_cam(filename, intrinsic, extrinsic, depth_min, depth_max): with open(filename, 'w') as f: f.write('extrinsic\n') for j in range(4): for k in range(4): f.write(str(extrinsic[j, k]) + ' ') f.write('\n') f.write('\nintrinsic\n') for j in range(3): for k in range(3): f.write(str(intrinsic[j, k]) + ' ') f.write('\n') f.write('\n%f %f\n' % (depth_min,depth_max)) def read_img(filename): img = Image.open(filename) # scale 0~255 to 0~1 img = np.array(img, dtype=np.float32) / 255. # for CVP if img.shape[0] == 1200: ## normal & group with new costregnet img = img[:1184,:1600,:] # group # img = img[:1152,:1536,:] return img def write_img(filename,image): if not os.path.exists(os.path.dirname(filename)): try: os.makedirs(os.path.dirname(filename)) except OSError as exc: # Guard against race condition if exc.errno != errno.EEXIST: raise image.save(filename) return 1 def read_depth(filename): # read pfm depth file return np.array(read_pfm(filename)[0], dtype=np.float32)
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AACVP-MVSNet
AACVP-MVSNet-main/datasets/dtu_loader.py
# Dataloader for the DTU dataset in Yaoyao's format. # by: Jiayu Yang # date: 2020-01-28 # Note: This file use part of the code from the following projects. # Thanks for the authors for the great code. # MVSNet: https://github.com/YoYo000/MVSNet # MVSNet_pytorch: https://github.com/xy-guo/MVSNet_pytorch from .utils import * from .dataPaths import * from torch.utils.data import Dataset import numpy as np from PIL import Image class MVSDataset(Dataset): def __init__(self, args, logger=None): # Initializing the dataloader super(MVSDataset, self).__init__() # Parse input self.args = args self.data_root = self.args.dataset_root self.scan_list_file = getScanListFile(self.data_root,self.args.mode) self.pair_list_file = getPairListFile(self.data_root,self.args.mode) self.logger = logger if logger==None: import logger self.logger = logging.getLogger() self.logger.setLevel(logging.DEBUG) formatter = logging.Formatter("%(asctime)s - %(filename)s[line:%(lineno)d] - %(levelname)s: %(message)s") consoleHandler = logging.StreamHandler(sys.stdout) consoleHandler.setFormatter(formatter) self.logger.addHandler(consoleHandler) self.logger.info("File logger not configured, only writing logs to stdout.") self.logger.info("Initiating dataloader for our pre-processed DTU dataset.") self.logger.info("Using dataset:"+self.data_root+self.args.mode+"/") self.metas = self.build_list(self.args.mode) self.logger.info("Dataloader initialized.") def build_list(self,mode): # Build the item meta list metas = [] # Read scan list scan_list = readScanList(self.scan_list_file,self.args.mode, self.logger) # Read pairs list for scan in scan_list: with open(self.pair_list_file) as f: num_viewpoint = int(f.readline()) # viewpoints (49) for view_idx in range(num_viewpoint): ref_view = int(f.readline().rstrip()) src_views = [int(x) for x in f.readline().rstrip().split()[1::2]] # light conditions 0-6 if mode == "train": for light_idx in range(7): metas.append((scan, ref_view, src_views, light_idx)) elif mode == "test": metas.append((scan, ref_view, src_views, 3)) self.logger.info("Done. metas:"+str(len(metas))) return metas def __len__(self): return len(self.metas) def __getitem__(self, idx): meta = self.metas[idx] scan, ref_view, src_views, light_idx = meta assert self.args.nsrc <= len(src_views) self.logger.debug("Getting Item:\nscan:"+str(scan)+"\nref_view:"+str(ref_view)+"\nsrc_view:"+str(src_views)+"\nlight_idx"+str(light_idx)) ref_img = [] src_imgs = [] ref_depths = [] ref_depth_mask = [] ref_intrinsics = [] src_intrinsics = [] ref_extrinsics = [] src_extrinsics = [] depth_min = [] depth_max = [] ## 1. Read images # ref image ref_img_file = getImageFile(self.data_root,self.args.mode,scan,ref_view,light_idx) ref_img = read_img(ref_img_file) # src image(s) for i in range(self.args.nsrc): src_img_file = getImageFile(self.data_root,self.args.mode,scan,src_views[i],light_idx) src_img = read_img(src_img_file) src_imgs.append(src_img) ## 2. Read camera parameters cam_file = getCameraFile(self.data_root,self.args.mode,ref_view) ref_intrinsics, ref_extrinsics, depth_min, depth_max = read_cam_file(cam_file) for i in range(self.args.nsrc): cam_file = getCameraFile(self.data_root,self.args.mode,src_views[i]) intrinsics, extrinsics, depth_min_tmp, depth_max_tmp = read_cam_file(cam_file) src_intrinsics.append(intrinsics) src_extrinsics.append(extrinsics) ## 3. Read Depth Maps if self.args.mode == "train": imgsize = self.args.imgsize nscale = self.args.nscale # Read depth map of same size as input image first. depth_file = getDepthFile(self.data_root,self.args.mode,scan,ref_view) ref_depth = read_depth(depth_file) depth_frame_size = (ref_depth.shape[0],ref_depth.shape[1]) frame = np.zeros(depth_frame_size) frame[:ref_depth.shape[0],:ref_depth.shape[1]] = ref_depth ref_depths.append(frame) # Downsample the depth for each scale. ref_depth = Image.fromarray(ref_depth) original_size = np.array(ref_depth.size).astype(int) for scale in range(1,nscale): new_size = (original_size/(2**scale)).astype(int) down_depth = ref_depth.resize((new_size),Image.BICUBIC) frame = np.zeros(depth_frame_size) down_np_depth = np.array(down_depth) frame[:down_np_depth.shape[0],:down_np_depth.shape[1]] = down_np_depth ref_depths.append(frame) # Orgnize output and return sample = {} sample["ref_img"] = np.moveaxis(np.array(ref_img),2,0) sample["src_imgs"] = np.moveaxis(np.array(src_imgs),3,1) sample["ref_intrinsics"] = np.array(ref_intrinsics) sample["src_intrinsics"] = np.array(src_intrinsics) sample["ref_extrinsics"] = np.array(ref_extrinsics) sample["src_extrinsics"] = np.array(src_extrinsics) sample["depth_min"] = depth_min sample["depth_max"] = depth_max # print(sample) if self.args.mode == "train": sample["ref_depths"] = np.array(ref_depths,dtype=float) sample["ref_depth_mask"] = np.array(ref_depth_mask) elif self.args.mode == "test": sample["filename"] = scan + '/{}/' + '{:0>8}'.format(ref_view) + "{}" return sample
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AACVP-MVSNet
AACVP-MVSNet-main/datasets/data_io.py
import numpy as np import re import sys def read_pfm(filename): file = open(filename, 'rb') color = None width = None height = None scale = None endian = None header = file.readline().decode('utf-8').rstrip() if header == 'PF': color = True elif header == 'Pf': color = False else: raise Exception('Not a PFM file.') dim_match = re.match(r'^(\d+)\s(\d+)\s$', file.readline().decode('utf-8')) if dim_match: width, height = map(int, dim_match.groups()) else: raise Exception('Malformed PFM header.') scale = float(file.readline().rstrip()) if scale < 0: # little-endian endian = '<' scale = -scale else: endian = '>' # big-endian data = np.fromfile(file, endian + 'f') shape = (height, width, 3) if color else (height, width) data = np.reshape(data, shape) data = np.flipud(data) file.close() return data, scale def save_pfm(filename, image, scale=1): file = open(filename, "wb") color = None image = np.flipud(image) if image.dtype.name != 'float32': raise Exception('Image dtype must be float32.') if len(image.shape) == 3 and image.shape[2] == 3: # color image color = True elif len(image.shape) == 2 or len(image.shape) == 3 and image.shape[2] == 1: # greyscale color = False else: raise Exception('Image must have H x W x 3, H x W x 1 or H x W dimensions.') file.write('PF\n'.encode('utf-8') if color else 'Pf\n'.encode('utf-8')) file.write('{} {}\n'.format(image.shape[1], image.shape[0]).encode('utf-8')) endian = image.dtype.byteorder if endian == '<' or endian == '=' and sys.byteorder == 'little': scale = -scale file.write(('%f\n' % scale).encode('utf-8')) image.tofile(file) file.close()
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AACVP-MVSNet
AACVP-MVSNet-main/datasets/dataPaths.py
# Fetching file path and name for dataloader on our DTU dataset. # by: Jiayu Yang # date: 2019-08-01 import os # DTU: # 2020-01-31 14:20:42: Modified to read original yao's format. def getScanListFile(data_root,mode): scan_list_file = data_root+"scan_list_"+mode+".txt" return scan_list_file def getPairListFile(data_root,mode): pair_list_file = data_root+"Cameras/pair.txt" return pair_list_file def getDepthFile(data_root,mode,scan,view): depth_name = "depth_map_"+str(view).zfill(4)+".pfm" if mode == "train": scan_path = "Depths/"+scan+"_train/" else: scan_path = "Depths/"+scan+"/" depth_file = os.path.join(data_root,scan_path,depth_name) return depth_file def getImageFile(data_root,mode,scan,view,light): image_name = "rect_"+str(view+1).zfill(3)+"_"+str(light)+"_r5000.png" if mode == "train": scan_path = "Rectified/"+scan+"_train/" else: scan_path = "Rectified/"+scan+"/" image_file = os.path.join(data_root,scan_path,image_name) return image_file def getCameraFile(data_root,mode,view): cam_name = str(view).zfill(8)+"_cam.txt" cam_path = "Cameras/" cam_file = os.path.join(data_root,cam_path,cam_name) return cam_file
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/setup.py
from setuptools import setup, find_packages setup(name='rocoboom_out', version='1.0', packages=find_packages())
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/__init__.py
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/ss_tools.py
import sys import numpy as np import numpy.linalg as la from numpy.linalg import pinv import cvxpy as cvx import control from utility.matrixmath import solveb, mat, vec def groupdot(A, x): """ Perform dot product over groups of matrices, suitable for performing many LTI state transitions in a vectorized fashion """ return np.einsum('...ik,...k', A, x) def distance_between_lti(A1, A2): # Definition following Hsu, Hardt, & Hardt 2019 https://arxiv.org/pdf/1908.01039.pdf spectrum1 = la.eig(A1)[0] spectrum2 = la.eig(A2)[0] return la.norm(spectrum1 - spectrum2) def make_ss(A, B, C, D=None, Q=None, R=None, S=None, dt=1.0,): n, m, p = A.shape[0], B.shape[1], C.shape[0] if D is None: D = np.zeros([p, m]) ss = control.ss(A, B, C, D, dt) if Q is None: Q = np.zeros([n, n]) if R is None: R = np.zeros([p, p]) if S is None: S = np.zeros([n, p]) ss.Q = Q ss.R = R ss.S = S return ss def ss_change_coordinates(model_tgt, model_src, method='match'): # Find a suitable similarity transform matrix P which transforms coordinates from x (source) to xbar (target) # i.e. x = P @ xbar A = np.asarray(model_tgt.A) B = np.asarray(model_tgt.B) C = np.asarray(model_tgt.C) D = np.asarray(model_tgt.D) Abar = np.asarray(model_src.A) Bbar = np.asarray(model_src.B) Cbar = np.asarray(model_src.C) Dbar = np.asarray(model_src.D) Qbar = np.asarray(model_src.Q) Rbar = np.asarray(model_src.R) Sbar = np.asarray(model_src.S) # Get sizes n = A.shape[0] m = B.shape[1] p = C.shape[0] if method == 'match': # Compute by minimizing the error in statespace matrices A, B, C weight_A = 1.0 weight_B = 1.0 weight_C = 1.0 # weight_A = 1.0/A.size # weight_B = 1.0/B.size # weight_C = 1.0/C.size # # Solution using CVX # P = cvx.Variable((n, n)) # # # Express squared Frobenius norm using Frobenius norm # cost = weight_A*cvx.square(cvx.norm(P@Abar - A@P, 'fro')) \ # + weight_B*cvx.square(cvx.norm(P@Bbar - B, 'fro')) \ # + weight_C*cvx.square(cvx.norm(Cbar - C@P, 'fro')) # # # Express squared Frobenius norm directly with sum of squares # cost = weight_A*cvx.sum(cvx.square(P@Abar - A@P)) \ # + weight_B*cvx.sum(cvx.square(P@Bbar - B)) \ # + weight_C*cvx.sum(cvx.square(Cbar - C@P)) # # objective = cvx.Minimize(cost) # constraints = [] # prob = cvx.Problem(objective, constraints) # prob.solve() # P = P.value # TODO investigate whether this Jacobi-type algorithm can be used to solve the problem more quickly # --seems only valid for systems with full rank C matrix, so we cannot use here # https://ieeexplore.ieee.org/document/6669166 # Solution in closed form via vectorization, Kronecker products (this is a generalized Lyapunov equation) I = np.eye(n) G = np.kron(weight_A*np.dot(Abar, Abar.T) + weight_B*np.dot(Bbar, Bbar.T), I) \ + np.kron(I, weight_A*np.dot(A.T, A) + weight_C*np.dot(C.T, C)) \ - weight_A*np.kron(Abar.T, A.T) - weight_A*np.kron(Abar, A) H = weight_B*np.dot(B, Bbar.T) + weight_C*np.dot(C.T, Cbar) vH = vec(H) vP = la.solve(G, vH) P = mat(vP) # # DEBUG # # Verify solution is a critical point # from autograd import grad # import autograd.numpy as anp # # # Manual expression for gradient # def g_manual(x): # P = mat(x) # # A_term = 2*anp.dot(P, anp.dot(Abar, Abar.T)) - 2*anp.dot(A, anp.dot(P, Abar.T)) - 2*anp.dot(A.T, anp.dot(P, Abar)) + 2*anp.dot(anp.dot(A.T, A), P) # B_term = 2*anp.dot(P, anp.dot(Bbar, Bbar.T)) - 2*anp.dot(B, Bbar.T) # C_term = 2*anp.dot(anp.dot(C.T, C), P) - 2*anp.dot(C.T, Cbar) # return vec(weight_A*A_term + weight_B*B_term + weight_C*C_term) # # def myobj(x): # P = mat(x) # # A_term = anp.sum(anp.square(anp.dot(P, Abar) - anp.dot(A, P))) # B_term = anp.sum(anp.square(anp.dot(P, Bbar) - B)) # C_term = anp.sum(anp.square(Cbar - anp.dot(C, P))) # return weight_A*A_term + weight_B*B_term + weight_C*C_term # print(myobj(vec(P))) # g_auto = grad(myobj) # # gval1 = g_auto(vec(P)) # should be zero # gval2 = g_manual(vec(P)) # should be zero # zzz = 0 elif method in ['reachable', 'observable', 'modal']: ss_model_src = make_ss(model_src.A, model_src.B, model_src.C) _, P = control.canonical_form(ss_model_src, form=method) else: raise ValueError('Invalid coordinate transform method!') # Apply the transform to all the system matrices Ahat = np.dot(P, solveb(Abar, P)) Bhat = np.dot(P, Bbar) Chat = solveb(Cbar, P) Dhat = np.copy(Dbar) Qhat = np.dot(P, np.dot(Qbar, P.T)) Rhat = np.copy(Rbar) Shat = np.dot(P, Sbar) # Create a new ss object from the transformed system matrices model_trans = make_ss(Ahat, Bhat, Chat, Dhat, Qhat, Rhat, Shat) return model_trans, P
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/sim.py
import numpy as np import numpy.random as npr from rocoboom_out.common.signal_gen import SigParam, make_sig from rocoboom_out.common.ss_tools import groupdot def make_exploration(m, Ns, T, u_explore_var): """ Generate exploration control signal :param m: Number of inputs :param Ns: Number of Monte Carlo samples :param T: Number of time steps to simulate :param u_explore_var: Control input exploration noise variance """ scale = np.sqrt(u_explore_var) # u_hist = scale*npr.randn(Ns, T, m) # params = [SigParam(method='gbn', mean=0.0, scale=scale)] params = [SigParam(method='gbn', mean=0.0, scale=scale), SigParam(method='wgn', mean=0.0, scale=scale)] u_hist = np.array([make_sig(T, m, params) for i in range(Ns)]) return u_hist def make_disturbance(n, p, Ns, T, W, V): """ Generate process and measurement disturbances/noise :param n: Number of states :param p: Number of outputs :param Ns: Number of Monte Carlo samples :param T: Number of time steps to simulate :param W: State noise covariance matrix :param V: Output noise covariance matrix """ w_hist = npr.multivariate_normal(np.zeros(n), W, size=(Ns, T)) v_hist = npr.multivariate_normal(np.zeros(p), V, size=(Ns, T)) return w_hist, v_hist def lsim(A, B, C, D, Ns, T, u_hist, w_hist, v_hist, x0=None, verbose=False): """ Simulate multiple state-input-output trajectories of a stochastic linear system with additive process and measurement disturbances. :param A: State matrix :param B: Input matrix :param C: Output matrix :param D: Direct matrix :param Ns: Number of Monte Carlo samples :param T: Number of time steps to simulate :param u_hist: Control input history :param w_hist: Additive process noise history :param v_hist: Additive measurement noise history :param x0: Initial state :returns: x_hist: State history y_hist: Measurement output history """ n, m = B.shape p, n = C.shape # Preallocate state, output history x_hist = np.zeros([Ns, T+1, n]) y_hist = np.zeros([Ns, T, p]) # Initial state if x0 is None: x0 = np.zeros(n) x_hist[:, 0] = x0 # Loop over time for t in range(T): # Update state x_hist[:, t+1] = groupdot(A, x_hist[:, t]) + groupdot(B, u_hist[:, t]) + w_hist[:, t] # Update output y_hist[:, t] = groupdot(C, x_hist[:, t]) + groupdot(D, u_hist[:, t]) + v_hist[:, t] if verbose: print('lsim step %d / %d complete' % (t, T)) return x_hist, y_hist def make_offline_data(A, B, C, D, W, V, Ns, T, u_var, x0=None, verbose=False): """ Generate multiple state-input-output trajectories e.g. to be used as training data for sysid. :param A: State matrix :param B: Input matrix :param C: Output matrix :param D: Direct matrix :param W: State noise covariance matrix :param V: Output noise covariance matrix :param Ns: Number of Monte Carlo samples :param T: Number of time steps to simulate :param u_var: Control input exploration noise variance :param x0: Initial state :param seed: Seed for NumPy random number generator :returns: x_hist: State history u_hist: Control input history y_hist: Measurement output history w_hist: Additive process noise history v_hist: Additive measurement noise history """ if verbose: print("Generating offline sample trajectory data... ") n, m = B.shape p, n = C.shape if verbose: print("Generating exploration input data... ", end='') u_hist = make_exploration(m, Ns, T, u_var) if verbose: print("...completed!") if verbose: print("Generating disturbance data... ", end='') w_hist, v_hist = make_disturbance(n, p, Ns, T, W, V) if verbose: print("...completed!") if verbose: print("Generating disturbance data... ", end='') x_hist, y_hist = lsim(A, B, C, D, Ns, T, u_hist, w_hist, v_hist, x0, verbose=verbose) if verbose: print("...completed!") if verbose: print("...offline sample data completed!") return x_hist, u_hist, y_hist, w_hist, v_hist def lsim_cl(ss, compensator, x0, w_hist, v_hist, T): A, B, C = np.asarray(ss.A), np.asarray(ss.B), np.asarray(ss.C) F, K, L = np.asarray(compensator.F), np.asarray(compensator.K), np.asarray(compensator.L) n, m, p = A.shape[0], B.shape[1], C.shape[0] x_hist = np.zeros([T+1, n]) xhat_hist = np.zeros([T+1, n]) u_hist = np.zeros([T, m]) y_hist = np.zeros([T, p]) x_hist[0] = x0 # xhat_hist[0] = x0 # THIS IS BAD, DO NOT DO THIS! Only valid if compensator is in the same state coordinate system as the true system, which is generally not true! xhat_hist[0] = np.zeros_like(x0) for t in range(T): x = x_hist[t] xhat = xhat_hist[t] w = w_hist[t] v = v_hist[t] u = np.dot(K, xhat) y = np.dot(C, x) + v x_next = np.dot(A, x) + np.dot(B, u) + w xhat_next = np.dot(F, xhat) + np.dot(L, y) x_hist[t+1] = x_next xhat_hist[t+1] = xhat_next u_hist[t] = u y_hist[t] = y return x_hist, u_hist, y_hist, xhat_hist
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/plotting.py
""" Plotting functions """ from copy import copy from warnings import warn from time import sleep import os import numpy as np import numpy.linalg as la from scipy.stats import trim_mean import matplotlib.pyplot as plt import matplotlib.patches as mpatches from matplotlib.ticker import FormatStrFormatter from matplotlib.cm import get_cmap from utility.matrixmath import specrad BIG = 1e100 # A big number to replace np.inf for plotting purposes def compute_transparencies(quantiles, quantile_fill_alpha): # Manually compute alphas of overlapping regions for legend patches quantile_alphas = [] for j, quantile in enumerate(quantiles): if j > 0: quantile_alpha_old = quantile_alphas[j - 1] quantile_alpha_new = quantile_fill_alpha + (1 - quantile_fill_alpha)*quantile_alpha_old else: quantile_alpha_new = quantile_fill_alpha quantile_alphas.append(quantile_alpha_new) return quantile_alphas def multi_plot_paper(output_dict, cost_are_true, t_hist, t_start_estimate, t_evals, show_print=True, show_plot=True, plotfun_str='plot', xscale='linear', yscale='symlog', show_mean=True, show_median=True, show_trimmed_mean=False, show_quantiles=True, trim_mean_quantile=None, quantile_fill_alpha=0.2, quantile_color='tab:blue', quantile_region='upper', quantile_style='fill', quantile_legend=True, stat_diff_type='stat_of_diff', show_xlabel=True, show_ylabel=True, show_title=True, show_legend=True, show_grid=True, show_guideline=True, zoom=False, figsize=(4.5, 3), save_plots=False, dirname_out=None): # from matplotlib import rc # rc('text', usetex=True) control_schemes = list(output_dict.keys()) diff_scheme = control_schemes[0]+' minus '+control_schemes[1] plot_fields = ['cost_future_hist', 'cost_future_hist', 'cost_future_hist', 'specrad_hist', 'specrad_hist', 'specrad_hist', 'Aerr_hist', 'Berr_hist', 'Cerr_hist', 'a_hist', 'b_hist', 'c_hist', 'gamma_reduction_hist'] plot_control_schemes = ['certainty_equivalent', 'robust', diff_scheme, 'certainty_equivalent', 'robust', diff_scheme, 'robust', 'robust', 'robust', 'robust', 'robust', 'robust', 'robust'] ylabels = ['Inf.-horz. perf.', 'Inf.-horz. perf.', 'Inf.-horz. perf. diff.', 'Spec. rad.', 'Spec. rad.', 'Spec. rad. diff.', r'$\Vert \hat{A}-A \Vert$', r'$\Vert \hat{B}-B \Vert$', r'$\Vert \hat{C}-C \Vert$', r'$a$', r'$b$', r'$c$', r'$c_\gamma$'] filenames = ['cost_future_ce', 'cost_future_rmn', 'cost_future_diff', 'specrad_ce', 'specrad_rmn', 'specrad_diff', 'Aerr', 'Berr', 'Cerr', 'a', 'b', 'c', 'gamma_scale'] quantiles = [1.00, 0.999, 0.99, 0.95, 0.75] quantiles = np.array(quantiles) # Set quantile level for trimmed mean if trim_mean_quantile is None: trim_mean_quantile = np.max(quantiles[quantiles < 1]) quantile_alphas = compute_transparencies(quantiles, quantile_fill_alpha) # Process history data for plotting fields_to_normalize_by_cost_are_true = ['cost_future_hist'] fields_to_mean = [] fields_to_absmax = ['a_hist', 'b_hist', 'c_hist'] fields_to_vecnorm = ['x_train_hist', 'x_test_hist', 'u_train_hist', 'u_test_hist', 'x_opt_test_hist'] fields_to_fronorm = ['K_hist'] fields_to_squeeze = [] fields_to_truncate = ['x_train_hist', 'x_test_hist', 'x_opt_test_hist'] # Make the list of statistic names statistics = ['ydata', 'mean', 'trimmed_mean', 'median'] for quantile in quantiles: statistics.append('quantile_'+str(quantile)) statistics.append('quantile_'+str(1-quantile)) # Build the ydata dictionary from output_dict ydata_dict = {} for control_scheme in control_schemes: ydata_dict[control_scheme] = {} for field in plot_fields: ydata_dict[control_scheme][field] = {} # Preprocessing if field in fields_to_normalize_by_cost_are_true: ydata = (output_dict[control_scheme][field] / cost_are_true) elif field in fields_to_mean: ydata = np.mean(output_dict[control_scheme][field], axis=2) elif field in fields_to_absmax: ydata = np.max(np.abs(output_dict[control_scheme][field]), axis=2) elif field in fields_to_vecnorm: ydata = la.norm(output_dict[control_scheme][field], axis=2) elif field in fields_to_fronorm: ydata = la.norm(output_dict[control_scheme][field], ord='fro', axis=(2, 3)) else: ydata = output_dict[control_scheme][field] if field in fields_to_squeeze: ydata = np.squeeze(ydata) if field in fields_to_truncate: ydata = ydata[:, :-1] # Convert nan to inf ydata[np.isnan(ydata)] = np.inf # Convert inf to big number (needed for plotting so that inf values are not neglected) ydata[np.isinf(ydata)] = BIG # Store processed data ydata_dict[control_scheme][field]['ydata'] = ydata # Compute statistics ydata_dict[control_scheme][field]['mean'] = np.mean(ydata, axis=0) ydata_dict[control_scheme][field]['trimmed_mean'] = trim_mean(ydata, proportiontocut=1-trim_mean_quantile, axis=0) ydata_dict[control_scheme][field]['median'] = np.median(ydata, axis=0) for quantile in quantiles: ydata_dict[control_scheme][field]['quantile_'+str(quantile)] = np.quantile(ydata, quantile, axis=0) ydata_dict[control_scheme][field]['quantile_'+str(1-quantile)] = np.quantile(ydata, 1-quantile, axis=0) # Compute statistic differences control_scheme = control_schemes[0] + ' minus ' + control_schemes[1] control_schemes.append(control_scheme) ydata_dict[control_scheme] = {} for field in plot_fields: ydata_dict[control_scheme][field] = {} for statistic in statistics: # Choose whether to calculate statistics before or after taking the difference if stat_diff_type=='diff_of_stat': stat1 = ydata_dict[control_schemes[0]][field][statistic] stat2 = ydata_dict[control_schemes[1]][field][statistic] ydata_dict[control_scheme][field][statistic] = stat1 - stat2 elif stat_diff_type=='stat_of_diff': #TODO: reuse statistic computation code above ydata1 = ydata_dict[control_schemes[0]][field]['ydata'] ydata2 = ydata_dict[control_schemes[1]][field]['ydata'] ydata_diff = ydata1 - ydata2 ydata_dict[control_scheme][field]['ydata'] = ydata_diff # Compute statistics ydata_dict[control_scheme][field]['median'] = np.median(ydata_diff, axis=0) ydata_dict[control_scheme][field]['mean'] = np.mean(ydata_diff, axis=0) ydata_dict[control_scheme][field]['trimmed_mean'] = trim_mean(ydata_diff, proportiontocut=1-trim_mean_quantile, axis=0) for quantile in quantiles: ydata_dict[control_scheme][field]['quantile_'+str(quantile)] = np.quantile(ydata_diff, quantile, axis=0) ydata_dict[control_scheme][field]['quantile_'+str(1-quantile)] = np.quantile(ydata_diff, 1-quantile, axis=0) # x start index x_start_idx = t_start_estimate for control_scheme, field, ylabel_str, filename in zip(plot_control_schemes, plot_fields, ylabels, filenames): try: if show_plot: # Initialize figure and axes fig, ax = plt.subplots(figsize=figsize) # Choose the plotting function if plotfun_str == 'plot': plotfun = ax.plot fbstep = None elif plotfun_str == 'step': plotfun = ax.step fbstep = 'pre' # Choose the quantiles if field == 'gamma_reduction_hist': quantiles = [1.00, 0.95, 0.75] quantile_regions = ['middle'] else: quantiles = [0.999, 0.99, 0.95] quantile_regions = ['upper', 'lower'] quantiles = np.array(quantiles) legend_handles = [] legend_labels = [] if show_print: print(control_scheme) print(field) t_idxs = [] for t in t_evals: t_idxs.append(np.where(t_hist == t)[0][0]) xdata = t_hist[t_idxs] if show_print: print('Time') print(xdata) # Plot mean if show_mean: ydata = ydata_dict[control_scheme][field]['mean'][t_idxs] if show_plot: artist, = plotfun(xdata, ydata, color='k', lw=3, marker='d', markersize=8, zorder=120) legend_handles.append(artist) legend_labels.append("Mean") if show_print: print('Mean') print(ydata) # Plot trimmed mean if show_trimmed_mean: ydata = ydata_dict[control_scheme][field]['trimmed_mean'][t_idxs] if show_plot: artist, = plotfun(xdata, ydata, color='tab:grey', lw=3, zorder=130) legend_handles.append(artist) legend_labels.append("Trimmed mean, middle %.0f%%" % (100*(1-((1-trim_mean_quantile)*2)))) if show_print: print('Trimmed mean') print(ydata) # Plot median if show_median: ydata = ydata_dict[control_scheme][field]['median'][t_idxs] if show_plot: artist, = plotfun(xdata, ydata, color='b', lw=3, zorder=110) legend_handles.append(artist) legend_labels.append("Median") if show_print: print('Median') print(ydata) # Plot quantiles if show_quantiles: if show_plot: def plot_quantiles(quantile_region, quantile_color): qi = 0 my_quantiles = reversed(quantiles) if quantile_region == 'lower' else quantiles my_quantile_alphas = reversed(quantile_alphas) if quantile_region == 'lower' else quantile_alphas for quantile, quantile_alpha in zip(my_quantiles, my_quantile_alphas): if quantile_region == 'upper': y_lwr = ydata_dict[control_scheme][field]['median'][t_idxs] else: y_lwr = ydata_dict[control_scheme][field]['quantile_'+str(1-quantile)][t_idxs] if quantile_region == 'lower': y_upr = ydata_dict[control_scheme][field]['median'][t_idxs] else: y_upr = ydata_dict[control_scheme][field]['quantile_'+str(quantile)][t_idxs] ax.fill_between(xdata, y_lwr, y_upr, step=fbstep, color=quantile_color, alpha=quantile_fill_alpha, zorder=qi) qi += 1 if quantile_legend: legend_handles.append(mpatches.Patch(color=quantile_color, alpha=quantile_alpha)) if quantile_region == 'middle': legend_label_str = "Middle %.1f%%" % (100*(1-((1-quantile)*2))) elif quantile_region == 'upper': legend_label_str = "Upper %.1f%%" % (50*(1-((1-quantile)*2))) elif quantile_region == 'lower': legend_label_str = "Lower %.1f%%" % (50*(1-((1-quantile)*2))) legend_labels.append(legend_label_str) for quantile_region in quantile_regions: if quantile_region == 'upper' or quantile_region == 'middle': quantile_color = 'tab:blue' elif quantile_region == 'lower': if 'minus' in control_scheme: quantile_color = 'tab:red' else: quantile_color = 'tab:green' plot_quantiles(quantile_region, quantile_color) # Print quantiles if show_print: for quantile in quantiles: print('Quantile % .1f%%'%(100*(1 - quantile))) y_lwr = ydata_dict[control_scheme][field]['quantile_' + str(1 - quantile)][t_idxs] print(y_lwr) for quantile in reversed(quantiles): print('Quantile % .1f%%'%(100*quantile)) y_upr = ydata_dict[control_scheme][field]['quantile_' + str(quantile)][t_idxs] print(y_upr) # ax.set_xlim(xl) # Plot guidelines if show_plot: if show_guideline: y_guide = np.zeros(ydata_dict[control_scheme][field]['ydata'].shape[1])[t_idxs] if field in ['specrad_hist', 'gamma_reduction_hist', 'cost_future_hist'] and not 'minus' in control_scheme: y_guide = np.ones(ydata_dict[control_scheme][field]['ydata'].shape[1])[t_idxs] plotfun(xdata, y_guide, color='tab:grey', lw=2, linestyle='--', zorder=20) yscale = 'symlog' if field == 'gamma_reduction_hist': yscale = 'linear' elif field in ['a_hist', 'b_hist', 'c_hist', 'Aerr_hist', 'Berr_hist', 'Cerr_hist']: yscale = 'log' # Set axes options ax.set_xscale(xscale) ax.set_yscale(yscale) if show_legend: loc = 'best' if field == 'regret_hist': loc = 'center right' elif field == 'gamma_reduction_hist': loc = 'lower right' leg = ax.legend(handles=legend_handles, labels=legend_labels, loc=loc) leg.set_zorder(1000) # if field == 'regret_hist' and not control_scheme == diff_scheme: # yl = [-0.1, 1e27] # else: # ydata_lim_lwr = ydata_dict[control_scheme][field]['median'][x_start_idx:] # ydata_lim_upr = ydata_dict[control_scheme][field]['quantile_'+str(max(quantiles))][x_start_idx:] # ydata_lim_lwr = ydata_lim_lwr[np.isfinite(ydata_lim_lwr)] # ydata_lim_upr = ydata_lim_upr[np.isfinite(ydata_lim_upr)] # yl_lwr = np.min(ydata_lim_lwr) # yl_upr = np.max(ydata_lim_upr) # yl = [yl_lwr, yl_upr] # ax.set_ylim(yl) # Hardcode axis limits and ticks if not 'minus' in control_scheme: if field == 'cost_future_hist': yl = [0.98, 1.22] ax.set_ylim(yl) plt.yticks([1.0, 1.1, 1.2]) # pass elif field == 'regret_hist': # plt.locator_params(axis='y', numticks=6) plt.yticks([0, 1e10, 1e20, 1e30, 1e40, 1e50, 1e60, 1e70, 1e80]) # pass elif field == 'specrad_hist': plt.yticks([0.0, 0.5, 1.0, 1.5]) # pass elif field in ['a_hist', 'b_hist', 'c_hist']: # plt.yticks([0, 0.5, 1, 1.5, 2]) pass elif field == 'gamma_reduction_hist': plt.yticks([0, 0.25, 0.5, 0.75, 1]) else: if field == 'cost_future_hist': yl = [-0.02, 0.02] ax.set_ylim(yl) plt.yticks([-0.02, -0.01, 0.0, 0.01, 0.02]) elif field == 'specrad_hist': yl = [-0.6, 0.6] ax.set_ylim(yl) plt.yticks([-0.6, -0.3, 0.0, 0.3, 0.6]) # xl = [t_hist[x_start_idx], t_hist[-1]*1.25] # ax.set_xlim(xl) # if field == 'a_hist' or field == 'b_hist' or field == 'gamma_reduction_hist': # xl = [t_hist[x_start_idx], 20] # Plot options if show_grid: ax.grid('on') ax.set_axisbelow(True) if show_xlabel: xlabel_str = 'Time' ax.set_xlabel(xlabel_str, fontsize=12) if show_ylabel: # rot = None # ax.set_ylabel(ylabel_str, fontsize=12, rotation=rot) ax.set_ylabel(ylabel_str, fontsize=12) if show_title: # title_str = ylabel_str + '_' + control_scheme title_str = control_scheme title_str = title_str.replace('_', ' ').title() ax.set_title(title_str) fig.tight_layout() if save_plots: filename_out = 'plot_' + filename + '.png' path_out = os.path.join(dirname_out, filename_out) plt.savefig(path_out, dpi=600, bbox_inches="tight") if show_print: print() except: pass if show_plot: plt.show()
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/uncertainty.py
from time import time import numpy as np import numpy.linalg as la import numpy.random as npr from utility.matrixmath import mdot from utility.printing import create_tag from rocoboom_out.common.sysid import system_identification from rocoboom_out.common.ss_tools import ss_change_coordinates, groupdot class Uncertainty: # Small data class to hold multiplicative noise variances and direction matrices def __init__(self, a=None, Aa=None, b=None, Bb=None, c=None, Cc=None): self.a = a self.Aa = Aa self.b = b self.Bb = Bb self.c = c self.Cc = Cc def block_bootstrap(u_hist, y_hist, t=None, Nb=None, blocksize=40): # Get sizes p = y_hist.shape[1] m = u_hist.shape[1] # Get time horizon if t is None: t = u_hist.shape[0] # Preallocate bootstrap sample arrays u_boot_hist = np.zeros([Nb, t, m]) y_boot_hist = np.zeros([Nb, t, p]) if blocksize > t: raise ValueError('Blocksize exceeds data length, reduce blocksize!') for i in range(Nb): # Sample blocks of i/o data iid with replacement until the buffer is filled out start = 0 end = start + blocksize while end < t: if start + blocksize < t: end = start + blocksize else: end = t idx = npr.randint(t-blocksize) + np.arange(blocksize) u_boot_hist[i, start:end] = u_hist[idx] y_boot_hist[i, start:end] = y_hist[idx] start = end return u_boot_hist, y_boot_hist def semiparametric_bootstrap(model, u_hist, y_hist, w_hist, v_hist, t=None, Nb=None): """ Compute estimate of model uncertainty (covariance) via semiparametric bootstrap :param model: object, nominal model with attributes A matrix, B matrix, C matrix :param t: int, time up to which to use the available data. :param Nb: int, number of bootstrap samples """ A = model.A B = model.B C = model.C # Get sizes n = A.shape[0] m = B.shape[1] p = C.shape[0] # Get time horizon if t is None: t = u_hist.shape[0] # Preallocate bootstrap sample arrays x_boot_hist = np.zeros([Nb, t+1, n]) u_boot_hist = np.zeros([Nb, t, m]) y_boot_hist = np.zeros([Nb, t, p]) w_boot_hist = np.zeros([Nb, t, n]) v_boot_hist = np.zeros([Nb, t, p]) # Initialize bootstrap training data for i in range(Nb): # Initialize state x_boot_hist[i, 0] = np.zeros(n) # Copy input sequence u_boot_hist[i] = u_hist[0:t] # Sample residuals iid with replacement idx = npr.randint(w_hist.shape[0], size=t) w_boot_hist[i] = w_hist[idx] v_boot_hist[i] = v_hist[idx] # Form bootstrap training data for t_samp in range(t): # Update state x_boot_hist[:, t_samp+1] = (groupdot(A, x_boot_hist[:, t_samp]) + groupdot(B, u_boot_hist[:, t_samp]) + w_boot_hist[:, t_samp]) # Update output y_boot_hist[:, t_samp] = (groupdot(C, x_boot_hist[:, t_samp]) + v_boot_hist[:, t_samp]) return u_boot_hist, y_boot_hist def check_diff(model1, model2): A1, B1, C1 = model1.A, model1.B, model1.C A2, B2, C2 = model2.A, model2.B, model2.C print(A1) print(A2) print('') print(B1) print(B2) print('') print(C1) print(C2) print('') def ensemble2multnoise(model, u_boot_hist, y_boot_hist, return_models=False, verbose=False): """Convert an ensemble of data histories to a multiplicative noise representation.""" A = model.A B = model.B C = model.C # Get sizes n = A.shape[0] m = B.shape[1] p = C.shape[0] Nb = u_boot_hist.shape[0] # Form bootstrap model estimates Ahat_boot = np.zeros([Nb, n, n]) Bhat_boot = np.zeros([Nb, n, m]) Chat_boot = np.zeros([Nb, p, n]) if return_models: models_boot = [] for i in range(Nb): model_boot = system_identification(y_boot_hist[i], u_boot_hist[i], SS_fixed_order=n) # check_diff(model, model_boot) # Transform to align coordinate systems as much as possible model_trans, P = ss_change_coordinates(model, model_boot, method='match') if return_models: models_boot.append(model_trans) Ahat_boot[i] = model_trans.A Bhat_boot[i] = model_trans.B Chat_boot[i] = model_trans.C if verbose: print('created bootstrap model %6d / %6d' % (i+1, Nb)) # Sample variance of bootstrap estimates Ahat_boot_reshaped = np.reshape(Ahat_boot, [Nb, n*n], order='F') Bhat_boot_reshaped = np.reshape(Bhat_boot, [Nb, n*m], order='F') Chat_boot_reshaped = np.reshape(Chat_boot, [Nb, p*n], order='F') Ahat_boot_mean_reshaped = np.mean(Ahat_boot_reshaped, axis=0) Bhat_boot_mean_reshaped = np.mean(Bhat_boot_reshaped, axis=0) Chat_boot_mean_reshaped = np.mean(Chat_boot_reshaped, axis=0) # TODO account for correlation between A, B, C # can we do it easily with a decorrelation scheme /coordinate change? # or do we need to re-derive the full gdare w/ terms? Abar = Ahat_boot_reshaped - Ahat_boot_mean_reshaped Bbar = Bhat_boot_reshaped - Bhat_boot_mean_reshaped Cbar = Chat_boot_reshaped - Chat_boot_mean_reshaped SigmaA = np.dot(Abar.T, Abar)/(Nb-1) SigmaB = np.dot(Bbar.T, Bbar)/(Nb-1) SigmaC = np.dot(Cbar.T, Cbar)/(Nb-1) SigmaAeigvals, SigmaAeigvecs = la.eigh(SigmaA) SigmaBeigvals, SigmaBeigvecs = la.eigh(SigmaB) SigmaCeigvals, SigmaCeigvecs = la.eigh(SigmaC) a = np.real(SigmaAeigvals) b = np.real(SigmaBeigvals) c = np.real(SigmaCeigvals) Aa = np.reshape(SigmaAeigvecs, [n*n, n, n], order='F') # These uncertainty directions have unit Frobenius norm Bb = np.reshape(SigmaBeigvecs, [n*m, n, m], order='F') # These uncertainty directions have unit Frobenius norm Cc = np.reshape(SigmaCeigvecs, [p*n, p, n], order='F') # These uncertainty directions have unit Frobenius norm out_dict = {'uncertainty': Uncertainty(a, Aa, b, Bb, c, Cc)} if return_models: out_dict['models_boot'] = models_boot return out_dict def estimate_model_uncertainty(model, u_hist, y_hist, w_est, v_est, t, Nb, uncertainty_estimator=None, return_models=False, log_diagnostics=False): if log_diagnostics: time_start = time() tag_list = [] if uncertainty_estimator is None: out_dict = {'uncertainty': None} else: if uncertainty_estimator == 'exact': raise NotImplementedError # # TODO # # "Cheat" by using the true error as the multiplicative noise # Aa = np.zeros([n*n, n, n]) # Bb = np.zeros([n*m, n, m]) # Cc = np.zeros([p*n, p, n]) # Aa[0] = Adiff/Aerr # Bb[0] = Bdiff/Berr # Cc[0] = Cdiff/Cerr # a = np.zeros(n*n) # b = np.zeros(n*m) # c = np.zeros(p*n) # a[0] = Aerr**2 # b[0] = Berr**2 # c[0] = Cerr**2 else: if uncertainty_estimator == 'block_bootstrap': u_boot_hist, y_boot_hist = block_bootstrap(u_hist, y_hist, t, Nb) elif uncertainty_estimator == 'semiparametric_bootstrap': u_boot_hist, y_boot_hist = semiparametric_bootstrap(model, u_hist, y_hist, w_est, v_est, t, Nb) else: raise ValueError('Invalid uncertainty estimator method!') # TEST/DEBUG ONLY # # this is OK # # CHEAT by passing the true model and true residuals in # # This gives the most accurate assessment of the uncertainty in the model estimate # # because it is almost like getting a brand new dataset for each model sample # u_boot_hist, y_boot_hist = semiparametric_bootstrap(model_true, u_hist, y_hist, w_hist, v_hist, Nb=Nb) # this is OK # # Transform process noise approximately into model coordinates # w_hat_hist = np.zeros_like(w_hist) # v_hat_hist = np.copy(v_hist) # for i in range(T): # # w_hat_hist[i] = np.dot(P, w_hist[i]) # w_hat_hist[i] = np.dot(la.inv(P), w_hist[i]) # # u_boot_hist, y_boot_hist = semiparametric_bootstrap(model, u_hist, y_hist, w_hat_hist, v_hat_hist, Nb=Nb) # # TODO investigate why sometimes w_est and v_est are so much smaller in magnitude than w_hist and v_hist # # can be verified by comparing model.Q vs W and model.R vs V which are the process & sensor noise covariances # Form bootstrap model estimates from bootstrap datasets # and convert covariances into multiplicative noises out_dict = ensemble2multnoise(model, u_boot_hist, y_boot_hist, return_models=return_models) if log_diagnostics: time_end = time() time_elapsed = time_end - time_start tag_list.append(create_tag("time to make uncertainty: %f" % time_elapsed)) out_dict['tag_list'] = tag_list return out_dict
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py
robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/problem_data_gen.py
""" Problem data generation. Generic outputs are: :param n: Number of states, integer :param m: Number of inputs, integer :param p: Number of outputs, integer :param A: System state matrix, n x n matrix :param B: System control input matrix, n x m matrix :param C: System output matrix, p x n matrix :param Q: State-dependent quadratic cost, n x n matrix :param R: Control-dependent quadratic cost, m x m matrix :param W: Additive process noise covariance, n x n matrix :param V: Additive output noise covariance, p x p matrix """ import numpy as np import numpy.random as npr import numpy.linalg as la import scipy.linalg as sla from utility.matrixmath import specrad, mdot from utility.pickle_io import pickle_import, pickle_export def gen_rand_system(n=4, m=3, p=2, spectral_radius=0.9, noise_scale=0.0001, seed=None): """ Generate a random system :param n: Number of states, integer :param m: Number of inputs, integer :param p: Number of outputs, integer :param spectral_radius: Open-loop spectral radius of A, float :param noise_scale: Scaling of noise covariance, float :param seed: Seed for random number generator, positive integer :returns: Number of states, number of inputs, state matrix, input matrix, state cost matrix, input cost matrix, additive noise covariance matrix """ npr.seed(seed) A = npr.randn(n, n) A *= spectral_radius/specrad(A) B = npr.randn(n, m) C = npr.randn(p, n) D = np.zeros([p, m]) # Might want to do this if we assume we dont know the system up front Y = np.eye(p) # Output penalty Q = np.dot(C.T, np.dot(Y, C)) # State penalty # Q = np.eye(n) R = np.eye(m) # Control penalty # We don't need to do this since SIPPY will estimate the noise covariances for us # Z = noise_scale*np.eye(m) # Control noise covariance # W = np.dot(B, np.dot(Z, B.T)) # State noise covariance W = noise_scale*np.eye(n) # State noise covariance V = noise_scale*np.eye(p) # Output noise covariance U = np.zeros([n, p]) # State-output noise cross-covariance return n, m, p, A, B, C, D, Y, Q, R, W, V, U def gen_scalar_system(A=1.0, B=1.0, C=1.0, D=0.0, Y=1.0, R=1.0, W=1.0, V=1.0, U=0.0): n, m, p = 1, 1, 1 A, B, C, D, Y, R, W, V, U = [np.atleast_2d(var) for var in [A, B, C, D, Y, R, W, V, U]] Q = C*Y*C return n, m, p, A, B, C, D, Y, Q, R, W, V, U def gen_pendulum_system(inverted, mass=10, damp=2, dt=0.1, Y=None, R=None, W=None, V=None, U=None): # Pendulum with forward Euler discretization # x[0] = angular position # x[1] = angular velocity n = 2 m = 1 p = 1 if inverted: sign = 1 else: sign = -1 A = np.array([[1.0, dt], [sign*mass*dt, 1.0-damp*dt]]) B = np.array([[0], [dt]]) C = np.array([[1.0, 0.0]]) D = np.array([[0.0]]) if Y is None: Y = np.eye(p) Q = np.dot(C.T, np.dot(Y, C)) if R is None: R = np.eye(m) if W is None: W = 0.001*np.diag([0.0, 1.0]) if V is None: V = 0.001*np.diag([0.1]) if U is None: U = np.zeros([n, p]) return n, m, p, A, B, C, D, Y, Q, R, W, V, U def gen_example_system(idx, noise_scale=1.0): """ Example systems :param idx: Selection integer to pick the example system. """ if idx == 1: # 2-state shift register from https://www.argmin.net/2020/07/27/discrete-fragility/ # Possibly interesting lack of robustness under CE control n, m, p = 2, 1, 1 A = np.array([[0.0, 1.0], [0.0, 0.0]]) B = np.array([[0.0], [1.0]]) C = np.array([[1.0, -1.0]]) D = np.array([[0.0]]) Y = np.eye(p) Q = np.dot(C.T, np.dot(Y, C)) R = 0.01*np.eye(m) W = 0.1*np.eye(n) V = 0.1*np.eye(p) U = np.zeros([n, p]) # A += 0.1*npr.randn(n, n) # B += 0.1*npr.randn(n, m) # C += 0.1*npr.randn(p, n) elif idx == 2: # 3-state system from https://arxiv.org/pdf/1710.01688.pdf # Possibly interesting lack of robustness under CE control n, m, p = 3, 3, 3 A = np.array([[1.01, 0.01, 0.00], [0.01, 1.01, 0.01], [0.00, 0.01, 1.01]]) B = np.eye(3) C = np.eye(3) D = np.zeros([3, 3]) Y = np.eye(p) Q = np.dot(C.T, np.dot(Y, C)) R = 0.01*np.eye(m) W = 0.1*np.eye(n) V = 0.1*np.eye(p) U = np.zeros([n, p]) else: raise Exception('Invalid system index chosen, please choose a different one') W *= noise_scale V *= noise_scale U *= noise_scale return n, m, p, A, B, C, D, Y, Q, R, W, V, U def gen_system_omni(system_idx, **kwargs): """ Wrapper for system generation functions. """ if system_idx == 'inverted_pendulum': return gen_pendulum_system(inverted=True, **kwargs) elif system_idx == 'noninverted_pendulum': return gen_pendulum_system(inverted=False, **kwargs) elif system_idx == 'scalar': return gen_scalar_system(**kwargs) elif system_idx == 'rand': return gen_rand_system(**kwargs) else: return gen_example_system(idx=system_idx, **kwargs) def save_system(n, m, p, A, B, C, D, Y, Q, R, W, V, U, dirname_out, filename_out): variables = [n, m, p, A, B, C, D, Y, Q, R, W, V, U] variable_names = ['n', 'm', 'p', 'A', 'B', 'C', 'D', 'Y', 'Q', 'R', 'W', 'V', 'U'] system_data = dict(((variable_name, variable) for variable_name, variable in zip(variable_names, variables))) pickle_export(dirname_out, filename_out, system_data) def load_system(filename_in): system_data = pickle_import(filename_in) variable_names = ['n', 'm', 'p', 'A', 'B', 'C', 'D', 'Y', 'Q', 'R', 'W', 'V', 'U'] return [system_data[variable] for variable in variable_names]
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/gdare.py
# Combined estimator and controller design for multiplicative noise LQG import numpy as np import numpy.linalg as la import numpy.random as npr import matplotlib.pyplot as plt from utility.matrixmath import specrad, vec, mat def mat_diff(X, Y): return la.norm(X-Y, ord=2, axis=(1, 2)) def rand_psd(d, s=None): # Generate a random d x d positive semidefinite matrix E = np.diag(npr.rand(d)) U = npr.randn(d, d) V = la.qr(U)[0] P = V.dot(E.dot(V.T)) if s is not None: P *= s/specrad(P) return P # TODO move to problem_data_gen def make_noise_data(Sigma, d1, d2): d12 = d1*d2 a, V = la.eig(Sigma) Aa = np.zeros([d12, d1, d2]) for i in range(d12): Aa[i] = V[:, i].reshape(d1, d2) return a, Aa # TODO move to problem_data_gen def make_system_data(n=4, m=3, p=2, r=0.99, s=1.0): # nominal system matrices A = npr.randn(n, n) A *= r/specrad(A) B = npr.randn(n, m) C = npr.randn(p, n) # Multiplicative noise variances SigmaA = rand_psd(n*n, s=0.001*s) # State multiplicative noise covariance SigmaB = rand_psd(n*m, s=0.001*s) # Input multiplicative noise covariance SigmaC = rand_psd(n*p, s=0.001*s) # Output multiplicative noise covariance a, Aa = make_noise_data(SigmaA, n, n) b, Bb = make_noise_data(SigmaB, n, m) c, Cc = make_noise_data(SigmaC, p, n) # Penalty matrices Q = 1.0*np.eye(n) # state cost R = 1.0*np.eye(m) # action cost # Noise variances W = 0.1*np.eye(n) # process noise V = 0.1*np.eye(p) # sensor noise U = np.zeros([n, p]) # process-sensor cross-covariance sysdata = dict(A=A, B=B, C=C, a=a, Aa=Aa, b=b, Bb=Bb, c=c, Cc=Cc, Q=Q, R=R, W=W, V=V, U=U, n=n, m=m, p=p) return sysdata # TODO move to problem_data_gen def example_sysdata(beta=0.1): # de Koning 1992 example # beta = 0.0 deterministic case, beta = 0.2 ms-compensatable, beta = 0.3 not ms-compensatable n = 2 m = 1 p = 1 A = np.array([[0.7092, 0.3017], [0.1814, 0.9525]]) B = np.array([[0.7001], [0.1593]]) C = np.array([[0.3088, 0.5735]]) a = np.copy(beta)[None] Aa = np.copy(A)[None] b = np.copy(beta)[None] Bb = np.copy(B)[None] c = np.copy(beta)[None] Cc = np.copy(C)[None] Q = np.diag([0.7350, 0.9820]) R = 0.6644*np.eye(m) W = np.diag([0.5627, 0.7357]) V = 0.2588*np.eye(p) U = np.zeros([n, p]) sysdata = dict(A=A, B=B, C=C, a=a, Aa=Aa, b=b, Bb=Bb, c=c, Cc=Cc, Q=Q, R=R, W=W, V=V, U=U, n=n, m=m, p=p) return sysdata def unpack(sysdata): return [np.asarray(sysdata[key]) for key in ['A', 'B', 'C', 'a', 'Aa', 'b', 'Bb', 'c', 'Cc', 'Q', 'R', 'W', 'V', 'U', 'n', 'm', 'p']] def qfun(X, sysdata): A, B, C, a, Aa, b, Bb, c, Cc, Q, R, W, V, U, n, m, p = unpack(sysdata) X1, X2, X3, X4 = [X[i] for i in range(4)] # Control Q-function (G) Gxu = np.dot(A.T, np.dot(X1, B)) Gux = Gxu.T # = np.dot(B.T, np.dot(X1, A)) Guu = R + np.dot(B.T, np.dot(X1, B)) \ + np.einsum('x,xji,jk,xkl->il', b, Bb, X1, Bb) \ + np.einsum('x,xji,jk,xkl->il', b, Bb, X2, Bb) # Estimator Q-function (H) # Hxy = np.dot(A, np.dot(X3, C.T)) # known correct if U == 0 Hxy = U + np.dot(A, np.dot(X3, C.T)) # use for U != 0 Hyx = Hxy.T # = np.dot(C, np.dot(X3, A.T)) Hyy = V + np.dot(C, np.dot(X3, C.T)) \ + np.einsum('x,xij,jk,xlk->il', c, Cc, X3, Cc) \ + np.einsum('x,xij,jk,xlk->il', c, Cc, X4, Cc) # Compute gains for use in computing the Gxx, Hxx blocks K = -la.solve(Guu, Gux) # Control gain u = K*x L = la.solve(Hyy, Hyx).T # Estimator gain xhat = A*x + B*u + L*(y - C*xhat) LX2L = np.dot(L.T, np.dot(X2, L)) KX4K = np.dot(K, np.dot(X4, K.T)) Gxx = Q + np.dot(A.T, np.dot(X1, A)) \ + np.einsum('x,xji,jk,xkl->il', a, Aa, X1, Aa) \ + np.einsum('x,xji,jk,xkl->il', a, Aa, X2, Aa) \ + np.einsum('x,xji,jk,xkl->il', c, Cc, LX2L, Cc) Hxx = W + np.dot(A, np.dot(X3, A.T)) \ + np.einsum('x,xij,jk,xlk->il', a, Aa, X3, Aa) \ + np.einsum('x,xij,jk,xlk->il', a, Aa, X4, Aa) \ + np.einsum('x,xij,jk,xlk->il', b, Bb, KX4K, Bb) # Put the blocks together G = np.block([[Gxx, Gxu], [Gux, Guu]]) H = np.block([[Hxx, Hxy], [Hyx, Hyy]]) return G, H def gain(X, sysdata, return_qfun=False): n, m, p = [sysdata[key] for key in ['n', 'm', 'p']] # Get Q function G, H = qfun(X, sysdata) Gux = G[n:n+m, 0:n] Guu = G[n:n+m, n:n+m] Hyx = H[n:n+p, 0:n] Hyy = H[n:n+p, n:n+p] # Compute gains K = -la.solve(Guu, Gux) # Control gain u = K*x L = la.solve(Hyy, Hyx).T # Estimator gain xhat = A*x + B*u + L*(y - C*xhat) if return_qfun: return K, L, G, H else: return K, L def ricc(X, sysdata): # Riccati operator for multiplicative noise LQG # See W.L. de Koning, TAC 1992 https://ieeexplore.ieee.org/document/135491 A, B, C, a, Aa, b, Bb, c, Cc, Q, R, W, V, U, n, m, p = unpack(sysdata) # Get gain and Q function K, L, G, H = gain(X, sysdata, return_qfun=True) Gxx = G[0:n, 0:n] Gxu = G[0:n, n:n+m] Gux = G[n:n+m, 0:n] Guu = G[n:n+m, n:n+m] Hxx = H[0:n, 0:n] Hxy = H[0:n, n:n+p] Hyx = H[n:n+p, 0:n] Hyy = H[n:n+p, n:n+p] # Closed-loop system matrices ABK = A + np.dot(B, K) ALC = A - np.dot(L, C) # Form the RHS Z1 = np.dot(Gxu, la.solve(Guu, Gux)) Z3 = np.dot(Hxy, la.solve(Hyy, Hyx)) Y1 = Gxx - Z1 Y2 = np.dot(ALC.T, np.dot(X[1], ALC)) + Z1 Y3 = Hxx - Z3 Y4 = np.dot(ABK, np.dot(X[3], ABK.T)) + Z3 Y = np.stack([Y1, Y2, Y3, Y4]) return Y def gdlyap(sysdata, K, L, primal=True, solver='direct', check_stable=True, P0=None, max_iters=1000): """ (G)eneralized (d)iscrete-time (Lyap)unov equation solver for input-state-output systems with multiplicative noise sysdata: dict, with all problem data for input-state-output systems with multiplicative noise K, L: matrices, control and estimator gains primal: bool, True for the 'prime' problem which yields the cost/value matrix, False for the 'dual' problem which yields the steady-state second moment matrix solver: string, 'direct' is a one-shot solver that turns the matrix equation into a vector system of equations and solves using generic linear system solver in numpy.linalg. 'smith' is a basic iterative solver, requires an initial guess and termination criterion, most useful for large n, but convergence speed depends on the spectral radius. Best results when warm-starting near the solution. check_stable: bool, True will check whether the closed-loop system is ms-stable and return a matrix of np.inf if not ms-stable. Only set to False if it is known beforehand that (K, L) is ms-stabilizing. P0: matrix, initial guess for Smith method max_iters: int, maximum number of iterations for Smith method """ # Extract problem data A, B, C, a, Aa, b, Bb, c, Cc, Q, R, W, V, U, n, m, p = unpack(sysdata) # Intermediate quantities BK = np.dot(B, K) LC = np.dot(L, C) F = A + BK - LC if solver == 'direct': Phi = np.block([[A, BK], [LC, F]]) zA = np.zeros_like(A) zBK = np.zeros_like(BK) zLC = np.zeros_like(LC) zF = np.zeros_like(F) if primal: # Build the closed-loop quadratic cost transition operator PhiPhi = np.kron(Phi.T, Phi.T) for i in range(a.size): PhiAa = np.block([[Aa[i], zBK], [zLC, zF]]) PhiPhi += a[i]*np.kron(PhiAa.T, PhiAa.T) for i in range(b.size): PhiBb = np.block([[zA, np.dot(Bb[i], K)], [zLC, zF]]) PhiPhi += b[i]*np.kron(PhiBb.T, PhiBb.T) for i in range(c.size): PhiCc = np.block([[zA, zBK], [np.dot(L, Cc[i]), zF]]) PhiPhi += c[i]*np.kron(PhiCc.T, PhiCc.T) # Build the penalty matrix Qprime = np.block([[Q, np.zeros([n, n])], [np.zeros([n, n]), np.dot(K.T, np.dot(R, K))]]) vQprime = vec(Qprime) # Solve if check_stable: r = specrad(PhiPhi) if r > 1: return np.full((2*n, 2*n), np.inf) vP = la.solve(np.eye((2*n)*(2*n)) - PhiPhi, vQprime) P = mat(vP) return P else: # Build the closed-loop second moment transition operator PhiPhi = np.kron(Phi, Phi) for i in range(a.size): PhiAa = np.block([[Aa[i], zBK], [zLC, zF]]) PhiPhi += a[i]*np.kron(PhiAa, PhiAa) for i in range(b.size): PhiBb = np.block([[zA, np.dot(Bb[i], K)], [zLC, zF]]) PhiPhi += b[i]*np.kron(PhiBb, PhiBb) for i in range(c.size): PhiCc = np.block([[zA, zBK], [np.dot(L, Cc[i]), zF]]) PhiPhi += c[i]*np.kron(PhiCc, PhiCc) # Build the penalty matrix # Wprime = np.block([[W, np.zeros([n, n])], # [np.zeros([n, n]), np.dot(L, np.dot(V, L.T))]]) # known correct if U == 0 Wprime = np.block([[W, np.dot(U, L.T)], [np.dot(L, U.T), np.dot(L, np.dot(V, L.T))]]) # use if U != 0 vWprime = vec(Wprime) # Solve if check_stable: r = specrad(PhiPhi) if r > 1: return np.full((2*n, 2*n), np.inf) vS = la.solve(np.eye((2*n)*(2*n)) - PhiPhi, vWprime) S = mat(vS) return S elif solver == 'smith': # Initialize if P0 is None: P = np.zeros([n + n, n + n]) else: P = np.copy(P0) # Form the right-hand side to iterate as a fixed-point operator if primal: def rhs(P): # Extract blocks of P P11 = P[0:n, 0:n] P12 = P[0:n, n:n + n] P21 = P[n:n + n, 0:n] P22 = P[n:n + n, n:n + n] LP22L = np.dot(L.T, np.dot(P22, L)) # Construct the rhs as block matrix X X11_1 = np.dot(A.T, np.dot(P11, A)) + np.einsum('x,xji,jk,xkl->il', a, Aa, P11, Aa) X11_2 = np.dot(A.T, np.dot(P12, LC)) X11_3 = X11_2.T X11_4 = np.dot(C.T, np.dot(LP22L, C)) + np.einsum('x,xji,jk,xkl->il', c, Cc, LP22L, Cc) X12_1 = np.dot(A.T, np.dot(P11, BK)) X12_2 = np.dot(A.T, np.dot(P12, F)) X12_3 = np.dot(LC.T, np.dot(P21, BK)) X12_4 = np.dot(LC.T, np.dot(P22, F)) X22_1 = np.dot(BK.T, np.dot(P11, BK)) + np.dot(K.T, np.dot(np.einsum('x,xji,jk,xkl->il', b, Bb, P11, Bb), K)) X22_2 = np.dot(BK.T, np.dot(P12, F)) X22_3 = X22_2.T X22_4 = np.dot(F.T, np.dot(P22, F)) X11 = Q + X11_1 + X11_2 + X11_3 + X11_4 X12 = X12_1 + X12_2 + X12_3 + X12_4 X21 = X12.T X22 = np.dot(K.T, np.dot(R, K)) + X22_1 + X22_2 + X22_3 + X22_4 X = np.block([[X11, X12], [X21, X22]]) return X else: def rhs(S): # Extract blocks of S S11 = S[0:n, 0:n] S12 = S[0:n, n:n + n] S21 = S[n:n + n, 0:n] S22 = S[n:n + n, n:n + n] # LP22L = np.dot(L.T, np.dot(S22, L)) KS22K = np.dot(K, np.dot(S22, K.T)) # Construct the rhs as block matrix X X11_1 = np.dot(A, np.dot(S11, A.T)) + np.einsum('x,xij,jk,xlk->il', a, Aa, S11, Aa) X11_2 = np.dot(A, np.dot(S12, BK.T)) X11_3 = X11_2.T X11_4 = np.dot(B, np.dot(KS22K, B.T)) + np.einsum('x,xij,jk,xlk->il', b, Bb, KS22K, Bb) X12_1 = np.dot(A, np.dot(S11, LC.T)) X12_2 = np.dot(A, np.dot(S12, F.T)) X12_3 = np.dot(BK, np.dot(S21, LC.T)) X12_4 = np.dot(BK, np.dot(S22, F.T)) X22_1 = np.dot(LC, np.dot(S11, LC.T)) + np.dot(L, np.dot(np.einsum('x,xij,jk,xlk->il', c, Cc, S11, Cc), L.T)) X22_2 = np.dot(LC, np.dot(S12, F.T)) X22_3 = X22_2.T X22_4 = np.dot(F, np.dot(S22, F.T)) X11 = W + X11_1 + X11_2 + X11_3 + X11_4 # X12 = X12_1 + X12_2 + X12_3 + X12_4 # known correct if U == 0 X12 = np.dot(U, L.T) + X12_1 + X12_2 + X12_3 + X12_4 # use if U != 0 X21 = X12.T X22 = np.dot(L, np.dot(V, L.T)) + X22_1 + X22_2 + X22_3 + X22_4 X = np.block([[X11, X12], [X21, X22]]) return X # Iterate for i in range(max_iters): P = rhs(P) return P def value(K, L, sysdata, *args, **kwargs): P = gdlyap(sysdata, K, L, primal=True, *args, **kwargs) S = gdlyap(sysdata, K, L, primal=False, *args, **kwargs) # Build value matrices for arbitrary compensator ( Z == X if everything works properly) if np.all(np.isfinite(P)) and np.all(np.isfinite(S)): X = np.zeros((4, n, n)) X[0] = P[0:n, 0:n] - P[n:n+n, n:n+n] X[1] = P[n:n+n, n:n+n] X[2] = S[0:n, 0:n] - S[n:n+n, n:n+n] X[3] = S[n:n + n, n:n+n] else: X = np.full((4, n, n), np.inf) return X def cost(K, L, sysdata, primal=True): X = value(K, L, sysdata) A, B, C, a, Aa, b, Bb, c, Cc, Q, R, W, V, U, n, m, p = unpack(sysdata) # Performance criterion perf_crit computed using primal True and False are equal if everything works properly if primal: term_xx = np.dot(Q, X[2]) term_uu = np.dot(Q + np.dot(K.T, np.dot(R, K)), X[3]) perf_crit = np.trace(term_xx + term_uu) else: term_xx = np.dot(W, X[0]) term_yy = np.dot(W + np.dot(L, np.dot(V, L.T)), X[1]) perf_crit = np.trace(term_xx + term_yy) return perf_crit def get_initial_gains(sysdata, method='perturb_are', cost_factor=10.0, scale_factor=1.01): A, B, C, a, Aa, b, Bb, c, Cc, Q, R, W, V, U, n, m, p = unpack(sysdata) if method == 'perturb_are': # Get initial gains by perturbing the Riccati solution found by value iteration # Get optimal gains by value iteration X0 = np.stack([np.zeros([n, n]), np.zeros([n, n]), np.zeros([n, n]), np.zeros([n, n])]) X = value_iteration(sysdata, X0) Kopt, Lopt = gain(X, sysdata) # Random perturbation directions with unit Frobenius norm Kp = npr.randn(*Kopt.shape) Kp /= la.norm(Kp, ord='fro') Lp = npr.randn(*Lopt.shape) Lp /= la.norm(Lp, ord='fro') # Initial perturbation scale scale = 0.01 K = Kopt + scale*Kp L = Lopt + scale*Lp c_opt = cost(Kopt, Lopt, sysdata) c = cost(K, L, sysdata) # Increase perturbation scale until cost is worse than the optimum by prescribed cost_factor while c < cost_factor*c_opt: scale *= scale_factor K = Kopt + scale*Kp L = Lopt + scale*Lp c = cost(K, L, sysdata) # Take one step back to ensure cost_factor is an upper bound scale /= scale_factor K = Kopt + scale*Kp L = Lopt + scale*Lp elif method == 'zero': K = np.zeros([m, n]) L = np.zeros([n, p]) else: raise ValueError return K, L def value_iteration(sysdata=None, X=None, tol=1e-9, dmax=1e99, max_iters=1000, verbose=False): if sysdata is None: raise ValueError('sysdata must not be None!') n = sysdata['n'] if X is None: X = np.zeros([4, n, n]) X_prev = np.copy(X) i = 0 while True: X = ricc(X_prev, sysdata) d = mat_diff(X, X_prev) if verbose: spacer = ' ' print('%6d' % i, end=spacer) print(d, end=spacer) # Riccati residual # print(np.sort(np.real(la.eig(X_prev[0] - X[0])[0]))) # eigs of X mat_diff from last iter print(cost(*gain(X, sysdata), sysdata)) if np.all(d < tol): return X elif np.any(d > dmax): # Divergence return None if i >= max_iters: # Timeout return None X_prev = np.copy(X) i += 1 def rollout(K, L, x0, xhat0, T=1000): # Preallocate x = np.zeros([T+1, n]) u = np.zeros([T, m]) y = np.zeros([T, p]) xhat = np.zeros([T+1, n]) # Initialize x[0] = x0 xhat[0] = xhat0 # Simulate for t in range(T): # Noises At = A + np.einsum('i,ijk', np.sqrt(a)*npr.randn(a.size), Aa) Bt = B + np.einsum('i,ijk', np.sqrt(b)*npr.randn(b.size), Bb) Ct = C + np.einsum('i,ijk', np.sqrt(c)*npr.randn(c.size), Cc) w = npr.multivariate_normal(np.zeros(n), W) v = npr.multivariate_normal(np.zeros(p), V) # Simulation step y[t] = np.dot(Ct, x[t]) + v u[t] = np.dot(K, xhat[t]) xhat[t+1] = np.dot(A, xhat[t]) + np.dot(B, u[t]) + np.dot(L, y[t] - np.dot(C, xhat[t])) x[t+1] = np.dot(At, x[t]) + np.dot(Bt, u[t]) + w return x, u, y, xhat if __name__ == "__main__": plt.close('all') # plt.style.use('utility/conlab.mplstyle') # # Random problem data # seed = 1 # npr.seed(seed) # sysdata = make_system_data(n=4, m=3, p=2, r=0.99, s=1.0) # Example problem data seed = 1 npr.seed(seed) sysdata = example_sysdata(beta=0.2) A, B, C, a, Aa, b, Bb, c, Cc, Q, R, W, V, U, n, m, p = unpack(sysdata) # Initialize value matrix # X0 = np.zeros((4, n, n)) # K0, L0 = gain(X0, sysdata) K0, L0 = get_initial_gains(sysdata, cost_factor=100.0) X0 = value(K0, L0, sysdata) # Initialize with value matrices from an initial ms-stabilizing compensator # Value iteration print('value iteration') X = value_iteration(sysdata, X0, verbose=True) print('') # Compute gains K, L = gain(X, sysdata) BK = np.dot(B, K) LC = np.dot(L, C) F = A + BK - LC print(cost(K0, L0, sysdata)) print(cost(K, L, sysdata)) # Simulation # Initial state and state estimate x0 = 10*(npr.choice([2, -2]) + 2*npr.rand(n) - 1) # xhat0 = 10*(2*npr.rand(n) - 1) xhat0 = np.copy(x0) # Set up plot fig, ax = plt.subplots(nrows=2, sharex=True, sharey=True) # Closed-loop response w/ optimal gains x, u, y, xhat = rollout(K, L, x0, xhat0, T=1000) ax[0].plot(x, alpha=0.5) ax[0].set_xlabel('time') ax[0].set_ylabel('states') # Closed-loop response w/ initial gains x, u, y, xhat = rollout(K0, L0, x0, xhat0, T=1000) ax[1].plot(x, alpha=0.5) ax[1].set_xlabel('time') ax[1].set_ylabel('states') fig.tight_layout()
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robust-adaptive-control-multinoise-output-main/rocoboom_out/common/misc.py
