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TTS
TTS-master/tests/test_tacotron2_tf_model.py
import os import unittest import numpy as np import tensorflow as tf import torch from tests import get_tests_input_path from TTS.tts.tf.models.tacotron2 import Tacotron2 from TTS.tts.tf.utils.tflite import (convert_tacotron2_to_tflite, load_tflite_model) from TTS.utils.io import load_config tf.get_logger().setLevel('INFO') #pylint: disable=unused-variable torch.manual_seed(1) use_cuda = torch.cuda.is_available() device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu") c = load_config(os.path.join(get_tests_input_path(), 'test_config.json')) class TacotronTFTrainTest(unittest.TestCase): @staticmethod def generate_dummy_inputs(): chars_seq = torch.randint(0, 24, (8, 128)).long().to(device) chars_seq_lengths = torch.randint(100, 128, (8, )).long().to(device) chars_seq_lengths = torch.sort(chars_seq_lengths, descending=True)[0] mel_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_postnet_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_lengths = torch.randint(20, 30, (8, )).long().to(device) stop_targets = torch.zeros(8, 30, 1).float().to(device) speaker_ids = torch.randint(0, 5, (8, )).long().to(device) chars_seq = tf.convert_to_tensor(chars_seq.cpu().numpy()) chars_seq_lengths = tf.convert_to_tensor(chars_seq_lengths.cpu().numpy()) mel_spec = tf.convert_to_tensor(mel_spec.cpu().numpy()) return chars_seq, chars_seq_lengths, mel_spec, mel_postnet_spec, mel_lengths,\ stop_targets, speaker_ids def test_train_step(self): ''' test forward pass ''' chars_seq, chars_seq_lengths, mel_spec, mel_postnet_spec, mel_lengths,\ stop_targets, speaker_ids = self.generate_dummy_inputs() for idx in mel_lengths: stop_targets[:, int(idx.item()):, 0] = 1.0 stop_targets = stop_targets.view(chars_seq.shape[0], stop_targets.size(1) // c.r, -1) stop_targets = (stop_targets.sum(2) > 0.0).unsqueeze(2).float().squeeze() model = Tacotron2(num_chars=24, r=c.r, num_speakers=5) # training pass output = model(chars_seq, chars_seq_lengths, mel_spec, training=True) # check model output shapes assert np.all(output[0].shape == mel_spec.shape) assert np.all(output[1].shape == mel_spec.shape) assert output[2].shape[2] == chars_seq.shape[1] assert output[2].shape[1] == (mel_spec.shape[1] // model.decoder.r) assert output[3].shape[1] == (mel_spec.shape[1] // model.decoder.r) # inference pass output = model(chars_seq, training=False) def test_forward_attention(self,): chars_seq, chars_seq_lengths, mel_spec, mel_postnet_spec, mel_lengths,\ stop_targets, speaker_ids = self.generate_dummy_inputs() for idx in mel_lengths: stop_targets[:, int(idx.item()):, 0] = 1.0 stop_targets = stop_targets.view(chars_seq.shape[0], stop_targets.size(1) // c.r, -1) stop_targets = (stop_targets.sum(2) > 0.0).unsqueeze(2).float().squeeze() model = Tacotron2(num_chars=24, r=c.r, num_speakers=5, forward_attn=True) # training pass output = model(chars_seq, chars_seq_lengths, mel_spec, training=True) # check model output shapes assert np.all(output[0].shape == mel_spec.shape) assert np.all(output[1].shape == mel_spec.shape) assert output[2].shape[2] == chars_seq.shape[1] assert output[2].shape[1] == (mel_spec.shape[1] // model.decoder.r) assert output[3].shape[1] == (mel_spec.shape[1] // model.decoder.r) # inference pass output = model(chars_seq, training=False) def test_tflite_conversion(self, ): #pylint:disable=no-self-use model = Tacotron2(num_chars=24, num_speakers=0, r=3, postnet_output_dim=80, decoder_output_dim=80, attn_type='original', attn_win=False, attn_norm='sigmoid', prenet_type='original', prenet_dropout=True, forward_attn=False, trans_agent=False, forward_attn_mask=False, location_attn=True, attn_K=0, separate_stopnet=True, bidirectional_decoder=False, enable_tflite=True) model.build_inference() convert_tacotron2_to_tflite(model, output_path='test_tacotron2.tflite', experimental_converter=True) # init tflite model tflite_model = load_tflite_model('test_tacotron2.tflite') # fake input inputs = tf.random.uniform([1, 4], maxval=10, dtype=tf.int32) #pylint:disable=unexpected-keyword-arg # run inference # get input and output details input_details = tflite_model.get_input_details() output_details = tflite_model.get_output_details() # reshape input tensor for the new input shape tflite_model.resize_tensor_input(input_details[0]['index'], inputs.shape) #pylint:disable=unexpected-keyword-arg tflite_model.allocate_tensors() detail = input_details[0] input_shape = detail['shape'] tflite_model.set_tensor(detail['index'], inputs) # run the tflite_model tflite_model.invoke() # collect outputs decoder_output = tflite_model.get_tensor(output_details[0]['index']) postnet_output = tflite_model.get_tensor(output_details[1]['index']) # remove tflite binary os.remove('test_tacotron2.tflite')
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TTS-master/tests/test_vocoder_pqmf.py
import os import torch import soundfile as sf from librosa.core import load from tests import get_tests_path, get_tests_input_path from TTS.vocoder.layers.pqmf import PQMF TESTS_PATH = get_tests_path() WAV_FILE = os.path.join(get_tests_input_path(), "example_1.wav") def test_pqmf(): w, sr = load(WAV_FILE) layer = PQMF(N=4, taps=62, cutoff=0.15, beta=9.0) w, sr = load(WAV_FILE) w2 = torch.from_numpy(w[None, None, :]) b2 = layer.analysis(w2) w2_ = layer.synthesis(b2) print(w2_.max()) print(w2_.min()) print(w2_.mean()) sf.write('pqmf_output.wav', w2_.flatten().detach(), sr)
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TTS-master/tests/test_vocoder_gan_datasets.py
import os import numpy as np from tests import get_tests_path, get_tests_input_path, get_tests_output_path from torch.utils.data import DataLoader from TTS.utils.audio import AudioProcessor from TTS.utils.io import load_config from TTS.vocoder.datasets.gan_dataset import GANDataset from TTS.vocoder.datasets.preprocess import load_wav_data file_path = os.path.dirname(os.path.realpath(__file__)) OUTPATH = os.path.join(get_tests_output_path(), "loader_tests/") os.makedirs(OUTPATH, exist_ok=True) C = load_config(os.path.join(get_tests_input_path(), 'test_config.json')) test_data_path = os.path.join(get_tests_path(), "data/ljspeech/") ok_ljspeech = os.path.exists(test_data_path) def gan_dataset_case(batch_size, seq_len, hop_len, conv_pad, return_segments, use_noise_augment, use_cache, num_workers): ''' run dataloader with given parameters and check conditions ''' ap = AudioProcessor(**C.audio) _, train_items = load_wav_data(test_data_path, 10) dataset = GANDataset(ap, train_items, seq_len=seq_len, hop_len=hop_len, pad_short=2000, conv_pad=conv_pad, return_segments=return_segments, use_noise_augment=use_noise_augment, use_cache=use_cache) loader = DataLoader(dataset=dataset, batch_size=batch_size, shuffle=True, num_workers=num_workers, pin_memory=True, drop_last=True) max_iter = 10 count_iter = 0 # return random segments or return the whole audio if return_segments: for item1, _ in loader: feat1, wav1 = item1 # feat2, wav2 = item2 expected_feat_shape = (batch_size, ap.num_mels, seq_len // hop_len + conv_pad * 2) # check shapes assert np.all(feat1.shape == expected_feat_shape), f" [!] {feat1.shape} vs {expected_feat_shape}" assert (feat1.shape[2] - conv_pad * 2) * hop_len == wav1.shape[2] # check feature vs audio match if not use_noise_augment: for idx in range(batch_size): audio = wav1[idx].squeeze() feat = feat1[idx] mel = ap.melspectrogram(audio) # the first 2 and the last 2 frames are skipped due to the padding # differences in stft assert (feat - mel[:, :feat1.shape[-1]])[:, 2:-2].sum() <= 0, f' [!] {(feat - mel[:, :feat1.shape[-1]])[:, 2:-2].sum()}' count_iter += 1 # if count_iter == max_iter: # break else: for item in loader: feat, wav = item expected_feat_shape = (batch_size, ap.num_mels, (wav.shape[-1] // hop_len) + (conv_pad * 2)) assert np.all(feat.shape == expected_feat_shape), f" [!] {feat.shape} vs {expected_feat_shape}" assert (feat.shape[2] - conv_pad * 2) * hop_len == wav.shape[2] count_iter += 1 if count_iter == max_iter: break def test_parametrized_gan_dataset(): ''' test dataloader with different parameters ''' params = [ [32, C.audio['hop_length'] * 10, C.audio['hop_length'], 0, True, False, True, 0], [32, C.audio['hop_length'] * 10, C.audio['hop_length'], 0, True, False, True, 4], [1, C.audio['hop_length'] * 10, C.audio['hop_length'], 0, True, True, True, 0], [1, C.audio['hop_length'], C.audio['hop_length'], 0, True, True, True, 0], [1, C.audio['hop_length'] * 10, C.audio['hop_length'], 2, True, True, True, 0], [1, C.audio['hop_length'] * 10, C.audio['hop_length'], 0, False, True, True, 0], [1, C.audio['hop_length'] * 10, C.audio['hop_length'], 0, True, False, True, 0], [1, C.audio['hop_length'] * 10, C.audio['hop_length'], 0, True, True, False, 0], [1, C.audio['hop_length'] * 10, C.audio['hop_length'], 0, False, False, False, 0], ] for param in params: print(param) gan_dataset_case(*param)
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TTS-master/tests/test_tacotron2_model.py
import copy import os import unittest import torch from tests import get_tests_input_path from torch import nn, optim from TTS.tts.layers.losses import MSELossMasked from TTS.tts.models.tacotron2 import Tacotron2 from TTS.utils.io import load_config from TTS.utils.audio import AudioProcessor #pylint: disable=unused-variable torch.manual_seed(1) use_cuda = torch.cuda.is_available() device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu") c = load_config(os.path.join(get_tests_input_path(), 'test_config.json')) ap = AudioProcessor(**c.audio) WAV_FILE = os.path.join(get_tests_input_path(), "example_1.wav") class TacotronTrainTest(unittest.TestCase): def test_train_step(self): # pylint: disable=no-self-use input_dummy = torch.randint(0, 24, (8, 128)).long().to(device) input_lengths = torch.randint(100, 128, (8, )).long().to(device) input_lengths = torch.sort(input_lengths, descending=True)[0] mel_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_postnet_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_lengths = torch.randint(20, 30, (8, )).long().to(device) mel_lengths[0] = 30 stop_targets = torch.zeros(8, 30, 1).float().to(device) speaker_ids = torch.randint(0, 5, (8, )).long().to(device) for idx in mel_lengths: stop_targets[:, int(idx.item()):, 0] = 1.0 stop_targets = stop_targets.view(input_dummy.shape[0], stop_targets.size(1) // c.r, -1) stop_targets = (stop_targets.sum(2) > 0.0).unsqueeze(2).float().squeeze() criterion = MSELossMasked(seq_len_norm=False).to(device) criterion_st = nn.BCEWithLogitsLoss().to(device) model = Tacotron2(num_chars=24, r=c.r, num_speakers=5).to(device) model.train() model_ref = copy.deepcopy(model) count = 0 for param, param_ref in zip(model.parameters(), model_ref.parameters()): assert (param - param_ref).sum() == 0, param count += 1 optimizer = optim.Adam(model.parameters(), lr=c.lr) for i in range(5): mel_out, mel_postnet_out, align, stop_tokens = model.forward( input_dummy, input_lengths, mel_spec, mel_lengths, speaker_ids) assert torch.sigmoid(stop_tokens).data.max() <= 1.0 assert torch.sigmoid(stop_tokens).data.min() >= 0.0 optimizer.zero_grad() loss = criterion(mel_out, mel_spec, mel_lengths) stop_loss = criterion_st(stop_tokens, stop_targets) loss = loss + criterion(mel_postnet_out, mel_postnet_spec, mel_lengths) + stop_loss loss.backward() optimizer.step() # check parameter changes count = 0 for param, param_ref in zip(model.parameters(), model_ref.parameters()): # ignore pre-higway layer since it works conditional # if count not in [145, 59]: assert (param != param_ref).any( ), "param {} with shape {} not updated!! \n{}\n{}".format( count, param.shape, param, param_ref) count += 1 class MultiSpeakeTacotronTrainTest(unittest.TestCase): @staticmethod def test_train_step(): input_dummy = torch.randint(0, 24, (8, 128)).long().to(device) input_lengths = torch.randint(100, 128, (8, )).long().to(device) input_lengths = torch.sort(input_lengths, descending=True)[0] mel_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_postnet_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_lengths = torch.randint(20, 30, (8, )).long().to(device) mel_lengths[0] = 30 stop_targets = torch.zeros(8, 30, 1).float().to(device) speaker_embeddings = torch.rand(8, 55).to(device) for idx in mel_lengths: stop_targets[:, int(idx.item()):, 0] = 1.0 stop_targets = stop_targets.view(input_dummy.shape[0], stop_targets.size(1) // c.r, -1) stop_targets = (stop_targets.sum(2) > 0.0).unsqueeze(2).float().squeeze() criterion = MSELossMasked(seq_len_norm=False).to(device) criterion_st = nn.BCEWithLogitsLoss().to(device) model = Tacotron2(num_chars=24, r=c.r, num_speakers=5, speaker_embedding_dim=55).to(device) model.train() model_ref = copy.deepcopy(model) count = 0 for param, param_ref in zip(model.parameters(), model_ref.parameters()): assert (param - param_ref).sum() == 0, param count += 1 optimizer = optim.Adam(model.parameters(), lr=c.lr) for i in range(5): mel_out, mel_postnet_out, align, stop_tokens = model.forward( input_dummy, input_lengths, mel_spec, mel_lengths, speaker_embeddings=speaker_embeddings) assert torch.sigmoid(stop_tokens).data.max() <= 1.0 assert torch.sigmoid(stop_tokens).data.min() >= 0.0 optimizer.zero_grad() loss = criterion(mel_out, mel_spec, mel_lengths) stop_loss = criterion_st(stop_tokens, stop_targets) loss = loss + criterion(mel_postnet_out, mel_postnet_spec, mel_lengths) + stop_loss loss.backward() optimizer.step() # check parameter changes count = 0 for param, param_ref in zip(model.parameters(), model_ref.parameters()): # ignore pre-higway layer since it works conditional # if count not in [145, 59]: assert (param != param_ref).any( ), "param {} with shape {} not updated!! \n{}\n{}".format( count, param.shape, param, param_ref) count += 1 class TacotronGSTTrainTest(unittest.TestCase): #pylint: disable=no-self-use def test_train_step(self): # with random gst mel style input_dummy = torch.randint(0, 24, (8, 128)).long().to(device) input_lengths = torch.randint(100, 128, (8, )).long().to(device) input_lengths = torch.sort(input_lengths, descending=True)[0] mel_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_postnet_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_lengths = torch.randint(20, 30, (8, )).long().to(device) mel_lengths[0] = 30 stop_targets = torch.zeros(8, 30, 1).float().to(device) speaker_ids = torch.randint(0, 5, (8, )).long().to(device) for idx in mel_lengths: stop_targets[:, int(idx.item()):, 0] = 1.0 stop_targets = stop_targets.view(input_dummy.shape[0], stop_targets.size(1) // c.r, -1) stop_targets = (stop_targets.sum(2) > 0.0).unsqueeze(2).float().squeeze() criterion = MSELossMasked(seq_len_norm=False).to(device) criterion_st = nn.BCEWithLogitsLoss().to(device) model = Tacotron2(num_chars=24, r=c.r, num_speakers=5, gst=True, gst_embedding_dim=c.gst['gst_embedding_dim'], gst_num_heads=c.gst['gst_num_heads'], gst_style_tokens=c.gst['gst_style_tokens']).to(device) model.train() model_ref = copy.deepcopy(model) count = 0 for param, param_ref in zip(model.parameters(), model_ref.parameters()): assert (param - param_ref).sum() == 0, param count += 1 optimizer = optim.Adam(model.parameters(), lr=c.lr) for i in range(10): mel_out, mel_postnet_out, align, stop_tokens = model.forward( input_dummy, input_lengths, mel_spec, mel_lengths, speaker_ids) assert torch.sigmoid(stop_tokens).data.max() <= 1.0 assert torch.sigmoid(stop_tokens).data.min() >= 0.0 optimizer.zero_grad() loss = criterion(mel_out, mel_spec, mel_lengths) stop_loss = criterion_st(stop_tokens, stop_targets) loss = loss + criterion(mel_postnet_out, mel_postnet_spec, mel_lengths) + stop_loss loss.backward() optimizer.step() # check parameter changes count = 0 for name_param, param_ref in zip(model.named_parameters(), model_ref.parameters()): # ignore pre-higway layer since it works conditional # if count not in [145, 59]: name, param = name_param if name == 'gst_layer.encoder.recurrence.weight_hh_l0': #print(param.grad) continue assert (param != param_ref).any( ), "param {} {} with shape {} not updated!! \n{}\n{}".format( name, count, param.shape, param, param_ref) count += 1 # with file gst style mel_spec = torch.FloatTensor(ap.melspectrogram(ap.load_wav(WAV_FILE)))[:, :30].unsqueeze(0).transpose(1, 2).to(device) mel_spec = mel_spec.repeat(8, 1, 1) input_dummy = torch.randint(0, 24, (8, 128)).long().to(device) input_lengths = torch.randint(100, 128, (8, )).long().to(device) input_lengths = torch.sort(input_lengths, descending=True)[0] mel_postnet_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_lengths = torch.randint(20, 30, (8, )).long().to(device) mel_lengths[0] = 30 stop_targets = torch.zeros(8, 30, 1).float().to(device) speaker_ids = torch.randint(0, 5, (8, )).long().to(device) for idx in mel_lengths: stop_targets[:, int(idx.item()):, 0] = 1.0 stop_targets = stop_targets.view(input_dummy.shape[0], stop_targets.size(1) // c.r, -1) stop_targets = (stop_targets.sum(2) > 0.0).unsqueeze(2).float().squeeze() criterion = MSELossMasked(seq_len_norm=False).to(device) criterion_st = nn.BCEWithLogitsLoss().to(device) model = Tacotron2(num_chars=24, r=c.r, num_speakers=5, gst=True, gst_embedding_dim=c.gst['gst_embedding_dim'], gst_num_heads=c.gst['gst_num_heads'], gst_style_tokens=c.gst['gst_style_tokens']).to(device) model.train() model_ref = copy.deepcopy(model) count = 0 for param, param_ref in zip(model.parameters(), model_ref.parameters()): assert (param - param_ref).sum() == 0, param count += 1 optimizer = optim.Adam(model.parameters(), lr=c.lr) for i in range(10): mel_out, mel_postnet_out, align, stop_tokens = model.forward( input_dummy, input_lengths, mel_spec, mel_lengths, speaker_ids) assert torch.sigmoid(stop_tokens).data.max() <= 1.0 assert torch.sigmoid(stop_tokens).data.min() >= 0.0 optimizer.zero_grad() loss = criterion(mel_out, mel_spec, mel_lengths) stop_loss = criterion_st(stop_tokens, stop_targets) loss = loss + criterion(mel_postnet_out, mel_postnet_spec, mel_lengths) + stop_loss loss.backward() optimizer.step() # check parameter changes count = 0 for name_param, param_ref in zip(model.named_parameters(), model_ref.parameters()): # ignore pre-higway layer since it works conditional # if count not in [145, 59]: name, param = name_param if name == 'gst_layer.encoder.recurrence.weight_hh_l0': #print(param.grad) continue assert (param != param_ref).any( ), "param {} {} with shape {} not updated!! \n{}\n{}".format( name, count, param.shape, param, param_ref) count += 1 class SCGSTMultiSpeakeTacotronTrainTest(unittest.TestCase): @staticmethod def test_train_step(): input_dummy = torch.randint(0, 24, (8, 128)).long().to(device) input_lengths = torch.randint(100, 128, (8, )).long().to(device) input_lengths = torch.sort(input_lengths, descending=True)[0] mel_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_postnet_spec = torch.rand(8, 30, c.audio['num_mels']).to(device) mel_lengths = torch.randint(20, 30, (8, )).long().to(device) mel_lengths[0] = 30 stop_targets = torch.zeros(8, 30, 1).float().to(device) speaker_embeddings = torch.rand(8, 55).to(device) for idx in mel_lengths: stop_targets[:, int(idx.item()):, 0] = 1.0 stop_targets = stop_targets.view(input_dummy.shape[0], stop_targets.size(1) // c.r, -1) stop_targets = (stop_targets.sum(2) > 0.0).unsqueeze(2).float().squeeze() criterion = MSELossMasked(seq_len_norm=False).to(device) criterion_st = nn.BCEWithLogitsLoss().to(device) model = Tacotron2(num_chars=24, r=c.r, num_speakers=5, speaker_embedding_dim=55, gst=True, gst_embedding_dim=c.gst['gst_embedding_dim'], gst_num_heads=c.gst['gst_num_heads'], gst_style_tokens=c.gst['gst_style_tokens'], gst_use_speaker_embedding=c.gst['gst_use_speaker_embedding']).to(device) model.train() model_ref = copy.deepcopy(model) count = 0 for param, param_ref in zip(model.parameters(), model_ref.parameters()): assert (param - param_ref).sum() == 0, param count += 1 optimizer = optim.Adam(model.parameters(), lr=c.lr) for i in range(5): mel_out, mel_postnet_out, align, stop_tokens = model.forward( input_dummy, input_lengths, mel_spec, mel_lengths, speaker_embeddings=speaker_embeddings) assert torch.sigmoid(stop_tokens).data.max() <= 1.0 assert torch.sigmoid(stop_tokens).data.min() >= 0.0 optimizer.zero_grad() loss = criterion(mel_out, mel_spec, mel_lengths) stop_loss = criterion_st(stop_tokens, stop_targets) loss = loss + criterion(mel_postnet_out, mel_postnet_spec, mel_lengths) + stop_loss loss.backward() optimizer.step() # check parameter changes count = 0 for name_param, param_ref in zip(model.named_parameters(), model_ref.parameters()): # ignore pre-higway layer since it works conditional # if count not in [145, 59]: name, param = name_param if name == 'gst_layer.encoder.recurrence.weight_hh_l0': continue assert (param != param_ref).any( ), "param {} with shape {} not updated!! \n{}\n{}".format( count, param.shape, param, param_ref) count += 1
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TTS-master/tests/test_vocoder_melgan_discriminator.py
import numpy as np import torch from TTS.vocoder.models.melgan_discriminator import MelganDiscriminator from TTS.vocoder.models.melgan_multiscale_discriminator import MelganMultiscaleDiscriminator def test_melgan_discriminator(): model = MelganDiscriminator() print(model) dummy_input = torch.rand((4, 1, 256 * 10)) output, _ = model(dummy_input) assert np.all(output.shape == (4, 1, 10)) def test_melgan_multi_scale_discriminator(): model = MelganMultiscaleDiscriminator() print(model) dummy_input = torch.rand((4, 1, 256 * 16)) scores, feats = model(dummy_input) assert len(scores) == 3 assert len(scores) == len(feats) assert np.all(scores[0].shape == (4, 1, 64)) assert np.all(feats[0][0].shape == (4, 16, 4096)) assert np.all(feats[0][1].shape == (4, 64, 1024)) assert np.all(feats[0][2].shape == (4, 256, 256))
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TTS
TTS-master/tests/test_speedy_speech_layers.py
import torch from TTS.tts.layers.speedy_speech.encoder import Encoder from TTS.tts.layers.speedy_speech.decoder import Decoder from TTS.tts.layers.speedy_speech.duration_predictor import DurationPredictor from TTS.tts.utils.generic_utils import sequence_mask from TTS.tts.models.speedy_speech import SpeedySpeech use_cuda = torch.cuda.is_available() device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu") def test_encoder(): input_dummy = torch.rand(8, 14, 37).to(device) input_lengths = torch.randint(31, 37, (8, )).long().to(device) input_lengths[-1] = 37 input_mask = torch.unsqueeze( sequence_mask(input_lengths, input_dummy.size(2)), 1).to(device) # residual bn conv encoder layer = Encoder(out_channels=11, in_hidden_channels=14, encoder_type='residual_conv_bn').to(device) output = layer(input_dummy, input_mask) assert list(output.shape) == [8, 11, 37] # transformer encoder layer = Encoder(out_channels=11, in_hidden_channels=14, encoder_type='transformer', encoder_params={ 'hidden_channels_ffn': 768, 'num_heads': 2, "kernel_size": 3, "dropout_p": 0.1, "num_layers": 6, "rel_attn_window_size": 4, "input_length": None }).to(device) output = layer(input_dummy, input_mask) assert list(output.shape) == [8, 11, 37] def test_decoder(): input_dummy = torch.rand(8, 128, 37).to(device) input_lengths = torch.randint(31, 37, (8, )).long().to(device) input_lengths[-1] = 37 input_mask = torch.unsqueeze( sequence_mask(input_lengths, input_dummy.size(2)), 1).to(device) # residual bn conv decoder layer = Decoder(out_channels=11, in_hidden_channels=128).to(device) output = layer(input_dummy, input_mask) assert list(output.shape) == [8, 11, 37] # transformer decoder layer = Decoder(out_channels=11, in_hidden_channels=128, decoder_type='transformer', decoder_params={ 'hidden_channels_ffn': 128, 'num_heads': 2, "kernel_size": 3, "dropout_p": 0.1, "num_layers": 8, "rel_attn_window_size": 4, "input_length": None }).to(device) output = layer(input_dummy, input_mask) assert list(output.shape) == [8, 11, 37] # wavenet decoder layer = Decoder(out_channels=11, in_hidden_channels=128, decoder_type='wavenet', decoder_params={ "num_blocks": 12, "hidden_channels": 192, "kernel_size": 5, "dilation_rate": 1, "num_layers": 4, "dropout_p": 0.05 }).to(device) output = layer(input_dummy, input_mask) assert list(output.shape) == [8, 11, 37] def test_duration_predictor(): input_dummy = torch.rand(8, 128, 27).to(device) input_lengths = torch.randint(20, 27, (8, )).long().to(device) input_lengths[-1] = 27 x_mask = torch.unsqueeze(sequence_mask(input_lengths, input_dummy.size(2)), 1).to(device) layer = DurationPredictor(hidden_channels=128).to(device) output = layer(input_dummy, x_mask) assert list(output.shape) == [8, 1, 27] def test_speedy_speech(): num_chars = 7 B = 8 T_en = 37 T_de = 74 x_dummy = torch.randint(0, 7, (B, T_en)).long().to(device) x_lengths = torch.randint(31, T_en, (B, )).long().to(device) x_lengths[-1] = T_en # set durations. max total duration should be equal to T_de durations = torch.randint(1, 4, (B, T_en)) durations = durations * (T_de / durations.sum(1)).unsqueeze(1) durations = durations.to(torch.long).to(device) max_dur = durations.sum(1).max() durations[:, 0] += T_de - max_dur if T_de > max_dur else 0 y_lengths = durations.sum(1) model = SpeedySpeech(num_chars, out_channels=80, hidden_channels=128) if use_cuda: model.cuda() # forward pass o_de, o_dr, attn = model(x_dummy, x_lengths, y_lengths, durations) assert list(o_de.shape) == [B, 80, T_de], f"{list(o_de.shape)}" assert list(attn.shape) == [B, T_de, T_en] assert list(o_dr.shape) == [B, T_en] # with speaker embedding model = SpeedySpeech(num_chars, out_channels=80, hidden_channels=128, num_speakers=10, c_in_channels=256).to(device) model.forward(x_dummy, x_lengths, y_lengths, durations, g=torch.randint(0, 10, (B,)).to(device)) assert list(o_de.shape) == [B, 80, T_de], f"{list(o_de.shape)}" assert list(attn.shape) == [B, T_de, T_en] assert list(o_dr.shape) == [B, T_en] # with speaker external embedding model = SpeedySpeech(num_chars, out_channels=80, hidden_channels=128, num_speakers=10, external_c=True, c_in_channels=256).to(device) model.forward(x_dummy, x_lengths, y_lengths, durations, g=torch.rand((B,256)).to(device)) assert list(o_de.shape) == [B, 80, T_de], f"{list(o_de.shape)}" assert list(attn.shape) == [B, T_de, T_en] assert list(o_dr.shape) == [B, T_en]
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TTS-master/tests/test_vocoder_parallel_wavegan_generator.py
import numpy as np import torch from TTS.vocoder.models.parallel_wavegan_generator import ParallelWaveganGenerator def test_pwgan_generator(): model = ParallelWaveganGenerator( in_channels=1, out_channels=1, kernel_size=3, num_res_blocks=30, stacks=3, res_channels=64, gate_channels=128, skip_channels=64, aux_channels=80, dropout=0.0, bias=True, use_weight_norm=True, upsample_factors=[4, 4, 4, 4]) dummy_c = torch.rand((2, 80, 5)) output = model(dummy_c) assert np.all(output.shape == (2, 1, 5 * 256)), output.shape model.remove_weight_norm() output = model.inference(dummy_c) assert np.all(output.shape == (2, 1, (5 + 4) * 256))
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TTS
TTS-master/tests/test_wavegrad_train.py
import unittest import numpy as np import torch from torch import optim from TTS.vocoder.models.wavegrad import Wavegrad #pylint: disable=unused-variable torch.manual_seed(1) use_cuda = torch.cuda.is_available() device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu") class WavegradTrainTest(unittest.TestCase): def test_train_step(self): # pylint: disable=no-self-use """Test if all layers are updated in a basic training cycle""" input_dummy = torch.rand(8, 1, 20 * 300).to(device) mel_spec = torch.rand(8, 80, 20).to(device) criterion = torch.nn.L1Loss().to(device) model = Wavegrad(in_channels=80, out_channels=1, upsample_factors=[5, 5, 3, 2, 2], upsample_dilations=[[1, 2, 1, 2], [1, 2, 1, 2], [1, 2, 4, 8], [1, 2, 4, 8], [1, 2, 4, 8]]) model_ref = Wavegrad(in_channels=80, out_channels=1, upsample_factors=[5, 5, 3, 2, 2], upsample_dilations=[[1, 2, 1, 2], [1, 2, 1, 2], [1, 2, 4, 8], [1, 2, 4, 8], [1, 2, 4, 8]]) model.train() model.to(device) betas = np.linspace(1e-6, 1e-2, 1000) model.compute_noise_level(betas) model_ref.load_state_dict(model.state_dict()) model_ref.to(device) count = 0 for param, param_ref in zip(model.parameters(), model_ref.parameters()): assert (param - param_ref).sum() == 0, param count += 1 optimizer = optim.Adam(model.parameters(), lr=0.001) for i in range(5): y_hat = model.forward(input_dummy, mel_spec, torch.rand(8).to(device)) optimizer.zero_grad() loss = criterion(y_hat, input_dummy) loss.backward() optimizer.step() # check parameter changes count = 0 for param, param_ref in zip(model.parameters(), model_ref.parameters()): # ignore pre-higway layer since it works conditional # if count not in [145, 59]: assert (param != param_ref).any( ), "param {} with shape {} not updated!! \n{}\n{}".format( count, param.shape, param, param_ref) count += 1
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TTS
TTS-master/tests/test_vocoder_wavernn.py
import numpy as np import torch import random from TTS.vocoder.models.wavernn import WaveRNN def test_wavernn(): model = WaveRNN( rnn_dims=512, fc_dims=512, mode=10, mulaw=False, pad=2, use_aux_net=True, use_upsample_net=True, upsample_factors=[4, 8, 8], feat_dims=80, compute_dims=128, res_out_dims=128, num_res_blocks=10, hop_length=256, sample_rate=22050, ) dummy_x = torch.rand((2, 1280)) dummy_m = torch.rand((2, 80, 9)) y_size = random.randrange(20, 60) dummy_y = torch.rand((80, y_size)) output = model(dummy_x, dummy_m) assert np.all(output.shape == (2, 1280, 4 * 256)), output.shape output = model.inference(dummy_y, True, 5500, 550) assert np.all(output.shape == (256 * (y_size - 1),))
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TTS
TTS-master/tests/test_vocoder_wavernn_datasets.py
import os import shutil import numpy as np from tests import get_tests_path, get_tests_input_path, get_tests_output_path from torch.utils.data import DataLoader from TTS.utils.audio import AudioProcessor from TTS.utils.io import load_config from TTS.vocoder.datasets.wavernn_dataset import WaveRNNDataset from TTS.vocoder.datasets.preprocess import load_wav_feat_data, preprocess_wav_files file_path = os.path.dirname(os.path.realpath(__file__)) OUTPATH = os.path.join(get_tests_output_path(), "loader_tests/") os.makedirs(OUTPATH, exist_ok=True) C = load_config(os.path.join(get_tests_input_path(), "test_vocoder_wavernn_config.json")) test_data_path = os.path.join(get_tests_path(), "data/ljspeech/") test_mel_feat_path = os.path.join(test_data_path, "mel") test_quant_feat_path = os.path.join(test_data_path, "quant") ok_ljspeech = os.path.exists(test_data_path) def wavernn_dataset_case(batch_size, seq_len, hop_len, pad, mode, mulaw, num_workers): """ run dataloader with given parameters and check conditions """ ap = AudioProcessor(**C.audio) C.batch_size = batch_size C.mode = mode C.seq_len = seq_len C.data_path = test_data_path preprocess_wav_files(test_data_path, C, ap) _, train_items = load_wav_feat_data( test_data_path, test_mel_feat_path, 5) dataset = WaveRNNDataset(ap=ap, items=train_items, seq_len=seq_len, hop_len=hop_len, pad=pad, mode=mode, mulaw=mulaw ) # sampler = DistributedSampler(dataset) if num_gpus > 1 else None loader = DataLoader(dataset, shuffle=True, collate_fn=dataset.collate, batch_size=batch_size, num_workers=num_workers, pin_memory=True, ) max_iter = 10 count_iter = 0 try: for data in loader: x_input, mels, _ = data expected_feat_shape = (ap.num_mels, (x_input.shape[-1] // hop_len) + (pad * 2)) assert np.all( mels.shape[1:] == expected_feat_shape), f" [!] {mels.shape} vs {expected_feat_shape}" assert (mels.shape[2] - pad * 2) * hop_len == x_input.shape[1] count_iter += 1 if count_iter == max_iter: break # except AssertionError: # shutil.rmtree(test_mel_feat_path) # shutil.rmtree(test_quant_feat_path) finally: shutil.rmtree(test_mel_feat_path) shutil.rmtree(test_quant_feat_path) def test_parametrized_wavernn_dataset(): ''' test dataloader with different parameters ''' params = [ [16, C.audio['hop_length'] * 10, C.audio['hop_length'], 2, 10, True, 0], [16, C.audio['hop_length'] * 10, C.audio['hop_length'], 2, "mold", False, 4], [1, C.audio['hop_length'] * 10, C.audio['hop_length'], 2, 9, False, 0], [1, C.audio['hop_length'], C.audio['hop_length'], 2, 10, True, 0], [1, C.audio['hop_length'], C.audio['hop_length'], 2, "mold", False, 0], [1, C.audio['hop_length'] * 5, C.audio['hop_length'], 4, 10, False, 2], [1, C.audio['hop_length'] * 5, C.audio['hop_length'], 2, "mold", False, 0], ] for param in params: print(param) wavernn_dataset_case(*param)
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ssqueezepy
ssqueezepy-master/tests/fft_test.py
