dataeval 0.74.0__py3-none-any.whl → 0.74.1__py3-none-any.whl

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Files changed (49) hide show
  1. dataeval/__init__.py +3 -9
  2. dataeval/detectors/__init__.py +2 -10
  3. dataeval/detectors/drift/base.py +3 -3
  4. dataeval/detectors/drift/mmd.py +1 -1
  5. dataeval/detectors/linters/clusterer.py +3 -3
  6. dataeval/detectors/linters/duplicates.py +4 -4
  7. dataeval/detectors/linters/outliers.py +4 -4
  8. dataeval/detectors/ood/__init__.py +5 -12
  9. dataeval/detectors/ood/base.py +5 -5
  10. dataeval/detectors/ood/metadata_ks_compare.py +12 -13
  11. dataeval/interop.py +1 -1
  12. dataeval/metrics/bias/balance.py +3 -3
  13. dataeval/metrics/bias/coverage.py +3 -3
  14. dataeval/metrics/bias/diversity.py +3 -3
  15. dataeval/metrics/bias/metadata_preprocessing.py +3 -3
  16. dataeval/metrics/bias/parity.py +4 -4
  17. dataeval/metrics/estimators/ber.py +3 -3
  18. dataeval/metrics/estimators/divergence.py +3 -3
  19. dataeval/metrics/estimators/uap.py +3 -3
  20. dataeval/metrics/stats/base.py +2 -2
  21. dataeval/metrics/stats/boxratiostats.py +1 -1
  22. dataeval/metrics/stats/datasetstats.py +6 -6
  23. dataeval/metrics/stats/dimensionstats.py +1 -1
  24. dataeval/metrics/stats/hashstats.py +1 -1
  25. dataeval/metrics/stats/labelstats.py +3 -3
  26. dataeval/metrics/stats/pixelstats.py +1 -1
  27. dataeval/metrics/stats/visualstats.py +1 -1
  28. dataeval/output.py +77 -53
  29. dataeval/utils/__init__.py +1 -7
  30. dataeval/workflows/sufficiency.py +4 -4
  31. {dataeval-0.74.0.dist-info → dataeval-0.74.1.dist-info}/METADATA +3 -8
  32. dataeval-0.74.1.dist-info/RECORD +65 -0
  33. dataeval/detectors/ood/ae.py +0 -76
  34. dataeval/detectors/ood/aegmm.py +0 -67
  35. dataeval/detectors/ood/base_tf.py +0 -109
  36. dataeval/detectors/ood/llr.py +0 -302
  37. dataeval/detectors/ood/vae.py +0 -98
  38. dataeval/detectors/ood/vaegmm.py +0 -76
  39. dataeval/utils/lazy.py +0 -26
  40. dataeval/utils/tensorflow/__init__.py +0 -19
  41. dataeval/utils/tensorflow/_internal/gmm.py +0 -103
  42. dataeval/utils/tensorflow/_internal/loss.py +0 -121
  43. dataeval/utils/tensorflow/_internal/models.py +0 -1394
  44. dataeval/utils/tensorflow/_internal/trainer.py +0 -114
  45. dataeval/utils/tensorflow/_internal/utils.py +0 -256
  46. dataeval/utils/tensorflow/loss/__init__.py +0 -11
  47. dataeval-0.74.0.dist-info/RECORD +0 -79
  48. {dataeval-0.74.0.dist-info → dataeval-0.74.1.dist-info}/LICENSE.txt +0 -0
  49. {dataeval-0.74.0.dist-info → dataeval-0.74.1.dist-info}/WHEEL +0 -0
@@ -1,302 +0,0 @@
1
- """
2
- Source code derived from Alibi-Detect 0.11.4
3
- https://github.com/SeldonIO/alibi-detect/tree/v0.11.4
4
-
5
- Original code Copyright (c) 2023 Seldon Technologies Ltd
6
- Licensed under Apache Software License (Apache 2.0)
7
- """
8
-
9
- from __future__ import annotations
10
-
11
- __all__ = ["OOD_LLR"]
12
-
13
- from functools import partial
14
- from typing import TYPE_CHECKING, Callable
15
-
16
- import numpy as np
17
- from numpy.typing import ArrayLike, NDArray
18
-
19
- from dataeval.detectors.ood.base import OODBaseMixin, OODScoreOutput
20
- from dataeval.interop import to_numpy
21
- from dataeval.utils.lazy import lazyload
22
- from dataeval.utils.tensorflow._internal.trainer import trainer
23
- from dataeval.utils.tensorflow._internal.utils import predict_batch
24
-
25
- if TYPE_CHECKING:
26
- import tensorflow as tf
27
- import tf_keras as keras
28
-
29
- import dataeval.utils.tensorflow._internal.models as tf_models
30
- else:
31
- tf = lazyload("tensorflow")
32
- keras = lazyload("tf_keras")
33
- tf_models = lazyload("dataeval.utils.tensorflow._internal.models")
34
-
35
-
36
- def _build_model(
37
- dist: tf_models.PixelCNN, input_shape: tuple | None = None, filepath: str | None = None
38
- ) -> tuple[keras.Model, tf_models.PixelCNN]:
39
- """
40
- Create keras.Model from TF distribution.