def get_entry(arr, i, j, p, m): # Helper function to deal with array indexing # arr is the array e.g. fig, arr = plt.subplots(nrows=p, ncols=m) # i, j are the row, column index # p, m are the number of rows, columns respectively if p > 1: if m > 1: ax = arr[i, j] else: ax = arr[i] else: if m > 1: ax = arr[j] else: ax = arr return ax
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robust-adaptive-control-multinoise-output-main/rocoboom_out/common/sysid.py
# Copied & modified from the files # SIPPY/sippy/__init__.py # SIPPY/sippy/OLSims_methods.py # in the SIPPY package import sys import numpy as np from sippy.OLSims_methods import SS_model, check_types, check_inputs, extracting_matrices, forcing_A_stability, \ SVD_weighted, algorithm_1, SS_lsim_process_form from sippy.functionsetSIM import rescale, old_div, Vn_mat, K_calc def system_identification(y, u, id_method='N4SID', tsample=1.0, SS_f=None, SS_threshold=0.1, SS_max_order=np.NaN, SS_fixed_order=np.NaN, SS_D_required=False, SS_A_stability=False, return_residuals=False): y = 1.0 * np.atleast_2d(y) u = 1.0 * np.atleast_2d(u) [n1, n2] = y.shape ydim = min(n1, n2) ylength = max(n1, n2) if ylength == n1: y = y.T [n1, n2] = u.shape ulength = max(n1, n2) udim = min(n1, n2) if ulength == n1: u = u.T # Checking data consistency if ulength != ylength: sys.stdout.write("\033[0;35m") print("Warning! y and u lengths are not the same. The minor value between the two lengths has been chosen. " "The performed identification may be not correct, be sure to check your input and output data alignment") sys.stdout.write(" ") # Recasting data cutting out the over numbered data minlength = min(ulength, ylength) y = y[:, :minlength] u = u[:, :minlength] if SS_f is None: if np.isfinite(SS_fixed_order): SS_f = SS_fixed_order # if np.isfinite(SS_fixed_order): # if SS_f < SS_fixed_order: # print("Warning! The horizon length has been chosen as less than the system order n. " # "Recommend increasing so SS_f >= n!") A, B, C, D, Vn, Q, R, S, K, res = OLSims(y, u, SS_f, id_method, SS_threshold, SS_max_order, SS_fixed_order, SS_D_required, SS_A_stability) model = SS_model(A, B, C, D, K, Q, R, S, tsample, Vn) if return_residuals: return model, res else: return model def OLSims(y, u, f, weights='N4SID', threshold=0.1, max_order=np.NaN, fixed_order=np.NaN, D_required=False, A_stability=False): y = 1. * np.atleast_2d(y) u = 1. * np.atleast_2d(u) l, L = y.shape m = u[:, 0].size if not check_types(threshold, max_order, fixed_order, f): return np.array([[0.0]]), np.array([[0.0]]), np.array([[0.0]]), np.array( [[0.0]]), np.inf, [], [], [], [] else: threshold, max_order = check_inputs(threshold, max_order, fixed_order, f) # threshold, max_order = 0, fixed_order N = L - 2*f + 1 # # This chunk enables standardization of the input and output data # Ustd = np.zeros(m) # Ystd = np.zeros(l) # for j in range(m): # Ustd[j], u[j] = rescale(u[j]) # for j in range(l): # Ystd[j], y[j] = rescale(y[j]) # This chunk disables standardization of the input and output data Ustd = np.ones(m) Ystd = np.ones(l) # for j in range(m): # Ustd[j], u[j] = rescale(u[j]) # for j in range(l): # Ystd[j], y[j] = rescale(y[j]) U_n, S_n, V_n, W1, O_i = SVD_weighted(y, u, f, l, weights) Ob, X_fd, M, n, residuals = algorithm_1(y, u, l, m, f, N, U_n, S_n, V_n, W1, O_i, threshold, max_order, D_required) if A_stability: M, residuals[0:n, :], useless = forcing_A_stability(M, n, Ob, l, X_fd, N, u, f) A, B, C, D = extracting_matrices(M, n) Covariances = old_div(np.dot(residuals, residuals.T), (N - 1)) Q = Covariances[0:n, 0:n] R = Covariances[n:, n:] S = Covariances[0:n, n:] X_states, Y_estimate = SS_lsim_process_form(A, B, C, D, u) Vn = Vn_mat(y, Y_estimate) K, K_calculated = K_calc(A, C, Q, R, S) for j in range(m): B[:, j] = old_div(B[:, j], Ustd[j]) D[:, j] = old_div(D[:, j], Ustd[j]) for j in range(l): C[j, :] = C[j, :] * Ystd[j] D[j, :] = D[j, :] * Ystd[j] if K_calculated: K[:, j] = old_div(K[:, j], Ystd[j]) return A, B, C, D, Vn, Q, R, S, K, residuals
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robust-adaptive-control-multinoise-output-main/rocoboom_out/common/config.py
import os this_dir, this_filename = os.path.split(__file__) EXPERIMENT_FOLDER = os.path.join(this_dir, '..', 'experiments')
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robust-adaptive-control-multinoise-output-main/rocoboom_out/common/compensator_design.py
""" Functions for linear dynamic compensator design. """ from time import time from dataclasses import dataclass import numpy as np from utility.matrixmath import mdot, specrad, minsv, lstsqb, dlyap, dare, dare_gain from utility.printing import create_tag from rocoboom_out.common.gdare import value_iteration, gain @dataclass class Compensator: """ Compensator structure: (F, K, L) xhat[t+1] = F @ xhat[t] + L @ y[t] u[t] = K @ xhat[t] """ F: np.ndarray K: np.ndarray L: np.ndarray def sysmat_cl(A, B, C, K, L): # Model matrix used by compensator to propagate state return A + np.dot(B, K) - np.dot(L, C) def aug_sysmat_cl(A, B, C, F, K, L): # Closed loop system matrix of the joint system of states and state estimates return np.block([[A, np.dot(B, K)], [np.dot(L, C), F]]) def make_ce_compensator(model, Y, R): # Model information A = model.A B = model.B C = model.C W = model.Q V = model.R U = model.S # Penalty information Q = np.dot(C.T, np.dot(Y, C)) # Convert output penalty to state penalty in model coordinates # Solve Riccati equations to get control and estimator value matrices, gains P, K = dare_gain(A, B, Q, R) S, L = dare_gain(A.T, C.T, W, V, E=None, S=U) L = -L.T # Create the model matrix & compensator F = sysmat_cl(A, B, C, K, L) compensator = Compensator(F, K, L) return compensator def make_compensator(model, uncertainty, Y, R, noise_pre_scale=1.0, noise_post_scale=1.0, bisection_epsilon=0.01, log_diagnostics=False): if log_diagnostics: time_start = time() # Model information A = model.A B = model.B C = model.C n, m, p = A.shape[0], B.shape[1], C.shape[0] # TODO make sure the scaling is right for these since docs say they are with respect to outputs with unit variance W = model.Q V = model.R U = model.S # Penalty information Q = np.dot(C.T, np.dot(Y, C)) # Convert output penalty to state penalty in model coordinates tag_list = [] # TODO account for correlation between A, B, C multiplicative noises in gdare def solve_gdare(sysdata, X0=None, solver=None, solver_kwargs=None): if solver is None: solver = value_iteration if solver_kwargs is None: solver_kwargs = dict(tol=1e-6, max_iters=400) return solver(sysdata, X0, **solver_kwargs) if uncertainty is None or noise_post_scale == 0: compensator = make_ce_compensator(model, Y, R) scale = 0.0 else: # Uncertainty information a = uncertainty.a Aa = uncertainty.Aa b = uncertainty.b Bb = uncertainty.Bb c = uncertainty.c Cc = uncertainty.Cc def make_sysdata(scale=1.0): # Prep data for GDARE solver return dict(A=A, B=B, C=C, # Mean a=scale*a, Aa=Aa, b=scale*b, Bb=Bb, c=scale*c, Cc=Cc, # Variance Q=Q, R=R, W=W, V=V, U=U, # Penalties n=n, m=m, p=p) # Dimensions cs_lwr = 1.0 scale = cs_lwr*noise_pre_scale sysdata = make_sysdata(scale=scale) # Warm-start from noiseless case # TODO use dare() instead, find expression for P, Phat, S, Shat = X[0], X[1], X[2], X[3] X0 = solve_gdare(make_sysdata(scale=0)) X = solve_gdare(sysdata, X0) if X is None: # If assumed multiplicative noise variance is too high to admit solution, decrease noise variance # Bisection on the noise variance scaling to find the control # when the noise just touches the stability boundary cs_upr = 1.0 cs_lwr = 0.0 while cs_upr - cs_lwr > bisection_epsilon: if log_diagnostics: tag_list.append(create_tag("[bisection_lwr bisection_upr] = [%.6f %.6f]" % (cs_lwr, cs_upr))) cs_mid = (cs_upr + cs_lwr)/2 scale = cs_mid*noise_pre_scale sysdata = make_sysdata(scale=scale) X = solve_gdare(sysdata, X0) if X is None: cs_upr = cs_mid else: cs_lwr = cs_mid X0 = np.copy(X) scale = cs_lwr*noise_pre_scale if log_diagnostics: tag_list.append(create_tag('Scaled noise variance by %.6f' % scale)) if scale > 0: sysdata = make_sysdata(scale=scale) X = solve_gdare(sysdata, X0) if X is None: if log_diagnostics: tag_list.append(create_tag('GAIN NOT FOUND BY DARE_MULT, INCREASE SOLVER PRECISION', message_type='fail')) tag_list.append(create_tag('Falling back on cert-equiv gain', message_type='fail')) compensator = make_ce_compensator(model, Y, R) scale = 0.0 return compensator, scale, tag_list else: if log_diagnostics: tag_list.append(create_tag('Bisection collapsed to cert-equiv')) compensator = make_ce_compensator(model, Y, R) scale = 0.0 return compensator, scale, tag_list if noise_post_scale < 1: scale = cs_lwr*noise_pre_scale*noise_post_scale sysdata = make_sysdata(scale=scale) X = solve_gdare(sysdata, X0) if X is None: raise Exception('MLQG problem did not solve, check ms-compensatability! This should not have happened...') # P, Phat, S, Shat = X[0], X[1], X[2], X[3] # Get gains K, L = gain(X, sysdata) # Create the model matrix F = sysmat_cl(A, B, C, K, L) compensator = Compensator(F, K, L) if log_diagnostics: time_end = time() time_elapsed = time_end - time_start tag_list.append(create_tag("time to make compensator: %f" % time_elapsed)) return compensator, scale, tag_list
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/__init__.py
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robust-adaptive-control-multinoise-output-main/rocoboom_out/common/signal_gen.py
from dataclasses import dataclass, field import numpy as np import numpy.random as npr from SIPPY.sippy import functionset as fset @dataclass class SigParam: method: str mean: float = None scale: float = 1.0 ma_length: int = None options: dict = field(default_factory=dict) def moving_average(x, w): return np.convolve(x, np.ones(w), 'valid') / w def make_sig(T, m=1, params=None): # Function that creates signal e.g. for exploratory control actions if params is None: params = [SigParam(method='gbn')] u_hist = np.zeros([T, m]) for i in range(m): for param in params: method = param.method ma_length = param.ma_length mean = param.mean scale = param.scale # Increase time length if using moving average if ma_length == 0 or ma_length is None: Ti = T else: Ti = T + ma_length - 1 # Create the signal if method == 'gbn': # Set the switching probability if 'p_swd' not in param.options: p_swd = 0.1 else: p_swd = param.options['p_swd'] sig = fset.GBN_seq(Ti, p_swd=p_swd)[0] # Binary switching signal elif method == 'wgn': u_explore_var = 1.0 sig = np.sqrt(u_explore_var)*npr.randn(Ti) # White Gaussian noise elif method == 'rgw': sig = fset.RW_seq(Ti, 0, sigma=1.0) # Random Gaussian walk elif method == 'zeros': sig = np.zeros(Ti) elif method == 'ones': sig = np.ones(Ti) else: raise ValueError('Invalid signal generation method!') # Moving average if ma_length == 0 or ma_length is None: pass else: sig = moving_average(sig, ma_length) # Centering if mean is not None: sig += mean - np.mean(sig) # Scaling sig *= scale # Add signal component to the u_hist u_hist[:, i] += sig return u_hist if __name__ == '__main__': import matplotlib.pyplot as plt plt.close('all') npr.seed(1) params = [SigParam(method='gbn', mean=0.0, scale=1.0, ma_length=4), SigParam(method='gbn', mean=0.0, scale=1.0, ma_length=8), SigParam(method='rgw', mean=0.0, scale=0.2, ma_length=20)] sig = make_sig(T=100, params=params) plt.plot(sig)
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/compensator_eval.py
""" Functions for linear dynamic compensator evaluation. """ from dataclasses import dataclass import numpy as np from utility.matrixmath import mdot, specrad, minsv, solveb, lstsqb, dlyap, dare, dare_gain from rocoboom_out.common.compensator_design import aug_sysmat_cl def specrad_cl(A, B, C, F, K, L): Phi = aug_sysmat_cl(A, B, C, F, K, L) return specrad(Phi) @dataclass class Performance: sr: float # Spectral radius ihc: float # Infinite horizon cost def compute_performance(A, B, C, Q, R, W, V, F, K, L, primal=True): # Compute the closed-loop spectral radius and performance criterion n, m, p = A.shape[0], B.shape[1], C.shape[0] Phi = aug_sysmat_cl(A, B, C, F, K, L) sr = specrad(Phi) if sr > 1: ihc = np.inf else: KRK = np.dot(K.T, np.dot(R, K)) Qprime = np.block([[Q, np.zeros([n, n])], [np.zeros([n, n]), KRK]]) LVL = np.dot(L, np.dot(V, L.T)) Wprime = np.block([[W, np.zeros([n, n])], [np.zeros([n, n]), LVL]]) # Theoretically these two quantities should be equal if the problem is well-posed. if primal: # Primal i.e. compute performance criterion from steady-state value matrix Pprime = dlyap(Phi.T, Qprime) ihc = np.trace(np.dot(Wprime, Pprime)) else: # Dual i.e. compute performance criterion from steady-state covariance matrix Sprime = dlyap(Phi, Wprime) ihc = np.trace(np.dot(Qprime, Sprime)) return Performance(sr, ihc)
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/monte_carlo_loader.py
""" Robust adaptive control via multiplicative noise from bootstrapped uncertainty estimates. """ # Authors: Ben Gravell and Tyler Summers import os from copy import copy import numpy as np import matplotlib.pyplot as plt from utility.pickle_io import pickle_import from rocoboom_out.common.config import EXPERIMENT_FOLDER from rocoboom_out.common.problem_data_gen import load_system from rocoboom_out.common.plotting import multi_plot_paper # from rocoboom_out.common.plotting import multi_plot def cat_dict(base, layer): for key in base.keys(): if type(base[key]) is dict and type(layer[key]) is dict: cat_dict(base[key], layer[key]) elif type(base[key]) is np.ndarray and type(layer[key]) is np.ndarray: base[key] = np.vstack([base[key], layer[key]]) elif type(base[key]) is list and type(layer[key]) is list: base[key].append(layer[key]) else: pass return def load_results(experiment): dirname_in = os.path.join(experiment_folder, experiment) filename_in = 'comparison_results' + '.pickle' path_in = os.path.join(dirname_in, filename_in) data_in = pickle_import(path_in) output_dict, cost_are_true, t_hist, t_start_estimate, t_evals = data_in return output_dict, cost_are_true, t_hist, t_start_estimate, t_evals def aggregate_experiment_results(experiments): output_dict = None for i, experiment in enumerate(experiments): output_dict_i, cost_are_true, t_hist, t_start_estimate, t_evals = load_results(experiment) if output_dict is None: output_dict = copy(output_dict_i) else: cat_dict(output_dict, output_dict_i) return output_dict, cost_are_true, t_hist, t_start_estimate, t_evals def load_problem_data(experiment): # Load simulation options dirname_in = os.path.join(experiment_folder, experiment) filename_in = 'sim_options.pickle' path_in = os.path.join(dirname_in, filename_in) sim_options = pickle_import(path_in) # training_type = sim_options['training_type'] # testing_type = sim_options['testing_type'] Ns = sim_options['Ns'] Nb = sim_options['Nb'] T = sim_options['T'] system_idx = sim_options['system_idx'] seed = sim_options['seed'] bisection_epsilon = sim_options['bisection_epsilon'] t_start_estimate = sim_options['t_start_estimate'] t_explore = sim_options['t_explore'] u_explore_var = sim_options['u_explore_var'] u_exploit_var = sim_options['u_exploit_var'] # Load system definition filename_in = 'system_dict.pickle' path_in = os.path.join(dirname_in, filename_in) n, m, p, A, B, C, D, Y, Q, R, W, V, U = load_system(path_in) return [Ns, Nb, T, system_idx, seed, bisection_epsilon, t_start_estimate, t_explore, u_explore_var, u_exploit_var, n, m, p, A, B, C, D, Y, Q, R, W, V, U] def get_last_dir(parent_folder): num_max = 0 name_max = None for name in next(os.walk(parent_folder))[1]: try: num = float(name.split('_')[0].replace('p', '.')) if num > num_max: num_max = num name_max = name except: pass return name_max def get_dirs_by_time(parent_folder, time_min, time_max): dirs = [] for name in next(os.walk(parent_folder))[1]: try: num = float(name.split('_')[0].replace('p', '.')) if time_min <= num <= time_max+1: dirs.append(name) except: pass return dirs if __name__ == "__main__": experiment_folder = EXPERIMENT_FOLDER # experiment = get_last_dir(experiment_folder) # experiment = '1637467652p5037403_Ns_10000_T_321_system_1_seed_1' # experiment = '1637595430p9019032_Ns_10000_T_321_system_1_seed_2' # experiment = '1637679639p3378303_Ns_10000_T_321_system_1_seed_10' # experiment = '1637770954p6599007_Ns_10_T_321_system_1_seed_1' # # Load the problem data into the main workspace # # (not needed for plotting, just for convenience of data inspection using console) # (Ns, Nb, T, system_idx, seed, # bisection_epsilon, t_start_estimate, t_explore, u_explore_var, u_exploit_var, # n, m, p, A, B, C, D, Y, Q, R, W, V, U) = load_problem_data(experiment) # Load results # output_dict, cost_are_true, t_hist, t_start_estimate, t_evals = load_results(experiment) # Load results from multiple experiments # experiments = ['1637770954p6599007_Ns_10_T_321_system_1_seed_1', # '1637770969p3941662_Ns_10_T_321_system_1_seed_2', # '1637770985p5349584_Ns_10_T_321_system_1_seed_3'] # experiments = get_dirs_by_time(experiment_folder, 1637770954, 1637770985) # 10 experiments = get_dirs_by_time(experiment_folder, 1637467652, 1637679639) # 10000 experiments.reverse() # This is only because seed=1 has extra fields that should not be catted, redo seed=1 with current code to eliminate this line # output_dict, cost_are_true, t_hist, t_start_estimate, t_evals = aggregate_experiment_results(experiments) # # Print the log data, if it exists # show_diagnostics = False # if show_diagnostics: # try: # for log_str in output_dict['robust']['log_str']: # print(log_str) # except: # pass dirname_out = experiment_folder # Plotting plt.close('all') multi_plot_paper(output_dict, cost_are_true, t_hist, t_start_estimate, t_evals, plotfun_str='plot', show_print=True, show_plot=True, save_plots=False, dirname_out=dirname_out) # multi_plot_paper(output_dict, cost_are_true, t_hist, t_start_estimate, t_evals, # plotfun_str='plot', show_print=True, show_plot=True, # show_legend=False, show_grid=True, # save_plots=False, dirname_out=dirname_out) # multi_plot_paper(output_dict, cost_are_true, t_hist, t_start_estimate, t_evals, # plotfun_str='plot', show_print=True, show_plot=True, # show_legend=True, show_grid=False, # save_plots=False, dirname_out=dirname_out) plt.show()
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/single.py
from dataclasses import dataclass import numpy as np import numpy.random as npr import scipy as sc import numpy.linalg as la import scipy.linalg as sla import matplotlib.pyplot as plt import control from utility.lti import ctrb, obsv from utility.printing import create_tag from rocoboom_out.common.problem_data_gen import gen_system_omni from rocoboom_out.common.signal_gen import SigParam, make_sig from rocoboom_out.common.sim import make_offline_data, lsim_cl from rocoboom_out.common.sysid import system_identification from rocoboom_out.common.ss_tools import make_ss, ss_change_coordinates from rocoboom_out.common.uncertainty import estimate_model_uncertainty from rocoboom_out.common.compensator_design import make_compensator from rocoboom_out.common.compensator_eval import compute_performance from rocoboom_out.common.misc import get_entry @dataclass class Result: model: None uncertainty: None ss_models_boot: None compensator: None performance: None design_info: dict def get_result(method): ss_models_boot = None if method == 'opt': uncertainty = None my_model = ss_true elif method == 'ceq': uncertainty = None my_model = ss_model elif method == 'rob': uncertainty_estimator = 'semiparametric_bootstrap' # uncertainty_estimator = 'block_bootstrap' uncertainty_dict = estimate_model_uncertainty(model, u_train_hist, y_train_hist, w_est, v_est, t, Nb, uncertainty_estimator, return_models=True, log_diagnostics=True) # TODO DEBUG ONLY # CHEAT by using the true model and true residuals in the semiparametric bootstrap # uncertainty_estimator = 'semiparametric_bootstrap' # uncertainty_dict = estimate_model_uncertainty(ss_true, u_train_hist, y_train_hist, # w_hist, v_hist, t, Nb, # uncertainty_estimator, # return_models=True, # log_diagnostics=True) uncertainty = uncertainty_dict['uncertainty'] ss_models_boot = uncertainty_dict['models_boot'] tag_list_uc = uncertainty_dict['tag_list'] for tag in tag_list_uc: print(tag) my_model = ss_model else: raise ValueError compensator, noise_scale, tag_str_list_cg = make_compensator(my_model, uncertainty, Y, R, noise_pre_scale, noise_post_scale, bisection_epsilon, log_diagnostics=True) for tag in tag_str_list_cg: print(tag) F, K, L = compensator.F, compensator.K, compensator.L performance = compute_performance(A, B, C, Q, R, W, V, F, K, L) design_info = dict(noise_scale=noise_scale) return Result(model, uncertainty, ss_models_boot, compensator, performance, design_info) def response_plot(ss, T=None, y_ref=None, fig=None, axs=None, response_type='impulse', *args, **kwargs): # Choose the response function if response_type == 'impulse': response_fun = control.impulse_response elif response_type == 'step': response_fun = control.step_response else: raise ValueError # Get the response data t, ys = response_fun(ss, T) # Create plot if fig is None: fig, axs = plt.subplots(nrows=p, ncols=m, sharex=True, figsize=(4, 3)) for i in range(p): for j in range(m): ax = get_entry(axs, i, j, p, m) y = get_entry(ys, i, j, p, m) if y_ref is not None: yr = get_entry(y_ref, i, j, p, m) y -= yr ax.plot(t, y, *args, **kwargs) fig.tight_layout() return t, ys, fig, axs def comparison_response_plot(ss_true, ss_model, ss_models_boot, t_sim=None, num_models_boot_to_plot=100): # Simulation time if t_sim is None: t_sim = T t, ys_true = control.impulse_response(ss_true, t_sim) t, ys_true, fig, axs = response_plot(ss_true, t_sim, ys_true, marker='o', alpha=0.7, zorder=10, label='True') t, ys_model, fig, axs = response_plot(ss_model, t_sim, ys_true, fig, axs, marker='d', alpha=0.7, zorder=11, label='Nominal') for i, ss_model_boot in enumerate(ss_models_boot): if i > num_models_boot_to_plot: continue if i == 0: label = 'Bootstrap samples' else: label = None t, ys_boot, fig, axs = response_plot(ss_model_boot, t_sim, ys_true, fig, axs, color='k', alpha=0.05, zorder=1, label=label) for i in range(p): for j in range(m): my_ax = get_entry(axs, i, j, p, m) my_ax.legend() return fig, axs def comparison_closed_loop_plot(result_dict, t_sim=None, disturb_method='zeros', disturb_scale=1.0): # Make initial state x0 = np.ones(n) # Simulation time if t_sim is None: t_sim = T # Make disturbance histories w_play_hist = make_sig(t_sim, n, [SigParam(method=disturb_method, mean=0, scale=disturb_scale)]) v_play_hist = make_sig(t_sim, p, [SigParam(method=disturb_method, mean=0, scale=disturb_scale)]) fig, axs = plt.subplots(ncols=p, sharex=True, figsize=(8, 6)) if p == 1: axs = [axs] for key in methods: result = result_dict[key] x_hist, u_hist, y_hist, xhat_hist = lsim_cl(ss_true, result.compensator, x0, w_play_hist, v_play_hist, t_sim) for i in range(p): axs[i].plot(y_hist[:, i], label=key) for i in range(p): axs[i].legend() fig.suptitle('Comparison of closed-loop response to initial state') return fig, axs def matrix_distplot(M_true, M_model, M_models_boot, title_str=None, plot_type='violin', show_true=True, show_model=True, show_boot_mean=False, show_boot_median=False, show_samples=True, show_dist=True, show_legend=True): d1, d2 = M_true.shape fig, axs = plt.subplots(nrows=d1, ncols=d2, figsize=(d2*3, d1*3)) for i in range(d1): for j in range(d2): ax = get_entry(axs, i, j, d1, d2) # Data extraction x_true = M_true[i, j] x_model = M_model[i, j] x_models_boot = np.array([M_model_boot[i, j] for M_model_boot in M_models_boot]) x_models_boot_mean = np.mean(x_models_boot) x_models_boot_median = np.median(x_models_boot) if show_dist: if plot_type == 'violin': violinplot_parts = ax.violinplot(x_models_boot, positions=[0], showextrema=False, points=400) for part in violinplot_parts['bodies']: part.set_facecolor('k') elif plot_type == 'box': ax.boxplot(x_models_boot, positions=[0], medianprops=dict(color='C2')) else: raise ValueError linex = [-0.1, 0.1] if show_true: ax.plot(linex, x_true*np.ones(2), c='C0', linestyle='--', lw=3, label='True') if show_model: ax.plot(linex, x_model*np.ones(2), c='C1', linestyle='-', lw=3, label='Nominal') if show_boot_mean: ax.plot(linex, x_models_boot_mean*np.ones(2), c='k', label='Bootstrap mean') if show_boot_median: ax.plot(linex, x_models_boot_median*np.ones(2), c='C2', label='Bootstrap median') if show_samples: ax.scatter(np.zeros_like(x_models_boot), x_models_boot, s=40, c='k', marker='o', alpha=0.2, label='Bootstrap samples') # Set the ylimit p = 1 # percentile x_models_boot_pct_lwr = np.percentile(x_models_boot, p) x_models_boot_pct_upr = np.percentile(x_models_boot, 100-p) xpct_diff = x_models_boot_pct_upr - x_models_boot_pct_lwr xlim_lwr = np.min([x_models_boot_pct_lwr, x_true-0.1*xpct_diff]) xlim_upr = np.max([x_models_boot_pct_upr, x_true+0.1*xpct_diff]) ax.set_ylim([xlim_lwr, xlim_upr]) if show_legend: ax.legend() fig.suptitle(title_str) fig.tight_layout() return fig, axs if __name__ == "__main__": # Options plt.close('all') seed = 1 npr.seed(seed) # Number of Monte Carlo samples Ns = 1 # Number of bootstrap samples Nb = 100 # Simulation time t = 20 # This is the amount of data that will be used by sysid T = t + 1 # This is the amount of data that will be simulated # Problem data system_kwargs = dict() # n, m, p, A, B, C, D, Y, Q, R, W, V, U = gen_system_omni('inverted_pendulum', **system_kwargs) # n, m, p, A, B, C, D, Y, Q, R, W, V, U = gen_system_omni('noninverted_pendulum', **system_kwargs) # system_kwargs = dict(n=4, m=2, p=2, spectral_radius=0.9, noise_scale=0.1, seed=1) # n, m, p, A, B, C, D, Y, Q, R, W, V, U = gen_system_omni('rand', **system_kwargs) n, m, p, A, B, C, D, Y, Q, R, W, V, U = gen_system_omni(system_idx=1) ss_true = make_ss(A, B, C, D, W, V, U) # Exploration control signal u_explore_var = 10*(np.max(la.eig(W)[0]) + np.max(la.eig(V)[0])) # u_explore_var = 10.0 noise_pre_scale = 1.0 noise_post_scale = 1.0 bisection_epsilon = 0.01 # Check controllability and observability of the true system check_tags = [] if la.matrix_rank(ctrb(A, B)) < n: check_tags.append(create_tag("The pair (A, B) is NOT controllable.", message_type='warn')) if la.matrix_rank(obsv(Q, A)) < n: check_tags.append(create_tag("The pair (Q, A) is NOT observable.", message_type='warn')) if la.matrix_rank(obsv(A, C)) < n: check_tags.append(create_tag("The pair (A, C) is NOT observable.", message_type='warn')) if la.matrix_rank(ctrb(A - np.dot(U, la.solve(V, C)), B)) < n: check_tags.append(create_tag("The pair (A - U V^-1 C, B) is NOT controllable.", message_type='warn')) for tag in check_tags: print(tag) # Make training data x_train_hist, u_train_hist, y_train_hist, w_hist, v_hist = make_offline_data(A, B, C, D, W, V, Ns, T, u_explore_var) x_train_hist = x_train_hist[0] u_train_hist = u_train_hist[0] y_train_hist = y_train_hist[0] w_hist = w_hist[0] v_hist = v_hist[0] t_train_hist = np.arange(T) # # Plot # fig, ax = plt.subplots(nrows=2) # ax[0].step(t_train_hist, u_train_hist) # ax[1].step(t_train_hist, y_train_hist) # fig.suptitle('training data') # ax[0].set_ylabel('input') # ax[1].set_ylabel('output') # Estimate the system model and residuals model, res = system_identification(y_train_hist[0:t], u_train_hist[0:t], id_method='N4SID', SS_fixed_order=n, return_residuals=True) w_est = res[0:n].T v_est = res[n:].T Ahat = model.A Bhat = model.B Chat = model.C Dhat = model.D What = model.Q Vhat = model.R Uhat = model.S ss_model = make_ss(Ahat, Bhat, Chat, Dhat, What, Vhat, Uhat) #################################################################################################################### # # change basis for A, B, C of true system by putting it into e.g. modal form # # That way, the estimated parameters will approach the true parameters after using the same standardizing transform # # needs more investigation, control.canonical_form with form='modal' does not make them match at all # ss_true_modal, true_modal_transform = control.canonical_form(ss_true, form='modal') # ss_model_modal, model_modal_transform = control.canonical_form(ss_model, form='modal') # ss_true_reachable, true_reachable_transform = control.canonical_form(ss_true, form='reachable') # ss_model_reachable, model_reachable_transform = control.canonical_form(ss_model, form='reachable') #################################################################################################################### #################################################################################################################### # This code chunk is for debug/test only # Cannot use this practically since ss_true is not accessible ss_model_trans, P = ss_change_coordinates(ss_true, model, method='match') # With lots of data, ss_model_trans should match ss_true very closely in A, B, C, D # but Q, R, S cannot be identified uniquely - see subspace ID book pg 66 print('True noise covariances') print(ss_true.Q) print(ss_true.R) print(ss_true.S) print('') print('Estimated noise covariances') print(ss_model_trans.Q) print(ss_model_trans.R) print(ss_model_trans.S) print('') # # Check that model transformation has no impact on the performance of the ce compensator # compensator = make_compensator(ss_model, None, Y, R)[0] # print(compensator) # print(compute_performance(A, B, C, Q, R, W, V, compensator.F, compensator.K, compensator.L)) # # compensator = make_compensator(ss_model_trans, None, Y, R)[0] # print(compensator) # print(compute_performance(A, B, C, Q, R, W, V, compensator.F, compensator.K, compensator.L)) #################################################################################################################### # DEBUG ONLY # CHEAT by matching model coordinates with the true # ss_model = ss_model_trans # # CHEAT by using true noise covariance, appropriately transformed # ss_model.Q = ss_true.Q # ss_model.R = ss_true.R # ss_model.S = ss_true.S #################################################################################################################### # Get the results for each control synthesis method methods = ['opt', 'ceq', 'rob'] result_dict = {method: get_result(method) for method in methods} for method in methods: print("%s cost = %.6f" % (method, result_dict[method].performance.ihc/result_dict['opt'].performance.ihc)) # print(result_dict['rob'].design_info) # print(result_dict['rob'].uncertainty.a) # print(result_dict['rob'].uncertainty.b) # print(result_dict['rob'].uncertainty.c) # print(result_dict['rob'].ss_models_boot) #################################################################################################################### #################################################################################################################### ss_models_boot = result_dict['rob'].ss_models_boot comparison_response_plot(ss_true, ss_model, ss_models_boot, t_sim=10) # comparison_closed_loop_plot(result_dict, disturb_method='wgn', disturb_scale=0.1, t_sim=20) #################################################################################################################### # #################################################################################################################### # # Redesign from result data # result = result_dict['rob'] # my_model = result.model # uncertainty = result.uncertainty # compensator, noise_scale, tag_str_list_cg = make_compensator(my_model, uncertainty, Y, R, # noise_pre_scale=1.0, # noise_post_scale=0.5, # bisection_epsilon=bisection_epsilon) # F, K, L = compensator.F, compensator.K, compensator.L # performance = compute_performance(A, B, C, Q, R, W, V, F, K, L) # for tag in tag_str_list_cg: # print(tag) # print(performance.ihc/result_dict['opt'].performance.ihc) # #################################################################################################################### #################################################################################################################### # Bootstrap model state space matrices vs true system # Match all systems coordinates with the true system ss_models_boot_trans = [ss_change_coordinates(ss_true, ss_model_boot, method='match')[0] for ss_model_boot in ss_models_boot] matrix_distplot(ss_true.A, ss_model_trans.A, [ss_model_boot_trans.A for ss_model_boot_trans in ss_models_boot_trans], title_str='A') matrix_distplot(ss_true.B, ss_model_trans.B, [ss_model_boot_trans.B for ss_model_boot_trans in ss_models_boot_trans], title_str='B') matrix_distplot(ss_true.C, ss_model_trans.C, [ss_model_boot_trans.C for ss_model_boot_trans in ss_models_boot_trans], title_str='C') ####################################################################################################################
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robust-adaptive-control-multinoise-output
robust-adaptive-control-multinoise-output-main/rocoboom_out/common/monte_carlo.py
""" Robust adaptive control from output measurements via multiplicative noise from bootstrapped uncertainty estimates. """ import argparse from time import time import os import multiprocessing as mp import numpy as np import numpy.linalg as la import numpy.random as npr import matplotlib.pyplot as plt from utility.matrixmath import mdot, specrad, minsv, lstsqb, dlyap, dare, dare_gain from utility.pickle_io import pickle_export from utility.path_utility import create_directory from utility.user_input import yes_or_no from utility.printing import printcolors, create_tag from rocoboom_out.common.problem_data_gen import gen_system_omni, save_system from rocoboom_out.common.ss_tools import make_ss, ss_change_coordinates from rocoboom_out.common.sim import make_offline_data from rocoboom_out.common.sysid import system_identification from rocoboom_out.common.uncertainty import estimate_model_uncertainty from rocoboom_out.common.compensator_design import make_compensator, sysmat_cl from rocoboom_out.common.compensator_eval import compute_performance from rocoboom_out.common.plotting import multi_plot_paper # from rocoboom_out.common.plotting import multi_plot def monte_carlo_sample(control_scheme, uncertainty_estimator, required_args, x_train_hist, u_train_hist, y_train_hist, w_hist, v_hist, monte_carlo_idx, print_diagnostics=False, log_diagnostics=True): log_str = '' if log_diagnostics: code_start_time = time() log_str += 'Monte Carlo sample %d \n' % (monte_carlo_idx+1) # Unpack arguments from dictionary n = required_args['n'] m = required_args['m'] p = required_args['p'] A = required_args['A'] B = required_args['B'] C = required_args['C'] D = required_args['D'] Y = required_args['Y'] Q = required_args['Q'] R = required_args['R'] W = required_args['W'] V = required_args['V'] U = required_args['U'] Ns = required_args['Ns'] Nb = required_args['Nb'] T = required_args['T'] x0 = required_args['x0'] bisection_epsilon = required_args['bisection_epsilon'] t_evals = required_args['t_evals'] t_start_estimate = required_args['t_start_estimate'] t_explore = required_args['t_explore'] t_cost_fh = required_args['t_cost_fh'] cost_horizon = required_args['cost_horizon'] Kare_true = required_args['Kopt'] Lare_true = required_args['Lopt'] u_explore_var = required_args['u_explore_var'] u_exploit_var = required_args['u_exploit_var'] noise_pre_scale = required_args['noise_pre_scale'] noise_post_scale = required_args['noise_post_scale'] ss_true = make_ss(A, B, C, D, W, V, U) if control_scheme == 'certainty_equivalent': noise_post_scale = 0 # Preallocate history arrays # State and input # x_test_hist = np.zeros([T+1, n]) # u_test_hist = np.zeros([T, m]) # y_test_hist = np.zeros([T, p]) # x_opt_test_hist = np.zeros([T+1, n]) # u_opt_test_hist = np.zeros([T, m]) # y_opt_test_hist = np.zeros([T, p]) # Gain F_hist = np.zeros([T, n, n]) K_hist = np.zeros([T, m, n]) L_hist = np.zeros([T, n, p]) # Nominal model Ahat_hist = np.full([T, n, n], np.inf) Bhat_hist = np.full([T, n, m], np.inf) Chat_hist = np.full([T, p, n], np.inf) What_hist = np.full([T, n, n], np.inf) Vhat_hist = np.full([T, p, p], np.inf) Uhat_hist = np.full([T, n, p], np.inf) # Model uncertainty a_hist = np.full([T, n*n], np.inf) b_hist = np.full([T, n*m], np.inf) c_hist = np.full([T, p*n], np.inf) Aahist = np.full([T, n*n, n, n], np.inf) Bbhist = np.full([T, n*m, n, m], np.inf) Cchist = np.full([T, p*n, p, n], np.inf) gamma_reduction_hist = np.ones(T) # Spectral radius specrad_hist = np.full(T, np.inf) # Cost cost_future_hist = np.full(T, np.inf) cost_adaptive_hist = np.full(T, np.inf) cost_optimal_hist = np.full(T, np.inf) # Model error Aerr_hist = np.full(T, np.inf) Berr_hist = np.full(T, np.inf) Cerr_hist = np.full(T, np.inf) # Loop over time for t in range(T): if log_diagnostics: tag_list = [] # Only use the training data we have observed up until now (do not cheat by looking ahead into the full history) # Only perform computations at the times of interest t_evals if not t in t_evals: cost_future_hist[t] = -1 continue if t < t_start_estimate: # Exploring u_str = "Explore" stable_str = printcolors.LightGray + 'Stable N/A' + printcolors.Default else: # Exploit estimated model u_str = "Exploit" # print(t) # Start generating model and uncertainty estimates once there is enough data to get non-degenerate estimates # Estimate state space model from input-output data via subspace ID using the SIPPY package model, res = system_identification(y_train_hist[0:t], u_train_hist[0:t], id_method='N4SID', SS_fixed_order=n, return_residuals=True) w_est = res[0:n].T v_est = res[n:].T # Trasform model to resemble true system coordinates, for evaluation only, not used by algo ss_model_trans, P = ss_change_coordinates(ss_true, model, method='match') # Record model estimates and errors Ahat = ss_model_trans.A Bhat = ss_model_trans.B Chat = ss_model_trans.C What = ss_model_trans.Q Vhat = ss_model_trans.R Uhat = ss_model_trans.S Ahat_hist[t] = Ahat Bhat_hist[t] = Bhat Chat_hist[t] = Chat What_hist[t] = What Vhat_hist[t] = Vhat Uhat_hist[t] = Uhat Aerr_hist[t] = la.norm(Ahat - A, ord='fro') Berr_hist[t] = la.norm(Bhat - B, ord='fro') Cerr_hist[t] = la.norm(Chat - C, ord='fro') # Estimate model uncertainty if control_scheme == 'robust': uncertainty_dict = estimate_model_uncertainty(model, u_train_hist, y_train_hist, w_est, v_est, t, Nb, uncertainty_estimator) uncertainty = uncertainty_dict['uncertainty'] # Record multiplicative noise history a_hist[t] = uncertainty.a b_hist[t] = uncertainty.b c_hist[t] = uncertainty.c Aahist[t] = uncertainty.Aa Bbhist[t] = uncertainty.Bb Cchist[t] = uncertainty.Cc else: uncertainty = None compensator, gamma_reduction, tag_list_cg = make_compensator(model, uncertainty, Y, R, noise_pre_scale, noise_post_scale, bisection_epsilon, log_diagnostics) F, K, L = compensator.F, compensator.K, compensator.L gamma_reduction_hist[t] = gamma_reduction if log_diagnostics: tag_list += tag_list_cg # # Compute exploration control component # if training_type == 'online': # if control_scheme == 'robust': # u_explore_scale = np.sqrt(np.max(a)) + np.sqrt(np.max(b)) # u_explore = u_explore_scale*np.sqrt(u_exploit_var)*u_train_hist[t] # else: # u_explore = np.sqrt(u_exploit_var)*npr.randn(m) # else: # u_explore = np.zeros(m) # # Compute control using optimal control using estimate of system # u_optimal_estimated = mdot(K, x_test) # # Apply the sum of optimal and exploration controls # u = u_optimal_estimated + u_explore # # # Compute control using optimal control given knowledge of true system # u_opt = mdot(Kare_true, x_opt_test) # Evaluate spectral radius of true closed-loop system with current compensator performance = compute_performance(A, B, C, Q, R, W, V, F, K, L) specrad_hist[t], cost_future_hist[t] = performance.sr, performance.ihc if log_diagnostics: if specrad_hist[t] > 1: stable_str = printcolors.Red + 'Unstable' + printcolors.Default else: stable_str = printcolors.Green + 'Stable' + printcolors.Default # Record compensator F_hist[t] = F K_hist[t] = K L_hist[t] = L # if log_diagnostics: # if la.norm(x_test) > 1e4: # tag_list.append(create_tag('x_test = %e > 1e3' % (la.norm(x_test)), message_type='fail')) # # Accumulate cost # if testing_type == 'online': # cost_adaptive_hist[t] = mdot(x_test.T, Q, x_test) + mdot(u.T, R, u) # cost_optimal_hist[t] = mdot(x_opt_test.T, Q, x_opt_test) + mdot(u_opt.T, R, u_opt) # # Look up noise # w = w_hist[t] # v = v_hist[t] # # Update test-time state # if testing_type == 'online': # if training_type == 'online': # x_test = np.copy(x_train) # else: # # Update state under adaptive control # x_test = np.dot(A, x_test) + np.dot(B, u) + w # # # Update the test-time state under optimal control # x_opt_test = np.dot(A, x_opt_test) + np.dot(B, u_opt) + w # # # Record test-time state and control history # x_test_hist[t+1] = x_test # x_opt_test_hist[t+1] = x_opt_test # u_test_hist[t] = u # u_opt_test_hist[t] = u_opt # Print and log diagnostic messages if log_diagnostics: time_whole_str = '' time_header_str = "Time = %4d %s. %s." % (t, u_str, stable_str) time_whole_str += time_header_str + '\n' for tag in tag_list: time_whole_str += tag + '\n' log_str += time_whole_str if print_diagnostics: print(time_whole_str) if log_diagnostics: code_end_time = time() code_elapsed_time = code_end_time - code_start_time time_elapsed_str = '%12.6f' % code_elapsed_time log_str += "Completed Monte Carlo sample %6d / %6d in %s seconds\n" % (monte_carlo_idx+1, Ns, time_elapsed_str) else: time_elapsed_str = '?' return {'cost_adaptive_hist': cost_adaptive_hist, 'cost_optimal_hist': cost_optimal_hist, 'cost_future_hist': cost_future_hist, 'specrad_hist': specrad_hist, 'Ahat_hist': Ahat_hist, 'Bhat_hist': Bhat_hist, 'Chat_hist': Chat_hist, 'What_hist': What_hist, 'Vhat_hist': Vhat_hist, 'Uhat_hist': Uhat_hist, 'Aerr_hist': Aerr_hist, 'Berr_hist': Berr_hist, 'Cerr_hist': Cerr_hist, 'a_hist': a_hist, 'b_hist': b_hist, 'c_hist': c_hist, 'Aahist': Aahist, 'Bbhist': Bbhist, 'Cchist': Cchist, 'gamma_reduction_hist': gamma_reduction_hist, 'x_train_hist': x_train_hist, 'u_train_hist': u_train_hist, 'y_train_hist': u_train_hist, # 'x_test_hist': x_test_hist, # unused # 'u_test_hist': u_test_hist, # 'y_test_hist': y_test_hist, # 'x_opt_test_hist': x_opt_test_hist, # 'u_opt_test_hist': u_opt_test_hist, # 'y_opt_test_hist': y_opt_test_hist, 'F_hist': F_hist, 'K_hist': K_hist, 'L_hist': L_hist, 'monte_carlo_idx': np.array(monte_carlo_idx), 'log_str': log_str, 'time_elapsed_str': time_elapsed_str} def monte_carlo_group(control_scheme, uncertainty_estimator, required_args, conditional_args, w_hist, v_hist, parallel_option='serial'): print("Evaluating control scheme: "+control_scheme) # Unpack arguments from dictionaries n = required_args['n'] m = required_args['m'] p = required_args['p'] Ns = required_args['Ns'] T = required_args['T'] # History arrays x_train_hist = conditional_args['x_train_hist'] u_train_hist = conditional_args['u_train_hist'] y_train_hist = conditional_args['y_train_hist'] # Simulate each Monte Carlo trial shape_dict = { # 'x_train_hist': [T+1, n], # Disabling to reduce storage space # 'u_train_hist': [T, m], # 'y_train_hist': [T, p], # 'x_test_hist': [T+1, n], # Unused # 'u_test_hist': [T, m], # 'y_test_hist': [T, p], # 'x_opt_test_hist': [T+1, n], # 'u_opt_test_hist': [T, m], # 'y_opt_test_hist': [T, p], # 'F_hist': [T, n, n], # Disabling to reduce storage space # 'K_hist': [T, m, n], # 'L_hist': [T, n, p], # 'Ahat_hist': [T, n, n], # Disabling to reduce storage space # 'Bhat_hist': [T, n, m], # 'Chat_hist': [T, p, n], # 'What_hist': [T, n, n], # 'Vhat_hist': [T, p, p], # 'Uhat_hist': [T, n, p], 'a_hist': [T, n*n], 'b_hist': [T, n*m], 'c_hist': [T, p*n], # 'Aahist': [T, n*n, n, n], # Disabling to reduce storage space # 'Bbhist': [T, n*m, n, m], # 'Cchist': [T, p*n, p, n], 'gamma_reduction_hist': [T], 'specrad_hist': [T], 'cost_future_hist': [T], # 'cost_adaptive_hist': [T], # Disabling to reduce storage space # 'cost_optimal_hist': [T], 'Aerr_hist': [T], 'Berr_hist': [T], 'Cerr_hist': [T], 'monte_carlo_idx': [1], 'log_str': None, 'time_elapsed_str': None} fields = shape_dict.keys() output_dict = {} for field in fields: if field == 'log_str' or field == 'time_elapsed_str': output_dict[field] = [None]*Ns else: output_field_shape = [Ns] + shape_dict[field] output_dict[field] = np.zeros(output_field_shape) def collect_result(sample_dict): k = sample_dict['monte_carlo_idx'] time_elapsed_str = sample_dict['time_elapsed_str'] for field in fields: output_dict[field][k] = sample_dict[field] print("Completed Monte Carlo sample %6d / %6d in %s seconds" % (k+1, Ns, time_elapsed_str)) if parallel_option == 'parallel': # Start the parallel process pool num_cpus_to_use = mp.cpu_count() - 1 # leave 1 cpu open for other tasks, ymmv pool = mp.Pool(num_cpus_to_use) for k in range(Ns): sample_args = (control_scheme, uncertainty_estimator, required_args, x_train_hist[k], u_train_hist[k], y_train_hist[k], w_hist[k], v_hist[k], k) if parallel_option == 'serial': # Serial single-threaded processing sample_dict = monte_carlo_sample(*sample_args) collect_result(sample_dict) elif parallel_option == 'parallel': # Asynchronous parallel CPU processing pool.apply_async(monte_carlo_sample, args=sample_args, callback=collect_result) if parallel_option == 'parallel': # Close and join the parallel process pool pool.close() pool.join() print('') return output_dict # TODO unused for now def compute_derived_data(output_dict, receding_horizon=5): """ Compute derived cost data quantities from the results. These derived data can be computed and stored for faster loading/plotting, or can be calculated after loading to reduce data storage requirements. output_dict is modified/mutated """ # for control_scheme in output_dict.keys(): # cost_adaptive_hist = output_dict[control_scheme]['cost_adaptive_hist'] # cost_optimal_hist = output_dict[control_scheme]['cost_optimal_hist'] # # # Compute receding horizon data # Ns, T = cost_adaptive_hist.shape # cost_adaptive_hist_receding = np.full([Ns, T], np.inf) # cost_optimal_hist_receding = np.full([Ns, T], np.inf) # for k in range(Ns): # for t in range(T): # if t > receding_horizon: # cost_adaptive_hist_receding[k, t] = np.mean(cost_adaptive_hist[k, t-receding_horizon:t]) # cost_optimal_hist_receding[k, t] = np.mean(cost_optimal_hist[k, t-receding_horizon:t]) # # # Compute accumulated cost # cost_adaptive_hist_accum = np.full([Ns, T], np.inf) # cost_optimal_hist_accum = np.full([Ns, T], np.inf) # for k in range(Ns): # for t in range(T): # cost_adaptive_hist_accum[k, t] = np.sum(cost_adaptive_hist[k, 0:t]) # cost_optimal_hist_accum[k, t] = np.sum(cost_optimal_hist[k, 0:t]) # # # Compute regret and regret_ratio # regret_hist = cost_adaptive_hist - np.mean(cost_optimal_hist, axis=0) # regret_hist_receding = cost_adaptive_hist_receding - np.mean(cost_optimal_hist_receding, axis=0) # regret_hist_accum = cost_adaptive_hist_accum - np.mean(cost_optimal_hist_accum, axis=0) # # regret_ratio_hist = cost_adaptive_hist / np.mean(cost_optimal_hist, axis=0) # regret_ratio_hist_receding = cost_adaptive_hist_receding / np.mean(cost_optimal_hist_receding, axis=0) # regret_ratio_hist_accum = cost_adaptive_hist_accum / np.mean(cost_optimal_hist_accum, axis=0) # # output_dict[control_scheme]['cost_adaptive_hist_receding'] = cost_adaptive_hist_receding # output_dict[control_scheme]['cost_optimal_hist_receding'] = cost_optimal_hist_receding # output_dict[control_scheme]['cost_adaptive_hist_accum'] = cost_adaptive_hist_accum # output_dict[control_scheme]['cost_optimal_hist_accum'] = cost_optimal_hist_accum # output_dict[control_scheme]['regret_hist'] = regret_hist # output_dict[control_scheme]['regret_hist_receding'] = regret_hist_receding # output_dict[control_scheme]['regret_hist_accum'] = regret_hist_accum # output_dict[control_scheme]['regret_ratio_hist'] = regret_ratio_hist # output_dict[control_scheme]['regret_ratio_hist_receding'] = regret_ratio_hist_receding # output_dict[control_scheme]['regret_ratio_hist_accum'] = regret_ratio_hist_accum pass def mainfun(uncertainty_estimator, Ns, Nb, T, t_evals, noise_pre_scale, noise_post_scale, cost_horizon, horizon_method, t_cost_fh, system_idx, system_kwargs, seed, parallel_option): # Set up output directory timestr = str(time()).replace('.', 'p') dirname_out = timestr+'_Ns_'+str(Ns)+'_T_'+str(T)+'_system_'+str(system_idx)+'_seed_'+str(seed) dirname_out = os.path.join('..', 'experiments', dirname_out) create_directory(dirname_out) # Seed the random number generator npr.seed(seed) # Problem data n, m, p, A, B, C, D, Y, Q, R, W, V, U = gen_system_omni(system_idx, **system_kwargs) filename_out = 'system_dict.pickle' save_system(n, m, p, A, B, C, D, Y, Q, R, W, V, U, dirname_out, filename_out) model_true = make_ss(A, B, C, D) # Catch numerical error-prone case when system is open-loop unstable and not using control during training if specrad(A) > 1: response = yes_or_no("System is open-loop unstable, offline trajectories may cause numerical issues. Continue?") if not response: return # Initial state x0 = np.zeros(n) # Compare with the true optimal gains given perfect information of the system # IMPORTANT: cannot compare gains directly because the internal state representation is different # Only compare closed-loop transfer functions or closed-loop performance cost Popt, Kopt = dare_gain(A, B, Q, R) Sopt, Lopt = dare_gain(A.T, C.T, W, V, E=None, S=U) Lopt = -Lopt.T Fopt = sysmat_cl(A, B, C, Kopt, Lopt) performance_true = compute_performance(A, B, C, Q, R, W, V, Fopt, Kopt, Lopt) specrad_true, cost_are_true = performance_true.sr, performance_true.ihc # Time history t_hist = np.arange(T) # Time to begin forming model estimates t_start_estimate_lwr = int(n*(n+m+p)/p) t_start_estimate = 2*t_start_estimate_lwr if t_start_estimate < t_start_estimate_lwr: response = yes_or_no("t_start_estimate chosen < int(n*(n+m+p)/p). Continue?") if not response: return # TODO remove this if unused # Time to switch from exploration to exploitation t_explore = t_start_estimate+1 if t_explore < t_start_estimate_lwr+1: response = yes_or_no("t_explore chosen < int(n*(n+m+p)/p) + 1. Continue?") if not response: return # We made this choice explicit in the paper! # practically we do not have knowledge of W so this is not exactly fair practically, # but is useful for testing since it ensures the signal-to-noise ratio is high enough # for good sysID w/o taking a lot of data samples # Input exploration noise during explore and exploit phases u_explore_var = np.max(np.abs(la.eig(W)[0])) + np.max(np.abs(la.eig(V)[0])) u_exploit_var = np.max(np.abs(la.eig(W)[0])) + np.max(np.abs(la.eig(V)[0])) # Bisection tolerance bisection_epsilon = 0.01 # Export the simulation options for later reference sim_options = {'uncertainty_estimator': uncertainty_estimator, 'Ns': Ns, 'Nb': Nb, 'T': T, 'system_idx': system_idx, 'seed': seed, 'bisection_epsilon': bisection_epsilon, 't_start_estimate': t_start_estimate, 't_explore': t_explore, 'u_explore_var': u_explore_var, 'u_exploit_var': u_exploit_var} filename_out = 'sim_options.pickle' pickle_export(dirname_out, filename_out, sim_options) # control_schemes = ['certainty_equivalent'] control_schemes = ['certainty_equivalent', 'robust'] output_dict = {} # Generate sample trajectory data (pure exploration) x_train_hist, u_train_hist, y_train_hist, w_hist, v_hist = make_offline_data(A, B, C, D, W, V, Ns, T, u_explore_var, x0, verbose=True) # Evaluate control schemes required_args = {'n': n, 'm': m, 'p': p, 'A': A, 'B': B, 'C': C, 'D': D, 'Y': Y, 'Q': Q, 'R': R, 'W': W, 'V': V, 'U': U, 'Ns': Ns, 'Nb': Nb, 'T': T, 'x0': x0, 'bisection_epsilon': bisection_epsilon, 't_evals': t_evals, 't_start_estimate': t_start_estimate, 't_explore': t_explore, 't_cost_fh': t_cost_fh, 'cost_horizon': cost_horizon, 'Kopt': Kopt, 'Lopt': Lopt, 'u_explore_var': u_explore_var, 'u_exploit_var': u_exploit_var, 'noise_pre_scale': noise_pre_scale, 'noise_post_scale': noise_post_scale} conditional_args = {'x_train_hist': x_train_hist, 'u_train_hist': u_train_hist, 'y_train_hist': y_train_hist} for control_scheme in control_schemes: output_dict[control_scheme] = monte_carlo_group(control_scheme=control_scheme, uncertainty_estimator=uncertainty_estimator, required_args=required_args, conditional_args=conditional_args, w_hist=w_hist, v_hist=v_hist, parallel_option=parallel_option) compute_derived_data(output_dict) # Export relevant data # filename_out = training_type+'_training_'+testing_type+'_testing_'+'comparison_results'+'.pickle' filename_out = 'comparison_results' + '.pickle' data_out = [output_dict, cost_are_true, t_hist, t_start_estimate, t_evals] pickle_export(dirname_out, filename_out, data_out) return output_dict, cost_are_true, t_hist, t_start_estimate if __name__ == "__main__": # Create the parser and add arguments parser = argparse.ArgumentParser() parser.add_argument('--seed', type=int, default=0, help="Global seed for the Monte Carlo batch (default=0).") parser.add_argument('--num_trials', type=int, default=100, help="Number of trials in the Monte Carlo batch (default=100).") # Parse args = parser.parse_args() seed = args.seed # Choose the uncertainty estimation scheme # uncertainty_estimator = 'exact' # uncertainty_estimator = 'sample_transition_bootstrap' uncertainty_estimator = 'semiparametric_bootstrap' # Number of Monte Carlo samples # Ns = 100000 # Used in paper # Ns = 10000 # Ns = 1000 # Ns = 100 # Ns = 10 # Ns = 2 Ns = args.num_trials # Number of bootstrap samples Nb = 100 # Used in paper # Nb = 50 # Nb = 20 # Simulation time t_evals = np.array([20, 40, 80, 160, 320]) # Used in paper # t_evals = np.arange(20, 320, step=10) # t_evals = np.arange(200, 300+1, 50) # t_evals = np.arange(200, 600+1, 50) T = np.max(t_evals)+1 # Choose noise_pre_scale (AKA gamma), the pre-limit multiplicative noise scaling parameter, should be >= 1 # "How much mult noise do you want?" noise_pre_scale = 1.0 # noise_pre_scale = 0.001 # Choose the post-limit multiplicative noise scaling parameter, must be between 0 and 1 # "How much of the max possible mult noise do you want?" noise_post_scale = 1.0 # noise_post_scale = 1 / noise_pre_scale # Choose cost horizon cost_horizon = 'infinite' horizon_method = None t_cost_fh = None # Random number generator seed # seed = npr.randint(1000) # System to choose # system_idx = 'inverted_pendulum' # system_idx = 'scalar' # system_idx = 'rand' system_idx = 1 if system_idx == 'scalar': system_kwargs = dict(A=1, B=1, Q=1, R=0, W=1, V=0.1) elif system_idx == 'rand': system_kwargs = dict(n=4, m=2, p=2, spectral_radius=0.9, noise_scale=0.00001, seed=1) # system_kwargs = dict(n=2, m=1, p=1, spectral_radius=0.9, noise_scale=0.0001, seed=1) else: system_kwargs = dict() # Parallel computation option # parallel_option = 'serial' parallel_option = 'parallel' # Run main output_dict, cost_are_true, t_hist, t_start_estimate = mainfun(uncertainty_estimator, Ns, Nb, T, t_evals, noise_pre_scale, noise_post_scale, cost_horizon, horizon_method, t_cost_fh, system_idx, system_kwargs, seed, parallel_option) # Plotting plt.close('all') multi_plot_paper(output_dict, cost_are_true, t_hist, t_start_estimate, t_evals)
28,139
39.257511
157
py
Colless
Colless-master/python/colless.py