# -*- coding: utf-8 -*- """Fast Fourier Transform, CPU parallelization, and GPU execution tests: - multi-thread CPU & GPU outputs match that of single-thread CPU - batched (multi-input) outputs match single for-looped - `ssqueezepy.FFT` outputs match `scipy`'s - unified synchrosqueezing pipelines outputs match that of v0.6.0 Note that GPU tests are skipped in CI (Travis), and are instead done locally. """ import os import pytest import warnings import numpy as np from scipy.fft import fft as sfft, rfft as srfft, ifft as sifft, irfft as sirfft from scipy.fft import ifftshift import ssqueezepy from ssqueezepy import TestSignals, Wavelet, ssq_stft, ssq_cwt from ssqueezepy import fft, rfft, ifft, irfft, cwt from ssqueezepy.algos import indexed_sum, indexed_sum_onfly, ssqueeze_fast from ssqueezepy.algos import phase_cwt_cpu, phase_cwt_gpu, replace_under_abs from ssqueezepy.algos import phase_stft_gpu, phase_stft_cpu from ssqueezepy.configs import gdefaults from ssqueezepy.utils import process_scales, buffer # no visuals here but 1 runs as regular script instead of pytest, for debugging VIZ = 0 try: import torch torch.tensor(1, device='cuda') CAN_GPU = True except: CAN_GPU = False warnings.warn("SKIPPED TESTS in `fft_test.py`, GPU not found.") def _wavelet(name='gmw', **kw): return Wavelet((name, kw)) def test_1D(): os.environ['SSQ_GPU'] = '0' for N in (128, 129): x = np.random.randn(N) xf = x[:N//2 + 1] * (1 + 2j) souts = dict(fft=sfft(x), rfft=srfft(x), ifft=sifft(xf), irfft1=sirfft(xf), irfft2=sirfft(xf, n=len(x))) for patience in (0, (1, 1), (2, 1)): qouts = dict( fft=fft(x, patience=patience), rfft=rfft(x, patience=patience), ifft=ifft(xf, patience=patience), irfft1=irfft(xf, patience=patience), irfft2=irfft(xf, patience=patience, n=len(x)), ) for name, qout in qouts.items(): assert np.allclose(qout, souts[name]), ( "{}: N={}, patience={}".format(name, N, patience)) def test_2D(): os.environ['SSQ_GPU'] = '0' for N in (128, 129): for M in (64, 65): for axis in (0, 1): x = np.random.randn(N, M) if axis == 0: xf = x[:N//2 + 1] * (1 + 2j) else: xf = x[:, :M//2 + 1] * (1 + 2j) souts = dict( fft=sfft(x, axis=axis), rfft=srfft(x, axis=axis), ifft=sifft(xf, axis=axis), irfft1=sirfft(xf, axis=axis), irfft2=sirfft(xf, axis=axis, n=x.shape[axis]), ) for patience in (0, (1, .5), (2, .5)): kw = dict(axis=axis, patience=patience) qouts = dict( fft=fft(x, **kw), rfft=rfft(x, **kw), ifft=ifft(xf, **kw), irfft1=irfft(xf, **kw), irfft2=irfft(xf, **kw, n=x.shape[axis]), ) for name, qout in qouts.items(): assert np.allclose(qout, souts[name]), ( "{}: (N, M)=({}, {}), patience={}".format( name, N, M, patience)) def test_exhaustive(): """Ensure exhaustive case works.""" os.environ['SSQ_GPU'] = '0' fft(np.random.randn(4), patience=(2, None)) def test_indexed_sum(): os.environ['SSQ_GPU'] = '0' Wx = np.random.randn(1000, 1000).astype('complex64') k = np.random.randint(0, len(Wx), Wx.shape) out1 = indexed_sum(Wx, k, parallel=False) out2 = indexed_sum(Wx, k, parallel=True) assert np.allclose(out1, out2), "MAE: %s" % np.mean(np.abs(out1 - out2)) def test_parallel_setting(): """Assert 1. ssqueezepy is parallel by default 2. `configs.ini` includes parallel config 3. os.environ flag overrides `configs.ini` """ os.environ['SSQ_GPU'] = '0' assert ssqueezepy.IS_PARALLEL() parallel = gdefaults('configs.IS_PARALLEL', parallel=None) assert parallel is not None assert parallel == 1 os.environ['SSQ_PARALLEL'] = '0' try: assert not ssqueezepy.IS_PARALLEL() except AssertionError: raise AssertionError() finally: # ensure `os.environ` is cleaned even if assert fails os.environ.pop('SSQ_PARALLEL') def _noninf_mean(x): x[np.isinf(x) | np.isnan(x)] = 0 return x.mean() def test_phase_cwt(): os.environ['SSQ_GPU'] = '0' x = TestSignals(N=1000).par_lchirp()[0] x += x[::-1] wavelet = Wavelet() scales = process_scales('log', len(x), wavelet, nv=32)[:240] Wx, _, dWx = cwt(x, wavelet, scales=scales, derivative=True, cache_wavelet=1) for dtype in ('complex128', 'complex64'): # Wx = np.random.randn(100, 8192).astype(dtype) * (1 + 2j) # dWx = np.random.randn(100, 8192).astype(dtype) * (2 - 1j) Wx, dWx = Wx.astype(dtype), dWx.astype(dtype) if CAN_GPU: Wxt = torch.tensor(Wx, device='cuda') dWxt = torch.tensor(dWx, device='cuda') gamma = 1e-2 _out = (dWx / Wx).imag / (2 * np.pi) _out[np.abs(Wx) < gamma] = np.inf _out = np.abs(_out) out0 = phase_cwt_cpu(Wx, dWx, gamma, parallel=False) out1 = phase_cwt_cpu(Wx, dWx, gamma, parallel=True) if CAN_GPU: out2 = phase_cwt_gpu(Wxt, dWxt, gamma).cpu().numpy() with np.errstate(invalid='ignore'): mape0_ = _noninf_mean(np.abs(_out - out0) / np.abs(_out)) mape01 = _noninf_mean(np.abs(out0 - out1) / np.abs(out0)) if CAN_GPU: mape02 = _noninf_mean(np.abs(out0 - out2) / np.abs(out0)) assert np.allclose(out0, _out), ("base", dtype, mape0_) assert np.allclose(out0, out1), ("parallel", dtype, mape01) if CAN_GPU: assert np.allclose(out0, out2), ("gpu", dtype, mape02) def test_phase_stft(): atol = 1e-7 np.random.seed(0) for dtype in ('float64', 'float32'): Wx = np.random.randn(100, 1028).astype(dtype) * (1 + 2j) dWx = np.random.randn(100, 1028).astype(dtype) * (2 - 1j) Sfs = np.linspace(0, .5, len(Wx)).astype(dtype) if CAN_GPU: Wxt = torch.as_tensor(Wx, device='cuda') dWxt = torch.as_tensor(dWx, device='cuda') Sfst = torch.as_tensor(Sfs, device='cuda') gamma = 1e-2 _out = Sfs[:, None] - (dWx / Wx).imag / (2*np.pi) _out[np.abs(Wx) < gamma] = np.inf _out = np.abs(_out) out0 = phase_stft_cpu(Wx, dWx, Sfs, gamma, parallel=False) out1 = phase_stft_cpu(Wx, dWx, Sfs, gamma, parallel=True) if CAN_GPU: out2 = phase_stft_gpu(Wxt, dWxt, Sfst, gamma).cpu().numpy() with np.errstate(invalid='ignore'): mape0_ = _noninf_mean(np.abs(_out - out0) / np.abs(_out)) mape01 = _noninf_mean(np.abs(out0 - out1) / np.abs(out0)) if CAN_GPU: mape02 = _noninf_mean(np.abs(out0 - out2) / np.abs(out0)) assert np.allclose(out0, _out, atol=atol), ("base", dtype, mape0_) assert np.allclose(out0, out1, atol=atol), ("parallel", dtype, mape01) if CAN_GPU: assert np.allclose(out0, out2, atol=atol), ("gpu", dtype, mape02) def test_replace_under_abs(): np.random.seed(0) gamma = 1e-2 for dtype in ('float32', 'float64'): w0 = np.random.randn(100, 200).astype(dtype) Wx = np.random.randn(100, 200).astype(dtype) * (2 - 1j) w1 = w0.copy() if CAN_GPU: wt = torch.tensor(w0, device='cuda') Wxt = torch.tensor(Wx, device='cuda') replace_under_abs(w0, Wx, gamma, np.inf, parallel=False) replace_under_abs(w1, Wx, gamma, np.inf, parallel=True) if CAN_GPU: replace_under_abs(wt, Wxt, gamma, np.inf) wt = wt.cpu().numpy() assert np.allclose(w0, w1), ("parallel", dtype) if CAN_GPU: assert np.allclose(w0, wt), ("gpu", dtype) def _make_ssq_freqs(M, scaletype): if scaletype == 'log-piecewise': sf = np.logspace(0, np.log10(M), 2*M) sf1 = sf[:M//2] sf2 = sf[M//2 + 3 - 1::3] ssq_freqs = np.hstack([sf1, sf2]) elif scaletype == 'log': ssq_freqs = np.logspace(0, np.log10(M), M) elif scaletype == 'linear': ssq_freqs = np.linspace(0, M, M) return ssq_freqs def test_indexed_sum_onfly(): np.random.seed(0) for dtype in ('float32', 'float64'): Wx = np.random.randn(100, 512).astype(dtype) * (1 + 2j) w = np.abs(np.random.randn(*Wx.shape).astype(dtype)) w *= (2*len(Wx) / w.max()) if CAN_GPU: Wxt, wt = [torch.tensor(g, device='cuda') for g in (Wx, w)] for scaletype in ('log-piecewise', 'log', 'linear'): for flipud in (False, True): ssq_freqs = _make_ssq_freqs(len(Wx), scaletype) ssq_logscale = scaletype.startswith('log') const = (np.log(2) / 32 if 1 else ssq_freqs) out0 = indexed_sum_onfly(Wx, w, ssq_freqs, const, ssq_logscale, flipud=flipud, parallel=False) out1 = indexed_sum_onfly(Wx, w, ssq_freqs, const, ssq_logscale, flipud=flipud, parallel=True) if CAN_GPU: out2 = indexed_sum_onfly(Wxt, wt, ssq_freqs, const, ssq_logscale, flipud=flipud).cpu().numpy() adiff01 = np.abs(out0 - out1).mean() if CAN_GPU: adiff02 = np.abs(out0 - out2).mean() # this is due to `const` varying rather than 'linear' th = ((1e-16 if dtype == 'float64' else 1e-8) if ssq_logscale else (1e-13 if dtype == 'float64' else 1e-5)) assert adiff01 < th, (scaletype, dtype, flipud, adiff01) if CAN_GPU: assert adiff02 < th, (scaletype, dtype, flipud, adiff02) def test_ssqueeze_cwt(): np.random.seed(0) gamma = 1e-2 for dtype in ('float32', 'float64'): Wx = np.random.randn(100, 512).astype(dtype) * (1 + 2j) dWx = np.random.randn(100, 512).astype(dtype) * (2 - 1j) if CAN_GPU: Wxt, dWxt = [torch.tensor(g, device='cuda') for g in (Wx, dWx)] for scaletype in ('log-piecewise', 'log', 'linear'): for flipud in (False, True): ssq_freqs = _make_ssq_freqs(len(Wx), scaletype) ssq_logscale = scaletype.startswith('log') const = (np.log(2) / 32 if ssq_logscale else ssq_freqs) args = (ssq_freqs, const, ssq_logscale) kw = dict(flipud=flipud, gamma=gamma) out0 = ssqueeze_fast(Wx, dWx, *args, **kw, parallel=False) out1 = ssqueeze_fast(Wx, dWx, *args, **kw, parallel=True) if CAN_GPU: out2 = ssqueeze_fast(Wxt, dWxt, *args, **kw).cpu().numpy() adiff01 = np.abs(out0 - out1).mean() if CAN_GPU: adiff02 = np.abs(out0 - out2).mean() # this is due to `const` varying rather than 'linear' th = ((1e-16 if dtype == 'float64' else 1e-8) if ssq_logscale else (1e-13 if dtype == 'float64' else 1e-5)) assert adiff01 < th, (scaletype, dtype, flipud, adiff01) if CAN_GPU: assert adiff02 < th, (scaletype, dtype, flipud, adiff02) def test_ssqueeze_stft(): np.random.seed(0) scaletype = 'linear' ssq_logscale = False gamma = 1e-2 const = np.log(2) / 32 for dtype in ('float32', 'float64'): Sx = np.random.randn(100, 512).astype(dtype) * (1 + 2j) dSx = np.random.randn(100, 512).astype(dtype) * (2 - 1j) if CAN_GPU: Sxt, dSxt = [torch.tensor(g, device='cuda') for g in (Sx, dSx)] for flipud in (False, True): ssq_freqs = _make_ssq_freqs(len(Sx), scaletype) args = (ssq_freqs, const, ssq_logscale) kw = dict(flipud=flipud, gamma=gamma) out0 = ssqueeze_fast(Sx, dSx, *args, **kw, parallel=False) out1 = ssqueeze_fast(Sx, dSx, *args, **kw, parallel=True) if CAN_GPU: out2 = ssqueeze_fast(Sxt, dSxt, *args, **kw).cpu().numpy() adiff01 = np.abs(out0 - out1).mean() if CAN_GPU: adiff02 = np.abs(out0 - out2).mean() # this is due to `const` varying rather than 'linear' th = (1e-16 if dtype == 'float64' else 1e-8) assert adiff01 < th, (scaletype, dtype, flipud, adiff01) if CAN_GPU: assert adiff02 < th, (scaletype, dtype, flipud, adiff02) def test_ssqueeze_vs_indexed_sum(): """Computing `Tx` in one loop vs. first computing `w` then summing.""" np.random.seed(0) gamma = 1e-2 for dtype in ('float32', 'float64'): Wx = np.random.randn(100, 512).astype(dtype) * (1 + 2j) dWx = np.random.randn(100, 512).astype(dtype) * (2 - 1j) w = np.abs((dWx / Wx).imag / (2*np.pi)) w[np.abs(Wx) < gamma] = np.inf for scaletype in ('log-piecewise', 'log', 'linear'): for flipud in (False, True): ssq_freqs = _make_ssq_freqs(len(Wx), scaletype) ssq_logscale = scaletype.startswith('log') const = (np.log(2) / 32 if ssq_logscale else ssq_freqs) args = (ssq_freqs, const, ssq_logscale) kw = dict(parallel=False, flipud=flipud) out0 = indexed_sum_onfly(Wx, w, *args, **kw) out1 = ssqueeze_fast(Wx, dWx, *args, **kw, gamma=gamma) adiff01 = np.abs(out0 - out1).mean() # this is due to `const` varying rather than 'linear' th = ((1e-16 if dtype == 'float64' else 1e-8) if ssq_logscale else (1e-13 if dtype == 'float64' else 1e-5)) assert adiff01 < th, (scaletype, dtype, flipud, adiff01) def test_buffer(): """Test that CPU & GPU outputs match for `modulated=True` & `=False`, and that `modulated=True` matches `ifftshift(buffer(modulated=False))`. Also that single- & multi-thread CPU outputs agree. Test both single and batched input. """ N = 128 tsigs = TestSignals(N=N) for dtype in ('float64', 'float32'): for ndim in (1, 2): x = (tsigs.cosine()[0].astype(dtype) if ndim == 1 else np.random.randn(4, N)) xt = torch.as_tensor(x, device='cuda') if CAN_GPU else 0 for modulated in (False, True): for seg_len in (N//2, N//2 - 1): for n_overlap in (N//2 - 1, N//2 - 2, N//2 - 3): if seg_len == n_overlap: continue out0 = buffer(x, seg_len, n_overlap, modulated, parallel=True) if modulated: out00 = buffer(x, seg_len, n_overlap, modulated=False, parallel=False) out00 = ifftshift(out00, axes=0 if ndim == 1 else 1) if CAN_GPU: out1 = buffer(xt, seg_len, n_overlap, modulated).cpu().numpy() assert_params = (dtype, modulated, seg_len, n_overlap) if modulated: adiff000 = np.abs(out0 - out00).mean() assert adiff000 == 0, (*assert_params, adiff000) if CAN_GPU: adiff01 = np.abs(out0 - out1).mean() assert adiff01 == 0, (*assert_params, adiff01) def test_ssq_stft(): N = 256 tsigs = TestSignals(N=N) gpu_atol = 1e-5 for dtype in ('float64', 'float32'): x = tsigs.par_lchirp()[0].astype(dtype) kw = dict(modulated=1, n_fft=128, dtype=dtype, astensor=False) os.environ['SSQ_GPU'] = '0' Tx00 = ssq_stft(x, **kw, get_w=1)[0] Tx01 = ssq_stft(x, **kw, get_w=0)[0] if CAN_GPU: os.environ['SSQ_GPU'] = '1' Tx10 = ssq_stft(x, **kw, get_w=1)[0] Tx11 = ssq_stft(x, **kw, get_w=0)[0] adiff0001 = np.abs(Tx00 - Tx01).mean() assert np.allclose(Tx00, Tx01), (dtype, adiff0001) if CAN_GPU: adiff0010 = np.abs(Tx00 - Tx10).mean() adiff0011 = np.abs(Tx00 - Tx11).mean() assert np.allclose(Tx00, Tx10, atol=gpu_atol), (dtype, adiff0010) assert np.allclose(Tx00, Tx11, atol=gpu_atol), (dtype, adiff0011) def test_ssq_cwt(): N = 256 tsigs = TestSignals(N=N) for dtype in ('float64', 'float32'): gpu_atol = 1e-8 if dtype == 'float64' else 6e-3 x = tsigs.par_lchirp()[0].astype(dtype) kw = dict(astensor=False) os.environ['SSQ_GPU'] = '0' Tx00 = ssq_cwt(x, _wavelet(dtype=dtype), **kw, get_w=1)[0] Tx01 = ssq_cwt(x, _wavelet(dtype=dtype), **kw, get_w=0)[0] if CAN_GPU: os.environ['SSQ_GPU'] = '1' Tx10 = ssq_cwt(x, _wavelet(dtype=dtype), **kw, get_w=1)[0] Tx11 = ssq_cwt(x, _wavelet(dtype=dtype), **kw, get_w=0)[0] adiff0001 = np.abs(Tx00 - Tx01).mean() if dtype == 'float64': assert np.allclose(Tx00, Tx01), (dtype, adiff0001) else: assert adiff0001 < 4e-5, (dtype, adiff0001) if CAN_GPU: adiff0010 = np.abs(Tx00 - Tx10).mean() adiff0011 = np.abs(Tx00 - Tx11).mean() assert np.allclose(Tx00, Tx10, atol=gpu_atol), (dtype, adiff0010) assert np.allclose(Tx00, Tx11, atol=gpu_atol), (dtype, adiff0011) os.environ['SSQ_GPU'] = '0' def test_wavelet_dtype_gmw(): """Ensure `Wavelet.fn` output is of specified `dtype` for GMW wavelet, and that `.info()` is computable. """ for SSQ_GPU in ('0', '1'): if SSQ_GPU == '1' and not CAN_GPU: continue for order in (0, 1): for norm in ('bandpass', 'energy'): for dtype in ('float64', 'float32'): os.environ['SSQ_GPU'] = SSQ_GPU kw = dict(order=order, norm=norm, dtype=dtype) wavelet = _wavelet('gmw', **kw) if norm == 'energy': dtype = 'float64' assert wavelet.dtype == dtype, ( "GPU={}, order={}, norm={}, dtype={}, wavelet.dtype={}".format( SSQ_GPU, order, norm, dtype, wavelet.dtype)) wavelet.info() os.environ['SSQ_GPU'] = '0' def test_wavelet_dtype(): """Ensure `Wavelet.fn` output is of specified `dtype` for non-GMW wavelets, and that `.info()` is computable. """ for SSQ_GPU in ('0', '1'): if SSQ_GPU == '1' and not CAN_GPU: continue for name in ('morlet', 'bump', 'cmhat', 'hhhat'): for dtype in ('float64', 'float32'): os.environ['SSQ_GPU'] = SSQ_GPU wavelet = _wavelet(name, dtype=dtype) assert wavelet.dtype == dtype, ( "GPU={}, name={}, dtype={}, wavelet.dtype={}".format( SSQ_GPU, name, dtype, wavelet.dtype)) wavelet.info() os.environ['SSQ_GPU'] = '0' def test_higher_order(): """`cwt` & `ssq_cwt` CPU & GPU outputs agreement.""" if not CAN_GPU: return tsigs = TestSignals(N=256) x = tsigs.par_lchirp()[0] x += x[::-1] kw = dict(order=range(3), astensor=False) for dtype in ('float32', 'float64'): os.environ['SSQ_GPU'] = '0' Tx0, Wx0, *_ = ssq_cwt(x, _wavelet(dtype=dtype), **kw) os.environ['SSQ_GPU'] = '1' Tx1, Wx1, *_ = ssq_cwt(x, _wavelet(dtype=dtype), **kw) adiff_Tx = np.abs(Tx0 - Tx1).mean() adiff_Wx = np.abs(Wx0 - Wx1).mean() # less should be possible for float64, but didn't investigate th = 2e-7 if dtype == 'float64' else 1e-4 assert adiff_Tx < th, (dtype, adiff_Tx, th) assert adiff_Wx < th, (dtype, adiff_Wx, th) os.environ['SSQ_GPU'] = '0' def test_cwt_for_loop(): """Ensure `vectorized=False` runs on GPU and outputs match `=True`.""" if not CAN_GPU: return np.random.seed(0) x = np.random.randn(256) kw = dict(derivative=True, astensor=False) os.environ['SSQ_GPU'] = '1' for dtype in ('float64', 'float32'): Wx0, _, dWx0 = cwt(x, _wavelet(dtype=dtype), vectorized=False, **kw) Wx1, _, dWx1 = cwt(x, _wavelet(dtype=dtype), vectorized=True, **kw) adiff_Wx = np.abs(Wx0 - Wx1) adiff_dWx = np.abs(dWx0 - dWx1) atol = 1e-12 if dtype == 'float64' else 1e-6 assert np.allclose(Wx0, Wx1, atol=atol), (dtype, adiff_Wx.mean()) assert np.allclose(dWx0, dWx1, atol=atol), (dtype, adiff_dWx.mean()) def test_ssq_cwt_batched(): """Ensure batched (2D `x`) inputs output same as if samples fed separately, and agreement between CPU & GPU. """ np.random.seed(0) x = np.random.randn(4, 256) kw = dict(astensor=False) for dtype in ('float64', 'float32'): os.environ['SSQ_GPU'] = '0' Tx0, Wx0, *_ = ssq_cwt(x, _wavelet(dtype=dtype), **kw) Tx00 = np.zeros(Tx0.shape, dtype=Tx0.dtype) Wx00 = Tx00.copy() for i, _x in enumerate(x): out = ssq_cwt(_x, _wavelet(dtype=dtype), **kw) Tx00[i], Wx00[i] = out[0], out[1] if CAN_GPU: os.environ['SSQ_GPU'] = '1' Tx1, Wx1, *_ = ssq_cwt(x, _wavelet(dtype=dtype), **kw) atol = 1e-12 if dtype == 'float64' else 1e-2 adiff_Tx000 = np.abs(Tx00 - Tx0).mean() adiff_Wx000 = np.abs(Wx00 - Wx0).mean() assert np.allclose(Wx00, Wx0), (dtype, adiff_Wx000) assert np.allclose(Tx00, Tx0), (dtype, adiff_Tx000) if CAN_GPU: adiff_Tx01 = np.abs(Tx0 - Tx1).mean() adiff_Wx01 = np.abs(Wx0 - Wx1).mean() assert np.allclose(Wx0, Wx1, atol=atol), (dtype, adiff_Wx01) assert np.allclose(Tx0, Tx1, atol=atol), (dtype, adiff_Tx01) # didn't investigate float32, and `allclose` threshold is pretty bad, # so check MAE if dtype == 'float32': assert adiff_Tx01 < 2.5e-5, (dtype, adiff_Tx01) def test_ssq_stft_batched(): """Ensure batched (2D `x`) inputs output same as if samples fed separately, and agreement between CPU & GPU. """ np.random.seed(0) x = np.random.randn(4, 256) for dtype in ('float64', 'float32'): os.environ['SSQ_GPU'] = '0' kw = dict(astensor=False, dtype=dtype) Tx0, Sx0, *_ = ssq_stft(x, **kw) Tx00 = np.zeros(Tx0.shape, dtype=Tx0.dtype) Sx00 = Tx00.copy() for i, _x in enumerate(x): out = ssq_stft(_x, **kw) Tx00[i], Sx00[i] = out[0], out[1] if CAN_GPU: os.environ['SSQ_GPU'] = '1' Tx1, Sx1, *_ = ssq_stft(x, **kw) atol = 1e-12 if dtype == 'float64' else 1e-6 adiff_Tx000 = np.abs(Tx00 - Tx0).mean() adiff_Sx000 = np.abs(Sx00 - Sx0).mean() assert np.allclose(Sx00, Sx0), (dtype, adiff_Sx000) assert np.allclose(Tx00, Tx0), (dtype, adiff_Tx000) if CAN_GPU: adiff_Tx01 = np.abs(Tx0 - Tx1) adiff_Sx01 = np.abs(Sx0 - Sx1) assert np.allclose(Sx0, Sx1, atol=atol), (dtype, adiff_Sx01) assert np.allclose(Tx0, Tx1, atol=atol), (dtype, adiff_Tx01) def test_cwt_batched_for_loop(): """Ensure basic batched cwt works with both `vectorized`.""" os.environ['SSQ_GPU'] = '0' np.random.seed(0) x = np.random.randn(4, 256) for dtype in ('float64', 'float32'): Wx0, *_ = cwt(x, _wavelet(dtype=dtype), vectorized=True) Wx1, *_ = cwt(x, _wavelet(dtype=dtype), vectorized=False) adiff_Wx01 = np.abs(Wx0 - Wx1) assert np.allclose(Wx0, Wx1), (dtype, adiff_Wx01.mean()) if __name__ == '__main__': if VIZ: test_1D() test_2D() test_indexed_sum() test_parallel_setting() test_phase_cwt() test_phase_stft() test_replace_under_abs() test_indexed_sum_onfly() test_ssqueeze_cwt() test_ssqueeze_stft() test_ssqueeze_vs_indexed_sum() test_buffer() test_ssq_stft() test_ssq_cwt() test_wavelet_dtype_gmw() test_wavelet_dtype() test_higher_order() test_cwt_for_loop() test_ssq_cwt_batched() test_ssq_stft_batched() test_cwt_batched_for_loop() else: pytest.main([__file__, "-s"])
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ssqueezepy
ssqueezepy-master/tests/test_signals_test.py
# -*- coding: utf-8 -*- """Test ssqueezepy/_test_signals.py""" import os import pytest import warnings import numpy as np import scipy.signal as sig from ssqueezepy import Wavelet, TestSignals from ssqueezepy.utils import window_resolution VIZ = 0 os.environ['SSQ_GPU'] = '0' # in case concurrent tests set it to '1' try: import torch torch.tensor(1, device='cuda') CAN_GPU = True except: CAN_GPU = False warnings.warn("SKIPPED TESTS in `test_signals_test.py`, GPU not found.") def test_demo(): tsigs = TestSignals(N=256) dft = (None, 'rows', 'cols')[0] tsigs.demo(dft=dft) signals = [ 'am-cosine', ('hchirp', dict(fmin=.2)), ('sine:am-cosine', (dict(f=32, phi0=1), dict(amin=.3))), ] tsigs.demo(signals, N=256) tsigs.demo(signals, dft='rows') tsigs.demo(signals, dft='cols') def test_wavcomp(): os.environ['SSQ_GPU'] = '0' tsigs = TestSignals(N=256) wavelets = [Wavelet(('gmw', {'beta': 5})), Wavelet(('gmw', {'beta': 22})), ] tsigs.wavcomp(wavelets) # test name-param pair, and ability to auto-set `N` N_all = [256, None] signals_all = [[('#echirp', dict(fmin=.1))], [('lchirp', dict(fmin=1, fmax=60, tmin=0, tmax=5))]] for N, signals in zip(N_all, signals_all): tsigs.wavcomp(wavelets, signals=signals, N=N) def test_cwt_vs_stft(): os.environ['SSQ_GPU'] = '0' # (N, beta, NW): (512, 42.5, 255); (256, 21.5, 255) N = 256#512 signals = 'all' snr = 5 n_fft = N win_len = n_fft#//2 tsigs = TestSignals(N=N, snr=snr) wavelet = Wavelet(('GMW', {'beta': 21.5})) NW = win_len//2 - 1 window = np.abs(sig.windows.dpss(win_len, NW)) # window = np.pad(window, win_len//2) window_name = 'DPSS' config_str = '\nNW=%s' % NW # ensure `wavelet` and `window` have ~same time & frequency resolutions # TODO make function to auto-find matching wavelet given window & vice versa print("std_w, std_t, harea\nwavelet: {:.4f}, {:.4f}, {:.8f}" "\nwindow: {:.4f}, {:.4f}, {:.8f}".format( wavelet.std_w, wavelet.std_t, wavelet.harea, *window_resolution(window))) tsigs.cwt_vs_stft(wavelet, window, signals=signals, N=N, win_len=win_len, n_fft=n_fft, window_name=window_name, config_str=config_str) def test_ridgecomp(): os.environ['SSQ_GPU'] = '0' N = 256 n_ridges = 3 penalty = 25 signals = 'poly-cubic' tsigs = TestSignals(N=N) kw = dict(N=N, signals=signals, n_ridges=n_ridges, penalty=penalty) tsigs.ridgecomp(transform='cwt', **kw) tsigs.ridgecomp(transform='stft', **kw) def test_gpu(): """Test that TestSignals can run on GPU.""" if not CAN_GPU: return N = 256 tsigs = TestSignals(N=N) window = np.abs(sig.windows.dpss(N, N//2 - 1)) signals = 'par-lchirp' os.environ['SSQ_GPU'] = '1' wavelet = Wavelet() tsigs.cwt_vs_stft(wavelet, window, signals=signals, N=N) os.environ['SSQ_GPU'] = '0' if __name__ == '__main__': if VIZ: test_demo() test_wavcomp() test_cwt_vs_stft() test_ridgecomp() test_gpu() else: pytest.main([__file__, "-s"])
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ssqueezepy
ssqueezepy-master/ssqueezepy/_cwt.py
# -*- coding: utf-8 -*- import numpy as np from .utils import fft, ifft, ifftshift, FFT_GLOBAL from .utils import WARN, adm_cwt, adm_ssq, _process_fs_and_t from .utils import padsignal, process_scales, logscale_transition_idx from .utils import backend as S from .utils.backend import Q from .algos import replace_at_inf_or_nan from .wavelets import Wavelet def cwt(x, wavelet='gmw', scales='log-piecewise', fs=None, t=None, nv=32, l1_norm=True, derivative=False, padtype='reflect', rpadded=False, vectorized=True, astensor=True, cache_wavelet=None, order=0, average=None, nan_checks=None, patience=0): """Continuous Wavelet Transform, discretized, as described in Sec. 4.3.3 of [1] and Sec. IIIA of [2]. Uses FFT convolution via frequency- domain wavelets matching (padded) input's length. Uses `Wavelet.dtype` precision. # Arguments: x: np.ndarray / torch.Tensor Input vector(s), 1D / 2D. 2D: does *not* do 2D CWT. Instead, treats dim0 as separate inputs, e.g. `(n_channels, time)`, improving speed & memory w.r.t. looping. wavelet: str / tuple[str, dict] / `wavelets.Wavelet` Wavelet sampled in Fourier frequency domain. - str: name of builtin wavelet. See `ssqueezepy.wavs()` or `Wavelet.SUPPORTED`. - tuple: name of builtin wavelet and its configs. E.g. `('morlet', {'mu': 5})`. - `wavelets.Wavelet` instance. Can use for custom wavelet. See `help(wavelets.Wavelet)`. scales: str['log', 'log-piecewise', 'linear', 'log:maximal', ...] / np.ndarray CWT scales. - 'log': exponentially distributed scales, as pow of 2: `[2^(1/nv), 2^(2/nv), ...]` - 'log-piecewise': 'log' except very high `scales` are downsampled to prevent redundancy. This is recommended. See https://github.com/OverLordGoldDragon/ssqueezepy/issues/ 29#issuecomment-776792726 - 'linear': linearly distributed scales. !!! this scheme is not recommended; use with caution str assumes default `preset` of `'minimal'` for low scales and `'maximal'` for high, which can be changed via e.g. 'log:maximal'. See `preset` in `help(utils.cwt_scalebounds)`. nv: int Number of voices (wavelets per octave). Suggested >= 16. fs: float / None Sampling frequency of `x`. Defaults to 1, which for `maprange='maximal'` makes ssq frequencies range from 1/dT to 0.5*fs, i.e. as fraction of reference sampling rate up to Nyquist limit; dT = total duration (N/fs). Used to compute `dt`, which is only used if `derivative=True`. Overridden by `t`, if provided. Relevant on `t` and `dT`: https://dsp.stackexchange.com/a/71580/50076 t: np.ndarray / None Vector of times at which samples are taken (eg np.linspace(0, 1, n)). Must be uniformly-spaced. Defaults to `np.linspace(0, len(x)/fs, len(x), endpoint=False)`. Used to compute `dt`, which is only used if `derivative=True`. Overrides `fs` if not None. l1_norm: bool (default True) Whether to L1-normalize the CWT, which yields a more representative distribution of energies and component amplitudes than L2 (see [3], [6]). If False (default True), uses L2 norm. derivative: bool (default False) Whether to compute and return `dWx`. Requires `fs` or `t`. padtype: str / None Pad scheme to apply on input. See `help(utils.padsignal)`. `None` -> no padding. rpadded: bool (default False) Whether to return padded Wx and dWx. `False` drops the added padding per `padtype` to return Wx and dWx of .shape[1] == len(x). vectorized: bool (default True) Whether to compute quantities for all scales at once, which is faster but uses more memory. astensor: bool (default True) If `'SSQ_GPU' == '1'`, whether to return arrays as on-GPU tensors or move them back to CPU & convert to Numpy arrays. cache_wavelet: bool (default None) / None If True, will store `wavelet` computations for all `scales` in `wavelet._Psih` (only if `vectorized`). - Defaults to True if `wavelet` is passed that's a `Wavelet`, throws warning if True with non-`Wavelet` `wavelet` and sets self to False (since the array's discarded at `return` anyway). - Ignored with `order > 2`, defaults to False. order: int (default 0) / tuple[int] / range > 0 computes `cwt` with higher-order GMWs. If tuple, computes `cwt` at each specified order. See `help(_cwt.cwt_higher_order)`. average: bool / None Only used for tuple `order`; see `help(_cwt.cwt_higher_order)`. nan_checks: bool / None Checks whether input has `nan` or `inf` values, and zeros them. `False` saves compute. Doesn't support torch inputs. Defaults to `True` for NumPy inputs, else `False`. patience: int / tuple[int, int] pyFFTW parameter for faster FFT on CPU; see `help(ssqueezepy.FFT)`. # Returns: Wx: [na x n] np.ndarray (na = number of scales; n = len(x)) CWT of `x`. (rows=scales, cols=timeshifts) scales: [na] np.ndarray Scales at which CWT was computed. dWx: [na x n] np.ndarray (if `derivative=True`) Time-derivative of the CWT of `x`, computed via frequency-domain differentiation (effectively, derivative of trigonometric interpolation; see [4]). Implements as described in Sec IIIB of [2]. # References: 1. Wavelet Tour of Signal Processing, 3rd ed. S. Mallat. https://www.di.ens.fr/~mallat/papiers/WaveletTourChap1-2-3.pdf 2. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 3. How to validate a wavelet filterbank (CWT)? John Muradeli. https://dsp.stackexchange.com/a/86069/50076 4. The Exponential Accuracy of Fourier and Chebyshev Differencing Methods. E. Tadmor. http://webhome.auburn.edu/~jzl0097/teaching/math_8970/Tadmor_86.pdf 5. Synchrosqueezing Toolbox, (C) 2014--present. E. Brevdo, G. Thakur. https://github.com/ebrevdo/synchrosqueezing/blob/master/synchrosqueezing/ cwt_fw.m 6. Rectification of the Bias in the Wavelet Power Spectrum. Y. Liu, X. S. Liang, R. H. Weisberg. http://ocg6.marine.usf.edu/~liu/Papers/Liu_etal_2007_JAOT_wavelet.pdf """ def _vectorized(xh, scales, wavelet, derivative, cache_wavelet): if cache_wavelet: Psih_xh = wavelet.Psih(scale=scales, nohalf=False) * xh else: Psih_xh = wavelet(scale=scales, nohalf=False) * xh Wx = ifft(Psih_xh, axis=-1, astensor=True) if derivative: Psih_xh *= (1j * wavelet.xi / dt) dWx = ifft(Psih_xh, axis=-1, astensor=True) return (Wx, dWx) if derivative else (Wx, None) def _for_loop(xh, scales, wavelet, derivative, is_2D): cdtype = 'complex128' if S.is_dtype(xh, 'complex128') else 'complex64' shape = ((len(scales), xh.shape[-1]) if not is_2D else (len(xh), len(scales), xh.shape[-1])) Wx = S.zeros(shape, dtype=cdtype) if derivative: dWx = (Wx.copy() if isinstance(Wx, np.ndarray) else Wx.detach().clone()) for i, scale in enumerate(scales): idx = (slice(i, i + 1) if not is_2D else # Wx[i] (slice(None), slice(i, i + 1))) # Wx[:, i] # sample FT of wavelet at scale `a` psih = wavelet(scale=scale, nohalf=False) Wx[idx] = ifft(psih * xh, axis=-1, astensor=True) if derivative: dpsih = (1j * wavelet.xi / dt) * psih dWx[idx] = ifft(dpsih * xh, axis=-1, astensor=True) return (Wx, dWx) if derivative else (Wx, None) def _process_args(x, scales, nv, fs, t, nan_checks, wavelet, cache_wavelet): if not hasattr(x, 'ndim'): raise TypeError("`x` must be a numpy array or torch Tensor " "(got %s)" % type(x)) elif x.ndim not in (1, 2): raise ValueError("`x` must be 1D or 2D (got x.ndim == %s)" % x.ndim) if nan_checks is None: nan_checks = bool(isinstance(x, np.ndarray)) if nan_checks: if not isinstance(x, np.ndarray): raise ValueError("`nan_checks=True` requires NumPy input.") elif np.isnan(x.max()) or np.isinf(x.max()) or np.isinf(x.min()): WARN("found NaN or inf values in `x`; will zero") replace_at_inf_or_nan(x, replacement=0.) if cache_wavelet: if isinstance(wavelet, (str, tuple)): # only check str/tuple since it'll error anyway upon other types WARN("`cache_wavelet=True` requires a `wavelet` that's instance " "of `Wavelet`; setting to False.") cache_wavelet = False elif not vectorized: WARN("`cache_wavelet=True` requires `vectorized=True`; " "setting to False.") cache_wavelet = False elif cache_wavelet is None: cache_wavelet = (not isinstance(wavelet, (str, tuple)) and vectorized) if not isinstance(scales, str): nv = None N = x.shape[-1] dt, *_ = _process_fs_and_t(fs, t, N=N) is_2D = (x.ndim == 2) return N, nv, dt, is_2D, cache_wavelet if isinstance(order, (tuple, list, range)) or order > 0: kw = dict(wavelet=wavelet, scales=scales, fs=fs, t=t, nv=nv, l1_norm=l1_norm, derivative=derivative, padtype=padtype, rpadded=rpadded, vectorized=vectorized, patience=patience, cache_wavelet=cache_wavelet) return cwt_higher_order(x, order=order, average=average, astensor=astensor, **kw) (N, nv, dt, is_2D, cache_wavelet ) = _process_args(x, scales, nv, fs, t, nan_checks, wavelet, cache_wavelet) # process `wavelet`, get its `dtype` wavelet = _process_gmw_wavelet(wavelet, l1_norm) wavelet = Wavelet._init_if_not_isinstance(wavelet) dtype = wavelet.dtype # cast to torch early if possible (keeps as NumPy if SSQ_GPU=0) torch_supports_padding = bool(padtype in ('zero', 'reflect', None)) if torch_supports_padding: x = S.asarray(x, dtype) x = S.astype(x, dtype) # pad, ensure correct data type if padtype is not None: xp, _, n1, _ = padsignal(x, padtype, get_params=True) else: xp = x if not torch_supports_padding: xp = S.asarray(xp, dtype) # take to freq-domain xh = fft(xp, axis=-1, astensor=True) if is_2D: xh = xh[:, None] # insert dim1 to broadcast wavelet `scales` along # process `scales` scales = process_scales(scales, N, wavelet, nv=nv) scales = S.asarray(scales, dtype) # temporarily adjust `wavelet.N` & `FFT_GLOBAL.patience` wavelet_N_orig = wavelet.N wavelet.N = xp.shape[-1] patience_orig = (FFT_GLOBAL.patience, FFT_GLOBAL.planning_timelimit) FFT_GLOBAL.patience = patience # take CWT if vectorized: Wx, dWx = _vectorized(xh, scales, wavelet, derivative, cache_wavelet) else: Wx, dWx = _for_loop(xh, scales, wavelet, derivative, is_2D) # restore wavelet.N = wavelet_N_orig FFT_GLOBAL.patience = patience_orig # handle unpadding, normalization if not rpadded and padtype is not None: # Wx[:, n1:n1 + N] if 1D else Wx[:, :, n1:n1 + N] idx = ((slice(None), slice(n1, n1 + N)) if not is_2D else (slice(None), slice(None), slice(n1, n1 + N))) # shorten to pre-padded size Wx = Wx[idx] if derivative: dWx = dWx[idx] if S.is_tensor(Wx): # ensure indexing (strides) is same, else cupy will mess up Wx = Wx.contiguous() if derivative: dWx = dWx.contiguous() if not l1_norm: # normalize energy per L2 wavelet norm, else already L1-normalized Wx *= S.astype(Q.sqrt(scales), Wx.dtype) if derivative: dWx *= S.astype(Q.sqrt(scales), Wx.dtype) # postprocessing & return if not astensor and S.is_tensor(Wx): Wx, scales, dWx = [g.cpu().numpy() if S.is_tensor(g) else g for g in (Wx, scales, dWx)] scales = scales.squeeze() return ((Wx, scales, dWx) if derivative else (Wx, scales)) def icwt(Wx, wavelet='gmw', scales='log-piecewise', nv=None, one_int=True, x_len=None, x_mean=0, padtype='reflect', rpadded=False, l1_norm=True): """The inverse Continuous Wavelet Transform of `Wx`, via double or single integral. # Arguments: Wx: np.ndarray CWT computed via `ssqueezepy.cwt`. wavelet: str / tuple[str, dict] / `wavelets.Wavelet` Wavelet sampled in Fourier frequency domain. - str: name of builtin wavelet. `ssqueezepy.wavs()` - tuple[str, dict]: name of builtin wavelet and its configs. E.g. `('morlet', {'mu': 5})`. - `wavelets.Wavelet` instance. Can use for custom wavelet. scales: str['log', 'linear', 'log:maximal', ...] / np.ndarray See help(cwt). nv: int / None Number of voices. Suggested >= 32. Needed if `scales` isn't array (will default to `cwt`'s). one_int: bool (default True) Whether to use one-integral iCWT or double. Current one-integral implementation performs best. - True: Eq 2.6, modified, of [6]. Explained in [1]. - False: Eq 4.67 of [3]. Explained in [2]. x_len: int / None. Length of `x` used in forward CWT, if different from Wx.shape[1] (default if None). x_mean: float. mean of original `x` (not picked up in CWT since it's an infinite scale component). Default 0. padtype: str Pad scheme to apply on input, in case of `one_int=False`. See `help(utils.padsignal)`. rpadded: bool (default False) True if Wx is padded (e.g. if used `cwt(, rpadded=True)`). l1_norm: bool (default True) True if Wx was obtained via `cwt(, l1_norm=True)`. # Returns: x: np.ndarray The signal, as reconstructed from Wx. # References: 1. One integral inverse CWT. John Muradeli. https://dsp.stackexchange.com/a/76239/50076 2. Inverse CWT derivation. John Muradeli. https://dsp.stackexchange.com/a/71148/50076 3. Wavelet Tour of Signal Processing, 3rd ed. S. Mallat. https://www.di.ens.fr/~mallat/papiers/WaveletTourChap1-2-3.pdf 4. Why iCWT may be inexact. John Muradeli. https://dsp.stackexchange.com/a/87104/50076 5. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 6. Synchrosqueezed Wavelet Transforms: a Tool for Empirical Mode Decomposition. I. Daubechies, J. Lu, H.T. Wu. https://arxiv.org/pdf/0912.2437.pdf 7. Synchrosqueezing Toolbox, (C) 2014--present. E. Brevdo, G. Thakur. https://github.com/ebrevdo/synchrosqueezing/blob/master/synchrosqueezing/ synsq_cwt_fw.m """ #### Prepare for inversion ############################################### na, n = Wx.shape x_len = x_len or n if not isinstance(scales, np.ndarray) and nv is None: nv = 32 # must match forward's; default to `cwt`'s wavelet = _process_gmw_wavelet(wavelet, l1_norm) wavelet = Wavelet._init_if_not_isinstance(wavelet) # will override `nv` to match `scales`'s scales, scaletype, _, nv = process_scales(scales, x_len, wavelet, nv=nv, get_params=True) assert (len(scales) == na), "%s != %s" % (len(scales), na) #### Handle piecewise scales case ######################################## # `nv` must be left unspecified so it's inferred automatically from `scales` # in `process_scales` for each piecewise case if scaletype == 'log-piecewise': kw = dict(wavelet=wavelet, one_int=one_int, x_len=x_len, x_mean=x_mean, padtype=padtype, rpadded=rpadded, l1_norm=l1_norm) idx = logscale_transition_idx(scales) x = icwt(Wx[:idx], scales=scales[:idx], **kw) x += icwt(Wx[idx:], scales=scales[idx:], **kw) return x ########################################################################## #### Invert ############################################################## if one_int: x = _icwt_1int(Wx, scales, scaletype, l1_norm) else: x = _icwt_2int(Wx, scales, scaletype, l1_norm, wavelet, x_len, padtype, rpadded) # admissibility coefficient Cpsi = (adm_ssq(wavelet) if one_int else adm_cwt(wavelet)) if scaletype == 'log': # Eq 4.67 in [1]; Theorem 4.5 in [1]; below Eq 14 in [2] # ln(2**(1/nv)) == ln(2)/nv == diff(ln(scales))[0] x *= (2 / Cpsi) * np.log(2 ** (1 / nv)) else: x *= (2 / Cpsi) x += x_mean # CWT doesn't capture mean (infinite scale) return x def _icwt_2int(Wx, scales, scaletype, l1_norm, wavelet, x_len, padtype='zero', rpadded=False): """Double-integral iCWT; works with any(?) wavelet.""" # add CWT padding if it doesn't exist if not rpadded: Wx, n_up, n1, _ = padsignal(Wx, padtype=padtype, get_params=True) # see help(cwt) on `norm` and `pn` norm = _icwt_norm(scaletype, l1_norm) pn = (-1)**np.arange(n_up) x = np.zeros(n_up) # TODO vectorize? for scale, Wx_scale in zip(scales, Wx): # TODO remove `*pn` & `ifftshift`? psih = wavelet(scale=scale, N=n_up) * pn xa = ifftshift(ifft(fft(Wx_scale) * psih)) x += xa.real / norm(scale) x = x[n1:n1 + x_len] # keep the unpadded part return x def _icwt_1int(Wx, scales, scaletype, l1_norm): """One-integral iCWT; assumes analytic wavelet.""" norm = _icwt_norm(scaletype, l1_norm) return (Wx.real / norm(scales)).sum(axis=0) def _icwt_norm(scaletype, l1_norm): if l1_norm: norm = ((lambda scale: 1) if scaletype == 'log' else (lambda scale: scale)) else: if scaletype == 'log': norm = lambda scale: scale**.5 elif scaletype == 'linear': norm = lambda scale: scale**1.5 return norm def _process_gmw_wavelet(wavelet, l1_norm): """Ensure `norm` for GMW is consistent with `l1_norm`.""" norm = 'bandpass' if l1_norm else 'energy' if isinstance(wavelet, str) and wavelet.lower()[:3] == 'gmw': wavelet = ('gmw', {'norm': norm}) elif isinstance(wavelet, tuple) and wavelet[0].lower()[:3] == 'gmw': wavelet, wavopts = wavelet wavopts['norm'] = wavopts.get('norm', norm) wavelet = (wavelet, wavopts) elif isinstance(wavelet, Wavelet): if wavelet.name == 'GMW L2' and l1_norm: raise ValueError("using GMW L2 wavelet with `l1_norm=True`") elif wavelet.name == 'GMW L1' and not l1_norm: raise ValueError("using GMW L1 wavelet with `l1_norm=False`") return wavelet def cwt_higher_order(x, wavelet='gmw', order=1, average=None, astensor=True, **kw): """Compute `cwt` with GMW wavelets of order 0 to `order`. See `help(cwt)`. Yields lower variance and more noise robust representation. See VI in ref[1]. # Arguments: x: np.ndarray Input, 1D/2D. See `help(cwt)`. wavelet: str / wavelets.Wavelet CWT wavelet. order: int / tuple[int] / range Order of GMW to use for CWT. If tuple, will compute for each order specified in tuple, subject to `average`. average: bool (default True if `order` is tuple) If True, will take arithmetic mean of resulting `Wx` (and `dWx` if `derivative=True`), else return as list. Note for phase transform, one should compute derivative of averaged `Wx` rather than take average of individual `dWx`s. Ignored with non-tuple `order. kw: dict / kwargs Arguments to `cwt`. If `scales` is string, will reuse zeroth-order's; zeroth order isn't included in `order`, will set from wavelet at `order=0`. # References [1] Generalized Morse Wavelets. S. C. Olhede, A. T. Walden. 2002. https://spiral.imperial.ac.uk/bitstream/10044/1/1150/1/ OlhedeWaldenGenMorse.pdf """ def _process_wavelet(wavelet, order): wavelet = Wavelet._init_if_not_isinstance(wavelet) if not wavelet.name.lower().startswith('gmw'): raise ValueError("`wavelet` must be GMW for higher-order transforms " "(got %s)" % wavelet.name) wavopts = wavelet.config.copy() wavopts.pop('order') wavelets = [Wavelet(('gmw', dict(order=k, **wavopts))) for k in order] return wavelets, wavopts def _process_args(wavelet, order, average, kw): if isinstance(order, (list, range)): order = tuple(order) if not isinstance(order, (list, tuple)): order = [order] if len(order) == 1 and average: WARN("`average` ignored with single `order`") average = False wavelets, wavopts = _process_wavelet(wavelet, order) scales = kw.get('scales', 'log-piecewise') if isinstance(scales, str): wav = Wavelet(('gmw', dict(order=0, **wavopts))) scales = process_scales(scales, len(x), wavelet=wav, nv=kw.get('nv', 32)) scales = S.asarray(scales, wav.dtype) kw['scales'] = scales return wavelets, order, average wavelets, order, average = _process_args(wavelet, order, average, kw) Wx_all, dWx_all = [], [] derivative = kw.get('derivative', False) # take the CWTs for k in range(len(order)): out = cwt(x, wavelets[k], order=0, **kw) Wx_all.append(out[0]) if derivative: dWx_all.append(out[-1]) # handle averaging; strip `Wx_all` of list container if only one array if average or (average is None and isinstance(order, tuple)): Wx_all = Q.mean(S.vstack(Wx_all), axis=0) if derivative: dWx_all = Q.mean(S.vstack(dWx_all), axis=0) elif len(Wx_all) == 1: Wx_all = Wx_all[0] if derivative: dWx_all = dWx_all[0] scales = kw['scales'] if not astensor and S.is_tensor(Wx_all): Wx_all, scales, dWx_all = [g.cpu().numpy() if S.is_tensor(g) else g for g in (Wx_all, scales, dWx_all)] return ((Wx_all, scales, dWx_all) if derivative else (Wx_all, scales))
23,966
39.691002
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py
ssqueezepy
ssqueezepy-master/ssqueezepy/_gmw.py
# -*- coding: utf-8 -*- """Generalized Morse Wavelets. For complete functionality, utility functions have been ported from jLab, and largely validated to match jLab's behavior. jLab tests not ported. """ import numpy as np from numpy.fft import ifft from numba import jit from scipy.special import (gamma as gamma_fn, gammaln as gammaln_fn) from .algos import nCk from .wavelets import _xifn, _process_params_dtype from .configs import gdefaults, USE_GPU, IS_PARALLEL from .utils.backend import torch from .utils import backend as S pi = np.pi #### Base wavelets (`K=1`) ################################################### def gmw(gamma=None, beta=None, norm=None, order=None, centered_scale=None, dtype=None): """Generalized Morse Wavelets. Returns function which computes GMW in the frequency domain. Assumes `beta != 0`; for full functionality use `_gmw.morsewave`. Unlike `morsewave`, works with scales rather than frequencies. Note that function for `norm='energy'` does *not* rescale freq-domain wavelet per `sqrt(scale)`, for consistency with `ssqueezepy.wavelets`. See `_gmw.compute_gmw` for code computing freq- and time-domain wavelets as arrays with proper scaling in. An overview: https://overlordgolddragon.github.io/generalized-morse-wavelets/ Interactive: https://www.desmos.com/calculator/4gcaeqidxd (bandpass) https://www.desmos.com/calculator/zfxnblqh8p (energy) # Arguments gamma, beta: float > 0, float > 0 GMW parameters. See `help(_gmw.morsewave)`. norm: str['energy', 'bandpass'] Normalization to use: 'energy': L2 norm, keeps time-domain wavelet's energy at unity for all `freqs`, i.e. `sum(abs(psi)**2) == 1`. 'bandpass': L1 norm, keeps freq-domain wavelet's peak value at 2 for all `freqs`, i.e. `max(psih) == 2`, `w[argmax(psih)] == wc`. Additionally see `help(_gmw.morsewave)`. order: int (default 1) Order of the wavelet. `k+1`-th order wavelet is orthogonal to `k`-th. `k=0` will call a different but equivalent function for simpler code and compute efficiency. centered_scale: bool (default False) Unlike other `ssqueezepy.wavelets`, by default `scale=1` in `morsewave` (i.e. `freqs=1`) computes the wavelet at (peak) center frequency. This ensures exact equality between `scale` and `1 / center_frequency`, by multiplying input radians `w` by peak center freq. False by default for consistency with other `ssqueezepy` wavelets. dtype: str / type (np.dtype) / None See `help(wavelets.Wavelet)`. # Returns psihfn: function Function that computes GMWs, taking `w` (radian frequency) as argument. # Usage wavelet = gmw(3, 60) wavelet = Wavelet('gmw') wavelet = Wavelet(('gmw', {'beta': 60})) Wx, *_ = cwt(x, 'gmw') # Correspondence with Morlet Following pairs yield ~same frequency resolution, which is ~same time-frequency resolution for `mu > 5`, assuming `gamma=3` for all: `mu`, `beta` (1.70, 1.00), (3.00, 3.00), (4.00, 5.15), (6.00, 11.5), (8.00, 21.5), (10.0, 33.5), (12.0, 48.5), (13.4, 60.0), The default `beta=12` is hence to closely match Morlet's default `mu=6.`. # vs Morlet Differences grow significant when seeking excellent time localization (low `mu`, <4), where Morlet's approximate analyticity breaks down and negative frequencies are leaked, whereas GMW remains exactly analytic, with vanishing moments toward dc bin. Else, the two don't behave noticeably different for `gamma=3`. # References [1] Generalized Morse Wavelets. S. C. Olhede, A. T. Walden. 2002. https://spiral.imperial.ac.uk/bitstream/10044/1/1150/1/ OlhedeWaldenGenMorse.pdf [2] Generalized Morse Wavelets as a Superfamily of Analytic Wavelets. J. M. Lilly, S. C. Olhede. 2012. https://sci-hub.st/10.1109/TSP.2012.2210890 [3] Higher-Order Properties of Analytic Wavelets. J. M. Lilly, S. C. Olhede. 2009. https://sci-hub.st/10.1109/TSP.2008.2007607 [4] (c) Lilly, J. M. (2021), jLab: A data analysis package for Matlab, v1.6.9, http://www.jmlilly.net/jmlsoft.html https://github.com/jonathanlilly/jLab/blob/master/jWavelet/morsewave.m """ _check_args(gamma=gamma, beta=beta, norm=norm, order=order) kw = gdefaults('_gmw.gmw', gamma=gamma, beta=beta, norm=norm, order=order, centered_scale=centered_scale, dtype=dtype, as_dict=True) norm, k = kw.pop('norm'), kw.pop('order') if norm == 'energy'and dtype in ('float32', np.float32): raise ValueError("`norm='energy'` w/ `dtype='float32'` is unsupported; " "use 'float64' instead.") l1_fn, l2_fn = ((gmw_l1, gmw_l2) if k == 0 else (gmw_l1_k, gmw_l2_k)) if k > 0: kw['k'] = k return (l1_fn(**kw) if norm == 'bandpass' else l2_fn(**kw)) def compute_gmw(N, scale, gamma=3, beta=60, time=False, norm='bandpass', order=0, centered_scale=False, norm_scale=True, dtype=None): """Evaluates GMWs, returning as arrays. See `help(_gmw.gmw)` for full docs. # Arguments N: int > 0 Number of samples to compute. scale: float > 0 Scale at which to sample the freq-domain wavelet: `psih(s * w)`. gamma, beta, norm, order: See `help(_gmw.gmw)`. time: bool (default False) Whether to compute the time-domain wavelet, `psi`. centered_scale: bool (default False) See `help(_gmw.gmw)`. norm_scale: bool (default True) Whether to rescale as `sqrt(s) * psih(s * w)` for the `norm='energy'` case (no effect with `norm='bandpass'`). # Returns psih: np.ndarray [N] Frequency-domain wavelet. psi: np.ndarray [N] Time-domain wavelet, returned if `time=True`. """ _check_args(gamma=gamma, beta=beta, norm=norm, scale=scale) gmw_fn = gmw(gamma, beta, norm, order, centered_scale, dtype) w = _xifn(scale, N) X = np.zeros(N) X[:N//2 + 1] = gmw_fn(w[:N//2 + 1]) if norm == 'energy' and norm_scale: wc = morsefreq(gamma, beta) X *= (np.sqrt(wc * scale) if centered_scale else np.sqrt(scale)) X[np.isinf(X) | np.isnan(X)] = 0. if time: Xr = X.copy() if N % 2 == 0: # https://github.com/jonathanlilly/jLab/issues/13 Xr[N//2] /= 2 x = ifft(Xr * (-1)**np.arange(N)) return (X, x) if time else X def gmw_l1(gamma=3., beta=60., centered_scale=False, dtype='float64'): """Generalized Morse Wavelets, first order, L1(bandpass)-normalized. See `help(_gmw.gmw)`. """ _check_args(gamma=gamma, beta=beta, allow_zerobeta=False) wc = morsefreq(gamma, beta) wcl = np.log(wc) gamma, beta, wc, wcl = _process_params_dtype(gamma, beta, wc, wcl, dtype=dtype) fn = _gmw_l1_gpu if USE_GPU() else (_gmw_l1_par if IS_PARALLEL() else _gmw_l1) if centered_scale: return lambda w: fn(S.atleast_1d(w * wc, dtype), gamma, beta, wc, wcl) else: return lambda w: fn(S.atleast_1d(w, dtype), gamma, beta, wc, wcl) @jit(nopython=True, cache=True) def _gmw_l1(w, gamma, beta, wc, wcl): # NOTE: numba.jit, unlike numpy & torch, will promote to float64 with # array float32 and scalar float64 w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans return 2 * np.exp(- beta * wcl + wc**gamma + beta * np.log(w) - w**gamma) * w_nonneg @jit(nopython=True, cache=True, parallel=True) def _gmw_l1_par(w, gamma, beta, wc, wcl): # NOTE: numba.jit, unlike numpy & torch, will promote to float64 with # array float32 and scalar float64 w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans return 2 * np.exp(- beta * wcl + wc**gamma + beta * np.log(w) - w**gamma) * w_nonneg def _gmw_l1_gpu(w, gamma, beta, wc, wcl): w_nonneg = (w >= 0) w *= w_nonneg return 2 * torch.exp(- beta * wcl + wc**gamma + beta * torch.log(w) - w**gamma) * w_nonneg def gmw_l2(gamma=3., beta=60., centered_scale=False, dtype='float64'): """Generalized Morse Wavelets, first order, L2(energy)-normalized. See `help(_gmw.gmw)`. """ _check_args(gamma=gamma, beta=beta, allow_zerobeta=False) wc = morsefreq(gamma, beta) r = (2*beta + 1) / gamma rgamma = gamma_fn(r) (gamma, beta, wc, r, rgamma ) = _process_params_dtype(gamma, beta, wc, r, rgamma, dtype=dtype) fn = _gmw_l2_gpu if USE_GPU() else (_gmw_l2_par if IS_PARALLEL() else _gmw_l2) if centered_scale: return lambda w: fn(S.atleast_1d(w * wc, dtype), gamma, beta, wc, r, rgamma) else: return lambda w: fn(S.atleast_1d(w, dtype), gamma, beta, wc, r, rgamma) @jit(nopython=True, cache=True) def _gmw_l2(w, gamma, beta, wc, r, rgamma): w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans return np.sqrt(2.*pi * gamma * 2.**r / rgamma ) * w**beta * np.exp(-w**gamma) * w_nonneg @jit(nopython=True, cache=True, parallel=True) def _gmw_l2_par(w, gamma, beta, wc, r, rgamma): w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans return np.sqrt(2.*pi * gamma * 2.**r / rgamma ) * w**beta * np.exp(-w**gamma) * w_nonneg def _gmw_l2_gpu(w, gamma, beta, wc, r, rgamma): w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans return torch.sqrt(2.*pi * gamma * 2.**r / rgamma ) * w**beta * torch.exp(-w**gamma) * w_nonneg def gmw_l1_k(gamma=3., beta=60., k=1, centered_scale=False, dtype='float64'): """Generalized Morse Wavelets, `k`-th order, L1(bandpass)-normalized. See `help(_gmw.gmw)`. """ _check_args(gamma=gamma, beta=beta, allow_zerobeta=False) wc = morsefreq(gamma, beta) k_consts = _gmw_k_constants(gamma, beta, k, norm='bandpass', dtype=dtype) gamma, beta, wc = _process_params_dtype(gamma, beta, wc, dtype=dtype) fn = (_gmw_l1_k_gpu if USE_GPU() else (_gmw_l1_k_par if IS_PARALLEL() else _gmw_l1_k)) if centered_scale: return lambda w: fn(S.atleast_1d(w * wc, dtype), gamma, beta, wc, k_consts) else: return lambda w: fn(S.atleast_1d(w, dtype), gamma, beta, wc, k_consts) @jit(nopython=True, cache=True) def _gmw_l1_k(w, gamma, beta, wc, k_consts): w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans C = np.zeros(w.shape, dtype=w.dtype) for m in range(len(k_consts)): C += k_consts[m] * (2*w**gamma)**m return C * np.exp(- beta * np.log(wc) + wc**gamma + beta * np.log(w) - w**gamma) * w_nonneg @jit(nopython=True, cache=True, parallel=True) def _gmw_l1_k_par(w, gamma, beta, wc, k_consts): w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans C = np.zeros(w.shape, dtype=w.dtype) for m in range(len(k_consts)): C += k_consts[m] * (2*w**gamma)**m return C * np.exp(- beta * np.log(wc) + wc**gamma + beta * np.log(w) - w**gamma) * w_nonneg def _gmw_l1_k_gpu(w, gamma, beta, wc, k_consts): w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans C = w.new_zeros(w.shape) for m in range(len(k_consts)): C += k_consts[m] * (2*w**gamma)**m return C * torch.exp(- beta * torch.log(wc) + wc**gamma + beta * torch.log(w) - w**gamma) * w_nonneg def gmw_l2_k(gamma=3., beta=60., k=1, centered_scale=False, dtype='float64'): """Generalized Morse Wavelets, `k`-th order, L2(energy)-normalized. See `help(_gmw.gmw)`. """ _check_args(gamma=gamma, beta=beta, allow_zerobeta=False) wc = morsefreq(gamma, beta) k_consts = _gmw_k_constants(gamma, beta, k, norm='energy', dtype=dtype) gamma, beta, wc = _process_params_dtype(gamma, beta, wc, dtype=dtype) fn = (_gmw_l2_k_gpu if USE_GPU() else (_gmw_l2_k_par if IS_PARALLEL() else _gmw_l2_k)) if centered_scale: return lambda w: fn(S.atleast_1d(w * wc, dtype), gamma, beta, wc, k_consts) else: return lambda w: fn(S.atleast_1d(w, dtype), gamma, beta, wc, k_consts) @jit(nopython=True, cache=True) def _gmw_l2_k(w, gamma, beta, wc, k_consts): w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans C = np.zeros(w.shape, dtype=w.dtype) for m in range(len(k_consts)): C += k_consts[m] * (2*w**gamma)**m return C * np.exp(beta * np.log(w) - w**gamma) * w_nonneg @jit(nopython=True, cache=True, parallel=True) def _gmw_l2_k_par(w, gamma, beta, wc, k_consts): w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans C = np.zeros(w.shape, dtype=w.dtype) for m in range(len(k_consts)): C += k_consts[m] * (2*w**gamma)**m return C * np.exp(beta * np.log(w) - w**gamma) * w_nonneg def _gmw_l2_k_gpu(w, gamma, beta, wc, k_consts): w_nonneg = (w >= 0) w *= w_nonneg # zero negative `w` to avoid nans C = w.new_zeros(w.shape) for m in range(len(k_consts)): C += k_consts[m] * (2*w**gamma)**m return C * torch.exp(beta * torch.log(w) - w**gamma) * w_nonneg def _gmw_k_constants(gamma, beta, k, norm='bandpass', dtype='float64'): """Laguerre polynomial constants & `coeff` term. Higher-order GMWs are coded such that constants are pre-computed and reused for any `w` input, since they remain fixed for said order. """ r = (2 * beta + 1) / gamma c = r - 1 # compute `coeff` if norm == 'bandpass': coeff = np.sqrt(np.exp(gammaln_fn(r) + gammaln_fn(k + 1) - gammaln_fn(k + r))) elif norm == 'energy': coeff = np.sqrt(2*pi * gamma * (2**r) * np.exp(gammaln_fn(k + 1) - gammaln_fn(k + r))) # compute Laguerre polynomial constants L_consts = np.zeros(k + 1, dtype=dtype) for m in range(k + 1): fact = np.exp(gammaln_fn(k + c + 1) - gammaln_fn(c + m + 1) - gammaln_fn(k - m + 1)) L_consts[m] = (-1)**m * fact / gamma_fn(m + 1) k_consts = L_consts * coeff if norm == 'bandpass': k_consts *= 2 k_consts = k_consts.astype(dtype) return k_consts #### General order wavelets (any `K`) ######################################## def morsewave(N, freqs, gamma=3, beta=60, K=1, norm='bandpass'): """Generalized Morse wavelets of Olhede and Walden (2002). # Arguments: N: int > 0 Number of samples / wavelet length freqs: float / list / np.ndarray (peak) center frequencies at which to generate wavelets, in *radians* (i.e. `w` in `w = 2*pi*f`). gamma, beta: float, float GMW parameters; `(gamma, beta) = (3, 60)` yields optimal time-frequency localization, and a good default for natural signals. - smaller `beta`: greater time resolution, lower freq resolution. - `gamma`: structurally alters the wavelet; 2 and 1 provide superior time localization but poor joint localization. See refs [2], [3]. K: int > 0 Will compute first `K` orthogonal GMWs, characterized by orders 0 through `K - 1`. Note this `K` is 1 greater than in original paper and than `order` throughout `ssqueezepy`, but is consistent with jLAB. norm: str['energy', 'bandpass'] Normalization to use. See `help(_gmw.gmw)`, and below. # Returns: psih: np.ndarray [N x len(freqs) x K] Frequency-domain GMW, generated by sampling continuous-time function. Will collapse dims of length 1 (e.g. if `K=0` or `freqs` is integer). psi: np.ndarray [N x len(freqs) x K] Time-domain GMW, centered, generated via inverse DFT of `psih`. # References See `help(_gmw.gmw)`. __________________________________________________________________________ **`beta==0` case** For BETA equal to zero, the generalized Morse wavelets describe a non-zero-mean function which is not in fact a wavelet. Only 'bandpass' normalization is supported for this case. In this case the frequency speficies the half-power point of the analytic lowpass filter. The frequency-domain definition of MORSEWAVE is not necessarily a good way to compute the zero-beta functions, however. You will probably need to take a very small DT. **Multiple orthogonal wavelets** MORSEWAVE can compute multiple orthogonal versions of the generalized Morse wavelets, characterized by the order K. PSI=MORSEWAVE(N,K,GAMMA,BETA,FS) with a fifth numerical argument K returns an N x LENGTH(FS) x K array PSI which contains time-domain versions of the first K orthogonal generalized Morse wavelets. These K different orthogonal wavelets have been employed in multiwavelet polarization analysis, see Olhede and Walden (2003a,b). Again either bandpass or energy normalization can be applied. With bandpass normalization, all wavelets are divided by a constant, setting the peak value of the first frequency-domain wavelet equal to 2. """ _check_args(gamma=gamma, beta=beta, norm=norm) if not isinstance(freqs, (list, tuple, np.ndarray)): freqs = [freqs] psi = np.zeros((N, len(freqs), K), dtype='complex128') psif = np.zeros((N, len(freqs), K)) for n, f in enumerate(freqs): psif[:, n:n+1, :], psi[:, n:n+1, :] = _morsewave1(N, abs(f), gamma, beta, K, norm) if f < 0: psi[:, n:n+1, :] = psi[:, n, :].conj() psif[1:, n:n+1, :] = np.flip(psif[1:, n, :], axis=0) psi = psi.squeeze() psif = psif.squeeze() return psif, psi def _morsewave1(N, f, gamma, beta, K, norm): """See `help(_gmw.morsewave)`.""" fo = morsefreq(gamma, beta) fact = f / fo w = 2*pi * np.linspace(0, 1, N, endpoint=False) / fact w = w.reshape(-1, 1) with np.errstate(divide='ignore', invalid='ignore'): if norm == 'energy': if beta == 0: psizero = np.exp(-w**gamma) else: # w**beta * exp(-w**gamma) psizero = np.exp(beta * np.log(w) - w**gamma) else: if beta == 0: psizero = 2 * np.exp(-w**gamma) else: # Alternate calculation to cancel things that blow up psizero = 2 * np.exp(- beta * np.log(fo) + fo**gamma + beta * np.log(w) - w**gamma) if beta == 0: # Ensure nice lowpass filters for beta=0; # Otherwise, doesn't matter since wavelets vanishes at zero frequency psizero[0] /= 2 # Due to unit-step function psizero[np.isnan(psizero) | np.isinf(psizero)] = 0. X = _morsewave_first_family(fact, N, K, gamma, beta, w, psizero, norm) X[np.isinf(X)] = 0. Xr = X.copy() # center time-domain wavelet Xr *= (-1)**np.arange(len(Xr)).reshape(-1, 1, 1) if len(Xr) % 2 == 0: Xr[len(Xr) // 2] /= 2 x = ifft(Xr, axis=0) return X, x def _morsewave_first_family(fact, N, K, gamma, beta, w, psizero, norm): """See `help(_gmw.morsewave)`. See Olhede and Walden, "Noise reduction in directional signals using multiple Morse wavelets", IEEE Trans. Bio. Eng., v50, 51--57. The equation at the top right of page 56 is equivalent to the used expressions. Morse wavelets are defined in the frequency domain, and so not interpolated in the time domain in the same way as other continuous wavelets. """ r = (2 * beta + 1) / gamma c = r - 1 L = np.zeros(w.shape) psif = np.zeros((len(psizero), 1, K)) for k in range(K): # Log of gamma function much better ... trick from Maltab's ``beta'` if norm == 'energy': A = morseafun(gamma, beta, k + 1, norm='energy') coeff = np.sqrt(1. / fact) * A elif norm == 'bandpass': if beta == 0: coeff = 1. else: coeff = np.sqrt(np.exp(gammaln_fn(r) + gammaln_fn(k + 1) - gammaln_fn(k + r))) L[:N//2 + 1] = laguerre(2 * w[:N//2 + 1]**gamma, k, c).reshape(-1, 1) psif[:, :, k] = coeff * psizero * L return psif def morseafun(gamma, beta, k=1, norm='bandpass'): """GMW amplitude or a-function (evaluated). Used internally by other funcs. # Arguments k: int >= 1 Order of the wavelet; see `help(_gmw.morsewave)`. gamma, beta: float, float Wavelet parameters. See `help(_gmw.morsewave)`. norm: str['energy', 'bandpass'] Wavelet normalization. See `help(_gmw.morsewave)`. # Returns A: float GMW amplitude (freq-domain peak value). ______________________________________________________________________ Lilly, J. M. (2021), jLab: A data analysis package for Matlab, v1.6.9, http://www.jmlilly.net/jmlsoft.html https://github.com/jonathanlilly/jLab/blob/master/jWavelet/morseafun.m """ if norm == 'energy': r = (2*beta + 1) / gamma A = np.sqrt(2*pi * gamma * (2**r) * np.exp(gammaln_fn(k) - gammaln_fn(k + r - 1))) elif norm == 'bandpass': if beta == 0: A = 2. else: wc = morsefreq(gamma, beta) A = 2. / np.exp(beta * np.log(wc) - wc**gamma) else: raise ValueError("unsupported `norm`: %s;" % norm + "must be one of: 'bandpass', 'energy'.") return A def laguerre(x, k, c): """Generalized Laguerre polynomials. See `help(_gmw.morsewave)`. LAGUERRE is used in the computation of the generalized Morse wavelets and uses the expression given by Olhede and Walden (2002), "Generalized Morse Wavelets", Section III D. """ x = np.atleast_1d(np.asarray(x).squeeze()) assert x.ndim == 1 y = np.zeros(x.shape) for m in range(k + 1): # Log of gamma function much better ... trick from Maltab's ``beta'' fact = np.exp(gammaln_fn(k + c + 1) - gammaln_fn(c + m + 1) - gammaln_fn(k - m + 1)) y += (-1)**m * fact * x**m / gamma_fn(m + 1) return y def morsefreq(gamma, beta, n_out=1): """Frequency measures for GMWs (with F. Rekibi). `n_out` controls how many parameters are computed and returned, in the following order: `wm, we, wi, cwi`, where: wm: modal / peak frequency we: energy frequency wi: instantaneous frequency at time-domain wavelet's center cwi: curvature of instantaneous frequency at time-domain wavelet's center All frequency quantities are *radian*, opposed to linear cyclic (i.e. `w` in `w = 2*pi*f`). For BETA=0, the "wavelet" becomes an analytic lowpass filter, and `wm` is not defined in the usual way. Instead, `wm` is defined as the point at which the filter has decayed to one-half of its peak power. # References [1] Higher-Order Properties of Analytic Wavelets. J. M. Lilly, S. C. Olhede. 2009. https://sci-hub.st/10.1109/TSP.2008.2007607 [2] (c) Lilly, J. M. (2021), jLab: A data analysis package for Matlab, v1.6.9, http://www.jmlilly.net/jmlsoft.html https://github.com/jonathanlilly/jLab/blob/master/jWavelet/morsefreq.m """ wm = (beta / gamma)**(1 / gamma) if n_out > 1: we = (1 / 2**(1 / gamma)) * (gamma_fn((2*beta + 2) / gamma) / gamma_fn((2*beta + 1) / gamma)) if n_out > 2: wi = (gamma_fn((beta + 2) / gamma) / gamma_fn((beta + 1) / gamma)) if n_out > 3: k2 = _morsemom(2, gamma, beta, n_out=3)[-1] k3 = _morsemom(3, gamma, beta, n_out=3)[-1] cwi = -(k3 / k2**1.5) if n_out == 1: return wm elif n_out == 2: return wm, we elif n_out == 3: return wm, we, wi return wm, we, wi, cwi def _morsemom(p, gamma, beta, n_out=4): """Frequency-domain `p`-th order moments of the first order GMW. Used internally by other funcs. `n_out` controls how many parameters are coMputed and returned, in the following order: `Mp, Np, Kp, Lp`, where: Mp: p-th order moment Np: p-th order energy moment Kp: p-th order cumulant Lp: p-th order energy cumulant The p-th order moment and energy moment are defined as Mp = 1/(2 pi) int omegamma^p psi(omegamma) d omegamma Np = 1/(2 pi) int omegamma^p |psi(omegamma)|.^2 d omegamma respectively, where omegamma is the radian frequency. These are evaluated using the 'bandpass' normalization, which has `max(abs(psih(omegamma)))=2`. # References [1] Higher-Order Properties of Analytic Wavelets. J. M. Lilly, S. C. Olhede. 2009. https://sci-hub.st/10.1109/TSP.2008.2007607 [2] (c) Lilly, J. M. (2021), jLab: A data analysis package for Matlab, v1.6.9, http://www.jmlilly.net/jmlsoft.html https://github.com/jonathanlilly/jLab/blob/master/jWavelet/morsemom.m """ def morsemom1(p, gamma, beta): return morseafun(gamma, beta, k=1) * morsef(gamma, beta + p) def morsef(gamma, beta): # normalized first frequency-domain moment "f_{beta, gamma}" of the # first-order GMW return (1 / (2*pi * gamma)) * gamma_fn((beta + 1) / gamma) Mp = morsemom1(p, gamma, beta) if n_out > 1: Np = (2 / 2**((1 + p) / gamma)) * morsemom1(p, gamma, 2*beta) if n_out > 2: prange = np.arange(p + 1) moments = morsemom1(prange, gamma, beta) cumulants = _moments_to_cumulants(moments) Kp = cumulants[p] if n_out > 3: moments = (2 / 2**((1 + prange) / gamma) ) * morsemom1(prange, gamma, 2 * beta) cumulants = _moments_to_cumulants(moments) Lp = cumulants[p] if n_out == 1: return Mp elif n_out == 2: return Mp, Np elif n_out == 3: return Mp, Np, Kp return Mp, Np, Kp, Lp def _moments_to_cumulants(moments): """Convert moments to cumulants. Used internally by other funcs. Converts the first N moments `moments =[M0,M1,...M{N-1}]` into the first N cumulants `cumulants=[K0,K1,...K{N-1}]`. Note for a probability density function, M0=1 and K0=0. ______________________________________________________________________ Lilly, J. M. (2021), jLab: A data analysis package for Matlab, v1.6.9, http://www.jmlilly.net/jmlsoft.html https://github.com/jonathanlilly/jLab/blob/master/jWavelet/moms """ moments = np.atleast_1d(np.asarray(moments).squeeze()) assert moments.ndim == 1 cumulants = np.zeros(len(moments)) cumulants[0] = np.log(moments[0]) for n in range(1, len(moments)): coeff = 0 for k in range(1, n): coeff += nCk(n - 1, k - 1 ) * cumulants[k] * (moments[n - k] / moments[0]) cumulants[n] = (moments[n] / moments[0]) - coeff return cumulants def _check_args(gamma=None, beta=None, norm=None, order=None, scale=None, allow_zerobeta=True): """Only checks those that are passed in.""" if gamma is not None and gamma <= 0: raise ValueError(f"`gamma` must be positive (got {gamma})") if beta is not None: if beta < 0: kind = "non-negative" if allow_zerobeta else "positive" raise ValueError(f"`beta` must be {kind} (got {beta})") elif beta == 0 and not allow_zerobeta: raise ValueError(f"`beta` cannot be zero (got {beta}); " "use `_gmw.morsewave`, which supports it") if norm is not None and norm not in ('bandpass', 'energy'): raise ValueError(f"`norm` must be 'energy' or 'bandpass' (got '{norm}')") if order is not None: if (not isinstance(order, (int, float)) or (isinstance(order, float) and not order.is_integer())): raise TypeError("`order` must be integer (got %s)" % str(order)) elif order < 0: raise ValueError("`order` must be >=0 (got %s)" % order) if scale is not None and scale <= 0: raise ValueError(f"`scale` must be positive (got {scale})")
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ssqueezepy
ssqueezepy-master/ssqueezepy/_ssq_cwt.py
