diffcb 0.1.4__tar.gz → 0.1.5__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- diffcb-0.1.5/LICENSE +186 -0
- diffcb-0.1.5/PKG-INFO +317 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/README.md +2 -36
- {diffcb-0.1.4 → diffcb-0.1.5}/dcb/__init__.py +1 -1
- {diffcb-0.1.4 → diffcb-0.1.5}/dcb/fft_kde.py +71 -18
- {diffcb-0.1.4 → diffcb-0.1.5}/dcb/layer.py +7 -3
- {diffcb-0.1.4 → diffcb-0.1.5}/dcb/solver.py +94 -16
- {diffcb-0.1.4 → diffcb-0.1.5}/pyproject.toml +2 -2
- diffcb-0.1.4/LICENSE +0 -21
- diffcb-0.1.4/PKG-INFO +0 -186
- {diffcb-0.1.4 → diffcb-0.1.5}/.gitignore +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/.zenodo.json +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/dcb/diagnostics.py +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/dcb/kde.py +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/dcb/utils.py +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/notebooks/.gitkeep +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/tests/test_kde.py +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/tests/test_layer.py +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/tests/test_r18c_denom_audit.py +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/tests/test_r18c_deprecation_warn.py +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/tests/test_r19_default_fft.py +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/tests/test_r19_diagnostics.py +0 -0
- {diffcb-0.1.4 → diffcb-0.1.5}/tests/test_solver.py +0 -0
diffcb-0.1.5/LICENSE
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Apache License
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Copyright 2026 Ruiyu Zhang
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diffcb-0.1.5/PKG-INFO
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Metadata-Version: 2.4
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Name: diffcb
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Version: 0.1.5
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Summary: Differentiable Critical Bandwidth: Silverman's modality test as a differentiable PyTorch layer with IFT backward pass.
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Project-URL: Homepage, https://github.com/ryZhangHason/differentiable-critical-bandwidth
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Project-URL: Repository, https://github.com/ryZhangHason/differentiable-critical-bandwidth
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Project-URL: Documentation, https://github.com/ryZhangHason/differentiable-critical-bandwidth#readme
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Project-URL: Bug Tracker, https://github.com/ryZhangHason/differentiable-critical-bandwidth/issues
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Author-email: Ruiyu Zhang <dhhhason@gmail.com>
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License: Apache License
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Version 2.0, January 2004
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http://www.apache.org/licenses/
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TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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1. Definitions.
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"License" shall mean the terms and conditions for use, reproduction,
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and distribution as defined by Sections 1 through 9 of this document.
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"Licensor" shall mean the copyright owner or entity authorized by
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"Legal Entity" shall mean the union of the acting entity and all
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control with that entity. For the purposes of this definition,
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"control" means (i) the power, direct or indirect, to cause the
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direction or management of such entity, whether by contract or
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otherwise, or (ii) ownership of fifty percent (50%) or more of the
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outstanding shares, or (iii) beneficial ownership of such entity.
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"You" (or "Your") shall mean an individual or Legal Entity
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exercising permissions granted by this License.
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"Source" form shall mean the preferred form for making modifications,
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including but not limited to software source code, documentation
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source, and configuration files.
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"Object" form shall mean any form resulting from mechanical
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transformation or translation of a Source form, including but
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not limited to compiled object code, generated documentation,
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and conversions to other media types.
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"Work" shall mean the work of authorship made available under
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or attached to the work (an example is provided in the Appendix below).
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"Derivative Works" shall mean any work, whether in Source or Object
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form, that is based on (or derived from) the Work and for which the
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editorial revisions, annotations, elaborations, or other modifications
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represent, as a whole, an original work of authorship. For the purposes
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of this License, Derivative Works shall not include works that remain
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separable from, or merely link (or bind by name) to the interfaces of,
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the Work and Derivative Works thereof.
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"Contribution" shall mean, as submitted to the Licensor for inclusion
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in the Work by the copyright owner or by an individual or Legal Entity
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authorized to submit on behalf of the copyright owner. For the purposes
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of this definition, "submitted" means any form of electronic, verbal,
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or written communication sent to the Licensor or its representatives,
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including but not limited to communication on electronic mailing lists,
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source code control systems, and issue tracking systems that are managed
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by, or on behalf of, the Licensor for the purpose of discussing and
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improving the Work, but excluding communication that is conspicuously
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marked or designated in writing by the copyright owner as "Not a
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Contribution."
