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bf6481553a
`Transform` is not currently pickleable if the inverse transform cache `_inv` is not `None` because `_inv` is a `weakref` which cannot be serialized by `pickle`. The following succeeds. ```python >>> import torch as th >>> import pickle >>> dist = th.distributions.TransformedDistribution( ... th.distributions.Normal(0, 1), ... [th.distributions.AffineTransform(2, 3)] ... ) >>> th.save(dist, "some-file.pt") ``` But the transformed distribution can no longer be pickled after evaluating `log_prob` (which implicitly creates `_inv`). ```python >>> dist.log_prob(th.linspace(0, 1, 10)) >>> th.save(dist, "some-file.pt") TypeError: cannot pickle 'weakref' object ``` This PR fixes the issue by setting `_inv` to `None` in `__getstate__`. cc @fritzo, @neerajprad Pull Request resolved: https://github.com/pytorch/pytorch/pull/81707 Approved by: https://github.com/fritzo
491 lines
20 KiB
Python
491 lines
20 KiB
Python
# Owner(s): ["module: distributions"]
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import io
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from numbers import Number
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import pytest
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import torch
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from torch.autograd.functional import jacobian
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from torch.distributions import Dirichlet, Independent, Normal, TransformedDistribution, constraints
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from torch.distributions.transforms import (AbsTransform, AffineTransform, ComposeTransform,
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CorrCholeskyTransform, CumulativeDistributionTransform,
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ExpTransform, IndependentTransform,
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LowerCholeskyTransform, PowerTransform,
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ReshapeTransform, SigmoidTransform, TanhTransform,
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SoftmaxTransform, SoftplusTransform, StickBreakingTransform,
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identity_transform, Transform, _InverseTransform)
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from torch.distributions.utils import tril_matrix_to_vec, vec_to_tril_matrix
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def get_transforms(cache_size):
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transforms = [
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AbsTransform(cache_size=cache_size),
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ExpTransform(cache_size=cache_size),
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PowerTransform(exponent=2,
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cache_size=cache_size),
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PowerTransform(exponent=torch.tensor(5.).normal_(),
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cache_size=cache_size),
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PowerTransform(exponent=torch.tensor(5.).normal_(),
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cache_size=cache_size),
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SigmoidTransform(cache_size=cache_size),
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TanhTransform(cache_size=cache_size),
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AffineTransform(0, 1, cache_size=cache_size),
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AffineTransform(1, -2, cache_size=cache_size),
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AffineTransform(torch.randn(5),
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torch.randn(5),
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cache_size=cache_size),
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AffineTransform(torch.randn(4, 5),
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torch.randn(4, 5),
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cache_size=cache_size),
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SoftmaxTransform(cache_size=cache_size),
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SoftplusTransform(cache_size=cache_size),
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StickBreakingTransform(cache_size=cache_size),
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LowerCholeskyTransform(cache_size=cache_size),
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CorrCholeskyTransform(cache_size=cache_size),
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ComposeTransform([
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AffineTransform(torch.randn(4, 5),
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torch.randn(4, 5),
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cache_size=cache_size),
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]),
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ComposeTransform([
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AffineTransform(torch.randn(4, 5),
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torch.randn(4, 5),
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cache_size=cache_size),
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ExpTransform(cache_size=cache_size),
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]),
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ComposeTransform([
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AffineTransform(0, 1, cache_size=cache_size),
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AffineTransform(torch.randn(4, 5),
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torch.randn(4, 5),
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cache_size=cache_size),
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AffineTransform(1, -2, cache_size=cache_size),
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AffineTransform(torch.randn(4, 5),
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torch.randn(4, 5),
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cache_size=cache_size),
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]),
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ReshapeTransform((4, 5), (2, 5, 2)),
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IndependentTransform(
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AffineTransform(torch.randn(5),
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torch.randn(5),
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cache_size=cache_size),
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1),
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CumulativeDistributionTransform(Normal(0, 1)),
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]
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transforms += [t.inv for t in transforms]
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return transforms
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def reshape_transform(transform, shape):
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# Needed to squash batch dims for testing jacobian
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if isinstance(transform, AffineTransform):
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if isinstance(transform.loc, Number):
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return transform
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try:
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return AffineTransform(transform.loc.expand(shape), transform.scale.expand(shape), cache_size=transform._cache_size)
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except RuntimeError:
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return AffineTransform(transform.loc.reshape(shape), transform.scale.reshape(shape), cache_size=transform._cache_size)
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if isinstance(transform, ComposeTransform):
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reshaped_parts = []
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for p in transform.parts:
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reshaped_parts.append(reshape_transform(p, shape))
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return ComposeTransform(reshaped_parts, cache_size=transform._cache_size)
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if isinstance(transform.inv, AffineTransform):