41
-
42
- Parameters
43
- ----------
44
- dist
45
- :term:`TensorFlow` distribution.
46
- input_shape
47
- Input shape of the model.
48
- filepath
49
- File to load model weights from.
50
-
51
- Returns
52
- -------
53
- TensorFlow model.
54
- """
55
- x_in = keras.layers.Input(shape=input_shape)
56
- log_prob = dist.log_prob(x_in)
57
- model = keras.models.Model(inputs=x_in, outputs=log_prob)
58
- model.add_loss(-tf.reduce_mean(log_prob))
59
- if isinstance(filepath, str):
60
- model.load_weights(filepath)
61
- return model, dist
62
-
63
-
64
- def _mutate_categorical(
65
- X: NDArray,
66
- rate: float,
67
- seed: int = 0,
68
- feature_range: tuple[int, int] = (0, 255),
69
- ) -> tf.Tensor:
70
- """
71
- Randomly change integer feature values to values within a set range
72
- with a specified permutation rate.
73
-
74
- Parameters
75
- ----------
76
- X
77
- Batch of data to be perturbed.
78
- rate
79
- Permutation rate (between 0 and 1).
80
- seed
81
- Random seed.
82
- feature_range
83
- Min and max range for perturbed features.
84
-
85
- Returns
86
- -------
87
- Array with perturbed data.
88
- """
89
- frange = (feature_range[0] + 1, feature_range[1] + 1)
90
- shape = X.shape
91
- n_samples = np.prod(shape)
92
- mask = tf.random.categorical(tf.math.log([[1.0 - rate, rate]]), n_samples, seed=seed, dtype=tf.int32)
93
- mask = tf.reshape(mask, shape)
94
- possible_mutations = tf.random.uniform(shape, minval=frange[0], maxval=frange[1], dtype=tf.int32, seed=seed + 1)
95
- X = tf.math.floormod(tf.cast(X, tf.int32) + mask * possible_mutations, frange[1]) # type: ignore py38
96
- return tf.cast(X, tf.float32) # type: ignore
97
-
98
-
99
- class OOD_LLR(OODBaseMixin[tf_models.PixelCNN]):
100
- """
101
- Likelihood Ratios based outlier detector.
102
-
103
- Parameters
104
- ----------
105
- model : PixelCNN
106
- Generative distribution model.
107
- model_background : Optional[PixelCNN], default None
108
- Optional model for the background. Only needed if it is different from `model`.
109
- log_prob : Optional[Callable], default None
110
- Function used to evaluate log probabilities under the model
111
- if the model does not have a `log_prob` function.
112
- sequential : bool, default False
113
- Whether the data is sequential. Used to create targets during training.