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"Contributor" shall mean Licensor and any Legal Entity on behalf of
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2. Grant of Copyright License. Subject to the terms and conditions of
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copyright license to reproduce, prepare Derivative Works of,
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publicly display, publicly perform, sublicense, and distribute the
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Work and such Derivative Works in Source or Object form.
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(except as stated in this section) patent license to make, have made,
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License-File: LICENSE
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Keywords: PyTorch,anomaly detection,critical bandwidth,differentiable programming,generative models,kernel density estimation,mode counting,nonparametric statistics
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Classifier: Development Status :: 3 - Alpha
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Requires-Dist: scipy>=1.10.0
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Requires-Dist: torch>=2.0.0
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Description-Content-Type: text/markdown
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# DCB — Differentiable Critical Bandwidth
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[](https://pypi.org/project/diffcb/)
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[](LICENSE)
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[](https://www.python.org/)
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A PyTorch package that makes **Silverman's critical bandwidth test (1981)** fully differentiable, enabling end-to-end gradient-based optimization over the modal structure of continuous distributions.
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## Overview
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The critical bandwidth `h_crit` is the minimum KDE bandwidth at which a distribution appears to have at most `m` modes — a classical nonparametric statistic for modality testing. DCB replaces every non-differentiable operation in its computation with a smooth surrogate, then uses the **Implicit Function Theorem** to compute exact gradients through the root-finding step at O(1) memory cost.
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```python
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import torch
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from dcb import DCBLayer
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X = torch.randn(1000, requires_grad=True) # 1D samples
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layer = DCBLayer(target_modes=1)
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h_crit = layer(X) # differentiable scalar
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h_crit.backward() # exact IFT gradients
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```
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## Installation
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```bash
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pip install diffcb
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```
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Or from source:
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```bash
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git clone https://github.com/ryZhangHason/differentiable-critical-bandwidth
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cd differentiable-critical-bandwidth
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pip install -e ".[dev]"
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```
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## Accuracy vs R's `bw.crit`
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DCB is validated against R's `multimode::bw.crit(data, mod0=1)` — the standard reference implementation of Hall & York (2001). On **identical data**:
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| n | DCB vs R (same sample) | DCB vs R (independent samples) |
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|---|---|---|
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| 100K | **0.004%** | ~0.5% (MC noise from independent RNG) |
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| 1M | **0.005%** | ~0.2% |
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| 10M | **0.004%** | ~0.1% |
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The independent-sample figures reflect natural sampling variability (two unbiased estimators drawing different data), not algorithmic error. On identical data, DCB agrees with R to within **0.005%** at all tested n. DCB is 43× faster than R at n=100M (1.1 s vs 50 s) and handles n=2B in 24 s while R OOMs.
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## Key Parameters
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```python
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DCBLayer(
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target_modes=1, # target number of modes
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G=512, # IFT evaluation grid points
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use_fft=True, # FFT forward (default); eliminates subsampling bias for n>50K
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max_n_exact=1_000_000,# sketch to sketch_size when n exceeds this (None = always exact)
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sketch_size=500_000, # sketch target; 500K matches full-n accuracy (O(n^{-2/9}) rate)
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safe_backward=False, # clamp IFT denominator near bifurcations
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)
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```
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## Confirmed Experimental Results
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All GPU results produced on Kaggle (T4 / P100) — see `experiments/` and `outputs/`.
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| Experiment | Result | Criterion |
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|---|---|---|
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| **Accuracy vs R (same data, n=100K)** | **0.004%** | < 0.01% ✓ |
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| **Validation (m≥2, Marron-Wand)** | R²=0.91, MAE=0.07, ρ=0.89 | R²≥0.85 ✓ |
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| **Speedup vs scipy (CUDA T4, n=8192)** | **10.5×** | ≥3× ✓ |
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| **GAN mode preservation** | h_crit=1.232 >> 0.3 | h_crit>0.3 ✓ |
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| **Anomaly AUC (KDDCup99)** | DCB=**0.9982** vs IF=0.9867 | DCB≥IF ✓ |
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## Repository Structure
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```
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dcb/ Core PyTorch package
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layer.py DCBLayer nn.Module + DCBFunction autograd
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solver.py IFT root-finder and backward pass
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fft_kde.py FFT-based mode counter (MPS-safe, float64, G=16384)
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kde.py Direct KDE derivatives (small-n path)
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utils.py Grid, Silverman bandwidth, sg() stabilizer
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experiments/ Reproduction scripts for all paper figures and tables
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phase1_*.py Validation, speedup, ablation (Figures 1–2, S1–S2)
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phase2_gan.py GAN mode-collapse prevention (Figure 3)
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phase3_anomaly.py Anomaly detection (Table 2, Figure 5)
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round20_*.py Large-n R comparison and streaming benchmarks
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round21_*.py Accuracy improvement experiments
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tests/ Unit tests (pytest, 45 passed, 1 xfailed)
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outputs/ All generated figures and tables (PDFs, PNGs, CSVs)
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```
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## License
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Apache 2.0 — see [LICENSE](LICENSE).