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return reshape_transform(transform.inv, shape).inv
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if isinstance(transform.inv, ComposeTransform):
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return reshape_transform(transform.inv, shape).inv
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return transform
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# Generate pytest ids
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def transform_id(x):
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assert isinstance(x, Transform)
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name = f'Inv({type(x._inv).__name__})' if isinstance(x, _InverseTransform) else f'{type(x).__name__}'
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return f'{name}(cache_size={x._cache_size})'
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def generate_data(transform):
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torch.manual_seed(1)
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while isinstance(transform, IndependentTransform):
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transform = transform.base_transform
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if isinstance(transform, ReshapeTransform):
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return torch.randn(transform.in_shape)
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if isinstance(transform.inv, ReshapeTransform):
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return torch.randn(transform.inv.out_shape)
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domain = transform.domain
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while (isinstance(domain, constraints.independent) and
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domain is not constraints.real_vector):
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domain = domain.base_constraint
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codomain = transform.codomain
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x = torch.empty(4, 5)
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if domain is constraints.lower_cholesky or codomain is constraints.lower_cholesky:
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x = torch.empty(6, 6)
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x = x.normal_()
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return x
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elif domain is constraints.real:
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return x.normal_()
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elif domain is constraints.real_vector:
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# For corr_cholesky the last dim in the vector
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# must be of size (dim * dim) // 2
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x = torch.empty(3, 6)
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x = x.normal_()
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return x
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elif domain is constraints.positive:
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return x.normal_().exp()
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elif domain is constraints.unit_interval:
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return x.uniform_()
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elif isinstance(domain, constraints.interval):
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x = x.uniform_()
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x = x.mul_(domain.upper_bound - domain.lower_bound).add_(domain.lower_bound)
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return x
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elif domain is constraints.simplex:
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x = x.normal_().exp()
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x /= x.sum(-1, True)
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return x
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elif domain is constraints.corr_cholesky:
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x = torch.empty(4, 5, 5)
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x = x.normal_().tril()
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x /= x.norm(dim=-1, keepdim=True)
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x.diagonal(dim1=-1).copy_(x.diagonal(dim1=-1).abs())
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return x
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raise ValueError('Unsupported domain: {}'.format(domain))
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TRANSFORMS_CACHE_ACTIVE = get_transforms(cache_size=1)
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TRANSFORMS_CACHE_INACTIVE = get_transforms(cache_size=0)
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ALL_TRANSFORMS = TRANSFORMS_CACHE_ACTIVE + TRANSFORMS_CACHE_INACTIVE + [identity_transform]
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@pytest.mark.parametrize('transform', ALL_TRANSFORMS, ids=transform_id)
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def test_inv_inv(transform, ids=transform_id):
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assert transform.inv.inv is transform
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@pytest.mark.parametrize('x', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
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@pytest.mark.parametrize('y', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
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def test_equality(x, y):
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if x is y:
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assert x == y
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else:
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assert x != y
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assert identity_transform == identity_transform.inv
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@pytest.mark.parametrize('transform', ALL_TRANSFORMS, ids=transform_id)
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def test_with_cache(transform):
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if transform._cache_size == 0:
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transform = transform.with_cache(1)
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assert transform._cache_size == 1
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x = generate_data(transform).requires_grad_()
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try:
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y = transform(x)
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except NotImplementedError:
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pytest.skip('Not implemented.')
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y2 = transform(x)
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assert y2 is y
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@pytest.mark.parametrize('transform', ALL_TRANSFORMS, ids=transform_id)
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@pytest.mark.parametrize('test_cached', [True, False])
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def test_forward_inverse(transform, test_cached):
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x = generate_data(transform).requires_grad_()
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try:
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y = transform(x)
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except NotImplementedError:
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pytest.skip('Not implemented.')
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assert y.shape == transform.forward_shape(x.shape)
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if test_cached:
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x2 = transform.inv(y) # should be implemented at least by caching
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else:
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try:
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x2 = transform.inv(y.clone()) # bypass cache
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except NotImplementedError:
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pytest.skip('Not implemented.')