114
- """
115
-
116
- def __init__(
117
- self,
118
- model: tf_models.PixelCNN,
119
- model_background: tf_models.PixelCNN | None = None,
120
- log_prob: Callable | None = None,
121
- sequential: bool = False,
122
- ) -> None:
123
- self.dist_s: tf_models.PixelCNN = model
124
- self.dist_b: tf_models.PixelCNN = (
125
- model.copy()
126
- if hasattr(model, "copy")
127
- else keras.models.clone_model(model)
128
- if model_background is None
129
- else model_background
130
- )
131
- self.has_log_prob: bool = hasattr(model, "log_prob")
132
- self.sequential: bool = sequential
133
- self.log_prob: Callable | None = log_prob
134
-
135
- self._ref_score: OODScoreOutput
136
- self._threshold_perc: float
137
- self._data_info: tuple[tuple, type] | None = None
138
-
139
- def fit(
140
- self,
141
- x_ref: ArrayLike,
142
- threshold_perc: float = 100.0,
143
- loss_fn: Callable | None = None,
144
- optimizer: keras.optimizers.Optimizer | None = None,
145
- epochs: int = 20,
146
- batch_size: int = 64,
147
- verbose: bool = True,
148
- mutate_fn: Callable = _mutate_categorical,
149
- mutate_fn_kwargs: dict[str, float | int | tuple[int, int]] = {
150
- "rate": 0.2,
151
- "seed": 0,
152
- "feature_range": (0, 255),
153
- },
154
- mutate_batch_size: int = int(1e10),
155
- ) -> None:
156
- """
157
- Train semantic and background generative models.
158
-
159
- Parameters
160
- ----------
161
- x_ref : ArrayLike
162
- Training data.
163
- threshold_perc : float, default 100.0
164
- Percentage of reference data that is normal.
165
- loss_fn : Callable | None, default None
166
- Loss function used for training.
167
- optimizer : keras.optimizers.Optimizer, default keras.optimizers.Adam
168
- Optimizer used for training.
169
- epochs : int, default 20
170
- Number of training epochs.
171
- batch_size : int, default 64
172
- Batch size used for training.
173
- verbose : bool, default True
174
- Whether to print training progress.
175
- mutate_fn : Callable, default mutate_categorical
176
- Mutation function used to generate the background dataset.
177
- mutate_fn_kwargs : dict, default {"rate": 0.2, "seed": 0, "feature_range": (0, 255)}
178
- Kwargs for the mutation function used to generate the background dataset.
179
- Default values set for an image dataset.
180
- mutate_batch_size: int, default int(1e10)
181
- Batch size used to generate the mutations for the background dataset.
182
- """
183
- x_ref = to_numpy(x_ref)
184
- input_shape = x_ref.shape[1:]
185
- optimizer = keras.optimizers.Adam() if optimizer is None else optimizer
186
- # Separate into two separate optimizers, one for semantic model and one for background model
187
- optimizer_s = optimizer
188
- optimizer_b = optimizer.__class__.from_config(optimizer.get_config())
189
-
190
- # training arguments
191
- kwargs = {
192
- "epochs": epochs,
193
- "batch_size": batch_size,
194
- "verbose": verbose,
195
- }
196
-
197
- # create background data
198
- mutate_fn = partial(mutate_fn, **mutate_fn_kwargs)
199
- X_back = predict_batch(x_ref, mutate_fn, batch_size=mutate_batch_size, dtype=x_ref.dtype) # type: ignore
200
-
201
- # prepare sequential data
202
- if self.sequential and not self.has_log_prob:
203
- y, y_back = x_ref[:, 1:], X_back[:, 1:] # type: ignore
204
- X, X_back = x_ref[:, :-1], X_back[:, :-1] # type: ignore
205
- else:
206
- X = x_ref
207
- y, y_back = None, None
208
-
209
- # check if model needs to be built
210
- use_build = self.has_log_prob and not isinstance(self.dist_s, keras.Model)
211
-
212
- if use_build:
213
- # build and train semantic model
214
- self.model_s: keras.Model = _build_model(self.dist_s, input_shape)[0]
215
- self.model_s.compile(optimizer=optimizer_s)
216
- self.model_s.fit(X, **kwargs)
217
- # build and train background model
218
- self.model_b: keras.Model = _build_model(self.dist_b, input_shape)[0]
219
- self.model_b.compile(optimizer=optimizer_b)
220
- self.model_b.fit(X_back, **kwargs)
221
- else:
222
- # train semantic model
223
- args = [self.dist_s, X]
224
- kwargs.update({"y_train": y, "loss_fn": loss_fn, "optimizer": optimizer_s})
225
- trainer(*args, **kwargs)
226
-
227
- # train background model
228
- args = [self.dist_b, X_back]
229
- kwargs.update({"y_train": y_back, "loss_fn": loss_fn, "optimizer": optimizer_b})
230
- trainer(*args, **kwargs)
231
-
232
- self._datainfo = self._get_data_info(x_ref)
233
- self._ref_score = self.score(x_ref, batch_size=batch_size)
234
- self._threshold_perc = threshold_perc
235
-
236
- def _logp(
237
- self,
238
- dist,
239
- X: NDArray,
240
- return_per_feature: bool = False,
241
- batch_size: int = int(1e10),
242
- ) -> NDArray:
243
- """
244
- Compute log probability of a batch of instances under the :term:`generative model<Generative Model>`.