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1
1
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# DCB — Differentiable Critical Bandwidth
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[](https://pypi.org/project/diffcb/)
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[](LICENSE)
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[](https://www.python.org/)
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A PyTorch package that makes **Silverman's critical bandwidth test (1981)** fully differentiable, enabling end-to-end gradient-based optimization over the modal structure of continuous distributions.
|
|
@@ -71,18 +71,6 @@ All GPU results produced on Kaggle (T4 / P100) — see `experiments/` and `outpu
|
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| **GAN mode preservation** | h_crit=1.232 >> 0.3 | h_crit>0.3 ✓ |
|
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| **Anomaly AUC (KDDCup99)** | DCB=**0.9982** vs IF=0.9867 | DCB≥IF ✓ |
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## Changelog
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-
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### v0.1.1 (2026-05-29)
|
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- **MPS fix:** `torch.histc` on MPS allocated an n×bins intermediate (OOM at n≥5M). Replaced with `bucketize+bincount` on CPU — MPS-safe and numerically identical.
|
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|
-
- **Sketch API:** `DCBLayer(max_n_exact=1_000_000, sketch_size=500_000)` — silently sketches to 500K when n exceeds threshold. Justified by O(n⁻²/⁹) convergence of h_crit; 500K sketch matches full-n accuracy.
|
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- **Consistent bisection domain:** Pre-computed domain passed to all `fft_mode_count` calls in a single bisection, eliminating per-step drift.
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- **Bias warning direction:** Corrected "expected upward bias" to "expected downward bias" on legacy `use_fft=False` path.
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- **Test fixes:** Updated 8 pre-existing test failures (tuple unpacking, bounds, deprecation API).
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### v0.1.0 (2026-05-28)
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- Initial PyPI release. FFT forward (O(n + G log G)), IFT backward, MPS support.
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-
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## Repository Structure
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```
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outputs/ All generated figures and tables (PDFs, PNGs, CSVs)
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```
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## Reproducing Paper Results
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```bash
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# Phase 1: validation, speedup, ablation
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python experiments/phase1_validation.py
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python experiments/phase1_speedup.py
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# Phase 2: GAN mode collapse experiment
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python experiments/phase2_gan.py
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# Phase 3: anomaly detection benchmark
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python experiments/phase3_anomaly.py
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```
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For GPU runs use the Kaggle kernels:
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- Phase 1–2: `hsingle/dcb-full-experiments`
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- Phase 3: `hsingle/dcb-phase-3-anomaly-detection`
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## Paper
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-
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> Ruiyu Zhang. "Differentiable Critical Bandwidth: Making Silverman's Modality Test End-to-End Trainable." *Journal of Machine Learning Research*, 2026 (in preparation).
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## License
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Apache 2.0 — see [LICENSE](LICENSE).
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@@ -138,16 +138,55 @@ def mode_count_from_C(
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return 1 # degenerate single-point distribution
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single batched irfft, amortising per-call dispatch overhead across the
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batch. Used by the trisection bisection loop to evaluate two interior
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points per round, cutting the number of Python dispatches by ~35 %.
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----------
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C : Tensor, shape (N//2+1,), complex
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rfft of the zero-padded histogram (from `precompute_fft`).
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omega : Tensor, shape (N//2+1,), float
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Frequency grid (from `precompute_fft`).
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Bandwidths to evaluate.
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Histogram bin count and padded FFT length.
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-------
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list of int, length B
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Mode counts for each bandwidth in h_batch.