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assert x2.shape == transform.inverse_shape(y.shape)
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y2 = transform(x2)
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if transform.bijective:
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# verify function inverse
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assert torch.allclose(x2, x, atol=1e-4, equal_nan=True), '\n'.join([
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'{} t.inv(t(-)) error'.format(transform),
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'x = {}'.format(x),
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'y = t(x) = {}'.format(y),
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'x2 = t.inv(y) = {}'.format(x2),
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])
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else:
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# verify weaker function pseudo-inverse
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assert torch.allclose(y2, y, atol=1e-4, equal_nan=True), '\n'.join([
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'{} t(t.inv(t(-))) error'.format(transform),
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'x = {}'.format(x),
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'y = t(x) = {}'.format(y),
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'x2 = t.inv(y) = {}'.format(x2),
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'y2 = t(x2) = {}'.format(y2),
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])
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def test_compose_transform_shapes():
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transform0 = ExpTransform()
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transform1 = SoftmaxTransform()
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transform2 = LowerCholeskyTransform()
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assert transform0.event_dim == 0
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assert transform1.event_dim == 1
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assert transform2.event_dim == 2
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assert ComposeTransform([transform0, transform1]).event_dim == 1
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assert ComposeTransform([transform0, transform2]).event_dim == 2
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assert ComposeTransform([transform1, transform2]).event_dim == 2
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transform0 = ExpTransform()
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transform1 = SoftmaxTransform()
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transform2 = LowerCholeskyTransform()
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base_dist0 = Normal(torch.zeros(4, 4), torch.ones(4, 4))
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base_dist1 = Dirichlet(torch.ones(4, 4))
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base_dist2 = Normal(torch.zeros(3, 4, 4), torch.ones(3, 4, 4))
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@pytest.mark.parametrize('batch_shape, event_shape, dist', [
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((4, 4), (), base_dist0),
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((4,), (4,), base_dist1),
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((4, 4), (), TransformedDistribution(base_dist0, [transform0])),
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((4,), (4,), TransformedDistribution(base_dist0, [transform1])),
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((4,), (4,), TransformedDistribution(base_dist0, [transform0, transform1])),
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((), (4, 4), TransformedDistribution(base_dist0, [transform0, transform2])),
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((4,), (4,), TransformedDistribution(base_dist0, [transform1, transform0])),
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((), (4, 4), TransformedDistribution(base_dist0, [transform1, transform2])),
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((), (4, 4), TransformedDistribution(base_dist0, [transform2, transform0])),
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((), (4, 4), TransformedDistribution(base_dist0, [transform2, transform1])),
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((4,), (4,), TransformedDistribution(base_dist1, [transform0])),
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((4,), (4,), TransformedDistribution(base_dist1, [transform1])),
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((), (4, 4), TransformedDistribution(base_dist1, [transform2])),
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((4,), (4,), TransformedDistribution(base_dist1, [transform0, transform1])),
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((), (4, 4), TransformedDistribution(base_dist1, [transform0, transform2])),
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((4,), (4,), TransformedDistribution(base_dist1, [transform1, transform0])),
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((), (4, 4), TransformedDistribution(base_dist1, [transform1, transform2])),
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((), (4, 4), TransformedDistribution(base_dist1, [transform2, transform0])),
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((), (4, 4), TransformedDistribution(base_dist1, [transform2, transform1])),
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((3, 4, 4), (), base_dist2),
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((3,), (4, 4), TransformedDistribution(base_dist2, [transform2])),
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((3,), (4, 4), TransformedDistribution(base_dist2, [transform0, transform2])),
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((3,), (4, 4), TransformedDistribution(base_dist2, [transform1, transform2])),
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((3,), (4, 4), TransformedDistribution(base_dist2, [transform2, transform0])),
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((3,), (4, 4), TransformedDistribution(base_dist2, [transform2, transform1])),
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])
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def test_transformed_distribution_shapes(batch_shape, event_shape, dist):
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assert dist.batch_shape == batch_shape
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assert dist.event_shape == event_shape
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x = dist.rsample()
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try:
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dist.log_prob(x) # this should not crash
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except NotImplementedError:
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pytest.skip('Not implemented.')
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@pytest.mark.parametrize('transform', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
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def test_jit_fwd(transform):
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x = generate_data(transform).requires_grad_()
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def f(x):
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return transform(x)
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try:
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traced_f = torch.jit.trace(f, (x,))
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except NotImplementedError:
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pytest.skip('Not implemented.')