from functools import lru_cache from biotrees.util import unique from biotrees.shape import Shape from biotrees.shape.generator import comb def binary(n): """ Returns the binary representation of an `int` n in `String`. :param n: `int` instance. :return: `String` instance. """ return "{0:b}".format(n) def maxpower2(n): """ Returns the maximum power of 2 that divides an `int` n. :param n: `int` instance. :return: `int` instance. """ return last1(binary(n)) def last1(bn): """ Returns the maximum power of 2 that divides an `int` n, given in binary `String` format. :param n: `String` instance. :return: `int` instance. """ return len(bn) - 1 - max(filter(lambda i : bn[i] == '1', range(0, len(bn)))) def binary_colless_index(tree): """ Returns the `int` value of the Colless index for a given `Shape` instance, tree. :param tree: `Shape` instance. :return: `int` instance. """ def go(t): if t.is_leaf(): return 0, 1 left, right = t.children (cil, nl), (cir, nr) = go(left), go(right) return abs(nl - nr) + cil + cir, nl + nr return go(tree)[0] @lru_cache(maxsize=None) def mincolless(n): """ Returns all the `Shape` instances that attain the minimum Colless index with `int` n leaves. :param n: `int` instance. :return: `list` instance. """ if n == 0: return [] elif n == 1: return [Shape.LEAF] elif n == 2: return [Shape.CHERRY] else: tss = [] for n1, n2 in mincolless_root(n): ts = unique([Shape(sorted([t1, t2])) for t1 in mincolless(n1) for t2 in mincolless(n2)]) tss = tss + ts return tss @lru_cache(maxsize=None) def mincolless_root(n): """ Returns all the possible distributions of the number of children in the root so that a tree with `int` n leaves can attain the minimum Colless index. :param n: `int` instance. :return: `list` instance. """ ns = [] if n % 2 == 0: ns.append((n // 2, n // 2)) k = maxpower2(n) oddn = n // 2 ** k bn = binary(oddn) ls = list(map(lambda x : len(bn) - 1 - x, filter(lambda i : bn[i] == '1', range(0, len(bn))))) if oddn == 3: # this case must be treated apart ns.append((2**k, 2**(k+1))) elif len(ls) > 1: for i in range(1, len(ls)-1): if ls[i+1] < ls[i] - 1 or i == len(ls) - 2: l = ls[i] t = sum(2**ls[j] for j in range(i+1, len(ls)-1)) // 2 p = (oddn - 2 ** l - 2 * t - 1) // 2 ** (l + 1) ns.append((2**k*(2**l*p + 2*t + 1), 2**(k + l)*(p + 1))) for i in range(1, len(ls)): if ls[i-1] > ls[i] + 1: l = ls[i] + 1 p = (oddn - sum(2 ** ls[j] for j in range(len(ls) - 1, i, -1))) // 2 ** (l + 1) t = (2 ** (l+1) * p + 2 ** l - 1 - oddn) // 2 ns.append((2**(k + l)*p, 2**k*(2**l*(p + 1) - 2*t - 1))) return ns def maxcolless(n): """ Returns all the `Shape` instances that attain the maximum Colless index with `int` n leaves. :param n: `int` instance. :return: `list` instance. """ return [comb(n)]
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/config/parse_args.py
import configargparse def str2bool(v): """ from https://stackoverflow.com/a/43357954/1361529 """ if isinstance(v, bool): return v if v.lower() in ('yes', 'true', 't', 'y', '1'): return True elif v.lower() in ('no', 'false', 'f', 'n', '0'): return False else: raise configargparse.ArgumentTypeError('Boolean value expected.') def parse_args(): parser = configargparse.ArgParser() parser.add('-c', '--config', required=True, is_config_file=True, help='Config file path') parser.add("--name", type=str, default="main") parser.add("--train_data_path", action="append") parser.add("--val_data_path", action="append") parser.add("--test_data_path", action="append") parser.add("--model_save_path", required=True) parser.add("--pose_representation", type=str, default='3d_vec') parser.add("--mean_dir_vec", action="append", type=float, nargs='*') parser.add("--mean_pose", action="append", type=float, nargs='*') parser.add("--random_seed", type=int, default=-1) parser.add("--save_result_video", type=str2bool, default=True) # word embedding parser.add("--wordembed_path", type=str, default=None) parser.add("--wordembed_dim", type=int, default=100) parser.add("--freeze_wordembed", type=str2bool, default=False) # model parser.add("--model", type=str, required=True) parser.add("--epochs", type=int, default=10) parser.add("--batch_size", type=int, default=50) parser.add("--dropout_prob", type=float, default=0.3) parser.add("--n_layers", type=int, default=2) parser.add("--hidden_size", type=int, default=200) parser.add("--z_type", type=str, default='none') parser.add("--input_context", type=str, default='both') # dataset parser.add("--motion_resampling_framerate", type=int, default=24) parser.add("--n_poses", type=int, default=50) parser.add("--n_pre_poses", type=int, default=5) parser.add("--subdivision_stride", type=int, default=5) parser.add("--loader_workers", type=int, default=0) # GAN parameter parser.add("--GAN_noise_size", type=int, default=0) # training parser.add("--learning_rate", type=float, default=0.001) parser.add("--discriminator_lr_weight", type=float, default=0.2) parser.add("--loss_regression_weight", type=float, default=50) parser.add("--loss_gan_weight", type=float, default=1.0) parser.add("--loss_kld_weight", type=float, default=0.1) parser.add("--loss_reg_weight", type=float, default=0.01) parser.add("--loss_warmup", type=int, default=-1) # eval parser.add("--eval_net_path", type=str, default='') args = parser.parse_args() return args
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py
Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/train_feature_extractor.py
import time import sys from data_loader.h36m_loader import Human36M [sys.path.append(i) for i in ['.', '..']] from torch import optim import torch.nn.functional as F import matplotlib from model.embedding_net import EmbeddingNet from train_eval.train_joint_embed import eval_embed from utils.average_meter import AverageMeter matplotlib.use('Agg') # we don't use interactive GUI from config.parse_args import parse_args from data_loader.lmdb_data_loader import * import utils.train_utils device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu") def evaluate_testset(test_data_loader, generator): # to evaluation mode generator.train(False) losses = AverageMeter('loss') start = time.time() with torch.no_grad(): for iter_idx, data in enumerate(test_data_loader, 0): target_poses, target_vec = data batch_size = target_vec.size(0) target = target_vec.to(device) loss, _ = eval_embed(None, None, None, target, generator) losses.update(loss.item(), batch_size) # back to training mode generator.train(True) # print ret_dict = {'loss': losses.avg} elapsed_time = time.time() - start logging.info('[VAL] loss: {:.3f} / {:.1f}s'.format(losses.avg, elapsed_time)) return ret_dict def train_iter(args, epoch, target_data, net, optim): # zero gradients optim.zero_grad() variational_encoding = False # AE or VAE # reconstruction loss context_feat, context_mu, context_logvar, poses_feat, pose_mu, pose_logvar, recon_data = \ net(None, None, None, target_data, None, variational_encoding=variational_encoding) recon_loss = F.l1_loss(recon_data, target_data, reduction='none') recon_loss = torch.mean(recon_loss, dim=(1, 2)) if True: # use pose diff target_diff = target_data[:, 1:] - target_data[:, :-1] recon_diff = recon_data[:, 1:] - recon_data[:, :-1] recon_loss += torch.mean(F.l1_loss(recon_diff, target_diff, reduction='none'), dim=(1, 2)) recon_loss = torch.sum(recon_loss) # KLD if variational_encoding: if net.mode == 'speech': KLD = -0.5 * torch.sum(1 + context_logvar - context_mu.pow(2) - context_logvar.exp()) else: KLD = -0.5 * torch.sum(1 + pose_logvar - pose_mu.pow(2) - pose_logvar.exp()) if epoch < 10: KLD_weight = 0 else: KLD_weight = min(1.0, (epoch - 10) * 0.05) recon_weight = 100 loss = recon_weight * recon_loss + KLD_weight * KLD else: recon_weight = 1 loss = recon_weight * recon_loss loss.backward() optim.step() ret_dict = {'loss': recon_weight * recon_loss.item()} if variational_encoding: ret_dict['KLD'] = KLD_weight * KLD.item() return ret_dict def main(config): args = config['args'] # random seed if args.random_seed >= 0: utils.train_utils.set_random_seed(args.random_seed) # set logger utils.train_utils.set_logger(args.model_save_path, os.path.basename(__file__).replace('.py', '.log')) # dataset mean_dir_vec = np.squeeze(np.array(args.mean_dir_vec)) path = 'data/h36m/data_3d_h36m.npz' # from https://github.com/facebookresearch/VideoPose3D/blob/master/DATASETS.md train_dataset = Human36M(path, mean_dir_vec, is_train=True, augment=False) val_dataset = Human36M(path, mean_dir_vec, is_train=False, augment=False) train_loader = DataLoader(dataset=train_dataset, batch_size=args.batch_size, shuffle=True, drop_last=True) test_loader = DataLoader(dataset=val_dataset, batch_size=args.batch_size, shuffle=False, drop_last=True) # train pose_dim = 27 # 9 x 3 start = time.time() loss_meters = [AverageMeter('loss'), AverageMeter('var_loss')] best_val_loss = (1e+10, 0) # value, epoch # interval params print_interval = int(len(train_loader) / 5) save_sample_result_epoch_interval = 10 save_model_epoch_interval = 20 # init model and optimizer generator = EmbeddingNet(args, pose_dim, args.n_poses, None, None, None, mode='pose').to(device) gen_optimizer = optim.Adam(generator.parameters(), lr=args.learning_rate, betas=(0.5, 0.999)) # training global_iter = 0 best_values = {} # best values for all loss metrics for epoch in range(args.epochs): # evaluate the test set val_metrics = evaluate_testset(test_loader, generator) # best? val_loss = val_metrics['loss'] is_best = val_loss < best_val_loss[0] if is_best: logging.info(' *** BEST VALIDATION LOSS: {:.3f}'.format(val_loss)) best_val_loss = (val_loss, epoch) else: logging.info(' best validation loss so far: {:.3f} at EPOCH {}'.format(best_val_loss[0], best_val_loss[1])) # save model if is_best or (epoch % save_model_epoch_interval == 0 and epoch > 0): gen_state_dict = generator.state_dict() if is_best: save_name = '{}/{}_checkpoint_best.bin'.format(args.model_save_path, args.name) utils.train_utils.save_checkpoint({ 'args': args, 'epoch': epoch, 'pose_dim': pose_dim, 'gen_dict': gen_state_dict, }, save_name) # save sample results if args.save_result_video and epoch % save_sample_result_epoch_interval == 0: evaluate_sample_and_save_video(epoch, args.name, test_loader, generator, args=args) # train iter iter_start_time = time.time() for iter_idx, (target_pose, target_vec) in enumerate(train_loader, 0): global_iter += 1 batch_size = target_vec.size(0) target_vec = target_vec.to(device) loss = train_iter(args, epoch, target_vec, generator, gen_optimizer) # loss values for loss_meter in loss_meters: name = loss_meter.name if name in loss: loss_meter.update(loss[name], batch_size) # print training status if (iter_idx + 1) % print_interval == 0: print_summary = 'EP {} ({:3d}) | {:>8s}, {:.0f} samples/s | '.format( epoch, iter_idx + 1, utils.train_utils.time_since(start), batch_size / (time.time() - iter_start_time)) for loss_meter in loss_meters: if loss_meter.count > 0: print_summary += '{}: {:.3f}, '.format(loss_meter.name, loss_meter.avg) loss_meter.reset() logging.info(print_summary) iter_start_time = time.time() # print best losses logging.info('--------- best loss values ---------') for key in best_values.keys(): logging.info('{}: {:.3f} at EPOCH {}'.format(key, best_values[key][0], best_values[key][1])) def evaluate_sample_and_save_video(epoch, prefix, test_data_loader, generator, args, n_save=None, save_path=None): generator.train(False) # eval mode start = time.time() if not n_save: n_save = 1 if epoch <= 0 else 5 with torch.no_grad(): for iter_idx, data in enumerate(test_data_loader, 0): if iter_idx >= n_save: # save N samples break _, target_dir_vec = data # prepare select_index = 20 target_dir_vec = target_dir_vec[select_index, :, :].unsqueeze(0).to(device) # generation _, _, _, _, _, _, out_dir_vec = generator(None, None, None, target_dir_vec, variational_encoding=False) # to video target_dir_vec = np.squeeze(target_dir_vec.cpu().numpy()) out_dir_vec = np.squeeze(out_dir_vec.cpu().numpy()) if save_path is None: save_path = args.model_save_path mean_data = np.array(args.mean_dir_vec).reshape(-1, 3) utils.train_utils.create_video_and_save( save_path, epoch, prefix, iter_idx, target_dir_vec, out_dir_vec, mean_data, '') generator.train(True) # back to training mode logging.info('saved sample videos, took {:.1f}s'.format(time.time() - start)) return True if __name__ == '__main__': _args = parse_args() main({'args': _args})
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py
Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/synthesize.py
import datetime import logging import math import os import pickle import random import sys import librosa import soundfile as sf import lmdb import numpy as np import time import pyarrow import torch from torch.utils.data import DataLoader import utils from data_loader.lmdb_data_loader import SpeechMotionDataset, default_collate_fn, word_seq_collate_fn from model.embedding_space_evaluator import EmbeddingSpaceEvaluator from train import evaluate_testset from utils.data_utils import extract_melspectrogram, remove_tags_marks, convert_dir_vec_to_pose from utils.train_utils import create_video_and_save, set_logger from utils.tts_helper import TTSHelper sys.path.insert(0, '../../gentle') import gentle from data_loader.data_preprocessor import DataPreprocessor device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu") gentle_resources = gentle.Resources() def generate_gestures(args, pose_decoder, lang_model, audio, words, audio_sr=16000, vid=None, seed_seq=None, fade_out=False): out_list = [] n_frames = args.n_poses clip_length = len(audio) / audio_sr use_spectrogram = False if args.model == 'speech2gesture': use_spectrogram = True # pre seq pre_seq = torch.zeros((1, n_frames, len(args.mean_dir_vec) + 1)) if seed_seq is not None: pre_seq[0, 0:args.n_pre_poses, :-1] = torch.Tensor(seed_seq[0:args.n_pre_poses]) pre_seq[0, 0:args.n_pre_poses, -1] = 1 # indicating bit for seed poses sr = 16000 spectrogram = None if use_spectrogram: # audio to spectrogram spectrogram = extract_melspectrogram(audio, sr) # divide into synthesize units and do synthesize unit_time = args.n_poses / args.motion_resampling_framerate stride_time = (args.n_poses - args.n_pre_poses) / args.motion_resampling_framerate if clip_length < unit_time: num_subdivision = 1 else: num_subdivision = math.ceil((clip_length - unit_time) / stride_time) + 1 spectrogram_sample_length = int(round(unit_time * sr / 512)) audio_sample_length = int(unit_time * audio_sr) end_padding_duration = 0 # prepare speaker input if args.z_type == 'speaker': if not vid: vid = random.randrange(pose_decoder.z_obj.n_words) print('vid:', vid) vid = torch.LongTensor([vid]).to(device) else: vid = None print('{}, {}, {}, {}, {}'.format(num_subdivision, unit_time, clip_length, stride_time, audio_sample_length)) out_dir_vec = None start = time.time() for i in range(0, num_subdivision): start_time = i * stride_time end_time = start_time + unit_time # prepare spectrogram input in_spec = None if use_spectrogram: # prepare spec input audio_start = math.floor(start_time / clip_length * spectrogram.shape[0]) audio_end = audio_start + spectrogram_sample_length in_spec = spectrogram[:, audio_start:audio_end] in_spec = torch.from_numpy(in_spec).unsqueeze(0).to(device) # prepare audio input audio_start = math.floor(start_time / clip_length * len(audio)) audio_end = audio_start + audio_sample_length in_audio = audio[audio_start:audio_end] if len(in_audio) < audio_sample_length: if i == num_subdivision - 1: end_padding_duration = audio_sample_length - len(in_audio) in_audio = np.pad(in_audio, (0, audio_sample_length - len(in_audio)), 'constant') in_audio = torch.from_numpy(in_audio).unsqueeze(0).to(device).float() # prepare text input word_seq = DataPreprocessor.get_words_in_time_range(word_list=words, start_time=start_time, end_time=end_time) extended_word_indices = np.zeros(n_frames) # zero is the index of padding token word_indices = np.zeros(len(word_seq) + 2) word_indices[0] = lang_model.SOS_token word_indices[-1] = lang_model.EOS_token frame_duration = (end_time - start_time) / n_frames for w_i, word in enumerate(word_seq): print(word[0], end=', ') idx = max(0, int(np.floor((word[1] - start_time) / frame_duration))) extended_word_indices[idx] = lang_model.get_word_index(word[0]) word_indices[w_i + 1] = lang_model.get_word_index(word[0]) print(' ') in_text_padded = torch.LongTensor(extended_word_indices).unsqueeze(0).to(device) in_text = torch.LongTensor(word_indices).unsqueeze(0).to(device) # prepare pre seq if i > 0: pre_seq[0, 0:args.n_pre_poses, :-1] = out_dir_vec.squeeze(0)[-args.n_pre_poses:] pre_seq[0, 0:args.n_pre_poses, -1] = 1 # indicating bit for constraints pre_seq = pre_seq.float().to(device) pre_seq_partial = pre_seq[0, 0:args.n_pre_poses, :-1].unsqueeze(0) # synthesize print(in_text_padded) if args.model == 'multimodal_context': out_dir_vec, *_ = pose_decoder(pre_seq, in_text_padded, in_audio, vid) elif args.model == 'joint_embedding': _, _, _, _, _, _, out_dir_vec = pose_decoder(in_text_padded, in_audio, pre_seq_partial, None, 'speech') elif args.model == 'seq2seq': words_lengths = torch.LongTensor([in_text.shape[1]]).to(device) out_dir_vec = pose_decoder(in_text, words_lengths, pre_seq_partial, None) elif args.model == 'speech2gesture': out_dir_vec = pose_decoder(in_spec, pre_seq_partial) else: assert False out_seq = out_dir_vec[0, :, :].data.cpu().numpy() # smoothing motion transition if len(out_list) > 0: last_poses = out_list[-1][-args.n_pre_poses:] out_list[-1] = out_list[-1][:-args.n_pre_poses] # delete last 4 frames for j in range(len(last_poses)): n = len(last_poses) prev = last_poses[j] next = out_seq[j] out_seq[j] = prev * (n - j) / (n + 1) + next * (j + 1) / (n + 1) out_list.append(out_seq) print('generation took {:.2} s'.format((time.time() - start) / num_subdivision)) # aggregate results out_dir_vec = np.vstack(out_list) # additional interpolation for seq2seq if args.model == 'seq2seq': n_smooth = args.n_pre_poses for i in range(num_subdivision): start_frame = args.n_pre_poses + i * (args.n_poses - args.n_pre_poses) - n_smooth if start_frame < 0: start_frame = 0 end_frame = start_frame + n_smooth * 2 else: end_frame = start_frame + n_smooth * 3 # spline interp y = out_dir_vec[start_frame:end_frame] x = np.array(range(0, y.shape[0])) w = np.ones(len(y)) w[0] = 5 w[-1] = 5 coeffs = np.polyfit(x, y, 3) fit_functions = [np.poly1d(coeffs[:, k]) for k in range(0, y.shape[1])] interpolated_y = [fit_functions[k](x) for k in range(0, y.shape[1])] interpolated_y = np.transpose(np.asarray(interpolated_y)) # (num_frames x dims) out_dir_vec[start_frame:end_frame] = interpolated_y # fade out to the mean pose if fade_out: n_smooth = args.n_pre_poses start_frame = len(out_dir_vec) - int(end_padding_duration / audio_sr * args.motion_resampling_framerate) end_frame = start_frame + n_smooth * 2 if len(out_dir_vec) < end_frame: out_dir_vec = np.pad(out_dir_vec, [(0, end_frame - len(out_dir_vec)), (0, 0)], mode='constant') out_dir_vec[end_frame-n_smooth:] = np.zeros((len(args.mean_dir_vec))) # fade out to mean poses # interpolation y = out_dir_vec[start_frame:end_frame] x = np.array(range(0, y.shape[0])) w = np.ones(len(y)) w[0] = 5 w[-1] = 5 coeffs = np.polyfit(x, y, 2, w=w) fit_functions = [np.poly1d(coeffs[:, k]) for k in range(0, y.shape[1])] interpolated_y = [fit_functions[k](x) for k in range(0, y.shape[1])] interpolated_y = np.transpose(np.asarray(interpolated_y)) # (num_frames x dims) out_dir_vec[start_frame:end_frame] = interpolated_y return out_dir_vec def align_words(audio, text): # resample audio to 8K audio_8k = librosa.resample(audio, 16000, 8000) wave_file = 'output/temp.wav' sf.write(wave_file, audio_8k, 8000, 'PCM_16') # run gentle to align words aligner = gentle.ForcedAligner(gentle_resources, text, nthreads=2, disfluency=False, conservative=False) gentle_out = aligner.transcribe(wave_file, logging=logging) words_with_timestamps = [] for i, gentle_word in enumerate(gentle_out.words): if gentle_word.case == 'success': words_with_timestamps.append([gentle_word.word, gentle_word.start, gentle_word.end]) elif 0 < i < len(gentle_out.words) - 1: words_with_timestamps.append([gentle_word.word, gentle_out.words[i-1].end, gentle_out.words[i+1].start]) return words_with_timestamps def main(mode, checkpoint_path, option): args, generator, loss_fn, lang_model, speaker_model, out_dim = utils.train_utils.load_checkpoint_and_model( checkpoint_path, device) result_save_path = 'output/generation_results' # load mean vec mean_pose = np.array(args.mean_pose).squeeze() mean_dir_vec = np.array(args.mean_dir_vec).squeeze() # load lang_model vocab_cache_path = os.path.join('data/ted_dataset', 'vocab_cache.pkl') with open(vocab_cache_path, 'rb') as f: lang_model = pickle.load(f) if args.model == 'seq2seq': collate_fn = word_seq_collate_fn else: collate_fn = default_collate_fn def load_dataset(path): dataset = SpeechMotionDataset(path, n_poses=args.n_poses, subdivision_stride=args.subdivision_stride, pose_resampling_fps=args.motion_resampling_framerate, speaker_model=speaker_model, mean_pose=mean_pose, mean_dir_vec=mean_dir_vec ) print(len(dataset)) return dataset if mode == 'eval': val_data_path = 'data/ted_dataset/lmdb_val' eval_net_path = 'output/train_h36m_gesture_autoencoder/gesture_autoencoder_checkpoint_best.bin' embed_space_evaluator = EmbeddingSpaceEvaluator(args, eval_net_path, lang_model, device) val_dataset = load_dataset(val_data_path) data_loader = DataLoader(dataset=val_dataset, batch_size=32, collate_fn=collate_fn, shuffle=False, drop_last=True, num_workers=args.loader_workers) val_dataset.set_lang_model(lang_model) evaluate_testset(data_loader, generator, loss_fn, embed_space_evaluator, args) elif mode == 'from_text': random.seed() examples = [ '<break time="0.5s"/><prosody>once handed me a very thick book. <break time="0.1s"/>it was his familys legacy</prosody>', '<break time="0.5s"/>we can help millions of teens with counseling', 'what an amazing day that will be. what a big opportunity we have.', 'just the way a surgeon operates on a patient you can literally interact with your table', '[Enter a new text]' ] if option: voice = option else: voice = 'en-female' vid = random.sample(range(0, speaker_model.n_words), 1)[0] tts = TTSHelper(cache_path='output/cached_wav') # text input for i, example in enumerate(examples): print('(%d) %s' % (i, example)) try: select = int(input("select: ")) except ValueError: exit(0) if select == len(examples) - 1: input_text = input("text: ") elif select >= len(examples) or select < 0: print('Please input a valid number. Exiting...') exit(0) else: input_text = examples[select] # generation text_without_tags = remove_tags_marks(input_text) print(text_without_tags) tts_filename = tts.synthesis(input_text, voice_name=voice, verbose=False) sound_obj, duration = tts.get_sound_obj(tts_filename) print('TTS complete (audio length: {0:.1f}s)'.format(duration)) audio, audio_sr = librosa.load(tts_filename, mono=True, sr=16000, res_type='kaiser_fast') words_with_timestamps = align_words(audio, text_without_tags) dir_vec = generate_gestures(args, generator, lang_model, audio, words_with_timestamps, vid=vid, fade_out=False) # make a video save_path = 'output/generation_results' os.makedirs(save_path, exist_ok=True) prefix = '{}_vid_{}_{}'.format(text_without_tags[:50], vid, voice) out_pos, _ = create_video_and_save( save_path, 0, prefix, 0, None, dir_vec, mean_dir_vec, text_without_tags, audio=audio, clipping_to_shortest_stream=True, delete_audio_file=False) # save pkl save_dict = { 'sentence': words_with_timestamps, 'audio': audio, 'out_dir_vec': dir_vec + mean_dir_vec, 'out_poses': out_pos, 'aux_info': '' } with open(os.path.join(result_save_path, '{}.pkl'.format(prefix)), 'wb') as f: pickle.dump(save_dict, f) elif mode == 'from_db_clip': test_data_path = 'data/ted_dataset/lmdb_test' save_path = 'output/generation_results' clip_duration_range = [5, 12] random.seed() if option: n_generations = int(option) else: n_generations = 5 # load clips and make gestures n_saved = 0 lmdb_env = lmdb.open(test_data_path, readonly=True, lock=False) with lmdb_env.begin(write=False) as txn: keys = [key for key, _ in txn.cursor()] while n_saved < n_generations: # loop until we get the desired number of results # select video key = random.choice(keys) buf = txn.get(key) video = pyarrow.deserialize(buf) vid = video['vid'] clips = video['clips'] # select clip n_clips = len(clips) if n_clips == 0: continue clip_idx = random.randrange(n_clips) clip_poses = clips[clip_idx]['skeletons_3d'] clip_audio = clips[clip_idx]['audio_raw'] clip_words = clips[clip_idx]['words'] clip_time = [clips[clip_idx]['start_time'], clips[clip_idx]['end_time']] clip_poses = utils.data_utils.resample_pose_seq(clip_poses, clip_time[1] - clip_time[0], args.motion_resampling_framerate) target_dir_vec = utils.data_utils.convert_pose_seq_to_dir_vec(clip_poses) target_dir_vec = target_dir_vec.reshape(target_dir_vec.shape[0], -1) target_dir_vec -= mean_dir_vec # check duration clip_duration = clip_time[1] - clip_time[0] if clip_duration < clip_duration_range[0] or clip_duration > clip_duration_range[1]: continue # synthesize for selected_vi in range(len(clip_words)): # make start time of input text zero clip_words[selected_vi][1] -= clip_time[0] # start time clip_words[selected_vi][2] -= clip_time[0] # end time vid_idx = random.sample(range(0, speaker_model.n_words), 1)[0] out_dir_vec = generate_gestures(args, generator, lang_model, clip_audio, clip_words, vid=vid_idx, seed_seq=target_dir_vec[0:args.n_pre_poses], fade_out=False) # make a video sentence_words = [] for word, _, _ in clip_words: sentence_words.append(word) sentence = ' '.join(sentence_words) os.makedirs(save_path, exist_ok=True) filename_prefix = '{}_{}_{}'.format(vid, vid_idx, clip_idx) filename_prefix_for_video = filename_prefix aux_str = '({}, time: {}-{})'.format(vid, str(datetime.timedelta(seconds=clip_time[0])), str(datetime.timedelta(seconds=clip_time[1]))) create_video_and_save( save_path, 0, filename_prefix_for_video, 0, target_dir_vec, out_dir_vec, mean_dir_vec, sentence, audio=clip_audio, aux_str=aux_str, clipping_to_shortest_stream=True, delete_audio_file=False) # save pkl out_dir_vec = out_dir_vec + mean_dir_vec out_poses = convert_dir_vec_to_pose(out_dir_vec) save_dict = { 'sentence': sentence, 'audio': clip_audio.astype(np.float32), 'out_dir_vec': out_dir_vec, 'out_poses': out_poses, 'aux_info': '{}_{}_{}'.format(vid, vid_idx, clip_idx), 'human_dir_vec': target_dir_vec + mean_dir_vec, } with open(os.path.join(save_path, '{}.pkl'.format(filename_prefix)), 'wb') as f: pickle.dump(save_dict, f) n_saved += 1 else: assert False, 'wrong mode' if __name__ == '__main__': mode = sys.argv[1] # {eval, from_db_clip, from_text} ckpt_path = sys.argv[2] option = None if len(sys.argv) > 3: option = sys.argv[3] set_logger() main(mode, ckpt_path, option)
18,129
40.0181
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/train.py
import pprint import time from pathlib import Path import sys [sys.path.append(i) for i in ['.', '..']] import matplotlib import torch.nn.functional as F from torch.utils.tensorboard import SummaryWriter from model import speech2gesture, vocab from model.embedding_net import EmbeddingNet from model.seq2seq_net import Seq2SeqNet from train_eval.train_gan import train_iter_gan from train_eval.train_joint_embed import train_iter_embed, eval_embed from train_eval.train_seq2seq import train_iter_seq2seq from train_eval.train_speech2gesture import train_iter_speech2gesture from utils.average_meter import AverageMeter from utils.data_utils import convert_dir_vec_to_pose from utils.vocab_utils import build_vocab matplotlib.use('Agg') # we don't use interactive GUI from config.parse_args import parse_args from model.embedding_space_evaluator import EmbeddingSpaceEvaluator from model.multimodal_context_net import PoseGenerator, ConvDiscriminator from torch import optim from data_loader.lmdb_data_loader import * import utils.train_utils device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu") def init_model(args, lang_model, speaker_model, pose_dim, _device): # init model n_frames = args.n_poses generator = discriminator = loss_fn = None if args.model == 'multimodal_context': generator = PoseGenerator(args, n_words=lang_model.n_words, word_embed_size=args.wordembed_dim, word_embeddings=lang_model.word_embedding_weights, z_obj=speaker_model, pose_dim=pose_dim).to(_device) discriminator = ConvDiscriminator(pose_dim).to(_device) elif args.model == 'joint_embedding': generator = EmbeddingNet(args, pose_dim, n_frames, lang_model.n_words, args.wordembed_dim, lang_model.word_embedding_weights, mode='random').to(_device) elif args.model == 'gesture_autoencoder': generator = EmbeddingNet(args, pose_dim, n_frames, lang_model.n_words, args.wordembed_dim, lang_model.word_embedding_weights, mode='pose').to(_device) elif args.model == 'seq2seq': generator = Seq2SeqNet(args, pose_dim, n_frames, lang_model.n_words, args.wordembed_dim, lang_model.word_embedding_weights).to(_device) loss_fn = torch.nn.L1Loss() elif args.model == 'speech2gesture': generator = speech2gesture.Generator(n_frames, pose_dim, args.n_pre_poses).to(_device) discriminator = speech2gesture.Discriminator(pose_dim).to(_device) loss_fn = torch.nn.L1Loss() return generator, discriminator, loss_fn def train_epochs(args, train_data_loader, test_data_loader, lang_model, pose_dim, speaker_model=None): start = time.time() loss_meters = [AverageMeter('loss'), AverageMeter('var_loss'), AverageMeter('gen'), AverageMeter('dis'), AverageMeter('KLD'), AverageMeter('DIV_REG')] best_val_loss = (1e+10, 0) # value, epoch tb_path = args.name + '_' + str(datetime.datetime.now().strftime('%Y%m%d_%H%M%S')) tb_writer = SummaryWriter(log_dir=str(Path(args.model_save_path).parent / 'tensorboard_runs' / tb_path)) # interval params print_interval = int(len(train_data_loader) / 5) save_sample_result_epoch_interval = 10 save_model_epoch_interval = 20 # z type if args.z_type == 'speaker': pass elif args.z_type == 'random': speaker_model = 1 else: speaker_model = None # init model generator, discriminator, loss_fn = init_model(args, lang_model, speaker_model, pose_dim, device) # use multi GPUs if torch.cuda.device_count() > 1: generator = torch.nn.DataParallel(generator) if discriminator is not None: discriminator = torch.nn.DataParallel(discriminator) # prepare an evaluator for FGD embed_space_evaluator = None if args.eval_net_path and len(args.eval_net_path) > 0: embed_space_evaluator = EmbeddingSpaceEvaluator(args, args.eval_net_path, lang_model, device) # define optimizers gen_optimizer = optim.Adam(generator.parameters(), lr=args.learning_rate, betas=(0.5, 0.999)) dis_optimizer = None if discriminator is not None: dis_optimizer = torch.optim.Adam(discriminator.parameters(), lr=args.learning_rate * args.discriminator_lr_weight, betas=(0.5, 0.999)) # training global_iter = 0 best_values = {} # best values for all loss metrics for epoch in range(args.epochs): # evaluate the test set val_metrics = evaluate_testset(test_data_loader, generator, loss_fn, embed_space_evaluator, args) # write to tensorboard and save best values for key in val_metrics.keys(): tb_writer.add_scalar(key + '/validation', val_metrics[key], global_iter) if key not in best_values.keys() or val_metrics[key] < best_values[key][0]: best_values[key] = (val_metrics[key], epoch) # best? if 'frechet' in val_metrics.keys(): val_loss = val_metrics['frechet'] else: val_loss = val_metrics['loss'] is_best = val_loss < best_val_loss[0] if is_best: logging.info(' *** BEST VALIDATION LOSS: {:.3f}'.format(val_loss)) best_val_loss = (val_loss, epoch) else: logging.info(' best validation loss so far: {:.3f} at EPOCH {}'.format(best_val_loss[0], best_val_loss[1])) # save model if is_best or (epoch % save_model_epoch_interval == 0 and epoch > 0): dis_state_dict = None try: # multi gpu gen_state_dict = generator.module.state_dict() if discriminator is not None: dis_state_dict = discriminator.module.state_dict() except AttributeError: # single gpu gen_state_dict = generator.state_dict() if discriminator is not None: dis_state_dict = discriminator.state_dict() if is_best: save_name = '{}/{}_checkpoint_best.bin'.format(args.model_save_path, args.name) else: save_name = '{}/{}_checkpoint_{:03d}.bin'.format(args.model_save_path, args.name, epoch) utils.train_utils.save_checkpoint({ 'args': args, 'epoch': epoch, 'lang_model': lang_model, 'speaker_model': speaker_model, 'pose_dim': pose_dim, 'gen_dict': gen_state_dict, 'dis_dict': dis_state_dict, }, save_name) # save sample results if args.save_result_video and epoch % save_sample_result_epoch_interval == 0: evaluate_sample_and_save_video( epoch, args.name, test_data_loader, generator, args=args, lang_model=lang_model) # train iter iter_start_time = time.time() for iter_idx, data in enumerate(train_data_loader, 0): global_iter += 1 in_text, text_lengths, in_text_padded, _, target_vec, in_audio, in_spec, aux_info = data batch_size = target_vec.size(0) in_text = in_text.to(device) in_text_padded = in_text_padded.to(device) in_audio = in_audio.to(device) in_spec = in_spec.to(device) target_vec = target_vec.to(device) # speaker input vid_indices = [] if speaker_model and isinstance(speaker_model, vocab.Vocab): vids = aux_info['vid'] vid_indices = [speaker_model.word2index[vid] for vid in vids] vid_indices = torch.LongTensor(vid_indices).to(device) # train loss = [] if args.model == 'multimodal_context': loss = train_iter_gan(args, epoch, in_text_padded, in_audio, target_vec, vid_indices, generator, discriminator, gen_optimizer, dis_optimizer) elif args.model == 'joint_embedding': loss = train_iter_embed(args, epoch, in_text_padded, in_audio, target_vec, generator, gen_optimizer, mode='random') elif args.model == 'gesture_autoencoder': loss = train_iter_embed(args, epoch, in_text_padded, in_audio, target_vec, generator, gen_optimizer) elif args.model == 'seq2seq': loss = train_iter_seq2seq(args, epoch, in_text, text_lengths, target_vec, generator, gen_optimizer) elif args.model == 'speech2gesture': loss = train_iter_speech2gesture(args, in_spec, target_vec, generator, discriminator, gen_optimizer, dis_optimizer, loss_fn) # loss values for loss_meter in loss_meters: name = loss_meter.name if name in loss: loss_meter.update(loss[name], batch_size) # write to tensorboard for key in loss.keys(): tb_writer.add_scalar(key + '/train', loss[key], global_iter) # print training status if (iter_idx + 1) % print_interval == 0: print_summary = 'EP {} ({:3d}) | {:>8s}, {:.0f} samples/s | '.format( epoch, iter_idx + 1, utils.train_utils.time_since(start), batch_size / (time.time() - iter_start_time)) for loss_meter in loss_meters: if loss_meter.count > 0: print_summary += '{}: {:.3f}, '.format(loss_meter.name, loss_meter.avg) loss_meter.reset() logging.info(print_summary) iter_start_time = time.time() tb_writer.close() # print best losses logging.info('--------- best loss values ---------') for key in best_values.keys(): logging.info('{}: {:.3f} at EPOCH {}'.format(key, best_values[key][0], best_values[key][1])) def evaluate_testset(test_data_loader, generator, loss_fn, embed_space_evaluator, args): # to evaluation mode generator.train(False) if embed_space_evaluator: embed_space_evaluator.reset() losses = AverageMeter('loss') joint_mae = AverageMeter('mae_on_joint') accel = AverageMeter('accel') start = time.time() with torch.no_grad(): for iter_idx, data in enumerate(test_data_loader, 0): in_text, text_lengths, in_text_padded, _, target_vec, in_audio, in_spec, aux_info = data batch_size = target_vec.size(0) in_text = in_text.to(device) in_text_padded = in_text_padded.to(device) in_audio = in_audio.to(device) in_spec = in_spec.to(device) target = target_vec.to(device) # speaker input speaker_model = utils.train_utils.get_speaker_model(generator) if speaker_model: vid_indices = [random.choice(list(speaker_model.word2index.values())) for _ in range(batch_size)] vid_indices = torch.LongTensor(vid_indices).to(device) else: vid_indices = None pre_seq = target.new_zeros((target.shape[0], target.shape[1], target.shape[2] + 1)) pre_seq[:, 0:args.n_pre_poses, :-1] = target[:, 0:args.n_pre_poses] pre_seq[:, 0:args.n_pre_poses, -1] = 1 # indicating bit for constraints pre_seq_partial = pre_seq[:, 0:args.n_pre_poses, :-1] if args.model == 'joint_embedding': loss, out_dir_vec = eval_embed(in_text_padded, in_audio, pre_seq_partial, target, generator, mode='speech') elif args.model == 'gesture_autoencoder': loss, _ = eval_embed(in_text_padded, in_audio, pre_seq_partial, target, generator) elif args.model == 'seq2seq': out_dir_vec = generator(in_text, text_lengths, target, None) loss = loss_fn(out_dir_vec, target) elif args.model == 'speech2gesture': out_dir_vec = generator(in_spec, pre_seq_partial) loss = loss_fn(out_dir_vec, target) elif args.model == 'multimodal_context': out_dir_vec, *_ = generator(pre_seq, in_text_padded, in_audio, vid_indices) loss = F.l1_loss(out_dir_vec, target) else: assert False losses.update(loss.item(), batch_size) if args.model != 'gesture_autoencoder': if embed_space_evaluator: embed_space_evaluator.push_samples(in_text_padded, in_audio, out_dir_vec, target) # calculate MAE of joint coordinates out_dir_vec = out_dir_vec.cpu().numpy() out_dir_vec += np.array(args.mean_dir_vec).squeeze() out_joint_poses = convert_dir_vec_to_pose(out_dir_vec) target_vec = target_vec.cpu().numpy() target_vec += np.array(args.mean_dir_vec).squeeze() target_poses = convert_dir_vec_to_pose(target_vec) if out_joint_poses.shape[1] == args.n_poses: diff = out_joint_poses[:, args.n_pre_poses:] - target_poses[:, args.n_pre_poses:] else: diff = out_joint_poses - target_poses[:, args.n_pre_poses:] mae_val = np.mean(np.absolute(diff)) joint_mae.update(mae_val, batch_size) # accel target_acc = np.diff(target_poses, n=2, axis=1) out_acc = np.diff(out_joint_poses, n=2, axis=1) accel.update(np.mean(np.abs(target_acc - out_acc)), batch_size) # back to training mode generator.train(True) # print ret_dict = {'loss': losses.avg, 'joint_mae': joint_mae.avg} elapsed_time = time.time() - start if embed_space_evaluator and embed_space_evaluator.get_no_of_samples() > 0: frechet_dist, feat_dist = embed_space_evaluator.get_scores() logging.info( '[VAL] loss: {:.3f}, joint mae: {:.5f}, accel diff: {:.5f}, FGD: {:.3f}, feat_D: {:.3f} / {:.1f}s'.format( losses.avg, joint_mae.avg, accel.avg, frechet_dist, feat_dist, elapsed_time)) ret_dict['frechet'] = frechet_dist ret_dict['feat_dist'] = feat_dist else: logging.info('[VAL] loss: {:.3f}, joint mae: {:.3f} / {:.1f}s'.format( losses.avg, joint_mae.avg, elapsed_time)) return ret_dict def evaluate_sample_and_save_video(epoch, prefix, test_data_loader, generator, args, lang_model, n_save=None, save_path=None): generator.train(False) # eval mode start = time.time() if not n_save: n_save = 1 if epoch <= 0 else 5 out_raw = [] with torch.no_grad(): for iter_idx, data in enumerate(test_data_loader, 0): if iter_idx >= n_save: # save N samples break in_text, text_lengths, in_text_padded, _, target_dir_vec, in_audio, in_spec, aux_info = data # prepare select_index = 0 if args.model == 'seq2seq': in_text = in_text[select_index, :].unsqueeze(0).to(device) text_lengths = text_lengths[select_index].unsqueeze(0).to(device) in_text_padded = in_text_padded[select_index, :].unsqueeze(0).to(device) in_audio = in_audio[select_index, :].unsqueeze(0).to(device) in_spec = in_spec[select_index, :, :].unsqueeze(0).to(device) target_dir_vec = target_dir_vec[select_index, :, :].unsqueeze(0).to(device) input_words = [] for i in range(in_text_padded.shape[1]): word_idx = int(in_text_padded.data[select_index, i]) if word_idx > 0: input_words.append(lang_model.index2word[word_idx]) sentence = ' '.join(input_words) # speaker input speaker_model = utils.train_utils.get_speaker_model(generator) if speaker_model: vid = aux_info['vid'][select_index] # vid_indices = [speaker_model.word2index[vid]] vid_indices = [random.choice(list(speaker_model.word2index.values()))] vid_indices = torch.LongTensor(vid_indices).to(device) else: vid_indices = None # aux info aux_str = '({}, time: {}-{})'.format( aux_info['vid'][select_index], str(datetime.timedelta(seconds=aux_info['start_time'][select_index].item())), str(datetime.timedelta(seconds=aux_info['end_time'][select_index].item()))) # synthesize pre_seq = target_dir_vec.new_zeros((target_dir_vec.shape[0], target_dir_vec.shape[1], target_dir_vec.shape[2] + 1)) pre_seq[:, 0:args.n_pre_poses, :-1] = target_dir_vec[:, 0:args.n_pre_poses] pre_seq[:, 0:args.n_pre_poses, -1] = 1 # indicating bit for constraints pre_seq_partial = pre_seq[:, 0:args.n_pre_poses, :-1] if args.model == 'multimodal_context': out_dir_vec, *_ = generator(pre_seq, in_text_padded, in_audio, vid_indices) elif args.model == 'joint_embedding': _, _, _, _, _, _, out_dir_vec = generator(in_text_padded, in_audio, pre_seq_partial, None, 'speech') elif args.model == 'gesture_autoencoder': _, _, _, _, _, _, out_dir_vec = generator(in_text_padded, in_audio, pre_seq_partial, target_dir_vec, variational_encoding=False) elif args.model == 'seq2seq': out_dir_vec = generator(in_text, text_lengths, target_dir_vec, None) # out_poses = torch.cat((pre_poses, out_poses), dim=1) elif args.model == 'speech2gesture': out_dir_vec = generator(in_spec, pre_seq_partial) # to video audio_npy = np.squeeze(in_audio.cpu().numpy()) target_dir_vec = np.squeeze(target_dir_vec.cpu().numpy()) out_dir_vec = np.squeeze(out_dir_vec.cpu().numpy()) if save_path is None: save_path = args.model_save_path mean_data = np.array(args.mean_dir_vec).reshape(-1, 3) utils.train_utils.create_video_and_save( save_path, epoch, prefix, iter_idx, target_dir_vec, out_dir_vec, mean_data, sentence, audio=audio_npy, aux_str=aux_str) target_dir_vec = target_dir_vec.reshape((target_dir_vec.shape[0], 9, 3)) out_dir_vec = out_dir_vec.reshape((out_dir_vec.shape[0], 9, 3)) out_raw.append({ 'sentence': sentence, 'audio': audio_npy, 'human_dir_vec': target_dir_vec + mean_data, 'out_dir_vec': out_dir_vec + mean_data, 'aux_info': aux_str }) generator.train(True) # back to training mode logging.info('saved sample videos, took {:.1f}s'.format(time.time() - start)) return out_raw def main(config): args = config['args'] # random seed if args.random_seed >= 0: utils.train_utils.set_random_seed(args.random_seed) # set logger utils.train_utils.set_logger(args.model_save_path, os.path.basename(__file__).replace('.py', '.log')) logging.info("PyTorch version: {}".format(torch.__version__)) logging.info("CUDA version: {}".format(torch.version.cuda)) logging.info("{} GPUs, default {}".format(torch.cuda.device_count(), device)) logging.info(pprint.pformat(vars(args))) # dataset config if args.model == 'seq2seq': collate_fn = word_seq_collate_fn else: collate_fn = default_collate_fn # dataset mean_dir_vec = np.array(args.mean_dir_vec).reshape(-1, 3) train_dataset = SpeechMotionDataset(args.train_data_path[0], n_poses=args.n_poses, subdivision_stride=args.subdivision_stride, pose_resampling_fps=args.motion_resampling_framerate, mean_dir_vec=mean_dir_vec, mean_pose=args.mean_pose, remove_word_timing=(args.input_context == 'text') ) train_loader = DataLoader(dataset=train_dataset, batch_size=args.batch_size, shuffle=True, drop_last=True, num_workers=args.loader_workers, pin_memory=True, collate_fn=collate_fn ) val_dataset = SpeechMotionDataset(args.val_data_path[0], n_poses=args.n_poses, subdivision_stride=args.subdivision_stride, pose_resampling_fps=args.motion_resampling_framerate, speaker_model=train_dataset.speaker_model, mean_dir_vec=mean_dir_vec, mean_pose=args.mean_pose, remove_word_timing=(args.input_context == 'text') ) test_loader = DataLoader(dataset=val_dataset, batch_size=args.batch_size, shuffle=False, drop_last=True, num_workers=args.loader_workers, pin_memory=True, collate_fn=collate_fn ) test_dataset = SpeechMotionDataset(args.test_data_path[0], n_poses=args.n_poses, subdivision_stride=args.subdivision_stride, pose_resampling_fps=args.motion_resampling_framerate, speaker_model=train_dataset.speaker_model, mean_dir_vec=mean_dir_vec, mean_pose=args.mean_pose) # build vocab vocab_cache_path = os.path.join(os.path.split(args.train_data_path[0])[0], 'vocab_cache.pkl') lang_model = build_vocab('words', [train_dataset, val_dataset, test_dataset], vocab_cache_path, args.wordembed_path, args.wordembed_dim) train_dataset.set_lang_model(lang_model) val_dataset.set_lang_model(lang_model) # train pose_dim = 27 # 9 x 3 train_epochs(args, train_loader, test_loader, lang_model, pose_dim=pose_dim, speaker_model=train_dataset.speaker_model) if __name__ == '__main__': _args = parse_args() main({'args': _args})
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/data_loader/motion_preprocessor.py
import numpy as np class MotionPreprocessor: def __init__(self, skeletons, mean_pose): self.skeletons = np.array(skeletons) self.mean_pose = np.array(mean_pose).reshape(-1, 3) self.filtering_message = "PASS" def get(self): assert (self.skeletons is not None) # filtering if self.skeletons != []: if self.check_pose_diff(): self.skeletons = [] self.filtering_message = "pose" elif self.check_spine_angle(): self.skeletons = [] self.filtering_message = "spine angle" elif self.check_static_motion(): self.skeletons = [] self.filtering_message = "motion" if self.skeletons != []: self.skeletons = self.skeletons.tolist() for i, frame in enumerate(self.skeletons): assert not np.isnan(self.skeletons[i]).any() # missing joints return self.skeletons, self.filtering_message def check_static_motion(self, verbose=False): def get_variance(skeleton, joint_idx): wrist_pos = skeleton[:, joint_idx] variance = np.sum(np.var(wrist_pos, axis=0)) return variance left_arm_var = get_variance(self.skeletons, 6) right_arm_var = get_variance(self.skeletons, 9) th = 0.0014 # exclude 13110 # th = 0.002 # exclude 16905 if left_arm_var < th and right_arm_var < th: if verbose: print('skip - check_static_motion left var {}, right var {}'.format(left_arm_var, right_arm_var)) return True else: if verbose: print('pass - check_static_motion left var {}, right var {}'.format(left_arm_var, right_arm_var)) return False def check_pose_diff(self, verbose=False): diff = np.abs(self.skeletons - self.mean_pose) diff = np.mean(diff) # th = 0.017 th = 0.02 # exclude 3594 if diff < th: if verbose: print('skip - check_pose_diff {:.5f}'.format(diff)) return True else: if verbose: print('pass - check_pose_diff {:.5f}'.format(diff)) return False def check_spine_angle(self, verbose=False): def angle_between(v1, v2): v1_u = v1 / np.linalg.norm(v1) v2_u = v2 / np.linalg.norm(v2) return np.arccos(np.clip(np.dot(v1_u, v2_u), -1.0, 1.0)) angles = [] for i in range(self.skeletons.shape[0]): spine_vec = self.skeletons[i, 1] - self.skeletons[i, 0] angle = angle_between(spine_vec, [0, -1, 0]) angles.append(angle) if np.rad2deg(max(angles)) > 30 or np.rad2deg(np.mean(angles)) > 20: # exclude 4495 # if np.rad2deg(max(angles)) > 20: # exclude 8270 if verbose: print('skip - check_spine_angle {:.5f}, {:.5f}'.format(max(angles), np.mean(angles))) return True else: if verbose: print('pass - check_spine_angle {:.5f}'.format(max(angles))) return False
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/data_loader/data_preprocessor.py
""" create data samples """ import logging from collections import defaultdict import lmdb import math import numpy as np import pyarrow import tqdm from sklearn.preprocessing import normalize import utils.data_utils from data_loader.motion_preprocessor import MotionPreprocessor class DataPreprocessor: def __init__(self, clip_lmdb_dir, out_lmdb_dir, n_poses, subdivision_stride, pose_resampling_fps, mean_pose, mean_dir_vec, disable_filtering=False): self.n_poses = n_poses self.subdivision_stride = subdivision_stride self.skeleton_resampling_fps = pose_resampling_fps self.mean_pose = mean_pose self.mean_dir_vec = mean_dir_vec self.disable_filtering = disable_filtering self.src_lmdb_env = lmdb.open(clip_lmdb_dir, readonly=True, lock=False) with self.src_lmdb_env.begin() as txn: self.n_videos = txn.stat()['entries'] self.spectrogram_sample_length = utils.data_utils.calc_spectrogram_length_from_motion_length(self.n_poses, self.skeleton_resampling_fps) self.audio_sample_length = int(self.n_poses / self.skeleton_resampling_fps * 16000) # create db for samples map_size = 1024 * 50 # in MB map_size <<= 20 # in B self.dst_lmdb_env = lmdb.open(out_lmdb_dir, map_size=map_size) self.n_out_samples = 0 def run(self): n_filtered_out = defaultdict(int) src_txn = self.src_lmdb_env.begin(write=False) # sampling and normalization cursor = src_txn.cursor() for key, value in cursor: video = pyarrow.deserialize(value) vid = video['vid'] clips = video['clips'] for clip_idx, clip in enumerate(clips): filtered_result = self._sample_from_clip(vid, clip) for type in filtered_result.keys(): n_filtered_out[type] += filtered_result[type] # print stats with self.dst_lmdb_env.begin() as txn: print('no. of samples: ', txn.stat()['entries']) n_total_filtered = 0 for type, n_filtered in n_filtered_out.items(): print('{}: {}'.format(type, n_filtered)) n_total_filtered += n_filtered print('no. of excluded samples: {} ({:.1f}%)'.format( n_total_filtered, 100 * n_total_filtered / (txn.stat()['entries'] + n_total_filtered))) # close db self.src_lmdb_env.close() self.dst_lmdb_env.sync() self.dst_lmdb_env.close() def _sample_from_clip(self, vid, clip): clip_skeleton = clip['skeletons_3d'] clip_audio = clip['audio_feat'] clip_audio_raw = clip['audio_raw'] clip_word_list = clip['words'] clip_s_f, clip_e_f = clip['start_frame_no'], clip['end_frame_no'] clip_s_t, clip_e_t = clip['start_time'], clip['end_time'] n_filtered_out = defaultdict(int) # skeleton resampling clip_skeleton = utils.data_utils.resample_pose_seq(clip_skeleton, clip_e_t - clip_s_t, self.skeleton_resampling_fps) # divide aux_info = [] sample_skeletons_list = [] sample_words_list = [] sample_audio_list = [] sample_spectrogram_list = [] num_subdivision = math.floor( (len(clip_skeleton) - self.n_poses) / self.subdivision_stride) + 1 # floor((K - (N+M)) / S) + 1 expected_audio_length = utils.data_utils.calc_spectrogram_length_from_motion_length(len(clip_skeleton), self.skeleton_resampling_fps) assert abs(expected_audio_length - clip_audio.shape[1]) <= 5, 'audio and skeleton lengths are different' for i in range(num_subdivision): start_idx = i * self.subdivision_stride fin_idx = start_idx + self.n_poses sample_skeletons = clip_skeleton[start_idx:fin_idx] subdivision_start_time = clip_s_t + start_idx / self.skeleton_resampling_fps subdivision_end_time = clip_s_t + fin_idx / self.skeleton_resampling_fps sample_words = self.get_words_in_time_range(word_list=clip_word_list, start_time=subdivision_start_time, end_time=subdivision_end_time) # spectrogram audio_start = math.floor(start_idx / len(clip_skeleton) * clip_audio.shape[1]) audio_end = audio_start + self.spectrogram_sample_length if audio_end > clip_audio.shape[1]: # correct size mismatch between poses and audio # logging.info('expanding audio array, audio start={}, end={}, clip_length={}'.format( # audio_start, audio_end, clip_audio.shape[1])) n_padding = audio_end - clip_audio.shape[1] padded_data = np.pad(clip_audio, ((0, 0), (0, n_padding)), mode='symmetric') sample_spectrogram = padded_data[:, audio_start:audio_end] else: sample_spectrogram = clip_audio[:, audio_start:audio_end] # raw audio audio_start = math.floor(start_idx / len(clip_skeleton) * len(clip_audio_raw)) audio_end = audio_start + self.audio_sample_length if audio_end > len(clip_audio_raw): # correct size mismatch between poses and audio # logging.info('expanding audio array, audio start={}, end={}, clip_length={}'.format( # audio_start, audio_end, len(clip_audio_raw))) n_padding = audio_end - len(clip_audio_raw) padded_data = np.pad(clip_audio_raw, (0, n_padding), mode='symmetric') sample_audio = padded_data[audio_start:audio_end] else: sample_audio = clip_audio_raw[audio_start:audio_end] if len(sample_words) >= 2: # filtering motion skeleton data sample_skeletons, filtering_message = MotionPreprocessor(sample_skeletons, self.mean_pose).get() is_correct_motion = (sample_skeletons != []) motion_info = {'vid': vid, 'start_frame_no': clip_s_f + start_idx, 'end_frame_no': clip_s_f + fin_idx, 'start_time': subdivision_start_time, 'end_time': subdivision_end_time, 'is_correct_motion': is_correct_motion, 'filtering_message': filtering_message} if is_correct_motion or self.disable_filtering: sample_skeletons_list.append(sample_skeletons) sample_words_list.append(sample_words) sample_audio_list.append(sample_audio) sample_spectrogram_list.append(sample_spectrogram) aux_info.append(motion_info) else: n_filtered_out[filtering_message] += 1 if len(sample_skeletons_list) > 0: with self.dst_lmdb_env.begin(write=True) as txn: for words, poses, audio, spectrogram, aux in zip(sample_words_list, sample_skeletons_list, sample_audio_list, sample_spectrogram_list, aux_info): # preprocessing for poses poses = np.asarray(poses) dir_vec = utils.data_utils.convert_pose_seq_to_dir_vec(poses) normalized_dir_vec = self.normalize_dir_vec(dir_vec, self.mean_dir_vec) # save k = '{:010}'.format(self.n_out_samples).encode('ascii') v = [words, poses, normalized_dir_vec, audio, spectrogram, aux] v = pyarrow.serialize(v).to_buffer() txn.put(k, v) self.n_out_samples += 1 return n_filtered_out @staticmethod def normalize_dir_vec(dir_vec, mean_dir_vec): return dir_vec - mean_dir_vec @staticmethod def get_words_in_time_range(word_list, start_time, end_time): words = [] for word in word_list: _, word_s, word_e = word[0], word[1], word[2] if word_s >= end_time: break if word_e <= start_time: continue words.append(word) return words @staticmethod def unnormalize_data(normalized_data, data_mean, data_std, dimensions_to_ignore): """ this method is from https://github.com/asheshjain399/RNNexp/blob/srnn/structural_rnn/CRFProblems/H3.6m/generateMotionData.py#L12 """ T = normalized_data.shape[0] D = data_mean.shape[0] origData = np.zeros((T, D), dtype=np.float32) dimensions_to_use = [] for i in range(D): if i in dimensions_to_ignore: continue dimensions_to_use.append(i) dimensions_to_use = np.array(dimensions_to_use) origData[:, dimensions_to_use] = normalized_data # potentially inefficient, but only done once per experiment stdMat = data_std.reshape((1, D)) stdMat = np.repeat(stdMat, T, axis=0) meanMat = data_mean.reshape((1, D)) meanMat = np.repeat(meanMat, T, axis=0) origData = np.multiply(origData, stdMat) + meanMat return origData
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/data_loader/calculate_motion_stats.py
import os import lmdb import numpy as np import pyarrow import utils.train_utils import utils.data_utils def calculate_data_mean(base_path): lmdb_path = os.path.join(base_path, 'lmdb_train') lmdb_env = lmdb.open(lmdb_path, readonly=True, lock=False) with lmdb_env.begin() as txn: n_videos = txn.stat()['entries'] src_txn = lmdb_env.begin(write=False) cursor = src_txn.cursor() pose_seq_list = [] total_duration = 0 for key, value in cursor: video = pyarrow.deserialize(value) vid = video['vid'] clips = video['clips'] for clip_idx, clip in enumerate(clips): poses = clip['skeletons_3d'] pose_seq_list.append(poses) total_duration += (clip['end_time'] - clip['start_time']) # close db lmdb_env.close() all_poses = np.vstack(pose_seq_list) mean_pose = np.mean(all_poses, axis=0) # mean dir vec dir_vec = utils.data_utils.convert_pose_seq_to_dir_vec(all_poses) mean_dir_vec = np.mean(dir_vec, axis=0) # mean bone length bone_lengths = [] for i, pair in enumerate(utils.data_utils.dir_vec_pairs): vec = all_poses[:, pair[1]] - all_poses[:, pair[0]] bone_lengths.append(np.mean(np.linalg.norm(vec, axis=1))) print('mean pose', repr(mean_pose.flatten())) print('mean directional vector', repr(mean_dir_vec.flatten())) print('mean bone lengths', repr(bone_lengths)) print('total duration of the valid clips: {:.1f} h'.format(total_duration/3600)) if __name__ == '__main__': import matplotlib matplotlib.use('TkAgg') np.set_printoptions(precision=7, suppress=True) lmdb_base_path = '../../data/ted_dataset' calculate_data_mean(lmdb_base_path)
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/data_loader/h36m_loader.py
import math import random import torch import numpy as np from torch.utils.data import Dataset from utils.data_utils import convert_pose_seq_to_dir_vec, convert_dir_vec_to_pose train_subject = ['S1', 'S5', 'S6', 'S7', 'S8', 'S9', 'S11'] test_subject = ['S11'] class Human36M(Dataset): def __init__(self, path, mean_data, is_train=True, augment=False): n_poses = 34 target_joints = [1, 6, 12, 13, 14, 15, 17, 18, 19, 25, 26, 27] # see https://github.com/kenkra/3d-pose-baseline-vmd/wiki/body self.is_train = is_train self.augment = augment self.mean_data = mean_data self.data = [] if is_train: subjects = train_subject else: subjects = test_subject # loading data and normalize frame_stride = 2 data = np.load(path, allow_pickle=True)['positions_3d'].item() for subject, actions in data.items(): if subject not in subjects: continue for action_name, positions in actions.items(): positions = positions[:, target_joints] positions = self.normalize(positions) for f in range(0, len(positions), 10): if f+n_poses*frame_stride > len(positions): break self.data.append(positions[f:f+n_poses*frame_stride:frame_stride]) def __getitem__(self, index): poses = self.data[index] dir_vec = convert_pose_seq_to_dir_vec(poses) poses = convert_dir_vec_to_pose(dir_vec) if self.augment: # data augmentation by adding gaussian noises on joints coordinates rand_val = random.random() if rand_val < 0.2: poses = poses.copy() poses += np.random.normal(0, 0.002 ** 0.5, poses.shape) else: poses = poses.copy() poses += np.random.normal(0, 0.0001 ** 0.5, poses.shape) dir_vec = convert_pose_seq_to_dir_vec(poses) dir_vec = dir_vec.reshape(dir_vec.shape[0], -1) dir_vec = dir_vec - self.mean_data poses = torch.from_numpy(poses).float() dir_vec = torch.from_numpy(dir_vec).float() return poses, dir_vec def __len__(self): return len(self.data) def normalize(self, data): # pose normalization for f in range(data.shape[0]): data[f, :] -= data[f, 2] data[f, :, (0, 1, 2)] = data[f, :, (0, 2, 1)] # xy exchange data[f, :, 1] = -data[f, :, 1] # invert y # frontalize based on hip joints for f in range(data.shape[0]): hip_vec = data[f, 1] - data[f, 0] angle = np.pi - np.math.atan2(hip_vec[2], hip_vec[0]) # angles on XZ plane if 180 > np.rad2deg(angle) > 0: pass elif 180 < np.rad2deg(angle) < 360: angle = angle - np.deg2rad(360) rot = self.rotation_matrix([0, 1, 0], angle) data[f] = np.matmul(data[f], rot) data = data[:, 2:] # exclude hip joints return data @staticmethod def rotation_matrix(axis, theta): """ Return the rotation matrix associated with counterclockwise rotation about the given axis by theta radians. """ axis = np.asarray(axis) axis = axis / math.sqrt(np.dot(axis, axis)) a = math.cos(theta / 2.0) b, c, d = -axis * math.sin(theta / 2.0) aa, bb, cc, dd = a * a, b * b, c * c, d * d bc, ad, ac, ab, bd, cd = b * c, a * d, a * c, a * b, b * d, c * d return np.array([[aa + bb - cc - dd, 2 * (bc + ad), 2 * (bd - ac)], [2 * (bc - ad), aa + cc - bb - dd, 2 * (cd + ab)], [2 * (bd + ac), 2 * (cd - ab), aa + dd - bb - cc]])
