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Adjust tests for optimize_flow.jl
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+86
-38
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5 files changed

+86
-38
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Diff for: Project.toml

+3-1
Original file line numberDiff line numberDiff line change
@@ -15,7 +15,6 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
1515
Lux = "b2108857-7c20-44ae-9111-449ecde12c47"
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MonotonicSplines = "568f7cb4-8305-41bc-b90d-d32b39cc99d1"
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Optimisers = "3bd65402-5787-11e9-1adc-39752487f4e2"
18-
ProgressBars = "49802e3a-d2f1-5c88-81d8-b72133a6f568"
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Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
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Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
@@ -31,9 +30,12 @@ FunctionChains = "0.1"
3130
Functors = "0.2, 0.3, 0.4"
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HeterogeneousComputing = "0.1, 0.2"
3332
InverseFunctions = "0.1"
33+
LinearAlgebra = "1"
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Lux = "0.5"
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MonotonicSplines = "0.1.1"
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Optimisers = "0.2, 0.3"
37+
Random = "1"
38+
Statistics = "1, 2"
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StatsFuns = "1"
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ValueShapes = "0.8.3, 0.9, 0.10"
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Zygote = "0.6"

Diff for: src/AdaptiveFlows.jl

-1
Original file line numberDiff line numberDiff line change
@@ -19,7 +19,6 @@ using LinearAlgebra
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using Lux
2020
using MonotonicSplines
2121
using Optimisers
22-
using ProgressBars
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using Random
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using Statistics
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using StatsFuns

Diff for: src/optimize_flow.jl

+11-6
Original file line numberDiff line numberDiff line change
@@ -3,7 +3,7 @@
33
std_normal_logpdf(x::Real) = -(abs2(x) + log2π)/2
44
std_normal_logpdf(x::AbstractArray) = vec(sum(std_normal_logpdf.(flatview(x)), dims = 1))
55

6-
function negll_flow_loss(flow::F, x::AbstractMatrix{<:Real}, logd_orig::AbstractVector, logpdf::Function) where F<:AbstractFlow
6+
function negll_flow_loss(flow::F, x::AbstractMatrix{<:Real}, logpdf::Function) where F<:AbstractFlow
77
nsamples = size(x, 2)
88
flow_corr = fchain(flow,logpdf.f)
99
y, ladj = with_logabsdet_jacobian(flow_corr, x)
@@ -12,15 +12,15 @@ function negll_flow_loss(flow::F, x::AbstractMatrix{<:Real}, logd_orig::Abstract
1212
end
1313

1414
function negll_flow(flow::F, x::AbstractMatrix{<:Real}, logd_orig::AbstractVector, logpdf::Tuple{Function, Function}) where F<:AbstractFlow
15-
negll, back = Zygote.pullback(negll_flow, flow, x, logd_orig, logpdf[2])
15+
negll, back = Zygote.pullback(negll_flow_loss, flow, x, logpdf[2])
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d_flow = back(one(eltype(x)))[1]
1717
return negll, d_flow
1818
end
1919
export negll_flow
2020

2121
function KLDiv_flow_loss(flow::F, x::AbstractMatrix{<:Real}, logd_orig::AbstractVector, logpdfs::Tuple{Function, Function}) where F<:AbstractFlow
2222
nsamples = size(x, 2)
23-
flow_corr = fchain(flow,logpdfs[2].f)
23+
flow_corr = fchain(flow, logpdfs[2].f)
2424
logpdf_y = logpdfs[2].logdensity
2525
y, ladj = with_logabsdet_jacobian(flow_corr, x)
2626
KLDiv = sum(exp.(logd_orig - vec(ladj)) .* (logd_orig - vec(ladj) - logpdf_y(y))) / nsamples
@@ -38,7 +38,7 @@ function optimize_flow(samples::Union{Matrix, Tuple{Matrix, Matrix}},
3838
initial_flow::F where F<:AbstractFlow,
3939
optimizer;
4040
sequential::Bool = true,
41-
loss::Function = negll_flow_grad,
41+
loss::Function = negll_flow,
4242
logpdf::Union{Function, Tuple{Function, Function}} = std_normal_logpdf,
4343
nbatches::Integer = 10,
4444
nepochs::Integer = 100,
@@ -75,12 +75,17 @@ function optimize_flow(samples::Union{AbstractArray, Tuple{AbstractArray, Abstra
7575

7676
n_dims = _get_n_dims(samples)
7777
logd_orig = samples isa Tuple ? logpdf[1](samples[1]) : logpdf[1](samples)
78-
pushfwd_logpdf = logpdf[2] == std_normal_logpdf ? (PushForwardLogDensity(first(initial_flow.flow.fs), logpdf[1]), PushForwardLogDensity(FlowModule(InvMulAdd(I(n_dims), zeros(n_dims)), false), logpdf[2])) : (PushForwardLogDensity(first(initial_flow.flow.fs), logpdf[1]), PushForwardLogDensity(last(initial_flow.flow.fs), logpdf[2]))
78+
79+
if !(initial_flow isa AbstractFlowBlock)
80+
pushfwd_logpdf = logpdf[2] == std_normal_logpdf ? (PushForwardLogDensity(first(initial_flow.flow.fs), logpdf[1]), PushForwardLogDensity(FlowModule(InvMulAdd(I(n_dims), zeros(n_dims)), false), logpdf[2])) : (PushForwardLogDensity(first(initial_flow.flow.fs), logpdf[1]), PushForwardLogDensity(last(initial_flow.flow.fs), logpdf[2]))
81+
else
82+
pushfwd_logpdf = (PushForwardLogDensity(InvMulAdd(I(n_dims), zeros(n_dims)), logpdf[1]), PushForwardLogDensity(InvMulAdd(I(n_dims), zeros(n_dims)), logpdf[2]))
83+
end
7984

8085
if sequential
8186
flow, state, loss_hist = _train_flow_sequentially(samples, initial_flow, optimizer, nepochs, nbatches, loss, pushfwd_logpdf, logd_orig, shuffle_samples)
8287
else
83-
flow, state, loss_hist = _train_flow(samples, initial_flow, optimizer, nepochs, nbatches, loss, pushfwd_logpd, logd_orig, shuffle_samples)
88+
flow, state, loss_hist = _train_flow(samples, initial_flow, optimizer, nepochs, nbatches, loss, pushfwd_logpdf, logd_orig, shuffle_samples)
8489
end
8590

8691
return (result = flow, optimizer_state = state, loss_hist = vcat(loss_history, loss_hist))

Diff for: test/test_aqua.jl

+6-4
Original file line numberDiff line numberDiff line change
@@ -4,15 +4,17 @@ import Test
44
import Aqua
55
import AdaptiveFlows
66

7+
# ToDo: Fix ambiguities and enable ambiguity testing:
8+
#=
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Test.@testset "Package ambiguities" begin
810
Test.@test isempty(Test.detect_ambiguities(AdaptiveFlows))
9-
end # testset
11+
end
12+
=#
1013

1114
Test.@testset "Aqua tests" begin
1215
Aqua.test_all(
1316
AdaptiveFlows,
1417
ambiguities = false,
15-
piracy = false,
16-
project_toml_formatting = VERSIONv"1.7"
18+
unbound_args = false
1719
)
18-
end # testset
20+
end

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