# -*- coding: utf-8 -*- import numpy as np from .utils import EPS32, EPS64, pi, p2up, adm_ssq, process_scales from .utils import trigdiff, _process_fs_and_t from .utils import backend as S from .algos import replace_under_abs, phase_cwt_cpu, phase_cwt_gpu from .ssqueezing import ssqueeze, _check_ssqueezing_args from .wavelets import Wavelet from ._cwt import cwt def ssq_cwt(x, wavelet='gmw', scales='log-piecewise', nv=None, fs=None, t=None, ssq_freqs=None, padtype='reflect', squeezing='sum', maprange='peak', difftype='trig', difforder=None, gamma=None, vectorized=True, preserve_transform=None, astensor=True, order=0, nan_checks=None, patience=0, flipud=True, cache_wavelet=None, get_w=False, get_dWx=False): """Synchrosqueezed Continuous Wavelet Transform. Implements the algorithm described in Sec. III of [1]. Uses `wavelet.dtype` precision. # Arguments: x: np.ndarray / torch.Tensor Input vector(s), 1D or 2D. See `help(cwt)`. wavelet: str / tuple[str, dict] / `wavelets.Wavelet` Wavelet sampled in Fourier frequency domain. See `help(cwt)`. scales: str['log', 'linear', 'log:maximal', ...] / np.ndarray CWT scales. See `help(cwt)`. nv: int / None Number of voices (wavelets per octave). Suggested >= 16. fs, t: float, np.ndarray See `help(_cwt.cwt)`. ssq_freqs: str['log', 'linear'] / np.ndarray / None Frequencies to synchrosqueeze CWT scales onto. Scale-frequency mapping is only approximate and wavelet-dependent. If None, will infer from and set to same distribution as `scales`. padtype: str / None Pad scheme to apply on input. See `help(utils.padsignal)`. `None` -> no padding. squeezing: str['sum', 'lebesgue'] / function See `help(ssqueezing.ssqueeze)`. maprange: str['maximal', 'peak', 'energy'] / tuple(float, float) Kind of frequency mapping used, determining the range of frequencies spanned (fm to fM, min to max). - 'maximal': fm=1/dT, fM=1/(2*dt), always. Data's fundamental and Nyquist frequencies, determined from `fs` (or `t`). Other mappings can never span outside this range. - ('peak', 'energy'): sets fm and fM based on center frequency associated with `wavelet` at maximum and minimum scale, respectively. See `help(wavelets.center_frequency)`. - 'peak': the frequency-domain trimmed bell will have its peak at Nyquist, meaning all other frequencies are beneath, so each scale is still correctly resolved but with downscaled energies. With sufficiently-spanned `scales`, coincides with 'maximal'. - 'energy': however, the bell's spectral energy is centered elsewhere, as right-half of bell is partly or entirely trimmed (left-half can be trimmed too). Use for energy-centric mapping, which for sufficiently-spanned `scales` will always have lesser fM (but ~same fM). - tuple: sets `ssq_freqrange` directly. difftype: str['trig', 'phase', 'numeric'] Method by which to differentiate Wx (default='trig') to obtain instantaneous frequencies: w(a,b) = Im( (1/2pi) * (1/Wx(a,b)) * d/db[Wx(a,b)] ) - 'trig': use `dWx`, obtained via trigonometric (frequency-domain interpolant) differentiation (see `cwt`, `phase_cwt`). - 'phase': differentiate by taking forward finite-difference of unwrapped angle of `Wx` (see `phase_cwt`). - 'numeric': first-, second-, or fourth-order (set by `difforder`) numeric differentiation (see `phase_cwt_num`). difforder: int[1, 2, 4] Order of differentiation for difftype='numeric' (default=4). gamma: float / None CWT phase threshold. Sets `w=inf` for small values of `Wx` where phase computation is unstable and inaccurate (like in DFT): w[abs(Wx) < beta] = inf This is used to zero `Wx` where `w=0` in computing `Tx` to ignore contributions from points with indeterminate phase. Default = 10 * (machine epsilon) = 10 * np.finfo(np.float64).eps (or float32) It is recommended to standardize the input, or at least not pass a small-valued input, to avoid false filtering by `gamma`, especially if input obeys a power scaling law (e.g. `~1/f` with EEG/MEG, and similar with audio). # TODO warn user if `x.max()` is small? vectorized: bool (default True) Whether to vectorize CWT, i.e. compute quantities for all scales at once, which is faster but uses more memory. preserve_transform: bool (default None) / None Whether to return `Wx` as directly output from `cwt` (it might be altered by `ssqueeze` or `phase_transform`). Uses more memory per storing extra copy of `Wx`. - Defaults to True if `'SSQ_GPU' == '0'`, else False. astensor: bool (default True) If `'SSQ_GPU' == '1'`, whether to return arrays as on-GPU tensors or move them back to CPU & convert to Numpy arrays. order: int (default 0) / tuple[int] `order > 0` computes ssq of `cwt` taken with higher-order GMWs. If tuple, computes ssq of average of `cwt`s taken at each specified order. See `help(_cwt.cwt_higher_order)`. nan_checks: bool / None Checks whether input has `nan` or `inf` values, and zeros them. `False` saves compute. Doesn't support torch inputs. Defaults to `True` for NumPy inputs, else `False`. patience: int / tuple[int, int] pyFFTW parameter for faster FFT on CPU; see `help(ssqueezepy.FFT)`. flipud: bool (default True) See `help(ssqueeze)`. cache_wavelet: bool (default None) / None See `help(cwt)`. get_w, get_dWx: bool (default False) `get_w`: True: will compute phase transform separately, assign it to array `w` and return it. False: will compute synchrosqueezing directly from `Wx` and `dWx` without assigning to intermediate array, which is faster (by 20-30%) and takes less memory. `get_dWx`: True: will return dWx False: discards dWx after computing `w` or synchrosqueezing. `get_dWx=True` with `get_w=True` uses most memory. These options do not affect `Tx`. # Returns: Tx: np.ndarray [nf x n] Synchrosqueezed CWT of `x`. (rows=~frequencies, cols=timeshifts) (nf = len(ssq_freqs); n = len(x)) `nf = na` by default, where `na = len(scales)`. Wx: np.ndarray [na x n] Continuous Wavelet Transform of `x`, L1-normed (see `cwt`). ssq_freqs: np.ndarray [nf] Frequencies associated with rows of `Tx`. scales: np.ndarray [na] Scales associated with rows of `Wx`. w: np.ndarray [na x n] (if `get_w=True`) Phase transform for each element of `Wx`. dWx: [na x n] np.ndarray (if `get_dWx=True`) See `help(_cwt.cwt)`. # References: 1. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 2. A Nonlinear squeezing of the CWT Based on Auditory Nerve Models. I. Daubechies, S. Maes. https://services.math.duke.edu/%7Eingrid/publications/DM96.pdf 3. Synchrosqueezed Wavelet Transforms: a Tool for Empirical Mode Decomposition. I. Daubechies, J. Lu, H.T. Wu. https://arxiv.org/pdf/0912.2437.pdf 4. Synchrosqueezing-based Recovery of Instantaneous Frequency from Nonuniform Samples. G. Thakur and H.-T. Wu. https://arxiv.org/abs/1006.2533 5. Synchrosqueezing Toolbox, (C) 2014--present. E. Brevdo, G. Thakur. https://github.com/ebrevdo/synchrosqueezing/blob/master/synchrosqueezing/ synsq_cwt_fw.m """ def _process_args(x, scales, fs, t, nv, difftype, difforder, squeezing, maprange, wavelet, get_w): if x.ndim == 2 and get_w: raise NotImplementedError("`get_w=True` unsupported with batched " "input.") difforder = _check_ssqueezing_args(squeezing, maprange, wavelet, difftype, difforder, get_w, transform='cwt') if nv is None and not isinstance(scales, np.ndarray): nv = 32 N = x.shape[-1] dt, fs, t = _process_fs_and_t(fs, t, N) return N, dt, fs, difforder, nv def _phase_transform(Wx, dWx, N, dt, gamma, difftype, difforder): if difftype == 'trig': # calculate instantaneous frequency directly from the # frequency-domain derivative w = phase_cwt(Wx, dWx, difftype, gamma) elif difftype == 'phase': # !!! bad; yields negatives, and forcing abs(w) doesn't help # calculate inst. freq. from unwrapped phase of CWT w = phase_cwt(Wx, None, difftype, gamma) elif difftype == 'numeric': # !!! tested to be very inaccurate for small scales # calculate derivative numerically _, n1, _ = p2up(N) Wx = Wx[:, (n1 - 4):(n1 + N + 4)] w = phase_cwt_num(Wx, dt, difforder, gamma) return Wx, w N, dt, fs, difforder, nv = _process_args(x, scales, fs, t, nv, difftype, difforder, squeezing, maprange, wavelet, get_w) wavelet = Wavelet._init_if_not_isinstance(wavelet, N=N) # CWT with higher-order GMWs if isinstance(order, (tuple, list, range)) or order > 0: # keep padding for `trigdiff` kw = dict(wavelet=wavelet, scales=scales, fs=fs, nv=nv, l1_norm=True, derivative=False, padtype=padtype, rpadded=True, vectorized=vectorized, astensor=True, cache_wavelet=cache_wavelet, nan_checks=nan_checks) _, n1, _ = p2up(N) average = isinstance(order, (tuple, list, range)) Wx, scales = cwt(x, order=order, average=average, **kw) dWx = trigdiff(Wx, fs, rpadded=True, N=N, n1=n1) Wx = Wx[:, n1:n1 + N] if S.is_tensor(Wx): Wx = Wx.contiguous() scales, cwt_scaletype, *_ = process_scales(scales, N, wavelet, nv=nv, get_params=True) # regular CWT if order == 0: # l1_norm=True to spare a multiplication; for SSQ_CWT L1 & L2 are exactly # same anyway since we're inverting CWT over time-frequency plane rpadded = (difftype == 'numeric') Wx, scales, dWx = cwt(x, wavelet, scales=scales, fs=fs, nv=nv, l1_norm=True, derivative=True, padtype=padtype, rpadded=rpadded, vectorized=vectorized, astensor=True, patience=patience, cache_wavelet=cache_wavelet, nan_checks=nan_checks) # make copy of `Wx` if specified if preserve_transform is None: preserve_transform = not S.is_tensor(Wx) if preserve_transform: _Wx = (Wx.copy() if not S.is_tensor(Wx) else Wx.detach().clone()) else: _Wx = Wx # gamma if gamma is None: gamma = 10 * (EPS64 if S.is_dtype(Wx, 'complex128') else EPS32) # compute `w` if `get_w` and free `dWx` from memory if `not get_dWx` if get_w: _Wx, w = _phase_transform(_Wx, dWx, N, dt, gamma, difftype, difforder) _dWx = None # don't use in `ssqueeze` if not get_dWx: dWx = None else: w = None _dWx = dWx # default to same scheme used by `scales` if ssq_freqs is None: ssq_freqs = cwt_scaletype # affects `maprange` computation if non-tuple was_padded = bool(padtype is not None) # synchrosqueeze Tx, ssq_freqs = ssqueeze(_Wx, w, ssq_freqs, scales, fs=fs, squeezing=squeezing, maprange=maprange, wavelet=wavelet, gamma=gamma, was_padded=was_padded, flipud=flipud, dWx=_dWx, transform='cwt') # postprocessing & return if difftype == 'numeric': Wx = Wx[:, 4:-4] Tx = Tx[:, 4:-4] w = w[:, 4:-4] if w is not None else None if not astensor and S.is_tensor(Tx): Tx, Wx, w, dWx, scales, ssq_freqs = [ g.cpu().numpy() if S.is_tensor(g) else g for g in (Tx, Wx, w, dWx, scales, ssq_freqs)] scales = scales.squeeze() if get_w and get_dWx: return Tx, Wx, ssq_freqs, scales, w, dWx elif get_w: return Tx, Wx, ssq_freqs, scales, w elif get_dWx: return Tx, Wx, ssq_freqs, scales, dWx else: return Tx, Wx, ssq_freqs, scales def issq_cwt(Tx, wavelet='gmw', cc=None, cw=None): """Inverse synchrosqueezing transform of `Tx` with associated frequencies in `fs` and curve bands in time-frequency plane specified by `Cs` and `freqband`. This implements Eq. 15 of [1]. # Arguments: Tx: np.ndarray Synchrosqueezed CWT of `x` (see `ssq_cwt`). (rows=~frequencies, cols=timeshifts) wavelet: str / tuple[str, dict] / `wavelets.Wavelet` Wavelet that was used to compute Tx, sampled in Fourier frequency domain. - str: name of builtin wavelet. `ssqueezepy.wavs()` - tuple[str, dict]: name of builtin wavelet and its configs. E.g. `('morlet', {'mu': 5})`. - `wavelets.Wavelet` instance. Can use for custom wavelet. cc, cw: np.ndarray / None Curve centerpoints, and curve (vertical) widths (bandwidths), together defining the portion of Tx to invert over to extract K "components" per Modulation Model: x_k(t) = A_k(t) cos(phi_k(t)) + res; k=0,...,K-1 where K=len(c)==len(cw), and `res` is residual error (inversion over portion leftover/uncovered by cc, cw). None = full inversion. # Returns: x: np.ndarray [K x Tx.shape[1]] Components of reconstructed signal, and residual error. If cb & cw are None, x.shape == (Tx.shape[1],). See `cb, cw`. # Example: Tx, *_ = ssq_cwt(x, 'gmw') # synchrosqueezed CWT x = issq_cwt(Tx, 'gmw') # reconstruction # References: 1. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 2. A Nonlinear squeezing of the CWT Based on Auditory Nerve Models. I. Daubechies, S. Maes. https://services.math.duke.edu/%7Eingrid/publications/DM96.pdf 3. Wavelet Tour of Signal Processing, 3rd ed. S. Mallat. https://www.di.ens.fr/~mallat/papiers/WaveletTourChap1-2-3.pdf 4. Synchrosqueezing Toolbox, (C) 2014--present. E. Brevdo, G. Thakur. https://github.com/ebrevdo/synchrosqueezing/blob/master/synchrosqueezing/ synsq_cwt_iw.m """ cc, cw, full_inverse = _process_component_inversion_args(cc, cw) if full_inverse: # Integration over all frequencies recovers original signal x = Tx.real.sum(axis=0) else: x = _invert_components(Tx, cc, cw) wavelet = Wavelet._init_if_not_isinstance(wavelet) Css = adm_ssq(wavelet) # admissibility coefficient # *2 per analytic wavelet & taking real part; Theorem 4.5 [2] x *= (2 / Css) return x def _invert_components(Tx, cc, cw): # Invert Tx around curve masks in the time-frequency plane to recover # individual components; last one is the remaining signal x = np.zeros((cc.shape[1] + 1, cc.shape[0])) TxRemainder = Tx.copy() for n in range(cc.shape[1]): TxMask = np.zeros(Tx.shape, dtype='complex128') upper_cc = np.clip(cc[:, n] + cw[:, n], 0, len(Tx)) lower_cc = np.clip(cc[:, n] - cw[:, n], 0, len(Tx)) # cc==-1 denotes no curve at that time, # removing such points from inversion upper_cc[np.where(cc[:, n] == -1)] = 0 lower_cc[np.where(cc[:, n] == -1)] = 1 for m in range(Tx.shape[1]): idxs = slice(lower_cc[m], upper_cc[m] + 1) TxMask[idxs, m] = Tx[idxs, m] TxRemainder[idxs, m] = 0 x[n] = TxMask.real.sum(axis=0).T x[n + 1] = TxRemainder.real.sum(axis=0).T return x def _process_component_inversion_args(cc, cw): if (cc is None) and (cw is None): full_inverse = True else: full_inverse = False if cc.ndim == 1: cc = cc.reshape(-1, 1) if cw.ndim == 1: cw = cw.reshape(-1, 1) cc = cc.astype('int32') cw = cw.astype('int32') return cc, cw, full_inverse def phase_cwt(Wx, dWx, difftype='trig', gamma=None, parallel=None): """Calculate the phase transform at each (scale, time) pair: w[a, b] = Im((1/2pi) * d/db (Wx[a,b]) / Wx[a,b]) See above Eq 20.3 in [1], or Eq 13 in [2]. # Arguments: Wx: np.ndarray CWT of `x` (see `help(cwt)`). dWx: np.ndarray. Time-derivative of `Wx`, computed via frequency-domain differentiation (effectively, derivative of trigonometric interpolation; see [4]). difftype: str['trig', 'phase'] Method by which to differentiate Wx (default='trig') to obtain instantaneous frequencies: w(a,b) = Im( (1/2pi) * (1/Wx(a,b)) * d/db[Wx(a,b)] ) - 'trig': using `dWx, the time-derivative of the CWT of `x`, computed via frequency-domain differentiation (effectively, derivative of trigonometric interpolation; see [4]). Implements as described in Sec IIIB of [2]. - 'phase': differentiate by taking forward finite-difference of unwrapped angle of `Wx`. Does not support GPU or multi-threaded CPU execution. gamma: float / None See `help(ssqueezepy.ssq_cwt)`. parallel: bool (default `ssqueezepy.IS_PARALLEL()`) Whether to use multiple CPU threads (ignored if input is tensor). # Returns: w: np.ndarray Phase transform for each element of `Wx`. w.shape == Wx.shape. # References: 1. A Nonlinear squeezing of the CWT Based on Auditory Nerve Models. I. Daubechies, S. Maes. https://services.math.duke.edu/%7Eingrid/publications/DM96.pdf 2. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 3. Synchrosqueezed Wavelet Transforms: a Tool for Empirical Mode Decomposition. I. Daubechies, J. Lu, H.T. Wu. https://arxiv.org/pdf/0912.2437.pdf 4. The Exponential Accuracy of Fourier and Chebyshev Differencing Methods. E. Tadmor. http://webhome.auburn.edu/~jzl0097/teaching/math_8970/Tadmor_86.pdf 5. Synchrosqueezing Toolbox, (C) 2014--present. E. Brevdo, G. Thakur. https://github.com/ebrevdo/synchrosqueezing/blob/master/synchrosqueezing/ phase_cwt.m """ def _process_input(Wx, parallel, gamma): S.warn_if_tensor_and_par(Wx, parallel) gpu = S.is_tensor(Wx) if difftype != 'trig': if gpu: raise ValueError("`difftype != 'trig'` unsupported with tensor " "inputs.") elif parallel: raise ValueError("`difftype != 'trig'` unsupported with " "`parallel`.") if gamma is None: gamma = np.sqrt(EPS64 if S.is_dtype(Wx, 'complex128') else EPS32) return gamma, gpu gamma, gpu = _process_input(Wx, parallel, gamma) if difftype == 'trig': if gpu: w = phase_cwt_gpu(Wx, dWx, gamma) else: w = phase_cwt_cpu(Wx, dWx, gamma, parallel) elif difftype == 'phase': # TODO gives bad results; shouldn't we divide by Wx? u = np.unwrap(np.angle(Wx)).T w = np.vstack([np.diff(u, axis=0), u[-1] - u[0]]).T / (2*pi) np.abs(w, out=w) replace_under_abs(w, ref=Wx, value=gamma, replacement=np.inf) else: raise ValueError(f"unsupported `difftype` '{difftype}'; must be one of " "'trig', 'phase'.") return w def phase_cwt_num(Wx, dt, difforder=4, gamma=None): """Calculate the phase transform at each (scale, time) pair: w[a, b] = Im((1/2pi) * d/db (Wx[a,b]) / Wx[a,b]) Uses numeric differentiation (1st, 2nd, or 4th order). See above Eq 20.3 in [1], or Eq 13 in [2]. # Arguments: Wx: np.ndarray CWT of `x` (see `cwt`). dt: float Sampling period (e.g. t[1] - t[0]). difforder: int[1, 2, 4] Order of differentiation (default=4). gamma: float See `help(ssqueezepy.ssq_cwt)`. # Returns: w: np.ndarray Phase transform via demodulated FM-estimates. w.shape == Wx.shape. # References: 1. A Nonlinear squeezing of the CWT Based on Auditory Nerve Models. I. Daubechies, S. Maes. https://services.math.duke.edu/%7Eingrid/publications/DM96.pdf 2. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 3. Synchrosqueezing Toolbox, (C) 2014--present. E. Brevdo, G. Thakur. https://github.com/ebrevdo/synchrosqueezing/blob/master/synchrosqueezing/ phase_cwt_num.m """ # unreliable; bad results on high freq pure tones def _differentiate(Wx, dt): if difforder in (2, 4): # append for differentiating Wxr = np.hstack([Wx[:, -2:], Wx, Wx[:, :2]]) if difforder == 1: w = np.hstack([Wx[:, 1:] - Wx[:, :-1], Wx[:, :1] - Wx[:, -1:]]) w /= dt elif difforder == 2: # calculate 2nd-order forward difference w = -Wxr[:, 4:] + 4 * Wxr[:, 3:-1] - 3 * Wxr[:, 2:-2] w /= (2 * dt) elif difforder == 4: # calculate 4th-order central difference w = -Wxr[:, 4:] w += Wxr[:, 3:-1] * 8 w -= Wxr[:, 1:-3] * 8 w += Wxr[:, 0:-4] w /= (12 * dt) return w if difforder not in (1, 2, 4): raise ValueError("`difforder` must be one of: 1, 2, 4 " "(got %s)" % difforder) w = _differentiate(Wx, dt) # calculate inst. freq for each scale # 2*pi norm per discretized inverse FT rather than inverse DFT w = np.real(-1j * w / Wx) / (2*pi) # epsilon from Daubechies, H-T Wu, et al. # gamma from Brevdo, H-T Wu, et al. gamma = gamma or 10 * (EPS64 if Wx.dtype == np.cfloat else EPS32) w[np.abs(Wx) < gamma] = np.inf # see `phase_cwt`, though negatives may no longer be in minority w = np.abs(w) return w
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ssqueezepy-master/ssqueezepy/wavelets.py
# -*- coding: utf-8 -*- import numpy as np import gc from numba import jit from types import FunctionType from scipy import integrate from .algos import find_maximum from .configs import gdefaults, USE_GPU, IS_PARALLEL from .utils import backend as S from .utils.fft_utils import ifft, fftshift, ifftshift from .utils.backend import torch, Q, atleast_1d class Wavelet(): """Central wavelet class. `__call__` computes Fourier frequency-domain wavelet, `psih`, `.psifn` computes time-domain wavelet, `psi`. `Wavelet.SUPPORTED` for names of built-in wavelets passable to `__init__()`; `Wavelet.VISUALS` for names of visualizations passable to `viz()`. `viz()` to run visuals, `info()` to print relevant wavelet info. # Arguments: wavelet: str / tuple[str, dict] /FunctionType Name of supported wavelet (must be one of `Wavelet.SUPPORTED`) or custom function. Or tuple, name of wavelet and its configs, e.g. `('morlet', {'mu': 5})`. N: int Default length of wavelet. dtype: str / type (np.dtype) / None dtype at which wavelets are generated; can't change after __init__. Must be one of `Wavelet.DTYPES`. If None, uses value from `configs.ini`, global (if set) or wavelet-specific. 'float32' is unsupported for GMW's `norm='energy'` and will be overridden by 'float64' (with a warning if it was passed to __init__). # Example: wavelet = Wavelet(('morlet', {'mu': 7}), N=1024) plt.plot(wavelet(scale=8)) """ SUPPORTED = {'gmw', 'morlet', 'bump', 'cmhat', 'hhhat'} VISUALS = {'time-frequency', 'heatmap', 'waveforms', 'filterbank', 'harea', 'std_t', 'std_w', 'anim:time-frequency'} DTYPES = {'float32', 'float64'} # TODO ensure everything is accounted # Attributes whose data is stored on GPU (if env flag 'SSQ_GPU' == '1') ON_GPU = {'xi', '_Psih', '_Psih_scale'} # Time-frequency attributes TF_PROPS = {'wc', 'wc_ct', 'scalec_ct', 'std_t', 'std_w', 'std_t_d', 'std_w_d'} def __init__(self, wavelet='gmw', N=1024, dtype=None): self._dtype = self._process_dtype(dtype, as_str=True ) if dtype is not None else None self._validate_and_set_wavelet(wavelet) self.N = N # also sets _xi #### Main methods / properties ########################################### def __call__(self, w=None, *, scale=None, N=None, nohalf=True, imag_th=1e-8): """wavelet(w) if called with positional argument, w = float or array, else wavelet(scale * xi), where `xi` is recomputed if `N` is not None. `nohalf=False` (default=True) halves the Nyquist bin for even-length psih to ensure proper time-domain wavelet decay and analyticity: https://github.com/jonathanlilly/jLab/issues/13 If evaluated wavelet's imaginary component is less than `imag_th`*(sum of real), will drop it; set to None to disable. """ if w is not None: psih = self.fn(S.asarray(w, self.dtype)) else: psih = self.fn(self.xifn(scale, N)) if not nohalf: psih = self._halve_nyquist(psih) if (S.is_dtype(psih, ('complex64', 'complex128')) and (imag_th is not None) and (psih.imag.sum() / psih.real.sum() < imag_th)): psih = psih.real return psih @staticmethod def _halve_nyquist(psih): """https://github.com/jonathanlilly/jLab/issues/13""" N = len(psih) if psih.ndim == 1 else psih.shape[1] if N % 2 == 0: if psih.ndim == 1: psih[N//2] /= 2 else: psih[:, N//2] /= 2 return psih def psifn(self, w=None, *, scale=None, N=None): """Compute time-domain wavelet; simply `ifft(psih)` with appropriate extra steps. """ psih = self(w, scale=scale, N=N, nohalf=False) if psih.ndim in (1, 2): pn = (-1)**S.arange(psih.shape[-1], dtype=self.dtype) else: raise ValueError("`psih` must yield to 1D or 2D (got %s)" % psih.ndim) # * pn = freq-domain spectral reversal to center time-domain wavelet psi = ifft(psih * pn, axis=-1) return psi def xifn(self, scale=None, N=None): """Computes `xi`, radian frequencies at which `wavelet` is sampled, as fraction of sampling frequency: 0 to pi & -pi to 0, scaled by `scale` - or more precisely: N=128: [0, 1, 2, ..., 64, -63, -62, ..., -1] * (2*pi / N) * scale N=129: [0, 1, 2, ..., 64, -64, -63, ..., -1] * (2*pi / N) * scale """ if isinstance(scale, (np.ndarray, torch.Tensor)) and len(scale) > 1: if scale.squeeze().ndim > 1: raise ValueError("2D `scale` unsupported") elif scale.ndim == 1: scale = scale.reshape(-1, 1) # add dim for proper broadcast elif scale is None: scale = 1. scale = S.asarray(scale, dtype=self.dtype) if N is None: xi = scale * self.xi else: xi = scale * S.asarray(_xifn(scale=1., N=N, dtype=getattr(np, self.dtype))) return xi def Psih(self, scale=None, N=None, nohalf=True): """Return pre-computed `psih` at scale(s) `scale` of length `N` if same `scale` & `N` were passed previously, else compute anew. `dtype` will override `self.dtype` if not None. If both `scale` & `N` are None, will return previously computed `Psih`. """ pN = getattr(self, '_Psih_N', S.array([-1])) ps = getattr(self, '_Psih_scale', S.array([-1])) N_is_None = N is None N = N or self.N if ((scale is None and N_is_None) or (N == pN and (len(scale) == len(ps) and S.allclose(scale, ps)))): return self._Psih # first empty existing to free memory if getattr(self, '_Psih', None) is not None: self._Psih = None gc.collect() self._Psih = self(scale=scale, N=N, nohalf=nohalf) self._Psih_N = N self._Psih_scale = scale return self._Psih @property def N(self): """Default value used when `N` is not passed to a `Wavelet` method.""" return self._N @N.setter def N(self, value): """Ensure `xi` always matches `N`.""" self._N = value self._xi = S.asarray(_xifn(scale=1, N=value, dtype=getattr(np, self.dtype))) @property def xi(self): """`xi` computed at `scale=1` and `N=self.N`. See `help(Wavelet.xifn)`.""" return self._xi @property def dtype(self): """dtype at which psih and psi are generated; can't change post-init.""" return self._dtype #### Properties ########################################################## @property def name(self): """Name of underlying freq-domain function, processed by `wavelets._fn_to_name`. """ return _fn_to_name(self.fn) @property def config_str(self): """`self.config` formatted into a nice string.""" if self.config: cfg = "" for k, v in self.config.items(): if k in ('norm', 'centered_scale', 'dtype'): # too long, no real need continue elif k == 'order' and v == 0: # no need to include base wavelet's order continue elif isinstance(v, float) and v.is_integer(): v = int(v) cfg += "{}={}, ".format(k, v) cfg = cfg.rstrip(', ') else: cfg = "Default configs" return cfg @property def wc(self): """Energy center frequency at scale=scalec_ct [(radians*cycles)/samples] Ideally we'd compute at `scale=1`, but that's trouble for 'energy' center frequency; see `help(wavelets.center_frequency)`. Away from scale extrema, 'energy' and 'peak' are same for bell-like |wavelet(w)|^2. Reported as "dimensional" in `info()` since it's tied to same `scale` used for computing `std_t_d` & `std_t_w` """ if getattr(self, '_wc', None) is None: self._wc = center_frequency(self, scale=self.scalec_ct, N=self.N, kind='energy') return self._wc @property def wc_ct(self): """'True' radian peak center frequency, i.e. `w` which maximizes the underlying continuous-time function. Can be used to find `scale` that centers the wavelet anywhere from 0 to pi in discrete space. Reported as "nondimensional" in `info()` since it's scale-decoupled. """ if getattr(self, '_wc_ct', None) is None: self._wc_ct = center_frequency(self, kind='peak-ct', N=self.N) return self._wc_ct @property def scalec_ct(self): """'Center scale' in sense of `wc_ct`, making wavelet peak at pi/4. See `help(Wavelet.wc_ct)`. """ if getattr(self, '_scalec_ct', None) is None: self._scalec_ct = (4/pi) * self.wc_ct return self._scalec_ct @property def std_t(self): """Non-dimensional time resolution""" if getattr(self, '_std_t', None) is None: # scale=10 arbitrarily chosen to yield good compute-accurary self._std_t = time_resolution(self, scale=self.scalec_ct, N=self.N, nondim=True) return self._std_t @property def std_w(self): """Non-dimensional frequency resolution (radian)""" if getattr(self, '_std_w', None) is None: self._std_w = freq_resolution(self, scale=self.scalec_ct, N=self.N, nondim=True) return self._std_w @property def std_f(self): """Non-dimensional frequency resolution (cyclic)""" return self.std_w / (2*pi) @property def harea(self): """Heisenberg area: std_t * std_w >= 0.5""" return self.std_t * self.std_w @property def std_t_d(self): """Dimensional time resolution [samples/(cycles*radians)]""" if getattr(self, '_std_t_d', None) is None: self._std_t_d = time_resolution(self, scale=self.scalec_ct, N=self.N, nondim=False) return self._std_t_d @property def std_w_d(self): """Dimensional frequency resolution [(cycles*radians)/samples]""" if getattr(self, '_std_w_d', None) is None: self._std_w_d = freq_resolution(self, scale=self.scalec_ct, N=self.N, nondim=False) return self._std_w_d @property def std_f_d(self): """Dimensional frequency resolution [cycles/samples]""" return self.std_w_d / (2*pi) #### Misc ################################################################ def info(self, nondim=True, reset=False): """Prints time & frequency resolution quantities. Refer to pertinent methods' docstrings on how each quantity is computed, and to tests/props_test.py on various dependences (e.g. `std_t` on `N`). If `reset`, will recompute all quantities (can be used with e.g. new `N`). See `help(Wavelet.x)`, x: `std_t, std_w, wc, wc_ct, scalec_ct`. Detailed overview: https://dsp.stackexchange.com/q/72042/50076 """ if reset: self.reset_properties() if nondim: cfg = self.config_str dim_t = dim_w = "non-dimensional" std_t, std_w = self.std_t, self.std_w wc_txt = "wc_ct, (cycles*radians)" wc = self.wc_ct else: cfg = self.config_str + " -- scale=%.2f" % self.scalec_ct dim_t = "samples/(cycles*radians)" dim_w = "(cycles*radians)/samples" std_t, std_w = self.std_t_d, self.std_w_d wc_txt = "wc, (cycles*radians)/samples; %.2f" % self.scalec_ct wc = self.wc harea = std_t * std_w print(("{} wavelet\n" "\t{}\n" "\tCenter frequency: {:<10.6f} [{}]\n" "\tTime resolution: {:<10.6f} [std_t, {}]\n" "\tFreq resolution: {:<10.6f} [std_w, {}]\n" "\tHeisenberg area: {:.12f}" ).format(self.name, cfg, wc, wc_txt, std_t, dim_t, std_w, dim_w, harea)) def reset_properties(self): """Reset time-frequency properties (`Wavelet.TF_PROPS`), i.e. recompute for current `self.N`. """ for name in self.TF_PROPS: setattr(self, f'_{name}', None) getattr(self, name) # trigger recomputation def viz(self, name='overview', **kw): """`Wavelet.VISUALS` for list of supported `name`s.""" if name == 'overview': for name in ('heatmap', 'harea', 'filterbank', 'time-frequency'): kw['N'] = kw.get('N', self.N) self._viz(name, **kw) elif name not in Wavelet.VISUALS: raise ValueError(f"visual '{name}' not supported; must be one of: " + ', '.join(Wavelet.VISUALS)) else: self._viz(name, **kw) def _viz(self, name, **kw): kw['wavelet'] = kw.get('wavelet', self) kw['N'] = kw.get('N', self.N) { 'heatmap': visuals.wavelet_heatmap, 'waveforms': visuals.wavelet_waveforms, 'filterbank': visuals.wavelet_filterbank, 'harea': visuals.sweep_harea, 'std_t': visuals.sweep_std_t, 'std_w': visuals.sweep_std_w, 'time-frequency': visuals.wavelet_tf, 'anim:time-frequency': visuals.wavelet_tf_anim, }[name](**kw) def _desc(self, N=None, scale=None, show_N=True): """Nicely-formatted parameter summary, used in other methods""" if self.config_str != "Default configs": ptxt = self.config_str.rstrip(', ') + ', ' else: ptxt = "" N = N or self.N if scale is None: title = "{} wavelet | {}N={}".format(self.name, ptxt, N) else: title = "{} wavelet | {}scale={:.2f}, N={}".format( self.name, ptxt, scale, N) if not show_N: title = title[:title.find(f"N={N}")].rstrip(', ') return title @classmethod def _process_dtype(self, dtype, as_str=None): """Ensures `dtype` is supported, and converts per `as_str` (if True, numpy/torch -> str, else vice versa; if None, returns as-is). """ if isinstance(dtype, str): assert_is_one_of(dtype, 'dtype', Wavelet.DTYPES) if not as_str: return getattr(Q, dtype) elif not isinstance(dtype, (type, np.dtype, torch.dtype)): raise TypeError("`dtype` must be string or type (np./torch.dtype) " "(got %s)" % dtype) return dtype if not as_str else str(dtype).split('.')[-1] #### Init ################################################################ @classmethod def _init_if_not_isinstance(self, wavelet, **kw): """Circumvents type change from IPython's super-/auto-reload, but first checks with usual isinstance.""" if isinstance_by_name(wavelet, Wavelet): return wavelet return Wavelet(wavelet, **kw) def _validate_and_set_wavelet(self, wavelet): def process_dtype(wavopts, user_passed_float32): """Handles GMW's `norm='energy'` w/ dtype='float32'.""" if wavopts.get('norm', 'bandpass') == 'energy': if user_passed_float32: WARN("`norm='energy'` w/ `dtype='float32'` is unsupported; " "will use 'float64' instead.") wavopts['dtype'] = 'float64' self._dtype = 'float64' elif self.dtype is not None: wavopts['dtype'] = self.dtype def set_dtype_from_out(): # 32 will promote to 64 if other params are 64 out_dtype = self.fn(S.asarray([1.], dtype='float32')).dtype if any(tp in str(out_dtype) for tp in ('complex64', 'complex128')): # 'bump' wavelet case out_dtype = ('float32' if 'complex64' in str(out_dtype) else 'float64') self._dtype = self._process_dtype(out_dtype, as_str=True) if isinstance(wavelet, FunctionType): self.fn = wavelet set_dtype_from_out() self.config = {} return errmsg = ("`wavelet` must be one of: (1) string name of supported " "wavelet; (2) tuple of (1) and dict of wavelet parameters " "(e.g. {'mu': 5}); (3) custom function taking `scale * xi` " "as input. (got: %s)" % str(wavelet)) if not isinstance(wavelet, (tuple, str)): raise TypeError(errmsg) elif isinstance(wavelet, tuple): if not (len(wavelet) == 2 and isinstance(wavelet[1], dict)): raise TypeError(errmsg) wavelet, wavopts = wavelet elif isinstance(wavelet, str): wavopts = {} user_passed_float32 = any('float32' in str(t) for t in (self.dtype, wavopts.get('dtype', 0))) if isinstance(wavelet, str): wavelet = wavelet.lower() module = 'wavelets' if wavelet != 'gmw' else '_gmw' wavopts = gdefaults(f"{module}.{wavelet}", get_all=True, as_dict=True, default_order=True, **wavopts) process_dtype(wavopts, user_passed_float32) assert_is_one_of(wavelet, 'wavelet', Wavelet.SUPPORTED) self.fn = { 'gmw': gmw, 'morlet': morlet, 'bump': bump, 'cmhat': cmhat, 'hhhat': hhhat, }[wavelet](**wavopts) if self.dtype is None: set_dtype_from_out() self.config = wavopts @jit(nopython=True, cache=True) def _xifn(scale, N, dtype=np.float64): """N=128: [0, 1, 2, ..., 64, -63, -62, ..., -1] * (2*pi / N) * scale N=129: [0, 1, 2, ..., 64, -64, -63, ..., -1] * (2*pi / N) * scale """ xi = np.zeros(N, dtype=dtype) h = scale * (2 * pi) / N for i in range(N // 2 + 1): xi[i] = i * h for i in range(N // 2 + 1, N): xi[i] = (i - N) * h return xi def _process_params_dtype(*params, dtype, auto_gpu=True): if dtype is None: dtype = S.asarray(params[0]).dtype if auto_gpu: dtype = Wavelet._process_dtype(dtype, as_str=True) params = [S.astype(S.asarray(p), dtype) for p in params] else: dtype = Wavelet._process_dtype(dtype, as_str=True) params = [np.asarray(p).astype(dtype) for p in params] return params if len(params) > 1 else params[0] #### Wavelet functions ###################################################### def morlet(mu=None, dtype=None): """Higher `mu` -> greater frequency, lesser time resolution. Recommended range: 4 to 16. For `mu > 6` the wavelet is almsot exactly Gaussian for most scales, providing maximum joint resolution. `mu=13.4` matches Generalized Morse Wavelets' `(beta, gamma) = (3, 60)`. For full correspondence see `help(_gmw.gmw)`. https://en.wikipedia.org/wiki/Morlet_wavelet#Definition https://www.desmos.com/calculator/0nslu0qivv """ mu, dtype = gdefaults('wavelets.morlet', mu=mu, dtype=dtype) cs = (1 + np.exp(-mu**2) - 2 * np.exp(-3/4 * mu**2)) ** (-.5) ks = np.exp(-.5 * mu**2) mu, cs, ks = _process_params_dtype(mu, cs, ks, dtype=dtype) # all other consts go to `C`; needed for numba.jit to not type promote to # float64 due to Python floats (e.g. `2.