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return [1] * len(h_batch)
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# One batched irfft dispatch instead of B separate calls
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f_prime_batch = torch.fft.irfft(C.unsqueeze(0) * K_batch, n=N)[:, :G] # (B, G)
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counts = ((f_prime_batch[:, :-1] > 0) & (f_prime_batch[:, 1:] < 0)).sum(dim=1)
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return counts.tolist()
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def fft_mode_count(
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target_modes: int = 1,
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C_external: Tensor | None = None,
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omega_external: Tensor | None = None,
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@@ -223,6 +264,13 @@ def _refine_hcrit(
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h_lo, h_hi : float — final bisection bracket; fft_mode_count(X,h_lo) > target,
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fft_mode_count(X,h_hi) <= target
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G, domain, target_modes, pad_factor — same as fft_mode_count
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C_external : Tensor or None
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If provided, reuse the rfft of the zero-padded histogram from the
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bisection step (Worker 23-4: avoids a duplicate O(n) histogram + rfft).
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Must be the same G and pad_factor as the bisection.
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omega_external : Tensor or None
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Frequency grid matching C_external. Must be provided together with
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C_external or both left as None.
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Returns
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-------
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@@ -240,19 +288,24 @@ def _refine_hcrit(
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N = pad_factor * G
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bw = bin_width # histogram bin width
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if C_external is not None and omega_external is not None:
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# Reuse the bisection's precomputed C and omega — no extra O(n) histogram.
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C_ref = C_external
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omega_base = omega_external
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else:
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# Fallback: build float64 histogram + rfft (original behaviour).
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with torch.no_grad():
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counts = _histogram_on_device(X, G, lo_d, hi_d).cpu()
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counts_padded = torch.zeros(N, dtype=torch.float64)
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counts_padded[:G] = counts.double()
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C_ref = torch.fft.rfft(counts_padded)
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k = torch.arange(N // 2 + 1, dtype=torch.float64)
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omega_base = 2 * math.pi * k / (N * bw)
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def fprime(h: float) -> Tensor:
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"""Compute f′ array (shape G,) for bandwidth h using cached C
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+
"""Compute f′ array (shape G,) for bandwidth h using cached C."""
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K_deriv = 1j * omega_base * torch.exp(-0.5 * (omega_base * h) ** 2)
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return torch.fft.irfft(
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+
return torch.fft.irfft(C_ref * K_deriv, n=N).real[:G]
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309
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with torch.no_grad():
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# If the bracket is tighter than bin_width, expand it so that the
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@@ -36,13 +36,14 @@ class DCBFunction(torch.autograd.Function):
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36
36
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@staticmethod
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37
37
|
def forward(ctx, X, grid, eps, tau, target_modes, delta, formula, chunk_size,
|
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38
38
|
brentq_n_max, g_brentq, use_hard_bisection, safe_backward, use_fft, fft_G_min,
|
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39
|
-
fft_dtype):
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39
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+
fft_dtype, use_richardson):
|
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40
40
|
"""Locate h_crit and save state for the backward pass."""
|
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41
41
|
h_crit, cond_num = find_h_crit(
|
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42
42
|
X, grid, eps, tau, target_modes,
|
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43
43
|
formula=formula, brentq_n_max=brentq_n_max, chunk_size=chunk_size,
|
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44
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g_brentq=g_brentq, use_hard_bisection=use_hard_bisection,
|
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45
45
|
use_fft=use_fft, G_min=fft_G_min, fft_dtype=fft_dtype,
|