245
- """
246
- logp_fn = partial(dist.log_prob, return_per_feature=return_per_feature)
247
- # TODO: TBD: can this be any of the other types from predict_batch? i.e. tf.Tensor or tuple
248
- return predict_batch(X, logp_fn, batch_size=batch_size) # type: ignore[return-value]
249
-
250
- def _logp_alt(
251
- self,
252
- model: keras.Model,
253
- X: NDArray,
254
- return_per_feature: bool = False,
255
- batch_size: int = int(1e10),
256
- ) -> NDArray:
257
- """
258
- Compute log probability of a batch of instances with the user defined log_prob function.
259
- """
260
- if self.sequential:
261
- y, X = X[:, 1:], X[:, :-1]
262
- else:
263
- y = X.copy()
264
- y_preds = predict_batch(X, model, batch_size=batch_size)
265
- logp = self.log_prob(y, y_preds).numpy() # type: ignore
266
- if return_per_feature:
267
- return logp
268
- else:
269
- axis = tuple(np.arange(len(logp.shape))[1:])
270
- return np.mean(logp, axis=axis)
271
-
272
- def _llr(self, X: NDArray, return_per_feature: bool, batch_size: int = int(1e10)) -> NDArray:
273
- """
274
- Compute likelihood ratios.
275
-
276
- Parameters
277
- ----------
278
- X
279
- Batch of instances.
280
- return_per_feature
281
- Return likelihood ratio per feature.
282
- batch_size
283
- Batch size for the :term:`generative model<Generative Model>` evaluations.
284
-
285
- Returns
286
- -------
287
- Likelihood ratios.
288
- """
289
- logp_fn = self._logp if not isinstance(self.log_prob, Callable) else self._logp_alt # type: ignore
290
- logp_s = logp_fn(self.dist_s, X, return_per_feature=return_per_feature, batch_size=batch_size)
291
- logp_b = logp_fn(self.dist_b, X, return_per_feature=return_per_feature, batch_size=batch_size)
292
- return logp_s - logp_b
293
-
294
- def _score(
295
- self,
296
- X: ArrayLike,
297
- batch_size: int = int(1e10),
298
- ) -> OODScoreOutput:
299
- self._validate(X := to_numpy(X))
300
- fscore = -self._llr(X, True, batch_size=batch_size)
301
- iscore = -self._llr(X, False, batch_size=batch_size)
302
- return OODScoreOutput(iscore, fscore)
@@ -1,98 +0,0 @@
1
- """
2
- Source code derived from Alibi-Detect 0.11.4
3
- https://github.com/SeldonIO/alibi-detect/tree/v0.11.4
4
-
5
- Original code Copyright (c) 2023 Seldon Technologies Ltd
6
- Licensed under Apache Software License (Apache 2.0)
7
- """
8
-
9
- from __future__ import annotations
10
-
11
- __all__ = ["OOD_VAE"]
12
-
13
- from typing import TYPE_CHECKING, Callable
14
-
15
- import numpy as np
16
- from numpy.typing import ArrayLike
17
-
18
- from dataeval.detectors.ood.base import OODScoreOutput
19
- from dataeval.detectors.ood.base_tf import OODBase
20
- from dataeval.interop import to_numpy
21
- from dataeval.utils.lazy import lazyload
22
- from dataeval.utils.tensorflow._internal.loss import Elbo
23
- from dataeval.utils.tensorflow._internal.utils import predict_batch
24
-
25
- if TYPE_CHECKING:
26
- import tensorflow as tf
27
- import tf_keras as keras
28
-
29
- import dataeval.utils.tensorflow._internal.models as tf_models
30
- else:
31
- tf = lazyload("tensorflow")
32
- keras = lazyload("tf_keras")
33
- tf_models = lazyload("dataeval.utils.tensorflow._internal.models")
34
-
35
-
36
- class OOD_VAE(OODBase):
37
- """
38
- VAE based outlier detector.