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# check on different inputs
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x = generate_data(transform).requires_grad_()
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assert torch.allclose(f(x), traced_f(x), atol=1e-5, equal_nan=True)
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@pytest.mark.parametrize('transform', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
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def test_jit_inv(transform):
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y = generate_data(transform.inv).requires_grad_()
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def f(y):
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return transform.inv(y)
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try:
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traced_f = torch.jit.trace(f, (y,))
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except NotImplementedError:
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pytest.skip('Not implemented.')
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# check on different inputs
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y = generate_data(transform.inv).requires_grad_()
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assert torch.allclose(f(y), traced_f(y), atol=1e-5, equal_nan=True)
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@pytest.mark.parametrize('transform', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
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def test_jit_jacobian(transform):
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x = generate_data(transform).requires_grad_()
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def f(x):
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y = transform(x)
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return transform.log_abs_det_jacobian(x, y)
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try:
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traced_f = torch.jit.trace(f, (x,))
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except NotImplementedError:
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pytest.skip('Not implemented.')
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# check on different inputs
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x = generate_data(transform).requires_grad_()
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assert torch.allclose(f(x), traced_f(x), atol=1e-5, equal_nan=True)
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@pytest.mark.parametrize('transform', ALL_TRANSFORMS, ids=transform_id)
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def test_jacobian(transform):
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x = generate_data(transform)
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try:
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y = transform(x)
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actual = transform.log_abs_det_jacobian(x, y)
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except NotImplementedError:
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pytest.skip('Not implemented.')
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# Test shape
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target_shape = x.shape[:x.dim() - transform.domain.event_dim]
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assert actual.shape == target_shape
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# Expand if required
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transform = reshape_transform(transform, x.shape)
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ndims = len(x.shape)
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event_dim = ndims - transform.domain.event_dim
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x_ = x.view((-1,) + x.shape[event_dim:])
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n = x_.shape[0]
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# Reshape to squash batch dims to a single batch dim
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transform = reshape_transform(transform, x_.shape)
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# 1. Transforms with unit jacobian
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if isinstance(transform, ReshapeTransform) or isinstance(transform.inv, ReshapeTransform):
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expected = x.new_zeros(x.shape[x.dim() - transform.domain.event_dim])
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expected = x.new_zeros(x.shape[x.dim() - transform.domain.event_dim])
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# 2. Transforms with 0 off-diagonal elements
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elif transform.domain.event_dim == 0:
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jac = jacobian(transform, x_)
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# assert off-diagonal elements are zero
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assert torch.allclose(jac, jac.diagonal().diag_embed())
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expected = jac.diagonal().abs().log().reshape(x.shape)
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# 3. Transforms with non-0 off-diagonal elements
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else:
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if isinstance(transform, CorrCholeskyTransform):
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jac = jacobian(lambda x: tril_matrix_to_vec(transform(x), diag=-1), x_)
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elif isinstance(transform.inv, CorrCholeskyTransform):
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jac = jacobian(lambda x: transform(vec_to_tril_matrix(x, diag=-1)),
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tril_matrix_to_vec(x_, diag=-1))
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elif isinstance(transform, StickBreakingTransform):
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jac = jacobian(lambda x: transform(x)[..., :-1], x_)
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else:
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jac = jacobian(transform, x_)
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# Note that jacobian will have shape (batch_dims, y_event_dims, batch_dims, x_event_dims)
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# However, batches are independent so this can be converted into a (batch_dims, event_dims, event_dims)
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# after reshaping the event dims (see above) to give a batched square matrix whose determinant
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# can be computed.
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gather_idx_shape = list(jac.shape)
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gather_idx_shape[-2] = 1
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gather_idxs = torch.arange(n).reshape((n,) + (1,) * (len(jac.shape) - 1)).expand(gather_idx_shape)
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jac = jac.gather(-2, gather_idxs).squeeze(-2)
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out_ndims = jac.shape[-2]
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jac = jac[..., :out_ndims] # Remove extra zero-valued dims (for inverse stick-breaking).