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/data_loader/lmdb_data_loader.py
import datetime import logging import os import pickle import random import numpy as np import lmdb as lmdb import torch from torch.nn.utils.rnn import pad_sequence from torch.utils.data import Dataset, DataLoader from torch.utils.data.dataloader import default_collate import utils.train_utils import utils.data_utils from model.vocab import Vocab from data_loader.data_preprocessor import DataPreprocessor import pyarrow def word_seq_collate_fn(data): """ collate function for loading word sequences in variable lengths """ # sort a list by sequence length (descending order) to use pack_padded_sequence data.sort(key=lambda x: len(x[0]), reverse=True) # separate source and target sequences word_seq, text_padded, poses_seq, vec_seq, audio, spectrogram, aux_info = zip(*data) # merge sequences words_lengths = torch.LongTensor([len(x) for x in word_seq]) word_seq = pad_sequence(word_seq, batch_first=True).long() text_padded = default_collate(text_padded) poses_seq = default_collate(poses_seq) vec_seq = default_collate(vec_seq) audio = default_collate(audio) spectrogram = default_collate(spectrogram) aux_info = {key: default_collate([d[key] for d in aux_info]) for key in aux_info[0]} return word_seq, words_lengths, text_padded, poses_seq, vec_seq, audio, spectrogram, aux_info def default_collate_fn(data): _, text_padded, pose_seq, vec_seq, audio, spectrogram, aux_info = zip(*data) text_padded = default_collate(text_padded) pose_seq = default_collate(pose_seq) vec_seq = default_collate(vec_seq) audio = default_collate(audio) spectrogram = default_collate(spectrogram) aux_info = {key: default_collate([d[key] for d in aux_info]) for key in aux_info[0]} return torch.tensor([0]), torch.tensor([0]), text_padded, pose_seq, vec_seq, audio, spectrogram, aux_info class SpeechMotionDataset(Dataset): def __init__(self, lmdb_dir, n_poses, subdivision_stride, pose_resampling_fps, mean_pose, mean_dir_vec, speaker_model=None, remove_word_timing=False): self.lmdb_dir = lmdb_dir self.n_poses = n_poses self.subdivision_stride = subdivision_stride self.skeleton_resampling_fps = pose_resampling_fps self.mean_dir_vec = mean_dir_vec self.remove_word_timing = remove_word_timing self.expected_audio_length = int(round(n_poses / pose_resampling_fps * 16000)) self.expected_spectrogram_length = utils.data_utils.calc_spectrogram_length_from_motion_length( n_poses, pose_resampling_fps) self.lang_model = None logging.info("Reading data '{}'...".format(lmdb_dir)) preloaded_dir = lmdb_dir + '_cache' if not os.path.exists(preloaded_dir): logging.info('Creating the dataset cache...') assert mean_dir_vec is not None if mean_dir_vec.shape[-1] != 3: mean_dir_vec = mean_dir_vec.reshape(mean_dir_vec.shape[:-1] + (-1, 3)) n_poses_extended = int(round(n_poses * 1.25)) # some margin data_sampler = DataPreprocessor(lmdb_dir, preloaded_dir, n_poses_extended, subdivision_stride, pose_resampling_fps, mean_pose, mean_dir_vec) data_sampler.run() else: logging.info('Found the cache {}'.format(preloaded_dir)) # init lmdb self.lmdb_env = lmdb.open(preloaded_dir, readonly=True, lock=False) with self.lmdb_env.begin() as txn: self.n_samples = txn.stat()['entries'] # make a speaker model if speaker_model is None or speaker_model == 0: precomputed_model = lmdb_dir + '_speaker_model.pkl' if not os.path.exists(precomputed_model): self._make_speaker_model(lmdb_dir, precomputed_model) else: with open(precomputed_model, 'rb') as f: self.speaker_model = pickle.load(f) else: self.speaker_model = speaker_model def __len__(self): return self.n_samples def __getitem__(self, idx): with self.lmdb_env.begin(write=False) as txn: key = '{:010}'.format(idx).encode('ascii') sample = txn.get(key) sample = pyarrow.deserialize(sample) word_seq, pose_seq, vec_seq, audio, spectrogram, aux_info = sample def extend_word_seq(lang, words, end_time=None): n_frames = self.n_poses if end_time is None: end_time = aux_info['end_time'] frame_duration = (end_time - aux_info['start_time']) / n_frames extended_word_indices = np.zeros(n_frames) # zero is the index of padding token if self.remove_word_timing: n_words = 0 for word in words: idx = max(0, int(np.floor((word[1] - aux_info['start_time']) / frame_duration))) if idx < n_frames: n_words += 1 space = int(n_frames / (n_words + 1)) for i in range(n_words): idx = (i+1) * space extended_word_indices[idx] = lang.get_word_index(words[i][0]) else: prev_idx = 0 for word in words: idx = max(0, int(np.floor((word[1] - aux_info['start_time']) / frame_duration))) if idx < n_frames: extended_word_indices[idx] = lang.get_word_index(word[0]) # extended_word_indices[prev_idx:idx+1] = lang.get_word_index(word[0]) prev_idx = idx return torch.Tensor(extended_word_indices).long() def words_to_tensor(lang, words, end_time=None): indexes = [lang.SOS_token] for word in words: if end_time is not None and word[1] > end_time: break indexes.append(lang.get_word_index(word[0])) indexes.append(lang.EOS_token) return torch.Tensor(indexes).long() duration = aux_info['end_time'] - aux_info['start_time'] do_clipping = True if do_clipping: sample_end_time = aux_info['start_time'] + duration * self.n_poses / vec_seq.shape[0] audio = utils.data_utils.make_audio_fixed_length(audio, self.expected_audio_length) spectrogram = spectrogram[:, 0:self.expected_spectrogram_length] vec_seq = vec_seq[0:self.n_poses] pose_seq = pose_seq[0:self.n_poses] else: sample_end_time = None # to tensors word_seq_tensor = words_to_tensor(self.lang_model, word_seq, sample_end_time) extended_word_seq = extend_word_seq(self.lang_model, word_seq, sample_end_time) vec_seq = torch.from_numpy(vec_seq).reshape((vec_seq.shape[0], -1)).float() pose_seq = torch.from_numpy(pose_seq).reshape((pose_seq.shape[0], -1)).float() audio = torch.from_numpy(audio).float() spectrogram = torch.from_numpy(spectrogram) return word_seq_tensor, extended_word_seq, pose_seq, vec_seq, audio, spectrogram, aux_info def set_lang_model(self, lang_model): self.lang_model = lang_model def _make_speaker_model(self, lmdb_dir, cache_path): logging.info(' building a speaker model...') speaker_model = Vocab('vid', insert_default_tokens=False) lmdb_env = lmdb.open(lmdb_dir, readonly=True, lock=False) txn = lmdb_env.begin(write=False) cursor = txn.cursor() for key, value in cursor: video = pyarrow.deserialize(value) vid = video['vid'] speaker_model.index_word(vid) lmdb_env.close() logging.info(' indexed %d videos' % speaker_model.n_words) self.speaker_model = speaker_model # cache with open(cache_path, 'wb') as f: pickle.dump(self.speaker_model, f)
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/train_eval/train_speech2gesture.py
import torch import torch.nn.functional as F def train_iter_speech2gesture(args, in_spec, target_poses, pose_decoder, discriminator, pose_dec_optim, dis_optim, loss_fn): # generation pre_poses = target_poses[:, 0:args.n_pre_poses] out_poses = pose_decoder(in_spec, pre_poses) # to motion target_motion = target_poses[:, 1:] - target_poses[:, :-1] out_motion = out_poses[:, 1:] - out_poses[:, :-1] ########################################################################################### # train D dis_optim.zero_grad() dis_real = discriminator(target_motion) dis_fake = discriminator(out_motion.detach()) dis_error = F.mse_loss(torch.ones_like(dis_real), dis_real) + F.mse_loss(torch.zeros_like(dis_fake), dis_fake) dis_error.backward() dis_optim.step() ########################################################################################### # train G pose_dec_optim.zero_grad() l1_loss = loss_fn(out_poses, target_poses) dis_output = discriminator(out_motion) gen_error = F.mse_loss(torch.ones_like(dis_output), dis_output) loss = args.loss_regression_weight * l1_loss + args.loss_gan_weight * gen_error loss.backward() pose_dec_optim.step() return {'loss': args.loss_regression_weight * l1_loss.item(), 'gen': args.loss_gan_weight * gen_error.item(), 'dis': dis_error.item()}
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Gesture-Generation-from-Trimodal-Context-master/scripts/train_eval/train_joint_embed.py
import torch import torch.nn.functional as F def train_iter_embed(args, epoch, in_text, in_audio, target_data, net, optim, mode=None): pre_seq = target_data[:, 0:args.n_pre_poses] # zero gradients optim.zero_grad() if mode == 'random': # joint embed model variational_encoding = False # AE else: # feature extractor in FGD variational_encoding = False # VAE or AE # reconstruction loss context_feat, context_mu, context_logvar, poses_feat, pose_mu, pose_logvar, recon_data = \ net(in_text, in_audio, pre_seq, target_data, mode, variational_encoding=variational_encoding) recon_loss = F.l1_loss(recon_data, target_data, reduction='none') recon_loss = torch.mean(recon_loss, dim=(1, 2)) if False: # use pose diff target_diff = target_data[:, 1:] - target_data[:, :-1] recon_diff = recon_data[:, 1:] - recon_data[:, :-1] recon_loss += torch.mean(F.l1_loss(recon_diff, target_diff, reduction='none'), dim=(1, 2)) recon_loss = torch.sum(recon_loss) # KLD if variational_encoding: if net.mode == 'speech': KLD = -0.5 * torch.sum(1 + context_logvar - context_mu.pow(2) - context_logvar.exp()) else: KLD = -0.5 * torch.sum(1 + pose_logvar - pose_mu.pow(2) - pose_logvar.exp()) if epoch < 10: KLD_weight = 0 else: KLD_weight = min(1.0, (epoch - 10) * args.loss_kld_weight) loss = args.loss_regression_weight * recon_loss + KLD_weight * KLD else: loss = recon_loss loss.backward() optim.step() ret_dict = {'loss': recon_loss.item()} if variational_encoding: ret_dict['KLD'] = KLD.item() return ret_dict def eval_embed(in_text, in_audio, pre_poses, target_poses, net, mode=None): context_feat, context_mu, context_logvar, poses_feat, pose_mu, pose_logvar, recon_poses = \ net(in_text, in_audio, pre_poses, target_poses, mode, variational_encoding=False) recon_loss = F.l1_loss(recon_poses, target_poses, reduction='none') recon_loss = torch.mean(recon_loss, dim=(1, 2)) loss = torch.mean(recon_loss) return loss, recon_poses
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/train_eval/train_gan.py
import random import numpy as np import torch import torch.nn.functional as F def add_noise(data): noise = torch.randn_like(data) * 0.1 return data + noise def train_iter_gan(args, epoch, in_text, in_audio, target_poses, vid_indices, pose_decoder, discriminator, pose_dec_optim, dis_optim): warm_up_epochs = args.loss_warmup use_noisy_target = False # make pre seq input pre_seq = target_poses.new_zeros((target_poses.shape[0], target_poses.shape[1], target_poses.shape[2] + 1)) pre_seq[:, 0:args.n_pre_poses, :-1] = target_poses[:, 0:args.n_pre_poses] pre_seq[:, 0:args.n_pre_poses, -1] = 1 # indicating bit for constraints ########################################################################################### # train D dis_error = None if epoch > warm_up_epochs and args.loss_gan_weight > 0.0: dis_optim.zero_grad() out_dir_vec, *_ = pose_decoder(pre_seq, in_text, in_audio, vid_indices) # out shape (batch x seq x dim) if use_noisy_target: noise_target = add_noise(target_poses) noise_out = add_noise(out_dir_vec.detach()) dis_real = discriminator(noise_target, in_text) dis_fake = discriminator(noise_out, in_text) else: dis_real = discriminator(target_poses, in_text) dis_fake = discriminator(out_dir_vec.detach(), in_text) dis_error = torch.sum(-torch.mean(torch.log(dis_real + 1e-8) + torch.log(1 - dis_fake + 1e-8))) # ns-gan dis_error.backward() dis_optim.step() ########################################################################################### # train G pose_dec_optim.zero_grad() # decoding out_dir_vec, z, z_mu, z_logvar = pose_decoder(pre_seq, in_text, in_audio, vid_indices) # loss beta = 0.1 huber_loss = F.smooth_l1_loss(out_dir_vec / beta, target_poses / beta) * beta dis_output = discriminator(out_dir_vec, in_text) gen_error = -torch.mean(torch.log(dis_output + 1e-8)) kld = div_reg = None if (args.z_type == 'speaker' or args.z_type == 'random') and args.loss_reg_weight > 0.0: if args.z_type == 'speaker': # enforcing divergent gestures btw original vid and other vid rand_idx = torch.randperm(vid_indices.shape[0]) rand_vids = vid_indices[rand_idx] else: rand_vids = None out_dir_vec_rand_vid, z_rand_vid, _, _ = pose_decoder(pre_seq, in_text, in_audio, rand_vids) beta = 0.05 pose_l1 = F.smooth_l1_loss(out_dir_vec / beta, out_dir_vec_rand_vid.detach() / beta, reduction='none') * beta pose_l1 = pose_l1.sum(dim=1).sum(dim=1) pose_l1 = pose_l1.view(pose_l1.shape[0], -1).mean(1) z_l1 = F.l1_loss(z.detach(), z_rand_vid.detach(), reduction='none') z_l1 = z_l1.view(z_l1.shape[0], -1).mean(1) div_reg = -(pose_l1 / (z_l1 + 1.0e-5)) div_reg = torch.clamp(div_reg, min=-1000) div_reg = div_reg.mean() if args.z_type == 'speaker': # speaker embedding KLD kld = -0.5 * torch.mean(1 + z_logvar - z_mu.pow(2) - z_logvar.exp()) loss = args.loss_regression_weight * huber_loss + args.loss_kld_weight * kld + args.loss_reg_weight * div_reg else: loss = args.loss_regression_weight * huber_loss + args.loss_reg_weight * div_reg else: loss = args.loss_regression_weight * huber_loss #+ var_loss if epoch > warm_up_epochs: loss += args.loss_gan_weight * gen_error loss.backward() pose_dec_optim.step() ret_dict = {'loss': args.loss_regression_weight * huber_loss.item()} if kld: ret_dict['KLD'] = args.loss_kld_weight * kld.item() if div_reg: ret_dict['DIV_REG'] = args.loss_reg_weight * div_reg.item() if epoch > warm_up_epochs and args.loss_gan_weight > 0.0: ret_dict['gen'] = args.loss_gan_weight * gen_error.item() ret_dict['dis'] = dis_error.item() return ret_dict
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/train_eval/train_seq2seq.py
import logging import torch import torch.nn.functional as F loss_i = 0 def custom_loss(output, target, args, epoch): n_element = output.numel() # mae mse_loss = F.mse_loss(output, target) mse_loss *= args.loss_regression_weight # continuous motion diff = [abs(output[:, n, :] - output[:, n-1, :]) for n in range(1, output.shape[1])] cont_loss = torch.sum(torch.stack(diff)) / n_element cont_loss *= args.loss_kld_weight # motion variance norm = torch.norm(output, 2, 1) # output shape (batch, seq, dim) var_loss = -torch.sum(norm) / n_element var_loss *= args.loss_reg_weight loss = mse_loss + cont_loss + var_loss # debugging code global loss_i if loss_i == 1000: logging.debug('(custom loss) mse %.5f, cont %.5f, var %.5f' % (mse_loss.item(), cont_loss.item(), var_loss.item())) loss_i = 0 loss_i += 1 return loss def train_iter_seq2seq(args, epoch, in_text, in_lengths, target_poses, net, optim): # zero gradients optim.zero_grad() # generation outputs = net(in_text, in_lengths, target_poses, None) # loss loss = custom_loss(outputs, target_poses, args, epoch) loss.backward() # optimize torch.nn.utils.clip_grad_norm_(net.parameters(), 5) optim.step() return {'loss': loss.item()}
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/utils/tts_helper.py
import datetime import os import time from google.cloud import texttospeech from pygame import mixer class TTSHelper: """ helper class for google TTS set the environment variable GOOGLE_APPLICATION_CREDENTIALS first GOOGLE_APPLICATION_CREDENTIALS = 'path to json key file' """ cache_folder = './cached_wav/' def __init__(self, cache_path=None): if cache_path is not None: self.cache_folder = cache_path # create cache folder try: os.makedirs(self.cache_folder) except OSError: pass # init tts self.client = texttospeech.TextToSpeechClient() self.voice_en_female = texttospeech.types.VoiceSelectionParams( language_code='en-US', name='en-US-Wavenet-F') self.voice_en_male = texttospeech.types.VoiceSelectionParams( language_code='en-US', name='en-US-Wavenet-D') self.audio_config_en = texttospeech.types.AudioConfig( speaking_rate=1.0, audio_encoding=texttospeech.enums.AudioEncoding.LINEAR16) # init player mixer.init() # clean up cache folder self._cleanup_cachefolder() def _cleanup_cachefolder(self): """ remove least accessed files in the cache """ dir_to_search = self.cache_folder for dirpath, dirnames, filenames in os.walk(dir_to_search): for file in filenames: curpath = os.path.join(dirpath, file) file_accessed = datetime.datetime.fromtimestamp(os.path.getatime(curpath)) if datetime.datetime.now() - file_accessed > datetime.timedelta(days=30): os.remove(curpath) def _string2numeric_hash(self, text): import hashlib return int(hashlib.md5(text.encode('utf-8')).hexdigest()[:16], 16) def synthesis(self, ssml_text, voice_name='en-female', verbose=False): if not ssml_text.startswith(u'<speak>'): ssml_text = u'<speak>' + ssml_text + u'</speak>' filename = os.path.join(self.cache_folder, str(self._string2numeric_hash(voice_name + ssml_text)) + '.wav') # load or synthesis audio if not os.path.exists(filename): if verbose: start = time.time() # let's synthesis if voice_name == 'en-female': voice = self.voice_en_female audio_config = self.audio_config_en elif voice_name == 'en-male': voice = self.voice_en_male audio_config = self.audio_config_en else: raise ValueError synthesis_input = texttospeech.types.SynthesisInput(ssml=ssml_text) response = self.client.synthesize_speech(synthesis_input, voice, audio_config) if verbose: print('TTS took {0:.2f} seconds'.format(time.time() - start)) start = time.time() # save to a file with open(filename, 'wb') as out: out.write(response.audio_content) if verbose: print('written to a file "{}"'.format(filename)) else: if verbose: print('use the cached wav "{}"'.format(filename)) return filename def get_sound_obj(self, filename): # play sound = mixer.Sound(filename) length = sound.get_length() return sound, length def play(self, sound): sound.play(loops=0)
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/utils/average_meter.py
class AverageMeter(object): """Computes and stores the average and current value""" def __init__(self, name, fmt=':f'): self.name = name self.fmt = fmt self.reset() def reset(self): self.val = 0 self.avg = 0 self.sum = 0 self.count = 0 def update(self, val, n=1): self.val = val self.sum += val * n self.count += n self.avg = self.sum / self.count def __str__(self): fmtstr = '{name} {val' + self.fmt + '} ({avg' + self.fmt + '})' return fmtstr.format(**self.__dict__)
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/utils/data_utils.py
import re import librosa import numpy as np import torch from scipy.interpolate import interp1d from sklearn.preprocessing import normalize device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu") skeleton_line_pairs = [(0, 1, 'b'), (1, 2, 'darkred'), (2, 3, 'r'), (3, 4, 'orange'), (1, 5, 'darkgreen'), (5, 6, 'limegreen'), (6, 7, 'darkseagreen')] dir_vec_pairs = [(0, 1, 0.26), (1, 2, 0.18), (2, 3, 0.14), (1, 4, 0.22), (4, 5, 0.36), (5, 6, 0.33), (1, 7, 0.22), (7, 8, 0.36), (8, 9, 0.33)] # adjacency and bone length def normalize_string(s): """ lowercase, trim, and remove non-letter characters """ s = s.lower().strip() s = re.sub(r"([,.!?])", r" \1 ", s) # isolate some marks s = re.sub(r"(['])", r"", s) # remove apostrophe s = re.sub(r"[^a-zA-Z,.!?]+", r" ", s) # replace other characters with whitespace s = re.sub(r"\s+", r" ", s).strip() return s def remove_tags_marks(text): reg_expr = re.compile('<.*?>|[.,:;!?]+') clean_text = re.sub(reg_expr, '', text) return clean_text def extract_melspectrogram(y, sr=16000): melspec = librosa.feature.melspectrogram(y=y, sr=sr, n_fft=1024, hop_length=512, power=2) log_melspec = librosa.power_to_db(melspec, ref=np.max) # mels x time log_melspec = log_melspec.astype('float16') return log_melspec def calc_spectrogram_length_from_motion_length(n_frames, fps): ret = (n_frames / fps * 16000 - 1024) / 512 + 1 return int(round(ret)) def resample_pose_seq(poses, duration_in_sec, fps): n = len(poses) x = np.arange(0, n) y = poses f = interp1d(x, y, axis=0, kind='linear', fill_value='extrapolate') expected_n = duration_in_sec * fps x_new = np.arange(0, n, n / expected_n) interpolated_y = f(x_new) if hasattr(poses, 'dtype'): interpolated_y = interpolated_y.astype(poses.dtype) return interpolated_y def time_stretch_for_words(words, start_time, speech_speed_rate): for i in range(len(words)): if words[i][1] > start_time: words[i][1] = start_time + (words[i][1] - start_time) / speech_speed_rate words[i][2] = start_time + (words[i][2] - start_time) / speech_speed_rate return words def make_audio_fixed_length(audio, expected_audio_length): n_padding = expected_audio_length - len(audio) if n_padding > 0: audio = np.pad(audio, (0, n_padding), mode='symmetric') else: audio = audio[0:expected_audio_length] return audio def convert_dir_vec_to_pose(vec): vec = np.array(vec) if vec.shape[-1] != 3: vec = vec.reshape(vec.shape[:-1] + (-1, 3)) if len(vec.shape) == 2: joint_pos = np.zeros((10, 3)) for j, pair in enumerate(dir_vec_pairs): joint_pos[pair[1]] = joint_pos[pair[0]] + pair[2] * vec[j] elif len(vec.shape) == 3: joint_pos = np.zeros((vec.shape[0], 10, 3)) for j, pair in enumerate(dir_vec_pairs): joint_pos[:, pair[1]] = joint_pos[:, pair[0]] + pair[2] * vec[:, j] elif len(vec.shape) == 4: # (batch, seq, 9, 3) joint_pos = np.zeros((vec.shape[0], vec.shape[1], 10, 3)) for j, pair in enumerate(dir_vec_pairs): joint_pos[:, :, pair[1]] = joint_pos[:, :, pair[0]] + pair[2] * vec[:, :, j] else: assert False return joint_pos def convert_pose_seq_to_dir_vec(pose): if pose.shape[-1] != 3: pose = pose.reshape(pose.shape[:-1] + (-1, 3)) if len(pose.shape) == 3: dir_vec = np.zeros((pose.shape[0], len(dir_vec_pairs), 3)) for i, pair in enumerate(dir_vec_pairs): dir_vec[:, i] = pose[:, pair[1]] - pose[:, pair[0]] dir_vec[:, i, :] = normalize(dir_vec[:, i, :], axis=1) # to unit length elif len(pose.shape) == 4: # (batch, seq, ...) dir_vec = np.zeros((pose.shape[0], pose.shape[1], len(dir_vec_pairs), 3)) for i, pair in enumerate(dir_vec_pairs): dir_vec[:, :, i] = pose[:, :, pair[1]] - pose[:, :, pair[0]] for j in range(dir_vec.shape[0]): # batch for i in range(len(dir_vec_pairs)): dir_vec[j, :, i, :] = normalize(dir_vec[j, :, i, :], axis=1) # to unit length else: assert False return dir_vec
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/utils/vocab_utils.py
import logging import os import pickle import lmdb import pyarrow from model.vocab import Vocab def build_vocab(name, dataset_list, cache_path, word_vec_path=None, feat_dim=None): logging.info(' building a language model...') if not os.path.exists(cache_path): lang_model = Vocab(name) for dataset in dataset_list: logging.info(' indexing words from {}'.format(dataset.lmdb_dir)) index_words(lang_model, dataset.lmdb_dir) if word_vec_path is not None: lang_model.load_word_vectors(word_vec_path, feat_dim) with open(cache_path, 'wb') as f: pickle.dump(lang_model, f) else: logging.info(' loaded from {}'.format(cache_path)) with open(cache_path, 'rb') as f: lang_model = pickle.load(f) if word_vec_path is None: lang_model.word_embedding_weights = None elif lang_model.word_embedding_weights.shape[0] != lang_model.n_words: logging.warning(' failed to load word embedding weights. check this') assert False return lang_model def index_words(lang_model, lmdb_dir): lmdb_env = lmdb.open(lmdb_dir, readonly=True, lock=False) txn = lmdb_env.begin(write=False) cursor = txn.cursor() for key, buf in cursor: video = pyarrow.deserialize(buf) for clip in video['clips']: for word_info in clip['words']: word = word_info[0] lang_model.index_word(word) lmdb_env.close() logging.info(' indexed %d words' % lang_model.n_words) # filtering vocab # MIN_COUNT = 3 # lang_model.trim(MIN_COUNT)
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/utils/train_utils.py
import logging import os import pickle import random import subprocess from collections import defaultdict, namedtuple from logging.handlers import RotatingFileHandler from textwrap import wrap import numpy as np import re import time import math import soundfile as sf import librosa.display import matplotlib import matplotlib.pyplot as plt import torch import matplotlib.ticker as ticker import matplotlib.animation as animation from mpl_toolkits import mplot3d import utils.data_utils import train import data_loader.lmdb_data_loader # only for unicode characters, you may remove these two lines from model import vocab matplotlib.rcParams['axes.unicode_minus'] = False def set_logger(log_path=None, log_filename='log'): for handler in logging.root.handlers[:]: logging.root.removeHandler(handler) handlers = [logging.StreamHandler()] if log_path is not None: os.makedirs(log_path, exist_ok=True) handlers.append( RotatingFileHandler(os.path.join(log_path, log_filename), maxBytes=10 * 1024 * 1024, backupCount=5)) logging.basicConfig(level=logging.DEBUG, format='%(asctime)s: %(message)s', handlers=handlers) logging.getLogger("matplotlib").setLevel(logging.WARNING) def as_minutes(s): m = math.floor(s / 60) s -= m * 60 return '%dm %ds' % (m, s) def time_since(since): now = time.time() s = now - since return '%s' % as_minutes(s) def create_video_and_save(save_path, epoch, prefix, iter_idx, target, output, mean_data, title, audio=None, aux_str=None, clipping_to_shortest_stream=False, delete_audio_file=True): print('rendering a video...') start = time.time() fig = plt.figure(figsize=(8, 4)) axes = [fig.add_subplot(1, 2, 1, projection='3d'), fig.add_subplot(1, 2, 2, projection='3d')] axes[0].view_init(elev=20, azim=-60) axes[1].view_init(elev=20, azim=-60) fig_title = title if aux_str: fig_title += ('\n' + aux_str) fig.suptitle('\n'.join(wrap(fig_title, 75)), fontsize='medium') # un-normalization and convert to poses mean_data = mean_data.flatten() output = output + mean_data output_poses = utils.data_utils.convert_dir_vec_to_pose(output) target_poses = None if target is not None: target = target + mean_data target_poses = utils.data_utils.convert_dir_vec_to_pose(target) def animate(i): for k, name in enumerate(['human', 'generated']): if name == 'human' and target is not None and i < len(target): pose = target_poses[i] elif name == 'generated' and i < len(output): pose = output_poses[i] else: pose = None if pose is not None: axes[k].clear() for j, pair in enumerate(utils.data_utils.dir_vec_pairs): axes[k].plot([pose[pair[0], 0], pose[pair[1], 0]], [pose[pair[0], 2], pose[pair[1], 2]], [pose[pair[0], 1], pose[pair[1], 1]], zdir='z', linewidth=5) axes[k].set_xlim3d(-0.5, 0.5) axes[k].set_ylim3d(0.5, -0.5) axes[k].set_zlim3d(0.5, -0.5) axes[k].set_xlabel('x') axes[k].set_ylabel('z') axes[k].set_zlabel('y') axes[k].set_title('{} ({}/{})'.format(name, i + 1, len(output))) if target is not None: num_frames = max(len(target), len(output)) else: num_frames = len(output) ani = animation.FuncAnimation(fig, animate, interval=30, frames=num_frames, repeat=False) # show audio audio_path = None if audio is not None: assert len(audio.shape) == 1 # 1-channel, raw signal audio = audio.astype(np.float32) sr = 16000 audio_path = '{}/{}_{:03d}_{}.wav'.format(save_path, prefix, epoch, iter_idx) sf.write(audio_path, audio, sr) # save video try: video_path = '{}/temp_{}_{:03d}_{}.mp4'.format(save_path, prefix, epoch, iter_idx) ani.save(video_path, fps=15, dpi=80) # dpi 150 for a higher resolution del ani plt.close(fig) except RuntimeError: assert False, 'RuntimeError' # merge audio and video if audio is not None: merged_video_path = '{}/{}_{:03d}_{}.mp4'.format(save_path, prefix, epoch, iter_idx) cmd = ['ffmpeg', '-loglevel', 'panic', '-y', '-i', video_path, '-i', audio_path, '-strict', '-2', merged_video_path] if clipping_to_shortest_stream: cmd.insert(len(cmd) - 1, '-shortest') subprocess.call(cmd) if delete_audio_file: os.remove(audio_path) os.remove(video_path) print('done, took {:.1f} seconds'.format(time.time() - start)) return output_poses, target_poses def save_checkpoint(state, filename): torch.save(state, filename) logging.info('Saved the checkpoint') def get_speaker_model(net): try: if hasattr(net, 'module'): speaker_model = net.module.z_obj else: speaker_model = net.z_obj except AttributeError: speaker_model = None if not isinstance(speaker_model, vocab.Vocab): speaker_model = None return speaker_model def load_checkpoint_and_model(checkpoint_path, _device='cpu'): print('loading checkpoint {}'.format(checkpoint_path)) checkpoint = torch.load(checkpoint_path, map_location=_device) args = checkpoint['args'] epoch = checkpoint['epoch'] lang_model = checkpoint['lang_model'] speaker_model = checkpoint['speaker_model'] pose_dim = checkpoint['pose_dim'] print('epoch {}'.format(epoch)) generator, discriminator, loss_fn = train.init_model(args, lang_model, speaker_model, pose_dim, _device) generator.load_state_dict(checkpoint['gen_dict']) # set to eval mode generator.train(False) return args, generator, loss_fn, lang_model, speaker_model, pose_dim def set_random_seed(seed): torch.manual_seed(seed) torch.cuda.manual_seed_all(seed) np.random.seed(seed) random.seed(seed) os.environ['PYTHONHASHSEED'] = str(seed)
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/model/seq2seq_net.py
import torch from torch.autograd import Variable import torch.nn as nn import torch.nn.functional as F import math ''' Based on the following Se2Seq implementations: - https://github.com/AuCson/PyTorch-Batch-Attention-Seq2seq - https://github.com/spro/practical-pytorch/blob/master/seq2seq-translation/seq2seq-translation-batched.ipynb ''' class EncoderRNN(nn.Module): def __init__(self, input_size, embed_size, hidden_size, n_layers=1, dropout=0.5, pre_trained_embedding=None): super(EncoderRNN, self).__init__() self.input_size = input_size self.hidden_size = hidden_size self.embed_size = embed_size self.n_layers = n_layers self.dropout = dropout if pre_trained_embedding is not None: # use pre-trained embedding (e.g., word2vec, glove) assert pre_trained_embedding.shape[0] == input_size assert pre_trained_embedding.shape[1] == embed_size self.embedding = nn.Embedding.from_pretrained(torch.FloatTensor(pre_trained_embedding), freeze=False) else: self.embedding = nn.Embedding(input_size, embed_size) self.gru = nn.GRU(embed_size, hidden_size, n_layers, dropout=self.dropout, bidirectional=True) self.do_flatten_parameters = False if torch.cuda.device_count() > 1: self.do_flatten_parameters = True def forward(self, input_seqs, input_lengths, hidden=None): ''' :param input_seqs: Variable of shape (num_step(T),batch_size(B)), sorted decreasingly by lengths(for packing) :param input_lengths: list of sequence length :param hidden: initial state of GRU :returns: GRU outputs in shape (T,B,hidden_size(H)) last hidden stat of RNN(i.e. last output for GRU) ''' if self.do_flatten_parameters: self.gru.flatten_parameters() embedded = self.embedding(input_seqs) packed = torch.nn.utils.rnn.pack_padded_sequence(embedded, input_lengths) outputs, hidden = self.gru(packed, hidden) outputs, output_lengths = torch.nn.utils.rnn.pad_packed_sequence(outputs) # unpack (back to padded) outputs = outputs[:, :, :self.hidden_size] + outputs[:, :, self.hidden_size:] # Sum bidirectional outputs return outputs, hidden class Attn(nn.Module): def __init__(self, hidden_size): super(Attn, self).__init__() self.hidden_size = hidden_size self.attn = nn.Linear(self.hidden_size * 2, hidden_size) self.v = nn.Parameter(torch.rand(hidden_size)) stdv = 1. / math.sqrt(self.v.size(0)) self.v.data.normal_(mean=0, std=stdv) def forward(self, hidden, encoder_outputs): ''' :param hidden: previous hidden state of the decoder, in shape (layers*directions,B,H) :param encoder_outputs: encoder outputs from Encoder, in shape (T,B,H) :return attention energies in shape (B,T) ''' max_len = encoder_outputs.size(0) this_batch_size = encoder_outputs.size(1) H = hidden.repeat(max_len, 1, 1).transpose(0, 1) encoder_outputs = encoder_outputs.transpose(0, 1) # [B*T*H] attn_energies = self.score(H, encoder_outputs) # compute attention score return F.softmax(attn_energies, dim=1).unsqueeze(1) # normalize with softmax def score(self, hidden, encoder_outputs): energy = torch.tanh(self.attn(torch.cat([hidden, encoder_outputs], 2))) # [B*T*2H]->[B*T*H] energy = energy.transpose(2, 1) # [B*H*T] v = self.v.repeat(encoder_outputs.data.shape[0], 1).unsqueeze(1) # [B*1*H] energy = torch.bmm(v, energy) # [B*1*T] return energy.squeeze(1) # [B*T] class BahdanauAttnDecoderRNN(nn.Module): def __init__(self, input_size, hidden_size, output_size, n_layers=1, dropout_p=0.1, discrete_representation=False, speaker_model=None): super(BahdanauAttnDecoderRNN, self).__init__() # define parameters self.hidden_size = hidden_size self.output_size = output_size self.n_layers = n_layers self.dropout_p = dropout_p self.discrete_representation = discrete_representation self.speaker_model = speaker_model # define embedding layer if self.discrete_representation: self.embedding = nn.Embedding(output_size, hidden_size) self.dropout = nn.Dropout(dropout_p) if self.speaker_model: self.speaker_embedding = nn.Embedding(speaker_model.n_words, 8) # calc input size if self.discrete_representation: input_size = hidden_size # embedding size linear_input_size = input_size + hidden_size if self.speaker_model: linear_input_size += 8 # define layers self.pre_linear = nn.Sequential( nn.Linear(linear_input_size, hidden_size), nn.BatchNorm1d(hidden_size), nn.ReLU(inplace=True) ) self.attn = Attn(hidden_size) self.gru = nn.GRU(hidden_size, hidden_size, n_layers, dropout=dropout_p) # self.out = nn.Linear(hidden_size * 2, output_size) self.out = nn.Linear(hidden_size, output_size) self.do_flatten_parameters = False if torch.cuda.device_count() > 1: self.do_flatten_parameters = True def freeze_attn(self): for param in self.attn.parameters(): param.requires_grad = False def forward(self, motion_input, last_hidden, encoder_outputs, vid_indices=None): ''' :param motion_input: motion input for current time step, in shape [batch x dim] :param last_hidden: last hidden state of the decoder, in shape [layers x batch x hidden_size] :param encoder_outputs: encoder outputs in shape [steps x batch x hidden_size] :param vid_indices: :return decoder output Note: we run this one step at a time i.e. you should use a outer loop to process the whole sequence ''' if self.do_flatten_parameters: self.gru.flatten_parameters() if self.discrete_representation: word_embedded = self.embedding(motion_input).view(1, motion_input.size(0), -1) # [1 x B x embedding_dim] motion_input = self.dropout(word_embedded) else: motion_input = motion_input.view(1, motion_input.size(0), -1) # [1 x batch x dim] # attention attn_weights = self.attn(last_hidden[-1], encoder_outputs) # [batch x 1 x T] context = attn_weights.bmm(encoder_outputs.transpose(0, 1)) # [batch x 1 x attn_size] context = context.transpose(0, 1) # [1 x batch x attn_size] # make input vec rnn_input = torch.cat((motion_input, context), 2) # [1 x batch x (dim + attn_size)] if self.speaker_model: assert vid_indices is not None speaker_context = self.speaker_embedding(vid_indices).unsqueeze(0) rnn_input = torch.cat((rnn_input, speaker_context), 2) # [1 x batch x (dim + attn_size + embed_size)] rnn_input = self.pre_linear(rnn_input.squeeze(0)) rnn_input = rnn_input.unsqueeze(0) # rnn output, hidden = self.gru(rnn_input, last_hidden) # post-fc output = output.squeeze(0) # [1 x batch x hidden_size] -> [batch x hidden_size] output = self.out(output) return output, hidden, attn_weights class Generator(nn.Module): def __init__(self, args, motion_dim, discrete_representation=False, speaker_model=None): super(Generator, self).__init__() self.output_size = motion_dim self.n_layers = args.n_layers self.discrete_representation = discrete_representation self.decoder = BahdanauAttnDecoderRNN(input_size=motion_dim + args.GAN_noise_size, hidden_size=args.hidden_size, output_size=self.output_size, n_layers=self.n_layers, dropout_p=args.dropout_prob, discrete_representation=discrete_representation, speaker_model=speaker_model) def freeze_attn(self): self.decoder.freeze_attn() def forward(self, z, motion_input, last_hidden, encoder_output, vid_indices=None): if z is None: input_with_noise_vec = motion_input else: assert not self.discrete_representation # not valid for discrete representation input_with_noise_vec = torch.cat([motion_input, z], dim=1) # [bs x (10+z_size)] return self.decoder(input_with_noise_vec, last_hidden, encoder_output, vid_indices) class Seq2SeqNet(nn.Module): def __init__(self, args, pose_dim, n_frames, n_words, word_embed_size, word_embeddings, speaker_model=None): super().__init__() self.encoder = EncoderRNN( n_words, word_embed_size, args.hidden_size, args.n_layers, dropout=args.dropout_prob, pre_trained_embedding=word_embeddings) self.decoder = Generator(args, pose_dim, speaker_model=speaker_model) # variable for storing outputs self.n_frames = n_frames self.n_pre_poses = args.n_pre_poses def forward(self, in_text, in_lengths, poses, vid_indices): # reshape to (seq x batch x dim) in_text = in_text.transpose(0, 1) poses = poses.transpose(0, 1) outputs = torch.zeros(self.n_frames, poses.size(1), self.decoder.output_size).to(poses.device) # run words through encoder encoder_outputs, encoder_hidden = self.encoder(in_text, in_lengths, None) decoder_hidden = encoder_hidden[:self.decoder.n_layers] # use last hidden state from encoder # run through decoder one time step at a time decoder_input = poses[0] # initial pose from the dataset outputs[0] = decoder_input for t in range(1, self.n_frames): decoder_output, decoder_hidden, _ = self.decoder(None, decoder_input, decoder_hidden, encoder_outputs, vid_indices) outputs[t] = decoder_output if t < self.n_pre_poses: decoder_input = poses[t] # next input is current target else: decoder_input = decoder_output # next input is current prediction return outputs.transpose(0, 1)
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/model/embedding_space_evaluator.py
import time import numpy as np import torch import torch.nn.functional as F import umap from scipy import linalg from model.embedding_net import EmbeddingNet import warnings warnings.filterwarnings("ignore", category=RuntimeWarning) # ignore warnings class EmbeddingSpaceEvaluator: def __init__(self, args, embed_net_path, lang_model, device): self.n_pre_poses = args.n_pre_poses # init embed net ckpt = torch.load(embed_net_path, map_location=device) n_frames = args.n_poses word_embeddings = lang_model.word_embedding_weights mode = 'pose' self.pose_dim = ckpt['pose_dim'] self.net = EmbeddingNet(args, self.pose_dim, n_frames, lang_model.n_words, args.wordembed_dim, word_embeddings, mode).to(device) self.net.load_state_dict(ckpt['gen_dict']) self.net.train(False) # storage self.context_feat_list = [] self.real_feat_list = [] self.generated_feat_list = [] self.recon_err_diff = [] def reset(self): self.context_feat_list = [] self.real_feat_list = [] self.generated_feat_list = [] self.recon_err_diff = [] def get_no_of_samples(self): return len(self.real_feat_list) def push_samples(self, context_text, context_spec, generated_poses, real_poses): # convert poses to latent features pre_poses = real_poses[:, 0:self.n_pre_poses] context_feat, _, _, real_feat, _, _, real_recon = self.net(context_text, context_spec, pre_poses, real_poses, 'pose', variational_encoding=False) _, _, _, generated_feat, _, _, generated_recon = self.net(None, None, pre_poses, generated_poses, 'pose', variational_encoding=False) if context_feat: self.context_feat_list.append(context_feat.data.cpu().numpy()) self.real_feat_list.append(real_feat.data.cpu().numpy()) self.generated_feat_list.append(generated_feat.data.cpu().numpy()) # reconstruction error recon_err_real = F.l1_loss(real_poses, real_recon).item() recon_err_fake = F.l1_loss(generated_poses, generated_recon).item() self.recon_err_diff.append(recon_err_fake - recon_err_real) def get_features_for_viz(self): generated_feats = np.vstack(self.generated_feat_list) real_feats = np.vstack(self.real_feat_list) transformed_feats = umap.UMAP().fit_transform(np.vstack((generated_feats, real_feats))) n = int(transformed_feats.shape[0] / 2) generated_feats = transformed_feats[0:n, :] real_feats = transformed_feats[n:, :] return real_feats, generated_feats def get_scores(self): generated_feats = np.vstack(self.generated_feat_list) real_feats = np.vstack(self.real_feat_list) def frechet_distance(samples_A, samples_B): A_mu = np.mean(samples_A, axis=0) A_sigma = np.cov(samples_A, rowvar=False) B_mu = np.mean(samples_B, axis=0) B_sigma = np.cov(samples_B, rowvar=False) try: frechet_dist = self.calculate_frechet_distance(A_mu, A_sigma, B_mu, B_sigma) except ValueError: frechet_dist = 1e+10 return frechet_dist #################################################################### # frechet distance frechet_dist = frechet_distance(generated_feats, real_feats) #################################################################### # distance between real and generated samples on the latent feature space dists = [] for i in range(real_feats.shape[0]): d = np.sum(np.absolute(real_feats[i] - generated_feats[i])) # MAE dists.append(d) feat_dist = np.mean(dists) return frechet_dist, feat_dist @staticmethod def calculate_frechet_distance(mu1, sigma1, mu2, sigma2, eps=1e-6): """ from https://github.com/mseitzer/pytorch-fid/blob/master/fid_score.py """ """Numpy implementation of the Frechet Distance. The Frechet distance between two multivariate Gaussians X_1 ~ N(mu_1, C_1) and X_2 ~ N(mu_2, C_2) is d^2 = ||mu_1 - mu_2||^2 + Tr(C_1 + C_2 - 2*sqrt(C_1*C_2)). Stable version by Dougal J. Sutherland. Params: -- mu1 : Numpy array containing the activations of a layer of the inception net (like returned by the function 'get_predictions') for generated samples. -- mu2 : The sample mean over activations, precalculated on an representative data set. -- sigma1: The covariance matrix over activations for generated samples. -- sigma2: The covariance matrix over activations, precalculated on an representative data set. Returns: -- : The Frechet Distance. """ mu1 = np.atleast_1d(mu1) mu2 = np.atleast_1d(mu2) sigma1 = np.atleast_2d(sigma1) sigma2 = np.atleast_2d(sigma2) assert mu1.shape == mu2.shape, \ 'Training and test mean vectors have different lengths' assert sigma1.shape == sigma2.shape, \ 'Training and test covariances have different dimensions' diff = mu1 - mu2 # Product might be almost singular covmean, _ = linalg.sqrtm(sigma1.dot(sigma2), disp=False) if not np.isfinite(covmean).all(): msg = ('fid calculation produces singular product; ' 'adding %s to diagonal of cov estimates') % eps print(msg) offset = np.eye(sigma1.shape[0]) * eps covmean = linalg.sqrtm((sigma1 + offset).dot(sigma2 + offset)) # Numerical error might give slight imaginary component if np.iscomplexobj(covmean): if not np.allclose(np.diagonal(covmean).imag, 0, atol=1e-3): m = np.max(np.abs(covmean.imag)) raise ValueError('Imaginary component {}'.format(m)) covmean = covmean.real tr_covmean = np.trace(covmean) return (diff.dot(diff) + np.trace(sigma1) + np.trace(sigma2) - 2 * tr_covmean)
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/model/embedding_net.py
import random import torch import torch.nn as nn import torch.nn.functional as F from model.multimodal_context_net import WavEncoder, TextEncoderTCN def reparameterize(mu, logvar): std = torch.exp(0.5 * logvar) eps = torch.randn_like(std) return mu + eps * std def ConvNormRelu(in_channels, out_channels, downsample=False, padding=0, batchnorm=True): if not downsample: k = 3 s = 1 else: k = 4 s = 2 conv_block = nn.Conv1d(in_channels, out_channels, kernel_size=k, stride=s, padding=padding) norm_block = nn.BatchNorm1d(out_channels) if batchnorm: net = nn.Sequential( conv_block, norm_block, nn.LeakyReLU(0.2, True) ) else: net = nn.Sequential( conv_block, nn.LeakyReLU(0.2, True) ) return net class PoseEncoderConv(nn.Module): def __init__(self, length, dim): super().__init__() self.net = nn.Sequential( ConvNormRelu(dim, 32, batchnorm=True), ConvNormRelu(32, 64, batchnorm=True), ConvNormRelu(64, 64, True, batchnorm=True), nn.Conv1d(64, 32, 3) ) self.out_net = nn.Sequential( # nn.Linear(864, 256), # for 64 frames nn.Linear(384, 256), # for 34 frames nn.BatchNorm1d(256), nn.LeakyReLU(True), nn.Linear(256, 128), nn.BatchNorm1d(128), nn.LeakyReLU(True), nn.Linear(128, 32), ) self.fc_mu = nn.Linear(32, 32) self.fc_logvar = nn.Linear(32, 32) def forward(self, poses, variational_encoding): # encode poses = poses.transpose(1, 2) # to (bs, dim, seq) out = self.net(poses) out = out.flatten(1) out = self.out_net(out) # return out, None, None mu = self.fc_mu(out) logvar = self.fc_logvar(out) if variational_encoding: z = reparameterize(mu, logvar) else: z = mu return z, mu, logvar class PoseDecoderFC(nn.Module): def __init__(self, gen_length, pose_dim, use_pre_poses=False): super().__init__() self.gen_length = gen_length self.pose_dim = pose_dim self.use_pre_poses = use_pre_poses in_size = 32 if use_pre_poses: self.pre_pose_net = nn.Sequential( nn.Linear(pose_dim * 4, 32), nn.BatchNorm1d(32), nn.ReLU(), nn.Linear(32, 32), ) in_size += 32 self.net = nn.Sequential( nn.Linear(in_size, 128), nn.BatchNorm1d(128), nn.ReLU(), nn.Linear(128, 128), nn.BatchNorm1d(128), nn.ReLU(), nn.Linear(128, 256), nn.BatchNorm1d(256), nn.ReLU(), nn.Linear(256, 512), nn.BatchNorm1d(512), nn.ReLU(), nn.Linear(512, gen_length * pose_dim), ) def forward(self, latent_code, pre_poses=None): if self.use_pre_poses: pre_pose_feat = self.pre_pose_net(pre_poses.reshape(pre_poses.shape[0], -1)) feat = torch.cat((pre_pose_feat, latent_code), dim=1) else: feat = latent_code output = self.net(feat) output = output.view(-1, self.gen_length, self.pose_dim) return output class PoseDecoderGRU(nn.Module): def __init__(self, gen_length, pose_dim): super().__init__() self.gen_length = gen_length self.pose_dim = pose_dim self.in_size = 32 + 32 self.hidden_size = 300 self.pre_pose_net = nn.Sequential( nn.Linear(pose_dim * 4, 32), nn.BatchNorm1d(32), nn.ReLU(), nn.Linear(32, 32), ) self.gru = nn.GRU(self.in_size, hidden_size=self.hidden_size, num_layers=4, batch_first=True, bidirectional=True, dropout=0.3) self.out = nn.Sequential( nn.Linear(self.hidden_size, self.hidden_size // 2), nn.LeakyReLU(True), nn.Linear(self.hidden_size // 2, pose_dim) ) def forward(self, latent_code, pre_poses): pre_pose_feat = self.pre_pose_net(pre_poses.reshape(pre_poses.shape[0], -1)) feat = torch.cat((pre_pose_feat, latent_code), dim=1) feat = feat.unsqueeze(1).repeat(1, self.gen_length, 1) output, decoder_hidden = self.gru(feat) output = output[:, :, :self.hidden_size] + output[:, :, self.hidden_size:] # sum bidirectional outputs output = self.out(output.reshape(-1, output.shape[2])) output = output.view(pre_poses.shape[0], self.gen_length, -1) return output class PoseDecoderConv(nn.Module): def __init__(self, length, dim, use_pre_poses=False): super().__init__() self.use_pre_poses = use_pre_poses feat_size = 32 if use_pre_poses: self.pre_pose_net = nn.Sequential( nn.Linear(dim * 4, 32), nn.BatchNorm1d(32), nn.ReLU(), nn.Linear(32, 32), ) feat_size += 32 if length == 64: self.pre_net = nn.Sequential( nn.Linear(feat_size, 128), nn.BatchNorm1d(128), nn.LeakyReLU(True), nn.Linear(128, 256), ) elif length == 34: self.pre_net = nn.Sequential( nn.Linear(feat_size, 64), nn.BatchNorm1d(64), nn.LeakyReLU(True), nn.Linear(64, 136), ) else: assert False self.net = nn.Sequential( nn.ConvTranspose1d(4, 32, 3), nn.BatchNorm1d(32), nn.LeakyReLU(0.2, True), nn.ConvTranspose1d(32, 32, 3), nn.BatchNorm1d(32), nn.LeakyReLU(0.2, True), nn.Conv1d(32, 32, 3), nn.Conv1d(32, dim, 3), ) def forward(self, feat, pre_poses=None): if self.use_pre_poses: pre_pose_feat = self.pre_pose_net(pre_poses.reshape(pre_poses.shape[0], -1)) feat = torch.cat((pre_pose_feat, feat), dim=1) out = self.pre_net(feat) out = out.view(feat.shape[0], 4, -1) out = self.net(out) out = out.transpose(1, 2) return out class ContextEncoder(nn.Module): def __init__(self, args, n_frames, n_words, word_embed_size, word_embeddings): super().__init__() # encoders self.text_encoder = TextEncoderTCN(args, n_words, word_embed_size, pre_trained_embedding=word_embeddings) self.audio_encoder = WavEncoder() self.gru = nn.GRU(32+32, hidden_size=256, num_layers=2, bidirectional=False, batch_first=True) self.out = nn.Sequential( nn.Linear(256, 128), nn.BatchNorm1d(128), nn.ReLU(inplace=True), nn.Linear(128, 32) ) self.fc_mu = nn.Linear(32, 32) self.fc_logvar = nn.Linear(32, 32) self.do_flatten_parameters = False if torch.cuda.device_count() > 1: self.do_flatten_parameters = True def forward(self, in_text, in_spec): if self.do_flatten_parameters: self.gru.flatten_parameters() text_feat_seq, _ = self.text_encoder(in_text) audio_feat_seq = self.audio_encoder(in_spec) input = torch.cat((audio_feat_seq, text_feat_seq), dim=2) output, _ = self.gru(input) last_output = output[:, -1] out = self.out(last_output) mu = self.fc_mu(out) logvar = self.fc_logvar(out) z = reparameterize(mu, logvar) return z, mu, logvar class EmbeddingNet(nn.Module): def __init__(self, args, pose_dim, n_frames, n_words, word_embed_size, word_embeddings, mode): super().__init__() if mode != 'pose': self.context_encoder = ContextEncoder(args, n_frames, n_words, word_embed_size, word_embeddings) self.pose_encoder = PoseEncoderConv(n_frames, pose_dim) # self.decoder = PoseDecoderFC(n_frames, pose_dim, use_pre_poses=True) self.decoder = PoseDecoderGRU(n_frames, pose_dim) else: self.context_encoder = None self.pose_encoder = PoseEncoderConv(n_frames, pose_dim) self.decoder = PoseDecoderConv(n_frames, pose_dim) self.mode = mode def forward(self, in_text, in_audio, pre_poses, poses, input_mode=None, variational_encoding=False): if input_mode is None: assert self.mode is not None input_mode = self.mode # context if self.context_encoder is not None and in_text is not None and in_audio is not None: context_feat, context_mu, context_logvar = self.context_encoder(in_text, in_audio) # context_feat = F.normalize(context_feat, p=2, dim=1) else: context_feat = context_mu = context_logvar = None # poses if poses is not None: poses_feat, pose_mu, pose_logvar = self.pose_encoder(poses, variational_encoding) # poses_feat = F.normalize(poses_feat, p=2, dim=1) else: poses_feat = pose_mu = pose_logvar = None # decoder if input_mode == 'random': input_mode = 'speech' if random.random() > 0.5 else 'pose' if input_mode == 'speech': latent_feat = context_feat elif input_mode == 'pose': latent_feat = poses_feat else: assert False out_poses = self.decoder(latent_feat, pre_poses) return context_feat, context_mu, context_logvar, poses_feat, pose_mu, pose_logvar, out_poses def freeze_pose_nets(self): for param in self.pose_encoder.parameters(): param.requires_grad = False for param in self.decoder.parameters(): param.requires_grad = False if __name__ == '__main__': # for model debugging n_frames = 64 pose_dim = 10 encoder = PoseEncoderConv(n_frames, pose_dim) decoder = PoseDecoderConv(n_frames, pose_dim) poses = torch.randn((4, n_frames, pose_dim)) feat, _, _ = encoder(poses, True) recon_poses = decoder(feat) print('input', poses.shape) print('feat', feat.shape) print('output', recon_poses.shape)
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py
Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/model/vocab.py
import logging import os import pickle import numpy as np import fasttext class Vocab: PAD_token = 0 SOS_token = 1 EOS_token = 2 UNK_token = 3 def __init__(self, name, insert_default_tokens=True): self.name = name self.trimmed = False self.word_embedding_weights = None self.reset_dictionary(insert_default_tokens) def reset_dictionary(self, insert_default_tokens=True): self.word2index = {} self.word2count = {} if insert_default_tokens: self.index2word = {self.PAD_token: "<PAD>", self.SOS_token: "<SOS>", self.EOS_token: "<EOS>", self.UNK_token: "<UNK>"} else: self.index2word = {self.UNK_token: "<UNK>"} self.n_words = len(self.index2word) # count default tokens def index_word(self, word): if word not in self.word2index: self.word2index[word] = self.n_words self.word2count[word] = 1 self.index2word[self.n_words] = word self.n_words += 1 else: self.word2count[word] += 1 def add_vocab(self, other_vocab): for word, _ in other_vocab.word2count.items(): self.index_word(word) # remove words below a certain count threshold def trim(self, min_count): if self.trimmed: return self.trimmed = True keep_words = [] for k, v in self.word2count.items(): if v >= min_count: keep_words.append(k) logging.info(' word trimming, kept %s / %s = %.4f' % ( len(keep_words), len(self.word2index), len(keep_words) / len(self.word2index) )) # reinitialize dictionary self.reset_dictionary() for word in keep_words: self.index_word(word) def get_word_index(self, word): if word in self.word2index: return self.word2index[word] else: return self.UNK_token def load_word_vectors(self, pretrained_path, embedding_dim=300): logging.info(" loading word vectors from '{}'...".format(pretrained_path)) # initialize embeddings to random values for special words init_sd = 1 / np.sqrt(embedding_dim) weights = np.random.normal(0, scale=init_sd, size=[self.n_words, embedding_dim]) weights = weights.astype(np.float32) # read word vectors word_model = fasttext.load_model(pretrained_path) for word, id in self.word2index.items(): vec = word_model.get_word_vector(word) weights[id] = vec self.word_embedding_weights = weights def __get_embedding_weight(self, pretrained_path, embedding_dim=300): """ function modified from http://ronny.rest/blog/post_2017_08_04_glove/ """ logging.info("Loading word embedding '{}'...".format(pretrained_path)) cache_path = os.path.splitext(pretrained_path)[0] + '_cache.pkl' weights = None # use cached file if it exists if os.path.exists(cache_path): # with open(cache_path, 'rb') as f: logging.info(' using cached result from {}'.format(cache_path)) weights = pickle.load(f) if weights.shape != (self.n_words, embedding_dim): logging.warning(' failed to load word embedding weights. reinitializing...') weights = None if weights is None: # initialize embeddings to random values for special and OOV words init_sd = 1 / np.sqrt(embedding_dim) weights = np.random.normal(0, scale=init_sd, size=[self.n_words, embedding_dim]) weights = weights.astype(np.float32) with open(pretrained_path, encoding="utf-8", mode="r") as textFile: num_embedded_words = 0 for line_raw in textFile: # extract the word, and embeddings vector line = line_raw.split() try: word, vector = (line[0], np.array(line[1:], dtype=np.float32)) # if word == 'love': # debugging # print(word, vector) # if it is in our vocab, then update the corresponding weights id = self.word2index.get(word, None) if id is not None: weights[id] = vector num_embedded_words += 1 except ValueError: logging.info(' parsing error at {}...'.format(line_raw[:50])) continue logging.info(' {} / {} word vectors are found in the embedding'.format(num_embedded_words, len(self.word2index))) with open(cache_path, 'wb') as f: pickle.dump(weights, f) return weights
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py
Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/model/multimodal_context_net.py