39
-
40
- Parameters
41
- ----------
42
- model : VAE
43
- A VAE model.
44
- samples : int, default 10
45
- Number of samples sampled to evaluate each instance.
46
-
47
- Examples
48
- --------
49
- Instantiate an OOD detector metric with a generic dataset - batch of images with shape (3,25,25)
50
-
51
- >>> metric = OOD_VAE(create_model("VAE", dataset[0].shape))
52
-
53
- Adjusting fit parameters,
54
- including setting the fit threshold at 85% for a training set with about 15% out-of-distribution
55
-
56
- >>> metric.fit(dataset, threshold_perc=85, batch_size=128, verbose=False)
57
-
58
- Detect :term:`out of distribution<Out-of-Distribution (OOD)>` samples at the 'feature' level
59
-
60
- >>> result = metric.predict(dataset, ood_type="feature")
61
- """
62
-
63
- def __init__(self, model: tf_models.VAE, samples: int = 10) -> None:
64
- super().__init__(model)
65
- self.samples = samples
66
-
67
- def fit(
68
- self,
69
- x_ref: ArrayLike,
70
- threshold_perc: float = 100.0,
71
- loss_fn: Callable[..., tf.Tensor] | None = Elbo(0.05),
72
- optimizer: keras.optimizers.Optimizer | None = None,
73
- epochs: int = 20,
74
- batch_size: int = 64,
75
- verbose: bool = True,
76
- ) -> None:
77
- super().fit(x_ref, threshold_perc, loss_fn, optimizer, epochs, batch_size, verbose)
78
-
79
- def _score(self, X: ArrayLike, batch_size: int = int(1e10)) -> OODScoreOutput:
80
- self._validate(X := to_numpy(X))
81
-
82
- # sample reconstructed instances
83
- X_samples = np.repeat(X, self.samples, axis=0)
84
- X_recon = predict_batch(X_samples, model=self.model, batch_size=batch_size)
85
-
86
- # compute feature scores
87
- fscore = np.power(X_samples - X_recon, 2)
88
- fscore = fscore.reshape((-1, self.samples) + X_samples.shape[1:])
89
- fscore = np.mean(fscore, axis=1)
90
-
91
- # compute instance scores
92
- fscore_flat = fscore.reshape(fscore.shape[0], -1).copy()
93
- n_score_features = int(np.ceil(fscore_flat.shape[1]))
94
- sorted_fscore = np.sort(fscore_flat, axis=1)
95
- sorted_fscore_perc = sorted_fscore[:, -n_score_features:]
96
- iscore = np.mean(sorted_fscore_perc, axis=1)
97
-
98
- return OODScoreOutput(iscore, fscore)
@@ -1,76 +0,0 @@
1
- """
2
- Source code derived from Alibi-Detect 0.11.4
3
- https://github.com/SeldonIO/alibi-detect/tree/v0.11.4
4
-
5
- Original code Copyright (c) 2023 Seldon Technologies Ltd
6
- Licensed under Apache Software License (Apache 2.0)
7
- """
8
-
9
- from __future__ import annotations
10
-
11
- __all__ = ["OOD_VAEGMM"]
12
-
13
- from typing import TYPE_CHECKING, Callable
14
-
15
- import numpy as np
16
- from numpy.typing import ArrayLike
17
-
18
- from dataeval.detectors.ood.base import OODScoreOutput
19
- from dataeval.detectors.ood.base_tf import OODBaseGMM
20
- from dataeval.interop import to_numpy
21
- from dataeval.utils.lazy import lazyload
22
- from dataeval.utils.tensorflow._internal.gmm import gmm_energy
23
- from dataeval.utils.tensorflow._internal.loss import Elbo, LossGMM
24
- from dataeval.utils.tensorflow._internal.utils import predict_batch
25
-
26
- if TYPE_CHECKING:
27
- import tensorflow as tf
28
- import tf_keras as keras
29
-
30
- import dataeval.utils.tensorflow._internal.models as tf_models
31
- else:
32
- tf = lazyload("tensorflow")
33
- keras = lazyload("tf_keras")
34
- tf_models = lazyload("dataeval.utils.tensorflow._internal.models")
35
-
36
-
37
- class OOD_VAEGMM(OODBaseGMM):
38
- """
39
- VAE with Gaussian Mixture Model based outlier detector.