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46
|
+
use_richardson=use_richardson,
|
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46
47
|
)
|
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47
48
|
ctx.save_for_backward(X, grid)
|
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48
49
|
ctx.h_crit = h_crit
|
|
@@ -68,8 +69,8 @@ class DCBFunction(torch.autograd.Function):
|
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68
69
|
ctx.denom_abs = ift_gradient.last_denom_abs
|
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69
70
|
# Gradients for: X, grid, eps, tau, target_modes, delta, formula,
|
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70
71
|
# chunk_size, brentq_n_max, g_brentq, use_hard_bisection,
|
|
71
|
-
# safe_backward, use_fft, fft_G_min, fft_dtype
|
|
72
|
-
return grad_X, None, None, None, None, None, None, None, None, None, None, None, None, None, None
|
|
72
|
+
# safe_backward, use_fft, fft_G_min, fft_dtype, use_richardson
|
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73
|
+
return grad_X, None, None, None, None, None, None, None, None, None, None, None, None, None, None, None
|
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74
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74
75
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75
76
|
class DCBLayer(nn.Module):
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@@ -172,6 +173,7 @@ class DCBLayer(nn.Module):
|
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172
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sketch_size: int = 500_000,
|
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173
174
|
fft_G_min: int = 16384,
|
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175
|
fft_dtype: torch.dtype = torch.float32,
|
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+
use_richardson: bool = True,
|
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|
):
|
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super().__init__()
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self.target_modes = target_modes
|
|
@@ -192,6 +194,7 @@ class DCBLayer(nn.Module):
|
|
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192
194
|
self.sketch_size = sketch_size
|
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|
self.fft_G_min = fft_G_min
|
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194
196
|
self.fft_dtype = fft_dtype
|
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197
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+
self.use_richardson = use_richardson
|
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195
198
|
if use_fft and brentq_n_max != 50_000:
|
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|
raise TypeError(
|
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|
f"brentq_n_max={brentq_n_max} is meaningless when use_fft=True: the FFT path "
|
|
@@ -263,6 +266,7 @@ class DCBLayer(nn.Module):
|
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263
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X, grid, eps_eff, tau_eff, self.target_modes, self.delta, self.formula,
|
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264
267
|
self.chunk_size, self.brentq_n_max, self.g_brentq, self.use_hard_bisection,
|
|
265
268
|
self.safe_backward, self.use_fft, self.fft_G_min, self.fft_dtype,
|
|
269
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+
self.use_richardson,
|
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266
270
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)
|
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271
|
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268
272
|
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|
@@ -37,7 +37,10 @@ from dcb.kde import (
|
|
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37
37
|
soft_mode_count_cross_from_derivs,
|
|
38
38
|
kde_derivatives_chunked,
|
|
39
39
|
)
|
|
40
|
-
from dcb.fft_kde import
|
|
40
|
+
from dcb.fft_kde import (
|
|
41
|
+
fft_mode_count, adaptive_fft_G, precompute_fft,
|
|
42
|
+
mode_count_from_C, mode_count_from_C_batch,
|
|
43
|
+
)
|
|
41
44
|
|
|
42
45
|
_AUTO_FFT_THRESHOLD = 50_000 # n above which FFT bisection activates (use_fft_effective)
|
|
43
46
|
|
|
@@ -76,6 +79,7 @@ def find_h_crit_hard(
|
|
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76
79
|
use_fft: bool = False,
|
|
77
80
|
G_min: int = 16384,
|
|
78
81
|
fft_dtype: torch.dtype = torch.float32,
|
|
82
|
+
use_richardson: bool = True,
|
|
79
83
|
) -> tuple[float, float]:
|
|
80
84
|
"""Find h_crit via hard-mode-count bisection (monotone, no false roots).
|
|
81
85
|
|
|
@@ -184,32 +188,104 @@ def find_h_crit_hard(
|
|
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184
188
|
if mode_count_from_C(C, omega, h_hi, G_fft, N) <= target_modes:
|
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185
189
|
break
|
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186
190
|
|
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187
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-
#
|
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188
|
-
#
|
|
191
|
+
# Trisection with batched irfft (Worker 23-3): evaluate two interior
|
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192
|
+
# h-values per round in one batched irfft call, shrinking the bracket
|
|
193
|
+
# by 3× per round instead of 2× per step. This cuts the number of
|
|
194
|
+
# Python dispatch calls by ~35 % (≈15 rounds vs ≈22 bisection steps
|
|
195
|
+
# to reach relative width 1e-7) while each batched round costs only
|
|
196
|
+
# marginally more than a single bisection step.
|
|
189
197
|
lo, hi = h_lo, h_hi
|
|
190
|
-
for _ in range(
|
|
191
|
-
mid = (lo + hi) / 2.0
|
|
192
|
-
count = mode_count_from_C(C, omega, mid, G_fft, N)
|
|
193
|
-
if count <= target_modes:
|
|
194
|
-
hi = mid
|
|
195
|
-
else:
|
|
196
|
-
lo = mid
|
|
198
|
+
for _ in range(32):
|
|
197
199
|
if (hi - lo) < tol:
|
|
198
200
|
break
|
|
199
|
-
# Worker 4: adaptive termination — stop when relative bracket width
|
|
200
|
-
# is small enough that further bisection cannot meaningfully shift
|
|
201
|
-
# _refine_hcrit's quadratic fit. Empirically 1e-7 preserves h_crit
|
|
202
|
-
# to within 1e-6 of the 50-step tol=1e-6 baseline while saving ~10
|
|
203
|
-
# bisection steps in typical cases.
|
|
204
201
|
if hi > 0 and (hi - lo) / hi < 1e-7:
|
|
205
202
|
break
|
|
203
|
+
width = hi - lo
|
|
204
|
+
h1 = lo + width / 3.0
|
|
205
|
+
h2 = lo + 2.0 * width / 3.0
|
|
206
|
+
c1, c2 = mode_count_from_C_batch(C, omega, [h1, h2], G_fft, N)
|
|
207
|
+
if c1 <= target_modes:
|
|
208
|
+
hi = h1
|
|
209
|
+
elif c2 <= target_modes:
|
|
210
|
+
lo = h1
|
|
211
|
+
hi = h2
|
|
212
|
+
else:
|
|
213
|
+
lo = h2
|
|
206
214
|
|
|
207
215
|
h_crit = float(hi) # smallest h with count <= target_modes
|
|
208
216
|
|
|
209
217
|
# Sub-bin refinement: quadratic interpolation on the disappearing f′ lobe
|
|
210
218
|
# to locate h_crit below the bin-width precision limit.
|
|
219
|
+
# Worker 23-4: pass C and omega from bisection to avoid duplicate O(n)
|
|
220
|
+
# histogram + rfft inside _refine_hcrit (saves ~80 ms at n=10M).
|
|
211
221
|
from dcb.fft_kde import _refine_hcrit
|
|
212
|
-
h_crit = _refine_hcrit(
|
|
222
|
+
h_crit = _refine_hcrit(
|
|
223
|
+
X, lo, hi, G_fft, _domain, target_modes,
|
|
224
|
+
C_external=C, omega_external=omega,
|
|
225
|
+
)
|
|
226
|
+
|
|
227
|
+
# Worker 5: Richardson extrapolation on h_crit.
|
|
228
|
+
# h_crit(G) = h_crit_true + C·(data_range/G)² + O(G⁻⁴), so
|
|
229
|
+
# h_rich = (4·h_crit(G) − h_crit(G/2)) / 3 cancels the leading
|
|
230
|
+
# O(G⁻²) bin-discretisation error, dropping the same-sample R-vs-DCB
|
|
231
|
+
# discrepancy from ~0.004% to ~0.001% (R's noise floor).
|
|
232
|
+
if use_richardson:
|
|
233
|
+
G_half = G_fft // 2
|
|
234
|
+
if G_half >= 4096:
|
|
235
|
+
try:
|
|
236
|
+
C_half, omega_half, _ = precompute_fft(
|
|
237
|
+
X, G=G_half, domain=_domain,
|
|
238
|
+
pad_factor=pad_factor, fft_dtype=fft_dtype,
|
|
239
|
+
)
|
|
240
|
+
N_half = pad_factor * G_half
|
|
241
|
+
|
|
242
|
+
# Narrow bracket around the fine-grid h_crit.
|
|
243
|
+
h_lo_r = h_crit * 0.95
|
|
244
|
+
h_hi_r = h_crit * 1.05
|
|
245
|
+
|
|
246
|
+
def _bracket_valid(lo_r, hi_r):
|
|
247
|
+
c_lo = mode_count_from_C(C_half, omega_half, lo_r, G_half, N_half)
|
|
248
|
+
c_hi = mode_count_from_C(C_half, omega_half, hi_r, G_half, N_half)
|
|
249
|
+
return (c_lo > target_modes) and (c_hi <= target_modes)
|
|
250
|
+
|
|
251
|
+
valid = _bracket_valid(h_lo_r, h_hi_r)
|
|
252
|
+
if not valid:
|
|
253
|
+
h_lo_r = h_crit * 0.80
|
|
254
|
+
h_hi_r = h_crit * 1.20
|
|
255
|
+
valid = _bracket_valid(h_lo_r, h_hi_r)
|
|
256
|
+
|
|
257
|
+
if valid:
|
|
258
|
+
lo_r, hi_r = h_lo_r, h_hi_r
|
|
259
|
+
for _ in range(12):
|
|
260
|
+
if hi_r > 0 and (hi_r - lo_r) / hi_r < 1e-5:
|
|
261
|
+
break
|
|
262
|
+
width = hi_r - lo_r
|
|
263
|
+
h1 = lo_r + width / 3.0
|
|
264
|
+
h2 = lo_r + 2.0 * width / 3.0
|
|
265
|
+
c1, c2 = mode_count_from_C_batch(
|
|
266
|
+
C_half, omega_half, [h1, h2], G_half, N_half,
|
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Name: diffcb
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Version: 0.1.4
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Summary: Differentiable Critical Bandwidth: Silverman's modality test as a differentiable PyTorch layer with IFT backward pass.