import torch import torch.nn as nn from model import vocab import model.embedding_net from model.tcn import TemporalConvNet class WavEncoder(nn.Module): def __init__(self): super().__init__() self.feat_extractor = nn.Sequential( nn.Conv1d(1, 16, 15, stride=5, padding=1600), nn.BatchNorm1d(16), nn.LeakyReLU(0.3, inplace=True), nn.Conv1d(16, 32, 15, stride=6), nn.BatchNorm1d(32), nn.LeakyReLU(0.3, inplace=True), nn.Conv1d(32, 64, 15, stride=6), nn.BatchNorm1d(64), nn.LeakyReLU(0.3, inplace=True), nn.Conv1d(64, 32, 15, stride=6), ) def forward(self, wav_data): wav_data = wav_data.unsqueeze(1) # add channel dim out = self.feat_extractor(wav_data) return out.transpose(1, 2) # to (batch x seq x dim) class TextEncoderTCN(nn.Module): """ based on https://github.com/locuslab/TCN/blob/master/TCN/word_cnn/model.py """ def __init__(self, args, n_words, embed_size=300, pre_trained_embedding=None, kernel_size=2, dropout=0.3, emb_dropout=0.1): super(TextEncoderTCN, self).__init__() if pre_trained_embedding is not None: # use pre-trained embedding (fasttext) assert pre_trained_embedding.shape[0] == n_words assert pre_trained_embedding.shape[1] == embed_size self.embedding = nn.Embedding.from_pretrained(torch.FloatTensor(pre_trained_embedding), freeze=args.freeze_wordembed) else: self.embedding = nn.Embedding(n_words, embed_size) num_channels = [args.hidden_size] * args.n_layers self.tcn = TemporalConvNet(embed_size, num_channels, kernel_size, dropout=dropout) self.decoder = nn.Linear(num_channels[-1], 32) self.drop = nn.Dropout(emb_dropout) self.emb_dropout = emb_dropout self.init_weights() def init_weights(self): self.decoder.bias.data.fill_(0) self.decoder.weight.data.normal_(0, 0.01) def forward(self, input): emb = self.drop(self.embedding(input)) y = self.tcn(emb.transpose(1, 2)).transpose(1, 2) y = self.decoder(y) return y.contiguous(), 0 class PoseGenerator(nn.Module): def __init__(self, args, pose_dim, n_words, word_embed_size, word_embeddings, z_obj=None): super().__init__() self.pre_length = args.n_pre_poses self.gen_length = args.n_poses - args.n_pre_poses self.z_obj = z_obj self.input_context = args.input_context if self.input_context == 'both': self.in_size = 32 + 32 + pose_dim + 1 # audio_feat + text_feat + last pose + constraint bit elif self.input_context == 'none': self.in_size = pose_dim + 1 else: self.in_size = 32 + pose_dim + 1 # audio or text only self.audio_encoder = WavEncoder() self.text_encoder = TextEncoderTCN(args, n_words, word_embed_size, pre_trained_embedding=word_embeddings, dropout=args.dropout_prob) self.speaker_embedding = None if self.z_obj: self.z_size = 16 self.in_size += self.z_size if isinstance(self.z_obj, vocab.Vocab): self.speaker_embedding = nn.Sequential( nn.Embedding(z_obj.n_words, self.z_size), nn.Linear(self.z_size, self.z_size) ) self.speaker_mu = nn.Linear(self.z_size, self.z_size) self.speaker_logvar = nn.Linear(self.z_size, self.z_size) else: pass # random noise self.hidden_size = args.hidden_size self.gru = nn.GRU(self.in_size, hidden_size=self.hidden_size, num_layers=args.n_layers, batch_first=True, bidirectional=True, dropout=args.dropout_prob) self.out = nn.Sequential( nn.Linear(self.hidden_size, self.hidden_size//2), nn.LeakyReLU(True), nn.Linear(self.hidden_size//2, pose_dim) ) self.do_flatten_parameters = False if torch.cuda.device_count() > 1: self.do_flatten_parameters = True def forward(self, pre_seq, in_text, in_audio, vid_indices=None): decoder_hidden = None if self.do_flatten_parameters: self.gru.flatten_parameters() text_feat_seq = audio_feat_seq = None if self.input_context != 'none': # audio audio_feat_seq = self.audio_encoder(in_audio) # output (bs, n_frames, feat_size) # text text_feat_seq, _ = self.text_encoder(in_text) assert(audio_feat_seq.shape[1] == text_feat_seq.shape[1]) # z vector; speaker embedding or random noise if self.z_obj: if self.speaker_embedding: assert vid_indices is not None z_context = self.speaker_embedding(vid_indices) z_mu = self.speaker_mu(z_context) z_logvar = self.speaker_logvar(z_context) z_context = model.embedding_net.reparameterize(z_mu, z_logvar) else: z_mu = z_logvar = None z_context = torch.randn(in_text.shape[0], self.z_size, device=in_text.device) else: z_mu = z_logvar = None z_context = None if self.input_context == 'both': in_data = torch.cat((pre_seq, audio_feat_seq, text_feat_seq), dim=2) elif self.input_context == 'audio': in_data = torch.cat((pre_seq, audio_feat_seq), dim=2) elif self.input_context == 'text': in_data = torch.cat((pre_seq, text_feat_seq), dim=2) elif self.input_context == 'none': in_data = pre_seq else: assert False if z_context is not None: repeated_z = z_context.unsqueeze(1) repeated_z = repeated_z.repeat(1, in_data.shape[1], 1) in_data = torch.cat((in_data, repeated_z), dim=2) output, decoder_hidden = self.gru(in_data, decoder_hidden) output = output[:, :, :self.hidden_size] + output[:, :, self.hidden_size:] # sum bidirectional outputs output = self.out(output.reshape(-1, output.shape[2])) decoder_outputs = output.reshape(in_data.shape[0], in_data.shape[1], -1) return decoder_outputs, z_context, z_mu, z_logvar class Discriminator(nn.Module): def __init__(self, args, input_size, n_words=None, word_embed_size=None, word_embeddings=None): super().__init__() self.input_size = input_size if n_words and word_embed_size: self.text_encoder = TextEncoderTCN(n_words, word_embed_size, word_embeddings) input_size += 32 else: self.text_encoder = None self.hidden_size = args.hidden_size self.gru = nn.GRU(input_size, hidden_size=self.hidden_size, num_layers=args.n_layers, bidirectional=True, dropout=args.dropout_prob, batch_first=True) self.out = nn.Linear(self.hidden_size, 1) self.out2 = nn.Linear(args.n_poses, 1) self.do_flatten_parameters = False if torch.cuda.device_count() > 1: self.do_flatten_parameters = True def forward(self, poses, in_text=None): decoder_hidden = None if self.do_flatten_parameters: self.gru.flatten_parameters() if self.text_encoder: text_feat_seq, _ = self.text_encoder(in_text) poses = torch.cat((poses, text_feat_seq), dim=2) output, decoder_hidden = self.gru(poses, decoder_hidden) output = output[:, :, :self.hidden_size] + output[:, :, self.hidden_size:] # sum bidirectional outputs # use the last N outputs batch_size = poses.shape[0] output = output.contiguous().view(-1, output.shape[2]) output = self.out(output) # apply linear to every output output = output.view(batch_size, -1) output = self.out2(output) output = torch.sigmoid(output) return output class ConvDiscriminator(nn.Module): def __init__(self, input_size): super().__init__() self.input_size = input_size self.hidden_size = 64 self.pre_conv = nn.Sequential( nn.Conv1d(input_size, 16, 3), nn.BatchNorm1d(16), nn.LeakyReLU(True), nn.Conv1d(16, 8, 3), nn.BatchNorm1d(8), nn.LeakyReLU(True), nn.Conv1d(8, 8, 3), ) self.gru = nn.GRU(8, hidden_size=self.hidden_size, num_layers=4, bidirectional=True, dropout=0.3, batch_first=True) self.out = nn.Linear(self.hidden_size, 1) self.out2 = nn.Linear(28, 1) self.do_flatten_parameters = False if torch.cuda.device_count() > 1: self.do_flatten_parameters = True def forward(self, poses, in_text=None): decoder_hidden = None if self.do_flatten_parameters: self.gru.flatten_parameters() poses = poses.transpose(1, 2) feat = self.pre_conv(poses) feat = feat.transpose(1, 2) output, decoder_hidden = self.gru(feat, decoder_hidden) output = output[:, :, :self.hidden_size] + output[:, :, self.hidden_size:] # sum bidirectional outputs # use the last N outputs batch_size = poses.shape[0] output = output.contiguous().view(-1, output.shape[2]) output = self.out(output) # apply linear to every output output = output.view(batch_size, -1) output = self.out2(output) output = torch.sigmoid(output) return output
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/model/speech2gesture.py
import numpy as np import torch import torch.nn as nn import torch.nn.functional as F """ reimplement speech2gesture model(https://github.com/amirbar/speech2gesture) with pytorch """ class Conv2d_tf(nn.Conv2d): """ Conv2d with the padding behavior from TF from https://github.com/mlperf/inference/blob/482f6a3beb7af2fb0bd2d91d6185d5e71c22c55f/others/edge/object_detection/ssd_mobilenet/pytorch/utils.py """ def __init__(self, *args, **kwargs): super(Conv2d_tf, self).__init__(*args, **kwargs) self.padding = kwargs.get("padding", "SAME") def _compute_padding(self, input, dim): input_size = input.size(dim + 2) filter_size = self.weight.size(dim + 2) effective_filter_size = (filter_size - 1) * self.dilation[dim] + 1 out_size = (input_size + self.stride[dim] - 1) // self.stride[dim] total_padding = max( 0, (out_size - 1) * self.stride[dim] + effective_filter_size - input_size ) additional_padding = int(total_padding % 2 != 0) return additional_padding, total_padding def forward(self, input): if self.padding == "VALID": return F.conv2d( input, self.weight, self.bias, self.stride, padding=0, dilation=self.dilation, groups=self.groups, ) rows_odd, padding_rows = self._compute_padding(input, dim=0) cols_odd, padding_cols = self._compute_padding(input, dim=1) if rows_odd or cols_odd: input = F.pad(input, [0, cols_odd, 0, rows_odd]) return F.conv2d( input, self.weight, self.bias, self.stride, padding=(padding_rows // 2, padding_cols // 2), dilation=self.dilation, groups=self.groups, ) class Conv1d_tf(nn.Conv1d): """ Conv1d with the padding behavior from TF modified from https://github.com/mlperf/inference/blob/482f6a3beb7af2fb0bd2d91d6185d5e71c22c55f/others/edge/object_detection/ssd_mobilenet/pytorch/utils.py """ def __init__(self, *args, **kwargs): super(Conv1d_tf, self).__init__(*args, **kwargs) self.padding = kwargs.get("padding", "SAME") def _compute_padding(self, input, dim): input_size = input.size(dim + 2) filter_size = self.weight.size(dim + 2) effective_filter_size = (filter_size - 1) * self.dilation[dim] + 1 out_size = (input_size + self.stride[dim] - 1) // self.stride[dim] total_padding = max( 0, (out_size - 1) * self.stride[dim] + effective_filter_size - input_size ) additional_padding = int(total_padding % 2 != 0) return additional_padding, total_padding def forward(self, input): if self.padding == "VALID": return F.conv1d( input, self.weight, self.bias, self.stride, padding=0, dilation=self.dilation, groups=self.groups, ) rows_odd, padding_rows = self._compute_padding(input, dim=0) if rows_odd: input = F.pad(input, [0, rows_odd]) return F.conv1d( input, self.weight, self.bias, self.stride, padding=(padding_rows // 2), dilation=self.dilation, groups=self.groups, ) def ConvNormRelu(in_channels, out_channels, type='1d', downsample=False, k=None, s=None, padding='SAME'): if k is None and s is None: if not downsample: k = 3 s = 1 else: k = 4 s = 2 if type == '1d': conv_block = Conv1d_tf(in_channels, out_channels, kernel_size=k, stride=s, padding=padding) norm_block = nn.BatchNorm1d(out_channels) elif type == '2d': conv_block = Conv2d_tf(in_channels, out_channels, kernel_size=k, stride=s, padding=padding) norm_block = nn.BatchNorm2d(out_channels) else: assert False return nn.Sequential( conv_block, norm_block, nn.LeakyReLU(0.2, True) ) class UnetUp(nn.Module): def __init__(self, in_ch, out_ch): super(UnetUp, self).__init__() self.conv = ConvNormRelu(in_ch, out_ch) def forward(self, x1, x2): x1 = torch.repeat_interleave(x1, 2, dim=2) x1 = x1[:, :, :x2.shape[2]] # to match dim x = x1 + x2 # it is different to the original UNET, but I stick to speech2gesture implementation x = self.conv(x) return x class AudioEncoder(nn.Module): def __init__(self, n_frames): super().__init__() self.n_frames = n_frames self.first_net = nn.Sequential( ConvNormRelu(1, 64, '2d', False), ConvNormRelu(64, 64, '2d', True), ConvNormRelu(64, 128, '2d', False), ConvNormRelu(128, 128, '2d', True), ConvNormRelu(128, 256, '2d', False), ConvNormRelu(256, 256, '2d', True), ConvNormRelu(256, 256, '2d', False), ConvNormRelu(256, 256, '2d', False, padding='VALID') ) self.make_1d = torch.nn.Upsample((n_frames, 1), mode='bilinear', align_corners=False) self.down1 = nn.Sequential( ConvNormRelu(256, 256, '1d', False), ConvNormRelu(256, 256, '1d', False) ) self.down2 = ConvNormRelu(256, 256, '1d', True) self.down3 = ConvNormRelu(256, 256, '1d', True) self.down4 = ConvNormRelu(256, 256, '1d', True) self.down5 = ConvNormRelu(256, 256, '1d', True) self.down6 = ConvNormRelu(256, 256, '1d', True) self.up1 = UnetUp(256, 256) self.up2 = UnetUp(256, 256) self.up3 = UnetUp(256, 256) self.up4 = UnetUp(256, 256) self.up5 = UnetUp(256, 256) def forward(self, spectrogram): spectrogram = spectrogram.unsqueeze(1) # add channel dim # print(spectrogram.shape) spectrogram = spectrogram.float() out = self.first_net(spectrogram) out = self.make_1d(out) x1 = out.squeeze(3) x2 = self.down1(x1) x3 = self.down2(x2) x4 = self.down3(x3) x5 = self.down4(x4) x6 = self.down5(x5) x7 = self.down6(x6) x = self.up1(x7, x6) x = self.up2(x, x5) x = self.up3(x, x4) x = self.up4(x, x3) x = self.up5(x, x2) return x class Generator(nn.Module): def __init__(self, n_poses, pose_dim, n_pre_poses): super().__init__() self.gen_length = n_poses self.audio_encoder = AudioEncoder(n_poses) self.pre_pose_encoder = nn.Sequential( nn.Linear(n_pre_poses * pose_dim, 32), nn.BatchNorm1d(32), nn.ReLU(inplace=True), nn.Linear(32, 16) ) self.decoder = nn.Sequential( ConvNormRelu(256 + 16, 256), ConvNormRelu(256, 256), ConvNormRelu(256, 256), ConvNormRelu(256, 256) ) self.final_out = nn.Conv1d(256, pose_dim, 1, 1) def forward(self, in_spec, pre_poses): audio_feat_seq = self.audio_encoder(in_spec) # output (bs, feat_size, n_frames) pre_poses = pre_poses.reshape(pre_poses.shape[0], -1) pre_pose_feat = self.pre_pose_encoder(pre_poses) # output (bs, 16) pre_pose_feat = pre_pose_feat.unsqueeze(2).repeat(1, 1, self.gen_length) feat = torch.cat((audio_feat_seq, pre_pose_feat), dim=1) out = self.decoder(feat) out = self.final_out(out) out = out.transpose(1, 2) # to (batch, seq, dim) return out class Discriminator(nn.Module): def __init__(self, pose_dim): super().__init__() self.net = nn.Sequential( Conv1d_tf(pose_dim, 64, kernel_size=4, stride=2, padding='SAME'), nn.LeakyReLU(0.2, True), ConvNormRelu(64, 128, '1d', True), ConvNormRelu(128, 256, '1d', k=4, s=1), Conv1d_tf(256, 1, kernel_size=4, stride=1, padding='SAME'), ) def forward(self, x): x = x[:, 1:] - x[:, :-1] # pose differences x = x.transpose(1, 2) # to (batch, dim, seq) out = self.net(x) return out if __name__ == '__main__': # for model debugging pose_dim = 16 generator = Generator(64, pose_dim, 4) spec = torch.randn((4, 128, 64)) pre_poses = torch.randn((4, 4, pose_dim)) generated = generator(spec, pre_poses) print('spectrogram', spec.shape) print('output', generated.shape) discriminator = Discriminator(pose_dim) out = discriminator(generated) print('discrimination output', out.shape)
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Gesture-Generation-from-Trimodal-Context
Gesture-Generation-from-Trimodal-Context-master/scripts/model/tcn.py
""" from https://github.com/locuslab/TCN/blob/master/TCN/tcn.py """ import torch import torch.nn as nn from torch.nn.utils import weight_norm class Chomp1d(nn.Module): def __init__(self, chomp_size): super(Chomp1d, self).__init__() self.chomp_size = chomp_size def forward(self, x): return x[:, :, :-self.chomp_size].contiguous() class TemporalBlock(nn.Module): def __init__(self, n_inputs, n_outputs, kernel_size, stride, dilation, padding, dropout=0.2): super(TemporalBlock, self).__init__() self.conv1 = weight_norm(nn.Conv1d(n_inputs, n_outputs, kernel_size, stride=stride, padding=padding, dilation=dilation)) self.chomp1 = Chomp1d(padding) self.relu1 = nn.ReLU() self.dropout1 = nn.Dropout(dropout) self.conv2 = weight_norm(nn.Conv1d(n_outputs, n_outputs, kernel_size, stride=stride, padding=padding, dilation=dilation)) self.chomp2 = Chomp1d(padding) self.relu2 = nn.ReLU() self.dropout2 = nn.Dropout(dropout) self.net = nn.Sequential(self.conv1, self.chomp1, self.relu1, self.dropout1, self.conv2, self.chomp2, self.relu2, self.dropout2) self.downsample = nn.Conv1d(n_inputs, n_outputs, 1) if n_inputs != n_outputs else None self.relu = nn.ReLU() self.init_weights() def init_weights(self): self.conv1.weight.data.normal_(0, 0.01) self.conv2.weight.data.normal_(0, 0.01) if self.downsample is not None: self.downsample.weight.data.normal_(0, 0.01) def forward(self, x): out = self.net(x) res = x if self.downsample is None else self.downsample(x) return self.relu(out + res) class TemporalConvNet(nn.Module): def __init__(self, num_inputs, num_channels, kernel_size=2, dropout=0.2): super(TemporalConvNet, self).__init__() layers = [] num_levels = len(num_channels) for i in range(num_levels): dilation_size = 2 ** i in_channels = num_inputs if i == 0 else num_channels[i-1] out_channels = num_channels[i] layers += [TemporalBlock(in_channels, out_channels, kernel_size, stride=1, dilation=dilation_size, padding=(kernel_size-1) * dilation_size, dropout=dropout)] self.network = nn.Sequential(*layers) def forward(self, x): return self.network(x)
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MFTreeSearchCV
MFTreeSearchCV-master/mf/unittest_mf_gp_bandit.py
""" Unit tests for MF-GP-Bandits -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=maybe-no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=super-on-old-class import numpy as np # Local from examples.synthetic_functions import get_mf_hartmann_as_mfof from gen_mfgp_sample import gen_simple_mfgp_as_mfof from mf_func import get_noisy_mfof_from_mfof import mf_gp_bandit from mf_gpb_utils import are_opt_fidel_queries from unittest_mf_func import get_mf_func_data from utils.ancillary_utils import is_non_decreasing_sequence from utils.base_test_class import BaseTestClass, execute_tests import utils.reporters as reporters from utils import option_handler # Generate data def _get_gpb_instances(): """ Generates some GPB problems and MFGPBandit instances. """ instances = get_mf_func_data() for inst in instances: inst.mfgpb = mf_gp_bandit.MFGPBandit(inst.mfof) return instances def _get_gpb_problem(): """ Generates one bandit problem and returns. """ problems = get_mf_func_data() ret = problems[0] ret.reporter = reporters.SilentReporter() return ret class MFGPBanditTestCase(BaseTestClass): """ Unit tests for mf_gpb_utils.py """ def setUp(self): """ Sets up unit tests. """ pass def test_initial_sampling(self): """ Test for initialisation sampling. """ self.report('Testing sample initialisation.') prob = _get_gpb_problem() acquisitions = ['mf_gp_ucb', 'gp_ucb', 'gp_ei'] options = option_handler.load_options(mf_gp_bandit.all_mf_gp_bandit_args, reporter=prob.reporter) for acq in acquisitions: options.acq = acq options.gpb_init_capital = prob.mfof.opt_fidel_cost * 23.2 mfgpb = mf_gp_bandit.MFGPBandit(prob.mfof, options, prob.reporter) mfgpb.optimise_initialise() hf_idxs = are_opt_fidel_queries(mfgpb.history.query_fidels, prob.mfof.opt_fidel) hf_vals = mfgpb.history.query_vals[hf_idxs] num_hf_queries = len(hf_vals) self.report(('Initialised %s with %d queries (%d at opt_fidel). Init capital = ' + '%0.4f (%0.4f used) ')%(acq, len(mfgpb.history.query_vals), num_hf_queries, options.gpb_init_capital, mfgpb.spent_capital), 'test_result') assert mfgpb.spent_capital <= 1.1 * options.gpb_init_capital assert mfgpb.history.curr_opt_vals[-1] == mfgpb.gpb_opt_val assert is_non_decreasing_sequence(mfgpb.history.curr_opt_vals) assert num_hf_queries == 0 or hf_vals.max() == mfgpb.gpb_opt_val assert mfgpb.num_opt_fidel_queries == num_hf_queries assert mfgpb.history.query_at_opt_fidel.sum() == num_hf_queries def test_gpb_opt_1(self): """ Tests the optimisaiton routine. """ # pylint: disable=bad-whitespace self.report('Tests mf-gp-ucb using a sample from gen_mfgp_sample_as_mfof.') mfof = gen_simple_mfgp_as_mfof(random_seed=np.random.randint(1000)) mfof.init_mfgp = mfof.mfgp # Also get the noisy mfof nmfof = get_noisy_mfof_from_mfof(mfof, mfof.mfgp.noise_var) method_data = [('gp_ucb', 20 * mfof.opt_fidel_cost), ('gp_ei', 20 * mfof.opt_fidel_cost), ('mf_gp_ucb', 20 * mfof.opt_fidel_cost)] for meth in method_data: opt_pt, opt_val, _ = mf_gp_bandit.mfgpb_from_mfoptfunc(mfof, meth[1], acq=meth[0], reporter='silent') report_str = ('%s:: capital: %0.1f, opt_pt: %s, opt_val: %0.4f, ' + 'true_opt: %s, true opt_val: %0.4f')%(meth[0], meth[1], str(opt_pt), opt_val, str(mfof.opt_pt), mfof.opt_val) self.report(report_str, 'test_result') # Now do the noisy version noisy_opt_pt, noisy_opt_val, _ = mf_gp_bandit.mfgpb_from_mfoptfunc(nmfof, meth[1], acq=meth[0], reporter='silent') if noisy_opt_val < np.inf: fval_at_noisy_opt_pt = mfof.eval_single(mfof.opt_fidel, noisy_opt_pt) else: fval_at_noisy_opt_pt = np.inf noisy_report_str = ('Noisy %s:: noise: %0.4f, opt_pt: %s, opt_val: %0.4f, ' + 'fval_at_noisy_opt_pt: %0.4f')%(meth[0], nmfof.noise_var, str(noisy_opt_pt), noisy_opt_val, fval_at_noisy_opt_pt) self.report(noisy_report_str, 'test_result') def test_gpb_opt_2(self): """ Tests the optimisaiton routine. """ # pylint: disable=bad-whitespace self.report('Tests mf-gp-ucb using the hartmann function while learning kernel.') mfof = get_mf_hartmann_as_mfof(2, 3) noise_var = 0.1 nmfof = get_noisy_mfof_from_mfof(mfof, noise_var) method_data = [('gp_ucb', 20 * mfof.opt_fidel_cost), ('gp_ei', 20 * mfof.opt_fidel_cost), ('mf_gp_ucb', 20 * mfof.opt_fidel_cost)] for meth in method_data: _, opt_val, history = mf_gp_bandit.mfgpb_from_mfoptfunc(mfof, meth[1], acq=meth[0], reporter='silent') num_opt_fidel_queries = history.query_at_opt_fidel.sum() total_num_queries = len(history.query_at_opt_fidel) report_str = ('%s:: capital: %0.4f, opt_val: %0.4f, true opt_val: %0.4f, ' + 'queries(at-opt_fidel): %d(%d).')%(meth[0], meth[1], opt_val, mfof.opt_val, total_num_queries, num_opt_fidel_queries) self.report(report_str, 'test_result') # Now do the noisy version noisy_opt_pt, noisy_opt_val, noisy_history = mf_gp_bandit.mfgpb_from_mfoptfunc( nmfof, meth[1], acq=meth[0], reporter='silent') noisy_num_opt_fidel_queries = noisy_history.query_at_opt_fidel.sum() noisy_total_num_queries = len(history.query_at_opt_fidel) if noisy_opt_val < np.inf: fval_at_noisy_opt_pt = mfof.eval_single(mfof.opt_fidel, noisy_opt_pt) else: fval_at_noisy_opt_pt = np.inf noisy_report_str = ('Noisy %s:: noise: %0.4f, opt_val: %0.4f, ' + 'fval_at_noisy_opt_pt: %0.4f, ' + 'queries(at-opt_fidel): %d(%d).')%(meth[0], nmfof.noise_var, noisy_opt_val, fval_at_noisy_opt_pt, noisy_total_num_queries, noisy_num_opt_fidel_queries) self.report(noisy_report_str, 'test_result') if __name__ == '__main__': execute_tests()
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MFTreeSearchCV
MFTreeSearchCV-master/mf/demo_mf_gp_bandit.py
""" A Demo for MF-GP-Bandit """ # pylint: disable=invalid-name # Local from synthetic_functions import get_mf_hartmann_as_mfof from mf_gp_bandit import mfgpb_from_mfoptfunc # methods = ['gp_ucb', 'gp_ei', 'mf_gp_ucb'] methods = ['mf_gp_ucb'] fidel_dim = 2 domain_dim = 6 num_max_hf_queries = 200 # fidel_dim = 1 # domain_dim = 3 # num_max_hf_queries = 100 def main(): """ Main function. """ mfof = get_mf_hartmann_as_mfof(fidel_dim, domain_dim) capital = num_max_hf_queries * mfof.opt_fidel_cost # Execute each method for meth in methods: print('Method:: %s, opt-val: %0.4f\n============================================='%( meth, mfof.opt_val)) mfgpb_from_mfoptfunc(mfof, capital, meth) if __name__ == '__main__': main()
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MFTreeSearchCV
MFTreeSearchCV-master/mf/mf_gpb_utils.py
""" A collection of utilities for MF-GP Bandits. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=super-on-old-class # pylint: disable=no-name-in-module from argparse import Namespace from copy import deepcopy import numpy as np from scipy.stats import norm from scratch.get_finite_fidel_mfof import mf_sko_fidel_chooser_single def latin_hc_indices(dim, num_samples): """ Obtains indices for Latin Hyper-cube sampling. """ index_set = [list(range(num_samples))] * dim lhs_indices = [] for i in range(num_samples): curr_idx_idx = np.random.randint(num_samples-i, size=dim) curr_idx = [index_set[j][curr_idx_idx[j]] for j in range(dim)] index_set = [index_set[j][:curr_idx_idx[j]] + index_set[j][curr_idx_idx[j]+1:] for j in range(dim)] lhs_indices.append(curr_idx) return lhs_indices def latin_hc_sampling(dim, num_samples): """ Latin Hyper-cube sampling in the unit hyper-cube. """ if num_samples == 0: return np.zeros((0, dim)) elif num_samples == 1: return 0.5 * np.ones((1, dim)) lhs_lower_boundaries = (np.linspace(0, 1, num_samples+1)[:num_samples]).reshape(1, -1) width = lhs_lower_boundaries[0][1] - lhs_lower_boundaries[0][0] lhs_lower_boundaries = np.repeat(lhs_lower_boundaries, dim, axis=0).T lhs_indices = latin_hc_indices(dim, num_samples) lhs_sample_boundaries = [] for i in range(num_samples): curr_idx = lhs_indices[i] curr_sample_boundaries = [lhs_lower_boundaries[curr_idx[j]][j] for j in range(dim)] lhs_sample_boundaries.append(curr_sample_boundaries) lhs_sample_boundaries = np.array(lhs_sample_boundaries) uni_random_width = width * np.random.random((num_samples, dim)) lhs_samples = lhs_sample_boundaries + uni_random_width return lhs_samples def is_an_opt_fidel_query(query_fidel, opt_fidel): """ Returns true if query_fidels are at opt_fidel. """ return np.linalg.norm(query_fidel - opt_fidel) < 1e-5 def are_opt_fidel_queries(query_fidels, opt_fidel): """ Returns a boolean list which is True if at opt_fidel. """ return np.array([is_an_opt_fidel_query(qf, opt_fidel) for qf in query_fidels]) # Functions for acqusitions. ------------------------------------------------------------ def _mf_gp_ucb_single(dom_pt, mfgp, opt_fidel, time_step): """ MF-GP-UCB acquisition function for evaluation at a single point. dom_pt: The point at which we want to evaluate the acquisition mfgp: An MFGP object. opt_fidel: The fidelity at which the optimisation needs to occur. time_step: The current time step of the acquisition. """ ucb, beta_th = _mf_gp_ucb_multiple(dom_pt.reshape(1, -1), mfgp, opt_fidel, time_step) return float(ucb), beta_th def _mf_gp_ucb_multiple(dom_pts, mfgp, opt_fidel, time_step): """ MF-GP-UCB acquisition function for evaluation at multiple points. """ eff_l1_boundary = max(10, mfgp.domain_kernel.get_effective_norm(np.ones(mfgp.domain_dim), order=1)) beta_t = 0.5 * mfgp.domain_dim * np.log(2 * time_step * eff_l1_boundary + 1) beta_th = np.clip(np.sqrt(beta_t), 3, 20) opt_fidel_m = np.repeat(opt_fidel.reshape(1, -1), len(dom_pts), axis=0) mu, sigma = mfgp.eval_at_fidel(opt_fidel_m, dom_pts, uncert_form='std') ucb = mu + beta_th * sigma return ucb, beta_th def _mf_gp_ucb(acq_query_type, dom_pts, mfgp, opt_fidel, time_step): """ Wrapper for either _mf_gp_ucb_single or _mf_gp_ucb multiple. """ if acq_query_type == 'single': return _mf_gp_ucb_single(dom_pts, mfgp, opt_fidel, time_step) elif acq_query_type == 'multiple': return _mf_gp_ucb_multiple(dom_pts, mfgp, opt_fidel, time_step) else: raise ValueError('acq_query_type should be \'single\' or \'multiple\'. Given, ' + '\'%s\' unrecognised.'%(acq_query_type)) def _gp_ei_single(dom_pt, mfgp, opt_fidel, curr_best): """ GP-EI Acquisition evaluated at a single point. """ gpei_val = _gp_ei_multiple(dom_pt.reshape(1, -1), mfgp, opt_fidel, curr_best) return float(gpei_val) def _gp_ei_multiple(dom_pts, mfgp, opt_fidel, curr_best): """ GP-EI Acquisition evaluated at multiple points. """ # pylint: disable=unused-argument opt_fidel_m = np.repeat(opt_fidel.reshape(1, -1), len(dom_pts), axis=0) mu, sigma = mfgp.eval_at_fidel(opt_fidel_m, dom_pts, uncert_form='std') Z = (mu - curr_best) / sigma ei = (mu - curr_best)*norm.cdf(Z) + sigma*norm.pdf(Z) return ei def _gp_ei(acq_query_type, dom_pts, mfgp, opt_fidel, curr_best): """ Wrapper for either _mf_gp_ei_single or _mf_gp_ei multiple. """ if acq_query_type == 'single': return _gp_ei_single(dom_pts, mfgp, opt_fidel, curr_best) elif acq_query_type == 'multiple': return _gp_ei_multiple(dom_pts, mfgp, opt_fidel, curr_best) else: raise ValueError('acq_query_type should be \'single\' or \'multiple\'. Given, ' + '\'%s\' unrecognised.'%(acq_query_type)) acquisitions = Namespace( # MF-GP-UCB mf_gp_ucb=_mf_gp_ucb, mf_gp_ucb_single=_mf_gp_ucb_single, mf_gp_ucb_multiple=_mf_gp_ucb_multiple, # GP-UCB gp_ucb=_mf_gp_ucb, # The acquisitions for gp-ucb are the same gp_ucb_single=_mf_gp_ucb_single, gp_ucb_multiple=_mf_gp_ucb_multiple, # GP-EI gp_ei=_gp_ei, gp_ei_single=_gp_ei_single, gp_ei_multiple=_gp_ei_multiple, ) # Functions for determining next fidel. -------------------------------------------------- def _mf_gp_ucb_fidel_chooser_single(next_pt, mfgp, mfof, acq_params): """ Function to determine the next fidelity for MF-GP-UCB. next_pt: The next point in the domain at which we will evaluate the function. mfgp: An MFGP object. mfof: An MFOptFunction object. time_step = current time step """ # pylint: disable=too-many-locals cand_fidels = mfof.get_candidate_fidelities(filter_by_cost=True) num_cand_fidels = len(cand_fidels) cand_fidel_cost_ratios = mfof.get_cost_ratio(cand_fidels) opt_fidel_mat = np.repeat(mfof.opt_fidel.reshape(1, -1), num_cand_fidels, axis=0) cand_fidel_slacks = mfgp.fidel_kernel.compute_std_slack(opt_fidel_mat, cand_fidels) cand_fidel_diffs = np.linalg.norm(opt_fidel_mat - cand_fidels, axis=1) # Only select points with high standard deviation next_pt_mat = np.repeat(next_pt.reshape(1, -1), num_cand_fidels, axis=0) _, cand_fidel_stds = mfgp.eval_at_fidel(cand_fidels, next_pt_mat, uncert_form='std') cost_ratio_power = 1/float(mfgp.fidel_dim + mfgp.domain_dim + 2) std_thresholds = acq_params.thresh_coeff * ((cand_fidel_cost_ratios ** cost_ratio_power) * cand_fidel_slacks) high_std_idxs = cand_fidel_stds > std_thresholds # Only slect points that are far enough from opt_fidel eps_t = np.clip(1/acq_params.beta_th, 0.001, 0.2) diam_slack = mfgp.fidel_kernel.compute_std_slack(np.zeros((1, mfgp.fidel_dim)), np.ones((1, mfgp.fidel_dim))) far_away_idxs = cand_fidel_slacks > eps_t * diam_slack # print(far_away_idxs.mean()) # far_away_idxs = cand_fidel_diffs > eps_t * np.sqrt(mfgp.fidel_dim) # Now filter sel_idxs = high_std_idxs * far_away_idxs if sel_idxs.sum() == 0: return deepcopy(mfof.opt_fidel) else: sel_fidels = cand_fidels[sel_idxs] sel_cost_ratios = cand_fidel_cost_ratios[sel_idxs] min_cost_idx = sel_cost_ratios.argmin() next_fidel = sel_fidels[min_cost_idx] return next_fidel def _opt_fidel_chooser_single(next_pt, mfgp, mfof, acq_params): """ Always returns the optimum fidelity. """ # pylint: disable=unused-argument return deepcopy(mfof.opt_fidel) fidelity_choosers = Namespace( # MF-GP-UCB mf_gp_ucb=_mf_gp_ucb_fidel_chooser_single, mf_gp_ucb_single=_mf_gp_ucb_fidel_chooser_single, # GP-UCB gp_ucb=_opt_fidel_chooser_single, gp_ucb_single=_opt_fidel_chooser_single, # GP-EI gp_ei=_opt_fidel_chooser_single, gp_ei_single=_opt_fidel_chooser_single, # MF-SKO mf_sko=mf_sko_fidel_chooser_single, mf_sko_single=mf_sko_fidel_chooser_single, )
8,112
40.182741
90
py
MFTreeSearchCV
MFTreeSearchCV-master/mf/mf_gp.py
""" Implements the kernel, GP and fitter for multi-fidelity GPs. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=super-on-old-class import numpy as np # Local imports from gp.kernel import CoordinateProductKernel, PolyKernel, SEKernel from gp.gp_core import GP, GPFitter, mandatory_gp_args from utils.option_handler import get_option_specs, load_options from utils.reporters import get_reporter from utils.ancillary_utils import get_list_of_floats_as_str # Define hyper-parameters for Multi-fidelity GPs. mf_gp_args = [ # Fidelity kernel get_option_specs('fidel_kernel_type', False, 'se', 'Type of kernel for the fidelity space. Should be se or poly'), get_option_specs('fidel_use_same_bandwidth', False, False, ('If true, will use same bandwidth on all fidelity dimensions. Applies only when ' 'fidel_kernel_type is se. Default=False.')), get_option_specs('fidel_use_same_scalings', False, False, ('If true, will use same scaling on all fidelity dimensions. Applies only when ' 'fidel_kernel_type is poly. Default=False.')), get_option_specs('fidel_poly_order', False, 1, ('Order of the polynomial for the fidelity kernel. Default = 1 (linear kernel)')), # Domain kernel get_option_specs('domain_kernel_type', False, 'se', 'Type of kernel for the domain. Should be se or poly'), get_option_specs('domain_use_same_bandwidth', False, False, ('If true, will use same bandwidth on all domain dimensions. Applies only when ' 'domain_kernel_type is se. Default=False.')), get_option_specs('domain_use_same_scalings', False, False, ('If true, will use same scaling on all domain dimensions. Applies only when ' 'domain_kernel_type is poly. Default=False.')), get_option_specs('domain_poly_order', False, 1, ('Order of the polynomial for the domain kernel. Default = 1 (linear kernel)')), # Mean function get_option_specs('mean_func_type', False, 'median', ('Specify the type of mean function. Should be upper_bound, mean, median, const ', 'or zero. If const, specifcy value in mean-func-const.')), get_option_specs('mean_func_const', False, 0.0, 'The constant value to use if mean_func_type is const.'), # Kernel scale get_option_specs('kernel_scale_type', False, 'tune', ('Specify how to obtain the kernel scale. Should be tune, label or value. Specify ' 'appropriate value in kernel_scale_label or kernel_scale_value')), get_option_specs('kernel_scale_label', False, 2, 'The fraction of label variance to use as noise variance.'), get_option_specs('kernel_scale_value', False, 1, 'The (absolute) value to use as noise variance.'), # Noise variance get_option_specs('noise_var_type', False, 'tune', ('Specify how to obtain the noise variance. Should be tune, label or value. Specify ' 'appropriate value in noise_var_label or noise_var_value')), get_option_specs('noise_var_label', False, 0.05, 'The fraction of label variance to use as noise variance.'), get_option_specs('noise_var_value', False, 0.1, 'The (absolute) value to use as noise variance.'), ] # Define this which includes the mandatory GP args all_mf_gp_args = mandatory_gp_args + mf_gp_args class MFGP(GP): """ A GP to be used for multi-fidelity optimisation. """ def __init__(self, ZX, YY, fidel_coords, domain_coords, kernel_scale, fidel_kernel, domain_kernel, mean_func, noise_var, *args, **kwargs): """ Constructor. ZZ, XX, YY are the fidelity points, domain points and labels respectively. """ self.fidel_coords = fidel_coords self.domain_coords = domain_coords self.fidel_dim = len(fidel_coords) self.domain_dim = len(domain_coords) self.fidel_kernel = fidel_kernel self.domain_kernel = domain_kernel # Construct coordinate product kernel mf_kernel = CoordinateProductKernel(self.fidel_dim + self.domain_dim, kernel_scale, [self.fidel_kernel, self.domain_kernel], [self.fidel_coords, self.domain_coords], ) # Call super constructor super(MFGP, self).__init__(ZX, YY, mf_kernel, mean_func, noise_var, *args, **kwargs) def get_domain_pts(self, data_idxs=None): """ Returns only the domain points. """ data_idxs = data_idxs if not data_idxs is None else range(self.num_tr_data) return self.ZX[data_idxs, self.domain_coords] def get_fidel_pts(self, data_idxs=None): """ Returns only the fidelity points. """ data_idxs = data_idxs if not data_idxs is None else range(self.num_tr_data) return self.ZX[data_idxs, self.fidel_coords] def _get_ZX_from_ZZ_XX(self, ZZ, XX): """ Gets the coordinates in the joint space from the individual fidelity and domain spaces. """ if ZZ.shape[1] != self.fidel_dim or XX.shape[1] != self.domain_dim: raise ValueError('ZZ, XX dimensions should be (%d, %d). Given (%d, %d)'%( self.fidel_dim, self.domain_dim, ZZ.shape[1], XX.shape[1])) ZX_unordered = np.concatenate((ZZ, XX), axis=1) ordering = np.argsort(self.fidel_coords + self.domain_coords) return ZX_unordered[:, ordering] def eval_at_fidel(self, ZZ_test, XX_test, *args, **kwargs): """ Evaluates the GP at [ZZ, XX]. Read eval in gp_core.GP for more details. """ ZX_test = self._get_ZX_from_ZZ_XX(ZZ_test, XX_test) return self.eval(ZX_test, *args, **kwargs) def add_mf_data(self, ZZ_new, XX_new, YY_new, *args, **kwargs): """ Adds new data to the multi-fidelity GP. """ ZX_new = self._get_ZX_from_ZZ_XX(ZZ_new, XX_new) self.add_data(ZX_new, YY_new, *args, **kwargs) def draw_mf_samples(self, num_samples, ZZ_test=None, XX_test=None, *args, **kwargs): """ Draws samples from a multi-fidelity GP. """ ZX_test = None if ZZ_test is None else self._get_ZX_from_ZZ_XX(ZZ_test, XX_test) return self.draw_samples(num_samples, ZX_test, *args, **kwargs) def __str__(self): """ Returns a string representation of the MF-GP. """ fidel_ke_str = self._get_kernel_str(self.fidel_kernel) domain_ke_str = self._get_kernel_str(self.domain_kernel) ret = 'noise: %0.4f, scale: %0.3f, fid: %s, dom: %s'%(self.noise_var, self.kernel.scale, fidel_ke_str, domain_ke_str) return ret @classmethod def _get_kernel_str(cls, kern): """ Gets a string format of the kernel depending on whether it is SE/Poly.""" if isinstance(kern, SEKernel): hp_name = 'dim_bandwidths' kern_name = 'se' elif isinstance(kern, PolyKernel): hp_name = 'dim_scalings' kern_name = 'poly' if kern.dim > 4: ret = '%0.4f(avg)'%(kern.hyperparams[hp_name].mean()) else: ret = get_list_of_floats_as_str(kern.hyperparams[hp_name]) ret = kern_name + '-' + ret return ret def get_mfgp_from_fidel_domain(ZZ, XX, YY, kernel_scale, fidel_kernel, domain_kernel, mean_func, noise_var, *args, **kwargs): # pylint: disable=too-many-locals """ A wrapper which concatenates the ZZ and XX and returns an MFGP object. """ fidel_dim = ZZ.shape[1] domain_dim = XX.shape[1] fidel_coords = range(fidel_dim) domain_coords = range(fidel_dim, fidel_dim + domain_dim) ZX = np.concatenate((ZZ, XX), axis=1) return MFGP(ZX, YY, fidel_coords, domain_coords, kernel_scale, fidel_kernel, domain_kernel, mean_func, noise_var, *args, **kwargs) class MFGPFitter(GPFitter): """ A fitter for GPs in multi-fidelity optimisation. """ # pylint: disable=attribute-defined-outside-init def __init__(self, ZZ, XX, YY, options=None, reporter=None): """ Constructor. options should either be a Namespace, a list or None""" reporter = get_reporter(reporter) if options is None: options = load_options(all_mf_gp_args, 'MF-GP', reporter) self.ZZ = ZZ self.XX = XX self.YY = YY self.ZX = np.concatenate((self.ZZ, self.XX), axis=1) self.fidel_dim = self.ZZ.shape[1] self.domain_dim = self.XX.shape[1] self.input_dim = self.fidel_dim + self.domain_dim super(MFGPFitter, self).__init__(options, reporter) # Child Set up Methods # ====================================================================================== def _child_set_up(self): """ Sets parameters for GPFitter. """ # Check args - so that we don't have to keep doing this all the time if not self.options.fidel_kernel_type in ['se', 'poly']: raise ValueError('Unknown fidel_kernel_type. Should be either se or poly.') if not self.options.domain_kernel_type in ['se', 'poly']: raise ValueError('Unknown domain_kernel_type. Should be either se or poly.') if not self.options.noise_var_type in ['tune', 'label', 'value']: raise ValueError('Unknown noise_var_type. Should be either tune, label or value.') if not self.options.mean_func_type in ['mean', 'median', 'const', 'zero', 'upper_bound']: raise ValueError(('Unknown mean_func_type. Should be one of ', 'mean/median/const/zero.')) # Set some parameters we will be using often. self.Y_var = self.YY.std()**2 self.ZX_std_norm = np.linalg.norm(self.ZX.std(axis=0)) # Bounds for the hyper parameters # ------------------------------- self.hp_bounds = [] # Noise variance if self.options.noise_var_type == 'tune': self.noise_var_log_bounds = [np.log(0.005 * self.Y_var), np.log(0.2 * self.Y_var)] self.hp_bounds.append(self.noise_var_log_bounds) # Kernel scale self.scale_log_bounds = [np.log(0.1 * self.Y_var), np.log(10 * self.Y_var)] self.hp_bounds.append(self.scale_log_bounds) # Fidelity kernel if self.options.fidel_kernel_type == 'se': self._fidel_se_kernel_setup() elif self.options.fidel_kernel_type == 'poly': self._fidel_poly_kernel_setup() # Domain kernel if self.options.domain_kernel_type == 'se': self._domain_se_kernel_setup() elif self.options.domain_kernel_type == 'poly': self._domain_pol_kernel_setup() def _fidel_se_kernel_setup(self): """ Sets up the fidelity kernel as a SE kernel. """ if (hasattr(self.options, 'fidel_bandwidth_log_bounds') and self.options.fidel_bandwidth_log_bounds is not None): self.fidel_bandwidth_log_bounds = self.options.fidel_bandwidth_log_bounds else: self.fidel_bandwidth_log_bounds = self._get_se_kernel_bounds( self.fidel_dim, self.ZX_std_norm, self.options.fidel_use_same_bandwidth) self.hp_bounds.extend(self.fidel_bandwidth_log_bounds) def _fidel_poly_kernel_setup(self): """ Sets up the fidelity kernel as a Poly kernel. """ self.fidel_scaling_log_bounds = self._get_poly_kernel_bounds(self.ZX, self.options.fidel_use_same_scalings) self.hp_bounds.extend(self.fidel_scaling_log_bounds) def _domain_se_kernel_setup(self): """ Sets up the domainity kernel as a SE kernel. """ if (hasattr(self.options, 'domain_bandwidth_log_bounds') and self.options.domain_bandwidth_log_bounds is not None): self.domain_bandwidth_log_bounds = self.options.domain_bandwidth_log_bounds else: self.domain_bandwidth_log_bounds = self._get_se_kernel_bounds( self.domain_dim, self.ZX_std_norm, self.options.domain_use_same_bandwidth) self.hp_bounds.extend(self.domain_bandwidth_log_bounds) def _domain_poly_kernel_setup(self): """ Sets up the domainity kernel as a Poly kernel. """ self.domain_scaling_log_bounds = self._get_poly_kernel_bounds(self.ZX, self.options.domain_use_same_scalings) self.hp_bounds.extend(self.domain_scaling_log_bounds) @classmethod def _get_se_kernel_bounds(cls, dim, single_bw_bounds, use_same_bandwidth): """ Gets bandwidths for the SE kernel. """ if isinstance(single_bw_bounds, float) or isinstance(single_bw_bounds, int): single_bw_bounds = [0.01*single_bw_bounds, 10*single_bw_bounds] single_bandwidth_log_bounds = [np.log(x) for x in single_bw_bounds] bandwidth_log_bounds = ([single_bandwidth_log_bounds] if use_same_bandwidth else [single_bandwidth_log_bounds] * dim) return bandwidth_log_bounds def _get_poly_kernel_bounds(self, data, use_same_scalings): """ Gets bandwidths for the Polynomial kerne. """ # TODO: implement poly kernel raise NotImplementedError('Yet to implement polynomial kernel.') # _child_set_up methods end here ------------------------------------------------------- # build_gp Methods # ====================================================================================== def _child_build_gp(self, gp_hyperparams): """ Builds a Multi-fidelity GP from the hyper-parameters. """ # pylint: disable=too-many-branches # Noise variance ------------------------------------ if self.options.noise_var_type == 'tune': noise_var = np.exp(gp_hyperparams[0]) gp_hyperparams = gp_hyperparams[1:] elif self.options.noise_var_type == 'label': noise_var = self.options.noise_var_label * (self.Y.std()**2) else: noise_var = self.options.noise_var_value # Mean function ------------------------------------- if hasattr(self.options, 'mean_func') and self.options.mean_func is not None: mean_func = self.options.mean_func else: if self.options.mean_func_type == 'mean': mean_func_const_value = self.YY.mean() elif self.options.mean_func_type == 'median': mean_func_const_value = np.median(self.YY) elif self.options.mean_func_type == 'upper_bound': mean_func_const_value = np.mean(self.YY) + 3 * np.std(self.YY) elif self.options.mean_func_type == 'const': mean_func_const_value = self.options.mean_func_const else: mean_func_const_value = 0 mean_func = lambda x: np.array([mean_func_const_value] * len(x)) # TODO: The noise and mean parts are reusing a lot of code from # gp_instances.SimpleGPFitter. Think of merging these two. # Kernel scale --------------------------------------- ke_scale = np.exp(gp_hyperparams[0]) gp_hyperparams = gp_hyperparams[1:] # Fidelity kernel ------------------------------------ if self.options.fidel_kernel_type == 'se': fidel_kernel, gp_hyperparams = self._get_se_kernel(self.fidel_dim, gp_hyperparams, self.options.fidel_use_same_bandwidth) elif self.options.fidel_kernel_type == 'poly': fidel_kernel, gp_hyperparams = self._get_poly_kernel(self.fidel_dim, self.options.fidel_poly_order, gp_hyperparams, self.options.fidel_use_same_scalings) # Domain kernel -------------------------------------- if self.options.domain_kernel_type == 'se': domain_kernel, gp_hyperparams = self._get_se_kernel(self.domain_dim, gp_hyperparams, self.options.domain_use_same_bandwidth) elif self.options.domain_kernel_type == 'poly': domain_kernel, gp_hyperparams = self._get_poly_kernel(self.domain_dim, self.options.domain_poly_order, gp_hyperparams, self.options.domain_use_same_scalings) # Construct and return MF GP return MFGP(self.ZX, self.YY, range(self.fidel_dim), range(self.fidel_dim, self.domain_dim + self.fidel_dim), ke_scale, fidel_kernel, domain_kernel, mean_func, noise_var, reporter=self.reporter) @classmethod def _get_se_kernel(cls, dim, gp_hyperparams, use_same_bandwidth): """ Builds a squared exponential kernel. """ if use_same_bandwidth: ke_dim_bandwidths = [np.exp(gp_hyperparams[0])] * dim gp_hyperparams = gp_hyperparams[1:] else: ke_dim_bandwidths = np.exp(gp_hyperparams[0:dim]) gp_hyperparams = gp_hyperparams[dim:] kernel = SEKernel(dim=dim, scale=1, dim_bandwidths=ke_dim_bandwidths) return kernel, gp_hyperparams @classmethod def _get_poly_kernel(cls, dim, order, gp_hyperparams, use_same_scalings): """ Builds a polynomial kernel. """ if use_same_scalings: ke_dim_scalings = [np.exp(gp_hyperparams[0])] * dim gp_hyperparams = gp_hyperparams[1:] else: ke_dim_scalings = np.exp(gp_hyperparams[0:dim]) gp_hyperparams = gp_hyperparams[dim:] kernel = PolyKernel(dim=dim, order=order, scale=1, dim_scalings=ke_dim_scalings) return kernel, gp_hyperparams # _child_build_gp methods end here -----------------------------------------------------
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45.974648
90
py
MFTreeSearchCV
MFTreeSearchCV-master/mf/gen_mfgp_sample.py
""" Used to generate a sample from an MFGP sample. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=too-many-locals # pylint: disable=no-name-in-module # pylint: disable=superfluous-parens import numpy as np from scipy.interpolate import RectBivariateSpline # Local imports from gp.kernel import SEKernel import mf_func import mf_gp from utils.ancillary_utils import plot_2d_function num_per_dim = 50 spline_degree = 3 def gen_mfgp_sample_as_mfof(mfgp, fidel_cost_func, random_seed): """ Generates an mfgp sample as a mfof. """ if mfgp.fidel_dim != 1 or mfgp.domain_dim != 1: raise NotImplementedError('Only implemented 1 dimensional fidel/domain so far!') # Get/set the random state. st0 = np.random.get_state() np.random.seed(random_seed) # Set some attributes up fidel_bounds = [[0, 1]] * mfgp.fidel_dim domain_bounds = [[0, 1]] * mfgp.domain_dim opt_fidel = np.array([1]) # This part of the code relies on dim_z = dim_x = 1 # Create a grid for interpolation dim_grid = np.linspace(0, 1, num_per_dim) ZZ, XX = np.meshgrid(dim_grid, dim_grid) grid_pts = np.concatenate((ZZ.reshape(-1, 1), XX.reshape(-1, 1)), axis=1) grid_samples = mfgp.draw_samples(1, grid_pts).ravel() grid_samples_as_grid = grid_samples.reshape((num_per_dim, num_per_dim)) rbs = RectBivariateSpline(dim_grid, dim_grid, grid_samples_as_grid, kx=spline_degree, ky=spline_degree) g = lambda z, x: rbs.ev(x, z) # compute optimum point opt_search_grid_size = 1000 opt_search_dom_grid = np.linspace(0, 1, opt_search_grid_size).reshape(-1, 1) opt_search_fidel_m = np.repeat(opt_fidel.reshape(-1, 1), opt_search_grid_size, axis=0) opt_fidel_grid_vals = g(opt_search_fidel_m, opt_search_dom_grid) opt_idx = opt_fidel_grid_vals.argmax() opt_pt = np.array(opt_search_dom_grid[opt_idx]) opt_val = opt_fidel_grid_vals[opt_idx] mfof = mf_func.MFOptFunction(g, fidel_cost_func, fidel_bounds, domain_bounds, opt_fidel, vectorised=True, opt_pt=opt_pt, opt_val=opt_val) mfof.mfgp = mfgp # before returning restate the np random state np.random.set_state(st0) return mfof def gen_mfgp_sample_as_noisy_mfof(mfgp, fidel_cost_func, random_seed, noise_var): """ Generates an mfgp sample as a noisy mfof. """ mfof = gen_mfgp_sample_as_mfof(mfgp, fidel_cost_func, random_seed) return mf_func.get_noisy_mfof_from_mfof(mfof, noise_var) def gen_simple_mfgp_as_mfof(fidel_bw=0.8, random_seed=512): """ Gets a simple mfgp wrapped into an mfof. """ # Create a GP kernel_scale = 2 fidel_kernel = SEKernel(1, 1, [fidel_bw]) domain_kernel = SEKernel(1, 1, [0.08]) noise_var = 0.1 dummy_ZZ = np.zeros((0, 1)) dummy_XX = np.zeros((0, 1)) dummy_YY = np.zeros((0)) mean_func = lambda x: np.zeros((len(x))) mfgp = mf_gp.get_mfgp_from_fidel_domain(dummy_ZZ, dummy_XX, dummy_YY, kernel_scale, fidel_kernel, domain_kernel, mean_func, noise_var, build_posterior=True) # Get an mfof object fidel_cost_func = lambda z: 0.2 + 6 * z ** 2 return gen_mfgp_sample_as_mfof(mfgp, fidel_cost_func, random_seed) def visualise_mfof(mfof): """ Visualises the mfof object. """ plot_func = mfof.eval_multiple _, ax, plt = plot_2d_function(plot_func, np.array([mfof.fidel_bounds[0], mfof.domain_bounds[0]]), x_label='fidel', y_label='domain') ax.scatter(mfof.opt_fidel, mfof.opt_pt, mfof.opt_val, c='r', s=100) plt.show() def main(): """ Main function. """ print(np.random.random()) mfof = gen_simple_mfgp_as_mfof() visualise_mfof(mfof) print(np.random.random()) if __name__ == '__main__': main()
3,811
32.147826
89
py
MFTreeSearchCV
MFTreeSearchCV-master/mf/mf_gp_bandit.py
""" Implements Multi-fidelity GP Bandit Optimisaiton. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=super-on-old-class from argparse import Namespace from copy import deepcopy import time import numpy as np # Local imports from mf_func import MFOptFunction from mf_gp import all_mf_gp_args, MFGPFitter from mf_gpb_utils import acquisitions, fidelity_choosers from mf_gpb_utils import is_an_opt_fidel_query, latin_hc_sampling from utils.optimisers import direct_ft_maximise, random_maximise from utils.option_handler import get_option_specs, load_options from utils.reporters import get_reporter mf_gp_bandit_args = [ get_option_specs('capital_type', False, 'given', ('The type of capital to be used. If \'given\', it will use the cost specified. ' 'Could be one of given, cputime, or realtime')), get_option_specs('max_iters', False, 1e5, 'The maximum number of iterations, regardless of capital.'), get_option_specs('gamma_0', False, '1', ('The multiplier in front of the default threshold value for switching. Should be', 'a scalar or the string \'adapt\'.')), get_option_specs('acq', False, 'mf_gp_ucb', 'Which acquisition to use. Should be one of mf_gp_ucb, gp_ucb or gp_ei'), get_option_specs('acq_opt_criterion', False, 'rand', 'Which optimiser to use when maximising the acquisition function.'), get_option_specs('acq_opt_max_evals', False, -1, 'Number of evaluations when maximising acquisition. If negative uses default value.'), get_option_specs('gpb_init', False, 'random_lower_fidels', 'How to initialise. Should be either random_lower_fidels or random.'), get_option_specs('gpb_init_capital', False, -1.0, ('The amount of capital to be used for initialisation. If negative, will use', 'init_capital_frac fraction of the capital for optimisation.')), get_option_specs('gpb_init_capital_frac', False, 0.1, 'The percentage of the capital to use for initialisation.'), # The following are perhaps not so important. get_option_specs('shrink_kernel_with_time', False, 1, 'If True, shrinks the kernel with time so that we don\'t get stuck.'), get_option_specs('perturb_thresh', False, 1e-4, ('If the next point chosen is too close to an exisiting point by this times the ' 'diameter, then we will perturb the point a little bit before querying. This is ' 'mainly to avoid numerical stability issues.')), get_option_specs('build_new_gp_every', False, 20, 'Updates the GP via a suitable procedure every this many iterations.'), get_option_specs('report_results_every', False, 20, 'Report results every this many iterations.'), get_option_specs('monitor_progress_every', False, 9, ('Performs some simple sanity checks to make sure we are not stuck every this many', ' iterations.')), get_option_specs('monitor_domain_kernel_shrink', False, 0.9, ('If the optimum has not increased in a while, shrinks the kernel smoothness by this', ' much to increase variance.')), get_option_specs('monitor_mf_thresh_increase', False, 1.5, ('If we have not queried at the highest fidelity in a while, increases the leading', 'constant by this much')), get_option_specs('track_every_time_step', False, 0, ('If 1, it tracks every time step.')), # TODO: implement code for next_pt_std_thresh get_option_specs('next_pt_std_thresh', False, 0.005, ('If the std of the queried point queries below this times the kernel scale ', 'frequently we will reduce the bandwidth range')), ] # All of them including what is needed for fitting GP. all_mf_gp_bandit_args = all_mf_gp_args + mf_gp_bandit_args # The MFGPBandit Class # ======================================================================================== class MFGPBandit(object): """ MFGPBandit Class. """ # pylint: disable=attribute-defined-outside-init # Methods needed for construction ------------------------------------------------- def __init__(self, mf_opt_func, options=None, reporter=None): """ Constructor. """ self.reporter = get_reporter(reporter) if options is None: options = load_options(all_mf_gp_bandit_args, reporter=reporter) self.options = options # Set up mfgp and mfof attributes self.mfof = mf_opt_func # mfof refers to an MFOptFunction object. self.mfgp = None # Other set up self._set_up() def _set_up(self): """ Some additional set up routines. """ # Check for legal parameter values self._check_options_vals('capital_type', ['given', 'cputime', 'realtime']) self._check_options_vals('acq', ['mf_gp_ucb', 'gp_ucb', 'gp_ei', 'mf_gp_ucb_finite', 'mf_sko']) self._check_options_vals('acq_opt_criterion', ['rand', 'direct']) if isinstance(self.options.gpb_init, str): self._check_options_vals('gpb_init', ['random', 'random_lower_fidels']) # Set up some book keeping parameters self.available_capital = 0.0 self.time_step = 0 self.num_opt_fidel_queries = 0 # Copy some stuff over from mfof copyable_params = ['fidel_dim', 'domain_dim'] for param in copyable_params: setattr(self, param, getattr(self.mfof, param)) # Set up acquisition optimisation self._set_up_acq_opt() # set up variables for monitoring self.monit_kernel_shrink_factor = 1 self.monit_thresh_coeff = 1 # Set initial history self.history = Namespace(query_fidels=np.zeros((0, self.fidel_dim)), query_points=np.zeros((0, self.domain_dim)), query_vals=np.zeros(0), query_costs=np.zeros(0), curr_opt_vals=np.zeros(0), query_at_opt_fidel=np.zeros(0).astype(bool), ) @classmethod def _check_arg_vals(cls, arg_val, arg_name, allowed_vals): """ Checks if arg_val is in allowed_vals. """ if arg_val not in allowed_vals: err_str = '%s should be one of %s.'%(arg_name, ' '.join([str(x) for x in allowed_vals])) raise ValueError(err_str) def _check_options_vals(self, option_name, allowed_vals): """ Checks if the option option_name has taken a an allowed value. """ return self._check_arg_vals(getattr(self.options, option_name), option_name, allowed_vals) # Methods for setting up optimisation of acquisition ---------------------------------- def _set_up_acq_opt(self): """ Sets up acquisition optimisation. """ # First set up function to get maximum evaluations. if isinstance(self.options.acq_opt_max_evals, int): if self.options.acq_opt_max_evals > 0: self.get_acq_opt_max_evals = lambda t: self.options.acq_opt_max_evals else: self.get_acq_opt_max_evals = None else: # In this case, the user likely passed a function here. self.get_acq_opt_max_evals = self.options.acq_opt_max_evals # Now based on the optimisation criterion, do additional set up if self.options.acq_opt_criterion == 'direct': self._set_up_acq_opt_direct() elif self.options.acq_opt_criterion == 'rand': self._set_up_acq_opt_rand() else: raise NotImplementedError('Not implemented acq opt for %s yet!'%( self.options.acq_opt_criterion)) def _set_up_acq_opt_direct(self): """ Sets up acquisition optimisation with direct. """ def _direct_wrap(*args): """ A wrapper so as to only return optimal value. """ _, opt_pt, _ = direct_ft_maximise(*args) return opt_pt direct_lower_bounds = [0] * self.domain_dim direct_upper_bounds = [1] * self.domain_dim self.acq_optimise = lambda obj, max_evals: _direct_wrap(obj, direct_lower_bounds, direct_upper_bounds, max_evals) # Set up function for obtaining number of function evaluations. if self.get_acq_opt_max_evals is None: lead_const = 15 * min(5, self.domain_dim)**2 self.get_acq_opt_max_evals = lambda t: lead_const * np.sqrt(min(t, 1000)) # Acquisition function should be evaluated via single evaluations. self.acq_query_type = 'single' def _set_up_acq_opt_rand(self): """ Sets up acquisition optimisation with direct. """ def _random_max_wrap(*args): """ A wrapper so as to only return optimal value. """ _, opt_pt = random_maximise(*args) return opt_pt rand_bounds = np.array([[0, 1]] * self.domain_dim) self.acq_optimise = lambda obj, max_evals: _random_max_wrap(obj, rand_bounds, max_evals) if self.get_acq_opt_max_evals is None: lead_const = 7 * min(5, self.domain_dim)**2 self.get_acq_opt_max_evals = lambda t: np.clip( lead_const * np.sqrt(min(t, 1000)), 1000, 2e4) # Acquisition function should be evaluated via multiple evaluations self.acq_query_type = 'multiple' # Book keeping methods ------------------------------------------------------------ def _update_history(self, pts_fidel, pts_domain, pts_val, pts_cost, at_opt_fidel): """ Adds a query point to the history and discounts the capital etc. """ pts_fidel = pts_fidel.reshape(-1, self.fidel_dim) pts_domain = pts_domain.reshape(-1, self.domain_dim) pts_val = pts_val if hasattr(pts_val, '__len__') else [pts_val] pts_cost = pts_cost if hasattr(pts_cost, '__len__') else [pts_cost] # Append to history self.history.query_fidels = np.append(self.history.query_fidels, pts_fidel, axis=0) self.history.query_points = np.append(self.history.query_points, pts_domain, axis=0) self.history.query_vals = np.append(self.history.query_vals, pts_val, axis=0) self.history.query_costs = np.append(self.history.query_costs, pts_cost, axis=0) self.history.curr_opt_vals = np.append(self.history.curr_opt_vals, self.gpb_opt_val) self.history.query_at_opt_fidel = np.append(self.history.query_at_opt_fidel, at_opt_fidel) def _get_min_distance_to_opt_fidel(self): """ Computes the minimum distance to the optimal fidelity. """ dists_to_of = np.linalg.norm(self.history.query_fidels - self.mfof.opt_fidel, axis=1) return dists_to_of.min() def _report_current_results(self): """ Writes the current results to the reporter. """ cost_frac = self.spent_capital / self.available_capital report_str = ' '.join(['%s-%03d::'%(self.options.acq, self.time_step), 'cost: %0.3f,'%(cost_frac), '#hf_queries: %03d,'%(self.num_opt_fidel_queries), 'optval: %0.4f'%(self.gpb_opt_val) ]) if self.num_opt_fidel_queries == 0: report_str = report_str + '. min-to-of: %0.4f'%( self._get_min_distance_to_opt_fidel()) self.reporter.writeln(report_str) # Methods for managing the GP ----------------------------------------------------- def _build_new_gp(self): """ Builds the GP with the data in history and stores in self.mfgp. """ if hasattr(self.mfof, 'init_mfgp') and self.mfof.init_mfgp is not None: self.mfgp = deepcopy(self.mfof.init_mfgp) self.mfgp.add_mf_data(self.history.query_fidels, self.history.query_points, self.history.query_vals) mfgp_prefix_str = 'Using given gp: ' else: # Set domain bandwidth bounds if self.options.shrink_kernel_with_time: bw_ub = max(0.2, 2/(1+self.time_step)**0.25) domain_bw_log_bounds = [[0.05, bw_ub]] * self.domain_dim self.options.domain_bandwidth_log_bounds = np.array(domain_bw_log_bounds) else: self.options.domain_bandwidth_log_bounds = np.array([[0, 4]] * self.domain_dim) # Set fidelity bandwidth bounds self.options.fidel_bandwidth_log_bounds = np.array([[0, 4]] * self.fidel_dim) # Call the gp fitter mfgp_fitter = MFGPFitter(self.history.query_fidels, self.history.query_points, self.history.query_vals, options=self.options, reporter=self.reporter) self.mfgp, _ = mfgp_fitter.fit_gp() mfgp_prefix_str = 'Fitting GP (t=%d): '%(self.time_step) # increase bandwidths mfgp_str = ' -- %s%s.'