`) C = S.asarray([-.5, np.sqrt(2) * cs * pi**.25], dtype=dtype) fn = _morlet_gpu if USE_GPU() else (_morlet_par if IS_PARALLEL() else _morlet) return lambda w: fn(atleast_1d(w, dtype), mu, ks, C) @jit(nopython=True, cache=True) def _morlet(w, mu, ks, C): return C[1]* (np.exp(C[0] * (w - mu)**2) - ks * np.exp(C[0] * w**2)) @jit(nopython=True, cache=True, parallel=True) def _morlet_par(w, mu, ks, C): return C[1]* (np.exp(C[0] * (w - mu)**2) - ks * np.exp(C[0] * w**2)) def _morlet_gpu(w, mu, ks, C): return C[1] * (torch.exp(C[0] * (w - mu)**2) - ks * torch.exp(C[0] * w**2)) def bump(mu=None, s=None, om=None, dtype=None): """Bump wavelet. https://www.mathworks.com/help/wavelet/gs/choose-a-wavelet.html """ mu, s, om, dtype = gdefaults('wavelets.bump', mu=mu, s=s, om=om, dtype=dtype) if 'float' in dtype: dtype = 'complex' + str(2 * int(dtype.strip('float'))) mu, s, om = [S.asarray(g, dtype) for g in (mu, s, om)] C = S.asarray([2 * pi * 1j * om, .443993816053287], dtype=dtype) C0 = S.asarray(.999, dtype='float' + str(int(dtype.strip('complex'))//2)) fn = _bump_gpu if USE_GPU() else (_bump_par if IS_PARALLEL() else _bump) return lambda w: fn(atleast_1d(w, dtype), (atleast_1d(w, dtype) - mu) / s, s, C, C0) @jit(nopython=True, cache=True) def _bump(w, _w, s, C, C0): return np.exp(C[0] * w) / s * ( np.abs(_w) < C0) * np.exp( -1 / (1 - (_w * (np.abs(_w) < C0))**2)) / C[1] @jit(nopython=True, cache=True, parallel=True) def _bump_par(w, _w, s, C, C0): return np.exp(C[0] * w) / s * ( np.abs(_w) < C0) * np.exp( -1 / (1 - (_w * (np.abs(_w) < C0))**2)) / C[1] def _bump_gpu(w, _w, s, C, C0): return torch.exp(C[0] * w) / s * ( torch.abs(_w) < C0) * torch.exp( -1 / (1 - (_w * (torch.abs(_w) < C0))**2)) / C[1] def cmhat(mu=None, s=None, dtype=None): """Complex Mexican Hat wavelet. https://en.wikipedia.org/wiki/Complex_mexican_hat_wavelet """ mu, s, dtype = gdefaults('wavelets.cmhat', mu=mu, s=s, dtype=dtype) mu, s = _process_params_dtype(mu, s, dtype=dtype) C = S.asarray([5/2, 2 * np.sqrt(2/3) * pi**(-1/4)], dtype=dtype) fn = _cmhat_gpu if USE_GPU() else (_cmhat_par if IS_PARALLEL() else _cmhat) return lambda w: fn(atleast_1d(w, dtype) - mu, s, C) @jit(nopython=True, cache=True) def _cmhat(_w, s, C): return C[1] * (s**C[0] * _w**2 * np.exp(-s**2 * _w**2 / 2) * (_w >= 0)) @jit(nopython=True, cache=True, parallel=True) def _cmhat_par(_w, s, C): return C[1] * (s**C[0] * _w**2 * np.exp(-s**2 * _w**2 / 2) * (_w >= 0)) def _cmhat_gpu(_w, s, C): return C[1] * (s**C[0] * _w**2 * torch.exp(-s**2 * _w**2 / 2) * (_w >= 0)) def hhhat(mu=None, dtype=None): """Hilbert analytic function of Hermitian Hat.""" mu, dtype = gdefaults('wavelets.hhhat', mu=mu, dtype=dtype) mu = _process_params_dtype(mu, dtype=dtype) C = S.asarray([-1/2, 2 / np.sqrt(5) * pi**(-1/4)], dtype=dtype) fn = _hhhat_gpu if USE_GPU() else (_hhhat_par if IS_PARALLEL() else _hhhat) return lambda w: fn(atleast_1d(w, dtype) - mu, C) @jit(nopython=True, cache=True) def _hhhat(_w, C): return C[1] * (_w * (1 + _w) * np.exp(C[0] * _w**2)) * (1 + np.sign(_w)) @jit(nopython=True, cache=True, parallel=True) def _hhhat_par(_w, C): return C[1] * (_w * (1 + _w) * np.exp(C[0] * _w**2)) * (1 + np.sign(_w)) def _hhhat_gpu(_w, C): return C[1] * (_w * (1 + _w) * torch.exp(C[0] * _w**2)) * (1 + torch.sign(_w)) #### Wavelet properties ###################################################### def center_frequency(wavelet, scale=None, N=1024, kind='energy', force_int=None, viz=False): """Center frequency (radian) of `wavelet`, either 'energy', 'peak', or 'peak-ct'. Detailed overviews: (1) https://dsp.stackexchange.com/a/76371/50076 (2) https://dsp.stackexchange.com/q/72042/50076 **Note**: implementations of `center_frequency`, `time_resolution`, and `freq_resolution` are discretized approximations of underlying continuous-time parameters. This is a flawed approach (see (1)). - Caution is advised for scales near minimum and maximim (obtained via `cwt_scalebounds(..., preset='maximal')`), where inaccuracies may be significant. - For intermediate scales and sufficiently large N (>=1024), the methods are reliable. May improve in the future # Arguments wavelet: wavelets.Wavelet scale: float / None Scale at which to compute `wc`; ignored if `kind='peak-ct'`. N: int Length of wavelet. kind: str['energy', 'peak', 'peak-ct'] - 'energy': weighted mean of wavelet energy, or energy expectation; Eq 4.52 of [1]: wc_1 = int w |wavelet(w)|^2 dw 0..inf wc_scale = int (scale*w) |wavelet(scale*w)|^2 dw 0..inf = wc_1 / scale - 'peak': value of `w` at which `wavelet` at `scale` peaks (is maximum) in discrete time, i.e. constrained 0 to pi. - 'peak-ct': value of `w` at which `wavelet` peaks (without `scale`, i.e. `scale=1`), i.e. peak location of the continuous-time function. Can be used to find `scale` at which `wavelet` is most well-behaved, e.g. at eighth of sampling frequency (centered between 0 and fs/4). - 'energy' == 'peak' for wavelets exactly even-symmetric about mode (peak location) force_int: bool / None Relevant only if `kind='energy'`, then defaulting to True. Set to False to compute via formula - i.e. first integrate at a "well-behaved" scale, then rescale. For intermediate scales, this won't yield much difference. For extremes, it matches the continuous-time results closer - but this isn't recommended, as it overlooks limitations imposed by discretization (trimmed/undersampled freq-domain bell). viz: bool (default False) Whether to visualize obtained center frequency. **Misc** For very high scales, 'energy' w/ `force_int=True` will match 'peak'; for very low scales, 'energy' will always be less than 'peak'. To convert to Hz: wc [(cycles*radians)/samples] / (2pi [radians]) * fs [samples/second] = fc [cycles/second] See tests/props_test.py for further info. # References 1. Wavelet Tour of Signal Processing, 3rd ed. S. Mallat. https://www.di.ens.fr/~mallat/papiers/WaveletTourChap1-2-3.pdf """ def _viz(wc, params): w, psih, apsih2 = params _w = w[N//2-1:]; _psih = psih[N//2-1:]; _apsih2 = apsih2[N//2-1:] wc = wc if (kind != 'peak-ct') else pi/4 vline = (wc, dict(color='tab:red', linestyle='--')) plot(_w, _psih, show=1, vlines=vline, title="psih(w)+ (frequency-domain wavelet, pos half)") plot(_w, _w * _apsih2, show=1, title="w^2 |psih(w)+|^2 (used to compute wc)") print("wc={}".format(wc)) def _params(wavelet, scale, N): w = S.asarray(aifftshift(_xifn(1, N))) psih = asnumpy(wavelet(S.asarray(scale) * w)) apsih2 = np.abs(psih)**2 w = asnumpy(w) return w, psih, apsih2 def _energy_wc(wavelet, scale, N, force_int): use_formula = not force_int if use_formula: scale_orig = scale wc_ct = _peak_ct_wc(wavelet, N)[0] scale = (4/pi) * wc_ct w, psih, apsih2 = _params(wavelet, scale, N) wc = (integrate.trapz(apsih2 * w) / integrate.trapz(apsih2)) if use_formula: wc *= (scale / scale_orig) return float(wc), (w, psih, apsih2) def _peak_wc(wavelet, scale, N): w, psih, apsih2 = _params(wavelet, scale, N) wc = w[np.argmax(apsih2)] return float(wc), (w, psih, apsih2) def _peak_ct_wc(wavelet, N): wc, _ = find_maximum(wavelet.fn) # need `scale` such that `wavelet` peaks at `scale * xi.max()/4` # thus: `wc = scale * (pi/2)` --> `scale = (4/pi)*wc` scale = S.asarray((4/pi) * wc) w, psih, apsih2 = _params(wavelet, scale, N) return float(wc), (w, psih, apsih2) if force_int and 'peak' in kind: NOTE("`force_int` ignored with 'peak' in `kind`") assert_is_one_of(kind, 'kind', ('energy', 'peak', 'peak-ct')) if kind == 'peak-ct' and scale is not None: NOTE("`scale` ignored with `peak = 'peak-ct'`") if scale is None and kind != 'peak-ct': # see _peak_ct_wc wc, _ = find_maximum(wavelet.fn) scale = (4/pi) * wc wavelet = Wavelet._init_if_not_isinstance(wavelet) if kind == 'energy': force_int = force_int or True wc, params = _energy_wc(wavelet, scale, N, force_int) elif kind == 'peak': wc, params = _peak_wc(wavelet, scale, N) elif kind == 'peak-ct': wc, params = _peak_ct_wc(wavelet, N) if viz: _viz(wc, params) return wc def freq_resolution(wavelet, scale=10, N=1024, nondim=True, force_int=True, viz=False): """Compute wavelet frequency width (std_w) for a given scale and N; larger N -> less discretization error, but same N as in application works best (larger will be "too accurate" and misrepresent true discretized values). `nondim` will divide by peak center frequency and return unitless quantity. Eq 22 in [1], Sec 4.3.2 in [2]. Detailed overview: https://dsp.stackexchange.com/q/72042/50076 See tests/props_test.py for further info. # References 1. Higher-Order Properties of Analytic Wavelets. J. M. Lilly, S. C. Olhede. https://sci-hub.st/10.1109/TSP.2008.2007607 2. Wavelet Tour of Signal Processing, 3rd ed. S. Mallat. https://www.di.ens.fr/~mallat/papiers/WaveletTourChap1-2-3.pdf """ def _viz(): _w = w[N//2-1:]; _psih = psih[N//2-1:]; _apsih2 = apsih2[N//2-1:] plot(_w, _psih, show=1, title="psih(w)+ (frequency-domain wavelet, pos half)") plot(_w, (_w-wce)**2 * _apsih2, show=1, title="(w-wc)^2 |psih(w)+|^2 (used to compute var_w)") print("std_w={}".format(std_w)) if use_formula: NOTE(f"integrated at scale={scale} then used formula; " "see help(freq_resolution) and try force_int=True") wavelet = Wavelet._init_if_not_isinstance(wavelet) # formula criterion not optimal; thresholds will vary by wavelet config use_formula = ((scale < 4 or scale > N / 5) and not force_int) if use_formula: scale_orig = scale scale = (4/pi) * wavelet.wc_ct w = aifftshift(_xifn(1, N)) psih = asnumpy(wavelet(scale * w)) wce = center_frequency(wavelet, scale, force_int=force_int, kind='energy') apsih2 = np.abs(psih)**2 var_w = (integrate.trapz((w - wce)**2 * apsih2, w) / integrate.trapz(apsih2, w)) std_w = np.sqrt(var_w) if use_formula: std_w *= (scale / scale_orig) scale = scale_orig if nondim: wcp = center_frequency(wavelet, scale, kind='peak') std_w /= wcp if viz: _viz() return std_w def time_resolution(wavelet, scale=10, N=1024, min_decay=1e3, max_mult=2, min_mult=2, force_int=True, nondim=True, viz=False): """Compute wavelet time resolution for a given scale and N; larger N -> less discretization error, but same N as in application should suffice. Eq 21 in [1], Sec 4.3.2 in [2]. Detailed overview: https://dsp.stackexchange.com/q/72042/50076 `nondim` will multiply by peak center frequency and return unitless quantity. ______________________________________________________________________________ **Interpretation** Measures time-span of 68% of wavelet's energy (1 stdev for Gauss-shaped |psi(t)|^2). Inversely-proportional with `N`, i.e. same `scale` spans half the fraction of sequence that's twice long. Is actually *half* the span per unilateral (radius) std. std_t ~ scale (T / N) ______________________________________________________________________________ **Implementation details** `t` may be defined from `min_mult` up to `max_mult` times the original span for computing stdev since wavelet may not decay to zero within target frame. For any mult > 1, this is biased if we are convolving by sliding windows of length `N` in CWT, but we're not (see `cwt`); our scheme captures full wavelet characteristics, i.e. as if conv/full decayed length (but only up to mult=2). `min_decay` controls decay criterion of time-wavelet domain in integrating, i.e. ratio of max to endpoints of |psi(t)|^2 must exceed this. Will search up to `max_mult * N`-long `t`. For small `scale` (<~3) results are harder to interpret and defy expected behavior per discretization complications (call with `viz=True`). Workaround via computing at stable scale and calculating via formula shouldn't work as both-domain behaviors deviate from continuous, complete counterparts. ______________________________________________________________________________ See tests/props_test.py for further info. # References 1. Higher-Order Properties of Analytic Wavelets. J. M. Lilly, S. C. Olhede. https://sci-hub.st/10.1109/TSP.2008.2007607 2. Wavelet Tour of Signal Processing, 3rd ed. S. Mallat. https://www.di.ens.fr/~mallat/papiers/WaveletTourChap1-2-3.pdf """ def _viz(): _w = aifftshift(xi)[Nt//2-1:] _psih = aifftshift(psih)[Nt//2-1:] plot(_w, _psih, show=1, title="psih(w)+ (frequency-domain wavelet, pos half)") plot(t, t**2 * apsi2, title="t^2 |psi(t)|^2 (used to compute var_t)", show=1) _viz_cwt_scalebounds(wavelet, N, max_scale=scale, std_t=std_t, Nt=Nt) print("std_t={}\nlen(t), len(t)/N, t_min, t_max = {}, {}, {}, {}".format( std_t, len(t), len(t)/N, t.min(), t.max())) if use_formula: NOTE(f"integrated at scale={scale} then used formula; " "see help(time_resolution) and try force_int=True") def _make_integration_t(wavelet, scale, N, min_decay, max_mult, min_mult): """Ensure `psi` decays sufficiently at integration bounds""" for mult in np.arange(min_mult, max_mult + 1): Nt = int(mult * N) apsi2 = np.abs(asnumpy(wavelet.psifn(scale=scale, N=Nt)))**2 # ensure sufficient decay at endpoints (assumes ~symmetric decay) if apsi2.max() / apsi2[:max(10, Nt//100)].mean() > min_decay: break else: raise Exception(("Couldn't find decay timespan satisfying " "`(min_decay, max_mult) = ({}, {})` for `scale={}`; " "decrease former or increase latter or check " "`wavelet`".format(min_decay, max_mult, scale))) # len(t) == mult*N (independent of T) # `t` doesn't have zero-mean but that's correct for psi's peak & symmetry T = N t = np.arange(-mult * T/2, mult * T/2, step=T/N) return t wavelet = Wavelet._init_if_not_isinstance(wavelet) # formula criterion not optimal; thresholds will vary by wavelet config use_formula = ((scale < 4 or scale > N / 5) and not force_int) if use_formula: scale_orig = scale scale = (4/pi) * wavelet.wc_ct t = _make_integration_t(wavelet, scale, N, min_decay, max_mult, min_mult) Nt = len(t) xi = _xifn(1, Nt) psih = asnumpy(wavelet(scale * xi, nohalf=False)) psi = asnumpy(ifft(psih * (-1)**np.arange(Nt))) apsi2 = np.abs(psi)**2 var_t = (integrate.trapz(t**2 * apsi2, t) / integrate.trapz(apsi2, t)) std_t = np.sqrt(var_t) if use_formula: std_t *= (scale_orig / scale) scale = scale_orig if nondim: # 'energy' yields values closer to continuous-time counterparts, # but we seek accuracy relative to discretized values wc = center_frequency(wavelet, scale, N=N, kind='peak') std_t *= wc if viz: _viz() return std_t #### Misc #################################################################### def afftshift(xh): """Needed since analytic wavelets keep Nyquist bin at N//2 positive bin whereas FFT convention is to file it under negative (see `_xi`). Moves right N//2 + 1 bins to left. """ if len(xh) % 2 == 0: return _afftshift_even(xh, np.zeros(len(xh), dtype=xh.dtype)) return fftshift(xh) @jit(nopython=True, cache=True) def _afftshift_even(xh, xhs): N = len(xh) for i in range(N // 2 + 1): xhs[i] = xh[i + N // 2 - 1] for i in range(N // 2 + 1, N): xhs[i] = xh[i - N // 2 - 1] return xhs def aifftshift(xh): """Inversion also different; moves left N//2+1 bins to right.""" if len(xh) % 2 == 0: return _aifftshift_even(xh, np.zeros(len(xh), dtype=xh.dtype)) return ifftshift(xh) @jit(nopython=True, cache=True) def _aifftshift_even(xh, xhs): N = len(xh) for i in range(N // 2 + 1): xhs[i + N//2 - 1] = xh[i] for i in range(N // 2 + 1, N): xhs[i - N//2 - 1] = xh[i] return xhs def _fn_to_name(fn): """`_` to ` `, removes `<lambda>` & `.`, handles `SPECIALS`.""" SPECIALS = {'Gmw ': 'GMW '} name = fn.__qualname__.replace('_', ' ').replace('<locals>', '').replace( '<lambda>', '').replace('.', '').title() for k, v in SPECIALS.items(): name = name.replace(k, v) return name def isinstance_by_name(obj, ref): """IPython reload can make isinstance(Obj(), Obj) fail; won't work if Obj has __str__ overridden.""" def _class_name(obj): name = getattr(obj, '__qualname__', getattr(obj, '__name__', '')) return (getattr(obj, '__module__', '') + '.' + name).lstrip('.') return _class_name(type(obj)) == _class_name(ref) ############################################################################## from ._gmw import gmw from . import visuals from .visuals import plot, _viz_cwt_scalebounds from .utils.common import WARN, NOTE, pi, assert_is_one_of from .utils.backend import asnumpy
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ssqueezepy
ssqueezepy-master/ssqueezepy/_stft.py
# -*- coding: utf-8 -*- import numpy as np import scipy.signal as sig from .utils import WARN, padsignal, buffer, unbuffer, window_norm from .utils import _process_fs_and_t from .utils.fft_utils import fft, ifft, rfft, irfft, fftshift, ifftshift from .utils.backend import torch, is_tensor from .algos import zero_denormals from .wavelets import _xifn, _process_params_dtype from .configs import gdefaults, USE_GPU def stft(x, window=None, n_fft=None, win_len=None, hop_len=1, fs=None, t=None, padtype='reflect', modulated=True, derivative=False, dtype=None): """Short-Time Fourier Transform. `modulated=True` computes "modified" variant from [1] which is advantageous to reconstruction & synchrosqueezing (see "Modulation" below). # Arguments: x: np.ndarray Input vector(s), 1D or 2D. See `help(cwt)`. window: str / np.ndarray / None STFT windowing kernel. If string, will fetch per `scipy.signal.get_window(window, win_len, fftbins=True)`. Defaults to `scipy.signal.windows.dpss(win_len, win_len//8)`; the DPSS window provides the best time-frequency resolution. Always padded to `n_fft`, so for accurate filter characteristics (side lobe decay, etc), best to pass in pre-designed `window` with `win_len == n_fft`. n_fft: int >= 0 / None FFT length, or `(STFT column length) // 2 + 1`. If `win_len < n_fft`, will pad `window`. Every STFT column is `fft(window * x_slice)`. Defaults to `len(x)//hop_len`, up to 512. win_len: int >= 0 / None Length of `window` to use. Used to generate a window if `window` is string, and ignored if it's np.ndarray. Defaults to `n_fft//8` or `len(window)` (if `window` is np.ndarray). hop_len: int > 0 STFT stride, or number of samples to skip/hop over between subsequent windowings. Relates to 'overlap' as `overlap = n_fft - hop_len`. Must be 1 for invertible synchrosqueezed STFT. fs: float / None Sampling frequency of `x`. Defaults to 1, which makes ssq frequencies range from 0 to 0.5*fs, i.e. as fraction of reference sampling rate up to Nyquist limit. Used to compute `dSx` and `ssq_freqs`. t: np.ndarray / None Vector of times at which samples are taken (eg np.linspace(0, 1, n)). Must be uniformly-spaced. Defaults to `np.linspace(0, len(x)/fs, len(x), endpoint=False)`. Overrides `fs` if not None. padtype: str Pad scheme to apply on input. See `help(utils.padsignal)`. modulated: bool (default True) Whether to use "modified" variant as in [1], which centers DFT cisoids at the window for each shift `u`. `False` will not invert once synchrosqueezed. Recommended to use `True`; see "Modulation" below. derivative: bool (default False) Whether to compute and return `dSx`. Uses `fs`. dtype: str['float32', 'float64'] / None Compute precision; use 'float32` for speed & memory at expense of accuracy (negligible for most purposes). If None, uses value from `configs.ini`. To be safe with `'float32'`, time-localized `window`, and large `hop_len`, use from ssqueezepy._stft import _check_NOLA _check_NOLA(window, hop_len, 'float32', imprecision_strict=True) **Modulation** `True` will center DFT cisoids at the window for each shift `u`: Sm[u, k] = sum_{0}^{N-1} f[n] * g[n - u] * exp(-j*2pi*k*(n - u)/N) as opposed to usual STFT: S[u, k] = sum_{0}^{N-1} f[n] * g[n - u] * exp(-j*2pi*k*n/N) Most implementations (including `scipy`, `librosa`) compute *neither*, but rather center the window for each slice, thus shifting DFT bases relative to n=0 (t=0). These create spectra that, viewed as signals, are of high frequency, making inversion and synchrosqueezing very unstable. Details & visuals: https://dsp.stackexchange.com/a/72590/50076 # Returns: Sx: [(n_fft//2 + 1) x n_hops] np.ndarray STFT of `x`. Positive frequencies only (+dc), via `rfft`. (n_hops = (len(x) - 1)//hop_len + 1) (rows=scales, cols=timeshifts) dWx: [(n_fft//2 + 1) x n_hops] np.ndarray Returned only if `derivative=True`. Time-derivative of the STFT of `x`, computed via STFT done with time-differentiated `window`, as in [1]. This differs from CWT's, where its (and Sx's) DFTs are taken along columns rather than rows. d/dt(window) obtained via freq-domain differentiation (help(cwt)). # References: 1. Synchrosqueezing-based Recovery of Instantaneous Frequency from Nonuniform Samples. G. Thakur and H.-T. Wu. https://arxiv.org/abs/1006.2533 """ def _stft(xp, window, diff_window, n_fft, hop_len, fs, modulated, derivative): Sx = buffer(xp, n_fft, n_fft - hop_len, modulated) if derivative: dSx = buffer(xp, n_fft, n_fft - hop_len, modulated) if modulated: window = ifftshift(window, astensor=True) if derivative: diff_window = ifftshift(diff_window, astensor=True) * fs reshape = (-1, 1) if xp.ndim == 1 else (1, -1, 1) Sx *= window.reshape(*reshape) if derivative: dSx *= (diff_window.reshape(*reshape)) # keep only positive frequencies (Hermitian symmetry assuming real `x`) axis = 0 if xp.ndim == 1 else 1 Sx = rfft(Sx, axis=axis, astensor=True) if derivative: dSx = rfft(dSx, axis=axis, astensor=True) return (Sx, dSx) if derivative else (Sx, None) # process args assert x.ndim in (1, 2) N = x.shape[-1] _, fs, _ = _process_fs_and_t(fs, t, N) n_fft = n_fft or min(N//hop_len, 512) # process `window`, make `diff_window`, check NOLA, enforce `dtype` if win_len is None: win_len = (len(window) if isinstance(window, np.ndarray) else n_fft) dtype = gdefaults('_stft.stft', dtype=dtype) window, diff_window = get_window(window, win_len, n_fft, derivative=True, dtype=dtype) _check_NOLA(window, hop_len, dtype) x = _process_params_dtype(x, dtype=dtype, auto_gpu=False) # pad `x` to length `padlength` padlength = N + n_fft - 1 xp = padsignal(x, padtype, padlength=padlength) # arrays -> tensors if using GPU if USE_GPU(): xp, window, diff_window = [torch.as_tensor(g, device='cuda') for g in (xp, window, diff_window)] # take STFT Sx, dSx = _stft(xp, window, diff_window, n_fft, hop_len, fs, modulated, derivative) # ensure indexing works as expected downstream (cupy) Sx = Sx.contiguous() if is_tensor(Sx) else Sx dSx = dSx.contiguous() if is_tensor(dSx) else dSx return (Sx, dSx) if derivative else Sx def istft(Sx, window=None, n_fft=None, win_len=None, hop_len=1, N=None, modulated=True, win_exp=1): """Inverse Short-Time Fourier transform. Computed with least-squares estimate for `win_exp`=1 per Griffin-Lim [1], recommended for STFT with modifications, else simple inversion with `win_exp`=0: x[n] = sum(y_t[n] * w^a[n - tH]) / sum(w^{a+1}[n - tH]), y_t = ifft(Sx), H = hop_len, a = win_exp, t = hop index, n = sample index Warns if `window` NOLA constraint isn't met (see [2]), invalidating inversion. Nice visuals and explanations on istft: https://www.mathworks.com/help/signal/ref/istft.html # Arguments: Sx: np.ndarray STFT of 1D `x`. window, n_fft, win_len, hop_len, modulated Should be same as used in forward STFT. See `help(stft)`. N: int > 0 / None `len(x)` of original `x`, used in inversion padding and windowing. If None, assumes longest possible `x` given `hop_len`, `Sx.shape[1]`. win_exp: int >= 0 Window power used in inversion (see [1], [2], or equation above). # Returns: x: np.ndarray, 1D Signal as reconstructed from `Sx`. # References: 1. Signal Estimation from Modified Short-Time Fourier Transform. D. W. Griffin, J. S. Lim. https://citeseerx.ist.psu.edu/viewdoc/ download?doi=10.1.1.306.7858&rep=rep1&type=pdf 2. Invertibility of overlap-add processing. B. Sharpe. https://gauss256.github.io/blog/cola.html """ ### process args ##################################### n_fft = n_fft or (Sx.shape[0] - 1) * 2 win_len = win_len or n_fft N = N or hop_len * Sx.shape[1] # assume largest possible N if not given dtype = 'float32' if str(Sx.dtype) == 'complex64' else 'float64' window = get_window(window, win_len, n_fft=n_fft, dtype=dtype) _check_NOLA(window, hop_len, dtype=dtype) xbuf = irfft(Sx, n=n_fft, axis=0).real if modulated: xbuf = fftshift(xbuf, axes=0) # overlap-add the columns x = unbuffer(xbuf, window, hop_len, n_fft, N, win_exp) # window norm, control for float precision wn = window_norm(window, hop_len, n_fft, N, win_exp) th = np.finfo(x.dtype).tiny if wn.min() < th: approx_nonzero_idxs = wn > th x[approx_nonzero_idxs] /= wn[approx_nonzero_idxs] else: x /= wn # unpad x = x[n_fft//2 : -((n_fft - 1)//2)] return x def get_window(window, win_len, n_fft=None, derivative=False, dtype=None): """See `window` in `help(stft)`. Will return window of length `n_fft`, regardless of `win_len` (will pad if needed). """ if n_fft is None: pl, pr = 0, 0 else: if win_len > n_fft: raise ValueError("Can't have `win_len > n_fft` ({} > {})".format( win_len, n_fft)) pl = (n_fft - win_len) // 2 pr = (n_fft - win_len - pl) if window is not None: if isinstance(window, str): # fftbins=True -> 'periodic' window -> narrower main side-lobe and # closer to zero-phase in left=right padded case # for windows edging at 0 window = sig.get_window(window, win_len, fftbins=True) elif isinstance(window, np.ndarray): if len(window) != win_len: WARN("len(window) != win_len (%s != %s)" % (len(window), win_len)) else: raise ValueError("`window` must be string or np.ndarray " "(got %s)" % window) else: # sym=False <-> fftbins=True (see above) window = sig.windows.dpss(win_len, max(4, win_len//8), sym=False) if len(window) < (win_len + pl + pr): window = np.pad(window, [pl, pr]) if derivative: wf = fft(window) Nw = len(window) xi = _xifn(1, Nw) if Nw % 2 == 0: xi[Nw // 2] = 0 # frequency-domain differentiation; see `dWx` return docs in `help(cwt)` diff_window = ifft(wf * 1j * xi).real # cast `dtype`, zero denormals (extremely small numbers that slow down CPU) window = _process_params_dtype(window, dtype=dtype, auto_gpu=False) zero_denormals(window) if derivative: diff_window = _process_params_dtype(diff_window, dtype=dtype, auto_gpu=False) zero_denormals(diff_window) return (window, diff_window) if derivative else window def _check_NOLA(window, hop_len, dtype=None, imprecision_strict=False): """https://gauss256.github.io/blog/cola.html""" # basic NOLA if hop_len > len(window): WARN("`hop_len > len(window)`; STFT not invertible") elif not sig.check_NOLA(window, len(window), len(window) - hop_len): WARN("`window` fails Non-zero Overlap Add (NOLA) criterion; " "STFT not invertible") # handle `dtype`; note this is just a guess, what matters is `Sx.dtype` if dtype is None: dtype = str(window.dtype) # check for right boundary effect: as ssqueezepy's number of output frames # is critically sampled (not more than needed), it creates an issue with # float32 and time-localized windows, which struggle to invert the last frame tol = 0.15 if imprecision_strict else 1e-3 if dtype == 'float32' and not sig.check_NOLA( window, len(window), len(window) - hop_len, tol=tol): # 1e-3 can still have imprecision detectable by eye, but only upon few # samples, so avoid paranoia. Use 1e-2 to be safe, and 0.15 for ~exact WARN("Imprecision expected at right-most hop of signal, in inversion. " "Lower `hop_len`, choose wider `window`, or use `dtype='float64'`.")
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ssqueezepy
ssqueezepy-master/ssqueezepy/_ssq_stft.py
# -*- coding: utf-8 -*- import numpy as np from ._stft import stft, get_window, _check_NOLA from ._ssq_cwt import _invert_components, _process_component_inversion_args from .utils.cwt_utils import _process_fs_and_t, infer_scaletype from .utils.common import WARN, EPS32, EPS64 from .utils import backend as S from .utils.backend import torch from .algos import phase_stft_cpu, phase_stft_gpu from .ssqueezing import ssqueeze, _check_ssqueezing_args def ssq_stft(x, window=None, n_fft=None, win_len=None, hop_len=1, fs=None, t=None, modulated=True, ssq_freqs=None, padtype='reflect', squeezing='sum', gamma=None, preserve_transform=None, dtype=None, astensor=True, flipud=False, get_w=False, get_dWx=False): """Synchrosqueezed Short-Time Fourier Transform. Implements the algorithm described in Sec. III of [1]. MATLAB docs: https://www.mathworks.com/help/signal/ref/fsst.html # Arguments: x: np.ndarray Input vector(s), 1D or 2D. See `help(cwt)`. window, n_fft, win_len, hop_len, fs, t, padtype, modulated See `help(stft)`. ssq_freqs, squeezing See `help(ssqueezing.ssqueeze)`. `ssq_freqs`, if array, must be linearly distributed. gamma: float / None See `help(ssqueezepy.ssq_cwt)`. preserve_transform: bool (default True) Whether to return `Sx` as directly output from `stft` (it might be altered by `ssqueeze` or `phase_transform`). Uses more memory per storing extra copy of `Sx`. dtype: str['float32', 'float64'] / None See `help(stft)`. astensor: bool (default True) If `'SSQ_GPU' == '1'`, whether to return arrays as on-GPU tensors or move them back to CPU & convert to Numpy arrays. flipud: bool (default False) See `help(ssqueeze)`. get_w, get_dWx See `help(ssq_cwt)`. (Named `_dWx` instead of `_dSx` for consistency.) # Returns: Tx: np.ndarray Synchrosqueezed STFT of `x`, of same shape as `Sx`. Sx: np.ndarray STFT of `x`. See `help(stft)`. ssq_freqs: np.ndarray Frequencies associated with rows of `Tx`. Sfs: np.ndarray Frequencies associated with rows of `Sx` (by default == `ssq_freqs`). w: np.ndarray (if `get_w=True`) Phase transform of STFT of `x`. See `help(phase_stft)`. dSx: np.ndarray (if `get_dWx=True`) Time-derivative of STFT of `x`. See `help(stft)`. # References: 1. Synchrosqueezing-based Recovery of Instantaneous Frequency from Nonuniform Samples. G. Thakur and H.-T. Wu. https://arxiv.org/abs/1006.2533 """ if x.ndim == 2 and get_w: raise NotImplementedError("`get_w=True` unsupported with batched input.") _, fs, _ = _process_fs_and_t(fs, t, x.shape[-1]) _check_ssqueezing_args(squeezing) # assert ssq_freqs, if array, is linear if (isinstance(ssq_freqs, np.ndarray) and infer_scaletype(ssq_freqs)[0] != 'linear'): raise ValueError("`ssq_freqs` must be linearly distributed " "for `ssq_stft`") Sx, dSx = stft(x, window, n_fft=n_fft, win_len=win_len, hop_len=hop_len, fs=fs, padtype=padtype, modulated=modulated, derivative=True, dtype=dtype) # preserve original `Sx` or not if preserve_transform is None: preserve_transform = not S.is_tensor(Sx) if preserve_transform: _Sx = (Sx.copy() if not S.is_tensor(Sx) else Sx.detach().clone()) else: _Sx = Sx # make `Sfs` Sfs = _make_Sfs(Sx, fs) # gamma if gamma is None: gamma = 10 * (EPS64 if S.is_dtype(Sx, 'complex128') else EPS32) # compute `w` if `get_w` and free `dWx` from memory if `not get_dWx` if get_w: w = phase_stft(_Sx, dSx, Sfs, gamma) _dSx = None # don't use in `ssqueeze` if not get_dWx: dSx = None else: w = None _dSx = dSx # synchrosqueeze if ssq_freqs is None: ssq_freqs = Sfs Tx, ssq_freqs = ssqueeze(_Sx, w, squeezing=squeezing, ssq_freqs=ssq_freqs, Sfs=Sfs, flipud=flipud, gamma=gamma, dWx=_dSx, maprange='maximal', transform='stft') # return if not astensor and S.is_tensor(Tx): Tx, Sx, ssq_freqs, Sfs, w, dSx = [ g.cpu().numpy() if S.is_tensor(g) else g for g in (Tx, Sx, ssq_freqs, Sfs, w, dSx)] if get_w and get_dWx: return Tx, Sx, ssq_freqs, Sfs, w, dSx elif get_w: return Tx, Sx, ssq_freqs, Sfs, w elif get_dWx: return Tx, Sx, ssq_freqs, Sfs, dSx else: return Tx, Sx, ssq_freqs, Sfs def issq_stft(Tx, window=None, cc=None, cw=None, n_fft=None, win_len=None, hop_len=1, modulated=True): """Inverse synchrosqueezed STFT. # Arguments: x: np.ndarray Input vector, 1D. window, n_fft, win_len, hop_len, modulated See `help(stft)`. Must match those used in `ssq_stft`. cc, cw: np.ndarray See `help(issq_cwt)`. # Returns: x: np.ndarray Signal as reconstructed from `Tx`. # References: 1. Synchrosqueezing-based Recovery of Instantaneous Frequency from Nonuniform Samples. G. Thakur and H.-T. Wu. https://arxiv.org/abs/1006.2533 2. Fourier synchrosqueezed transform MATLAB docs. https://www.mathworks.com/help/signal/ref/fsst.html """ def _process_args(Tx, window, cc, cw, win_len, hop_len, n_fft, modulated): if not modulated: raise ValueError("inversion with `modulated == False` " "is unsupported.") if hop_len != 1: raise ValueError("inversion with `hop_len != 1` is unsupported.") cc, cw, full_inverse = _process_component_inversion_args(cc, cw) n_fft = n_fft or (Tx.shape[0] - 1) * 2 win_len = win_len or n_fft window = get_window(window, win_len, n_fft=n_fft) _check_NOLA(window, hop_len) if abs(np.argmax(window) - len(window)//2) > 1: WARN("`window` maximum not centered; results may be inaccurate.") return window, cc, cw, win_len, hop_len, n_fft, full_inverse (window, cc, cw, win_len, hop_len, n_fft, full_inverse ) = _process_args(Tx, window, cc, cw, win_len, hop_len, n_fft, modulated) if full_inverse: # Integration over all frequencies recovers original signal x = Tx.real.sum(axis=0) else: x = _invert_components(Tx, cc, cw) x *= (2 / window[len(window)//2]) return x def phase_stft(Sx, dSx, Sfs, gamma=None, parallel=None): """Phase transform of STFT: w[u, k] = Im( k - d/dt(Sx[u, k]) / Sx[u, k] / (j*2pi) ) Defined in Sec. 3 of [1]. Additionally explained in: https://dsp.stackexchange.com/a/72589/50076 # Arguments: Sx: np.ndarray STFT of `x`, where `x` is 1D. dSx: np.ndarray Time-derivative of STFT of `x` Sfs: np.ndarray Associated physical frequencies, according to `dt` used in `stft`. Spans 0 to fs/2, linearly. gamma: float / None See `help(ssqueezepy.ssq_cwt)`. # Returns: w: np.ndarray Phase transform for each element of `Sx`. w.shape == Sx.shape. # References: 1. Synchrosqueezing-based Recovery of Instantaneous Frequency from Nonuniform Samples. G. Thakur and H.-T. Wu. https://arxiv.org/abs/1006.2533 2. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 """ S.warn_if_tensor_and_par(Sx, parallel) if gamma is None: gamma = 10 * (EPS64 if S.is_dtype(Sx, 'complex128') else EPS32) if S.is_tensor(Sx): return phase_stft_gpu(Sx, dSx, Sfs, gamma) return phase_stft_cpu(Sx, dSx, Sfs, gamma, parallel) def _make_Sfs(Sx, fs): dtype = 'float32' if 'complex64' in str(Sx.dtype) else 'float64' n_rows = len(Sx) if Sx.ndim == 2 else Sx.shape[1] if S.is_tensor(Sx): Sfs = torch.linspace(0, .5*fs, n_rows, device=Sx.device, dtype=getattr(torch, dtype)) else: Sfs = np.linspace(0, .5*fs, n_rows, dtype=dtype) return Sfs
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ssqueezepy-master/ssqueezepy/configs.py
# -*- coding: utf-8 -*- """ Contains `GDEFAULTS`, global defaults dictionary, set in `ssqueezepy.configs.ini`. The .ini is parsed into a dict, then values are retrieved internally by functions via `gdefaults()`, which sets default values if keyword arguments weren't set to original functions (or were set to `None`). E.g. calling `wavelets.morlet()`, the function has `mu=None` signature, so `mu` will be drawn from `configs.ini`, unless calling like `wavelets.morlet(mu=1)`. """ import os import inspect import logging logging.basicConfig(format='') WARN = lambda msg: logging.warning("WARNING: %s" % msg) path = os.path.join(os.path.dirname(__file__), 'configs.ini') try: import torch import cupy except: torch, cupy = None, None def gdefaults(module_and_obj=None, get_all=False, as_dict=None, default_order=False, **kw): """Fetches default arguments from `ssqueezepy/configs.ini` and fills them in `kw` where they're None (or always if `get_all=True`). See code comments. """ if as_dict is None: as_dict = bool(get_all) if module_and_obj is None: stack = inspect.stack(0) # `(0)` faster than `()` obj = stack[1][3] module = stack[1][1].split(os.path.sep)[-1].rstrip('.py') else: # may have e.g. `utils.common.obj` mos = module_and_obj.split('.') module, obj = '.'.join(mos[:-1]), mos[-1] # fetch latest GDEFAULTS = _get_gdefaults() # if `module` & `obj` are found in `GDEFAULTS`, proceed to write values # from `GDEFAULTS` onto `kw` if `kw`'s are `None` # if `get_all=True`, load values from `GDEFAULTS` even if they're not in # `kw`, but don't overwrite those that are in `kw`. # if `default_order=True`, will return `kw` with keys sorted as in # `configs.ini`, for e.g. plotting purposes if module not in GDEFAULTS: WARN(f"module {module} not found in GDEFAULTS (see configs.ini)") elif obj not in GDEFAULTS[module]: WARN(f"object {obj} not found in GDEFAULTS['{module}'] " "(see configs.ini)") else: DEFAULTS = GDEFAULTS[module][obj] for key, value in kw.items(): if value is None: kw[key] = DEFAULTS.get(key, value) if get_all: for key, value in DEFAULTS.items(): if key not in kw: kw[key] = value if default_order: # first make a dict with correct order # then overwrite its values with `kw`'s, without changing order # if `kw` has keys that `ordered_kw` doesn't, they're inserted at end ordered_kw = {} for key, value in DEFAULTS.items(): if key in kw: # `get_all` already accounted for ordered_kw[key] = value ordered_kw.update(**kw) kw = ordered_kw if as_dict: return kw return (kw.values() if len(kw) != 1 else list(kw.values())[0]) def _get_gdefaults(): """Global defaults fetched from configs.ini.""" def float_if_number(s): """If float works, so should int.""" if isinstance(s, (bool, type(None))): return s try: return float(s) except ValueError: return s def process_special(s): return { 'None': None, 'True': True, 'False': False, }.get(s, s) def process_value(value): value = value.strip('"').strip("'") return float_if_number(process_special(value)) with open(path, 'r') as f: txt = f.read().split('\n') txt = txt[:txt.index('#### END')] txt = [line.strip(' ') for line in txt if line != ''] GDEFAULTS = {} module, obj = '', '' for line in txt: if line.startswith('## '): module = line[3:] GDEFAULTS[module] = {} elif line.startswith('# '): obj = line[2:] GDEFAULTS[module][obj] = {} else: key, value = [s.strip(' ') for s in line.split('=')] GDEFAULTS[module][obj][key] = process_value(value) return GDEFAULTS def IS_PARALLEL(): """Returns False if 'SSQ_PARALLEL' environment flag was set to '0', or if `parallel` in `configs.ini` is set to `0`; former overrides latter. """ not_par_env = (os.environ.get('SSQ_PARALLEL', '1') == '0') if not_par_env: return False not_par_config = (gdefaults('configs.IS_PARALLEL', parallel=None) == 0) if not_par_config: return False return True def USE_GPU(): if os.environ.get('SSQ_GPU', '0') == '1': if torch is None or cupy is None: raise ValueError("'SSQ_GPU' requires PyTorch and CuPy installed.") return True return False GDEFAULTS = _get_gdefaults()
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ssqueezepy
ssqueezepy-master/ssqueezepy/ssqueezing.py