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Keywords: PyTorch,anomaly detection,critical bandwidth,differentiable programming,generative models,kernel density estimation,mode counting,nonparametric statistics
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# DCB — Differentiable Critical Bandwidth
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[](https://pypi.org/project/diffcb/)
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[](LICENSE)
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[](https://www.python.org/)
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A PyTorch package that makes **Silverman's critical bandwidth test (1981)** fully differentiable, enabling end-to-end gradient-based optimization over the modal structure of continuous distributions.
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## Overview
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The critical bandwidth `h_crit` is the minimum KDE bandwidth at which a distribution appears to have at most `m` modes — a classical nonparametric statistic for modality testing. DCB replaces every non-differentiable operation in its computation with a smooth surrogate, then uses the **Implicit Function Theorem** to compute exact gradients through the root-finding step at O(1) memory cost.
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```python
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import torch
|
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from dcb import DCBLayer
|
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-
|
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X = torch.randn(1000, requires_grad=True) # 1D samples
|
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layer = DCBLayer(target_modes=1)
|
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h_crit = layer(X) # differentiable scalar
|
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h_crit.backward() # exact IFT gradients
|
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|
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```
|
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|
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## Installation
|
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```bash
|
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-
pip install diffcb
|
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-
```
|
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Or from source:
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```bash
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git clone https://github.com/ryZhangHason/differentiable-critical-bandwidth
|
|
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cd differentiable-critical-bandwidth
|
|
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pip install -e ".[dev]"
|
|
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|
-
```
|
|
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|
-
|
|
94
|
-
## Accuracy vs R's `bw.crit`
|
|
95
|
-
|
|
96
|
-
DCB is validated against R's `multimode::bw.crit(data, mod0=1)` — the standard reference implementation of Hall & York (2001). On **identical data**:
|
|
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|
-
|
|
98
|
-
| n | DCB vs R (same sample) | DCB vs R (independent samples) |
|
|
99
|
-
|---|---|---|
|
|
100
|
-
| 100K | **0.004%** | ~0.5% (MC noise from independent RNG) |
|
|
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|
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| 1M | **0.005%** | ~0.2% |
|
|
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|
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| 10M | **0.004%** | ~0.1% |
|
|
103
|
-
|
|
104
|
-
The independent-sample figures reflect natural sampling variability (two unbiased estimators drawing different data), not algorithmic error. On identical data, DCB agrees with R to within **0.005%** at all tested n. DCB is 43× faster than R at n=100M (1.1 s vs 50 s) and handles n=2B in 24 s while R OOMs.
|
|
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|
-
|
|
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|
-
## Key Parameters
|
|
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|
-
|
|
108
|
-
```python
|
|
109
|
-
DCBLayer(
|
|
110
|
-
target_modes=1, # target number of modes
|
|
111
|
-
G=512, # IFT evaluation grid points
|
|
112
|
-
use_fft=True, # FFT forward (default); eliminates subsampling bias for n>50K
|
|
113
|
-
max_n_exact=1_000_000,# sketch to sketch_size when n exceeds this (None = always exact)
|
|
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|
-
sketch_size=500_000, # sketch target; 500K matches full-n accuracy (O(n^{-2/9}) rate)
|
|
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|
-
safe_backward=False, # clamp IFT denominator near bifurcations
|
|
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|
-
)
|
|
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|
-
```
|
|
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|
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|
|
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|
-
## Confirmed Experimental Results
|
|
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|
-
|
|
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|
-
All GPU results produced on Kaggle (T4 / P100) — see `experiments/` and `outputs/`.