%(mfgp_prefix_str, str(self.mfgp)) self.reporter.writeln(mfgp_str) def _add_data_to_mfgp(self, fidel_pt, domain_pt, val_pt): """ Adds data to self.mfgp. """ self.mfgp.add_mf_data(fidel_pt.reshape((-1, self.fidel_dim)), domain_pt.reshape((-1, self.domain_dim)), np.array(val_pt).ravel()) # Methods needed for initialisation ----------------------------------------------- def perform_initial_queries(self): """ Performs an initial set of queries to initialise optimisation. """ if not isinstance(self.options.gpb_init, str): raise NotImplementedError('Not implemented taking given initialisation yet.') # First determine the initial budget. gpb_init_capital = (self.options.gpb_init_capital if self.options.gpb_init_capital > 0 else self.options.gpb_init_capital_frac * self.available_capital) if self.options.acq in ['gp_ucb', 'gp_ei']: num_sf_init_pts = np.ceil(float(gpb_init_capital)/self.mfof.opt_fidel_cost) fidel_init_pts = np.repeat(self.mfof.opt_fidel.reshape(1, -1), num_sf_init_pts, axis=0) elif self.options.acq in ['mf_gp_ucb', 'mf_gp_ucb_finite', 'mf_sko']: fidel_init_pts = self._mf_method_random_initial_fidels_random(gpb_init_capital) num_init_pts = len(fidel_init_pts) domain_init_pts = latin_hc_sampling(self.domain_dim, num_init_pts) for i in range(num_init_pts): self.query(fidel_init_pts[i], domain_init_pts[i]) if self.spent_capital >= gpb_init_capital: break self.reporter.writeln('Initialised %s with %d queries, %d at opt_fidel.'%( self.options.acq, len(self.history.query_vals), self.num_opt_fidel_queries)) def _mf_method_random_initial_fidels_interweaved(self): """Gets initial fidelities for a multi-fidelity method. """ rand_fidels = self.mfof.get_candidate_fidelities() np.random.shuffle(rand_fidels) num_rand_fidels = len(rand_fidels) opt_fidels = np.repeat(self.mfof.opt_fidel.reshape(1, -1), num_rand_fidels, axis=0) fidel_init_pts = np.empty((2*num_rand_fidels, self.fidel_dim), dtype=np.float64) fidel_init_pts[0::2] = rand_fidels fidel_init_pts[1::2] = opt_fidels return fidel_init_pts def _mf_method_random_initial_fidels_random(self, gpb_init_capital): """Gets initial fidelities for a multi-fidelity method. """ cand_fidels = self.mfof.get_candidate_fidelities() cand_costs = self.mfof.cost(cand_fidels) not_too_expensive_fidel_idxs = cand_costs <= (gpb_init_capital / 3.0) fidel_init_pts = cand_fidels[not_too_expensive_fidel_idxs, :] np.random.shuffle(fidel_init_pts) return np.array(fidel_init_pts) def initialise_capital(self): """ Initialises capital. """ self.spent_capital = 0.0 if self.options.capital_type == 'cputime': self.cpu_time_stamp = time.clock() elif self.options.capital_type == 'realtime': self.real_time_stamp = time.time() def optimise_initialise(self): """ Initialisation for optimisation. """ self.gpb_opt_pt = None self.gpb_opt_val = -np.inf self.initialise_capital() # Initialise costs self.perform_initial_queries() # perform initial queries self._build_new_gp() # Methods needed for monitoring ------------------------------------------------- def _monitor_progress(self): """ Monitors progress. """ # self._monitor_opt_val() self._monitor_opt_fidel_queries() def _monitor_opt_val(self): """ Monitors progress of the optimum value. """ # Is the optimum increasing over time. if (self.history.curr_opt_vals[-self.options.monitor_progress_every] * 1.01 > self.gpb_opt_val): recent_queries = self.history.query_points[-self.options.monitor_progress_every:, :] recent_queries_mean = recent_queries.mean(axis=0) dispersion = np.linalg.norm(recent_queries - recent_queries_mean, ord=2, axis=1) dispersion = dispersion.mean() / np.sqrt(self.domain_dim) lower_dispersion = 0.05 upper_dispersion = 0.125 if dispersion < lower_dispersion: self.monit_kernel_shrink_factor *= self.options.monitor_domain_kernel_shrink elif dispersion > upper_dispersion: self.monit_kernel_shrink_factor /= self.options.monitor_domain_kernel_shrink if not lower_dispersion < dispersion < upper_dispersion: self.mfgp.domain_kernel.change_smoothness(self.monit_kernel_shrink_factor) self.mfgp.build_posterior() self.reporter.writeln('%s--monitor: Kernel shrink set to %0.4f.'%(' '*10, self.monit_kernel_shrink_factor)) def _monitor_opt_fidel_queries(self): """ Monitors if we querying at higher fidelities too much or too little. """ # Are we querying at higher fidelities too much or too little. if self.options.acq in ['mf_gp_ucb', 'mf_gp_ucb_finite']: of_start_query = max(0, (len(self.history.query_vals) - 2*self.options.monitor_progress_every)) of_recent_query_idxs = range(of_start_query, len(self.history.query_vals)) recent_query_at_opt_fidel = self.history.query_at_opt_fidel[of_recent_query_idxs] recent_query_at_opt_fidel_mean = recent_query_at_opt_fidel.mean() if not 0.25 <= recent_query_at_opt_fidel_mean <= 0.75: if recent_query_at_opt_fidel_mean < 0.25: self.monit_thresh_coeff *= self.options.monitor_mf_thresh_increase else: self.monit_thresh_coeff /= self.options.monitor_mf_thresh_increase self.reporter.writeln(('%s-- monitor: Changing thresh_coeff to %0.3f, ' + 'recent-query-frac: %0.3f.')%( ' '*10, self.monit_thresh_coeff, recent_query_at_opt_fidel_mean)) # Methods needed for optimisation ------------------------------------------------- def _terminate_now(self): """ Returns true if we should terminate now. """ if self.time_step >= self.options.max_iters: return True return self.spent_capital >= self.available_capital def add_capital(self, capital): """ Adds capital. """ self.available_capital += capital def _determine_next_query_point(self): """ Obtains the next query point according to the acquisition. """ # Construction of acquisition function ------ if self.options.acq in ['mf_gp_ucb', 'gp_ucb', 'mf_gp_ucb_finite']: def _acq_max_obj(x): """ A wrapper for the mf_gp_ucb acquisition. """ ucb, _ = acquisitions.mf_gp_ucb(self.acq_query_type, x, self.mfgp, self.mfof.opt_fidel, self.time_step) return ucb elif self.options.acq in ['gp_ei', 'mf_sko']: def _acq_max_obj(x): """ A wrapper for the gp_ei acquisition. """ return acquisitions.gp_ei(self.acq_query_type, x, self.mfgp, self.mfof.opt_fidel, self.gpb_opt_val) else: raise NotImplementedError('Only implemented %s yet!.'%(self.options.acq)) # Maximise ----- next_pt = self.acq_optimise(_acq_max_obj, self.get_acq_opt_max_evals(self.time_step)) # Store results ----- acq_params = Namespace() if self.options.acq in ['mf_gp_ucb', 'gp_ucb', 'mf_gp_ucb_finite']: max_acq_val, beta_th = acquisitions.mf_gp_ucb_single(next_pt, self.mfgp, self.mfof.opt_fidel, self.time_step) acq_params.beta_th = beta_th acq_params.thresh_coeff = self.monit_thresh_coeff else: max_acq_val = acquisitions.gp_ei_single(next_pt, self.mfgp, self.mfof.opt_fidel, self.gpb_opt_val) acq_params.max_acq_val = max_acq_val return next_pt, acq_params def _determine_next_fidel(self, next_pt, acq_params): """ Determines the next fidelity. """ if self.options.acq in ['mf_gp_ucb', 'mf_gp_ucb_finite']: next_fidel = fidelity_choosers.mf_gp_ucb(next_pt, self.mfgp, self.mfof, acq_params) elif self.options.acq in ['mf_sko']: next_fidel = fidelity_choosers.mf_sko(self.mfof, next_pt, self.mfgp, acq_params) elif self.options.acq in ['gp_ucb', 'gp_ei']: next_fidel = deepcopy(self.mfof.opt_fidel) return next_fidel @classmethod def _process_next_fidel_and_pt(cls, next_fidel, next_pt): """ Processes next point and fidel. Will do certiain things such as perturb it if its too close to an existing point. """ return next_fidel, next_pt def _update_capital(self, fidel_pt): """ Updates the capital according to the cost of the current query. """ if self.options.capital_type == 'given': pt_cost = self.mfof.cost_single(fidel_pt) elif self.options.capital_type == 'cputime': new_cpu_time_stamp = time.clock() pt_cost = new_cpu_time_stamp - self.cpu_time_stamp self.cpu_time_stamp = new_cpu_time_stamp elif self.options.capital_type == 'realtime': new_real_time_stamp = time.time() pt_cost = new_real_time_stamp - self.real_time_stamp self.real_time_stamp = new_real_time_stamp self.spent_capital += pt_cost return pt_cost # The actual querying happens here def query(self, fidel_pt, domain_pt): """ The querying happens here. It also calls functions to update history and the maximum value/ points. But it does *not* update the GP. """ val_pt = self.mfof.eval_single(fidel_pt, domain_pt) cost_pt = self._update_capital(fidel_pt) # Update the optimum point if (np.linalg.norm(fidel_pt - self.mfof.opt_fidel) < 1e-5 and val_pt > self.gpb_opt_val): self.gpb_opt_val = val_pt self.gpb_opt_pt = domain_pt # Add to history at_opt_fidel = is_an_opt_fidel_query(fidel_pt, self.mfof.opt_fidel) self._update_history(fidel_pt, domain_pt, val_pt, cost_pt, at_opt_fidel) if at_opt_fidel: self.num_opt_fidel_queries += 1 return val_pt, cost_pt def _time_keeping(self, reset=0): """ Used to keep time by _track_time_step. """ curr_keep_time = time.time() curr_keep_clock = time.clock() if reset: self.last_keep_time = curr_keep_time self.last_keep_clock = curr_keep_clock else: time_diff = curr_keep_time - self.last_keep_time clock_diff = curr_keep_clock - self.last_keep_clock self.last_keep_time = curr_keep_time self.last_keep_clock = curr_keep_clock return round(time_diff, 3), round(clock_diff, 3) def _track_time_step(self, msg=''): """ Used to track time step. """ if not self.options.track_every_time_step: return if not msg: self._time_keeping(0) self.reporter.writeln('') else: self.reporter.write('%s: t%s, '%(msg, self._time_keeping())) # Main optimisation function ------------------------------------------------------ def optimise(self, max_capital): """ This executes the sequential optimisation routine. """ # Preliminaries self.add_capital(max_capital) self.optimise_initialise() # Main loop -------------------------- while not self._terminate_now(): self.time_step += 1 # increment time if self.time_step % self.options.build_new_gp_every == 0: # Build GP if needed self._build_new_gp() if self.time_step % self.options.monitor_progress_every == 0: self._monitor_progress() # Determine next query self._track_time_step() next_pt, acq_params = self._determine_next_query_point() self._track_time_step('#%d, next point'%(self.time_step)) next_fidel = self._determine_next_fidel(next_pt, acq_params) next_fidel, next_pt = self._process_next_fidel_and_pt(next_fidel, next_pt) self._track_time_step('next fidel') next_val, _ = self.query(next_fidel, next_pt) self._track_time_step('querying') # update the gp self._add_data_to_mfgp(next_fidel, next_pt, next_val) self._track_time_step('gp-update') if self.time_step % self.options.report_results_every == 0: # report results self._report_current_results() return self.gpb_opt_pt, self.gpb_opt_val, self.history # MFGPBandit Class ends here ======================================================== # APIs for MF GP Bandit optimisation ----------------------------------------------------- # Optimisation from a mf_Func.MFOptFunction object def mfgpb_from_mfoptfunc(mf_opt_func, max_capital, acq=None, options=None, reporter='default'): """ MF GP Bandit optimisation with an mf_func.MFOptFunction object. """ # if not isinstance(mf_opt_func, MFOptFunction): # raise ValueError('mf_opt_func should be a mf_func.MFOptFunction instance.') if acq is not None: if options is None: reporter = get_reporter(reporter) options = load_options(all_mf_gp_bandit_args, reporter=reporter) options.acq = acq return (MFGPBandit(mf_opt_func, options, reporter)).optimise(max_capital) # Main API def mfgpb(mf_func, fidel_cost_func, fidel_bounds, domain_bounds, opt_fidel, max_capital, acq=None, options=None, reporter=None, vectorised=True, true_opt_pt=None, true_opt_val=None): # pylint: disable=too-many-arguments """ This function executes GP Bandit (Bayesian Optimisation) Input Arguments: - mf_func: The multi-fidelity function to be optimised. - fidel_cost_func: The function which describes the cost for each fidelity. - fidel_bounds, domain_bounds: The bounds for the fidelity space and domain. - opt_fidel: The point in the fidelity space at which to optimise mf_func. - max_capital: The maximum capital for optimisation. - options: A namespace which gives other options. - reporter: A reporter object to write outputs. - vectorised: If true, it means mf_func and fidel_cost_func take matrix inputs. If false, they take only single point inputs. - true_opt_pt, true_opt_val: The true optimum point and value (if known). Mostly for experimenting with synthetic problems. Returns: (gpb_opt_pt, gpb_opt_val, history) - gpb_opt_pt, gpb_opt_val: The optimum point and value. - history: A namespace which contains a history of all the previous queries. """ mf_opt_func = MFOptFunction(mf_func, fidel_cost_func, fidel_bounds, domain_bounds, opt_fidel, vectorised, true_opt_pt, true_opt_val) return mfgpb_from_mfoptfunc(mf_opt_func, max_capital, acq, options, reporter)
26,868
46.894831
90
py
MFTreeSearchCV
MFTreeSearchCV-master/mf/unittest_mf_gp.py
""" Unit tests for mf_gp.py -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=superfluous-parens # pylint: disable=maybe-no-member # pylint: disable=abstract-class-not-used from argparse import Namespace from copy import deepcopy import numpy as np # Local from gp import kernel from gp.unittest_gp_instances import fit_gp_with_dataset import mf_gp from utils.base_test_class import BaseTestClass, execute_tests from utils.general_utils import compute_average_sq_prediction_error from utils.option_handler import load_options # Functions to create data --------------------------------------------------------------- def _get_mf_gp_options(tune_noise): """ Gets the options for the dataset. """ options = load_options(mf_gp.all_mf_gp_args) options.noise_var_type = 'tune' if tune_noise else options.noise_var_type return options def gen_data_from_func(fzx, N, dim_z, dim_x): """ Generates data from the function. """ Z = np.random.random((N, dim_z)) X = np.random.random((N, dim_x)) Y = fzx(Z, X) return Z, X, Y def _gen_datasets_from_func(fzx, N, dim_z, dim_x): """ Generates train and test datasets from the function. """ Z_tr, X_tr, Y_tr = gen_data_from_func(fzx, N, dim_z, dim_x) ZX_tr = np.concatenate((Z_tr, X_tr), axis=1) Z_te, X_te, Y_te = gen_data_from_func(fzx, 2 * N, dim_z, dim_x) ZX_te = np.concatenate((Z_te, X_te), axis=1) return Z_tr, X_tr, Y_tr, ZX_tr, Z_te, X_te, Y_te, ZX_te def gen_mf_gp_test_data(): """ Generates test data. """ # pylint: disable=too-many-locals # dataset 1 fzx = lambda z, x: (x**2).sum(axis=1) + (z**2).sum(axis=1) dim_z = 2 dim_x = 3 N = 20 Z_tr, X_tr, Y_tr, ZX_tr, Z_te, X_te, Y_te, ZX_te = _gen_datasets_from_func( fzx, N, dim_z, dim_x) fidel_kernel = kernel.SEKernel(dim=dim_z, scale=1, dim_bandwidths=0.5) domain_kernel = kernel.SEKernel(dim=dim_x, scale=1, dim_bandwidths=0.5) kernel_scale = 2 tune_noise = True dataset_1 = Namespace(Z_tr=Z_tr, X_tr=X_tr, Y_tr=Y_tr, ZX_tr=ZX_tr, Z_te=Z_te, X_te=X_te, Y_te=Y_te, ZX_te=ZX_te, fidel_kernel=fidel_kernel, domain_kernel=domain_kernel, kernel_scale=kernel_scale, tune_noise=tune_noise) # dataset 2 fx = lambda x: -70 * (x + 0.01) * (x - 0.31) * (x + 0.51) * (x - 0.71) * (x - 0.98) fzx = lambda z, x: (np.exp((z - 0.8)**2) * fx(x)).sum(axis=1) N = 100 Z_tr, X_tr, Y_tr, ZX_tr, Z_te, X_te, Y_te, ZX_te = _gen_datasets_from_func(fzx, N, 1, 1) fidel_kernel = kernel.SEKernel(dim=1, scale=1, dim_bandwidths=1.0) domain_kernel = kernel.SEKernel(dim=1, scale=1, dim_bandwidths=0.25) kernel_scale = 2 tune_noise = True dataset_2 = Namespace(Z_tr=Z_tr, X_tr=X_tr, Y_tr=Y_tr, ZX_tr=ZX_tr, Z_te=Z_te, X_te=X_te, Y_te=Y_te, ZX_te=ZX_te, fidel_kernel=fidel_kernel, domain_kernel=domain_kernel, kernel_scale=kernel_scale, tune_noise=tune_noise) # return all datasets return [dataset_1, dataset_2] def get_init_and_post_gp(fidel_dim, domain_dim, num_data, kernel_scale, dim_bw_power=0.5): """ Generates a GP and data, constructs posterior and returns everything. """ # pylint: disable=too-many-locals kernel_bw_scaling = float(fidel_dim + domain_dim) ** dim_bw_power fidel_kernel = kernel.SEKernel(fidel_dim, 1, (1 + np.random.random(fidel_dim)) * kernel_bw_scaling) domain_kernel = kernel.SEKernel(domain_dim, 1, (0.1 + 0.2*np.random.random(domain_dim)) * kernel_bw_scaling) mean_func_const_val = (2 + np.random.random()) * (1 + np.random.random()) mean_func = lambda x: np.array([mean_func_const_val] * len(x)) noise_var = 0.05 * np.random.random() Z_init = np.zeros((0, fidel_dim)) X_init = np.zeros((0, domain_dim)) Y_init = np.zeros((0)) init_gp = mf_gp.get_mfgp_from_fidel_domain(Z_init, X_init, Y_init, kernel_scale, fidel_kernel, domain_kernel, mean_func, noise_var) # Now construct the data post_gp = deepcopy(init_gp) Z_data = np.random.random((num_data, fidel_dim)) X_data = np.random.random((num_data, domain_dim)) Y_wo_noise = post_gp.draw_mf_samples(1, Z_data, X_data).ravel() Y_data = Y_wo_noise + np.random.normal(0, np.sqrt(noise_var), Y_wo_noise.shape) post_gp.add_mf_data(Z_data, X_data, Y_data) # Put everything in a namespace ret = Namespace(init_gp=init_gp, post_gp=post_gp, Z_data=Z_data, X_data=X_data, Y_data=Y_data, fidel_kernel=fidel_kernel, domain_kernel=domain_kernel, mean_func=mean_func, noise_var=noise_var, kernel_scale=kernel_scale, fidel_dim=fidel_dim, domain_dim=domain_dim, num_data=num_data) return ret def gen_mf_gp_instances(): """ Generates some MF GP instances. """ # pylint: disable=star-args # The following list of lists maintains each problem instance in the following # order. (fidel_dim, domain_dim, num_data, kernel_scale) data = [[1, 1, 5, 1], [2, 4, 15, 2], [5, 10, 100, 2], [3, 20, 200, 4]] return [get_init_and_post_gp(*d) for d in data] # Functions to build GPs ----------------------------------------------------------------- def build_mfgp_with_dataset(dataset): """ Builds a MF GP by using some reasonable values for the parameters. """ mean_func = lambda x: np.array([np.median(dataset.Y_tr)] * len(x)) noise_var = (dataset.Y_tr.std()**2)/20 return mf_gp.get_mfgp_from_fidel_domain(dataset.Z_tr, dataset.X_tr, dataset.Y_tr, dataset.kernel_scale, dataset.fidel_kernel, dataset.domain_kernel, mean_func, noise_var) def fit_simple_gp_with_dataset(dataset): """ Builds a simple GP with the dataset. """ return fit_gp_with_dataset([dataset.ZX_tr, dataset.Y_tr]) def fit_mfgp_with_dataset(dataset): """ Fits a GP with the dataset. """ options = _get_mf_gp_options(dataset.tune_noise) options.mean_func_type = 'median' fitted_gp, _ = (mf_gp.MFGPFitter(dataset.Z_tr, dataset.X_tr, dataset.Y_tr, options=options)).fit_gp() return fitted_gp # Test cases ----------------------------------------------------------------------------- class MFGPTestCase(BaseTestClass): """ Unit tests for the MF GP. """ # pylint: disable=too-many-locals def setUp(self): """ Set up for the tests. """ self.datasets = gen_mf_gp_test_data() def test_eval_at_fidel(self): """ Tests eval at fidel. """ self.report('MFGP.eval_at_fidel vs GP.eval.') ds = self.datasets[0] curr_gp = build_mfgp_with_dataset(ds) curr_pred, curr_std = curr_gp.eval_at_fidel(ds.Z_te, ds.X_te, uncert_form='std') alt_pred, alt_std = curr_gp.eval(np.concatenate((ds.Z_te, ds.X_te), axis=1), uncert_form='std') assert np.linalg.norm(curr_pred - alt_pred) < 1e-5 assert np.linalg.norm(curr_std - alt_std) < 1e-5 def test_eval(self): """ Tests the evaluation. """ self.report('MFGP.eval_at_fidel: Probabilistic test, might fail sometimes.') num_successes = 0 for ds in self.datasets: curr_gp = build_mfgp_with_dataset(ds) curr_pred, _ = curr_gp.eval_at_fidel(ds.Z_te, ds.X_te) curr_err = compute_average_sq_prediction_error(ds.Y_te, curr_pred) const_err = compute_average_sq_prediction_error(ds.Y_te, ds.Y_tr.mean()) success = curr_err < const_err self.report(('(N,DZ,DX)=' + str(ds.Z_tr.shape + (ds.X_tr.shape[1],)) + ':: MFGP-err= ' + str(curr_err) + ', Const-err= ' + str(const_err) + ', success=' + str(success)), 'test_result') num_successes += int(success) assert num_successes > 0.6 *len(self.datasets) def test_compute_log_marginal_likelihood(self): """ Tests compute_log_marginal_likelihood. Does not test for accurate implementation. Only tests if the function runs without runtime errors. """ self.report('MFGP.compute_log_marginal_likelihood: ** Runtime test errors only **') for ds in self.datasets: curr_gp = build_mfgp_with_dataset(ds) lml = curr_gp.compute_log_marginal_likelihood() self.report(('(N,DZ,DX)=' + str(ds.Z_tr.shape + (ds.X_tr.shape[1],)) + ':: MFGP-lml= ' + str(lml)), 'test_result') class MFGPFitterTestCase(BaseTestClass): """ Unit tests for the MFGPFitter class. """ # pylint: disable=too-many-locals def setUp(self): """ Set up for the tests. """ self.datasets = gen_mf_gp_test_data() def test_set_up(self): """ Tests if everything has been set up properly. """ for ds in self.datasets: options = _get_mf_gp_options(ds.tune_noise) fitter = mf_gp.MFGPFitter(ds.Z_tr, ds.X_tr, ds.Y_tr, options) # The number of hyperparameters should be 1 for the kernel, the total dimensionality # of the fidelity space and domain plus one more if we are tuning options. num_hps = 1 + ds.Z_tr.shape[1] + ds.X_tr.shape[1] + ds.tune_noise constructed_hp_bounds = ([fitter.scale_log_bounds] + fitter.fidel_bandwidth_log_bounds + fitter.domain_bandwidth_log_bounds) if ds.tune_noise: constructed_hp_bounds = [fitter.noise_var_log_bounds] + constructed_hp_bounds constructed_hp_bounds = np.array(constructed_hp_bounds) assert fitter.hp_bounds.shape == (num_hps, 2) assert np.linalg.norm(constructed_hp_bounds - fitter.hp_bounds) < 1e-5 def test_marginal_likelihood(self): """ Test for marginal likelihood. """ self.report(('Marginal Likelihood for fitted MFGP. Probabilistic test, might fail.' + ' The domain bandwidth should be smaller than the fidelity bandwidth ' + 'for the second dataset.')) num_successes = 0 for ds in self.datasets: naive_gp = build_mfgp_with_dataset(ds) fitted_gp = fit_mfgp_with_dataset(ds) naive_lml = naive_gp.compute_log_marginal_likelihood() fitted_lml = fitted_gp.compute_log_marginal_likelihood() success = naive_lml <= fitted_lml self.report('(N,DZ,DX)= %s, naive-lml=%0.4f, fitted-lml=%0.4f, succ=%d'%( str(ds.Z_tr.shape + (ds.X_tr.shape[1],)), naive_lml, fitted_lml, success), 'test_result') self.report(' Naive GP :: %s'%(str(naive_gp)), 'test_result') self.report(' Fitted GP:: %s'%(str(fitted_gp)), 'test_result') num_successes += success assert num_successes > 0.6 * len(self.datasets) def test_eval(self): """ Test for prediction. """ self.report('Prediction for fitted Simple vs MF GPs. Probabilistic test, might fail.') num_successes = 0 for ds in self.datasets: simple_gp = fit_simple_gp_with_dataset(ds) simple_preds, _ = simple_gp.eval(ds.ZX_te) simple_err = compute_average_sq_prediction_error(ds.Y_te, simple_preds) fitted_gp = fit_mfgp_with_dataset(ds) fitted_preds, _ = fitted_gp.eval_at_fidel(ds.Z_te, ds.X_te) fitted_err = compute_average_sq_prediction_error(ds.Y_te, fitted_preds) success = abs(fitted_err - simple_err) < 1e-2 self.report('(N,DZ,DX)= %s, simple-err=%0.4f, mfgp-err=%0.4f, succ=%d'%( str(ds.Z_tr.shape + (ds.X_tr.shape[1],)), simple_err, fitted_err, success), 'test_result') num_successes += success assert num_successes > 0.6 * len(self.datasets) def test_draw_samples(self): """ Test for drawing samples. """ self.report('Test for drawing samples. Probabilistic test, might fail.') total_coverage = 0 num_test_pts = 100 num_samples = 5 # Draw 5 samples at each point - just for testing. mfgp_instances = gen_mf_gp_instances() for inst in mfgp_instances: Z_test = np.random.random((num_test_pts, inst.fidel_dim)) X_test = np.random.random((num_test_pts, inst.domain_dim)) F_test = inst.post_gp.draw_mf_samples(num_samples, Z_test, X_test) post_mean, post_std = inst.post_gp.eval_at_fidel(Z_test, X_test, uncert_form='std') conf_band_width = 1.96 ucb = post_mean + conf_band_width * post_std lcb = post_mean - conf_band_width * post_std below_ucb = F_test <= ucb above_lcb = F_test >= lcb coverage = (below_ucb * above_lcb).mean() total_coverage += coverage self.report(('(n, DZ, DX) = (%d, %d, %d)::: Coverage for 0.95 credible interval: ' + '%0.4f')%(inst.num_data, inst.fidel_dim, inst.domain_dim, coverage), 'test_result') avg_coverage = total_coverage / len(mfgp_instances) avg_coverage_is_good = avg_coverage > 0.9 self.report('Avg coverage (%0.3f) is larger than 0.9? %d'%(avg_coverage, avg_coverage_is_good), 'test_result') assert avg_coverage_is_good if __name__ == '__main__': execute_tests()
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MFTreeSearchCV
MFTreeSearchCV-master/mf/mfopt_experimenters.py
""" Harness for conducting experiments for MF Optimisation. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=relative-import # pylint: disable=abstract-class-not-used from argparse import Namespace from datetime import datetime import numpy as np import os # Local imports from mf_gp_bandit import mfgpb_from_mfoptfunc from mf_func import NoisyMFOptFunction from utils.experimenters import BasicExperimenter from utils.optimisers import direct_maximise_from_mfof from utils.reporters import get_reporter # scratch from scratch.get_finite_fidel_mfof import get_finite_mfof_from_mfof class MFOptExperimenter(BasicExperimenter): """ Base class for running experiments. """ # pylint: disable=attribute-defined-outside-init def __init__(self, experiment_name, mfof, max_capital, methods, num_experiments, save_dir, save_file_prefix='', method_options=None, method_reporter=None, *args, **kwargs): """ Constructor for MFOptExperiment. See BasicExperimenter for more args. mfof: A MFOptFunction Object. methods: are the methods we will use for MF optimisation. method_options: a dictionary which gives the options for each option. """ save_file_name = self._get_save_file_name(save_dir, experiment_name, save_file_prefix) super(MFOptExperimenter, self).__init__(experiment_name, num_experiments, save_file_name, *args, **kwargs) self.mfof = mfof self.max_capital = max_capital self.methods = methods self.num_methods = len(self.methods) self.method_options = (method_options if method_options else {key: None for key in method_options}) self.method_reporter = get_reporter(method_reporter) self.noisy_observations = isinstance(mfof, NoisyMFOptFunction) self._set_up_saving() # Set up for saving results. @classmethod def _get_save_file_name(cls, save_dir, experiment_name, save_file_prefix): """ Gets the save file name. """ save_file_prefix = save_file_prefix if save_file_prefix else experiment_name save_file_name = '%s-%s.mat'%(save_file_prefix, datetime.now().strftime('%m%d-%H%M%S')) save_file_name = os.path.join(save_dir, save_file_name) return save_file_name def _set_up_saving(self): """ Runs some routines to set up saving. """ # Store methods and the options in to_be_saved self.to_be_saved.methods = self.methods self.to_be_saved.method_options = self.method_options # Data about the problem self.to_be_saved.true_opt_val = (self.mfof.opt_val if self.mfof.opt_val is not None else -np.inf) self.to_be_saved.true_opt_pt = (self.mfof.opt_pt if self.mfof.opt_pt is not None else np.zeros((1))) self.to_be_saved.opt_fidel = self.mfof.opt_fidel self.to_be_saved.opt_fidel_unnormalised = self.mfof.opt_fidel_unnormalised self.to_be_saved.fidel_dim = self.mfof.fidel_dim self.to_be_saved.domain_dim = self.mfof.domain_dim self.fidel_dim = self.mfof.fidel_dim self.domain_dim = self.mfof.domain_dim # For the results self.data_to_be_extracted = ['query_fidels', 'query_points', 'query_vals', 'query_costs', 'curr_opt_vals', 'query_at_opt_fidel'] self.data_to_be_saved = self.data_to_be_extracted + ['true_curr_opt_vals'] for data_type in self.data_to_be_saved: setattr(self.to_be_saved, data_type, self._get_new_empty_results_array()) def _get_new_empty_results_array(self): """ Returns a new empty array to be used for storing results. """ return np.empty((self.num_methods, 0), dtype=np.object) def _get_new_iter_results_array(self): """ Returns a new empty array for saving results of the current iteration. """ return np.empty((self.num_methods, 1), dtype=np.object) def _print_method_header(self, method): """ Prints a header for the current method. """ experiment_header = '--Exp %d/%d. Method: %s with capital %0.4f'%( self.experiment_iter, self.num_experiments, method, self.max_capital) experiment_header = '\n' + experiment_header + '\n' + '-' * len(experiment_header) self.reporter.writeln(experiment_header) def _print_method_result(self, method, comp_opt_val, num_opt_fidel_evals): """ Prints the result for this method. """ result_str = 'Method: %s achieved max-val %0.5f in %d opt-fidel queries.'%(method, comp_opt_val, num_opt_fidel_evals) self.reporter.writeln(result_str) def run_experiment_iteration(self): """ Runs each method in self.methods once and stores the results to to_be_saved.""" # pylint: disable=too-many-branches curr_iter_results = Namespace() for data_type in self.data_to_be_saved: setattr(curr_iter_results, data_type, self._get_new_iter_results_array()) # We will go through each method in this loop ---------------------------------- for meth_iter in range(self.num_methods): method = self.methods[meth_iter] self._print_method_header(method) # Create arrays for storing. # Run the method. if method in ['mf_gp_ucb_finite', 'mf_sko']: curr_mfof = get_finite_mfof_from_mfof(self.mfof, self.method_options[method].finite_fidels, self.method_options[method].finite_fidels_is_normalised) else: curr_mfof = self.mfof if method in ['gp_ucb', 'gp_ei', 'mf_gp_ucb', 'mf_gp_ucb_finite', 'mf_sko']: _, _, opt_hist = mfgpb_from_mfoptfunc(curr_mfof, self.max_capital, acq=method, options=self.method_options[method], reporter=self.method_reporter) if method in ['gp_ucb', 'gp_ei']: # save some parameters for DiRect because I can't control each evaluation in the # fortran library direct_num_evals = len(opt_hist.query_fidels) direct_av_cost = opt_hist.query_costs.mean() elif method == 'direct': # As this is deterministic, just run it once. if self.experiment_iter == 1: _, _, opt_hist = direct_maximise_from_mfof(self.mfof, direct_num_evals) num_actual_direct_evals = len(opt_hist.curr_opt_vals) opt_hist.query_fidels = np.repeat(self.mfof.opt_fidel.reshape(1, -1), num_actual_direct_evals, axis=0) opt_hist.query_points = np.zeros((num_actual_direct_evals, self.mfof.fidel_dim)) opt_hist.query_vals = np.zeros((num_actual_direct_evals)) opt_hist.query_costs = direct_av_cost * np.ones((num_actual_direct_evals)) opt_hist.query_at_opt_fidel = np.ones((num_actual_direct_evals), dtype=bool) else: self.reporter.writeln('Not running %s this iteration as it is deterministic.'%( method)) opt_hist = Namespace() for data_type in self.data_to_be_extracted: data_pointer = getattr(self.to_be_saved, data_type) setattr(opt_hist, data_type, data_pointer[meth_iter, 0]) else: raise ValueError('Unknown method %s!'%(method)) # Save noiseless function values results if self.noisy_observations: num_evals = len(opt_hist.curr_opt_vals) curr_best = -np.inf opt_hist.true_curr_opt_vals = np.zeros((num_evals)) for i in range(num_evals): if opt_hist.query_at_opt_fidel[i]: curr_value = self.mfof.eval_single_noiseless(self.mfof.opt_fidel, opt_hist.query_points[i]) if curr_value > curr_best: curr_best = curr_value opt_hist.true_curr_opt_vals[i] = curr_best else: opt_hist.true_curr_opt_vals = opt_hist.curr_opt_vals # Save the results. for data_type in self.data_to_be_saved: data = getattr(opt_hist, data_type) data_pointer = getattr(curr_iter_results, data_type) data_pointer[meth_iter, 0] = data # Print out the results comp_opt_val = opt_hist.true_curr_opt_vals[-1] self._print_method_result(method, comp_opt_val, opt_hist.query_at_opt_fidel.sum()) # for meth_iter ends here ------------------------------------------------------- # Now save the results of this experiment in to_be_saved for data_type in self.data_to_be_saved: data = getattr(curr_iter_results, data_type) curr_data_to_be_saved = getattr(self.to_be_saved, data_type) updated_data_to_be_saved = np.append(curr_data_to_be_saved, data, axis=1) setattr(self.to_be_saved, data_type, updated_data_to_be_saved) def get_iteration_header(self): """ Header for iteration. """ noisy_str = ('Noiseless' if not self.noisy_observations else 'noisy (var=%0.4f)'%(self.mfof.noise_var)) opt_val_str = '?' if self.mfof.opt_val is None else '%0.4f'%(self.mfof.opt_val) ret = '%s(p=%d,d=%d), max=%s, max-capital %0.3f, %s'%(self.experiment_name, self.mfof.fidel_dim, self.mfof.domain_dim, opt_val_str, self.max_capital, noisy_str) return ret
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MFTreeSearchCV
MFTreeSearchCV-master/mf/demo_mfgp_gp_comp.py
""" A simple demo for mf gps. We will use the same data and see if the GPs learned are the same. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=superfluous-parens import numpy as np # Local from gp import gp_instances import mf_gp from utils.reporters import BasicReporter from utils.option_handler import load_options from utils.general_utils import compute_average_sq_prediction_error from unittest_mf_gp import gen_data_from_func def get_data(): """ Generates data for the demo. """ fzx = lambda z, x: (z**2).sum(axis=1) + (x**2).sum(axis=1) dim_z = 1 dim_x = 1 N = 100 Z_tr, X_tr, Y_tr = gen_data_from_func(fzx, N, dim_z, dim_x) ZX_tr = np.concatenate((Z_tr, X_tr), axis=1) Z_te, X_te, Y_te = gen_data_from_func(fzx, N, dim_z, dim_x) ZX_te = np.concatenate((Z_te, X_te), axis=1) return Z_tr, X_tr, Y_tr, ZX_tr, Z_te, X_te, Y_te, ZX_te def _print_str_results(reporter, descr, sgp_result, mfgp_result): """ Prints the result out. """ print_str = '%s:: S-GP: %s, MF-GP: %s'%(descr, sgp_result, mfgp_result) reporter.writeln(print_str) def _print_float_results(reporter, descr, sgp_result, mfgp_result): """ Prints float results. """ sgp_result = '%0.4f'%(sgp_result) mfgp_result = '%0.4f'%(mfgp_result) _print_str_results(reporter, descr, sgp_result, mfgp_result) def main(): """ Main function. """ # pylint: disable=too-many-locals # pylint: disable=maybe-no-member np.random.seed(0) reporter = BasicReporter() Z_tr, X_tr, Y_tr, ZX_tr, Z_te, X_te, Y_te, ZX_te = get_data() sgp_options = load_options(gp_instances.all_simple_gp_args, 'GP', reporter=reporter) mfgp_options = load_options(mf_gp.all_mf_gp_args, 'MFGP', reporter=reporter) mfgp_options.mean_func_type = 'median' # Fit the GPs. sgp_fitter = gp_instances.SimpleGPFitter(ZX_tr, Y_tr, sgp_options, reporter=reporter) sgp, opt_s = sgp_fitter.fit_gp() mfgp_fitter = mf_gp.MFGPFitter(Z_tr, X_tr, Y_tr, mfgp_options, reporter=reporter) mfgp, opt_mf = mfgp_fitter.fit_gp() opt_s = (np.array(opt_s).round(4)) opt_mf = (np.array(opt_mf).round(4)) s_bounds = sgp_fitter.hp_bounds.round(3) mf_bounds = mfgp_fitter.hp_bounds.round(3) # Print out some fitting statistics _print_str_results(reporter, 'Opt-pts', str(opt_s), str(opt_mf)) _print_str_results(reporter, 'Opt-bounds', str(s_bounds), str(mf_bounds)) # The marginal likelihoods sgp_lml = sgp.compute_log_marginal_likelihood() mfgp_lml = mfgp.compute_log_marginal_likelihood() _print_float_results(reporter, 'Log_Marg_Like', sgp_lml, mfgp_lml) # Train errors s_pred, _ = sgp.eval(ZX_tr) mf_pred, _ = mfgp.eval_at_fidel(Z_tr, X_tr) sgp_tr_err = compute_average_sq_prediction_error(Y_tr, s_pred) mfgp_tr_err = compute_average_sq_prediction_error(Y_tr, mf_pred) _print_float_results(reporter, 'Train Error', sgp_tr_err, mfgp_tr_err) # Test errors s_pred, _ = sgp.eval(ZX_te) mf_pred, _ = mfgp.eval_at_fidel(Z_te, X_te) sgp_te_err = compute_average_sq_prediction_error(Y_te, s_pred) mfgp_te_err = compute_average_sq_prediction_error(Y_te, mf_pred) _print_float_results(reporter, 'Test Error', sgp_te_err, mfgp_te_err) if __name__ == '__main__': main()
3,305
35.733333
87
py
MFTreeSearchCV
MFTreeSearchCV-master/mf/mf_func.py
""" A collection of functions for managing multi-fidelity functions. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=super-on-old-class import numpy as np # Local imports from utils.general_utils import map_to_cube, map_to_bounds class MFFunction(object): """ This just creates a wrapper to call the function by appropriately creating bounds and querying appropriately. """ def __init__(self, mf_func, fidel_cost_func, fidel_bounds, domain_bounds, vectorised=True): """ Constructor. mf_func: takes two arguments mf_func(z, x) where z is the fidelity and x is the point in the domain. fidel_cost_func: fidel_cost_func(z) gives the cost of evaluating at z. fidel_bounds, domain_bounds: are the bounds of the fidelity spaces, domains resp. vectorised: If True it means mf_func and fidel_cost_func can take multiple inputs and produce multiple outputs. If False, the functions can take only single inputs in 'column' form. """ self.mf_func = mf_func self.fidel_cost_func = fidel_cost_func self.fidel_bounds = np.array(fidel_bounds) self.domain_bounds = np.array(domain_bounds) self.fidel_dim = len(fidel_bounds) self.domain_dim = len(domain_bounds) self.vectorised = vectorised # Wrappers for evaluating the function ------------------------------------------------- def eval_at_fidel_single_point(self, Z, X): """ Evaluates X at the given Z at a single point. """ if not self.vectorised: return float(self.mf_func(Z, X)) else: Z = np.array(Z).reshape((1, self.fidel_dim)) X = np.array(X).reshape((1, self.domain_dim)) return float(self.mf_func(Z, X)) def eval_at_fidel_multiple_points(self, Z, X): """ Evaluates X at the given Z at multiple points. """ if self.vectorised: return self.mf_func(Z, X).ravel() else: ret = [] for i in range(len(Z)): ret.append(self.eval_at_fidel_single_point(Z[i, :], X[i, :])) return np.array(ret) # Wrappers for evaluating the cost function -------------------------------------------- def eval_fidel_cost_single_point(self, Z): """ Evaluates the cost function at a single point. """ if not self.vectorised: return float(self.fidel_cost_func(Z)) else: Z = np.array(Z).reshape((1, self.fidel_dim)) return float(self.fidel_cost_func(Z)) def eval_fidel_cost_multiple_points(self, Z): """ Evaluates the cost function at multiple points. """ if self.vectorised: return self.fidel_cost_func(Z).ravel() else: ret = [] for i in range(len(Z)): ret.append(self.eval_fidel_cost_single_point(Z[i, :])) return np.array(ret) # Wrappers for evaluating at normalised points ----------------------------------------- def eval_at_fidel_single_point_normalised(self, Z, X): """ Evaluates X at the given Z at a single point using normalised coordinates. """ Z, X = self.get_unnormalised_coords(Z, X) return self.eval_at_fidel_single_point(Z, X) def eval_at_fidel_multiple_points_normalised(self, Z, X): """ Evaluates X at the given Z at multiple points using normalised coordinates. """ Z, X = self.get_unnormalised_coords(Z, X) return self.eval_at_fidel_multiple_points(Z, X) def eval_fidel_cost_single_point_normalised(self, Z): """ Evaluates the cost function at a single point using normalised coordinates. """ Z, _ = self.get_unnormalised_coords(Z, None) return self.eval_fidel_cost_single_point(Z) def eval_fidel_cost_multiple_points_normalised(self, Z): """ Evaluates the cost function at multiple points using normalised coordinates. """ Z, _ = self.get_unnormalised_coords(Z, None) return self.eval_fidel_cost_multiple_points(Z) # Maps to normalised coordinates and vice versa ---------------------------------------- def get_normalised_coords(self, Z, X): """ Maps points in the original space to the cube. """ ret_Z = None if Z is None else map_to_cube(Z, self.fidel_bounds) ret_X = None if X is None else map_to_cube(X, self.domain_bounds) return ret_Z, ret_X def get_unnormalised_coords(self, Z, X): """ Maps points in the cube to the original space. """ ret_Z = None if Z is None else map_to_bounds(Z, self.fidel_bounds) ret_X = None if X is None else map_to_bounds(X, self.domain_bounds) return ret_Z, ret_X # MFFunction ends here =================================================================== class MFOptFunction(MFFunction): """ A class which we will use for MF Optimisation. """ def __init__(self, mf_func, fidel_cost_func, fidel_bounds, domain_bounds, opt_fidel_unnormalised, vectorised=True, opt_pt=None, opt_val=None): """ Constructor. mf_func: takes two arguments mf_func(z, x) where z is the fidelity and x is the point in the domain. fidel_cost_func: fidel_cost_func(z) gives the cost of evaluating at z. fidel_bounds, domain_bounds: are the bounds of the fidelity spaces, domains resp. opt_fidel: The point in the fidelity space at which we want to optimise. vectorised: If True it means mf_func and fidel_cost_func can take multiple inputs and produce multiple outputs. If False, the functions can take only single inputs in 'column' form. opt_pt, opt_val: The optimum point and value in the domain. """ super(MFOptFunction, self).__init__(mf_func, fidel_cost_func, fidel_bounds, domain_bounds, vectorised) self.opt_fidel_unnormalised = np.array(opt_fidel_unnormalised).ravel() self.opt_fidel, _ = self.get_normalised_coords(opt_fidel_unnormalised, None) if len(self.opt_fidel) != self.fidel_dim: raise ValueError('opt_fidel should be a %d-vector.'%(self.fidel_dim)) self.opt_fidel_cost = self.cost_single(self.opt_fidel) # Set the optimisation point. self.opt_pt = opt_pt self.opt_val = opt_val self.mfgp = None # we will need this later on. self.finite_fidels = None self.is_finite = False # Evaluation --------------------------------------------------------------------------- def eval_single(self, Z, X): """ Evaluate at a single point. """ return self.eval_at_fidel_single_point_normalised(Z, X) def eval_multiple(self, Z, X): """ Evaluate at multiple points. """ return self.eval_at_fidel_multiple_points_normalised(Z, X) def eval(self, Z, X): """ Executes either eval_single or eval_multiple. """ if len(Z.shape) == 1: return self.eval_single(Z, X) elif len(Z.shape) == 2: return self.eval_multiple(Z, X) else: raise ValueError('Z should be either a vector or matrix.') # Cost --------------------------------------------------------------------------------- def cost_single(self, Z): """ Evaluates cost at a single point. """ return self.eval_fidel_cost_single_point_normalised(Z) def cost_multiple(self, Z): """ Evaluates cost at multiple points. """ return self.eval_fidel_cost_multiple_points_normalised(Z) def cost(self, Z): """ Executes either cost_single or cost_multiple. """ if len(Z.shape) == 1: return self.cost_single(Z) elif len(Z.shape) == 2: return self.cost_multiple(Z) else: raise ValueError('Z should be either a vector or matrix.') # Other -------------------------------------------------------------------------------- def get_cost_ratio(self, Z1, Z2=None): """ Obtains the ration between the costs. """ if Z2 is None: cost_Z2 = self.opt_fidel_cost else: cost_Z2 = self.cost(Z2) return self.cost(Z1)/cost_Z2 def get_candidate_fidelities(self, filter_by_cost=True): """ Gets candidate fidelities. If filter_by_cost is True then it doesn't return those whose cost is larger than opt_cost_fidel. """ # Determine the candidates randomly if self.is_finite: return self.get_candidate_fidelities_finite() if self.fidel_dim == 1: candidates = np.linspace(0, 1, 200).reshape((-1, 1)) elif self.fidel_dim == 2: num_per_dim = 25 candidates = (np.indices((num_per_dim, num_per_dim)).reshape(2, -1).T + 0.5) / \ float(num_per_dim) elif self.fidel_dim == 3: num_per_dim = 10 cand_1 = (np.indices((num_per_dim, num_per_dim, num_per_dim)).reshape(3, -1).T + 0.5) / float(num_per_dim) cand_2 = np.random.random((1000, self.fidel_dim)) candidates = np.vstack((cand_1, cand_2)) else: candidates = np.random.random((4000, self.fidel_dim)) # To filter by cost? if filter_by_cost: fidel_costs = self.cost_multiple(candidates) filtered_idxs = fidel_costs < self.opt_fidel_cost candidates = candidates[filtered_idxs, :] # Finally add the highest fidelity. candidates = np.vstack((self.opt_fidel.reshape((1, self.fidel_dim)), candidates)) return candidates def set_finite_fidels(self, finite_fidels_raw, is_normalised): """ Sets the finite fidels. """ self.is_finite = True if is_normalised: self.finite_fidels = finite_fidels_raw else: self.finite_fidels_unnormalised = finite_fidels_raw self.finite_fidels, _ = self.get_normalised_coords(finite_fidels_raw, None) def get_candidate_fidelities_finite(self): """ Gets the finite candidate fidelities. """ candidates = np.repeat(self.finite_fidels, 100, axis=0) np.random.shuffle(candidates) candidates = candidates[1:500, :] candidates = np.vstack((self.opt_fidel.reshape((1, self.fidel_dim)), candidates)) return candidates # MFOptFunction ends here ================================================================ class NoisyMFOptFunction(MFOptFunction): """ Child class of MFOptFunction which also adds noise to the evaluations. """ def __init__(self, mf_func, fidel_cost_func, fidel_bounds, domain_bounds, opt_fidel_unnormalised, noise_var, noise_type='gauss', *args, **kwargs): """ Constructor. See MFOptFunction and MFFunction for args. """ super(NoisyMFOptFunction, self).__init__(mf_func, fidel_cost_func, fidel_bounds, domain_bounds, opt_fidel_unnormalised, *args, **kwargs) self.noise_var = noise_var self.noise_type = noise_type # Noise functions ---------------------------------------------------------------------- def noise_multiple(self, num_samples): """ Returns noise. """ if self.noise_type == 'gauss': return np.random.normal(scale=np.sqrt(self.noise_var), size=(num_samples)) else: raise NotImplementedError('Only implemented gauss noise so far. ') def noise_single(self): """ Single noise value. """ return float(self.noise_multiple(1)) # Override evaluation functions to add noise. ------------------------------------------ def eval_single_noiseless(self, Z, X): """ Evaluate at a single point. """ return super(NoisyMFOptFunction, self).eval_single(Z, X) def eval_multiple_noiseless(self, Z, X): """ Evaluate at multiple points. """ return super(NoisyMFOptFunction, self).eval_multiple(Z, X) def eval_single(self, Z, X): """ Evaluate at a single point. """ return self.eval_single_noiseless(Z, X) + self.noise_single() def eval_multiple(self, Z, X): """ Evaluate at multiple points. """ return self.eval_multiple_noiseless(Z, X) + self.noise_multiple(len(Z)) def get_noisy_mfof_from_mfof(mfof, noise_var, noise_type='gauss', additional_attrs=None): """ Returns a noisy mfof object from an mfof object. """ nmfof = NoisyMFOptFunction(mfof.mf_func, mfof.fidel_cost_func, mfof.fidel_bounds, mfof.domain_bounds, mfof.opt_fidel_unnormalised, noise_var, noise_type=noise_type, vectorised=mfof.vectorised, opt_pt=mfof.opt_pt, opt_val=mfof.opt_val, ) if additional_attrs is None: additional_attrs = ['init_mfgp', 'mfgp'] for attr in additional_attrs: if hasattr(mfof, attr): setattr(nmfof, attr, getattr(mfof, attr)) return nmfof # NOisyMFOptFunction ends here ===========================================================
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py
MFTreeSearchCV
MFTreeSearchCV-master/mf/__init__.py
""" Implements methods for creating and using multi-fidelity gaussian processes. -- [email protected] """
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py
MFTreeSearchCV
MFTreeSearchCV-master/mf/unittest_mf_gpb_utils.py
""" Unit tests for MF-GP-Bandit Utilities. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=super-on-old-class from copy import deepcopy from argparse import Namespace import numpy as np # Local from gen_mfgp_sample import gen_simple_mfgp_as_mfof from mf_func import MFOptFunction import mf_gpb_utils from utils.base_test_class import BaseTestClass, execute_tests from unittest_mf_gp import get_init_and_post_gp from utils.ancillary_utils import is_non_decreasing_sequence def _get_mfgp_instances(prob_params=None): """ Generates a bunch of GP-UCB instances. """ # pylint: disable=star-args # The following list of lists maintains each problem instance in the following # order. (fidel_dim, domain_dim, num_data, kernel_scale, dim_bw_power) if prob_params is None: prob_params = [[1, 2, 40, 2, 0.5], [2, 4, 10, 1, 0], [4, 20, 40, 10, 0], [3, 10, 10, 4, 0.5]] instances = [get_init_and_post_gp(*prob) for prob in prob_params] for inst in instances: inst.opt_fidel = 0.9 + 0.1 * np.random.random((inst.fidel_dim)) instances[-1].opt_fidel = np.ones((instances[-1].fidel_dim)) return instances class MFGPBUtilsTestCase(BaseTestClass): """ Unit tests for mf_gpb_utils.py """ def setUp(self): """ Sets up unit tests. """ self.lhs_data = [(1, 10), (2, 5), (4, 10), (10, 100)] def test_latin_hc_indices(self): """ Tests latin hyper-cube index generation. """ self.report('Test Latin hyper-cube indexing. Only a sufficient condition check.') for data in self.lhs_data: lhs_true_sum = data[1] * (data[1] - 1) / 2 lhs_idxs = mf_gpb_utils.latin_hc_indices(data[0], data[1]) lhs_idx_sums = np.array(lhs_idxs).sum(axis=0) assert np.all(lhs_true_sum == lhs_idx_sums) def test_latin_hc_sampling(self): """ Tests latin hyper-cube sampling. """ self.report('Test Latin hyper-cube sampling. Only a sufficient condition check.') for data in self.lhs_data: lhs_max_sum = float(data[1] + 1)/2 lhs_min_sum = float(data[1] - 1)/2 lhs_samples = mf_gpb_utils.latin_hc_sampling(data[0], data[1]) lhs_sample_sums = lhs_samples.sum(axis=0) assert lhs_sample_sums.max() <= lhs_max_sum assert lhs_sample_sums.min() >= lhs_min_sum class AcquisitionTestCase(BaseTestClass): """ Test class for the Acquisitions. """ def test_mf_gp_ucb_1(self): """ Tests the mf-gp-ucb acquisition using a sample from gen_mfgp_sample_as_mfof. """ self.report('Tests mf-gp-ucb acquisition using sample from gen_simple_mfgp_as_mfof.') mfof = gen_simple_mfgp_as_mfof(random_seed=np.random.randint(1000)) mfgp = deepcopy(mfof.mfgp) report_time_steps = set([int(x) for x in np.logspace(np.log10(5), np.log10(1000), 20)]) report_time_steps = sorted(list(report_time_steps)) prev_time = 0 num_test_pts = 200 losses = [] for t in report_time_steps: # Add new points to the GP num_new_points = t - prev_time Z_new = np.random.random((num_new_points, mfof.fidel_dim)) X_new = np.random.random((num_new_points, mfof.domain_dim)) Y_new = mfof.eval_multiple(Z_new, X_new) mfgp.add_mf_data(Z_new, X_new, Y_new) prev_time = t # Tests X_test = np.random.random((num_test_pts, mfof.domain_dim)) opt_fidel_mat = np.repeat(mfof.opt_fidel.reshape(1, -1), num_test_pts, axis=0) F_test = mfof.eval_multiple(opt_fidel_mat, X_test) ucb_test, _ = mf_gpb_utils.acquisitions.mf_gp_ucb_multiple(X_test, mfgp, mfof.opt_fidel, t) below_ucb = F_test < ucb_test coverage = below_ucb.mean() losses.append(1-coverage) total_loss = sum(losses) assert total_loss < 0.01 result_str = ' (DZ, DX) = (%d, %d) Loss for this instance: %0.4f'%( mfof.fidel_dim, mfof.domain_dim, total_loss) self.report(result_str, 'test_result') def test_mf_gp_ucb_2(self): """ Tests the mf-gp-ucb acquisition. """ # pylint: disable=too-many-locals self.report('Testing Coverage of mf-gp-ucb Acq. Probabilistic test, might fail.') report_time_steps = set([int(x) for x in np.logspace(np.log10(5), np.log10(1000), 20)]) report_time_steps = sorted(list(report_time_steps)) instances = _get_mfgp_instances() all_losses = [] # Now run test for inst in instances: num_test_points = 100 * inst.domain_dim post_gp = inst.post_gp inst_losses = [] beta_th_vals = [] prev_time = 0 for t in report_time_steps: # First add new points to the GP. num_new_points = t - prev_time X_new = np.random.random((num_new_points, inst.domain_dim)) Z_new = np.random.random((num_new_points, inst.fidel_dim)) Y_new = (inst.post_gp.draw_mf_samples(1, Z_new, X_new).ravel() + np.random.normal(0, np.sqrt(inst.noise_var), (num_new_points,))) inst.post_gp.add_mf_data(Z_new, X_new, Y_new, rebuild=True) prev_time = t # Now do the tests. assert post_gp.num_tr_data == t + inst.num_data X_test = np.random.random((num_test_points, inst.domain_dim)) opt_fidel_mat = np.repeat(inst.opt_fidel.reshape(1, -1), num_test_points, axis=0) F_test = post_gp.draw_mf_samples(1, opt_fidel_mat, X_test).ravel() ucb_test, beta_th = mf_gpb_utils.acquisitions.mf_gp_ucb_multiple(X_test, inst.post_gp, inst.opt_fidel, t) below_ucb = F_test < ucb_test coverage = below_ucb.mean() inst_losses.append(1 - coverage) beta_th_vals.append(beta_th) # manually compute coverage mu, sigma = post_gp.eval_at_fidel(opt_fidel_mat, X_test, uncert_form='std') manual_conf = mu + beta_th * sigma manual_coverage = (F_test < manual_conf).mean() assert manual_coverage == coverage # Report results for this instance inst_result_str = ', '.join('%d: %0.3f (%0.2f)'%(report_time_steps[i], inst_losses[i], beta_th_vals[i]) for i in range(len(report_time_steps))) inst_result_str = '(DZ, DX) = (%d, %d):: coverage %s'%(inst.fidel_dim, inst.domain_dim, inst_result_str) self.report(inst_result_str, 'test_result') total_inst_loss = sum(inst_losses) all_losses.append(total_inst_loss) inst_avg_result_str = ' (DZ, DX) = (%d, %d) Loss for this instance: %0.4f'%( inst.fidel_dim, inst.domain_dim, total_inst_loss) self.report(inst_avg_result_str, 'test_result') assert is_non_decreasing_sequence(beta_th_vals) assert np.all(beta_th_vals <= 2 * inst.domain_dim * np.sqrt(np.log(report_time_steps))) # Final accumulation avg_inst_loss = np.array(all_losses).mean() loss_thresh = 0.02 avg_loss_is_good = avg_inst_loss < loss_thresh self.report('Avg loss (%0.3f) is smaller than %f? %d'%(avg_inst_loss, loss_thresh, avg_loss_is_good), 'test_result') assert avg_loss_is_good class FidelityChoosersTestCase(BaseTestClass): """ Test class for the Acquisitions. """ @classmethod def _get_mfof_obj(cls, fidel_dim, domain_dim, opt_fidel): """ Returns an MFOPTFunction object. """ g = lambda z, x: (x**2).sum(axis=1) + ((2*z)**2).sum(axis=1) cost = lambda z: 1 + (z**1.5).sum(axis=1) vectorised = True fidel_bounds = np.array([[0, 1]] * fidel_dim) domain_bounds = np.array([[0, 1]] * domain_dim) return MFOptFunction(g, cost, fidel_bounds, domain_bounds, opt_fidel, vectorised) def test_mf_gp_ucb(self): """" Tests the mf-gp-ucb acquisition chooser. """ # pylint: disable=too-many-locals self.report('Testing mf-gp-ucb Fidelity chooser.') prob_params = [[1, 2, 40, 2, 0.5], [3, 10, 10, 4, 0.5], [4, 20, 100, 1.5, 0.1]] num_next_pts = 5 instances = _get_mfgp_instances(prob_params) for inst in instances: next_pts = np.random.random((num_next_pts, inst.domain_dim)) curr_time = inst.post_gp.num_tr_data _, beta_th = mf_gpb_utils.acquisitions.mf_gp_ucb_multiple(next_pts, inst.post_gp, inst.opt_fidel, curr_time) thresh_coeff = 0.5 + 0.5 * np.random.random() acq_params = Namespace(beta_th=beta_th, thresh_coeff=thresh_coeff) for next_pt in next_pts: mfof = self._get_mfof_obj(inst.post_gp.fidel_dim, inst.post_gp.domain_dim, inst.opt_fidel) # Determine the next fidelity next_fidel = mf_gpb_utils.fidelity_choosers.mf_gp_ucb(next_pt, inst.post_gp, mfof, acq_params) # Compute the threshold independently cost_ratio_power = 1/float(inst.post_gp.domain_dim + inst.post_gp.fidel_dim + 2) std_thresh = thresh_coeff * (mfof.get_cost_ratio(next_fidel) ** cost_ratio_power * np.sqrt(inst.post_gp.kernel.scale) * inst.post_gp.fidel_kernel.compute_std_slack(next_fidel.reshape(1, -1), inst.opt_fidel.reshape(1, -1))) # Compute the std _, next_fidel_std = inst.post_gp.eval_at_fidel(next_fidel.reshape(1, -1), next_pt.reshape(1, -1), uncert_form='std') next_fidel_std = float(next_fidel_std) # Test is_opt_fidel = mf_gpb_utils.is_an_opt_fidel_query(next_fidel, inst.opt_fidel) is_larger_than_thresh = next_fidel_std >= std_thresh self.report(('(DZ, DX, n) = (%d, %d, %d):: threshold: %0.4f, std: %0.4f ' + 'is_larger_than_thresh: %d, is_opt_fidel: %d')%(inst.fidel_dim, inst.domain_dim, inst.post_gp.num_tr_data, std_thresh, next_fidel_std, is_larger_than_thresh, is_opt_fidel), 'test_result') assert is_opt_fidel or is_larger_than_thresh if __name__ == '__main__': execute_tests()
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MFTreeSearchCV
MFTreeSearchCV-master/mf/unittest_mf_func.py