# -*- coding: utf-8 -*- import numpy as np from types import FunctionType from .algos import indexed_sum_onfly, ssqueeze_fast from .utils import p2up, process_scales, infer_scaletype, _process_fs_and_t from .utils import NOTE, pi, logscale_transition_idx, assert_is_one_of from .utils.backend import Q from .utils.common import WARN from .utils import backend as S from .wavelets import center_frequency def ssqueeze(Wx, w=None, ssq_freqs=None, scales=None, Sfs=None, fs=None, t=None, squeezing='sum', maprange='maximal', wavelet=None, gamma=None, was_padded=True, flipud=False, dWx=None, transform='cwt'): """Synchrosqueezes the CWT or STFT of `x`. # Arguments: Wx or Sx: np.ndarray CWT or STFT of `x`. CWT is assumed L1-normed, and STFT with `modulated=True`. If 3D, will treat elements along dim0 as independent inputs, synchrosqueezing one-by-one (but memory-efficiently). w: np.ndarray / None Phase transform of `Wx` or `Sx`. Must be >=0. If None, `gamma` & `dWx` must be supplied (and `Sfs` for SSQ_STFT). ssq_freqs: str['log', 'log-piecewise', 'linear'] / np.ndarray / None Frequencies to synchrosqueeze CWT scales onto. Scale-frequency mapping is only approximate and wavelet-dependent. If None, will infer from and set to same distribution as `scales`. See `help(cwt)` on `'log-piecewise'`. scales: str['log', 'log-piecewise', 'linear', ...] / np.ndarray See `help(cwt)`. Sfs: np.ndarray Needed if `transform='stft'` and `dWx=None`. See `help(ssq_stft)`. fs: float / None Sampling frequency of `x`. Defaults to 1, which makes ssq frequencies range from 1/dT to 0.5*fs, i.e. as fraction of reference sampling rate up to Nyquist limit; dT = total duration (N/fs). Overridden by `t`, if provided. Relevant on `t` and `dT`: https://dsp.stackexchange.com/a/71580/50076 t: np.ndarray / None Vector of times at which samples are taken (eg np.linspace(0, 1, n)). Must be uniformly-spaced. Defaults to `np.linspace(0, len(x)/fs, len(x), endpoint=False)`. Overrides `fs` if not None. squeezing: str['sum', 'lebesgue'] / function - 'sum': summing `Wx` according to `w`. Standard synchrosqueezing. Invertible. - 'lebesgue': as in [3], summing `Wx=ones()/len(Wx)`. Effectively, raw `Wx` phase is synchrosqueezed, independent of `Wx` values. Not recommended with CWT or STFT with `modulated=True`. Not invertible. For `modulated=False`, provides a more stable and accurate representation. - 'abs': summing `abs(Wx)` according to `w`. Not invertible (but theoretically possible to get close with least-squares estimate, so much "more invertible" than 'lebesgue'). Alt to 'lebesgue', providing same benefits while losing much less information. Custom function can be used to transform `Wx` arbitrarily for summation, e.g. `Wx**2` via `lambda x: x**2`. Output shape must match `Wx.shape`. maprange: str['maximal', 'peak', 'energy'] / tuple(float, float) See `help(ssq_cwt)`. Only `'maximal'` supported with STFT. wavelet: wavelets.Wavelet Only used if maprange != 'maximal' to compute center frequencies. See `help(cwt)`. gamma: float See `help(ssq_cwt)`. was_padded: bool (default `rpadded`) Whether `x` was padded to next power of 2 in `cwt`, in which case `maprange` is computed differently. - Used only with `transform=='cwt'`. - Ignored if `maprange` is tuple. flipud: bool (default False) Whether to fill `Tx` equivalently to `flipud(Tx)` (faster & less memory than calling `Tx = np.flipud(Tx)` afterwards). dWx: np.ndarray, Used internally by `ssq_cwt` / `ssq_stft`; must pass when `w` is None. transform: str['cwt', 'stft'] Whether `Wx` is from CWT or STFT (`Sx`). # Returns: Tx: np.ndarray [nf x n] Synchrosqueezed CWT of `x`. (rows=~frequencies, cols=timeshifts) (nf = len(ssq_freqs); n = len(x)) `nf = na` by default, where `na = len(scales)`. ssq_freqs: np.ndarray [nf] Frequencies associated with rows of `Tx`. # References: 1. Synchrosqueezed Wavelet Transforms: a Tool for Empirical Mode Decomposition. I. Daubechies, J. Lu, H.T. Wu. https://arxiv.org/pdf/0912.2437.pdf 2. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 3. Synchrosqueezing-based Recovery of Instantaneous Frequency from Nonuniform Samples. G. Thakur and H.-T. Wu. https://arxiv.org/abs/1006.2533 4. Synchrosqueezing Toolbox, (C) 2014--present. E. Brevdo, G. Thakur. https://github.com/ebrevdo/synchrosqueezing/blob/master/synchrosqueezing/ synsq_squeeze.m """ def _ssqueeze(Tx, w, Wx, dWx, nv, ssq_freqs, scales, transform, ssq_scaletype, cwt_scaletype, flipud, gamma, Sfs): if transform == 'cwt': # Eq 14 [2]; Eq 2.3 [1] if cwt_scaletype[:3] == 'log': # ln(2)/nv == diff(ln(scales))[0] == ln(2**(1/nv)) const = np.log(2) / nv elif cwt_scaletype == 'linear': # omit /dw since it's cancelled by *dw in inversion anyway const = ((scales[1] - scales[0]) / scales).squeeze() elif transform == 'stft': const = (ssq_freqs[1] - ssq_freqs[0]) # 'alpha' from [3] ssq_logscale = ssq_scaletype.startswith('log') # do squeezing by finding which frequency bin each phase transform point # w[a, b] lands in (i.e. to which f in ssq_freqs each w[a, b] is closest) # equivalent to argmin(abs(w[a, b] - ssq_freqs)) for every a, b # Tx[k[i, j], j] += Wx[i, j] * norm -- (see below method's docstring) if w is None: ssqueeze_fast(Wx, dWx, ssq_freqs, const, ssq_logscale, flipud, gamma, out=Tx, Sfs=Sfs) else: indexed_sum_onfly(Wx, w, ssq_freqs, const, ssq_logscale, flipud, out=Tx) def _process_args(Wx, w, fs, t, transform, squeezing, scales, maprange, wavelet, dWx): if w is None and (dWx is None or gamma is None): raise ValueError("if `w` is None, `dWx` and `gamma` must not be.") elif w is not None and w.min() < 0: raise ValueError("found negatives in `w`") _check_ssqueezing_args(squeezing, maprange, transform=transform, wavelet=wavelet) if scales is None and transform == 'cwt': raise ValueError("`scales` can't be None if `transform == 'cwt'`") N = Wx.shape[-1] dt, *_ = _process_fs_and_t(fs, t, N) return N, dt N, dt = _process_args(Wx, w, fs, t, transform, squeezing, scales, maprange, wavelet, dWx) if transform == 'cwt': scales, cwt_scaletype, _, nv = process_scales(scales, N, get_params=True) else: cwt_scaletype, nv = None, None # handle `ssq_freqs` & `ssq_scaletype` if not (isinstance(ssq_freqs, np.ndarray) or S.is_tensor(ssq_freqs)): if isinstance(ssq_freqs, str): ssq_scaletype = ssq_freqs else: # default to same scheme used by `scales` ssq_scaletype = cwt_scaletype if ((maprange == 'maximal' or isinstance(maprange, tuple)) and ssq_scaletype == 'log-piecewise'): raise ValueError("can't have `ssq_scaletype = log-piecewise` or " "tuple with `maprange = 'maximal'` " "(got %s)" % str(maprange)) ssq_freqs = _compute_associated_frequencies( scales, N, wavelet, ssq_scaletype, maprange, was_padded, dt, transform) elif transform == 'stft': # removes warning per issue with `infer_scaletype` # future TODO: shouldn't need this ssq_scaletype = 'linear' else: ssq_scaletype, _ = infer_scaletype(ssq_freqs) # transform `Wx` if needed if isinstance(squeezing, FunctionType): Wx = squeezing(Wx) elif squeezing == 'lebesgue': # from reference [3] Wx = S.ones(Wx.shape, dtype=Wx.dtype) / len(Wx) elif squeezing == 'abs': Wx = Q.abs(Wx) # synchrosqueeze Tx = S.zeros(Wx.shape, dtype=Wx.dtype) args = (nv, ssq_freqs, scales, transform, ssq_scaletype, cwt_scaletype, flipud, gamma, Sfs) if Wx.ndim == 2: _ssqueeze(Tx, w, Wx, dWx, *args) elif Wx.ndim == 3: w, dWx = [(g if g is not None else [None]*len(Tx)) for g in (w, dWx)] for _Tx, _w, _Wx, _dWx in zip(Tx, w, Wx, dWx): _ssqueeze(_Tx, _w, _Wx, _dWx, *args) # `scales` go high -> low if (transform == 'cwt' and not flipud) or flipud: if not isinstance(ssq_freqs, np.ndarray): import torch ssq_freqs = torch.flip(ssq_freqs, (0,)) else: ssq_freqs = ssq_freqs[::-1] return Tx, ssq_freqs #### `ssqueeze` utils ######################################################## def _ssq_freqrange(maprange, dt, N, wavelet, scales, was_padded): if isinstance(maprange, tuple): fm, fM = maprange elif maprange == 'maximal': dT = dt * N # normalized frequencies to map discrete-domain to physical: # f[[cycles/samples]] -> f[[cycles/second]] # minimum measurable (fundamental) frequency of data fm = 1 / dT # maximum measurable (Nyquist) frequency of data fM = 1 / (2 * dt) elif maprange in ('peak', 'energy'): kw = dict(wavelet=wavelet, N=N, maprange=maprange, dt=dt, was_padded=was_padded) fm = _get_center_frequency(**kw, scale=scales[-1]) fM = _get_center_frequency(**kw, scale=scales[0]) return fm, fM def _compute_associated_frequencies(scales, N, wavelet, ssq_scaletype, maprange, was_padded=True, dt=1, transform='cwt'): fm, fM = _ssq_freqrange(maprange, dt, N, wavelet, scales, was_padded) na = len(scales) # frequency divisions `w_l` to reassign to in Synchrosqueezing if ssq_scaletype == 'log': # [fm, ..., fM] ssq_freqs = fm * np.power(fM / fm, np.arange(na)/(na - 1)) elif ssq_scaletype == 'log-piecewise': idx = logscale_transition_idx(scales) if idx is None: ssq_freqs = fm * np.power(fM / fm, np.arange(na)/(na - 1)) else: f0, f2 = fm, fM # note that it's possible for f1 == f0 per discretization limitations, # in which case `sqf1` will contain the same value repeated f1 = _get_center_frequency(wavelet, N, maprange, dt, scales[idx], was_padded) # here we don't know what the pre-downsampled `len(scales)` was, # so we take a longer route by piecewising respective center freqs t1 = np.arange(0, na - idx - 1)/(na - 1) t2 = np.arange(na - idx - 1, na)/(na - 1) # simulates effect of "endpoint" since we'd need to know `f2` # with `endpoint=False` t1 = np.hstack([t1, t2[0]]) sqf1 = _exp_fm(t1, f0, f1)[:-1] sqf2 = _exp_fm(t2, f1, f2) ssq_freqs = np.hstack([sqf1, sqf2]) ssq_idx = logscale_transition_idx(ssq_freqs) if ssq_idx is None: raise Exception("couldn't find logscale transition index of " "generated `ssq_freqs`; something went wrong") assert (na - ssq_idx) == idx, "{} != {}".format(na - ssq_idx, idx) else: if transform == 'cwt': ssq_freqs = np.linspace(fm, fM, na) elif transform == 'stft': ssq_freqs = np.linspace(0, .5, na) / dt return ssq_freqs def _exp_fm(t, fmin, fmax): tmin, tmax = t.min(), t.max() a = (fmin**tmax / fmax**tmin) ** (1/(tmax - tmin)) b = fmax**(1/tmax) * (1/a)**(1/tmax) return a*b**t def _get_center_frequency(wavelet, N, maprange, dt, scale, was_padded): if was_padded: N = p2up(N)[0] kw = dict(wavelet=wavelet, N=N, scale=scale, kind=maprange) if maprange == 'energy': kw['force_int'] = True wc = center_frequency(**kw) fc = wc / (2*pi) / dt return fc #### misc #################################################################### def _check_ssqueezing_args(squeezing, maprange=None, wavelet=None, difftype=None, difforder=None, get_w=None, transform='cwt'): if transform not in ('cwt', 'stft'): raise ValueError("`transform` must be one of: cwt, stft " "(got %s)" % squeezing) if not isinstance(squeezing, (str, FunctionType)): raise TypeError("`squeezing` must be string or function " "(got %s)" % type(squeezing)) elif isinstance(squeezing, str): assert_is_one_of(squeezing, 'squeezing', ('sum', 'lebesgue', 'abs')) # maprange if maprange is not None: if isinstance(maprange, (tuple, list)): if not all(isinstance(m, (float, int)) for m in maprange): raise ValueError("all elements of `maprange` must be " "float or int") elif isinstance(maprange, str): assert_is_one_of(maprange, 'maprange', ('maximal', 'peak', 'energy')) else: raise TypeError("`maprange` must be str, tuple, or list " "(got %s)" % type(maprange)) if isinstance(maprange, str) and maprange != 'maximal': if transform != 'cwt': NOTE("string `maprange` currently only functional with " "`transform='cwt'`") elif wavelet is None: raise ValueError(f"maprange='{maprange}' requires `wavelet`") # difftype if difftype is not None: if difftype not in ('trig', 'phase', 'numeric'): raise ValueError("`difftype` must be one of: direct, phase, numeric" " (got %s)" % difftype) elif difftype != 'trig': from .configs import USE_GPU if USE_GPU(): raise ValueError("GPU computation only supports " "`difftype = 'trig'`") elif not get_w: raise ValueError("`difftype != 'trig'` requires `get_w = True`") # difforder if difforder is not None: if difftype != 'numeric': WARN("`difforder` is ignored if `difftype != 'numeric'") elif difforder not in (1, 2, 4): raise ValueError("`difforder` must be one of: 1, 2, 4 " "(got %s)" % difforder) elif difftype == 'numeric': difforder = 4 return difforder
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ssqueezepy
ssqueezepy-master/ssqueezepy/algos.py
# -*- coding: utf-8 -*- """CPU- & GPU-accelerated routines, and few neat algorithms. """ import numpy as np from numba import jit, prange from functools import reduce from .utils.backend import asnumpy, cp, torch from .utils.gpu_utils import _run_on_gpu, _get_kernel_params from .utils import backend as S from .configs import IS_PARALLEL def nCk(n, k): """n-Choose-k""" mul = lambda a, b: a * b r = min(k, n - k) numer = reduce(mul, range(n, n - r, -1), 1) denom = reduce(mul, range(1, r + 1), 1) return numer / denom #### `indexed_sum` ########################################################### def indexed_sum(a, k, parallel=None): """Sum `a` into rows of 2D array according to indices given by 2D `k`.""" out = np.zeros(a.shape, dtype=a.dtype) if parallel or (parallel is None and IS_PARALLEL()): _indexed_sum_par(a, k, out) else: _indexed_sum(a, k, out) return out @jit(nopython=True, cache=True) def _indexed_sum(a, k, out): for i in range(a.shape[0]): for j in range(a.shape[1]): out[k[i, j], j] += a[i, j] @jit(nopython=True, cache=True, parallel=True) def _indexed_sum_par(a, k, out): for j in prange(a.shape[1]): for i in range(a.shape[0]): out[k[i, j], j] += a[i, j] def _process_ssq_params(Wx, w_or_dWx, ssq_freqs, const, logscale, flipud, out, gamma, parallel, complex_out=True, Sfs=None): S.warn_if_tensor_and_par(Wx, parallel) gpu = S.is_tensor(Wx) parallel = (parallel or IS_PARALLEL()) and not gpu # process `Wx`, `w_or_dWx`, `out` if out is None: out_shape = (*Wx.shape, 2) if (gpu and complex_out) else Wx.shape if gpu: out_dtype = (torch.float32 if Wx.dtype == torch.complex64 else torch.float64) out = torch.zeros(out_shape, dtype=out_dtype, device=Wx.device) else: out = np.zeros(out_shape, dtype=Wx.dtype) elif complex_out and gpu: out = torch.view_as_real(out) if gpu: Wx = torch.view_as_real(Wx) if 'complex' in str(w_or_dWx.dtype): w_or_dWx = torch.view_as_real(w_or_dWx) # process `const` len_const = (const.numel() if isinstance(const, torch.Tensor) else (const.size if isinstance(const, np.ndarray) else 1)) if len_const != len(Wx): if gpu: const_arr = torch.full((len(Wx),), fill_value=const, device=Wx.device, dtype=Wx.dtype) else: const_arr = np.full(len(Wx), const, dtype=Wx.dtype) elif gpu and isinstance(const, np.ndarray): const_arr = torch.as_tensor(const, dtype=Wx.dtype, device=Wx.device) else: const_arr = const const_arr = const_arr.squeeze() # process other constants if logscale: _, params = _get_params_find_closest_log(ssq_freqs) else: dv = float(ssq_freqs[1] - ssq_freqs[0]) dv = _ensure_nonzero_nonnegative('dv', dv) params = dict(vmin=float(ssq_freqs[0]), dv=dv) if gpu: # process kernel params (blockspergrid, threadsperblock, kernel_kw, str_dtype ) = _get_kernel_params(Wx, dim=1) M = kernel_kw['M'] kernel_kw.update(dict(f='f' if kernel_kw['dtype'] == 'float' else '', extra=f"k = {M} - 1 - k;" if flipud else "")) # collect tensors & constants if 'idx1' in params: params['idx1'] = int(params['idx1']) kernel_args = [Wx.data_ptr(), w_or_dWx.data_ptr(), out.data_ptr(), const_arr.data_ptr(), *list(params.values())] if gamma is not None: kernel_args.insert(4, cp.asarray(gamma, dtype=str_dtype)) if Sfs is not None: kernel_args.insert(2, Sfs.data_ptr()) ssq_scaletype = (('log_piecewise' if 'idx1' in params else 'log') if logscale else 'lin') else: # cpu function params params.update(dict(const=const_arr, flipud=flipud, omax=len(out) - 1)) if gamma is not None: params['gamma'] = gamma if Sfs is not None: params['Sfs'] = Sfs ssq_scaletype = (('log_piecewise' if 'idx1' in params else 'log') if logscale else 'lin') ssq_scaletype += '_par' if parallel else '' if gpu: args = (blockspergrid, threadsperblock, *kernel_args) return (out, params, args, kernel_kw, ssq_scaletype) return (Wx, w_or_dWx, out, params, ssq_scaletype) def ssqueeze_fast(Wx, dWx, ssq_freqs, const, logscale=False, flipud=False, gamma=None, out=None, Sfs=None, parallel=None): """`indexed_sum`, `find_closest`, and `phase_transform` within same loop, sparing two arrays and intermediate elementwise conditionals; see `help(algos.find_closest)` on how `k` is computed. """ def fn_name(transform, ssq_scaletype): return ('ssq_stft' if transform == 'stft' else f'ssq_cwt_{ssq_scaletype}') outs = _process_ssq_params(Wx, dWx, ssq_freqs, const, logscale, flipud, out, gamma, parallel, complex_out=True, Sfs=Sfs) transform = 'cwt' if Sfs is None else 'stft' if S.is_tensor(Wx): out, params, args, kernel_kw, ssq_scaletype = outs kernel = _kernel_codes[fn_name(transform, ssq_scaletype)] _run_on_gpu(kernel, *args, **kernel_kw) out = torch.view_as_complex(out) else: Wx, dWx, out, params, ssq_scaletype = outs fn = _cpu_fns[fn_name(transform, ssq_scaletype)] args = ([Wx, dWx, out] if transform == 'cwt' else [Wx, dWx, params.pop('Sfs'), out]) fn(*args, **params) return out def indexed_sum_onfly(Wx, w, ssq_freqs, const=1, logscale=False, flipud=False, out=None, parallel=None): """`indexed_sum` and `find_closest` within same loop, sparing an array; see `help(algos.find_closest)` on how `k` is computed. """ outs = _process_ssq_params(Wx, w, ssq_freqs, const, logscale, flipud, out, gamma=None, parallel=parallel, complex_out=True) if S.is_tensor(Wx): out, params, args, kernel_kw, ssq_scaletype = outs kernel = _kernel_codes[f'indexed_sum_{ssq_scaletype}'] _run_on_gpu(kernel, *args, **kernel_kw) out = torch.view_as_complex(out) else: Wx, w, out, params, ssq_scaletype = outs fn = _cpu_fns[f'indexed_sum_{ssq_scaletype}'] fn(Wx, w, out, **params) return out @jit(nopython=True, cache=True) def _indexed_sum_log(Wx, w, out, const, vlmin, dvl, omax, flipud=False): for i in range(Wx.shape[0]): for j in range(Wx.shape[1]): if np.isinf(w[i, j]): continue k = int(min(round(max((np.log2(w[i, j]) - vlmin) / dvl, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True, parallel=True) def _indexed_sum_log_par(Wx, w, out, const, vlmin, dvl, omax, flipud=False): for j in prange(Wx.shape[1]): for i in range(Wx.shape[0]): if np.isinf(w[i, j]): continue k = int(min(round(max((np.log2(w[i, j]) - vlmin) / dvl, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True) def _indexed_sum_log_piecewise(Wx, w, out, const, vlmin0, vlmin1, dvl0, dvl1, idx1, omax, flipud=False): for i in range(Wx.shape[0]): for j in range(Wx.shape[1]): if np.isinf(w[i, j]): continue wl = np.log2(w[i, j]) if wl > vlmin1: k = int(min(round((wl - vlmin1) / dvl1) + idx1, omax)) else: k = int(round(max((wl - vlmin0) / dvl0, 0))) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True, parallel=True) def _indexed_sum_log_piecewise_par(Wx, w, out, const, vlmin0, vlmin1, dvl0, dvl1, idx1, omax, flipud=False): # it's also possible to construct the if-else logic in terms of mappables # of `vlmin`, `dvl`, and `idx`, which generalizes to any number of transitions for j in prange(Wx.shape[1]): for i in range(Wx.shape[0]): if np.isinf(w[i, j]): continue wl = np.log2(w[i, j]) if wl > vlmin1: k = int(min(round((wl - vlmin1) / dvl1) + idx1, omax)) else: k = int(round(max((wl - vlmin0) / dvl0, 0))) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True) def _indexed_sum_lin(Wx, w, out, const, vmin, dv, omax, flipud=False): for i in range(Wx.shape[0]): for j in range(Wx.shape[1]): if np.isinf(w[i, j]): continue k = int(min(round(max((w[i, j] - vmin) / dv, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True, parallel=True) def _indexed_sum_lin_par(Wx, w, out, const, vmin, dv, omax, flipud=False): for j in prange(Wx.shape[1]): for i in range(Wx.shape[0]): if np.isinf(w[i, j]): continue k = int(min(round(max((w[i, j] - vmin) / dv, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] #### `find_closest` algorithms ############################################### def find_closest(a, v, logscale=False, parallel=None, smart=None): """`argmin(abs(a[i, j] - v)) for all `i, j`; `a` is 2D, `v` is 1D. # Arguments: a: np.ndarray 2D array. v: np.ndarray 1D array. logscale: bool (default False) Whether "closest" is taken in linear or logarithmic space. parallel: bool (default True) / None Whether to use algorithms with `numba.jit(parallel=True)` smart: bool (default False) / None Whether to use a very fast smart algorithm (but still the slowest for ssqueezing; see usage guide below). Credit: Divakar -- https://stackoverflow.com/a/64526158/10133797 ____________________________________________________________________________ **Default behavior** If only `a` & `v` are passed, `find_closest_smart` is called. ____________________________________________________________________________ **Usage guide** If 100% accuracy is desired, or `v` is not linearly or logarithmically distributed, use `find_closest_smart` (`smart=True`) or `find_closest_brute` (not callable from here). `_smart` is faster on single CPU thread, but `_brute` can win via parallelism. Else, `find_closest_lin` and `find_closest_log` do the trick (the special case of log-piecewise is handled), and are much faster. - Relative to "exact", they differ only by 0% to 0.0001%, purely per float precision limitations, and never by more than one index in `out` (where whether e.g. `w=0.500000001` belongs to 0 or 1 isn't statistically meaningful to begin with). ____________________________________________________________________________ **How it works:** `find_closest_log`, `find_closest_lin` The root assumption is that `v` is uniformly (in linear or log space) distributed, and we calculate analytically in which bin `w` will land as: `(w - bin_min) / bin_step_size` Above is forced to bound in [0, len(v) - 1]. """ assert not S.is_tensor(a), "`find_closest` doesn't support GPU execution" if smart is None and parallel is None: smart = True elif parallel and smart: WARN("find_closest: `smart` overrides `parallel`") if smart: if logscale: out = find_closest_smart(np.log2(a), np.log2(v)) else: out = find_closest_smart(a, v) elif logscale: out = find_closest_log(a, v, parallel=parallel) else: out = find_closest_lin(a, v, parallel=parallel) return out @jit(nopython=True, cache=True, parallel=True) def find_closest_brute(a, v): """Computes exactly but exhaustively.""" out = np.zeros(a.shape, dtype=np.int32) for i in prange(a.shape[0]): for j in prange(a.shape[1]): out[i, j] = np.argmin(np.abs(a[i, j] - v)) return out def find_closest_smart(a, v): """Equivalent to argmin(abs(a[i, j] - v)) for all i, j; a is 2D, v is 1D. Credit: Divakar -- https://stackoverflow.com/a/64526158/10133797 """ sidx = v.argsort() v_s = v[sidx] idx = np.searchsorted(v_s, a) idx[idx == len(v)] = len(v) - 1 idx0 = (idx - 1).clip(min=0) m = np.abs(a - v_s[idx]) >= np.abs(v_s[idx0] - a) m[idx == 0] = 0 idx[m] -= 1 out = sidx[idx] return out def _ensure_nonzero_nonnegative(name, x, silent=False): if x < EPS64: if not silent: WARN("computed `%s` (%.2e) is below EPS64; will set to " % (name, x) + "EPS64. Advised to check `ssq_freqs`.") x = EPS64 return x def _get_params_find_closest_log(v): idx = logscale_transition_idx(v) vlmin = float(np.log2(v[0])) if idx is None: dvl = float(np.log2(v[1]) - np.log2(v[0])) dvl = _ensure_nonzero_nonnegative('dvl', dvl) params = dict(vlmin=vlmin, dvl=dvl) else: vlmin0, vlmin1 = vlmin, float(np.log2(v[idx - 1])) dvl0 = float(np.log2(v[1]) - np.log2(v[0])) dvl1 = float(np.log2(v[idx]) - np.log2(v[idx - 1])) # see comment above `f1` in `ssqueezing._compute_associated_frequencies` dvl0 = _ensure_nonzero_nonnegative('dvl0', dvl0, silent=True) dvl1 = _ensure_nonzero_nonnegative('dvl1', dvl1) idx1 = np.asarray(idx - 1, dtype=np.int32) params = dict(vlmin0=vlmin0, vlmin1=vlmin1, dvl0=dvl0, dvl1=dvl1, idx1=idx1) return idx, params def find_closest_log(a, v, parallel=True): idx, params = _get_params_find_closest_log(v) out = np.zeros(a.shape, dtype=np.int32) params['omax'] = len(out) - 1 if idx is None: fn = _find_closest_log_par if parallel else _find_closest_log else: fn = (_find_closest_log_piecewise_par if parallel else _find_closest_log_piecewise) fn(a, out, **params) return out @jit(nopython=True, cache=True) def _find_closest_log(a, out, vlmin, dvl, omax): for i in range(a.shape[0]): for j in range(a.shape[1]): out[i, j] = min(round(max((np.log2(a[i, j]) - vlmin) / dvl, 0)), omax) @jit(nopython=True, cache=True, parallel=True) def _find_closest_log_par(a, out, vlmin, dvl, omax): for i in prange(a.shape[0]): for j in prange(a.shape[1]): out[i, j] = min(round(max((np.log2(a[i, j]) - vlmin) / dvl, 0)), omax) @jit(nopython=True, cache=True) def _find_closest_log_piecewise(a, out, vlmin0, vlmin1, dvl0, dvl1, idx1, omax): for i in range(a.shape[0]): for j in range(a.shape[1]): al = np.log2(a[i, j]) if al > vlmin1: out[i, j] = min(round((al - vlmin1) / dvl1) + idx1, omax) else: out[i, j] = round(max((al - vlmin0) / dvl0, 0)) @jit(nopython=True, cache=True, parallel=True) def _find_closest_log_piecewise_par(a, out, vlmin0, vlmin1, dvl0, dvl1, idx1, omax): # it's also possible to construct the if-else logic in terms of mappables # of `vlmin`, `dvl`, and `idx`, which generalizes to any number of transitions for i in prange(a.shape[0]): for j in prange(a.shape[1]): if np.isinf(a[i, j]): continue al = np.log2(a[i, j]) if al > vlmin1: out[i, j] = min(round((al - vlmin1) / dvl1) + idx1, omax) else: out[i, j] = round(max((al - vlmin0) / dvl0, 0)) def find_closest_lin(a, v, parallel=True): vmin = v[0] dv = v[1] - v[0] out = np.zeros(a.shape, dtype=np.int32) fn = _find_closest_lin_par if parallel else _find_closest_lin fn(a, out, vmin, dv, omax=len(out) - 1) return out @jit(nopython=True, cache=True) def _find_closest_lin(a, out, vmin, dv, omax): for i in range(a.shape[0]): for j in range(a.shape[1]): out[i, j] = min(round(max((a[i, j] - vmin) / dv, 0)), omax) @jit(nopython=True, cache=True, parallel=True) def _find_closest_lin_par(a, out, vmin, dv, omax): for i in prange(a.shape[0]): for j in prange(a.shape[1]): out[i, j] = min(round(max((a[i, j] - vmin) / dv, 0)), omax) #### Replacers ############################################################### def _process_replace_fn_args(x, ref): if ref is None: ref = x xndim = x.ndim # store original ndim to undo expansion later if not (isinstance(x, np.ndarray) and isinstance(ref, np.ndarray)): raise TypeError("inputs must be numpy arrays " "(got %s, %s)" % (type(x), type(ref))) while x.ndim < 3: x = np.expand_dims(x, -1) while ref.ndim < 3: ref = np.expand_dims(ref, -1) if x.ndim > 3 or ref.ndim > 3: raise ValueError("inputs must be 1D, 2D, or 3D numpy arrays " "(got x.ndim==%d, ref.ndim==%d)" % (x.ndim, ref.ndim)) return x, ref, xndim def replace_at_inf_or_nan(x, ref=None, replacement=0.): x, ref, xndim = _process_replace_fn_args(x, ref) x = _replace_at_inf_or_nan(x, ref, replacement) while x.ndim > xndim: x = x.squeeze(axis=-1) return x def replace_at_inf(x, ref=None, replacement=0.): x, ref, xndim = _process_replace_fn_args(x, ref) x = _replace_at_inf(x, ref, replacement) while x.ndim > xndim: x = x.squeeze(axis=-1) return x def replace_at_nan(x, ref=None, replacement=0.): x, ref, xndim = _process_replace_fn_args(x, ref) x = _replace_at_nan(x, ref, replacement) while x.ndim > xndim: x = x.squeeze(axis=-1) return x def replace_at_value(x, ref=None, value=0., replacement=0.): """Note: `value=np.nan` won't work (but np.inf will, separate from -np.inf)""" x, ref, xndim = _process_replace_fn_args(x, ref) x = _replace_at_value(x, ref, value, replacement) while x.ndim > xndim: x = x.squeeze(axis=-1) return x def replace_under_abs(x, ref=None, value=0., replacement=0., parallel=None): if S.is_tensor(x): _replace_under_abs_gpu(x, ref, value, replacement) elif parallel or (parallel is None and IS_PARALLEL()): _replace_under_abs_par(x, ref, value, replacement) else: _replace_under_abs(x, ref, value, replacement) # TODO return None? @jit(nopython=True, cache=True) def _replace_at_inf_or_nan(x, ref, replacement=0.): for i in range(x.shape[0]): for j in range(x.shape[1]): for k in range(x.shape[2]): if np.isinf(ref[i, j, k]) or np.isnan(ref[i, j, k]): x[i, j, k] = replacement return x @jit(nopython=True, cache=True) def _replace_at_inf(x, ref, replacement=0.): for i in range(x.shape[0]): for j in range(x.shape[1]): for k in range(x.shape[2]): if np.isinf(ref[i, j, k]): x[i, j, k] = replacement return x @jit(nopython=True, cache=True) def _replace_at_nan(x, ref, replacement=0.): for i in range(x.shape[0]): for j in range(x.shape[1]): for k in range(x.shape[2]): if np.isnan(ref[i, j, k]): x[i, j, k] = replacement return x @jit(nopython=True, cache=True) def _replace_at_value(x, ref, value=0., replacement=0.): for i in range(x.shape[0]): for j in range(x.shape[1]): for k in range(x.shape[2]): if ref[i, j, k] == value: x[i, j, k] = replacement return x @jit(nopython=True, cache=True) def _replace_under_abs(x, ref, value=0., replacement=0.): for i in range(x.shape[0]): for j in range(x.shape[1]): if abs(ref[i, j]) < value: x[i, j] = replacement @jit(nopython=True, cache=True, parallel=True) def _replace_under_abs_par(x, ref, value=0., replacement=0.): for i in prange(x.shape[0]): for j in prange(x.shape[1]): if abs(ref[i, j]) < value: x[i, j] = replacement def _replace_under_abs_gpu(w, Wx, value=0., replacement=0.): """Not as general as CPU variants (namely `w` must be real and `Wx` must be complex). """ kernel = ''' extern "C" __global__ void replace_under_abs(${dtype} w[${M}][${N}], ${dtype} Wx[${M}][${N}][2], ${dtype} *value, ${dtype} *replacement) { int i = blockIdx.x * blockDim.x + threadIdx.x; int j = blockIdx.y * blockDim.y + threadIdx.y; if (i >= ${M} || j >= ${N}) return; if (norm${f}(2, Wx[i][j]) < *value) w[i][j] = *replacement; } ''' (blockspergrid, threadsperblock, kernel_kw, str_dtype ) = _get_kernel_params(Wx, dim=2) kernel_kw['f'] = 'f' if kernel_kw['dtype'] == 'float' else '' Wx = torch.view_as_real(Wx) kernel_args = [w.data_ptr(), Wx.data_ptr(), cp.asarray(value, dtype=str_dtype), cp.asarray(replacement, dtype=str_dtype)] _run_on_gpu(kernel, blockspergrid, threadsperblock, *kernel_args, **kernel_kw) def zero_denormals(x, parallel=None): """Denormals are very small non-zero numbers that can significantly slow CPU execution (e.g. FFT). See https://github.com/scipy/scipy/issues/13764 """ # take a little bigger than smallest, seems to improve FFT speed parallel = parallel if parallel is not None else IS_PARALLEL() tiny = 1000 * np.finfo(x.dtype).tiny fn = _zero_denormals_par if parallel else _zero_denormals fn(x.ravel(), tiny) @jit(nopython=True, cache=True) def _zero_denormals(x, tiny): for i in range(x.size): if x[i] < tiny and x[i] > -tiny: x[i] = 0 @jit(nopython=True, cache=True, parallel=True) def _zero_denormals_par(x, tiny): for i in prange(x.size): if x[i] < tiny and x[i] > -tiny: x[i] = 0 #### misc (short) ############################################################ @jit(nopython=True, cache=True) def _min_neglect_idx(arr, th=1e-12): """Used in utils.integrate_analytic and ._integrate_bounded.""" for i, x in enumerate(arr): if x < th: return i return i #### misc (long) ############################################################# def find_maximum(fn, step_size=1e-3, steps_per_search=1e4, step_start=0, step_limit=1000, min_value=-1): """Finds max of any function with a single maximum, and input value at which the maximum occurs. Inputs and outputs must be 1D. Must be strictly non-decreasing from step_start up to maximum of interest. Takes absolute value of fn's outputs. """ steps_per_search = int(steps_per_search) largest_max = min_value increment = int(steps_per_search * step_size) input_values = np.linspace(step_start, increment) output_values = -1 * np.ones(steps_per_search) search_idx = 0 while True: start = step_start + increment * search_idx end = start + increment input_values = np.linspace(start, end, steps_per_search, endpoint=False) output_values[:] = np.abs(asnumpy(fn(input_values))) output_max = output_values.max() if output_max > largest_max: largest_max = output_max input_value = input_values[np.argmax(output_values)] elif output_max < largest_max: break search_idx += 1 if input_values.max() > step_limit: raise ValueError(("could not find function maximum with given " "(step_size, steps_per_search, step_start, " "step_limit, min_value)=({}, {}, {}, {}, {})" ).format(step_size, steps_per_search, step_start, step_limit, min_value)) return input_value, largest_max def find_first_occurrence(fn, value, step_size=1e-3, steps_per_search=1e4, step_start=0, step_limit=1000): """Finds earliest input value for which `fn(input_value) == value`, searching from `step_start` to `step_limit` in `step_size` increments. Takes absolute value of fn's outputs. """ steps_per_search = int(steps_per_search) increment = int(steps_per_search * step_size) output_values = -1 * np.ones(steps_per_search) step_limit_exceeded = False search_idx = 0 while True: start = step_start + increment * search_idx end = start + increment input_values = np.linspace(start, end, steps_per_search, endpoint=False) if input_values.max() > step_limit: step_limit_exceeded = True input_values = np.clip(input_values, None, step_limit) output_values[:] = np.abs(asnumpy(fn(input_values))) mxdiff = np.abs(np.diff(output_values)).max() # more reliable than `argmin not in (0, len - 1)` for smooth `fn` if np.any(np.abs(output_values - value) <= mxdiff): idx = np.argmin(np.abs(output_values - value)) break search_idx += 1 if step_limit_exceeded: raise ValueError(("could not find input value to yield function " f"output value={value} with given " "(step_size, steps_per_search, step_start, " "step_limit, min_value)=({}, {}, {}, {})" ).format(step_size, steps_per_search, step_start, step_limit)) input_value = input_values[idx] output_value = output_values[idx] return input_value, output_value def phase_cwt_cpu(Wx, dWx, gamma, parallel=None): """Computes only the imaginary part of `dWx / Wx` while dividing by 2*pi in same operation; doesn't compute division at all if `abs(Wx) < gamma`. Less memory & less computation than `(dWx / Wx).imag / (2*pi)`, same result. """ dtype = 'float32' if Wx.dtype == np.complex64 else 'float64' out = np.zeros(Wx.shape, dtype=dtype) gamma = np.asarray(gamma, dtype=dtype) parallel = parallel or IS_PARALLEL() fn = _phase_cwt_par if parallel else _phase_cwt fn(Wx, dWx, out, gamma) return out @jit(nopython=True, cache=True) def _phase_cwt(Wx, dWx, out, gamma): for i in range(Wx.shape[0]): for j in range(Wx.shape[1]): if abs(Wx[i, j]) < gamma: out[i, j] = np.inf else: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag out[i, j] = abs((B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) @jit(nopython=True, cache=True, parallel=True) def _phase_cwt_par(Wx, dWx, out, gamma): for i in prange(Wx.shape[0]): for j in prange(Wx.shape[1]): if abs(Wx[i, j]) < gamma: out[i, j] = np.inf else: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag out[i, j] = abs((B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) def phase_cwt_gpu(Wx, dWx, gamma): """Same as `phase_cwt_cpu`, but on GPU.""" kernel = ''' extern "C" __global__ void phase_cwt(${dtype} Wx[${M}][${N}][2], ${dtype} dWx[${M}][${N}][2], ${dtype} out[${M}][${N}], ${dtype} *gamma) { int i = blockIdx.x * blockDim.x + threadIdx.x; int j = blockIdx.y * blockDim.y + threadIdx.y; if (i >= ${M} || j >= ${N}) return; if (norm${f}(2, Wx[i][j]) < *gamma){ out[i][j] = 1.0/0.0; return; } ${dtype} A = dWx[i][j][0]; ${dtype} B = dWx[i][j][1]; ${dtype} C = Wx[i][j][0]; ${dtype} D = Wx[i][j][1]; out[i][j] = abs((B*C - A*D) / ((C*C + D*D) * 6.283185307179586)); } ''' (blockspergrid, threadsperblock, kernel_kw, str_dtype ) = _get_kernel_params(Wx, dim=2) kernel_kw['f'] = 'f' if kernel_kw['dtype'] == 'float' else '' out = torch.zeros(Wx.shape, device=Wx.device, dtype=getattr(torch, str_dtype)) Wx = torch.view_as_real(Wx) dWx = torch.view_as_real(dWx) kernel_args = [Wx.data_ptr(), dWx.data_ptr(), out.data_ptr(), cp.asarray(gamma, dtype=str_dtype)] _run_on_gpu(kernel, blockspergrid, threadsperblock, *kernel_args, **kernel_kw) return out def phase_stft_cpu(Wx, dWx, Sfs, gamma, parallel=None): dtype = 'float32' if Wx.dtype == np.complex64 else 'float64' out = np.zeros(Wx.shape, dtype=dtype) gamma = np.asarray(gamma, dtype=dtype) parallel = parallel or IS_PARALLEL() fn = _phase_stft_par if parallel else _phase_stft fn(Wx, dWx, Sfs, out, gamma) return out @jit(nopython=True, cache=True) def _phase_stft(Wx, dWx, Sfs, out, gamma): for i in range(Wx.shape[0]): for j in range(Wx.shape[1]): if abs(Wx[i, j]) < gamma: out[i, j] = np.inf else: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag out[i, j] = abs( Sfs[i] - (B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) @jit(nopython=True, cache=True, parallel=True) def _phase_stft_par(Wx, dWx, Sfs, out, gamma): for i in prange(Wx.shape[0]): for j in prange(Wx.shape[1]): if abs(Wx[i, j]) < gamma: out[i, j] = np.inf else: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag out[i, j] = abs( Sfs[i] - (B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) def phase_stft_gpu(Wx, dWx, Sfs, gamma): kernel = ''' extern "C" __global__ void phase_stft(${dtype} Wx[${M}][${N}][2], ${dtype} dWx[${M}][${N}][2], ${dtype} Sfs[${M}], ${dtype} out[${M}][${N}], ${dtype} *gamma) { int i = blockIdx.x * blockDim.x + threadIdx.x; int j = blockIdx.y * blockDim.y + threadIdx.y; if (i >= ${M} || j >= ${N}) return; if (norm${f}(2, Wx[i][j]) < *gamma){ out[i][j] = 1.0/0.0; return; } ${dtype} A = dWx[i][j][0]; ${dtype} B = dWx[i][j][1]; ${dtype} C = Wx[i][j][0]; ${dtype} D = Wx[i][j][1]; out[i][j] = abs(Sfs[i] - (B*C - A*D) / ((C*C + D*D) * 6.283185307179586)); } ''' (blockspergrid, threadsperblock, kernel_kw, str_dtype ) = _get_kernel_params(Wx, dim=2) kernel_kw['f'] = 'f' if kernel_kw['dtype'] == 'float' else '' out = torch.zeros(Wx.shape, device=Wx.device, dtype=getattr(torch, str_dtype)) Wx = torch.view_as_real(Wx) dWx = torch.view_as_real(dWx) kernel_args = [Wx.data_ptr(), dWx.data_ptr(), Sfs.data_ptr(), out.data_ptr(), cp.asarray(gamma, dtype=str_dtype)] _run_on_gpu(kernel, blockspergrid, threadsperblock, *kernel_args, **kernel_kw) return out @jit(nopython=True, cache=True) def _ssq_cwt_log_piecewise(Wx, dWx, out, const, gamma, vlmin0, vlmin1, dvl0, dvl1, idx1, omax, flipud=False): for i in range(Wx.shape[0]): for j in range(Wx.shape[1]): if abs(Wx[i, j]) > gamma: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag w_ij = abs((B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) wl = np.log2(w_ij) if wl > vlmin1: k = int(min(round((wl - vlmin1) / dvl1) + idx1, omax)) else: k = int(max(round((wl - vlmin0) / dvl0), 0)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True, parallel=True) def _ssq_cwt_log_piecewise_par(Wx, dWx, out, const, gamma, vlmin0, vlmin1, dvl0, dvl1, idx1, omax, flipud=False): for j in prange(Wx.shape[1]): for i in range(Wx.shape[0]): if abs(Wx[i, j]) > gamma: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag w_ij = abs((B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) wl = np.log2(w_ij) if wl > vlmin1: k = int(min(round((wl - vlmin1) / dvl1) + idx1, omax)) else: k = int(max(round((wl - vlmin0) / dvl0), 0)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True) def _ssq_cwt_log(Wx, dWx, out, const, gamma, vlmin, dvl, omax, flipud=False): for i in range(Wx.shape[0]): for j in range(Wx.shape[1]): if abs(Wx[i, j]) > gamma: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag w_ij = abs((B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) k = int(min(round(max((np.log2(w_ij) - vlmin) / dvl, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True, parallel=True) def _ssq_cwt_log_par(Wx, dWx, out, const, gamma, vlmin, dvl, omax, flipud=False): for j in prange(Wx.shape[1]): for i in range(Wx.shape[0]): if abs(Wx[i, j]) > gamma: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag w_ij = abs((B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) k = int(min(round(max((np.log2(w_ij) - vlmin) / dvl, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True) def _ssq_cwt_lin(Wx, dWx, out, const, gamma, vmin, dv, omax, flipud=False): for i in range(Wx.shape[0]): for j in range(Wx.shape[1]): if abs(Wx[i, j]) > gamma: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag w_ij = abs((B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) k = int(min(round(max((w_ij - vmin) / dv, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True, parallel=True) def _ssq_cwt_lin_par(Wx, dWx, out, const, gamma, vmin, dv, omax, flipud=False): for j in prange(Wx.shape[1]): for i in range(Wx.shape[0]): if abs(Wx[i, j]) > gamma: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag w_ij = abs((B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) k = int(min(round(max((w_ij - vmin) / dv, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True) def _ssq_stft(Wx, dWx, Sfs, out, const, gamma, vmin, dv, omax, flipud=False): for i in range(Wx.shape[0]): for j in range(Wx.shape[1]): if abs(Wx[i, j]) > gamma: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag w_ij = abs( Sfs[i] - (B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) k = int(min(round(max((w_ij - vmin) / dv, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] @jit(nopython=True, cache=True, parallel=True) def _ssq_stft_par(Wx, dWx, Sfs, out, const, gamma, vmin, dv, omax, flipud=False): for j in prange(Wx.shape[1]): for i in range(Wx.shape[0]): if abs(Wx[i, j]) > gamma: A, B = dWx[i, j].real, dWx[i, j].imag C, D = Wx[i, j].real, Wx[i, j].imag w_ij = abs( Sfs[i] - (B*C - A*D) / ((C**2 + D**2) * 6.283185307179586)) k = int(min(round(max((w_ij - vmin) / dv, 0)), omax)) if flipud: k = omax - k out[k, j] += Wx[i, j] * const[i] #### CPU funcs & GPU kernel codes ############################################ _cpu_fns = { 'ssq_cwt_log_piecewise': _ssq_cwt_log_piecewise, 'ssq_cwt_log_piecewise_par': _ssq_cwt_log_piecewise_par, 'ssq_cwt_log': _ssq_cwt_log, 'ssq_cwt_log_par': _ssq_cwt_log_par, 'ssq_cwt_lin': _ssq_cwt_lin, 'ssq_cwt_lin_par': _ssq_cwt_lin_par, 'ssq_stft': _ssq_stft, 'ssq_stft_par': _ssq_stft_par, 'indexed_sum_log_piecewise': _indexed_sum_log_piecewise, 'indexed_sum_log_piecewise_par': _indexed_sum_log_piecewise_par, 'indexed_sum_log': _indexed_sum_log, 'indexed_sum_log_par': _indexed_sum_log_par, 'indexed_sum_lin': _indexed_sum_lin, 'indexed_sum_lin_par': _indexed_sum_lin_par, } _kernel_codes = dict( ssq_cwt_log_piecewise=''' extern "C" __global__ void ssq_cwt_log_piecewise(${dtype} Wx[${M}][${N}][2], ${dtype} dWx[${M}][${N}][2], ${dtype} out[${M}][${N}][2], ${dtype} const_arr[${M}], ${dtype} *gamma, double vlmin0, double vlmin1, double dvl0, double dvl1, int idx1) { int j = blockIdx.x * blockDim.x + threadIdx.x; if (j >= ${N}) return; int k; double wl; ${dtype} w_ij, A, B, C, D; for (int i=0; i < ${M}; ++i){ if (norm${f}(2, Wx[i][j]) > *gamma){ A = dWx[i][j][0]; B = dWx[i][j][1]; C = Wx[i][j][0]; D = Wx[i][j][1]; w_ij = abs((B*C - A*D) / ((C*C + D*D) * 6.283185307179586)); wl = log2${f}(w_ij); if (wl > vlmin1){ k = (int)round((wl - vlmin1) / dvl1) + idx1; if (k >= ${M}) k = ${M} - 1; } else { k = (int)round((wl - vlmin0) / dvl0); if (k < 0) k = 0; } ${extra} out[k][j][0] += Wx[i][j][0] * const_arr[i]; out[k][j][1] += Wx[i][j][1] * const_arr[i]; } } } ''', ssq_cwt_log=''' extern "C" __global__ void ssq_cwt_log(${dtype} Wx[${M}][${N}][2], ${dtype} dWx[${M}][${N}][2], ${dtype} out[${M}][${N}][2], ${dtype} const_arr[${M}], ${dtype} *gamma, double vlmin, double dvl) { int j = blockIdx.x * blockDim.x + threadIdx.x; if (j >= ${N}) return; int k; ${dtype} w_ij, A, B, C, D; for (int i=0; i < ${M}; ++i){ if (norm${f}(2, Wx[i][j]) > *gamma){ A = dWx[i][j][0]; B = dWx[i][j][1]; C = Wx[i][j][0]; D = Wx[i][j][1]; w_ij = abs((B*C - A*D) / ((C*C + D*D) * 6.283185307179586)); k = (int)round(((double)log2${f}(w_ij) - vlmin) / dvl); if (k >= ${M}) k = ${M} - 1; else if (k < 0) k = 0; ${extra} out[k][j][0] += Wx[i][j][0] * const_arr[i]; out[k][j][1] += Wx[i][j][1] * const_arr[i]; } } } ''', ssq_cwt_lin=''' extern "C" __global__ void ssq_cwt_lin(${dtype} Wx[${M}][${N}][2], ${dtype} dWx[${M}][${N}][2], ${dtype} out[${M}][${N}][2], ${dtype} const_arr[${M}], ${dtype} *gamma, double vmin, double dv) { int j = blockIdx.x * blockDim.x + threadIdx.x; if (j >= ${N}) return; int k; ${dtype} w_ij, A, B, C, D; for (int i=0; i < ${M}; ++i){ if (norm${f}(2, Wx[i][j]) > *gamma){ A = dWx[i][j][0]; B = dWx[i][j][1]; C = Wx[i][j][0]; D = Wx[i][j][1]; w_ij = abs((B*C - A*D) / ((C*C + D*D) * 6.283185307179586)); k = (int)round(((double)w_ij - vmin) / dv); if (k >= ${M}) k = ${M} - 1; else if (k < 0) k = 0; ${extra} out[k][j][0] += Wx[i][j][0] * const_arr[i]; out[k][j][1] += Wx[i][j][1] * const_arr[i]; } } } ''', ssq_stft=''' extern "C" __global__ void ssq_stft(${dtype} Wx[${M}][${N}][2], ${dtype} dWx[${M}][${N}][2], ${dtype} Sfs[${M}], ${dtype} out[${M}][${N}][2], ${dtype} const_arr[${M}], ${dtype} *gamma, double vmin, double dv) { int j = blockIdx.x * blockDim.x + threadIdx.x; if (j >= ${N}) return; int k; ${dtype} w_ij, A, B, C, D; for (int i=0; i < ${M}; ++i){ if (norm${f}(2, Wx[i][j]) > *gamma){ A = dWx[i][j][0]; B = dWx[i][j][1]; C = Wx[i][j][0]; D = Wx[i][j][1]; w_ij = abs(Sfs[i] - (B*C - A*D) / ((C*C + D*D) * 6.283185307179586)); k = (int)round(((double)w_ij - vmin) / dv); if (k >= ${M}) k = ${M} - 1; else if (k < 0) k = 0; ${extra} out[k][j][0] += Wx[i][j][0] * const_arr[i]; out[k][j][1] += Wx[i][j][1] * const_arr[i]; } } } ''', indexed_sum_log_piecewise=''' extern "C" __global__ void indexed_sum_log_piecewise(${dtype} Wx[${M}][${N}][2], ${dtype} w[${M}][${N}], ${dtype} out[${M}][${N}][2], ${dtype} const_arr[${M}], double vlmin0, double vlmin1, double dvl0, double dvl1, int idx1) { int j = blockIdx.x * blockDim.x + threadIdx.x; if (j >= ${N}) return; int k; double wl; for (int i=0; i < ${M}; ++i){ if (!isinf(w[i][j])){ wl = (double)log2${f}(w[i][j]); if (wl > vlmin1){ k = (int)round((wl - vlmin1) / dvl1) + idx1; if (k >= ${M}) k = ${M} - 1; } else { k = (int)round((wl - vlmin0) / dvl0); if (k < 0) k = 0; } ${extra} out[k][j][0] += Wx[i][j][0] * const_arr[i]; out[k][j][1] += Wx[i][j][1] * const_arr[i]; } } } ''', indexed_sum_log=''' extern "C" __global__ void indexed_sum_log(${dtype} Wx[${M}][${N}][2], ${dtype} w[${M}][${N}], ${dtype} out[${M}][${N}][2], ${dtype} const_arr[${M}], double vlmin, double dvl) { int j = blockIdx.x * blockDim.x + threadIdx.x; if (j >= ${N}) return; int k; for (int i=0; i < ${M}; ++i){ if (!isinf(w[i][j])){ k = (int)round(((double)log2${f}(w[i][j]) - vlmin) / dvl); if (k >= ${M}) k = ${M} - 1; else if (k < 0) k = 0; ${extra} out[k][j][0] += Wx[i][j][0] * const_arr[i]; out[k][j][1] += Wx[i][j][1] * const_arr[i]; } } } ''', indexed_sum_lin=''' extern "C" __global__ void indexed_sum_lin(${dtype} Wx[${M}][${N}][2], ${dtype} w[${M}][${N}], ${dtype} out[${M}][${N}][2], ${dtype} const_arr[${M}], double vmin, double dv) { int j = blockIdx.x * blockDim.x + threadIdx.x; if (j >= ${N}) return; int k; for (int i=0; i < ${M}; ++i){ if (!isinf(w[i][j])){ k = (int)round(((double)(w[i][j]) - vmin) / dv); if (k >= ${M}) k = ${M} - 1; else if (k < 0) k = 0; ${extra} out[k][j][0] += Wx[i][j][0] * const_arr[i]; out[k][j][1] += Wx[i][j][1] * const_arr[i]; } } } ''', phase_cwt=''' extern "C" __global__ void phase_cwt(${dtype} Wx[${M}][${N}][2], ${dtype} dWx[${M}][${N}][2], ${dtype} out[${M}][${N}], ${dtype} *gamma) { int i = blockIdx.x * blockDim.x + threadIdx.x; int j = blockIdx.y * blockDim.y + threadIdx.y; if (i >= ${M} || j >= ${N}) return; if (norm${f}(2, Wx[i][j]) < *gamma){ out[i][j] = 1.0/0.0; return; } ${dtype} A = dWx[i][j][0]; ${dtype} B = dWx[i][j][1]; ${dtype} C = Wx[i][j][0]; ${dtype} D = Wx[i][j][1]; out[i][j] = abs((B*C - A*D) / ((C*C + D*D) * 6.283185307179586)); } ''', ) ############################################################################### from .utils.common import WARN, EPS64 from .utils.cwt_utils import logscale_transition_idx
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ssqueezepy
ssqueezepy-master/ssqueezepy/utils/cwt_utils.py
# -*- coding: utf-8 -*- import numpy as np from scipy import integrate from .common import WARN, assert_is_one_of, p2up from .backend import torch, asnumpy from ..configs import gdefaults pi = np.pi __all__ = [ 'adm_ssq', 'adm_cwt', 'cwt_scalebounds', 'process_scales', 'infer_scaletype', 'make_scales', 'logscale_transition_idx', 'nv_from_scales', 'find_min_scale', 'find_max_scale', 'find_downsampling_scale', 'integrate_analytic', 'find_max_scale_alt', '_process_fs_and_t', ] def adm_ssq(wavelet): """Calculates the synchrosqueezing admissibility constant, the term R_psi in Eq 15 of [1] (also see Eq 2.5 of [2]). Uses numeric intergration. integral(conj(wavelet(w)) / w, w=0..inf) # References: 1. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 2. Synchrosqueezed Wavelet Transforms: a Tool for Empirical Mode Decomposition. I. Daubechies, J. Lu, H.T. Wu. https://arxiv.org/pdf/0912.2437.pdf """ wavelet = Wavelet._init_if_not_isinstance(wavelet).fn Css = integrate_analytic(lambda w: np.conj(asnumpy(wavelet(w))) / w) Css = Css.real if abs(Css.imag) < 1e-15 else Css return Css def adm_cwt(wavelet): """Calculates the cwt admissibility constant as per Eq. (4.67) of [1]. Uses numeric integration. integral(wavelet(w) * conj(wavelet(w)) / w, w=0..inf) 1. Wavelet Tour of Signal Processing, 3rd ed. S. Mallat. https://www.di.ens.fr/~mallat/papiers/WaveletTourChap1-2-3.pdf """ wavelet = Wavelet._init_if_not_isinstance(wavelet).fn Cpsi = integrate_analytic(lambda w: np.conj(asnumpy(wavelet(w)) ) * asnumpy(wavelet(w)) / w) Cpsi = Cpsi.real if abs(Cpsi.imag) < 1e-15 else Cpsi return Cpsi def cwt_scalebounds(wavelet, N, preset=None, min_cutoff=None, max_cutoff=None, cutoff=None, bin_loc=None, bin_amp=None, use_padded_N=True, viz=False): """Finds range of scales for which `wavelet` is "well-behaved", as determined by `preset`. Assumes `wavelet` is uni-modal (one peak in freq domain); may be inaccurate otherwise. `min_scale`: found such that freq-domain wavelet takes on `cutoff` of its max value on the greatest bin. - Lesser `cutoff` -> lesser `min_scale`, always `max_scale`: search determined by `preset`: - 'maximal': found such that freq-domain takes `bin_amp` of its max value on the `bin_loc`-th (non-dc) bin - Greater `bin_loc` or lesser `bin_amp` -> lesser `max_scale`, always - 'minimal': found more intricately independent of precise bin location, but is likely to omit first several bins entirely; see `help(utils.find_max_scale_alt)`. - Greater `min_cutoff` -> lesser `max_scale`, generally `viz==2` for more visuals, `viz==3` for even more. # Arguments: wavelet: `wavelets.Wavelet` Wavelet sampled in Fourier frequency domain. See `help(cwt)`. N: int Length of wavelet to use. min_cutoff, max_cutoff: float > 0 / None Used to find max scale with `preset='minimal'`. See `help(utils.find_max_scale_alt)` cutoff: float / None Used to find min scale. See `help(utils.find_min_scale)` preset: str['maximal', 'minimal', 'naive'] / None - 'maximal': yields a larger max and smaller min. - 'minimal': strives to keep wavelet in "well-behaved" range of std_t and std_w, but very high or very low frequencies' energies will be under-represented. Is closer to MATLAB's default `cwtfreqbounds`. - 'naive': returns (1, N), which is per original MATLAB Toolbox, but a poor choice for most wavelet options. - None: will use `min_cutoff, max_cutoff, cutoff` values, else override `min_cutoff, max_cutoff` with those of `preset='minimal'`, and of `cutoff` with that of `preset='maximal'`: (min_cutoff, max_cutoff, cutoff) = (0.6, 0.8, -.5) use_padded_N: bool (default True) Whether to use `N=p2up(N)` in computations. Typically `N == len(x)`, but CWT pads to next power of 2, which is the actual wavelet length used, which typically behaves significantly differently at scale extrema, thus recommended default True. Differs from passing `N=p2up(N)[0]` and False only for first visual if `viz`, see code. # Returns: min_scale, max_scale: float, float Minimum & maximum scales. """ def _process_args(preset, min_cutoff, max_cutoff, cutoff, bin_loc, bin_amp): defaults = dict(min_cutoff=.6, max_cutoff=.8, cutoff=-.5) if preset is not None: if any((min_cutoff, max_cutoff, cutoff)): WARN("`preset` will override `min_cutoff, max_cutoff, cutoff`") elif preset == 'minimal' and any((bin_amp, bin_loc)): WARN("`preset='minimal'` ignores `bin_amp` & `bin_loc`") assert_is_one_of(preset, 'preset', ('maximal', 'minimal', 'naive')) if preset in ('naive', 'maximal'): min_cutoff, max_cutoff = None, None if preset == 'maximal': cutoff = -.5 else: min_cutoff, max_cutoff, cutoff = defaults.values() else: if min_cutoff is None: min_cutoff = defaults['min_cutoff'] elif min_cutoff <= 0: raise ValueError("`min_cutoff` must be >0 (got %s)" % min_cutoff) if max_cutoff is None: max_cutoff = defaults['max_cutoff'] elif max_cutoff < min_cutoff: raise ValueError("must have `max_cutoff > min_cutoff` " "(got %s, %s)" % (max_cutoff, min_cutoff)) bin_loc = bin_loc or (2 if preset == 'maximal' else None) bin_amp = bin_amp or (1 if preset == 'maximal' else None) cutoff = cutoff if (cutoff is not None) else defaults['cutoff'] return min_cutoff, max_cutoff, cutoff, bin_loc, bin_amp def _viz(): _viz_cwt_scalebounds(wavelet, N=M, Nt=M, min_scale=min_scale, max_scale=max_scale, cutoff=cutoff) if viz >= 2: wavelet_waveforms(wavelet, M, min_scale) wavelet_waveforms(wavelet, M, max_scale) if viz == 3: scales = make_scales(M, min_scale, max_scale) sweep_harea(wavelet, M, scales) min_cutoff, max_cutoff, cutoff, bin_loc, bin_amp = _process_args( preset, min_cutoff, max_cutoff, cutoff, bin_loc, bin_amp) if preset == 'naive': # still _process_args for the NOTE return 1, N M = p2up(N)[0] if use_padded_N else N min_scale = find_min_scale(wavelet, cutoff=cutoff) if preset in ('minimal', None): max_scale = find_max_scale_alt(wavelet, M, min_cutoff=min_cutoff, max_cutoff=max_cutoff) elif preset == 'maximal': max_scale = find_max_scale(wavelet, M, bin_loc=bin_loc, bin_amp=bin_amp) if viz: _viz() return min_scale, max_scale def _assert_positive_integer(g, name=''): if not (g > 0 and float(g).is_integer()): raise ValueError(f"'{name}' must be a positive integer (got {g})") def process_scales(scales, N, wavelet=None, nv=None, get_params=False, use_padded_N=True): """Makes scales if `scales` is a string, else validates the array, and returns relevant parameters if requested. - Ensures, if array, `scales` is 1D, or 2D with last dim == 1 - Ensures, if string, `scales` is one of ('log', 'linear') - If `get_params`, also returns (`scaletype`, `nv`, `na`) - `scaletype`: inferred from `scales` ('linear' or 'log') if array - `nv`, `na`: computed newly only if not already passed """ def _process_args(scales, nv, wavelet): preset = None if isinstance(scales, str): if ':' in scales: scales, preset = scales.split(':') elif scales == 'log-piecewise': preset = 'maximal' assert_is_one_of(scales, 'scales', ('log', 'log-piecewise', 'linear')) if nv is None: nv = 32 if wavelet is None: raise ValueError("must set `wavelet` if `scales` isn't array") scaletype = scales elif isinstance(scales, (np.ndarray, torch.Tensor)): scales = asnumpy(scales) if scales.squeeze().ndim != 1: raise ValueError("`scales`, if array, must be 1D " "(got shape %s)" % str(scales.shape)) scaletype, _nv = infer_scaletype(scales) if scaletype == 'log': if nv is not None and _nv != nv: raise Exception("`nv` used in `scales` differs from " "`nv` passed (%s != %s)" % (_nv, nv)) nv = _nv elif scaletype == 'log-piecewise': nv = _nv # will be array scales = scales.reshape(-1, 1) # ensure 2D for broadcast ops later else: raise TypeError("`scales` must be a string or Numpy array " "(got %s)" % type(scales)) if nv is not None and not isinstance(nv, np.ndarray): _assert_positive_integer(nv, 'nv') nv = int(nv) return scaletype, nv, preset scaletype, nv, preset = _process_args(scales, nv, wavelet) if isinstance(scales, (np.ndarray, torch.Tensor)): scales = scales.reshape(-1, 1) return (scales if not get_params else (scales, scaletype, len(scales), nv)) #### Compute scales & params ############################################# min_scale, max_scale = cwt_scalebounds(wavelet, N=N, preset=preset, use_padded_N=use_padded_N) scales = make_scales(N, min_scale, max_scale, nv=nv, scaletype=scaletype, wavelet=wavelet) na = len(scales) return (scales if not get_params else (scales, scaletype, na, nv)) def infer_scaletype(scales): """Infer whether `scales` is linearly or exponentially distributed (if latter, also infers `nv`). Used internally on `scales` and `ssq_freqs`. Returns one of: 'linear', 'log', 'log-piecewise' """ scales = asnumpy(scales).reshape(-1, 1) if not isinstance(scales, np.ndarray): raise TypeError("`scales` must be a numpy array (got %s)" % type(scales)) elif scales.dtype not in (np.float32, np.float64): raise TypeError("`scales.dtype` must be np.float32 or np.float64 " "(got %s)" % scales.dtype) th_log = 4e-15 if scales.dtype == np.float64 else 8e-7 th_lin = th_log * 1e3 # less accurate for some reason if np.mean(np.abs(np.diff(np.log(scales), 2, axis=0))) < th_log: scaletype = 'log' # ceil to avoid faulty float-int roundoffs nv = int(np.round(1 / np.diff(np.log2(scales), axis=0)[0])) elif np.mean(np.abs(np.diff(scales, 2, axis=0))) < th_lin: scaletype = 'linear' nv = None elif logscale_transition_idx(scales) is None: raise ValueError("could not infer `scaletype` from `scales`; " "`scales` array must be linear or exponential. " "(got diff(scales)=%s..." % np.diff(scales, axis=0)[:4]) else: scaletype = 'log-piecewise' nv = nv_from_scales(scales) return scaletype, nv def make_scales(N, min_scale=None, max_scale=None, nv=32, scaletype='log', wavelet=None, downsample=None): """Recommended to first work out `min_scale` & `max_scale` with `cwt_scalebounds`. # Arguments: N: int `len(x)` or `len(x_padded)`. min_scale, max_scale: float, float Set scale range. Obtained e.g. from `utils.cwt_scalebounds`. nv: int Number of voices (wavelets) per octave. scaletype: str['log', 'log-piecewise', 'linear'] Scaling kind to make. `'log-piecewise'` uses `utils.find_downsampling_scale`. wavelet: wavelets.Wavelet Used only for `scaletype='log-piecewise'`. downsample: int Downsampling factor. Used only for `scaletype='log-piecewise'`. # Returns: scales: np.ndarray """ if scaletype == 'log-piecewise' and wavelet is None: raise ValueError("must pass `wavelet` for `scaletype == 'log-piecewise'`") if min_scale is None and max_scale is None and wavelet is not None: min_scale, max_scale = cwt_scalebounds(wavelet, N, use_padded_N=True) else: min_scale = min_scale or 1 max_scale = max_scale or N downsample = int(gdefaults('utils.cwt_utils.make_scales', downsample=downsample)) # number of 2^-distributed scales spanning min to max na = int(np.ceil(nv * np.log2(max_scale / min_scale))) # floor to keep freq-domain peak at or to right of Nyquist # min must be more precise, if need integer rounding do on max mn_pow = int(np.floor(nv * np.log2(min_scale))) mx_pow = mn_pow + na if scaletype == 'log': # TODO discretize per `logspace` instead scales = 2 ** (np.arange(mn_pow, mx_pow) / nv) elif scaletype == 'log-piecewise': scales = 2 ** (np.arange(mn_pow, mx_pow) / nv) idx = find_downsampling_scale(wavelet, scales) if idx is not None: # `+downsample - 1` starts `scales2` as continuing from `scales1` # at `scales2`'s sampling rate; rest of ops are based on this design, # such as `/nv` in ssq, which divides `scales2[0]` by `nv`, but if # `scales2[0]` is one sample away from `scales1[-1]`, seems incorrect scales1 = scales[:idx] scales2 = scales[idx + downsample - 1::downsample] scales = np.hstack([scales1, scales2]) elif scaletype == 'linear': # TODO poor scheme (but there may not be any good one) min_scale, max_scale = 2**(mn_pow/nv), 2**(mx_pow/nv) na = int(np.ceil(max_scale / min_scale)) scales = np.linspace(min_scale, max_scale, na) else: raise ValueError("`scaletype` must be 'log' or 'linear'; " "got: %s" % scaletype) scales = scales.reshape(-1, 1) # ensure 2D for broadcast ops later return scales def logscale_transition_idx(scales): """Returns `idx` that splits `scales` as `[scales[:idx], scales[idx:]]`. """ scales = asnumpy(scales) scales_diff2 = np.abs(np.diff(np.log(scales), 2, axis=0)) idx = np.argmax(scales_diff2) + 2 diff2_max = scales_diff2.max() # every other value must be zero, assert it is so scales_diff2[idx - 2] = 0 th = 1e-14 if scales.dtype == np.float64 else 1e-6 if not np.any(diff2_max > 100*np.abs(scales_diff2).mean()): # everything's zero, i.e. no transition detected return None elif not np.all(np.abs(scales_diff2) < th): # other nonzero diffs found, more than one transition point return None else: return idx def nv_from_scales(scales): """Infers `nv` from `scales` assuming `2**` scales; returns array of length `len(scales)` if `scaletype = 'log-piecewise'`. """ scales = asnumpy(scales) logdiffs = 1 / np.diff(np.log2(scales), axis=0) nv = np.vstack([logdiffs[:1], logdiffs]) idx = logscale_transition_idx(scales) if idx is not None: nv_transition_idx = np.argmax(np.abs(np.diff(nv, axis=0))) + 1 assert nv_transition_idx == idx, "%s != %s" % (nv_transition_idx, idx) return nv def find_min_scale(wavelet, cutoff=1): """Design the wavelet in frequency domain. `scale` is found to yield `scale * xi(scale=1)` such that its last (largest) positive value evaluates `wavelet` to `cutoff * max(psih)`. If cutoff > 0, it lands to right of peak, else to left (i.e. peak excluded). """ wavelet = Wavelet._init_if_not_isinstance(wavelet) w_peak, peak = find_maximum(wavelet.fn) if cutoff > 0: # search to right of peak step_start, step_limit = w_peak, 10*w_peak else: # search to left of peak step_start, step_limit = 0, w_peak w_cutoff, _ = find_first_occurrence(wavelet.fn, value=abs(cutoff) * peak, step_start=step_start, step_limit=step_limit) min_scale = w_cutoff / pi return min_scale def find_max_scale(wavelet, N, bin_loc=1, bin_amp=1): """Finds `scale` such that freq-domain wavelet's amplitude is `bin_amp` of maximum at `bin_loc` bin. Set `bin_loc=1` to ensure no lower frequencies are lost, but likewise mind redundancy (see `make_scales`). """ wavelet = Wavelet._init_if_not_isinstance(wavelet) # get scale at which full freq-domain wavelet is likely to fit wc_ct = center_frequency(wavelet, kind='peak-ct', N=N) scalec_ct = (4/pi) * wc_ct # get freq_domain wavelet, positive half (asm. analytic) psih = asnumpy(wavelet(scale=scalec_ct, N=N)[:N//2 + 1]) # get (radian) frequencies at which it was sampled xi = asnumpy(wavelet.xifn(scalec_ct, N)) # get index of psih's peak midx = np.argmax(psih) # get index where `psih` attains `bin1_amp` of its max value, to left of peak w_bin = xi[np.where(psih[:midx] < psih.max()*bin_amp)[0][-1]] # find scale such that wavelet amplitude is `bin_amp` of max at `bin_loc` bin max_scale = scalec_ct * (w_bin / xi[bin_loc]) return max_scale def find_downsampling_scale(wavelet, scales, span=5, tol=3, method='sum', nonzero_th=.02, nonzero_tol=4., N=None, viz=False, viz_last=False): """Find `scale` past which freq-domain wavelets are "excessively redundant", redundancy determined by `span, tol, method, nonzero_th, nonzero_tol`. # Arguments wavelet: np.ndarray / wavelets.Wavelet CWT wavelet. scales: np.ndarray CWT scales. span: int Number of wavelets to cross-correlate at each comparison. tol: int Tolerance value, works with `method`. method: str['any', 'all', 'sum'] Condition relating `span` and `tol` to determine whether wavelets are packed "too densely" at a given cross-correlation, relative to "joint peak". 'any': at least one of wavelet peaks lie `tol` or more bins away 'all': all wavelet peaks lie `tol` or more bins away 'sum': sum(distances between wavelet peaks and joint peak) > `tol` nonzero_th: float Wavelet points as a fraction of respective maxima to consider nonzero (i.e. `np.where(psih > psih.max()*nonzero_th)`). nonzero_tol: float Average number of nonzero points in a `span` group of wavelets above which testing is exempted. (e.g. if 5 wavelets have 25 nonzero points, average is 5, so if `nonzero_tol=4`, the `scale` is skipped/passed). N: int / None Length of wavelet to use. Defaults to 2048, which generalizes well along other defaults, since those params (`span`, `tol`, etc) would need to be scaled alongside `N`. viz: bool (default False) Visualize every test for debug purposes. viz_last: bool (default True) Visualize the failing scale (recommended if trying by hand); ignored if `viz=True`. """ def check_group(psihs_peaks, joint_peak, method, tol): too_dense = False distances = np.abs(psihs_peaks[1] - joint_peak) if method == 'any': dist_max = distances.max() if dist_max < tol: too_dense = True elif method == 'all': dist_satisfied = (distances > tol) if not np.all(dist_satisfied): too_dense = True elif method == 'sum': dist_sum = distances.sum() if dist_sum < tol: too_dense = True return too_dense def _viz(psihs, psihs_peaks, joint_peak, psihs_nonzeros, i): max_nonzero_idx = np.where(psihs_nonzeros)[1].max() plot(psihs.T[:max_nonzero_idx + 3], color='tab:blue', vlines=(joint_peak, {'color': 'tab:red'})) scat(psihs_peaks[1], psihs[psihs_peaks].T, color='tab:red', show=1) distances = np.abs(psihs_peaks[1] - joint_peak) print("(idx, peak distances from joint peak, joint peak) = " "({}, {}, {})".format(i, distances, joint_peak), flush=True) assert_is_one_of(method, 'method', ('any', 'all', 'sum')) if not isinstance(wavelet, np.ndarray): wavelet = Wavelet._init_if_not_isinstance(wavelet) N = N or 2048 Psih = (wavelet if isinstance(wavelet, (np.ndarray, torch.Tensor)) else wavelet(scale=scales, N=N)) Psih = asnumpy(Psih) if len(Psih) != len(scales): raise ValueError("len(Psih) != len(scales) " "(%s != %s)" % (len(Psih), len(scales))) # analytic, drop right half (all zeros) Psih = Psih[:, :Psih.shape[1]//2] n_scales = len(Psih) n_groups = n_scales - span - 1 psihs_peaks = None for i in range(n_groups): psihs = Psih[i:i + span] psihs_nonzeros = (psihs > nonzero_th*psihs.max(axis=1)[:, None]) avg_nonzeros = psihs_nonzeros.sum() / span if avg_nonzeros > nonzero_tol: continue psihs_peaks = np.where(psihs == psihs.max(axis=1)[:, None]) joint_peak = np.argmax(np.prod(psihs, 0)) # mutually cross-correlate too_dense = check_group(psihs_peaks, joint_peak, method, tol) if too_dense: break if viz: _viz(psihs, psihs_peaks, joint_peak, psihs_nonzeros, i) if (viz or viz_last) and psihs_peaks is not None: print(("Failing scale: (idx, scale) = ({}, {:.2f})\n" "out of max: (idx, scale) = ({}, {:.2f})" ).format(i, float(scales[i]), len(scales) - 1, float(scales[-1]))) _viz(psihs, psihs_peaks, joint_peak, psihs_nonzeros, i) return i if (i < n_groups - 1) else None def integrate_analytic(int_fn, nowarn=False): """Assumes function that's zero for negative inputs (e.g. analytic wavelet), decays toward right, and is unimodal: int_fn(t<0)=0, int_fn(t->inf)->0. Integrates using trapezoidal rule, from 0 to inf (equivalently). Integrates near zero separately in log space (useful for e.g. 1/x). """ def _est_arr(mxlim, N): t = np.linspace(mxlim, .1, N, endpoint=False)[::-1] arr = int_fn(t) max_idx = np.argmax(arr) min_neglect_idx = _min_neglect_idx(np.abs(arr[max_idx:]), th=1e-15) + max_idx return arr, t, min_neglect_idx def _find_convergent_array(): mxlims = [1, 20, 80, 160] for m, mxlim in zip([1, 1, 4, 8], mxlims): arr, t, min_neglect_idx = _est_arr(mxlim, N=10000*m) # ensure sufficient decay between peak and right endpoint, and # that `arr` isn't a flatline (contains wavelet peak) if ((len(t) - min_neglect_idx > 1000 * m) and np.sum(np.abs(arr)) > 1e-5): break else: if int_nz < 1e-5: raise Exception("Could not find converging or non-negligibly" "-valued bounds of integration for `int_fn`") elif not nowarn: WARN("Integrated only from 1e-15 to 0.1 in logspace") return arr[:min_neglect_idx], t[:min_neglect_idx] def _integrate_near_zero(): # sample `intfn` more finely as it might be extremely narrow near zero. # this still doesn't work well as float64 zeros the numerator before /w, # but the true integral will be negligibly small most of the time anyway # (.001 to .1 may not be negligible, however; better captured by logspace) t = np.logspace(-15, -1, 1000) arr = int_fn(t) return integrate.trapz(arr, t) int_nz = _integrate_near_zero() arr, t = _find_convergent_array() return integrate.trapz(arr, t) + int_nz def find_max_scale_alt(wavelet, N, min_cutoff=.1, max_cutoff=.8): """ Design the wavelet in frequency domain. `scale` is found to yield `scale * xi(scale=1)` such that two of its consecutive values land symmetrically about the peak of `psih` (i.e. none *at* peak), while still yielding `wavelet(w)` to fall between `min_cutoff`* and `max_cutoff`* `max(psih)`. `scale` is selected such that the symmetry is attained using smallest possible bins (closest to dc). Steps: 1. Find `w` (input value to `wavelet`) for which `wavelet` is maximized (i.e. peak of `psih`). 2. Find two `w` such that `wavelet` attains `min_cutoff` and `max_cutoff` times its maximum value, using `w` in previous step as upper bound. 3. Find `div_size` such that `xi` lands at both points of symmetry; `div_size` == increment between successive values of `xi = scale * xi(scale=1)`. - `xi` begins at zero; along the cutoff bounds, and us selecting the smallest number of divisions/increments to reach points of symmetry, we guarantee a unique `scale`. This yields a max `scale` that'll generally lie in 'nicely-behaved' region of std_t; value can be used to fine-tune further. See `visuals.sweep_std_t`. """ if max_cutoff <= 0 or min_cutoff <= 0: raise ValueError("`max_cutoff` and `min_cutoff` must be positive " "(got %s, %s)" % (max_cutoff, min_cutoff)) elif max_cutoff <= min_cutoff: raise ValueError("must have `max_cutoff > min_cutoff` " "(got %s, %s)" % (max_cutoff, min_cutoff)) wavelet = Wavelet._init_if_not_isinstance(wavelet) w_peak, peak = find_maximum(wavelet.fn) # we solve the inverse problem; instead of looking for spacing of xi # that'd land symmetrically about psih's peak, we pick such points # above a set ratio of peak's value and ensure they divide the line # from left symmetry point to zero an integer number of times # define all points of wavelet from cutoff to peak, left half w_cutoff, _ = find_first_occurrence(wavelet.fn, value=min_cutoff * peak, step_start=0, step_limit=w_peak) w_ltp = np.arange(w_cutoff, w_peak, step=1/N) # left-to-peak # consider every point on wavelet(w_ltp) (except peak) as candidate cutoff # point, and pick earliest one that yields integer number of increments # from left point of symmetry to origin div_size = (w_peak - w_ltp[:-1]) * 2 # doubled so peak is skipped n_divs = w_ltp[:-1] / div_size # diff of modulus; first drop in n_divs is like [.98, .99, 0, .01], so at 0 # we've hit an integer, and n_divs grows ~linearly so behavior guaranteed # -.8 arbitrary to be ~1 but <1 try: idx = np.where(np.diff(n_divs % 1) < -.8)[0][0] except: raise Exception("Failed to find suffciently-integer xi divisions; try " "widening (min_cutoff, max_cutoff)") # the div to base the scale on (angular bin spacing of scale*xi) div_scale = div_size[idx + 1] # div size of scale=1 (spacing between angular bins at scale=1) w_1div = pi / (N / 2) max_scale = div_scale / w_1div return max_scale def _process_fs_and_t(fs, t, N): """Ensures `t` is uniformly-spaced and of same length as `x` (==N) and returns `fs` and `dt` based on it, or from defaults if `t` is None. """ if fs is not None and t is not None: WARN("`t` will override `fs` (both were passed)") if t is not None: if len(t) != N: # not explicitly used anywhere but ensures wrong `t` wasn't supplied raise Exception("`t` must be of same length as `x` " "(%s != %s)" % (len(t), N)) elif not np.mean(np.abs(np.diff(t, 2, axis=0))) < 1e-7: # float32 thr. raise Exception("Time vector `t` must be uniformly sampled.") fs = 1 / (t[1] - t[0]) else: if fs is None: fs = 1 elif fs <= 0: raise ValueError("`fs` must be > 0") dt = 1 / fs return dt, fs, t ############################################################################# from ..algos import _min_neglect_idx, find_maximum, find_first_occurrence from ..wavelets import Wavelet, center_frequency from ..visuals import plot, scat, _viz_cwt_scalebounds, wavelet_waveforms from ..visuals import sweep_harea
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ssqueezepy