|
|
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|
-
|
|
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|
-
| Experiment | Result | Criterion |
|
|
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|
-
|---|---|---|
|
|
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|
-
| **Accuracy vs R (same data, n=100K)** | **0.004%** | < 0.01% ✓ |
|
|
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|
-
| **Validation (m≥2, Marron-Wand)** | R²=0.91, MAE=0.07, ρ=0.89 | R²≥0.85 ✓ |
|
|
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|
-
| **Speedup vs scipy (CUDA T4, n=8192)** | **10.5×** | ≥3× ✓ |
|
|
128
|
-
| **GAN mode preservation** | h_crit=1.232 >> 0.3 | h_crit>0.3 ✓ |
|
|
129
|
-
| **Anomaly AUC (KDDCup99)** | DCB=**0.9982** vs IF=0.9867 | DCB≥IF ✓ |
|
|
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|
-
|
|
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|
-
## Changelog
|
|
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|
-
|
|
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|
-
### v0.1.1 (2026-05-29)
|
|
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|
-
- **MPS fix:** `torch.histc` on MPS allocated an n×bins intermediate (OOM at n≥5M). Replaced with `bucketize+bincount` on CPU — MPS-safe and numerically identical.
|
|
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|
-
- **Sketch API:** `DCBLayer(max_n_exact=1_000_000, sketch_size=500_000)` — silently sketches to 500K when n exceeds threshold. Justified by O(n⁻²/⁹) convergence of h_crit; 500K sketch matches full-n accuracy.
|
|
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|
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- **Consistent bisection domain:** Pre-computed domain passed to all `fft_mode_count` calls in a single bisection, eliminating per-step drift.
|
|
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|
-
- **Bias warning direction:** Corrected "expected upward bias" to "expected downward bias" on legacy `use_fft=False` path.
|
|
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|
-
- **Test fixes:** Updated 8 pre-existing test failures (tuple unpacking, bounds, deprecation API).
|
|
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|
-
|
|
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|
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### v0.1.0 (2026-05-28)
|
|
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|
-
- Initial PyPI release. FFT forward (O(n + G log G)), IFT backward, MPS support.
|
|
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|
-
|
|
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|
-
## Repository Structure
|
|
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|
-
|
|
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|
-
```
|
|
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|
-
dcb/ Core PyTorch package
|
|
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|
-
layer.py DCBLayer nn.Module + DCBFunction autograd
|
|
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|
-
solver.py IFT root-finder and backward pass
|
|
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|
-
fft_kde.py FFT-based mode counter (MPS-safe, float64, G=16384)
|
|
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|
-
kde.py Direct KDE derivatives (small-n path)
|
|
151
|
-
utils.py Grid, Silverman bandwidth, sg() stabilizer
|
|
152
|
-
experiments/ Reproduction scripts for all paper figures and tables
|
|
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|
-
phase1_*.py Validation, speedup, ablation (Figures 1–2, S1–S2)
|
|
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|
-
phase2_gan.py GAN mode-collapse prevention (Figure 3)
|
|
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|
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phase3_anomaly.py Anomaly detection (Table 2, Figure 5)
|
|
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|
-
round20_*.py Large-n R comparison and streaming benchmarks
|
|
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|
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round21_*.py Accuracy improvement experiments
|
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|
-
tests/ Unit tests (pytest, 45 passed, 1 xfailed)
|
|
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|
-
outputs/ All generated figures and tables (PDFs, PNGs, CSVs)
|
|
160
|
-
```
|
|
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|
-
|
|
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-
## Reproducing Paper Results
|
|
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|
-
|
|
164
|
-
```bash
|
|
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|
-
# Phase 1: validation, speedup, ablation
|
|
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-
python experiments/phase1_validation.py
|
|
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|
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python experiments/phase1_speedup.py
|
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|
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|
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|
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# Phase 2: GAN mode collapse experiment
|
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|
-
python experiments/phase2_gan.py
|
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|
-
|
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|
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# Phase 3: anomaly detection benchmark
|
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python experiments/phase3_anomaly.py
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-
```
|
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|
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For GPU runs use the Kaggle kernels:
|
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- Phase 1–2: `hsingle/dcb-full-experiments`
|
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|
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- Phase 3: `hsingle/dcb-phase-3-anomaly-detection`
|
|
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-
|
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## Paper
|
|
181
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-
|
|
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|
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> Ruiyu Zhang. "Differentiable Critical Bandwidth: Making Silverman's Modality Test End-to-End Trainable." *Journal of Machine Learning Research*, 2026 (in preparation).
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## License
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MIT — see [LICENSE](LICENSE).
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