from __future__ import annotations import json from pathlib import Path import joblib import numpy as np import pandas as pd import torch import trackio from data import generate_pinwheel from model import RealNVP, parameter_count from safetensors.torch import save_file from sklearn.mixture import GaussianMixture PROJECT_DIR = Path(__file__).resolve().parent ARTIFACT_DIR = PROJECT_DIR / "artifacts" / "flow-pocket" DATA_DIR = PROJECT_DIR / "data" def gaussian_fit(data: np.ndarray) -> dict: return {"mean": data.mean(0), "covariance": np.cov(data.T)} def gaussian_nll(data: np.ndarray, fit: dict) -> float: centered = data - fit["mean"] covariance = fit["covariance"] inverse = np.linalg.inv(covariance) log_determinant = np.linalg.slogdet(covariance)[1] quadratic = np.einsum("bi,ij,bj->b", centered, inverse, centered) return float(np.mean(np.log(2 * np.pi) + 0.5 * log_determinant + 0.5 * quadratic)) def gaussian_sample(fit: dict, samples: int, seed: int) -> np.ndarray: return np.random.default_rng(seed).multivariate_normal( fit["mean"], fit["covariance"], size=samples ) def rbf_mmd(first: np.ndarray, second: np.ndarray) -> float: rng = np.random.default_rng(2043) first = first[rng.choice(len(first), 1000, replace=False)] second = second[rng.choice(len(second), 1000, replace=False)] combined = np.concatenate([first, second]) pairs = rng.choice(len(combined), size=(4000, 2), replace=True) distances = np.sum( (combined[pairs[:, 0]] - combined[pairs[:, 1]]) ** 2, axis=1 ) bandwidth = max(float(np.median(distances[distances > 0])), 1e-4) def kernel_mean(left: np.ndarray, right: np.ndarray) -> float: distances = ((left[:, None, :] - right[None, :, :]) ** 2).sum(2) return float(np.exp(-distances / (2 * bandwidth)).mean()) return kernel_mean(first, first) + kernel_mean(second, second) - 2 * kernel_mean( first, second ) def main() -> None: torch.manual_seed(2043) torch.set_num_threads(1) train_data = generate_pinwheel(40_000, 2043) validation_data = generate_pinwheel(5_000, 3043) test_data = generate_pinwheel(10_000, 4043) model = RealNVP() optimizer = torch.optim.AdamW(model.parameters(), lr=1e-3, weight_decay=1e-6) tensor = torch.from_numpy(train_data) validation = torch.from_numpy(validation_data) rng = np.random.default_rng(2043) trackio.init( project="flow-pocket", name="realnvp-pinwheel-v1", config={ "parameters": parameter_count(model), "coupling_layers": len(model.layers), "training_examples": len(train_data), "training_steps": 4_000, }, ) best_state = None best_validation = float("inf") history = [] for step in range(1, 4_001): batch = tensor[rng.choice(len(tensor), 512, replace=False)] loss = -model.log_probability(batch).mean() optimizer.zero_grad() loss.backward() torch.nn.utils.clip_grad_norm_(model.parameters(), 5.0) optimizer.step() if step % 100 == 0: model.eval() with torch.inference_mode(): validation_nll = float( -model.log_probability(validation).mean() ) record = { "training_step": step, "training_nll": float(loss.detach()), "validation_nll": validation_nll, } history.append(record) trackio.log(record) if validation_nll < best_validation: best_validation = validation_nll best_state = { name: parameter.detach().clone() for name, parameter in model.state_dict().items() } model.train() if best_state is not None: model.load_state_dict(best_state) model.eval() gaussian = gaussian_fit(train_data) mixture = GaussianMixture( n_components=5, covariance_type="full", random_state=2043, max_iter=500, n_init=3, ).fit(train_data) with torch.inference_mode(): flow_nll = float( -model.log_probability(torch.from_numpy(test_data)).mean() ) generated_flow = model.sample(5_000, seed=5043).numpy() latent, _ = model(torch.from_numpy(test_data[:2_000])) reconstructed = model.inverse(latent) cycle_error = float( torch.max(torch.abs(reconstructed - torch.from_numpy(test_data[:2_000]))) ) generated_gaussian = gaussian_sample(gaussian, 5_000, 6043) generated_mixture, _ = mixture.sample(5_000) results = { "realnvp": { "parameters": parameter_count(model), "test_nll": flow_nll, "sample_mmd": rbf_mmd(generated_flow, test_data), "maximum_cycle_error": cycle_error, }, "full_covariance_gaussian": { "test_nll": gaussian_nll(test_data, gaussian), "sample_mmd": rbf_mmd(generated_gaussian, test_data), }, "five_component_gmm": { "test_nll": float(-mixture.score(test_data)), "sample_mmd": rbf_mmd(generated_mixture, test_data), }, } report = { "benchmark": "Five-arm pinwheel density estimation", "training_examples": len(train_data), "heldout_examples": len(test_data), "results": results, "training_history": history, } ARTIFACT_DIR.mkdir(parents=True, exist_ok=True) DATA_DIR.mkdir(parents=True, exist_ok=True) save_file(model.state_dict(), ARTIFACT_DIR / "realnvp.safetensors") joblib.dump( {"gaussian": gaussian, "mixture": mixture}, ARTIFACT_DIR / "classical_controls.joblib", ) (ARTIFACT_DIR / "evaluation.json").write_text( json.dumps(report, indent=2), encoding="utf-8" ) np.savez_compressed( ARTIFACT_DIR / "generated_samples.npz", realnvp=generated_flow, gaussian=generated_gaussian, gmm=generated_mixture, ) pd.DataFrame(test_data, columns=["x", "y"]).to_parquet( DATA_DIR / "pinwheel_test.parquet", index=False ) trackio.log( { "flow_test_nll": results["realnvp"]["test_nll"], "flow_sample_mmd": results["realnvp"]["sample_mmd"], "gmm_test_nll": results["five_component_gmm"]["test_nll"], "gmm_sample_mmd": results["five_component_gmm"]["sample_mmd"], } ) trackio.finish() print(json.dumps(report, indent=2)) if __name__ == "__main__": main()