40
-
41
- Parameters
42
- ----------
43
- model : VAEGMM
44
- A VAEGMM model.
45
- samples
46
- Number of samples sampled to evaluate each instance.
47
- """
48
-
49
- def __init__(self, model: tf_models.VAEGMM, samples: int = 10) -> None:
50
- super().__init__(model)
51
- self.samples = samples
52
-
53
- def fit(
54
- self,
55
- x_ref: ArrayLike,
56
- threshold_perc: float = 100.0,
57
- loss_fn: Callable[..., tf.Tensor] | None = LossGMM(elbo=Elbo(0.05)),
58
- optimizer: keras.optimizers.Optimizer | None = None,
59
- epochs: int = 20,
60
- batch_size: int = 64,
61
- verbose: bool = True,
62
- ) -> None:
63
- super().fit(x_ref, threshold_perc, loss_fn, optimizer, epochs, batch_size, verbose)
64
-
65
- def _score(self, X: ArrayLike, batch_size: int = int(1e10)) -> OODScoreOutput:
66
- self._validate(X := to_numpy(X))
67
-
68
- # draw samples from latent space
69
- X_samples = np.repeat(X, self.samples, axis=0)
70
- _, z, _ = predict_batch(X_samples, self.model, batch_size=batch_size)
71
-
72
- # compute average energy for samples
73
- energy, _ = gmm_energy(z, self._gmm_params, return_mean=False)
74
- energy_samples = energy.numpy().reshape((-1, self.samples)) # type: ignore
75
- iscore = np.mean(energy_samples, axis=-1)
76
- return OODScoreOutput(iscore)
dataeval/utils/lazy.py DELETED
@@ -1,26 +0,0 @@
1
- from __future__ import annotations
2
-
3
- from functools import cached_property
4
- from importlib import import_module
5
- from typing import Any
6
-
7
-
8
- class LazyModule:
9
- def __init__(self, name: str) -> None:
10
- self._name = name
11
-
12
- def __getattr__(self, key: str) -> Any:
13
- return getattr(self._module, key)
14
-
15
- @cached_property
16
- def _module(self):
17
- return import_module(self._name)
18
-
19
-
20
- LAZY_MODULES: dict[str, LazyModule] = {}
21
-
22
-
23
- def lazyload(name: str) -> LazyModule:
24
- if name not in LAZY_MODULES:
25
- LAZY_MODULES[name] = LazyModule(name)
26
- return LAZY_MODULES[name]
@@ -1,19 +0,0 @@
1
- """
2
- TensorFlow models are used in :term:`out of distribution<Out-of-distribution (OOD)>` detectors in the
3
- :mod:`dataeval.detectors.ood` module.
4
-
5
- DataEval provides basic default models through the utility :func:`dataeval.utils.tensorflow.create_model`.
6
- """
7
-
8
- from dataeval import _IS_TENSORFLOW_AVAILABLE
9
-
10
- __all__ = []
11
-
12
-
13
- if _IS_TENSORFLOW_AVAILABLE:
14
- import dataeval.utils.tensorflow.loss as loss
15
- from dataeval.utils.tensorflow._internal.utils import create_model
16
-
17
- __all__ = ["create_model", "loss"]
18
-
19
- del _IS_TENSORFLOW_AVAILABLE
@@ -1,103 +0,0 @@
1
- """
2
- Source code derived from Alibi-Detect 0.11.4
3
- https://github.com/SeldonIO/alibi-detect/tree/v0.11.4
4
-
5
- Original code Copyright (c) 2023 Seldon Technologies Ltd
6
- Licensed under Apache Software License (Apache 2.0)
7
- """
8
-
9
- from __future__ import annotations
10
-
11
- from typing import TYPE_CHECKING
12
-
13
- import numpy as np
14
-
15
- from dataeval.utils.gmm import GaussianMixtureModelParams
16
- from dataeval.utils.lazy import lazyload
17
-
18
- if TYPE_CHECKING:
19
- import tensorflow as tf
20
- else:
21
- tf = lazyload("tensorflow")
22
-
23
-
24
- def gmm_params(z: tf.Tensor, gamma: tf.Tensor) -> GaussianMixtureModelParams[tf.Tensor]:
25
- """
26
- Compute parameters of Gaussian Mixture Model.