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expected = torch.slogdet(jac).logabsdet
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assert torch.allclose(actual, expected, atol=1e-5)
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@pytest.mark.parametrize("event_dims",
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[(0,), (1,), (2, 3), (0, 1, 2), (1, 2, 0), (2, 0, 1)],
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ids=str)
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def test_compose_affine(event_dims):
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transforms = [AffineTransform(torch.zeros((1,) * e), 1, event_dim=e) for e in event_dims]
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transform = ComposeTransform(transforms)
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assert transform.codomain.event_dim == max(event_dims)
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assert transform.domain.event_dim == max(event_dims)
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base_dist = Normal(0, 1)
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if transform.domain.event_dim:
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base_dist = base_dist.expand((1,) * transform.domain.event_dim)
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dist = TransformedDistribution(base_dist, transform.parts)
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assert dist.support.event_dim == max(event_dims)
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base_dist = Dirichlet(torch.ones(5))
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if transform.domain.event_dim > 1:
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base_dist = base_dist.expand((1,) * (transform.domain.event_dim - 1))
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dist = TransformedDistribution(base_dist, transforms)
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assert dist.support.event_dim == max(1, max(event_dims))
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@pytest.mark.parametrize("batch_shape", [(), (6,), (5, 4)], ids=str)
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def test_compose_reshape(batch_shape):
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transforms = [ReshapeTransform((), ()),
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ReshapeTransform((2,), (1, 2)),
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ReshapeTransform((3, 1, 2), (6,)),
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ReshapeTransform((6,), (2, 3))]
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transform = ComposeTransform(transforms)
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assert transform.codomain.event_dim == 2
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assert transform.domain.event_dim == 2
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data = torch.randn(batch_shape + (3, 2))
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assert transform(data).shape == batch_shape + (2, 3)
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dist = TransformedDistribution(Normal(data, 1), transforms)
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assert dist.batch_shape == batch_shape
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assert dist.event_shape == (2, 3)
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assert dist.support.event_dim == 2
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@pytest.mark.parametrize("sample_shape", [(), (7,)], ids=str)
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@pytest.mark.parametrize("transform_dim", [0, 1, 2])
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@pytest.mark.parametrize("base_batch_dim", [0, 1, 2])
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@pytest.mark.parametrize("base_event_dim", [0, 1, 2])
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@pytest.mark.parametrize("num_transforms", [0, 1, 2, 3])
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def test_transformed_distribution(base_batch_dim, base_event_dim, transform_dim,
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num_transforms, sample_shape):
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shape = torch.Size([2, 3, 4, 5])
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base_dist = Normal(0, 1)
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base_dist = base_dist.expand(shape[4 - base_batch_dim - base_event_dim:])
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if base_event_dim:
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base_dist = Independent(base_dist, base_event_dim)
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transforms = [AffineTransform(torch.zeros(shape[4 - transform_dim:]), 1),
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ReshapeTransform((4, 5), (20,)),
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ReshapeTransform((3, 20), (6, 10))]
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transforms = transforms[:num_transforms]
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transform = ComposeTransform(transforms)
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|
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# Check validation in .__init__().
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if base_batch_dim + base_event_dim < transform.domain.event_dim:
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with pytest.raises(ValueError):
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TransformedDistribution(base_dist, transforms)
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return
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d = TransformedDistribution(base_dist, transforms)
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|
|
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# Check sampling is sufficiently expanded.
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x = d.sample(sample_shape)
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assert x.shape == sample_shape + d.batch_shape + d.event_shape
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num_unique = len(set(x.reshape(-1).tolist()))
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assert num_unique >= 0.9 * x.numel()
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|
|
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# Check log_prob shape on full samples.
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log_prob = d.log_prob(x)
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assert log_prob.shape == sample_shape + d.batch_shape
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|
|
|
# Check log_prob shape on partial samples.
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|
y = x
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|
while y.dim() > len(d.event_shape):
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|
y = y[0]
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log_prob = d.log_prob(y)
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|
assert log_prob.shape == d.batch_shape
|
|
|
|
|
|
def test_save_load_transform():
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# Evaluating `log_prob` will create a weakref `_inv` which cannot be pickled. Here, we check
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|
# that `__getstate__` correctly handles the weakref, and that we can evaluate the density after.
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|
dist = TransformedDistribution(Normal(0, 1), [AffineTransform(2, 3)])
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|
x = torch.linspace(0, 1, 10)
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|
log_prob = dist.log_prob(x)
|
|
stream = io.BytesIO()
|
|
torch.save(dist, stream)
|
|
stream.seek(0)
|
|
other = torch.load(stream)
|
|
assert torch.allclose(log_prob, other.log_prob(x))
|
|
|
|
|
|
if __name__ == '__main__':
|
|
pytest.main([__file__])
|