""" Unit tests for mf_func.py -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=superfluous-parens # pylint: disable=maybe-no-member from argparse import Namespace import numpy as np # Local import mf_func from utils.base_test_class import BaseTestClass, execute_tests from utils.general_utils import map_to_bounds # Functions for preparing data ----------------------------------------------------------- def get_mf_func_data(): """ Prepares data. """ # pylint: disable=too-many-locals # Function 1 - vectorised g_1 = lambda z, x: (x**2).sum(axis=1) + ((2*z)**2).sum(axis=1) cost = lambda z: z[:, 0] * (z[:, 1]**2) vectorised = True fidel_bounds = np.array([[1, 4], [5, 6]]) domain_bounds = np.array([[-1, 2], [0, 1], [1, 11]]) dz = len(fidel_bounds) dx = len(domain_bounds) opt_fidel = np.array([3.2, 5.8]) opt_fidel_cost = float(cost(opt_fidel.reshape((1, dz)))) mff = mf_func.MFFunction(g_1, cost, fidel_bounds, domain_bounds, vectorised) mfof = mf_func.MFOptFunction(g_1, cost, fidel_bounds, domain_bounds, opt_fidel, vectorised) func_1 = Namespace(g=g_1, cost=cost, dz=dz, dx=dx, vectorised=vectorised, fidel_bounds=fidel_bounds, domain_bounds=domain_bounds, mfof=mfof, mff=mff, opt_fidel=opt_fidel, opt_fidel_cost=opt_fidel_cost) # Function 2 - Same as Function 1 but we ravel g_2 = lambda z, x: (g_1(z, x)).ravel() func_2 = Namespace(g=g_2, cost=cost, dz=dz, dx=dx, vectorised=vectorised, fidel_bounds=fidel_bounds, domain_bounds=domain_bounds, mfof=mfof, mff=mff, opt_fidel=opt_fidel, opt_fidel_cost=opt_fidel_cost) # Function 3 - not vectorised g_3 = lambda z, x: np.cos(z**2) * (np.sin(x)).sum() cost = lambda z: z[0]**3 dz = 1 dx = 3 vectorised = False fidel_bounds = np.array([[3, 6]]) domain_bounds = np.array([[-4, 2], [-1, 4], [21, 41]]) dz = len(fidel_bounds) dx = len(domain_bounds) opt_fidel = np.array([5.7]) opt_fidel_cost = float(cost(opt_fidel)) mff = mf_func.MFFunction(g_3, cost, fidel_bounds, domain_bounds, vectorised) mfof = mf_func.MFOptFunction(g_3, cost, fidel_bounds, domain_bounds, opt_fidel, vectorised) func_3 = Namespace(g=g_3, cost=cost, dz=dz, dx=dx, vectorised=vectorised, fidel_bounds=fidel_bounds, domain_bounds=domain_bounds, mfof=mfof, mff=mff, opt_fidel=opt_fidel, opt_fidel_cost=opt_fidel_cost) # Function 4 - not vectorised g_4 = lambda z, x: float(g_3(z, x)) func_4 = Namespace(g=g_4, cost=cost, dz=dz, dx=dx, vectorised=vectorised, fidel_bounds=fidel_bounds, domain_bounds=domain_bounds, mfof=mfof, mff=mff, opt_fidel=opt_fidel, opt_fidel_cost=opt_fidel_cost) # Return all functions return [func_1, func_2, func_3, func_4] # Some functions we will need for testing ------------------------------------------------ def _get_test_points(dz, dx, z_bounds, x_bounds, n=5): """ Gets test points. """ single_nz = np.random.random(dz) single_nx = np.random.random(dx) mult_nz = np.random.random((n, dz)) mult_nx = np.random.random((n, dx)) single_z = map_to_bounds(single_nz, z_bounds) single_x = map_to_bounds(single_nx, x_bounds) mult_z = map_to_bounds(mult_nz, z_bounds) mult_x = map_to_bounds(mult_nx, x_bounds) return (single_nz, single_nx, single_z, single_x, mult_nz, mult_nx, mult_z, mult_x) def _get_gvals(single_z, single_x, mult_z, mult_x, func): """ Evaluates the function at the test points and returns the values. """ if func.vectorised: single_gvals = float(func.g(single_z.reshape((1, func.dz)), single_x.reshape((1, func.dx)))) mult_gvals = func.g(mult_z, mult_x).ravel() else: single_gvals = float(func.g(single_z, single_x)) mult_gvals = [] for i in range(len(mult_z)): mult_gvals.append(float(func.g(mult_z[i, :], mult_x[i, :]))) mult_gvals = np.array(mult_gvals) return single_gvals, mult_gvals def _get_mff_vals_unnorm(single_z, single_x, mult_z, mult_x, func): """ Evaluates mff at the test points with unnormalised coordiantes. """ single_mff_vals = func.mff.eval_at_fidel_single_point(single_z, single_x) mult_mff_vals = func.mff.eval_at_fidel_multiple_points(mult_z, mult_x) return single_mff_vals, mult_mff_vals def _get_mff_vals_norm(single_nz, single_nx, mult_nz, mult_nx, func): """ Evaluates mff at the test points with unnormalised coordiantes. """ single_mff_vals = func.mff.eval_at_fidel_single_point_normalised(single_nz, single_nx) mult_mff_vals = func.mff.eval_at_fidel_multiple_points_normalised(mult_nz, mult_nx) return single_mff_vals, mult_mff_vals def _get_cost_vals(single_z, mult_z, func): """ Evaluates the function at the test points and returns the values. """ if func.vectorised: single_gvals = float(func.cost(single_z.reshape((1, func.dz)))) mult_gvals = func.cost(mult_z).ravel() else: single_gvals = float(func.cost(single_z)) mult_gvals = [] for i in range(len(mult_z)): mult_gvals.append(func.cost(mult_z[i, :])) mult_gvals = np.array(mult_gvals) return single_gvals, mult_gvals def _get_mff_cost_vals_unnorm(single_z, mult_z, func): """ Evaluates mff for cost at the test points with unnormalised coordiantes. """ single_mff_cost_vals = func.mff.eval_fidel_cost_single_point(single_z) mult_mff_cost_vals = func.mff.eval_fidel_cost_multiple_points(mult_z) return single_mff_cost_vals, mult_mff_cost_vals def _get_mff_cost_vals_norm(single_nz, mult_nz, func): """ Evaluates mff for cost at the test points with unnormalised coordiantes. """ single_mff_cost_vals = func.mff.eval_fidel_cost_single_point_normalised(single_nz) mult_mff_cost_vals = func.mff.eval_fidel_cost_multiple_points_normalised(mult_nz) return single_mff_cost_vals, mult_mff_cost_vals # Test Cases ----------------------------------------------------------------------------- class MFFunctionTestCase(BaseTestClass): """ Unit tests for MFFunction. """ # pylint: disable=too-many-locals def setUp(self): """ Set up for the tests. """ self.functions = get_mf_func_data() def test_eval(self): """ Tests evaluation at single and multiple points using normalised and unnormalised coordinates """ self.report(('Test eval at single/multiple points using normalised/unnormalised ' + 'coordinates.')) for func in self.functions: single_nz, single_nx, single_z, single_x, mult_nz, mult_nx, mult_z, mult_x = \ _get_test_points(func.dz, func.dx, func.fidel_bounds, func.domain_bounds) single_gvals, mult_gvals = _get_gvals(single_z, single_x, mult_z, mult_x, func) single_n_mffvals, mult_n_mffvals = _get_mff_vals_norm(single_nz, single_nx, mult_nz, mult_nx, func) single_mffvals, mult_mffvals = _get_mff_vals_unnorm(single_z, single_x, mult_z, mult_x, func) assert abs(single_n_mffvals - single_gvals) < 1e-5 assert abs(single_mffvals - single_gvals) < 1e-5 assert np.linalg.norm(mult_n_mffvals - mult_gvals) < 1e-5 assert np.linalg.norm(mult_mffvals - mult_gvals) < 1e-5 def test_cost_eval(self): """ Tests evaluation of the cost function at single and multiple points using normalised and unnormalised coordinates """ self.report(('Test evaluation of cost function at single/multiple points using' + ' normalised/unnormalised coordinates.')) for func in self.functions: single_nz, _, single_z, _, mult_nz, _, mult_z, _ = \ _get_test_points(func.dz, func.dx, func.fidel_bounds, func.domain_bounds) single_cost_vals, mult_cost_vals = _get_cost_vals(single_z, mult_z, func) single_n_mff_cost_vals, mult_n_mff_cost_vals = _get_mff_cost_vals_norm(single_nz, mult_nz, func) single_mff_cost_vals, mult_mff_cost_vals = _get_mff_cost_vals_unnorm(single_z, mult_z, func) assert abs(single_n_mff_cost_vals - single_cost_vals) < 1e-5 assert abs(single_mff_cost_vals - single_cost_vals) < 1e-5 assert np.linalg.norm(mult_n_mff_cost_vals - mult_cost_vals) < 1e-5 assert np.linalg.norm(mult_mff_cost_vals - mult_cost_vals) < 1e-5 class MFOptFunctionTestCase(BaseTestClass): """ Unit tests for MFOptFunction. """ # pylint: disable=too-many-locals def setUp(self): """ Set up for the tests. """ self.functions = get_mf_func_data() def test_cost_ratio(self): """ Tests evaluation of cost ratio. """ self.report('Testing cost ratio.') for func in self.functions: single_nz, _, single_z, _, mult_nz, _, mult_z, _ = \ _get_test_points(func.dz, func.dx, func.fidel_bounds, func.domain_bounds) single_cost_vals, mult_cost_vals = _get_cost_vals(single_z, mult_z, func) single_cost_ratios = single_cost_vals / func.opt_fidel_cost mult_cost_ratios = mult_cost_vals / func.opt_fidel_cost single_mff_crs = func.mfof.get_cost_ratio(single_nz) mult_mff_crs = func.mfof.get_cost_ratio(mult_nz) assert abs(single_mff_crs - single_cost_ratios) < 1e-5 assert np.linalg.norm(mult_mff_crs - mult_cost_ratios) < 1e-5 def test_eval(self): """ Tests evaluation. """ self.report('Testing evaluation.') for func in self.functions: single_nz, single_nx, single_z, single_x, mult_nz, mult_nx, mult_z, mult_x = \ _get_test_points(func.dz, func.dx, func.fidel_bounds, func.domain_bounds) single_gvals, mult_gvals = _get_gvals(single_z, single_x, mult_z, mult_x, func) single_n_mffvals = func.mfof.eval(single_nz, single_nx) mult_n_mffvals = func.mfof.eval(mult_nz, mult_nx) assert abs(single_n_mffvals - single_gvals) < 1e-5 assert np.linalg.norm(mult_n_mffvals - mult_gvals) < 1e-5 def test_get_candidate_fidels(self): """ Tests obtaining candidate fidelities. """ self.report('Testing obtaining of candidate fidelities.') mf_g = self.functions[0].g # This has to be vectorised !!! domain_bounds = self.functions[0].domain_bounds dim_vals = [1, 2, 3, 5, 10] for dim in dim_vals: fidel_bounds = [[0, 1]] * dim opt_fidel = np.random.random(dim) * 0.3 + 0.5 mf_cost = lambda z: (z**1.5 * (np.array(range(dim)) + 0.1)).sum(axis=1) mfof = mf_func.MFOptFunction(mf_g, mf_cost, fidel_bounds, domain_bounds, opt_fidel, vectorised=True) filt_candidates = mfof.get_candidate_fidelities() raw_candidates = mfof.get_candidate_fidelities(filter_by_cost=False) num_filt_cands = len(filt_candidates) num_raw_cands = len(raw_candidates) filt_cost_ratios = mfof.get_cost_ratio(filt_candidates) filt_equal = (filt_cost_ratios == 1.0).sum() filt_less = (filt_cost_ratios < 1.0).sum() # Tests assert len(filt_candidates.shape) == 2 assert len(raw_candidates.shape) == 2 assert filt_candidates.shape[1] == mfof.fidel_dim assert raw_candidates.shape[1] == mfof.fidel_dim assert num_filt_cands <= num_raw_cands assert filt_equal == 1 assert filt_less == num_filt_cands - 1 class NoisyMFOptFunctionTestCase(BaseTestClass): """ Unit tests for the NoisyMFOptFunction class. """ def setUp(self): """ Set up for the tests. """ self.functions = get_mf_func_data() def test_noisy_eval(self): """ Tests evaluation. """ self.report('Testing Noisy evaluation. Probabilisitic test, might fail.') for func in self.functions: curr_noise_var = 0.2 + 0.3 * np.random.random() curr_noise_std = np.sqrt(curr_noise_var) single_nz, single_nx, single_z, single_x, mult_nz, mult_nx, mult_z, mult_x = \ _get_test_points(func.dz, func.dx, func.fidel_bounds, func.domain_bounds, n=10000) single_gvals, mult_gvals = _get_gvals(single_z, single_x, mult_z, mult_x, func) # Now get noisy values noisy_mfof = mf_func.get_noisy_mfof_from_mfof(func.mfof, curr_noise_var, 'gauss') noisy_single_n_mffvals = noisy_mfof.eval(single_nz, single_nx) noisy_mult_n_mffvals = noisy_mfof.eval(mult_nz, mult_nx) mult_diff_std = (noisy_mult_n_mffvals - mult_gvals).std() self.report('Noisy test single: true: %0.4f, noisy: %0.4f'%(single_gvals, noisy_single_n_mffvals), 'test_result') self.report('Noisy test multiple: true-std: %0.4f, est-std: %0.4f'%( curr_noise_std, mult_diff_std), 'test_result') assert abs(noisy_single_n_mffvals - single_gvals) < 5 * curr_noise_std assert abs(mult_diff_std - curr_noise_std) < 0.05 if __name__ == '__main__': execute_tests()
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py
MFTreeSearchCV
MFTreeSearchCV-master/examples/experiment_synthetic.py
""" Running experiments for the synthetic functions. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=abstract-class-not-used from argparse import Namespace import numpy as np # Local imports from mf.mf_gp_bandit import all_mf_gp_bandit_args from mf.mfopt_experimenters import MFOptExperimenter from mf.mf_func import get_noisy_mfof_from_mfof from mf.gen_mfgp_sample import gen_simple_mfgp_as_mfof import synthetic_functions from utils.option_handler import load_options from utils.reporters import get_reporter #NOISY = True NOISY = False # Debug or not #IS_DEBUG = True IS_DEBUG = False # Choose experiment # EXP_NAME = 'GP' # EXP_NAME = 'GP-Bad-Approx' #EXP_NAME = 'Hartmann3' # EXP_NAME = 'Hartmann3b' # EXP_NAME = 'Hartmann3c' # EXP_NAME = 'Hartmann6' # EXP_NAME = 'Hartmann6b' # EXP_NAME = 'CurrinExp' #EXP_NAME = 'Branin' EXP_NAME = 'Borehole' # Set parameters # NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei', 'direct'] NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei'] # NONFINITE_METHODS = ['gp_ucb'] # NONFINITE_METHODS = ['gp_ucb', 'direct'] FINITE_METHODS = ['mf_gp_ucb_finite', 'mf_sko'] # FINITE_METHODS = ['mf_gp_ucb_finite'] # FINITE_METHODS = [] NUM_EXPERIMENTS = 10 SAVE_RESULTS_DIR = './examples/results' def get_problem_parameters(options): """ Returns the problem parameters. """ prob = Namespace() if EXP_NAME == 'GP': mfof = gen_simple_mfgp_as_mfof(fidel_bw=1) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'GP-Bad-Approx': mfof = gen_simple_mfgp_as_mfof(fidel_bw=0.01) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann3c': mfof = synthetic_functions.get_mf_hartmann_as_mfof(4, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'CurrinExp': mfof = synthetic_functions.get_mf_currin_exp_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.5 elif EXP_NAME == 'Branin': mfof = synthetic_functions.get_mf_branin_as_mfof(3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Borehole': mfof = synthetic_functions.get_mf_borehole_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 5 # Add finite fidels options.finite_fidels = np.array([[0.333] * mfof.fidel_dim, [0.667] * mfof.fidel_dim]) options.finite_fidels_is_normalised = True # If NOISY, get noisy version if NOISY: mfof = get_noisy_mfof_from_mfof(mfof, noise_var) # is debug if IS_DEBUG: max_capital = 20 * mfof.opt_fidel_cost num_experiments = 3 experiment_name = 'debug-%s'%(EXP_NAME) else: experiment_name = EXP_NAME num_experiments = NUM_EXPERIMENTS # Return everything in this namespace prob = Namespace(mfof=mfof, max_capital=max_capital, noisy=NOISY, num_experiments=num_experiments, experiment_name=experiment_name) return prob, options def main(): """ Main function. """ options = load_options(all_mf_gp_bandit_args) prob, options = get_problem_parameters(options) # Set other variables all_methods = NONFINITE_METHODS + FINITE_METHODS method_options = {key: options for key in all_methods} noisy_str = 'noiseless' if not NOISY else 'noisy%0.3f'%(prob.mfof.noise_var) save_file_prefix = '%s-%s-p%d-d%d'%(prob.experiment_name, noisy_str, prob.mfof.fidel_dim, prob.mfof.domain_dim) reporter = get_reporter('default') experimenter = MFOptExperimenter(prob.experiment_name, prob.mfof, prob.max_capital, all_methods, prob.num_experiments, SAVE_RESULTS_DIR, save_file_prefix=save_file_prefix, method_options=method_options, method_reporter=reporter, reporter=reporter) experimenter.run_experiments() if __name__ == '__main__': main()
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py
MFTreeSearchCV
MFTreeSearchCV-master/examples/experiment_synth_POO.py
import numpy as np import Queue from mf.mf_func import MFOptFunction from utils.general_utils import map_to_cube import sys from examples.synthetic_functions import * from mf.mf_func import get_noisy_mfof_from_mfof from letters.letters_classifier import * import time from MFTree.POO import * import synthetic_functions NUM_EXP = 5 EXP_NAME = 'Branin' #EXP_NAME = 'CurrinExp' #EXP_NAME = 'Hartmann3' #EXP_NAME = 'Hartmann6' #EXP_NAME = 'Borehole' def run_one_experiment(mfobject,nu,rho,times,sigma,C,t0,filname): R = [] T = [] for t in times: budget = t*mfobject.opt_fidel_cost t1 = time.time() MP = POO(mfobject=mfobject, nu_max=nu, rho_max=rho, total_budget=budget, sigma=sigma, C=C, mult=0.5, tol = 1e-3, Randomize = False, Auto = False, unit_cost=t0 ) MP.run_all_MFHOO() X, E = MP.get_point() t2 = time.time() R = R + [E] T = T + [MP.cost] #print 'Total HOO Queries: ' + str(MP.t) print str(MP.cost) + ' : ' + str(E) np.save(filename,R) return np.array(R),np.array(T) if __name__ == '__main__': if EXP_NAME == 'Hartmann3': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 3) noise_var = 0.01 sigma = np.sqrt(noise_var) elif EXP_NAME == 'Hartmann6': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 sigma = np.sqrt(noise_var) elif EXP_NAME == 'CurrinExp': mfof = synthetic_functions.get_mf_currin_exp_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.5 sigma = np.sqrt(noise_var) elif EXP_NAME == 'Branin': mfof = synthetic_functions.get_mf_branin_as_mfof(1) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 sigma = np.sqrt(noise_var) elif EXP_NAME == 'Borehole': mfof = synthetic_functions.get_mf_borehole_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 5 sigma = np.sqrt(noise_var) times = [10,20,50,75,100,150,175, 200] mfobject = get_noisy_mfof_from_mfof(mfof, noise_var) nu = 1.0 rho = 0.95 C = 0.02 t0 = mfobject.opt_fidel_cost NT = str(time.time()) print 'Running Experiment 1: ' filename = 'POO_' + EXP_NAME + '_' + NT + '_' + '1.npy' R,T = run_one_experiment(mfobject,nu,rho,times,sigma,C,t0,filename) result = R for i in range(1,NUM_EXP): print 'Running Experiment' + str(i+1) + ': ' filename = 'POO_' + EXP_NAME + '_' + NT + '_' + str(i+1) + '.npy' R,T = run_one_experiment(mfobject,nu,rho,times,sigma,C,t0,filename) result = np.vstack([result,R]) mu = np.mean(result,axis = 0) std = np.std(result,axis = 0) result = mfobject.opt_val - mu filename = './examples/results/POO_' + EXP_NAME + '_' + NT + '_' + '.csv' dfdic = {} dfdic['Capital'] = np.array(times) dfdic['Value'] = result dfdic['Std'] = std df = pd.DataFrame(dfdic) df.to_csv(filename)
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MFTreeSearchCV
MFTreeSearchCV-master/examples/experiment_synthetic_curin.py
""" Running experiments for the synthetic functions. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=abstract-class-not-used from argparse import Namespace import numpy as np # Local imports from mf.mf_gp_bandit import all_mf_gp_bandit_args from mf.mfopt_experimenters import MFOptExperimenter from mf.mf_func import get_noisy_mfof_from_mfof from mf.gen_mfgp_sample import gen_simple_mfgp_as_mfof import synthetic_functions from utils.option_handler import load_options from utils.reporters import get_reporter NOISY = True #NOISY = False # Debug or not #IS_DEBUG = True IS_DEBUG = False # Choose experiment # EXP_NAME = 'GP' # EXP_NAME = 'GP-Bad-Approx' # EXP_NAME = 'Hartmann3' # EXP_NAME = 'Hartmann3b' # EXP_NAME = 'Hartmann3c' #EXP_NAME = 'Hartmann6' # EXP_NAME = 'Hartmann6b' EXP_NAME = 'CurrinExp' #EXP_NAME = 'Branin' #EXP_NAME = 'Borehole' # Set parameters # NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei', 'direct'] NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei'] # NONFINITE_METHODS = ['gp_ucb'] # NONFINITE_METHODS = ['gp_ucb', 'direct'] FINITE_METHODS = ['mf_gp_ucb_finite', 'mf_sko'] # FINITE_METHODS = ['mf_gp_ucb_finite'] # FINITE_METHODS = [] NUM_EXPERIMENTS = 10 SAVE_RESULTS_DIR = './examples/results' def get_problem_parameters(options): """ Returns the problem parameters. """ prob = Namespace() if EXP_NAME == 'GP': mfof = gen_simple_mfgp_as_mfof(fidel_bw=1) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'GP-Bad-Approx': mfof = gen_simple_mfgp_as_mfof(fidel_bw=0.01) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann3c': mfof = synthetic_functions.get_mf_hartmann_as_mfof(4, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'CurrinExp': mfof = synthetic_functions.get_mf_currin_exp_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.5 elif EXP_NAME == 'Branin': mfof = synthetic_functions.get_mf_branin_as_mfof(1) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Borehole': mfof = synthetic_functions.get_mf_borehole_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 5 # Add finite fidels options.finite_fidels = np.array([[0.333] * mfof.fidel_dim, [0.667] * mfof.fidel_dim]) options.finite_fidels_is_normalised = True # If NOISY, get noisy version if NOISY: mfof = get_noisy_mfof_from_mfof(mfof, noise_var) # is debug if IS_DEBUG: max_capital = 20 * mfof.opt_fidel_cost num_experiments = 3 experiment_name = 'debug-%s'%(EXP_NAME) else: experiment_name = EXP_NAME num_experiments = NUM_EXPERIMENTS # Return everything in this namespace prob = Namespace(mfof=mfof, max_capital=max_capital, noisy=NOISY, num_experiments=num_experiments, experiment_name=experiment_name) return prob, options def main(): """ Main function. """ options = load_options(all_mf_gp_bandit_args) prob, options = get_problem_parameters(options) # Set other variables all_methods = NONFINITE_METHODS + FINITE_METHODS method_options = {key: options for key in all_methods} noisy_str = 'noiseless' if not NOISY else 'noisy%0.3f'%(prob.mfof.noise_var) save_file_prefix = '%s-%s-p%d-d%d'%(prob.experiment_name, noisy_str, prob.mfof.fidel_dim, prob.mfof.domain_dim) reporter = get_reporter('default') experimenter = MFOptExperimenter(prob.experiment_name, prob.mfof, prob.max_capital, all_methods, prob.num_experiments, SAVE_RESULTS_DIR, save_file_prefix=save_file_prefix, method_options=method_options, method_reporter=reporter, reporter=reporter) experimenter.run_experiments() if __name__ == '__main__': main()
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MFTreeSearchCV
MFTreeSearchCV-master/examples/experiment_synthetic_borehole.py
""" Running experiments for the synthetic functions. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=abstract-class-not-used from argparse import Namespace import numpy as np # Local imports from mf.mf_gp_bandit import all_mf_gp_bandit_args from mf.mfopt_experimenters import MFOptExperimenter from mf.mf_func import get_noisy_mfof_from_mfof from mf.gen_mfgp_sample import gen_simple_mfgp_as_mfof import synthetic_functions from utils.option_handler import load_options from utils.reporters import get_reporter NOISY = True #NOISY = False # Debug or not #IS_DEBUG = True IS_DEBUG = False # Choose experiment # EXP_NAME = 'GP' # EXP_NAME = 'GP-Bad-Approx' # EXP_NAME = 'Hartmann3' # EXP_NAME = 'Hartmann3b' # EXP_NAME = 'Hartmann3c' #EXP_NAME = 'Hartmann6' # EXP_NAME = 'Hartmann6b' #EXP_NAME = 'CurrinExp' EXP_NAME = 'Branin' #EXP_NAME = 'Borehole' # Set parameters # NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei', 'direct'] NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei'] # NONFINITE_METHODS = ['gp_ucb'] # NONFINITE_METHODS = ['gp_ucb', 'direct'] FINITE_METHODS = ['mf_gp_ucb_finite', 'mf_sko'] # FINITE_METHODS = ['mf_gp_ucb_finite'] # FINITE_METHODS = [] NUM_EXPERIMENTS = 10 SAVE_RESULTS_DIR = './examples/results' def get_problem_parameters(options): """ Returns the problem parameters. """ prob = Namespace() if EXP_NAME == 'GP': mfof = gen_simple_mfgp_as_mfof(fidel_bw=1) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'GP-Bad-Approx': mfof = gen_simple_mfgp_as_mfof(fidel_bw=0.01) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann3c': mfof = synthetic_functions.get_mf_hartmann_as_mfof(4, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'CurrinExp': mfof = synthetic_functions.get_mf_currin_exp_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.5 elif EXP_NAME == 'Branin': mfof = synthetic_functions.get_mf_branin_as_mfof(1) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Borehole': mfof = synthetic_functions.get_mf_borehole_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 5 # Add finite fidels options.finite_fidels = np.array([[0.333] * mfof.fidel_dim, [0.667] * mfof.fidel_dim]) options.finite_fidels_is_normalised = True # If NOISY, get noisy version if NOISY: mfof = get_noisy_mfof_from_mfof(mfof, noise_var) # is debug if IS_DEBUG: max_capital = 20 * mfof.opt_fidel_cost num_experiments = 3 experiment_name = 'debug-%s'%(EXP_NAME) else: experiment_name = EXP_NAME num_experiments = NUM_EXPERIMENTS # Return everything in this namespace prob = Namespace(mfof=mfof, max_capital=max_capital, noisy=NOISY, num_experiments=num_experiments, experiment_name=experiment_name) return prob, options def main(): """ Main function. """ options = load_options(all_mf_gp_bandit_args) prob, options = get_problem_parameters(options) # Set other variables all_methods = NONFINITE_METHODS + FINITE_METHODS method_options = {key: options for key in all_methods} noisy_str = 'noiseless' if not NOISY else 'noisy%0.3f'%(prob.mfof.noise_var) save_file_prefix = '%s-%s-p%d-d%d'%(prob.experiment_name, noisy_str, prob.mfof.fidel_dim, prob.mfof.domain_dim) reporter = get_reporter('default') experimenter = MFOptExperimenter(prob.experiment_name, prob.mfof, prob.max_capital, all_methods, prob.num_experiments, SAVE_RESULTS_DIR, save_file_prefix=save_file_prefix, method_options=method_options, method_reporter=reporter, reporter=reporter) experimenter.run_experiments() if __name__ == '__main__': main()
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MFTreeSearchCV
MFTreeSearchCV-master/examples/unittest_synthetic_functions.py
""" Test cases for the functions in synthetic_functions.py -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=super-on-old-class import numpy as np from synthetic_functions import get_mf_hartmann_as_mfof from utils.base_test_class import BaseTestClass, execute_tests class SyntheticExamplesTestCase(BaseTestClass): """Unit test class for general utilities. """ def __init__(self, *args, **kwargs): super(SyntheticExamplesTestCase, self).__init__(*args, **kwargs) def test_hartmann(self): """ Unit tests for the hartmann function. """ self.report('Testing Hartmann function in 3 and 6 dimensions.') # The data are in the following order: test_data = [(3, 1), (6, 1), (3, 2), (6, 4)] for data in test_data: fidel_dim = data[1] domain_dim = data[0] num_test_pts = 1000 * domain_dim mfof = get_mf_hartmann_as_mfof(fidel_dim, domain_dim) # True max value if domain_dim == 3: true_opt_val = 3.86278 elif domain_dim == 6: true_opt_val = 3.322368 else: del true_opt_val computed_opt_val = mfof.eval_single(mfof.opt_fidel, mfof.opt_pt) # Evaluate at random points at the highest fidelity. X_test = np.random.random((num_test_pts, domain_dim)) opt_fidel_mat = np.repeat(mfof.opt_fidel.reshape(1, -1), num_test_pts, axis=0) F_high_test = mfof.eval_multiple(opt_fidel_mat, X_test) max_F_high_test = max(F_high_test) # Tests across multiple fidelities. fidel_mid_mat = 0.5 * np.ones((num_test_pts, fidel_dim)) fidel_low_mat = np.zeros((num_test_pts, fidel_dim)) F_mid_test = mfof.eval_multiple(fidel_mid_mat, X_test) F_low_test = mfof.eval_multiple(fidel_low_mat, X_test) diff_mid = np.linalg.norm(F_high_test - F_mid_test) / num_test_pts diff_low = np.linalg.norm(F_high_test - F_low_test) / num_test_pts # Tests self.report(('(DZ, DX)=(%d, %d):: max(true, computed, test): (%f, %f, %f), ' + 'diff_mid: %0.4f, diff_low: %0.4f')%(fidel_dim, domain_dim, true_opt_val, computed_opt_val, max_F_high_test, diff_mid, diff_low), 'test_result') assert np.abs(true_opt_val - computed_opt_val) < 1e-5 assert computed_opt_val > max_F_high_test assert diff_mid < diff_low if __name__ == '__main__': execute_tests()
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MFTreeSearchCV
MFTreeSearchCV-master/examples/experiment_synthetic_barin.py
""" Running experiments for the synthetic functions. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=abstract-class-not-used from argparse import Namespace import numpy as np # Local imports from mf.mf_gp_bandit import all_mf_gp_bandit_args from mf.mfopt_experimenters import MFOptExperimenter from mf.mf_func import get_noisy_mfof_from_mfof from mf.gen_mfgp_sample import gen_simple_mfgp_as_mfof import synthetic_functions from utils.option_handler import load_options from utils.reporters import get_reporter #NOISY = True NOISY = False # Debug or not #IS_DEBUG = True IS_DEBUG = False # Choose experiment # EXP_NAME = 'GP' # EXP_NAME = 'GP-Bad-Approx' #EXP_NAME = 'Hartmann3' # EXP_NAME = 'Hartmann3b' # EXP_NAME = 'Hartmann3c' #EXP_NAME = 'Hartmann6' # EXP_NAME = 'Hartmann6b' #EXP_NAME = 'CurrinExp' EXP_NAME = 'Branin' # EXP_NAME = 'Borehole' # Set parameters # NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei', 'direct'] NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei'] # NONFINITE_METHODS = ['gp_ucb'] # NONFINITE_METHODS = ['gp_ucb', 'direct'] FINITE_METHODS = ['mf_gp_ucb_finite', 'mf_sko'] # FINITE_METHODS = ['mf_gp_ucb_finite'] # FINITE_METHODS = [] NUM_EXPERIMENTS = 10 SAVE_RESULTS_DIR = './examples/results' def get_problem_parameters(options): """ Returns the problem parameters. """ prob = Namespace() if EXP_NAME == 'GP': mfof = gen_simple_mfgp_as_mfof(fidel_bw=1) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'GP-Bad-Approx': mfof = gen_simple_mfgp_as_mfof(fidel_bw=0.01) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann3c': mfof = synthetic_functions.get_mf_hartmann_as_mfof(4, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'CurrinExp': mfof = synthetic_functions.get_mf_currin_exp_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.5 elif EXP_NAME == 'Branin': mfof = synthetic_functions.get_mf_branin_as_mfof(1) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Borehole': mfof = synthetic_functions.get_mf_borehole_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 5 # Add finite fidels options.finite_fidels = np.array([[0.333] * mfof.fidel_dim, [0.667] * mfof.fidel_dim]) options.finite_fidels_is_normalised = True # If NOISY, get noisy version if NOISY: mfof = get_noisy_mfof_from_mfof(mfof, noise_var) # is debug if IS_DEBUG: max_capital = 20 * mfof.opt_fidel_cost num_experiments = 3 experiment_name = 'debug-%s'%(EXP_NAME) else: experiment_name = EXP_NAME num_experiments = NUM_EXPERIMENTS # Return everything in this namespace prob = Namespace(mfof=mfof, max_capital=max_capital, noisy=NOISY, num_experiments=num_experiments, experiment_name=experiment_name) return prob, options def main(): """ Main function. """ options = load_options(all_mf_gp_bandit_args) prob, options = get_problem_parameters(options) # Set other variables all_methods = NONFINITE_METHODS + FINITE_METHODS method_options = {key: options for key in all_methods} noisy_str = 'noiseless' if not NOISY else 'noisy%0.3f'%(prob.mfof.noise_var) save_file_prefix = '%s-%s-p%d-d%d'%(prob.experiment_name, noisy_str, prob.mfof.fidel_dim, prob.mfof.domain_dim) reporter = get_reporter('default') experimenter = MFOptExperimenter(prob.experiment_name, prob.mfof, prob.max_capital, all_methods, prob.num_experiments, SAVE_RESULTS_DIR, save_file_prefix=save_file_prefix, method_options=method_options, method_reporter=reporter, reporter=reporter) experimenter.run_experiments() if __name__ == '__main__': main()
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MFTreeSearchCV
MFTreeSearchCV-master/examples/experiment_synthetic_hartman6d.py
""" Running experiments for the synthetic functions. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=abstract-class-not-used from argparse import Namespace import numpy as np # Local imports from mf.mf_gp_bandit import all_mf_gp_bandit_args from mf.mfopt_experimenters import MFOptExperimenter from mf.mf_func import get_noisy_mfof_from_mfof from mf.gen_mfgp_sample import gen_simple_mfgp_as_mfof import synthetic_functions from utils.option_handler import load_options from utils.reporters import get_reporter #NOISY = True NOISY = False # Debug or not #IS_DEBUG = True IS_DEBUG = False # Choose experiment # EXP_NAME = 'GP' # EXP_NAME = 'GP-Bad-Approx' #EXP_NAME = 'Hartmann3' # EXP_NAME = 'Hartmann3b' # EXP_NAME = 'Hartmann3c' EXP_NAME = 'Hartmann6' # EXP_NAME = 'Hartmann6b' #EXP_NAME = 'CurrinExp' # EXP_NAME = 'Branin' # EXP_NAME = 'Borehole' # Set parameters # NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei', 'direct'] NONFINITE_METHODS = ['mf_gp_ucb', 'gp_ucb', 'gp_ei'] # NONFINITE_METHODS = ['gp_ucb'] # NONFINITE_METHODS = ['gp_ucb', 'direct'] FINITE_METHODS = ['mf_gp_ucb_finite', 'mf_sko'] # FINITE_METHODS = ['mf_gp_ucb_finite'] # FINITE_METHODS = [] NUM_EXPERIMENTS = 10 SAVE_RESULTS_DIR = './examples/results' def get_problem_parameters(options): """ Returns the problem parameters. """ prob = Namespace() if EXP_NAME == 'GP': mfof = gen_simple_mfgp_as_mfof(fidel_bw=1) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'GP-Bad-Approx': mfof = gen_simple_mfgp_as_mfof(fidel_bw=0.01) mfof.init_mfgp = mfof.mfgp max_capital = 20 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.01 elif EXP_NAME == 'Hartmann3b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann3c': mfof = synthetic_functions.get_mf_hartmann_as_mfof(4, 3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Hartmann6b': mfof = synthetic_functions.get_mf_hartmann_as_mfof(2, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'CurrinExp': mfof = synthetic_functions.get_mf_currin_exp_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.5 elif EXP_NAME == 'Branin': mfof = synthetic_functions.get_mf_branin_as_mfof(3) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 elif EXP_NAME == 'Borehole': mfof = synthetic_functions.get_mf_borehole_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 5 # Add finite fidels options.finite_fidels = np.array([[0.333] * mfof.fidel_dim, [0.667] * mfof.fidel_dim]) options.finite_fidels_is_normalised = True # If NOISY, get noisy version if NOISY: mfof = get_noisy_mfof_from_mfof(mfof, noise_var) # is debug if IS_DEBUG: max_capital = 20 * mfof.opt_fidel_cost num_experiments = 3 experiment_name = 'debug-%s'%(EXP_NAME) else: experiment_name = EXP_NAME num_experiments = NUM_EXPERIMENTS # Return everything in this namespace prob = Namespace(mfof=mfof, max_capital=max_capital, noisy=NOISY, num_experiments=num_experiments, experiment_name=experiment_name) return prob, options def main(): """ Main function. """ options = load_options(all_mf_gp_bandit_args) prob, options = get_problem_parameters(options) # Set other variables all_methods = NONFINITE_METHODS + FINITE_METHODS method_options = {key: options for key in all_methods} noisy_str = 'noiseless' if not NOISY else 'noisy%0.3f'%(prob.mfof.noise_var) save_file_prefix = '%s-%s-p%d-d%d'%(prob.experiment_name, noisy_str, prob.mfof.fidel_dim, prob.mfof.domain_dim) reporter = get_reporter('default') experimenter = MFOptExperimenter(prob.experiment_name, prob.mfof, prob.max_capital, all_methods, prob.num_experiments, SAVE_RESULTS_DIR, save_file_prefix=save_file_prefix, method_options=method_options, method_reporter=reporter, reporter=reporter) experimenter.run_experiments() if __name__ == '__main__': main()
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MFTreeSearchCV
MFTreeSearchCV-master/examples/experiment_synth_MFHOO.py
import numpy as np import Queue from mf.mf_func import MFOptFunction from utils.general_utils import map_to_cube import sys from examples.synthetic_functions import * from mf.mf_func import get_noisy_mfof_from_mfof from letters.letters_classifier import * import time from MFTree.MFHOO import * import synthetic_functions NUM_EXP = 5 #EXP_NAME = 'Branin' #EXP_NAME = 'CurrinExp' #EXP_NAME = 'Hartmann3' #EXP_NAME = 'Hartmann6' EXP_NAME = 'Borehole' def run_one_experiment(mfobject,nu,rho,times,sigma,C,t0,filname): R = [] T = [] for t in times: budget = t*mfobject.opt_fidel_cost t1 = time.time() MP = MFPOO(mfobject=mfobject, nu_max=nu, rho_max=rho, total_budget=budget, sigma=sigma, C=C, mult=0.5, tol = 1e-3, Randomize = False, Auto = True, unit_cost=t0 ) MP.run_all_MFHOO() X, E = MP.get_point() t2 = time.time() R = R + [E] T = T + [MP.cost] print str(MP.cost) + ' : ' + str(E) #print 'Total HOO Queries: ' + str(MP.t) np.save(filename,R) return np.array(R),np.array(T) if __name__ == '__main__': if EXP_NAME == 'Hartmann3': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 3) noise_var = 0.01 sigma = np.sqrt(noise_var) elif EXP_NAME == 'Hartmann6': mfof = synthetic_functions.get_mf_hartmann_as_mfof(1, 6) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 sigma = np.sqrt(noise_var) elif EXP_NAME == 'CurrinExp': mfof = synthetic_functions.get_mf_currin_exp_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.5 sigma = np.sqrt(noise_var) elif EXP_NAME == 'Branin': mfof = synthetic_functions.get_mf_branin_as_mfof(1) max_capital = 200 * mfof.opt_fidel_cost noise_var = 0.05 sigma = np.sqrt(noise_var) elif EXP_NAME == 'Borehole': mfof = synthetic_functions.get_mf_borehole_as_mfof() max_capital = 200 * mfof.opt_fidel_cost noise_var = 5 sigma = np.sqrt(noise_var) times = [10,20,50,75,100,150,175, 200] mfobject = get_noisy_mfof_from_mfof(mfof, noise_var) nu = 1.0 rho = 0.95 C = 0.1 t0 = mfobject.opt_fidel_cost NT = str(time.time()) print 'Running Experiment 1: ' filename = 'MFHOO' + EXP_NAME + '_' + NT + '_' + '1.npy' R,T = run_one_experiment(mfobject,nu,rho,times,sigma,C,t0,filename) result = R for i in range(1,NUM_EXP): print 'Running Experiment' + str(i+1) + ': ' filename = 'MFHOO' + EXP_NAME + '_' + NT + '_' + str(i+1) + '.npy' R,T = run_one_experiment(mfobject,nu,rho,times,sigma,C,t0,filename) result = np.vstack([result,R]) mu = np.mean(result,axis = 0) std = np.std(result,axis = 0) result = mfobject.opt_val - mu filename = './examples/results/MFHOO_' + EXP_NAME + '_' + NT + '_' + '.csv' dfdic = {} dfdic['Capital'] = np.array(times) dfdic['Value'] = result dfdic['Std'] = std df = pd.DataFrame(dfdic) df.to_csv(filename)
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MFTreeSearchCV
MFTreeSearchCV-master/examples/__init__.py
""" Contains some results functions. -- [email protected] -- [email protected] """
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MFTreeSearchCV
MFTreeSearchCV-master/examples/synthetic_functions.py
""" A collection of utilities for MF-GP Bandits. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=super-on-old-class import numpy as np # Local imports from mf.mf_func import MFOptFunction from utils.general_utils import map_to_cube # Hartmann Functions --------------------------------------------------------------------- def hartmann(x, alpha, A, P, max_val=np.inf): """ Computes the hartmann function for any given A and P. """ log_sum_terms = (A * (P - x)**2).sum(axis=1) return min(max_val, alpha.dot(np.exp(-log_sum_terms))) def _get_hartmann_data(domain_dim): """ Returns A and P for the 3D hartmann function. """ # pylint: disable=bad-whitespace if domain_dim == 3: A = np.array([[3.0, 10, 30], [0.1, 10, 35], [3.0, 10, 30], [0.1, 10, 35]], dtype=np.float64) P = 1e-4 * np.array([[3689, 1170, 2673], [4699, 4387, 7470], [1091, 8732, 5547], [ 381, 5743, 8828]], dtype=np.float64) alpha = np.array([1.0, 1.2, 3.0, 3.2]) domain = [[0, 1]] * 3 opt_pt = np.array([0.114614, 0.555649, 0.852547]) max_val = 3.86278 elif domain_dim == 6: A = np.array([[ 10, 3, 17, 3.5, 1.7, 8], [0.05, 10, 17, 0.1, 8, 14], [ 3, 3.5, 1.7, 10, 17, 8], [ 17, 8, 0.05, 10, 0.1, 14]], dtype=np.float64) P = 1e-4 * np.array([[1312, 1696, 5569, 124, 8283, 5886], [2329, 4135, 8307, 3736, 1004, 9991], [2348, 1451, 3522, 2883, 3047, 6650], [4047, 8828, 8732, 5743, 1091, 381]], dtype=np.float64) alpha = np.array([1.0, 1.2, 3.0, 3.2]) domain = [[0, 1]] * 6 opt_pt = np.array([0.20169, 0.150011, 0.476874, 0.275332, 0.311652, 0.6573]) max_val = 3.322368 else: raise NotImplementedError('Only implemented in 3 and 6 dimensions.') return A, P, alpha, opt_pt, domain, max_val def get_mf_hartmann_function(fidel_dim, domain_dim): """ Returns a function f(z, x). z refers to the fidelity and x is the point in the domain. """ A, P, alpha, opt_pt, domain_bounds, max_val = _get_hartmann_data(domain_dim) # This is how much we will perturb the alphas delta = np.array([0.1] * fidel_dim + [0] * (4-fidel_dim)) # Define a wrapper for the objective def mf_hart_obj(z, x): """ Wrapper for the hartmann objective. z is fidelity and x is domain. """ assert len(z) == fidel_dim z_extended = np.append(z, [0] * (4-fidel_dim)) alpha_z = alpha - (1 - z_extended) * delta return hartmann(x, alpha_z, A, P, max_val) # Define the optimum fidelity and the fidelity bounds opt_fidel = np.ones(fidel_dim) fidel_bounds = [[0, 1]] * fidel_dim return mf_hart_obj, opt_pt, opt_fidel, fidel_bounds, domain_bounds def get_mf_hartmann_as_mfof(fidel_dim, domain_dim): """ Wrapper for get_mf_hartmann_function which returns the function as a mf.mf_func.MFOptFunction object. """ mf_hart, opt_pt, opt_fidel, fidel_bounds, domain_bounds = get_mf_hartmann_function( fidel_dim, domain_dim) fidel_cost_function = _get_mf_cost_function(fidel_bounds, True) opt_val = mf_hart(opt_fidel, opt_pt) return MFOptFunction(mf_hart, fidel_cost_function, fidel_bounds, domain_bounds, opt_fidel, vectorised=False, opt_pt=opt_pt, opt_val=opt_val) # Hartmann Functions end here ------------------------------------------------------------ # Currin Exponential Function ------------------------------------------------------------ def currin_exp(x, alpha): """ Computes the currin exponential function. """ x1 = x[0] x2 = x[1] val_1 = 1 - alpha * np.exp(-1/(2 * x2)) val_2 = (2300*x1**3 + 1900*x1**2 + 2092*x1 + 60) / (100*x1**3 + 500*x1**2 + 4*x1 + 20) return val_1 * val_2 def get_mf_currin_exp_function(): """ Returns the multi-fidelity currin exponential function with d=6 and p=2. """ opt_val = 13.7986850 def mf_currin_exp_obj(z, x): """ Wrapper for the MF currin objective. """ alpha_z = 1 - 0.1 * z return min(opt_val, currin_exp(x, alpha_z)) opt_fidel = np.array([1]) opt_pt = None fidel_bounds = np.array([[0, 1]]) domain_bounds = np.array([[0, 1], [0, 1]]) return mf_currin_exp_obj, opt_pt, opt_val, opt_fidel, fidel_bounds, domain_bounds def get_mf_currin_exp_as_mfof(): """ Wrapper for get_mf_currin_exp_function which returns the function as a mf.mf_func.MFOptFunction object. """ mf_currin_exp_obj, opt_pt, opt_val, opt_fidel, fidel_bounds, domain_bounds = \ get_mf_currin_exp_function() fidel_cost_function = lambda z: 0.1 + z**2 return MFOptFunction(mf_currin_exp_obj, fidel_cost_function, fidel_bounds, domain_bounds, opt_fidel, vectorised=False, opt_pt=opt_pt, opt_val=opt_val) # Currin Exponential Function ends here -------------------------------------------------- # Branin Function ------------------------------------------------------------------------ def branin_function(x, a, b, c, r, s, t): """ Computes the Branin function. """ x1 = x[0] x2 = x[1] neg_ret = a * (x2 - b*x1**2 + c*x1 - r)**2 + s*(1-t)*np.cos(x1) + s return -neg_ret def branin_function_alpha(x, alpha, a, r, s): """ Alternative form for the branin function. """ return branin_function(x, a, alpha[0], alpha[1], r, s, alpha[2]) def get_mf_branin_function(fidel_dim): """ Returns the Branin function as a multifidelity function. """ a0 = 1 b0 = 5.1/(4*np.pi**2) c0 = 5/np.pi r0 = 6 s0 = 10 t0 = 1/(8*np.pi) alpha = np.array([b0, c0, t0]) # Define delta delta = [0.01, 0.1, -0.005] delta = np.array(delta[0:fidel_dim] + [0] * (3 - fidel_dim)) def mf_branin_obj(z, x): """ Wrapper for the MF Branin objective. """ assert len(z) == fidel_dim z_extended = np.append(z, [0] * (3-fidel_dim)) alpha_z = alpha - (1 - z_extended) * delta return branin_function_alpha(x, alpha_z, a0, r0, s0) # Other data opt_fidel = np.ones((fidel_dim)) fidel_bounds = [[0, 1]] * fidel_dim opt_pt = np.array([np.pi, 2.275]) domain_bounds = [[-5, 10], [0, 15]] return mf_branin_obj, opt_pt, opt_fidel, fidel_bounds, domain_bounds def get_mf_branin_as_mfof(fidel_dim): """ Wrapper for get_mf_branin_function which returns as a mfof. """ mf_branin_obj, opt_pt, opt_fidel, fidel_bounds, domain_bounds = \ get_mf_branin_function(fidel_dim) fidel_cost_function = _get_mf_cost_function(fidel_bounds, True) opt_val = mf_branin_obj(opt_fidel, opt_pt) return MFOptFunction(mf_branin_obj, fidel_cost_function, fidel_bounds, domain_bounds, opt_fidel, vectorised=False, opt_pt=opt_pt, opt_val=opt_val) # Branin Function ends here -------------------------------------------------------------- # Borehole Function ---------------------------------------------------------------------- def borehole_function(x, z, max_val): """ Computes the Bore Hole function. """ # pylint: disable=bad-whitespace rw = x[0] r = x[1] Tu = x[2] Hu = x[3] Tl = x[4] Hl = x[5] L = x[6] Kw = x[7] # Compute high fidelity function frac2 = 2*L*Tu/(np.log(r/rw) * rw**2 * Kw) f2 = min(max_val, 2 * np.pi * Tu * (Hu - Hl)/(np.log(r/rw) * (1 + frac2 + Tu/Tl))) # Compute low fidelity function f1 = 5 * Tu * (Hu - Hl)/(np.log(r/rw) * (1.5 + frac2 + Tu/Tl)) # Compute final output return f2*z + f1*(1-z) def get_mf_borehole_function(): """ Gets the MF BoreHole function. """ opt_val = 309.523221 opt_pt = None mf_borehole_function = lambda z, x: borehole_function(x, z, opt_val) domain_bounds = [[0.05, 0.15], [100, 50000], [63070, 115600], [990, 1110], [63.1, 116], [700, 820], [1120, 1680], [9855, 12045]] fidel_bounds = [[0, 1]] opt_fidel = np.array([1]) return mf_borehole_function, opt_pt, opt_val, opt_fidel, fidel_bounds, domain_bounds def get_mf_borehole_as_mfof(): """ Gets the MF BoreHold as an mfof. """ mf_borehole_function, opt_pt, opt_val, opt_fidel, fidel_bounds, domain_bounds = \ get_mf_borehole_function() fidel_cost_function = lambda z: 0.1 + z**1.5 return MFOptFunction(mf_borehole_function, fidel_cost_function, fidel_bounds, domain_bounds, opt_fidel, vectorised=False, opt_pt=opt_pt, opt_val=opt_val) # Borehole Function ends here ------------------------------------------------------------ def _get_mf_cost_function(fidel_bounds, is_0_1): """ Returns the cost function. fidel_bounds are the bounds for the fidelity space and is_0_1 should be true if fidel_bounds is [0,1]^p. """ fidel_dim = len(fidel_bounds) if fidel_dim == 1: fidel_powers = [2] elif fidel_dim == 2: fidel_powers = [3, 2] elif fidel_dim == 3: fidel_powers = [3, 2, 1.5] else: fidel_powers = [3] + list(np.linspace(2, 1.2, fidel_dim-1)) # Define the normalised def _norm_cost_function(norm_z): """ The cost function with normalised coordinates. """ min_cost = 0.05 return min_cost + (1-min_cost) * np.power(norm_z, fidel_powers).sum() # Now return based on whether or not is_0_1 ret = (_norm_cost_function if is_0_1 else lambda z: _norm_cost_function(map_to_cube(z, fidel_bounds))) return ret
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MFTreeSearchCV
MFTreeSearchCV-master/MFTreeSearchCV/MFHOO.py
#Author: Rajat Sen from __future__ import print_function from __future__ import division import os import sys module_path = os.path.abspath(os.path.join('..')) if module_path not in sys.path: sys.path.append(module_path) import numpy as np from mf.mf_func import MFOptFunction # MF function object from utils.general_utils import map_to_cube # mapping everything to [0,1]^d cube import sys #from examples.synthetic_functions import * from multiprocessing import Process #import brewer2mpl import pandas as pd import random import sys import time import datetime nu_mult = 1.0 # multiplier to the nu parameter def flip(p): return True if random.random() < p else False class MF_node(object): def __init__(self,cell,value,fidel,upp_bound,height,dimension,num): '''This is a node of the MFTREE cell: tuple denoting the bounding boxes of the partition m_value: mean value of the observations in the cell and its children value: value in the cell fidelity: the last fidelity that the cell was queried with upp_bound: B_{i,t} in the paper t_bound: upper bound with the t dependent term height: height of the cell (sometimes can be referred to as depth in the tree) dimension: the dimension of the parent that was halved in order to obtain this cell num: number of queries inside this partition so far left,right,parent: pointers to left, right and parent ''' self.cell = cell self.m_value = value self.value = value self.fidelity = fidel self.upp_bound = upp_bound self.height = height self.dimension = dimension self.num = num self.t_bound = upp_bound self.left = None self.right = None self.parent = None def __cmp__(self,other): return cmp(other.t_bound,self.t_bound) def in_cell(node,parent): ''' Check if 'node' is a subset of 'parent' node can either be a MF_node or just a tuple denoting its cell ''' try: ncell = list(node.cell) except: ncell = list(node) pcell = list(parent.cell) flag = 0 for i in range(len(ncell)): if ncell[i][0] >= pcell[i][0] and ncell[i][1] <= pcell[i][1]: flag = 0 else: flag = 1 break if flag == 0: return True else: return False class MF_tree(object): ''' MF_tree class that maintains the multi-fidelity tree nu: nu parameter in the paper rho: rho parameter in the paper sigma: noise variance, ususally a hyperparameter for the whole process C: parameter for the bias function as defined in the paper root: can initialize a root node, when this parameter is supplied by a MF_node object instance ''' def __init__(self,nu,rho,sigma,C,root = None): self.nu = nu self.rho = rho self.sigma = sigma self.root = root self.C = C self.root = root self.mheight = 0 self.maxi = float(-sys.maxsize - 1) self.current_best = root def insert_node(self,root,node): ''' insert a node in the tree in the appropriate position ''' if self.root is None: node.height = 0 if self.mheight < node.height: self.mheight = node.height self.root = node self.root.parent = None return self.root if root is None: node.height = 0 if self.mheight < node.height: self.mheight = node.height root = node root.parent = None return root if root.left is None and root.right is None: node.height = root.height + 1 if self.mheight < node.height: self.mheight = node.height root.left = node root.left.parent = root return root.left elif root.left is not None: if in_cell(node,root.left): return self.insert_node(root.left,node) elif root.right is not None: if in_cell(node,root.right): return self.insert_node(root.right,node) else: node.height = root.height + 1 if self.mheight < node.height: self.mheight = node.height root.right = node root.right.parent = root return root.right def update_parents(self,node,val): ''' update the upperbound and mean value of a parent node, once a new child is inserted in its child tree. This process proceeds recursively up the tree ''' if node.parent is None: return else: parent = node.parent parent.m_value = (parent.num*parent.m_value + val)/(1.0 + parent.num) parent.num = parent.num + 1.0 parent.upp_bound = parent.m_value + 2*((self.rho)**(parent.height))*self.nu self.update_parents(parent,val) def update_tbounds(self,root,t): ''' updating the tbounds of every node recursively ''' if root is None: return self.update_tbounds(root.left,t) self.update_tbounds(root.right,t) root.t_bound = root.upp_bound + np.sqrt(2*(self.sigma**2)*np.log(t)/root.num) maxi = None if root.left: maxi = root.left.t_bound if root.right: if maxi: if maxi < root.right.t_bound: maxi = root.right.t_bound else: maxi = root.right.t_bound if maxi: root.t_bound = min(root.t_bound,maxi) def print_given_height(self,root,height): if root is None: return if root.height == height: print (root.cell, root.num,root.upp_bound,root.t_bound), elif root.height < height: if root.left: self.print_given_height(root.left,height) if root.right: self.print_given_height(root.right,height) else: return def levelorder_print(self): ''' levelorder print ''' for i in range(self.mheight + 1): self.print_given_height(self.root,i) print('\n') def search_cell(self,root,cell): ''' check if a cell is present in the tree ''' if root is None: return False,None,None if root.left is None and root.right is None: if root.cell == cell: return True,root,root.parent else: return False,None,root if root.left: if in_cell(cell,root.left): return self.search_cell(root.left,cell) if root.right: if in_cell(cell,root.right): return self.search_cell(root.right,cell) def get_next_node(self,root): ''' getting the next node to be queried or broken, see the algorithm in the paper ''' if root is None: print('Could not find next node. Check Tree.') if root.left is None and root.right is None: return root if root.left is None: return self.get_next_node(root.right) if root.right is None: return self.get_next_node(root.left) if root.left.t_bound > root.right.t_bound: return self.get_next_node(root.left) elif root.left.t_bound < root.right.t_bound: return self.get_next_node(root.right) else: bit = flip(0.5) if bit: return self.get_next_node(root.left) else: return self.get_next_node(root.right) def get_current_best(self,root): ''' get current best cell from the tree ''' if root is None: return if root.right is None and root.left is None: val = root.m_value - self.nu*((self.rho)**(root.height)) if self.maxi < val: self.maxi = val cell = list(root.cell) self.current_best =np.array([(s[0]+s[1])/2.0 for s in cell]) return if root.left: self.get_current_best(root.left) if root.right: self.get_current_best(root.right) class MFHOO(object): ''' MFHOO algorithm, given a fixed nu and rho mfobject: multi-fidelity noisy function object nu: nu parameter rho: rho parameter budget: total budget provided either in units or time in seconds sigma: noise parameter C: bias function parameter tol: default parameter to decide whether a new fidelity query is required for a cell Randomize: True implies that the leaf is split on a randomly chosen dimension, False means the scheme in DIRECT algorithm is used. We recommend using False. Auto: Select C automatically, which is recommended for real data experiments CAPITAL: 'Time' mean time in seconds is used as cost unit, while 'Actual' means unit cost used in synthetic experiments debug: If true then more messages are printed ''' def __init__(self,mfobject, nu, rho, budget, sigma, C, tol = 1e-3,\ Randomize = False, Auto = False,value_dict = {},\ CAPITAL = 'Time', debug = 'True'): self.mfobject = mfobject self.nu = nu self.rho = rho self.budget = budget self.C = C self.t = 0 self.sigma = sigma self.tol = tol self.Randomize = Randomize self.cost = 0 self.cflag = False self.value_dict = value_dict self.CAPITAL = CAPITAL self.debug = debug if Auto: z1 = 0.8 z2 = 0.2 d = self.mfobject.domain_dim x = np.array([0.5]*d) t1 = time.time() v1 = self.mfobject.eval_at_fidel_single_point_normalised([z1], x) v2 = self.mfobject.eval_at_fidel_single_point_normalised([z2], x) t2 = time.time() self.C = np.sqrt(2)*np.abs(v1-v2)/np.abs(z1-z2) self.nu = nu_mult*self.C if self.debug: print('Auto Init: ') print('C: ' + str(self.C)) print('nu: ' + str(self.nu)) c1 = self.mfobject.eval_fidel_cost_single_point_normalised([z1]) c2 = self.mfobject.eval_fidel_cost_single_point_normalised([z2]) self.cost = c1 + c2 if self.CAPITAL == 'Time': self.cost = t2 - t1 d = self.mfobject.domain_dim cell = tuple([(0,1)]*d) height = 0 dimension = 0 root,cost= self.querie(cell,height, self.rho, self.nu, dimension, option = 1) self.t = self.t + 1 self.Tree = MF_tree(nu,rho,self.sigma,C,root) self.Tree.update_tbounds(self.Tree.root,self.t) self.cost = self.cost + cost def get_value(self,cell,fidel): '''cell: tuple''' x = np.array([(s[0]+s[1])/2.0 for s in list(cell)]) return self.mfobject.eval_at_fidel_single_point_normalised([fidel], x) def querie(self,cell,height, rho, nu,dimension,option = 1): diam = nu*(rho**height) if option == 1: z = min(max(1 - diam/self.C,self.tol),1.0) else: z = 1.0 if cell in self.value_dict: current = self.value_dict[cell] if abs(current.fidelity - z) <= self.tol: value = current.value cost = 0 else: t1 = time.time() value = self.get_value(cell,z) t2 = time.time() if abs(value - current.value) > self.C*abs(current.fidelity - z): self.cflag = True current.value = value current.m_value = value current.fidelity = z self.value_dict[cell] = current if self.CAPITAL == 'Time': cost = t2 - t1 else: cost = self.mfobject.eval_fidel_cost_single_point_normalised([z]) else: t1 = time.time() value = self.get_value(cell,z) t2 = time.time() bhi = 2*diam + value self.value_dict[cell] = MF_node(cell,value,z,bhi,height,dimension,1) if self.CAPITAL == 'Time': cost = t2 - t1 else: cost = self.mfobject.eval_fidel_cost_single_point_normalised([z]) bhi = 2*diam + value current_object = MF_node(cell,value,z,bhi,height,dimension,1) return current_object,cost def split_children(self,current,rho,nu,option = 1): pcell = list(current.cell) span = [abs(pcell[i][1] - pcell[i][0]) for i in range(len(pcell))] if self.Randomize: dimension = np.random.choice(range(len(pcell))) else: dimension = np.argmax(span) dd = len(pcell) if dimension == current.dimension: dimension = (current.dimension - 1)%dd cost = 0 h = current.height + 1 l = np.linspace(pcell[dimension][0],pcell[dimension][1],3) children = [] for i in range(len(l)-1): cell = [] for j in range(len(pcell)): if j != dimension: cell = cell + [pcell[j]] else: cell = cell + [(l[i],l[i+1])] cell = tuple(cell) child,c = self.querie(cell, h, rho, nu,dimension,option) children = children + [child] cost = cost + c return children, cost def take_HOO_step(self): current = self.Tree.get_next_node(self.Tree.root) children,cost = self.split_children(current,self.rho,self.nu,1) self.t = self.t + 2 self.cost = self.cost + cost rnode = self.Tree.insert_node(self.Tree.root,children[0]) self.Tree.update_parents(rnode,rnode.value) rnode = self.Tree.insert_node(self.Tree.root,children[1]) self.Tree.update_parents(rnode,rnode.value) self.Tree.update_tbounds(self.Tree.root,self.t) def run(self): while self.cost <= self.budget: self.take_HOO_step() def get_point(self): self.Tree.get_current_best(self.Tree.root) return self.Tree.current_best class MFPOO(object): ''' MFPOO object that spawns multiple MFHOO instances ''' def __init__(self,mfobject, nu_max, rho_max, total_budget, sigma, C, mult, tol = 1e-3, Randomize = False, Auto = False,unit_cost = 1.0, CAPITAL = 'Time', debug = 'True'): self.mfobject = mfobject self.nu_max = nu_max self.rho_max = rho_max self.total_budget = total_budget self.C = C self.t = 0 self.sigma = sigma self.tol = tol self.Randomize = Randomize self.cost = 0 self.value_dict = {} self.MH_arr = [] self.CAPITAL = CAPITAL self.debug = debug if Auto: if unit_cost is None: z1 = 1.0 if self.debug: print('Setting unit cost automatically as None was supplied') else: z1 = 0.8 z2 = 0.2 d = self.mfobject.domain_dim x = np.array([0.5]*d) t1 = time.time() v1 = self.mfobject.eval_at_fidel_single_point_normalised([z1], x) t3 = time.time() v2 = self.mfobject.eval_at_fidel_single_point_normalised([z2], x) t2 = time.time() self.C = np.sqrt(2)*np.abs(v1-v2)/np.abs(z1-z2) self.nu_max = nu_mult*self.C if unit_cost is None: unit_cost = t3 - t1 if self.debug: print('Unit Cost: ',unit_cost) if self.debug: print('Auto Init: ') print('C: ' + str(self.C)) print('nu: ' + str(self.nu_max)) c1 = self.mfobject.eval_fidel_cost_single_point_normalised([z1]) c2 = self.mfobject.eval_fidel_cost_single_point_normalised([z2]) self.total_budget = self.total_budget - c1 - c2 if self.CAPITAL == 'Time': self.total_budget = self.total_budget - (t2 - t1) if self.debug: print('Budget Remaining: ' + str(self.total_budget)) if self.CAPITAL == 'Time': self.unit_cost = unit_cost else: self.unit_cost = self.mfobject.eval_fidel_cost_single_point_normalised([1.0]) n = max(self.total_budget/self.unit_cost,1) Dm = int(np.log(2.0)/np.log(1/self.rho_max)) nHOO = int(mult*Dm*np.log(n/np.log(n+1))) self.nHOO = max(1,int(min(max(1,nHOO),n/2+1))) self.budget = (self.total_budget - self.nHOO*self.unit_cost)/float(self.nHOO) if self.debug: print('Number of MFHOO Instances: ' + str(self.nHOO)) print('Budget per MFHOO Instance:' + str(self.budget)) def run_all_MFHOO(self): nu = self.nu_max for i in range(self.nHOO): rho = self.rho_max**(float(self.nHOO)/(self.nHOO-i)) MH = MFHOO(mfobject = self.mfobject, nu=nu, rho=rho, budget=self.budget, sigma=self.sigma, C=self.C, tol = 1e-3, Randomize = False, Auto = False,value_dict = self.value_dict, CAPITAL = self.CAPITAL, debug = self.debug) print('Running SOO number: ' + str(i+1) + ' rho: ' + str(rho) + ' nu: ' + str(nu)) MH.run() print('Done!') self.cost = self.cost + MH.cost if MH.cflag: self.C = 1.4*self.C nu = nu_mult*self.C self.nu_max = nu_mult*self.C if self.debug: print('Updating C') print('C: ' + str(self.C)) print('nu_max: ' + str(nu)) self.value_dict = MH.value_dict self.MH_arr = self.MH_arr + [MH] def get_point(self): points = [H.get_point() for H in self.MH_arr] for H in self.MH_arr: self.t = self.t + H.t evals = [self.mfobject.eval_at_fidel_single_point_normalised([1.0],x) for x in points] if self.CAPITAL == 'Actual': self.cost = self.cost + self.nHOO*self.mfobject.eval_fidel_cost_single_point_normalised([1.0]) else: self.cost = self.cost + self.nHOO*self.unit_cost index = np.argmax(evals) newp = [] for p in points: _,npoint = self.mfobject.get_unnormalised_coords(None,p) newp = newp + [npoint] return newp,evals
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MFTreeSearchCV
MFTreeSearchCV-master/MFTreeSearchCV/MFTreeFunction.py