27
-
28
- Parameters
29
- ----------
30
- z : tf.Tensor
31
- Observations.
32
- gamma : tf.Tensor
33
- Mixture probabilities to derive mixture distribution weights from.
34
-
35
- Returns
36
- -------
37
- GaussianMixtureModelParams(phi, mu, cov, L, log_det_cov)
38
- The parameters used to calculate energy.
39
- """
40
- # compute gmm parameters phi, mu and cov
41
- N = gamma.shape[0] # nb of samples in batch
42
- sum_gamma = tf.reduce_sum(gamma, 0) # K
43
- phi = sum_gamma / N # K
44
- mu = tf.reduce_sum(tf.expand_dims(gamma, -1) * tf.expand_dims(z, 1), 0) / tf.expand_dims(
45
- sum_gamma, -1
46
- ) # K x D (D = latent_dim)
47
- z_mu = tf.expand_dims(z, 1) - tf.expand_dims(mu, 0) # N x K x D
48
- z_mu_outer = tf.expand_dims(z_mu, -1) * tf.expand_dims(z_mu, -2) # N x K x D x D
49
- cov = tf.reduce_sum(tf.expand_dims(tf.expand_dims(gamma, -1), -1) * z_mu_outer, 0) / tf.expand_dims(
50
- tf.expand_dims(sum_gamma, -1), -1
51
- ) # K x D x D
52
-
53
- # cholesky decomposition of covariance and determinant derivation
54
- D = tf.shape(cov)[1] # type: ignore
55
- eps = 1e-6
56
- L = tf.linalg.cholesky(cov + tf.eye(D) * eps) # K x D x D
57
- log_det_cov = 2.0 * tf.reduce_sum(tf.math.log(tf.linalg.diag_part(L)), 1) # K
58
-
59
- return GaussianMixtureModelParams(phi, mu, cov, L, log_det_cov)
60
-
61
-
62
- def gmm_energy(
63
- z: tf.Tensor,
64
- params: GaussianMixtureModelParams[tf.Tensor],
65
- return_mean: bool = True,
66
- ) -> tuple[tf.Tensor, tf.Tensor]:
67
- """
68
- Compute sample energy from Gaussian Mixture Model.
69
-
70
- Parameters
71
- ----------
72
- params : GaussianMixtureModelParams
73
- The gaussian mixture model parameters.
74
- return_mean : bool, default True
75
- Take mean across all sample energies in a batch.
76
-
77
- Returns
78
- -------
79
- sample_energy
80
- The sample energy of the GMM.
81
- cov_diag
82
- The inverse sum of the diagonal components of the covariance matrix.
83
- """
84
- D = tf.shape(params.cov)[1] # type: ignore
85
- z_mu = tf.expand_dims(z, 1) - tf.expand_dims(params.mu, 0) # N x K x D
86
- z_mu_T = tf.transpose(z_mu, perm=[1, 2, 0]) # K x D x N
87
- v = tf.linalg.triangular_solve(params.L, z_mu_T, lower=True) # K x D x D
88
-
89
- # rewrite sample energy in logsumexp format for numerical stability
90
- logits = tf.math.log(tf.expand_dims(params.phi, -1)) - 0.5 * (
91
- tf.reduce_sum(tf.square(v), 1)
92
- + tf.cast(D, tf.float32) * tf.math.log(2.0 * np.pi) # type: ignore py38
93
- + tf.expand_dims(params.log_det_cov, -1)
94
- ) # K x N
95
- sample_energy = -tf.reduce_logsumexp(logits, axis=0) # N
96
-
97
- if return_mean:
98
- sample_energy = tf.reduce_mean(sample_energy)
99
-
100
- # inverse sum of variances
101
- cov_diag = tf.reduce_sum(tf.divide(1, tf.linalg.diag_part(params.cov)))
102
-
103
- return sample_energy, cov_diag