#Author: Rajat Sen # general MF function object for doing tree search on scikit-learn classifier/regressor object from __future__ import print_function from __future__ import division import os import sys module_path = os.path.abspath(os.path.join('..')) if module_path not in sys.path: sys.path.append(module_path) import numpy as np from sklearn.metrics import * from MFTreeSearchCV.converters import * from sklearn.model_selection import cross_val_score from copy import deepcopy from scipy.stats import norm from scipy import integrate # Local imports from mf.mf_func import MFOptFunction import warnings from sklearn.model_selection import cross_val_score import pandas as pd def return_scoring_function(tag): ''' Given a scoring tag like 'accuracy' returns the corresponding scoring function. For example given the string 'accuracy', this will return the function accuracy_score from sklearn.model_selection ''' if tag == 'accuracy': f = accuracy_score elif tag == 'balanced_accuracy': f = balanced_accuracy_score elif tag == 'average_precision': f = average_precision_score elif tag == 'brier_score_loss': f = brier_score_loss elif tag == 'f1': f = f1_score elif tag == 'neg_log_loss': f = log_loss elif tag == 'precision': f = precision_score elif tag == 'recall': f = recall_score elif tag == 'roc_auc': f = roc_auc_score elif tag == 'explained_variance': f = explained_variance_score elif tag == 'neg_mean_absolute_error': f = mean_absolute_error elif tag == 'neg_mean_squared_error': f = mean_squared_error elif tag == 'neg_mean_squared_log_error': f = mean_squared_log_error elif tag == 'neg_median_absolute_error': f = median_absolute_error elif tag == 'r2': f = r2_score else: raise ValueError('Unrecognized scorer tag!') return f def merge_two_dicts(x, y): ''' merges the two disctionaries x and y and returns the merged dictionary ''' z = x.copy() # start with x's keys and values z.update(y) # modifies z with y's keys and values & returns None return z class MFTreeFunction(MFOptFunction): ''' A multi-fidelity function class which can be queried at 'x' at different fidelity levels 'z in [0,1]'. ---------- X: training data features y: training laabel features estimator : estimator object. This is assumed to implement the scikit-learn estimator interface. Unlike grid search CV, estimator need not provide a ``score`` function. Therefore ``scoring`` must be passed. param_dict : Dictionary with parameters names (string) as keys and and the value is another dictionary. The value dictionary has the keys 'range' that specifies the range of the hyper-parameter, 'type': 'int' or 'cat' or 'real' (integere, categorical or real), and 'scale': 'linear' or 'log' specifying whether the search is done on a linear scale or a logarithmic scale. An example for param_dict for scikit-learn SVC is as follows: eg: param_dict = {'C' : {'range': [1e-2,1e2], 'type': 'real', 'scale': 'log'}, \ 'kernel' : {'range': [ 'linear', 'poly', 'rbf', 'sigmoid'], 'type': 'cat'}, \ 'degree' : {'range': [3,10], 'type': 'int', 'scale': 'linear'}} scoring : string, callable, list/tuple, dict or None, default: None A single string (see :ref:`scoring_parameter`). this must be specified as a string. See scikit-learn metrics for more details. fixed_params: dictionary of parameter values other than the once in param_dict, that should be held fixed at the supplied value. For example, if fixed_params = {'nthread': 10} is passed with estimator as XGBoost, it means that all XGBoost instances will be run with 10 parallel threads cv : int, cross-validation generator or an iterable, optional Determines the cross-validation splitting strategy. Possible inputs for cv are: - None, to use the default 3-fold cross validation, - integer, to specify the number of folds in a `(Stratified)KFold`, debug : Binary Controls the verbosity: True means more messages, while False only prints critical messages refit : True means the best parameters are fit into an estimator and trained, while False means the best_estimator is not refit fidelity_range : range of fidelity to use. It is a tuple (a,b) which means lowest fidelity means a samples are used for training and validation and b samples are used when fidelity is the highest. We recommend setting b to be the total number of training samples available and a to bea reasonable value. n_jobs : number of parallel runs for the CV. Note that njobs * (number of threads used in the estimator) must be less than the number of threads allowed in your machine. default value is 1. Attributes and functions ---------- _mf_func : returns the value of the function at point 'x' evaluated at fidelity 'z' For other methods see the specifications in mf/mf_func. ''' def __init__(self, X,y,estimator, param_dict,fidelity_range, \ scoring='accuracy', greater_is_better = True, fixed_params = {},\ n_jobs=1, cv = 3): self.base_estimator = estimator self.param_dict = param_dict self.scoring = scoring self.fixed_params = fixed_params self.n_jobs = n_jobs self.fidelity_range = fidelity_range self.cv = cv self.fidelity_range = fidelity_range self.X = X self.y = y self.greater_is_better = greater_is_better self.scorer = return_scoring_function(self.scoring) self.problem_bounds, self.keys = convert_dict_to_bounds(self.param_dict) self.max_data = self.fidelity_range[1] mf_func = self._mf_func fidel_cost_func = self._fidel_cost fidel_bounds = np.array([self.fidelity_range]) domain_bounds = np.array(self.problem_bounds) opt_fidel_unnormalised = np.array([self.max_data]) super(MFTreeFunction, self).__init__(mf_func, fidel_cost_func, fidel_bounds, domain_bounds, opt_fidel_unnormalised, vectorised=False) def _fidel_cost(self, z): return 0.01 + (float(z[0])/self.max_data) def _mf_func(self, z, x): pgrid = convert_values_to_dict(list(x),self.problem_bounds,self.keys, self.param_dict) grid = merge_two_dicts(pgrid,self.fixed_params) gbm = self.base_estimator gbm.set_params(**grid) r,c = self.X.shape num_data_curr = int(z[0]) inds = np.random.choice(r,num_data_curr) feat_curr = self.X[inds] label_curr = self.y[inds] return self.get_kfold_val_score(gbm, feat_curr, label_curr) def get_kfold_val_score(self,clf, X, Y, num_folds=None,random_seed = 512): st0 = np.random.get_state() if random_seed is None: np.random.seed() else: np.random.seed(random_seed) num_folds = self.cv acc = cross_val_score(clf,X = X,y = Y,cv=num_folds,n_jobs=self.n_jobs,scoring=self.scoring) np.random.set_state(st0) if self.greater_is_better: return acc.mean() else: return -acc.mean()
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MFTreeSearchCV
MFTreeSearchCV-master/MFTreeSearchCV/MFTreeSearchCV.py
# Author: Rajat Sen # This is the main source file that implements the methods MFTreeSearchCV from __future__ import print_function from __future__ import division import os import sys module_path = os.path.abspath(os.path.join('..')) if module_path not in sys.path: sys.path.append(module_path) from sklearn.model_selection import GridSearchCV from MFTreeSearchCV.converters import * from MFTreeSearchCV.MFTreeFunction import * import numpy as np from mf.mf_func import MFOptFunction from utils.general_utils import map_to_cube import sys from mf.mf_func import get_noisy_mfof_from_mfof import time from MFTreeSearchCV.MFHOO import * import pandas as pd class MFTreeSearchCV(GridSearchCV): """Multi-Fidelity Tree Search over specified parameter ranges for an estimator. Important members are fit, predict. MFTreeSearchCV implements a "fit" and a "score" method. It also implements "predict", "predict_proba" is they are present in the base-estimator. The parameters of the estimator used to apply these methods are optimized by cross-validated Tree Search over a parameter search space. ---------- estimator : estimator object. This is assumed to implement the scikit-learn estimator interface. Unlike grid search CV, estimator need not provide a ``score`` function. Therefore ``scoring`` must be passed. param_dict : Dictionary with parameters names (string) as keys and and the value is another dictionary. The value dictionary has the keys 'range' that specifies the range of the hyper-parameter, 'type': 'int' or 'cat' or 'real' (integere, categorical or real), and 'scale': 'linear' or 'log' specifying whether the search is done on a linear scale or a logarithmic scale. An example for param_dict for scikit-learn SVC is as follows: eg: param_dict = {'C' : {'range': [1e-2,1e2], 'type': 'real', 'scale': 'log'}, \ 'kernel' : {'range': [ 'linear', 'poly', 'rbf', 'sigmoid'], 'type': 'cat'}, \ 'degree' : {'range': [3,10], 'type': 'int', 'scale': 'linear'}} scoring : string, callable, list/tuple, dict or None, default: None A single string (see :ref:`scoring_parameter`). this must be specified as a string. See scikit-learn metrics for more details. fixed_params: dictionary of parameter values other than the once in param_dict, that should be held fixed at the supplied value. For example, if fixed_params = {'nthread': 10} is passed with estimator as XGBoost, it means that all XGBoost instances will be run with 10 parallel threads cv : int, cross-validation generator or an iterable, optional Determines the cross-validation splitting strategy. Possible inputs for cv are: - None, to use the default 3-fold cross validation, - integer, to specify the number of folds in a `(Stratified)KFold`, debug : Binary Controls the verbosity: True means more messages, while False only prints critical messages refit : True means the best parameters are fit into an estimator and trained, while False means the best_estimator is not refit fidelity_range : range of fidelity to use. It is a tuple (a,b) which means lowest fidelity means a samples are used for training and validation and b samples are used when fidelity is the highest. We recommend setting b to be the total number of training samples available and a to bea reasonable value. n_jobs : number of parallel runs for the CV. Note that njobs * (number of threads used in the estimator) must be less than the number of threads allowed in your machine. default value is 1. nu_max : automatically set, but can be give a default values in the range (0,2] rho_max : rho_max in the paper. Default value is 0.95 and is recommended sigma : sigma in the paper. Default value is 0.02, adjust according to the believed noise standard deviation in the system C : default is 1.0, which is overwritten if Auto = True, which is the recommended setting Auto : If True then the bias function parameter C is auto set. This is recommended. tol : default values is 1e-3. All fidelities z_1, z_2 such that |z_1 - z_2| < tol are assumed to yield the same bias value total_budget : total budget for the search in seconds. This includes the time for automatic parameter C selection and does not include refit time. total_budget should ideally be more than 5X the unit_cost which is the time taken to run one experiment at the highest fidelity unit_cost : time in seconds required to fit the base estimator at the highest fidelity. This should be estimated by the user and then supplied. Attributes ---------- cv_results_ : dictionary showing the scores attained under a few parameters setting. Each parameter setting is the best parameter obtained from a tree-search call. best_estimator_ : estimator or dict Estimator that was chosen by the search, i.e. estimator which gave highest score (or smallest loss if specified) on the left out data. Not available if ``refit=False``. See ``refit`` parameter for more information on allowed values. best_score_ : float Mean cross-validated score of the best_estimator best_params_ : dict Parameter setting that gave the best results on the hold out data. refit_time_ : float Seconds used for refitting the best model on the whole dataset. This is present only if ``refit`` is not False. fit_time_ : float Seconds taken to find the best parameters. Should be close to the budget given. """ def __init__(self, estimator, param_dict, fidelity_range,total_budget, scoring='accuracy',\ greater_is_better = True, fixed_params = {},\ refit=True, cv = 3, debug = True, n_jobs = 1, \ nu_max = 1.0, rho_max = 0.95, sigma = 0.02, C = 0.05, \ tol = 1e-3, \ Randomize = False, Auto = True, unit_cost = None,mult = 0.2): param_grid = {} for key in param_dict: p = param_dict[key] param_grid[key] = [p['range'][0]] super(MFTreeSearchCV, self).__init__( estimator=estimator, param_grid = param_grid,scoring=scoring, n_jobs=n_jobs, iid='warn', refit=refit, cv=cv, verbose=debug) self.estimator = estimator self.param_dict = param_dict self.scoring = scoring self.greater_is_better = greater_is_better self.fixed_params = fixed_params self.n_jobs = n_jobs self.fidelity_range = fidelity_range self.refit = refit self.cv = cv self.debug = debug self.nu_max = nu_max self.rho_max = rho_max self.sigma = sigma self.C = C self.tol = tol self.fidelity_range = fidelity_range self.total_budget = total_budget self.unit_cost = unit_cost self.mult = mult self.Randomize = Randomize self.Auto = Auto def _create_mfobject(self,X,y): MF = MFTreeFunction(X,y,self.estimator, self.param_dict,\ self.fidelity_range, \ self.scoring, self.greater_is_better, self.fixed_params,\ self.n_jobs, self.cv) return MF def _populate_cv_results(self,points,evals): self.cv_results_ = {} for i in range(len(points)): pr = convert_values_to_dict(points[i],self.MF.problem_bounds,\ self.MF.keys, self.MF.param_dict) self.cv_results_[i] = {'params':pr,'score':evals[i]} self.cv_results_ = pd.DataFrame(self.cv_results_).transpose() def _refit(self,X,y): params = merge_two_dicts(self.best_params_,self.fixed_params) self.best_estimator_ = self.estimator.set_params(**params) self.best_estimator = self.best_estimator_.fit(X,y) def fit(self,X,y): self.MF = self._create_mfobject(X,y) t1 = time.time() self.MP = MFPOO(mfobject=self.MF, nu_max=self.nu_max, rho_max=self.rho_max, \ total_budget=self.total_budget, sigma=self.sigma, C=self.C, \ mult=self.mult, tol = self.tol, Randomize = self.Randomize, \ Auto = self.Auto,unit_cost=self.unit_cost,\ CAPITAL = 'Time', debug = self.debug ) self.MP.run_all_MFHOO() self.points, self.evals = self.MP.get_point() t2 = time.time() self.fit_time_ = t2 - t1 index = np.argmax(self.evals) bp = self.points[index] self.best_params_ = convert_values_to_dict(bp,self.MF.problem_bounds,self.MF.keys, self.MF.param_dict) self.best_score_ = self.evals[index] self._populate_cv_results(self.points,self.evals) if self.refit: t1 = time.time() self._refit(X,y) t2 = time.time() self.refit_time_ = t2 - t1 return self else: return self
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MFTreeSearchCV
MFTreeSearchCV-master/MFTreeSearchCV/__init__.py
# Code for MFTreeSearchCV # Contact: [email protected] from __future__ import division from __future__ import print_function
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MFTreeSearchCV
MFTreeSearchCV-master/MFTreeSearchCV/converters.py
# Author: Rajat Sen ### This file is meant for functions that interchange various methods of representing the range and values for various hyper-parameters. from __future__ import print_function from __future__ import division import numpy as np def convert_dict_to_bounds(param_dict): ''' convert param_dict to list of parameters Returned values:--------------------- problem_bounds: list of ranges for different parameters of dimensions keys: list of keys in the same order as problem bounds ''' problem_bounds = [] keys = [] for key in param_dict: param = param_dict[key] if param['type'] == 'cat': bound = [0,1] scale = 'linear' else: if param['scale'] == 'linear': bound = param['range'] else: bound = [np.log(param['range'][0]),np.log(param['range'][1])] scale = param['scale'] problem_bounds = problem_bounds + [bound] keys = keys + [key] return problem_bounds,keys def indexify(v,r): ''' Helper Function ''' for i in range(r): if float(i)/r <= v < float(i+1)/r: return i else: continue return r-1 def convert_values_to_dict(values,problem_bounds,keys, param_dict): ''' Function to convert a vector of values for different hyper-parameters to a dict that can be used to set parameters of the base estimator object ''' vdict = {} n = len(values) for i in range(n): v = values[i] k = keys[i] param = param_dict[k] if param['type'] == 'cat': r = len(param['range']) index = indexify(v,r) vdict[k] = param['range'][index] else: if param['scale'] == 'log': nv = np.exp(v) else: nv = v if param['type'] == 'int': nv = int(nv) vdict[k] = nv return vdict
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MFTreeSearchCV
MFTreeSearchCV-master/gp/gp_instances.py
""" A module which implements different instances of GPs. -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=abstract-class-not-used # pylint: disable=super-on-old-class import numpy as np # Local imports import gp_core import kernel from utils.option_handler import get_option_specs # Some basic parameters for simple GPs. basic_gp_args = [ get_option_specs('kernel_type', False, 'se', 'Specify type of kernel. Should be se or poly'), get_option_specs('mean_func_type', False, 'median', ('Specify the type of mean function. Should be mean, median, const ', 'or zero. If const, specifcy value in mean-func-const.')), get_option_specs('mean_func_const', False, 0.0, 'The constant value to use if mean_func_type is const.'), get_option_specs('noise_var_type', False, 'tune', ('Specify how to obtain the noise variance. Should be tune, label ', 'or value. Specify appropriate value in noise_var_label or', 'noise_var_value')), get_option_specs('noise_var_label', False, 0.05, 'The fraction of label variance to use as noise variance.'), get_option_specs('noise_var_value', False, 0.1, 'The (absolute) value to use as noise variance.'), ] # Parameters for the SE kernel. se_gp_args = [ get_option_specs('use_same_bandwidth', False, False, 'If true uses same bandwidth on all dimensions. Default is False.'), ] # Parameters for the Polynomial kernel. poly_gp_args = [ get_option_specs('use_same_scalings', False, False, 'If true uses same scalings on all dimensions. Default is False.'), get_option_specs('poly_order', False, 1, 'Order of the polynomial to be used. Default is 1 (linear kernel).') ] # All parameters all_simple_gp_args = gp_core.mandatory_gp_args + basic_gp_args + se_gp_args + poly_gp_args class SEGP(gp_core.GP): """ An implementation of a GP using a SE kernel. """ def __init__(self, X, Y, ke_scale, ke_dim_bandwidths, mean_func, noise_var, *args, **kwargs): """ Constructor. ke_scale and ke_dim_bandwidths are the kernel hyper-parameters. ke_dim_bandwidths can be a vector of length dim or a scalar (in which case we will use the same bandwidth for all dimensions). """ se_kernel = kernel.SEKernel(dim=X.shape[1], scale=ke_scale, dim_bandwidths=ke_dim_bandwidths) super(SEGP, self).__init__(X, Y, se_kernel, mean_func, noise_var, *args, **kwargs) class PolyGP(gp_core.GP): """ An implementation of a GP using a polynomial kernel. """ def __init__(self, X, Y, ke_order, ke_dim_scalings, mean_func, noise_var, *args, **kwargs): """ Constructor. ke_order and ke_dim_scalings are the kernel hyper-parameters. see kernel.PolyKernel for more info. """ poly_kernel = kernel.PolyKernel(dim=X.shape[1], order=ke_order, dim_scalings=ke_dim_scalings) super(PolyGP, self).__init__(X, Y, poly_kernel, mean_func, noise_var, *args, **kwargs) class SimpleGPFitter(gp_core.GPFitter): """ A concrete implementation to fit a simple GP. Use this as an example.""" # pylint: disable=attribute-defined-outside-init def __init__(self, X, Y, options=None, *args, **kwargs): """ Constructor. options should either be a Namespace, a list or None""" # Just call the super constructor. self.X = X self.Y = Y if options is None: options = all_simple_gp_args super(SimpleGPFitter, self).__init__(options, *args, **kwargs) def _child_set_up(self): """ Sets parameters for GPFitter. """ # Check args - so that we don't have to keep doing this all the time if not self.options.kernel_type in ['se', 'kernel']: raise ValueError('Unknown kernel_type. Should be either se or poly.') if not self.options.noise_var_type in ['tune', 'label', 'value']: raise ValueError('Unknown noise_var_type. Should be either tune, label or value.') if not self.options.mean_func_type in ['mean', 'median', 'const', 'zero']: raise ValueError('Unknown mean_func_type. Should be one of mean/median/const/zero.') # Set some parameters we will be using often. self.Y_var = self.Y.std()**2 self.input_dim = self.X.shape[1] # Bounds for the hyper-parameters self.hp_bounds = [] # Noise variance if self.options.noise_var_type == 'tune': self.noise_var_log_bounds = [np.log(0.005 * self.Y_var), np.log(0.2 * self.Y_var)] self.hp_bounds.append(self.noise_var_log_bounds) # Kernel parameters if self.options.kernel_type == 'se': self._se_kernel_set_up() elif self.options.kernel_type == 'poly': self._poly_kernel_set_up() def _se_kernel_set_up(self): """ Set up for the SE kernel. """ # Scale self.scale_log_bounds = [np.log(0.1 * self.Y_var), np.log(10 * self.Y_var)] # Bandwidths X_std_norm = np.linalg.norm(self.X.std(axis=0)) single_bandwidth_log_bounds = [np.log(0.01 * X_std_norm), np.log(10 * X_std_norm)] if self.options.use_same_bandwidth: self.bandwidth_log_bounds = [single_bandwidth_log_bounds] else: self.bandwidth_log_bounds = [single_bandwidth_log_bounds] * self.input_dim self.hp_bounds += [self.scale_log_bounds] + self.bandwidth_log_bounds def _poly_kernel_set_up(self): """ Set up for the Poly kernel. """ # TODO: Implement poly kernel set up. raise NotImplementedError('Not implemented Poly kernel yet.') def _child_build_gp(self, gp_hyperparams): """ Builds the GP. """ # Noise variance #################################### if self.options.noise_var_type == 'tune': noise_var = np.exp(gp_hyperparams[0]) gp_hyperparams = gp_hyperparams[1:] elif self.options.noise_var_type == 'label': noise_var = self.options.noise_var_label * (self.Y.std()**2) else: noise_var = self.options.noise_var_value # Mean function ##################################### if hasattr(self.options, 'mean_func') and self.options.mean_func is not None: mean_func = self.options.mean_func else: if self.options.mean_func_type == 'mean': mean_func_const_value = self.Y.mean() elif self.options.mean_func_type == 'median': mean_func_const_value = np.median(self.Y) elif self.options.mean_func_type == 'const': mean_func_const_value = self.options.mean_func_const else: mean_func_const_value = 0 mean_func = lambda x: np.array([mean_func_const_value] * len(x)) # Build kernels and return ########################## if self.options.kernel_type == 'se': return self._build_se_gp(noise_var, mean_func, gp_hyperparams) elif self.options.kernel_type == 'poly': return self._build_poly_gp(noise_var, mean_func, gp_hyperparams) def _build_se_gp(self, noise_var, mean_func, gp_hyperparams): """ Builds the GP if using an SE kernel. """ # Kernel parameters ke_scale = np.exp(gp_hyperparams[0]) ke_dim_bandwidths = ( [np.exp(gp_hyperparams[1])] * self.input_dim if self.options.use_same_bandwidth else np.exp(gp_hyperparams[1:])) # return an squared exponential GP. return SEGP(self.X, self.Y, ke_scale, ke_dim_bandwidths, mean_func, noise_var, build_posterior=True, reporter=self.reporter) def _build_poly_gp(self, noise_var, mean_func, gp_hyperparams): """ Builds the GP if using a Poly kernel. """ # TODO: Implement poly kernel build. raise NotImplementedError('Not implemented Poly kernel yet.')
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MFTreeSearchCV-master/gp/unittest_gp_core.py
""" Unit tests for gp.py -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import from utils.base_test_class import BaseTestClass, execute_tests import numpy as np # Local import gp_core import kernel def gen_gp_test_data(): """ This function generates a bunch of test data. """ # pylint: disable=too-many-locals # Dataset 1 f1 = lambda x: (x**2).sum(axis=1) N1 = 5 X1_tr = np.array(range(N1)).astype(float).reshape((N1, 1))/N1 + 1/(2*N1) Y1_tr = f1(X1_tr) X1_te = np.random.random((50, 1)) Y1_te = f1(X1_te) kernel1 = kernel.SEKernel(1, 1, 0.5) # Dataset 2 N2 = 100 D2 = 10 f2 = lambda x: ((x**2) * range(1, D2+1)/D2).sum(axis=1) X2_tr = np.random.random((N2, D2)) Y2_tr = f2(X2_tr) X2_te = np.random.random((N2, D2)) Y2_te = f2(X2_te) kernel2 = kernel.SEKernel(D2, 10, 0.2*np.sqrt(D2)) # Dataset 3 N3 = 200 D3 = 6 f3 = lambda x: ((x**3 + 2 * x**2 - x + 2) * range(1, D3+1)/D3).sum(axis=1) X3_tr = np.random.random((N3, D3)) Y3_tr = f3(X3_tr) X3_te = np.random.random((N3, D3)) Y3_te = f3(X3_te) kernel3 = kernel.SEKernel(D3, 10, 0.2*np.sqrt(D3)) # Dataset 4 N4 = 400 D4 = 8 f4 = lambda x: ((np.sin(x**2) + 2 * np.cos(x**2) - x + 2) * range(1, D4+1)/D4).sum(axis=1) X4_tr = np.random.random((N4, D4)) Y4_tr = f4(X4_tr) X4_te = np.random.random((N4, D4)) Y4_te = f4(X4_te) kernel4 = kernel.SEKernel(D4, 10, 0.2*np.sqrt(D4)) # put all datasets into a list. return [(X1_tr, Y1_tr, kernel1, X1_te, Y1_te), (X2_tr, Y2_tr, kernel2, X2_te, Y2_te), (X3_tr, Y3_tr, kernel3, X3_te, Y3_te), (X4_tr, Y4_tr, kernel4, X4_te, Y4_te)] def build_gp_with_dataset(dataset): """ Internal function to build a GP with the dataset. """ mean_func = lambda x: np.array([np.median(dataset[1])] * len(x)) noise_var = dataset[1].std()**2/20 return gp_core.GP(dataset[0], dataset[1], dataset[2], mean_func, noise_var) def compute_average_prediction_error(dataset, preds): """ Computes the prediction error. """ return (np.linalg.norm(dataset[4] - preds)**2)/len(dataset[4]) class GPTestCase(BaseTestClass): """ Unit tests for the GP class. """ # pylint: disable=too-many-locals def setUp(self): """ Set up for tests. """ self.datasets = gen_gp_test_data() def test_add_data(self): """ Tests GP.add_data. """ self.report('GP.add_data') for dataset in self.datasets: num_new = np.random.randint(3, 10) X_new = np.random.random((num_new, dataset[0].shape[1])) Y_new = np.random.random(num_new) curr_gp = build_gp_with_dataset(dataset) curr_gp.add_data(X_new, Y_new) assert num_new + len(dataset[1]) == curr_gp.num_tr_data def test_eval(self): """ Tests the evaluation. """ self.report('GP.eval: Probabilistic test, might fail sometimes') num_successes = 0 for dataset in self.datasets: curr_gp = build_gp_with_dataset(dataset) curr_pred, _ = curr_gp.eval(dataset[3]) curr_err = compute_average_prediction_error(dataset, curr_pred) const_err = compute_average_prediction_error(dataset, dataset[1].mean()) success = curr_err < const_err self.report(('(N,D)=' + str(dataset[0].shape) + ':: GP-err= ' + str(curr_err) + ', Const-err= ' + str(const_err) + ', success=' + str(success)), 'test_result') num_successes += int(success) assert num_successes > 0.6 *len(self.datasets) def test_compute_log_marginal_likelihood(self): """ Tests compute_log_marginal_likelihood. Does not test for accurate implementation. Only tests if the function runs without runtime errors. """ self.report('GP.compute_log_marginal_likelihood: ** Runtime test errors only **') for dataset in self.datasets: curr_gp = build_gp_with_dataset(dataset) lml = curr_gp.compute_log_marginal_likelihood() self.report('(N,D)=' + str(dataset[0].shape) + ' lml = ' + str(lml), 'test_result') if __name__ == '__main__': execute_tests()
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MFTreeSearchCV
MFTreeSearchCV-master/gp/demo_gp_1.py
""" A simple demo for gps. """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=superfluous-parens from argparse import Namespace import numpy as np # Local import gp_core import gp_instances import kernel def get_data(): """ Generates data. """ func = lambda t: (-70 * (t-0) * (t-0.35) * (t+0.55) * (t-0.65) * (t-0.97)).sum(axis=1) N = 5 X_tr = np.array(range(N)).astype(float).reshape((N, 1))/N + 1/(float(2*N)) Y_tr = func(X_tr) kern = kernel.SEKernel(1, 1, 0.5) data = Namespace(func=func, X_tr=X_tr, Y_tr=Y_tr, kern=kern) return data def _demo_common(gp, data, desc): """ Common processes for the demo. """ lml = gp.compute_log_marginal_likelihood() print(desc + ': Log-Marg-Like: ' + str(lml) + ', kernel: ' + str(gp.kernel.hyperparams)) gp.visualise(true_func=data.func, boundary=[0, 1]) def demo_gp_given_hps(data, kern, desc): """ A demo given the kernel hyper-parameters. """ mean_func = lambda x: np.array([data.Y_tr.mean()] * len(x)) noise_var = data.Y_tr.std()/10 est_gp = gp_core.GP(data.X_tr, data.Y_tr, kern, mean_func, noise_var) _demo_common(est_gp, data, desc) def demo_gp_fit_hps(data, desc): """ A demo where the kernel hyper-parameters are fitted. """ fitted_gp, _ = (gp_instances.SimpleGPFitter(data.X_tr, data.Y_tr)).fit_gp() _demo_common(fitted_gp, data, desc) def main(): """ Main function. """ data = get_data() print('First fitting a GP with the given kernel. Close window to continue.') demo_gp_given_hps(data, data.kern, 'Given Kernel') print('\nNow estimating kernel via marginal likelihood. Close window to continue.') demo_gp_fit_hps(data, 'Fitted Kernel') if __name__ == '__main__': main()
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MFTreeSearchCV
MFTreeSearchCV-master/gp/gp_core.py
""" A module for fitting a GP and tuning its kernel. """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import import sys import numpy as np from utils.general_utils import stable_cholesky, draw_gaussian_samples from utils.optimisers import direct_ft_maximise from utils.option_handler import get_option_specs, load_options from utils.reporters import get_reporter # These are mandatory requirements. Every GP implementation should probably use them. mandatory_gp_args = [ get_option_specs('hp_tune_criterion', False, 'ml', 'Which criterion to use when tuning hyper-parameters.'), get_option_specs('hp_tune_opt', False, 'direct', 'Which optimiser to use when maximising the tuning criterion.'), get_option_specs('hp_tune_max_evals', False, -1, 'How many evaluations to use when maximising the tuning criterion.'), ] def _check_feature_label_lengths_and_format(X, Y): """ Checks if the length of X and Y are the same. """ if X.shape[0] != len(Y): raise ValueError('Size of X (' + str(X.shape) + ') and Y (' + str(Y.shape) + ') do not match.') if len(X.shape) != 2 or len(Y.shape) != 1: raise ValueError('X should be an nxd matrix and Y should be an n-vector.' + 'Given shapes of X, Y are: ', str(X.shape) + ', ' + str(Y.shape)) class GP(object): ''' Base class for Gaussian processes. ''' def __init__(self, X, Y, kernel, mean_func, noise_var, build_posterior=True, reporter=None): """ Constructor. """ super(GP, self).__init__() _check_feature_label_lengths_and_format(X, Y) self.X = X self.Y = Y self.kernel = kernel self.mean_func = mean_func self.noise_var = noise_var self.reporter = reporter # Some derived attribues. self.num_tr_data = len(self.Y) self.input_dim = self.X.shape[1] # Initialise other attributes we will need. self.L = None self.alpha = None # Build posterior if necessary if build_posterior: self.build_posterior() def _write_message(self, msg): """ Writes a message via the reporter or the std out. """ if self.reporter: self.reporter.write(msg) else: sys.stdout.write(msg) def add_data(self, X_new, Y_new, rebuild=True): """ Adds new data to the GP. If rebuild is true it rebuilds the posterior. """ _check_feature_label_lengths_and_format(X_new, Y_new) self.X = np.vstack((self.X, X_new)) self.Y = np.append(self.Y, Y_new) self.num_tr_data = len(self.Y) if rebuild: self.build_posterior() def build_posterior(self): """ Builds the posterior GP by computing the mean and covariance. """ prior_covar = self.kernel(self.X, self.X) + self.noise_var * np.eye(self.num_tr_data) Y_centred = self.Y - self.mean_func(self.X) self.L = stable_cholesky(prior_covar) self.alpha = np.linalg.solve(self.L.T, np.linalg.solve(self.L, Y_centred)) def eval(self, X_test, uncert_form='none'): """ Evaluates the GP on X_test. If uncert_form is covar: returns the entire covariance on X_test (nxn matrix) std: returns the standard deviations on the test set (n vector) none: returns nothing (default). """ # First check for uncert_form if not uncert_form in ['none', 'covar', 'std']: raise ValueError('uncert_form should be one of none, std or covar.') # Compute the posterior mean. test_mean = self.mean_func(X_test) K_tetr = self.kernel(X_test, self.X) pred_mean = test_mean + K_tetr.dot(self.alpha) # Compute the posterior variance or standard deviation as required. if uncert_form == 'none': uncert = None else: K_tete = self.kernel(X_test, X_test) V = np.linalg.solve(self.L, K_tetr.T) post_covar = K_tete - V.T.dot(V) if uncert_form == 'covar': uncert = post_covar elif uncert_form == 'std': uncert = np.sqrt(np.diag(post_covar)) else: raise ValueError('uncert_form should be none, covar or std.') return (pred_mean, uncert) def compute_log_marginal_likelihood(self): """ Computes the log marginal likelihood. """ Y_centred = self.Y - self.mean_func(self.X) ret = -0.5 * Y_centred.T.dot(self.alpha) - (np.log(np.diag(self.L))).sum() \ - 0.5 * self.num_tr_data * np.log(2*np.pi) return ret def draw_samples(self, num_samples, X_test=None, mean_vals=None, covar=None): """ Draws num_samples samples at returns their values at X_test. """ if X_test is not None: mean_vals, covar = self.eval(X_test, 'covar') return draw_gaussian_samples(num_samples, mean_vals, covar) def visualise(self, file_name=None, boundary=None, true_func=None, num_samples=20, conf_width=3): """ Visualises the GP. """ # pylint: disable=unused-variable # pylint: disable=too-many-locals if self.input_dim != 1: self._write_message('Cannot visualise in greater than 1 dimension.\n') else: import matplotlib.pyplot as plt fig = plt.figure() N = 400 leg_handles = [] leg_labels = [] if not boundary: boundary = [self.X.min(), self.X.max()] grid = np.linspace(boundary[0], boundary[1], N).reshape((N, 1)) (pred_vals, pred_stds) = self.eval(grid, 'std') # Shade a high confidence region conf_band_up = pred_vals + conf_width * pred_stds conf_band_down = pred_vals - conf_width * pred_stds leg_conf = plt.fill_between(grid.ravel(), conf_band_up, conf_band_down, color=[0.9, 0.9, 0.9]) # Plot the samples gp_samples = self.draw_samples(num_samples, grid) plt.plot(grid, gp_samples.T, '--', linewidth=0.5) # plot the true function if available. if true_func: leg_true = plt.plot(grid, true_func(grid), 'b--', linewidth=3, label='true function') leg_handles.append(leg_true) # Plot the posterior mean leg_post_mean = plt.plot(grid, pred_vals, 'k-', linewidth=4, label='post mean') # Finally plot the training data. leg_data = plt.plot(self.X, self.Y, 'kx', mew=4, markersize=10, label='data') # TODO: create a legend. # Finally either plot or show the figure if file_name is None: plt.show() else: fig.savefig(file_name) class GPFitter(object): """ Class for fitting Gaussian processes. """ # pylint: disable=attribute-defined-outside-init # pylint: disable=abstract-class-not-used def __init__(self, options, reporter='default'): """ Constructor. """ super(GPFitter, self).__init__() self.reporter = get_reporter(reporter) if isinstance(options, list): options = load_options(options, 'GP', reporter=self.reporter) self.options = options self._set_up() def _set_up(self): """ Sets up a bunch of ancillary parameters. """ # The following hyper-parameters need to be set mandatorily in _child_setup. self.hp_bounds = None # The bounds for each hyper parameter should be a num_hps x 2 # array where the 1st/2nd columns are the lowe/upper bounds. # Set up hyper-parameters for the child. self._child_set_up() self.hp_bounds = np.array(self.hp_bounds) # Some post child set up self.num_hps = len(self.hp_bounds) # The number of hyper parameters # The optimiser for the hyper parameters if self.options.hp_tune_opt == 'direct': self._direct_set_up() else: raise ValueError('hp_tune_opt should be direct.') def _child_set_up(self): """ Here you should set up parameters for the child, such as the bounds for the optimiser etc. """ raise NotImplementedError('Implement _child_set_up in a child method.') def _direct_set_up(self): """ Sets up optimiser for direct. """ # define the following internal function to abstract things out more. def _direct_wrap(*args): """ A wrapper so as to only return the optimal value. """ _, opt_pt, _ = direct_ft_maximise(*args) return opt_pt # Set some parameters lower_bounds = self.hp_bounds[:, 0] upper_bounds = self.hp_bounds[:, 1] if (hasattr(self.options, 'hp_tune_max_evals') and self.options.hp_tune_max_evals is not None and self.options.hp_tune_max_evals > 0): hp_tune_max_evals = self.options.hp_tune_max_evals else: hp_tune_max_evals = min(1e5, max(300, self.num_hps * 30)) # Set hp_optimise self.hp_optimise = lambda obj: _direct_wrap(obj, lower_bounds, upper_bounds, hp_tune_max_evals) def _build_gp(self, gp_hyperparams): """ A method which builds a GP from the given gp_hyperparameters. It calls _child_build_gp after running some checks. """ # Check the length of the hyper-parameters if self.num_hps != len(gp_hyperparams): raise ValueError('gp_hyperparams should be of length %d. Given length: %d.'%( self.num_hps, len(gp_hyperparams))) return self._child_build_gp(gp_hyperparams) def _child_build_gp(self, gp_hyperparams): """ A method which builds the child GP from the given gp_hyperparameters. Should be implemented in a child method. """ raise NotImplementedError('Implement _build_gp in a child method.') def _tuning_objective(self, gp_hyperparams): """ This function computes the tuning objective (such as the marginal likelihood) which is to be maximised in fit_gp. """ built_gp = self._build_gp(gp_hyperparams) if self.options.hp_tune_criterion in ['ml', 'marginal_likelihood']: ret = built_gp.compute_log_marginal_likelihood() elif self.options.hp_tune_criterion in ['cv', 'cross_validation']: raise NotImplementedError('Yet to implement cross validation based hp-tuning.') else: raise ValueError('hp_tune_criterion should be either ml or cv') return ret def fit_gp(self): """ Fits a GP according to the tuning criterion. Returns the best GP along with the hyper-parameters. """ opt_hps = self.hp_optimise(self._tuning_objective) opt_gp = self._build_gp(opt_hps) return opt_gp, opt_hps
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MFTreeSearchCV
MFTreeSearchCV-master/gp/__init__.py
""" A Harness for creating and using various kinds of GPs. -- [email protected] """
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MFTreeSearchCV
MFTreeSearchCV-master/gp/unittest_gp_instances.py
""" Unit tests for gp_instances.py -- [email protected] """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # Local from gp_instances import SimpleGPFitter from utils.base_test_class import BaseTestClass, execute_tests from unittest_gp_core import build_gp_with_dataset, compute_average_prediction_error from unittest_gp_core import gen_gp_test_data def fit_gp_with_dataset(dataset): """ A wrapper to fit a gp using the dataset. """ fitted_gp, _ = (SimpleGPFitter(dataset[0], dataset[1], reporter=None)).fit_gp() return fitted_gp class SimpleGPFitterTestCase(BaseTestClass): """ Unit tests for the GP class. """ # pylint: disable=too-many-locals def setUp(self): """ Set up for the tests. """ self.datasets = gen_gp_test_data() def test_marg_likelihood(self): """ This tests for the marginal likelihood. Since we are fitting the hyper parameters by maximising the marginal likelihood it should have a higher value. """ self.report('Marginal likelihood. Probabilistic test, might fail.') num_successes = 0 for dataset in self.datasets: naive_gp = build_gp_with_dataset(dataset) fitted_gp = fit_gp_with_dataset(dataset) naive_lml = naive_gp.compute_log_marginal_likelihood() fitted_lml = fitted_gp.compute_log_marginal_likelihood() success = naive_lml <= fitted_lml self.report('(N,D)=%s:: naive-lml=%0.4f, fitted-lml=%0.4f, succ=%d'%( str(dataset[0].shape), naive_lml, fitted_lml, success), 'test_result') num_successes += success assert num_successes == len(self.datasets) def test_prediction(self): """ Tests for prediction on a test set. """ self.report('Prediction. Probabilistic test, might fail.') num_successes = 0 for dataset in self.datasets: naive_gp = build_gp_with_dataset(dataset) naive_preds, _ = naive_gp.eval(dataset[3]) naive_err = compute_average_prediction_error(dataset, naive_preds) fitted_gp = fit_gp_with_dataset(dataset) fitted_preds, _ = fitted_gp.eval(dataset[3]) fitted_err = compute_average_prediction_error(dataset, fitted_preds) success = fitted_err <= naive_err self.report('(N,D)=%s:: naive-err=%0.4f, fitted-err=%0.4f, succ=%d'%( str(dataset[0].shape), naive_err, fitted_err, success), 'test_result') num_successes += success assert num_successes > 0.6 *len(self.datasets) if __name__ == '__main__': execute_tests(5424)
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MFTreeSearchCV
MFTreeSearchCV-master/gp/unittest_kernel.py
""" Unit tests for kernel.py """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import # pylint: disable=abstract-class-not-used # pylint: disable=abstract-class-little-used import numpy as np # Local imports import kernel from utils.general_utils import dicts_are_equal from utils.base_test_class import BaseTestClass, execute_tests class KernelBasicTestCase(BaseTestClass): """ Basic tests for Kernel function """ # pylint: disable=too-many-instance-attributes def setUp(self): """ Sets up attributes. """ # Data for generic tests self.num_data_1 = 2 self.num_data_2 = 3 self.dim = 3 self.hyper_param_dict_1 = {"param_1":1, "param_2":2, "param_3":3} self.hyper_param_dict_2 = {"param_4":4, "param_5":5, "param_6":6} self.hyper_param_dict_3 = {"param_1":1, "param_2":2, "param_3":3, "param_4":4, "param_5":5, "param_6":6} # Data for the SE and poly kernels self.se_scale = 2 self.data_1 = np.array([[1, 2], [3, 4.5]]) self.data_2 = np.array([[1, 2], [3, 4]]) # Data for the squared exponential kernel. self.se_dim_bandwidths = [0.1, 1] self.true_se_vals_11 = self.se_scale * np.array([[1, np.exp(-406.25/2)], [np.exp(-406.25/2), 1]]) self.true_se_vals_22 = self.se_scale * np.array([[1, np.exp(-404/2)], [np.exp(-404/2), 1]]) self.true_se_vals_12 = self.se_scale * np.array([[1, np.exp(-404/2)], [np.exp(-406.25/2), np.exp(-0.25/2)]]) # Data for the polynomial kernel self.poly_order = 3 self.poly_dim_scalings = [0.5, 2] self.poly_scale = 2 self.true_poly_vals_11 = self.poly_scale * np.array([[17.25, 37.75], [37.75, 84.25]])**self.poly_order self.true_poly_vals_22 = self.poly_scale * np.array([[17.25, 33.75], [33.75, 67.25]])**self.poly_order self.true_poly_vals_12 = self.poly_scale * np.array([[17.25, 33.75], [37.75, 75.25]])**self.poly_order # Data for the unscaled polynomial kernel. self.unscaled_dim_scalings = [0.8, 0.5, 2] self.true_upoly_vals_11 = np.array([[16.89, 37.39], [37.39, 83.89]])**self.poly_order self.true_upoly_vals_22 = np.array([[16.89, 33.39], [33.39, 66.89]])**self.poly_order self.true_upoly_vals_12 = np.array([[16.89, 33.39], [37.39, 74.89]])**self.poly_order # Data for the combined kernel self.com_scale = 4.3 self.true_comb_11 = self.com_scale * self.true_se_vals_11 * self.true_upoly_vals_11 self.true_comb_22 = self.com_scale * self.true_se_vals_22 * self.true_upoly_vals_22 self.true_comb_12 = self.com_scale * self.true_se_vals_12 * self.true_upoly_vals_12 def test_basics(self): """ Tests basic functionality. """ self.report('Testing basic functionality.') kern_1 = kernel.Kernel() kern_1.set_hyperparams(param_1=1, param_2=2, param_3=3) assert dicts_are_equal(kern_1.hyperparams, self.hyper_param_dict_1) kern_1.add_hyperparams(**self.hyper_param_dict_2) assert dicts_are_equal(kern_1.hyperparams, self.hyper_param_dict_3) kern_1.set_hyperparams(**self.hyper_param_dict_2) assert dicts_are_equal(kern_1.hyperparams, self.hyper_param_dict_2) def test_se_kernel(self): """ Tests for the SE kernel. """ self.report('Tests for the SE kernel.') kern = kernel.SEKernel(self.data_1.shape[1], self.se_scale, self.se_dim_bandwidths) K11 = kern(self.data_1) K22 = kern(self.data_2) K12 = kern(self.data_1, self.data_2) assert np.linalg.norm(self.true_se_vals_11 - K11) < 1e-10 assert np.linalg.norm(self.true_se_vals_22 - K22) < 1e-10 assert np.linalg.norm(self.true_se_vals_12 - K12) < 1e-10 def test_poly_kernel(self): """ Tests for the polynomial kernel. """ self.report('Tests for the Polynomial kernel.') kern = kernel.PolyKernel(self.data_1.shape[1], self.poly_order, self.poly_scale, self.poly_dim_scalings) K11 = kern(self.data_1) K22 = kern(self.data_2) K12 = kern(self.data_1, self.data_2) assert np.linalg.norm(self.true_poly_vals_11 - K11) < 1e-10 assert np.linalg.norm(self.true_poly_vals_22 - K22) < 1e-10 assert np.linalg.norm(self.true_poly_vals_12 - K12) < 1e-10 def test_unscaled_poly_kernel(self): """ Tests for the polynomial kernel. """ self.report('Tests for the Unscaled polynomial kernel.') kern = kernel.UnscaledPolyKernel(self.data_1.shape[1], self.poly_order, self.unscaled_dim_scalings) K11 = kern(self.data_1) K22 = kern(self.data_2) K12 = kern(self.data_1, self.data_2) assert np.linalg.norm(self.true_upoly_vals_11 - K11) < 1e-10 assert np.linalg.norm(self.true_upoly_vals_22 - K22) < 1e-10 assert np.linalg.norm(self.true_upoly_vals_12 - K12) < 1e-10 def test_comb_kernel(self): """ Tests for the combined kernel. """ self.report('Tests for the Combined kernel.') kern_se = kernel.SEKernel(self.data_1.shape[1], self.se_scale, self.se_dim_bandwidths) kern_upo = kernel.UnscaledPolyKernel(self.data_1.shape[1], self.poly_order, self.unscaled_dim_scalings) kern = kernel.CoordinateProductKernel(self.data_1.shape[0], self.com_scale, [kern_se, kern_upo], [[0, 1], [0, 1]]) K11 = kern(self.data_1) K22 = kern(self.data_2) K12 = kern(self.data_1, self.data_2) assert np.linalg.norm(self.true_comb_11 - K11) < 1e-10 assert np.linalg.norm(self.true_comb_22 - K22) < 1e-10 assert np.linalg.norm(self.true_comb_12 - K12) < 1e-10 def test_effective_length_se(self): """ Tests for the effective length in the SE kernel. """ # pylint: disable=too-many-locals self.report('Tests for the effective length in the SE kernel.') data_1 = np.array([1, 2]) data_2 = np.array([[0, 1, 2], [1, 1, 0.5]]) bws_1 = [0.1, 1] bws_2 = [0.5, 1, 2] res_l2_1 = np.sqrt(104) res_l2_2 = np.array([np.sqrt(2), np.sqrt(5.0625)]) res_l1_1 = 12 res_l1_2 = np.array([2, 3.25]) dim_1 = 2 dim_2 = 3 all_data = [(data_1, bws_1, dim_1, res_l2_1, res_l1_1), (data_2, bws_2, dim_2, res_l2_2, res_l1_2)] for data in all_data: kern = kernel.SEKernel(data[2], 1, data[1]) eff_l1_norms = kern.get_effective_norm(data[0], order=1, is_single=len(data[0].shape) == 1) eff_l2_norms = kern.get_effective_norm(data[0], order=2, is_single=len(data[0].shape) == 1) assert np.linalg.norm(eff_l2_norms - data[3]) < 1e-5 assert np.linalg.norm(eff_l1_norms - data[4]) < 1e-5 @classmethod def _compute_post_covar(cls, kern, X_tr, X_te): """ Computes the posterior covariance. """ K_tr = kern.evaluate(X_tr, X_tr) K_tetr = kern.evaluate(X_te, X_tr) K_te = kern.evaluate(X_te, X_te) post_covar = K_te - K_tetr.dot(np.linalg.solve(K_tr, K_tetr.T)) post_std = np.sqrt(np.diag(post_covar)) return post_covar, post_std def test_compute_std_slack_se(self): """ Tests for the effective length in the SE kernel. """ self.report('Tests for std slack in the SE kernel.') # The data here are in the order [dim, scale, num_data] prob_params = [[2, 1, 10], [3, 2, 0], [10, 6, 13]] n = 5 for prob in prob_params: dim_bws = list(np.random.random(prob[0]) * 0.3 + 0.5) kern = kernel.SEKernel(prob[0], prob[1], dim_bws) X_1 = np.random.random((n, prob[0])) X_2 = np.random.random((n, prob[0])) X_tr = np.random.random((prob[2], prob[0])) _, std_1 = self._compute_post_covar(kern, X_tr, X_1) _, std_2 = self._compute_post_covar(kern, X_tr, X_2) std_diff = np.abs(std_1 - std_2) std_slack = kern.compute_std_slack(X_1, X_2) diff_12_scaled = kern.get_effective_norm(X_1 - X_2, order=2, is_single=False) kern_diff_12_scaled = kern.hyperparams['scale'] * diff_12_scaled assert np.all(std_diff <= std_slack) assert np.all(std_slack <= kern_diff_12_scaled) if __name__ == '__main__': execute_tests()
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MFTreeSearchCV
MFTreeSearchCV-master/gp/kernel.py
""" Implements various kernels. """ # pylint: disable=import-error # pylint: disable=no-member # pylint: disable=invalid-name # pylint: disable=relative-import import numpy as np # Local imports from utils.general_utils import dist_squared class Kernel(object): """ A kernel class. """ def __init__(self): """ Constructor. """ super(Kernel, self).__init__() self.hyperparams = {} def __call__(self, X1, X2=None): """ Evaluates the kernel by calling evaluate. """ return self.evaluate(X1, X2) def evaluate(self, X1, X2=None): """ Evaluates kernel values between X1 and X2 and returns an n1xn2 kernel matrix. This is a wrapper for _child_evaluate. """ X2 = X1 if X2 is None else X2 return self._child_evaluate(X1, X2) def _child_evaluate(self, X1, X2): """ Evaluates kernel values between X1 and X2 and returns an n1xn2 kernel matrix. This is to be implemented in a child kernel. """ raise NotImplementedError('Implement in a child class.') def set_hyperparams(self, **kwargs): """ Set hyperparameters here. """ self.hyperparams = kwargs def add_hyperparams(self, **kwargs): """ Set additional hyperparameters here. """ for key, value in kwargs.iteritems(): self.hyperparams[key] = value def get_effective_norm(self, X, order=None, *args, **kwargs): """ Gets the effective norm scaled by bandwidths. """ raise NotImplementedError('Implement in a child class.') def compute_std_slack(self, X1, X2): """ Computes a bound on the maximum standard deviation between X1 and X2. """ raise NotImplementedError('Implement in a child class.') def change_smoothness(self, factor): """ Decreases smoothness by the factor given. """ raise NotImplementedError('Implement in a child class.') class SEKernel(Kernel): """ Squared exponential kernel. """ def __init__(self, dim, scale=None, dim_bandwidths=None): """ Constructor. dim is the dimension. """ super(SEKernel, self).__init__() self.dim = dim self.set_se_hyperparams(scale, dim_bandwidths) def set_dim_bandwidths(self, dim_bandwidths): """ Sets the bandwidth for each dimension. """ if dim_bandwidths is not None: if len(dim_bandwidths) != self.dim: raise ValueError('Dimension of dim_bandwidths should be the same as dimension.') dim_bandwidths = np.array(dim_bandwidths) self.add_hyperparams(dim_bandwidths=dim_bandwidths) def set_single_bandwidth(self, bandwidth): """ Sets the bandwidht of all dimensions to be the same value. """ dim_bandwidths = None if bandwidth is None else [bandwidth] * self.dim self.set_dim_bandwidths(dim_bandwidths) def set_scale(self, scale): """ Sets the scale parameter for the kernel. """ self.add_hyperparams(scale=scale) def set_se_hyperparams(self, scale, dim_bandwidths): """ Sets both the scale and the dimension bandwidths for the SE kernel. """ self.set_scale(scale) if hasattr(dim_bandwidths, '__len__'): self.set_dim_bandwidths(dim_bandwidths) else: self.set_single_bandwidth(dim_bandwidths) def _child_evaluate(self, X1, X2): """ Evaluates the SE kernel between X1 and X2 and returns the gram matrix. """ scaled_X1 = self.get_scaled_repr(X1) scaled_X2 = self.get_scaled_repr(X2) dist_sq = dist_squared(scaled_X1, scaled_X2) K = self.hyperparams['scale'] * np.exp(-dist_sq/2) return K def get_scaled_repr(self, X): """ Returns the scaled version of an input by the bandwidths. """ return X/self.hyperparams['dim_bandwidths'] def get_effective_norm(self, X, order=None, is_single=True): """ Gets the effective norm. That is the norm of X scaled by bandwidths. """ # pylint: disable=arguments-differ scaled_X = self.get_scaled_repr(X) if is_single: return np.linalg.norm(scaled_X, ord=order) else: return np.array([np.linalg.norm(sx, ord=order) for sx in scaled_X]) def compute_std_slack(self, X1, X2): """ Computes a bound on the maximum standard deviation diff between X1 and X2. """ k_12 = np.array([float(self.evaluate(X1[i].reshape(1, -1), X2[i].reshape(1, -1))) for i in range(len(X1))]) return np.sqrt(self.hyperparams['scale'] - k_12) def change_smoothness(self, factor): """ Decreases smoothness by the given factor. """ self.hyperparams['dim_bandwidths'] *= factor class PolyKernel(Kernel): """ The polynomial kernel. """ # pylint: disable=abstract-method def __init__(self, dim, order, scale, dim_scalings=None): """ Constructor. """ super(PolyKernel, self).__init__() self.dim = dim self.set_poly_hyperparams(order, scale, dim_scalings) def set_order(self, order): """ Sets the order of the polynomial. """ self.add_hyperparams(order=order) def set_scale(self, scale): """ Sets the scale of the kernel. """ self.add_hyperparams(scale=scale) def set_dim_scalings(self, dim_scalings): """ Sets the scaling for each dimension in the polynomial kernel. This will be a dim+1 dimensional vector. """ if dim_scalings is not None: if len(dim_scalings) != self.dim: raise ValueError('Dimension of dim_scalings should be dim + 1.') dim_scalings = np.array(dim_scalings) self.add_hyperparams(dim_scalings=dim_scalings) def set_single_scaling(self, scaling): """ Sets the same scaling for all dimensions. """ if scaling is None: self.set_dim_scalings(None) else: self.set_dim_scalings([scaling] * self.dim) def set_poly_hyperparams(self, order, scale, dim_scalings): """Sets the hyper parameters. """ self.set_order(order) self.set_scale(scale) if hasattr(dim_scalings, '__len__'): self.set_dim_scalings(dim_scalings) else: self.set_single_scaling(dim_scalings) def _child_evaluate(self, X1, X2): """ Evaluates the polynomial kernel and returns and the gram matrix. """ X1 = X1 * self.hyperparams['dim_scalings'] X2 = X2 * self.hyperparams['dim_scalings'] K = self.hyperparams['scale'] * ((X1.dot(X2.T) + 1)**self.hyperparams['order']) return K class UnscaledPolyKernel(Kernel): """ The polynomial kernel. """ # pylint: disable=abstract-method def __init__(self, dim, order, dim_scalings=None): """ Constructor. """ super(UnscaledPolyKernel, self).__init__() self.dim = dim self.set_unscaled_poly_hyperparams(order, dim_scalings) def set_order(self, order): """ Sets the order of the polynomial. """ self.add_hyperparams(order=order) def set_dim_scalings(self, dim_scalings): """ Sets the scaling for each dimension in the polynomial kernel. This will be a dim+1 dimensional vector. """ if dim_scalings is not None: if len(dim_scalings) != self.dim + 1: raise ValueError('Dimension of dim_scalings should be dim + 1.') dim_scalings = np.array(dim_scalings) self.add_hyperparams(dim_scalings=dim_scalings) def set_single_scaling(self, scaling): """ Sets the same scaling for all dimensions. """ if scaling is None: self.set_dim_scalings(None) else: self.set_dim_scalings([scaling] * (self.dim + 1)) def set_unscaled_poly_hyperparams(self, order, dim_scalings): """Sets the hyper parameters. """ self.set_order(order) if hasattr(dim_scalings, '__len__'): self.set_dim_scalings(dim_scalings) else: self.set_single_scaling(dim_scalings) def _child_evaluate(self, X1, X2): """ Evaluates the polynomial kernel and returns and the gram matrix. """ n1 = X1.shape[0] n2 = X2.shape[0] X1 = np.concatenate((np.ones((n1, 1)), X1), axis=1) * self.hyperparams['dim_scalings'] X2 = np.concatenate((np.ones((n2, 1)), X2), axis=1) * self.hyperparams['dim_scalings'] K = (X1.dot(X2.T))**self.hyperparams['order'] return K class CoordinateProductKernel(Kernel): """ Implements a coordinatewise product kernel. """ # pylint: disable=abstract-method def __init__(self, dim, scale, kernel_list=None, coordinate_list=None): """ Constructor. kernel_list is a list of n Kernel objects. coordinate_list is a list of n lists each indicating the coordinates each kernel in kernel_list should be applied to. """ super(CoordinateProductKernel, self).__init__() self.dim = dim self.scale = scale self.kernel_list = kernel_list self.coordinate_list = coordinate_list def set_kernel_list(self, kernel_list): """ Sets a new list of kernels. """ self.kernel_list = kernel_list def set_new_kernel(self, kernel_idx, new_kernel): """ Sets new_kernel to kernel_list[kernel_idx]. """ self.kernel_list[kernel_idx] = new_kernel def set_kernel_hyperparams(self, kernel_idx, **kwargs): """ Sets the hyper-parameters for kernel_list[kernel_idx]. """ self.kernel_list[kernel_idx].set_hyperparams(**kwargs) def _child_evaluate(self, X1, X2): """ Evaluates the combined kernel. """ n1 = X1.shape[0] n2 = X2.shape[0] K = self.scale * np.ones((n1, n2)) for idx, kernel in enumerate(self.kernel_list): X1_sel = X1[:, self.coordinate_list[idx]] X2_sel = X2[:, self.coordinate_list[idx]] K *= kernel(X1_sel, X2_sel) return K
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py
MFTreeSearchCV
MFTreeSearchCV-master/utils/option_handler.py
""" A harness to load options. """ # pylint: disable=star-args import argparse from copy import deepcopy def get_option_specs(name, required=False, default=None, help_str='', **kwargs): """ A wrapper function to get a specification as a dictionary. """ ret = {'name':name, 'required':required, 'default':default, 'help':help_str} for key, value in kwargs.items(): ret[key] = value return ret def _print_options(ondp, desc, reporter): """ Prints the options out. """ if reporter is None: return title_str = 'Hyper-parameters for %s '%(desc) title_str = title_str + '-'*(80 - len(title_str)) reporter.writeln(title_str) for key, value in sorted(ondp.iteritems()): is_changed_str = '*' if value[0] != value[1] else ' ' reporter.writeln(' %s %s %s'%(key.ljust(30), is_changed_str, str(value[1]))) def load_options(list_of_options, descr='Algorithm', reporter=None): """ Given a list of options, this reads them from the command line and returns a namespace with the values. """ parser = argparse.ArgumentParser(description=descr) opt_names_default_parsed = {} for elem in list_of_options: opt_dict = deepcopy(elem) opt_name = opt_dict.pop('name') opt_names_default_parsed[opt_name] = [opt_dict['default'], None] if not opt_name.startswith('--'): opt_name = '--' + opt_name parser.add_argument(opt_name, **opt_dict) args = parser.parse_args() for key in opt_names_default_parsed: opt_names_default_parsed[key][1] = getattr(args, key) _print_options(opt_names_default_parsed, descr, reporter) return args
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