ssqueezepy-master/ssqueezepy/utils/common.py
# -*- coding: utf-8 -*- import numpy as np import logging from textwrap import wrap from .fft_utils import fft, ifft logging.basicConfig(format='') WARN = lambda msg: logging.warning("WARNING: %s" % msg) NOTE = lambda msg: logging.warning("NOTE: %s" % msg) # else it's mostly ignored pi = np.pi EPS32 = np.finfo(np.float32).eps # machine epsilon EPS64 = np.finfo(np.float64).eps __all__ = [ "WARN", "NOTE", "pi", "EPS32", "EPS64", "p2up", "padsignal", "trigdiff", "mad", "est_riskshrink_thresh", "find_closest_parallel_is_faster", "assert_is_one_of", "_textwrap", ] def p2up(n): """Calculates next power of 2, and left/right padding to center the original `n` locations. # Arguments: n: int Length of original (unpadded) signal. # Returns: n_up: int Next power of 2. n1: int Left pad length. n2: int Right pad length. """ up = int(2**(1 + np.round(np.log2(n)))) n2 = int((up - n) // 2) n1 = int(up - n - n2) return up, n1, n2 def padsignal(x, padtype='reflect', padlength=None, get_params=False): """Pads signal and returns trim indices to recover original. # Arguments: x: np.ndarray / torch.Tensor Input vector, 1D or 2D. 2D has time in dim1, e.g. `(n_inputs, time)`. padtype: str Pad scheme to apply on input. One of: ('reflect', 'symmetric', 'replicate', 'wrap', 'zero'). 'zero' is most naive, while 'reflect' (default) partly mitigates boundary effects. See [1] & [2]. Torch doesn't support all padding schemes, but `cwt` will still pad it via NumPy. padlength: int / None Number of samples to pad input to (i.e. len(x_padded) == padlength). Even: left = right, Odd: left = right + 1. Defaults to next highest power of 2 w.r.t. `len(x)`. # Returns: xp: np.ndarray Padded signal. n_up: int Next power of 2, or `padlength` if provided. n1: int Left pad length. n2: int Right pad length. # References: 1. Signal extension modes. PyWavelets contributors https://pywavelets.readthedocs.io/en/latest/ref/ signal-extension-modes.html 2. Wavelet Bases and Lifting Wavelets. H. Xiong. http://min.sjtu.edu.cn/files/wavelet/ 6-lifting%20wavelet%20and%20filterbank.pdf """ def _process_args(x, padtype): is_numpy = bool(isinstance(x, np.ndarray)) supported = (('zero', 'reflect', 'symmetric', 'replicate', 'wrap') if is_numpy else ('zero', 'reflect')) assert_is_one_of(padtype, 'padtype', supported) if not hasattr(x, 'ndim'): raise TypeError("`x` must be a numpy array or torch Tensor " "(got %s)" % type(x)) elif x.ndim not in (1, 2): raise ValueError("`x` must be 1D or 2D (got x.ndim == %s)" % x.ndim) return is_numpy is_numpy = _process_args(x, padtype) N = x.shape[-1] if padlength is None: # pad up to the nearest power of 2 n_up, n1, n2 = p2up(N) else: n_up = padlength if abs(padlength - N) % 2 == 0: n1 = n2 = (n_up - N) // 2 else: n2 = (n_up - N) // 2 n1 = n2 + 1 n_up, n1, n2 = int(n_up), int(n1), int(n2) # set functional spec if x.ndim == 1: pad_width = (n1, n2) elif x.ndim == 2: pad_width = ([(0, 0), (n1, n2)] if is_numpy else (n1, n2)) # comments use (n=4, n1=4, n2=3) as example, but this combination can't occur if is_numpy: if padtype == 'zero': # [1,2,3,4] -> [0,0,0,0, 1,2,3,4, 0,0,0] xp = np.pad(x, pad_width) elif padtype == 'reflect': # [1,2,3,4] -> [3,4,3,2, 1,2,3,4, 3,2,1] xp = np.pad(x, pad_width, mode='reflect') elif padtype == 'replicate': # [1,2,3,4] -> [1,1,1,1, 1,2,3,4, 4,4,4] xp = np.pad(x, pad_width, mode='edge') elif padtype == 'wrap': # [1,2,3,4] -> [1,2,3,4, 1,2,3,4, 1,2,3] xp = np.pad(x, pad_width, mode='wrap') elif padtype == 'symmetric': # [1,2,3,4] -> [4,3,2,1, 1,2,3,4, 4,3,2] if x.ndim == 1: xp = np.hstack([x[::-1][-n1:], x, x[::-1][:n2]]) elif x.ndim == 2: xp = np.hstack([x[:, ::-1][:, -n1:], x, x[:, ::-1][:, :n2]]) else: import torch mode = 'constant' if padtype == 'zero' else 'reflect' if x.ndim == 1: xp = torch.nn.functional.pad(x[None], pad_width, mode)[0] else: xp = torch.nn.functional.pad(x, pad_width, mode) return (xp, n_up, n1, n2) if get_params else xp def trigdiff(A, fs=1., padtype=None, rpadded=None, N=None, n1=None, window=None, transform='cwt'): """Trigonometric / frequency-domain differentiation; see `difftype` in `help(ssq_cwt)`. Used internally by `ssq_cwt` with `order > 0`. Un-transforms `A`, then transforms differentiated. # Arguments: A: np.ndarray 2D array to differentiate (or 3D, batched). fs: float Sampling frequency, used to scale derivative to physical units. padtype: str / None Whether to pad `A` (along dim1) before differentiating. rpadded: bool (default None) Whether `A` is already padded. Defaults to True if `padtype` is None. Must pass `N` if True. N: int Length of unpadded signal (i.e. `A.shape[1]`). n1: int Will trim differentiated array as `A_diff[:, n1:n1+N]` (un-padding). transform: str['cwt', 'stft'] Whether `A` stems from CWT or STFT, which changes how differentiation is done. `'stft'` currently not supported. """ from ..wavelets import _xifn from . import backend as S def _process_args(A, rpadded, padtype, N, transform, window): if transform == 'stft': raise NotImplementedError("`transform='stft'` is currently not " "supported.") assert isinstance(A, np.ndarray) or S.is_tensor(A), type(A) assert A.ndim in (2, 3) if rpadded and N is None: raise ValueError("must pass `N` if `rpadded`") if transform == 'stft' and window is None: raise ValueError("`transform='stft'` requires `window`") rpadded = rpadded or False padtype = padtype or ('reflect' if not rpadded else None) return rpadded, padtype rpadded, padtype = _process_args(A, rpadded, padtype, N, transform, window) if padtype is not None: A, _, n1, *_ = padsignal(A, padtype, get_params=True) if transform == 'cwt': xi = S.asarray(_xifn(1, A.shape[-1]), A.dtype) A_freqdom = fft(A, axis=-1, astensor=True) A_diff = ifft(A_freqdom * 1j * xi * fs, axis=-1, astensor=True) else: # this requires us to first fully invert STFT(x), then `buffer(x)`, # then compute `diff_window`, which isn't hard to implement; # last of these is done # wf = fft(S.asarray(window, A.dtype)) # xi = S.asarray(_xifn(1, len(window))[None], A.dtype) # if len(window) % 2 == 0: # xi[len(window) // 2] = 0 # reshape = (-1, 1) if A.ndim == 2 else (1, -1, 1) # diff_window = ifft(wf * 1j * xi).real.reshape(*reshape) pass if rpadded or padtype is not None: if N is None: N = A.shape[-1] if n1 is None: _, n1, _ = p2up(N) idx = ((slice(None), slice(n1, n1 + N)) if A.ndim == 2 else (slice(None), slice(None), slice(n1, n1 + N))) A_diff = A_diff[idx] if S.is_tensor(A_diff): A_diff = A_diff.contiguous() return A_diff def est_riskshrink_thresh(Wx, nv): """Estimate the RiskShrink hard thresholding level, based on [1]. This has a denoising effect, but risks losing much of the signal; it's larger the more high-frequency content there is, even if not noise. # Arguments: Wx: np.ndarray CWT of a signal (see `cwt`). nv: int Number of voices used in CWT (see `cwt`). # Returns: gamma: float The RiskShrink hard thresholding estimate. # References: 1. The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications. G. Thakur, E. Brevdo, N.-S. Fučkar, and H.-T. Wu. https://arxiv.org/abs/1105.0010 2. Synchrosqueezing Toolbox, (C) 2014--present. E. Brevdo, G. Thakur. https://github.com/ebrevdo/synchrosqueezing/blob/master/synchrosqueezing/ est_riskshrink_thresh.m """ N = Wx.shape[1] Wx_fine = np.abs(Wx[:nv]) gamma = 1.4826 * np.sqrt(2 * np.log(N)) * mad(Wx_fine) return gamma def find_closest_parallel_is_faster(shape, dtype='float32', trials=7, verbose=1): """Returns True if `find_closest(, parallel=True)` is faster, as averaged over `trials` trials on dummy data. """ from timeit import timeit from ..algos import find_closest a = np.abs(np.random.randn(*shape).astype(dtype)) v = np.random.uniform(0, len(a), len(a)).astype(dtype) t0 = timeit(lambda: find_closest(a, v, parallel=False), number=trials) t1 = timeit(lambda: find_closest(a, v, parallel=True), number=trials) if verbose: print("Parallel avg.: {} sec\nNon-parallel avg.: {} sec".format( t1 / trials, t0 / trials)) return t1 > t0 def mad(data, axis=None): """Mean absolute deviation""" return np.mean(np.abs(data - np.mean(data, axis)), axis) def assert_is_one_of(x, name, supported, e=ValueError): if x not in supported: raise e("`{}` must be one of: {} (got {})".format( name, ', '.join(supported), x)) def _textwrap(txt, wrap_len=50): """Preserves line breaks and includes `'\n'.join()` step.""" return '\n'.join(['\n'.join( wrap(line, wrap_len, break_long_words=False, replace_whitespace=False)) for line in txt.splitlines() if line.strip() != ''])
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ssqueezepy
ssqueezepy-master/ssqueezepy/utils/gpu_utils.py
# -*- coding: utf-8 -*- import numpy as np from collections import namedtuple from string import Template from .backend import torch, cp Stream = namedtuple('Stream', ['ptr']) def _run_on_gpu(kernel, grid, block, *args, **kwargs): kernel_name = kernel.split('void ')[1].split('(')[0] fn = load_kernel(kernel_name, kernel, **kwargs) fn(grid=grid, block=block, args=args, stream=Stream(ptr=torch.cuda.current_stream().cuda_stream)) @cp._util.memoize(for_each_device=True) def load_kernel(kernel_name, code, **kwargs): code = Template(code).substitute(**kwargs) kernel_code = cp.cuda.compile_with_cache(code) return kernel_code.get_function(kernel_name) def _get_kernel_params(x, dim=1, threadsperblock=None): M, N = x.shape[:2] if dim == 1: threadsperblock = threadsperblock or (1024,) blockspergrid = (int(np.ceil(M * N / threadsperblock[0])),) elif dim == 2: threadsperblock = threadsperblock or (32, 32) blockspergrid_x = int(np.ceil(M / threadsperblock[0])) blockspergrid_y = int(np.ceil(N / threadsperblock[1])) blockspergrid = (blockspergrid_x, blockspergrid_y) dtype = ('double' if x.dtype in (torch.float64, torch.complex128) else 'float') kernel_kw = dict(dtype=dtype, M=M, N=N) str_dtype = 'float32' if dtype == 'float' else 'float64' return blockspergrid, threadsperblock, kernel_kw, str_dtype
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ssqueezepy
ssqueezepy-master/ssqueezepy/utils/backend.py
# -*- coding: utf-8 -*- import numpy as np # torch & cupy imported at bottom def allclose(a, b, device='cuda'): """`numpy.allclose` or `torch.allclose`, latter if input(s) are Tensor.""" if is_tensor(a, b, mode='any'): a, b = asarray(a, device=device), asarray(b, device=device) return torch.allclose(a, b) return np.allclose(a, b) def astype(x, dtype, device='cuda'): if is_tensor(x): return x.to(dtype=_torch_dtype(dtype)) return x.astype(dtype) def array(x, dtype=None, device='cuda'): if USE_GPU(): return torch.tensor(x, dtype=_torch_dtype(dtype), device=device) return np.array(x) def asarray(x, dtype=None, device='cuda'): if USE_GPU(): return torch.as_tensor(x, dtype=_torch_dtype(dtype), device=device) return np.asarray(x, dtype=dtype) def zeros(shape, dtype=None, device='cuda'): if USE_GPU(): return torch.zeros(shape, dtype=_torch_dtype(dtype), device=device) return np.zeros(shape, dtype=dtype) def ones(shape, dtype=None, device='cuda'): if USE_GPU(): return torch.ones(shape, dtype=_torch_dtype(dtype), device=device) return np.ones(shape, dtype=dtype) def is_tensor(*args, mode='all'): cond = all if mode == 'all' else any return cond(isinstance(x, torch.Tensor) for x in args) def is_dtype(x, str_dtype): return (str_dtype in str(x.dtype) if isinstance(str_dtype, str) else any(sd in str(x.dtype) for sd in str_dtype)) def atleast_1d(x, dtype=None, device='cuda'): return Q.atleast_1d(asarray(x, dtype=dtype, device=device)) def asnumpy(x): if is_tensor(x): return x.cpu().numpy() return x def arange(a, b=None, dtype=None, device='cuda'): if b is None: a, b = 0, a if USE_GPU(): if isinstance(dtype, str): dtype = getattr(torch, dtype) return torch.arange(a, b, dtype=dtype, device=device) return np.arange(a, b, dtype=dtype) def vstack(x): if is_tensor(x) or (isinstance(x, list) and is_tensor(x[0])): if isinstance(x, list): # stack arrays as elements in extended dim0 return torch.vstack([_x[None] for _x in x]) return torch.vstack(x) return np.vstack([x]) #### misc + dummies ########################################################## def warn_if_tensor_and_par(x, parallel): if parallel and is_tensor(x): from .common import WARN WARN("`parallel` ignored with tensor input.") def _torch_dtype(dtype): if isinstance(dtype, str): return getattr(torch, dtype) elif isinstance(dtype, np.dtype): return getattr(torch, str(dtype).split('.')[-1]) return dtype # assume torch.dtype class _TensorDummy(): pass class TorchDummy(): """Dummy class with dummy attributes.""" def __init__(self): self.Tensor = _TensorDummy self.dtype = _TensorDummy class _Util(): """For wrapper: `@cp._util.memoize`.""" def memoize(self, *args, **kwargs): def wrap(fn): return fn return wrap class CupyDummy(): """Dummy class with dummy attributes.""" def __init__(self): self._util = _Util() class _Q(): """Class for accessing `numpy` or `torch` attributes according to `USE_GPU()`. """ def __getattr__(self, name): if USE_GPU(): return getattr(torch, name) return getattr(np, name) ############################################################################## Q = _Q() try: import torch import cupy as cp except: torch = TorchDummy() cp = CupyDummy() from ..configs import USE_GPU
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ssqueezepy
ssqueezepy-master/ssqueezepy/utils/fft_utils.py
# -*- coding: utf-8 -*- import numpy as np import multiprocessing from scipy.fft import fftshift as sfftshift, ifftshift as sifftshift from scipy.fft import fft as sfft, rfft as srfft, ifft as sifft, irfft as sirfft from pathlib import Path from . import backend as S from ..configs import IS_PARALLEL try: from torch.fft import (fft as tfft, rfft as trfft, ifft as tifft, irfft as tirfft, fftshift as tfftshift, ifftshift as tifftshift) except ImportError: pass try: import pyfftw pyfftw.interfaces.cache.enable() pyfftw.interfaces.cache.set_keepalive_time(600) except ImportError: pyfftw = None UTILS_DIR = Path(__file__).parent __all__ = [ 'fft', 'rfft', 'ifft', 'irfft', 'fftshift', 'ifftshift', 'FFT', 'FFT_GLOBAL', ] ############################################################################# class FFT(): """Global class for ssqueezepy FFT methods. Will use GPU via PyTorch if environment flag `'SSQ_GPU'` is set to `'1'`. Will use `scipy.fft` or `pyfftw` depending on `patience` argument (and whether `pyfftw` is installed). Both will use `threads` CPUs to accelerate computing. In a nutshell, if you plan on re-running FFT on input of same shape and dtype, prefer `patience=1`, which introduces a lengthy first-time overhead but may compute significantly faster afterwards. # Arguments (`fft`, `rfft`, `ifft`, `irfft`): x: np.ndarray 1D or 2D. axis: int FFT axis. One of `0, 1, -1`. patience: int / tuple[int, int] If int: 0: will use `scipy.fft` 1: `pyfftw` with flag `'FFTW_PATIENT'` 2: `pyfftw` with flag `'FFTW_EXHAUSTIVE'` Else, if tuple, second element specifies `planning_timelimit` passed to `pyfftw.FFTW` (so tuple requires `patience[0] != 0`). Set `planning_timelimit = None` to allow planning to finish, but beware; `patience = 1` can take hours for large inputs, and `2` even longer. astensor: bool (default False) If computing on GPU, whether to return as `torch.Tensor` (if False, will move to CPU and convert to `numpy.ndarray`). n: int / None Only for `irfft`; length of original input. If None, will default to `2*(x.shape[axis] - 1)`. __________________________________________________________________________ # Arguments (`__init__`): planning_timelimit: int Default. wisdom_dir: str Where to save wisdom to or load from. Empty string means `ssqueezepy/utils/`. threads: int Number of CPU threads to use. -1 = maximum. patience: int Default `patience`. cache_fft_objects: bool (default False) If True, `pyfftw` objects generated throughout session are stored in `FFT._input_history`, and retrieved if all of below match: `(x.shape, x.dtype, real, patience, n)` where `patience` includes `planning_timelimit` as a tuple. Default False since loading from wisdom is very fast anyway. verbose: bool (default True) Controls whether a message is printed upon `patience >= 1`. __________________________________________________________________________ **Wisdom** `pyfftw` uses "wisdom", basically storing and reusing generated FFT plans if input attributes match: (`x.shape`, `x.dtype`, `axis`, `flags`, `planning_timelimit`) `flags` and `planning_timelimit` are set via `patience`. With each `pyfftw` use, `save_wisdom()` is called, writing to `wisdom32` and `wisdom64` bytes files in `ssqueezepy/utils`. Each time ssqueezepy runs in a new session, `load_wisdom()` is called to load these values, so wisdom is only expansive. """ def __init__(self, planning_timelimit=120, wisdom_dir=UTILS_DIR, threads=None, patience=0, cache_fft_objects=False, verbose=1): self.planning_timelimit = planning_timelimit self.wisdom_dir = wisdom_dir self._user_threads = threads self._patience = patience # default patience self._process_patience(patience) # error if !=0 and pyfftw not installed self.cache_fft_objects = cache_fft_objects self.verbose = verbose if pyfftw is not None: pyfftw.config.NUM_THREADS = self.threads self._wisdom32_path = str(Path(self.wisdom_dir, 'wisdom32')) self._wisdom64_path = str(Path(self.wisdom_dir, 'wisdom64')) self._wisdom32, self._wisdom64 = b'', b'' self._input_history = {} self.load_wisdom() @property def threads(self): """Set dynamically if `threads` wasn't passed in __init__.""" if self._user_threads is None: return (multiprocessing.cpu_count() if IS_PARALLEL() else 1) return self._user_threads @property def patience(self): """Setter will also set `planning_timelimit` if setting to tuple.""" return self._patience @patience.setter def patience(self, value): self._validate_patience(value) if isinstance(value, tuple): self._patience, self.planning_timelimit = value else: self._patience = value #### Main methods ######################################################### def fft(self, x, axis=-1, patience=None, astensor=False): """See `help(ssqueezepy.utils.FFT)`.""" out = self._maybe_gpu('fft', x, dim=axis, astensor=astensor) if out is not None: return out patience = self._process_patience(patience) if patience == 0: return sfft(x, axis=axis, workers=self.threads) fft_object = self._get_save_fill(x, axis, patience, real=False) return fft_object() def rfft(self, x, axis=-1, patience=None, astensor=False): """See `help(ssqueezepy.utils.FFT)`.""" out = self._maybe_gpu('rfft', x, dim=axis, astensor=astensor) if out is not None: return out patience = self._process_patience(patience) if patience == 0: return srfft(x, axis=axis, workers=self.threads) fft_object = self._get_save_fill(x, axis, patience, real=True) return fft_object() def ifft(self, x, axis=-1, patience=None, astensor=False): """See `help(ssqueezepy.utils.FFT)`.""" out = self._maybe_gpu('ifft', x, dim=axis, astensor=astensor) if out is not None: return out patience = self._process_patience(patience) if patience == 0: return sifft(x, axis=axis, workers=self.threads) fft_object = self._get_save_fill(x, axis, patience, real=False, inverse=True) return fft_object() def irfft(self, x, axis=-1, patience=None, astensor=False, n=None): """See `help(ssqueezepy.utils.FFT)`.""" out = self._maybe_gpu('irfft', x, dim=axis, astensor=astensor, n=n) if out is not None: return out patience = self._process_patience(patience) if patience == 0: return sirfft(x, axis=axis, workers=self.threads, n=n) fft_object = self._get_save_fill(x, axis, patience, real=True, inverse=True, n=n) return fft_object() def fftshift(self, x, axes=-1, astensor=False): out = self._maybe_gpu('fftshift', x, dim=axes, astensor=astensor) if out is not None: return out return sfftshift(x, axes=axes) def ifftshift(self, x, axes=-1, astensor=False): out = self._maybe_gpu('ifftshift', x, dim=axes, astensor=astensor) if out is not None: return out return sifftshift(x, axes=axes) def _maybe_gpu(self, name, x, astensor=False, **kw): if S.is_tensor(x): fn = {'fft': tfft, 'ifft': tifft, 'rfft': trfft, 'irfft': tirfft, 'fftshift': tfftshift, 'ifftshift': tifftshift}[name] out = fn(S.asarray(x), **kw) return out if astensor else out.cpu().numpy() return None #### FFT makers ########################################################### def _get_save_fill(self, x, axis, patience, real, inverse=False, n=None): fft_object = self.get_fft_object(x, axis, patience, real, inverse, n) self.save_wisdom() fft_object.input_array[:] = x return fft_object def get_fft_object(self, x, axis, patience=1, real=False, inverse=False, n=None): combo = (x.shape, x.dtype, axis, real, n) if self.cache_fft_objects and combo in self._input_history: fft_object = self._input_history[combo] else: fft_object = self._get_fft_object(x, axis, patience, real, inverse, n) if self.cache_fft_objects: self._input_history[combo] = fft_object return fft_object def _get_fft_object(self, x, axis, patience, real, inverse, n): (shapes, dtypes, flags, planning_timelimit, direction ) = self._process_input(x, axis, patience, real, inverse, n) shape_in, shape_out = shapes dtype_in, dtype_out = dtypes a = pyfftw.empty_aligned(shape_in, dtype=dtype_in) b = pyfftw.empty_aligned(shape_out, dtype=dtype_out) fft_object = pyfftw.FFTW(a, b, axes=(axis,), flags=flags, planning_timelimit=planning_timelimit, direction=direction, threads=self.threads) return fft_object def _process_input(self, x, axis, patience, real, inverse, n): self._validate_input(x, axis, real, patience, inverse) # patience, planning time, forward / inverse if isinstance(patience, tuple): patience, planning_timelimit = patience else: planning_timelimit = self.planning_timelimit flags = ['FFTW_PATIENT'] if patience == 1 else ['FFTW_EXHAUSTIVE'] direction = 'FFTW_BACKWARD' if inverse else 'FFTW_FORWARD' # shapes shape_in = x.shape shape_out = self._get_output_shape(x, axis, real, inverse, n) # dtypes double = x.dtype in (np.float64, np.cfloat) cdtype = 'complex128' if double else 'complex64' rdtype = 'float64' if double else 'float32' dtype_in = rdtype if (real and not inverse) else cdtype dtype_out = rdtype if (real and inverse) else cdtype # notify user of procedure if self.verbose: if planning_timelimit is None: adjective = "very long" if patience == 2 else "long" print("Planning optimal FFT algorithm; this may " "take %s..." % adjective) else: print("Planning optimal FFT algorithm; this will take up to " "%s secs" % planning_timelimit) return ((shape_in, shape_out), (dtype_in, dtype_out), flags, planning_timelimit, direction) def _get_output_shape(self, x, axis, real=False, inverse=False, n=None): if not inverse: n_fft = x.shape[axis] fft_out_len = (n_fft//2 + 1) if real else n_fft else: if real: n_fft = n if (n is not None) else 2*(x.shape[axis] - 1) else: n_fft = x.shape[axis] fft_out_len = n_fft if x.ndim != 1: shape = list(x.shape) shape[axis] = fft_out_len shape = tuple(shape) else: shape = (fft_out_len,) return shape #### Misc ################################################################# def load_wisdom(self): for name in ('wisdom32', 'wisdom64'): path = getattr(self, f"_{name}_path") if Path(path).is_file(): with open(path, 'rb') as f: setattr(self, f"_{name}", f.read()) pyfftw.import_wisdom((self._wisdom64, self._wisdom32, b'')) def save_wisdom(self): """Will overwrite.""" self._wisdom64, self._wisdom32, _ = pyfftw.export_wisdom() for name in ('wisdom32', 'wisdom64'): path = getattr(self, f"_{name}_path") with open(path, 'wb') as f: f.write(getattr(self, f"_{name}")) def _validate_input(self, x, axis, real, patience, inverse): """Assert is single/double precision and is 1D/2D.""" supported = ('float32', 'float64', 'complex64', 'complex128') dtype = str(x.dtype) if dtype not in supported: raise TypeError("unsupported `x.dtype`: %s " % dtype + "(must be one of: %s)" % ', '.join(supported)) if (real and not inverse) and dtype.startswith('complex'): raise TypeError("`x` cannot be complex for `rfft`") if axis not in (0, 1, -1): raise ValueError("unsupported `axis`: %s " % axis + "; must be 0, 1, or -1") self._validate_patience(patience) def _validate_patience(self, patience): if not isinstance(patience, (int, tuple)): raise TypeError("`patience` must be int or tuple " "(got %s)" % type(patience)) elif isinstance(patience, int): from .common import assert_is_one_of assert_is_one_of(patience, 'patience', (0, 1, 2)) def _process_patience(self, patience): patience = patience if (patience is not None) else self.patience if pyfftw is None and patience != 0: raise ValueError("`patience != 0` requires `pyfftw` installed.") return patience FFT_GLOBAL = FFT() fft = FFT_GLOBAL.fft rfft = FFT_GLOBAL.rfft ifft = FFT_GLOBAL.ifft irfft = FFT_GLOBAL.irfft fftshift = FFT_GLOBAL.fftshift ifftshift = FFT_GLOBAL.ifftshift
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ssqueezepy-master/ssqueezepy/utils/stft_utils.py
# -*- coding: utf-8 -*- import numpy as np from numpy.fft import fft, fftshift from numba import jit, prange from scipy import integrate from .gpu_utils import _run_on_gpu, _get_kernel_params from ..configs import IS_PARALLEL from .backend import torch from . import backend as S __all__ = [ "buffer", "unbuffer", "window_norm", "window_resolution", "window_area", ] def buffer(x, seg_len, n_overlap, modulated=False, parallel=None): """Build 2D array where each column is a successive slice of `x` of length `seg_len` and overlapping by `n_overlap` (or equivalently incrementing starting index of each slice by `hop_len = seg_len - n_overlap`). Mimics MATLAB's `buffer`, with less functionality. Supports batched input with samples along dim 0, i.e. `(n_inputs, input_len)`. See `help(stft)` on `modulated`. Ex: x = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9] xb = buffer(x, seg_len=5, n_overlap=3) xb == [[0, 1, 2, 3, 4], [2, 3, 4, 5, 6], [4, 5, 6, 7, 8]].T """ S.warn_if_tensor_and_par(x, parallel) assert x.ndim in (1, 2) hop_len = seg_len - n_overlap n_segs = (x.shape[-1] - seg_len) // hop_len + 1 s20 = int(np.ceil(seg_len / 2)) s21 = s20 - 1 if (seg_len % 2 == 1) else s20 args = (seg_len, n_segs, hop_len, s20, s21, modulated) if S.is_tensor(x): if x.ndim == 1: out = _buffer_gpu(x, seg_len, n_segs, hop_len, s20, s21, modulated) elif x.ndim == 2: out = x.new_zeros((len(x), seg_len, n_segs)) for _x, _out in zip(x, out): _buffer_gpu(_x, *args, out=_out) else: parallel = parallel or IS_PARALLEL() fn = _buffer_par if parallel else _buffer if x.ndim == 1: out = np.zeros((seg_len, n_segs), dtype=x.dtype, order='F') fn(x, out, *args) elif x.ndim == 2: out = np.zeros((len(x), seg_len, n_segs), dtype=x.dtype, order='F') for _x, _out in zip(x, out): fn(_x, _out, *args) return out @jit(nopython=True, cache=True) def _buffer(x, out, seg_len, n_segs, hop_len, s20, s21, modulated=False): for i in range(n_segs): if not modulated: start = hop_len * i end = start + seg_len out[:, i] = x[start:end] else: start0 = hop_len * i end0 = start0 + s21 start1 = end0 end1 = start1 + s20 out[:s20, i] = x[start1:end1] out[s20:, i] = x[start0:end0] @jit(nopython=True, cache=True, parallel=True) def _buffer_par(x, out, seg_len, n_segs, hop_len, s20, s21, modulated=False): for i in prange(n_segs): if not modulated: start = hop_len * i end = start + seg_len out[:, i] = x[start:end] else: start0 = hop_len * i end0 = start0 + s21 start1 = end0 end1 = start1 + s20 out[:s20, i] = x[start1:end1] out[s20:, i] = x[start0:end0] def _buffer_gpu(x, seg_len, n_segs, hop_len, s20, s21, modulated=False, out=None): kernel = ''' extern "C" __global__ void buffer(${dtype} x[${N}], ${dtype} out[${L}][${W}], bool modulated, int hop_len, int seg_len, int s20, int s21) { int i = blockIdx.x * blockDim.x + threadIdx.x; if (i >= ${W}) return; int start = hop_len * i; for (int j=start; j < start + seg_len; ++j){ if (!modulated){ out[j - start][i] = x[j]; } else { if (j < start + s20){ out[j - start][i] = x[j + s21]; } else{ out[j - start][i] = x[j - s20]; } } } } ''' if not isinstance(x, torch.Tensor): x = torch.as_tensor(x, device='cuda') if out is None: out = x.new_zeros((seg_len, n_segs)) blockspergrid, threadsperblock, kernel_kw, _ = _get_kernel_params(out, dim=1) kernel_kw.update(dict(N=len(x), L=len(out), W=out.shape[1])) kernel_args = [x.data_ptr(), out.data_ptr(), bool(modulated), hop_len, seg_len, s20, s21] _run_on_gpu(kernel, blockspergrid, threadsperblock, *kernel_args, **kernel_kw) return out def unbuffer(xbuf, window, hop_len, n_fft, N, win_exp=1): """Undoes `buffer` (minus unpadding), per padding logic used in `stft`: (N, n_fft) : logic even, even: left = right + 1 (N, n_fft, len(xp), pl, pr) -> (128, 120, 247, 60, 59) odd, odd: left = right (N, n_fft, len(xp), pl, pr) -> (129, 121, 249, 60, 60) even, odd: left = right (N, n_fft, len(xp), pl, pr) -> (128, 121, 248, 60, 60) odd, even: left = right + 1 (N, n_fft, len(xp), pl, pr) -> (129, 120, 248, 60, 59) """ if N is None: # assume greatest possible len(x) (unpadded) N = xbuf.shape[1] * hop_len + len(window) - 1 if len(window) != n_fft: raise ValueError("Must have `len(window) == n_fft` " "(got %s != %s)" % (len(window), n_fft)) if win_exp == 0: window = 1 elif win_exp != 1: window = window ** win_exp x = np.zeros(N + n_fft - 1, dtype=xbuf.dtype) _overlap_add(x, xbuf, window, hop_len, n_fft) return x def window_norm(window, hop_len, n_fft, N, win_exp=1): """Computes window modulation array for use in `stft` and `istft`.""" wn = np.zeros(N + n_fft - 1) _window_norm(wn, window, hop_len, n_fft, win_exp) return wn @jit(nopython=True, cache=True) def _overlap_add(x, xbuf, window, hop_len, n_fft): for i in range(xbuf.shape[1]): n = i * hop_len x[n:n + n_fft] += xbuf[:, i] * window @jit(nopython=True, cache=True) def _window_norm(wn, window, hop_len, n_fft, win_exp=1): max_hops = (len(wn) - n_fft) // hop_len + 1 wpow = window ** (win_exp + 1) for i in range(max_hops): n = i * hop_len wn[n:n + n_fft] += wpow def window_resolution(window): """Minimal function to compute a window's time & frequency widths, assuming Fourier spectrum centered about dc (else use `ssqueezepy.wavelets` methods). Returns std_w, std_t, harea. `window` must be np.ndarray and >=0. """ from ..wavelets import _xifn assert window.min() >= 0, "`window` must be >= 0 (got min=%s)" % window.min() N = len(window) t = np.arange(-N/2, N/2, step=1) ws = fftshift(_xifn(1, N)) psihs = fftshift(fft(window)) apsi2 = np.abs(window)**2 apsih2s = np.abs(psihs)**2 var_w = integrate.trapz(ws**2 * apsih2s, ws) / integrate.trapz(apsih2s, ws) var_t = integrate.trapz(t**2 * apsi2, t) / integrate.trapz(apsi2, t) std_w, std_t = np.sqrt(var_w), np.sqrt(var_t) harea = std_w * std_t return std_w, std_t, harea def window_area(window, time=True, frequency=False): """Minimal function to compute a window's time or frequency 'area' as area under curve of `abs(window)**2`. `window` must be np.ndarray. """ from ..wavelets import _xifn if not time and not frequency: raise ValueError("must compute something") if time: t = np.arange(-len(window)/2, len(window)/2, step=1) at = integrate.trapz(np.abs(window)**2, t) if frequency: ws = fftshift(_xifn(1, len(window))) apsih2s = np.abs(fftshift(fft(window)))**2 aw = integrate.trapz(apsih2s, ws) if time and frequency: return at, aw elif time: return at return aw
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DAS-master/code/my_layers.py
import keras.backend as K from keras.engine.topology import Layer from keras.layers.convolutional import Conv1D from keras import initializers from keras import regularizers from keras import constraints import tensorflow as tf import numpy as np ################################################################################ # Quadratic-time MMD with Gaussian RBF def _mix_rbf_kernel(X, Y, sigmas=[1.], wts=None): if wts is None: wts = [1] * len(sigmas) XX = tf.matmul(X, X, transpose_b=True) XY = tf.matmul(X, Y, transpose_b=True) YY = tf.matmul(Y, Y, transpose_b=True) X_sqnorms = tf.diag_part(XX) Y_sqnorms = tf.diag_part(YY) r = lambda x: tf.expand_dims(x, 0) c = lambda x: tf.expand_dims(x, 1) K_XX, K_XY, K_YY = 0, 0, 0 for sigma, wt in zip(sigmas, wts): gamma = 1 / (2 * sigma**2) K_XX += wt * tf.exp(-gamma * (-2 * XX + c(X_sqnorms) + r(X_sqnorms))) K_XY += wt * tf.exp(-gamma * (-2 * XY + c(X_sqnorms) + r(Y_sqnorms))) K_YY += wt * tf.exp(-gamma * (-2 * YY + c(Y_sqnorms) + r(Y_sqnorms))) return K_XX, K_XY, K_YY, tf.reduce_sum(wts) def _mmd2(K_XX, K_XY, K_YY, const_diagonal=False, biased=False): m = tf.cast(tf.shape(K_XX)[0], tf.float32) n = tf.cast(tf.shape(K_YY)[0], tf.float32) if biased: mmd2 = (tf.reduce_sum(K_XX, keep_dims=True) / (m * m) + tf.reduce_sum(K_YY, keep_dims=True) / (n * n) - 2 * tf.reduce_sum(K_XY, keep_dims=True) / (m * n)) else: if const_diagonal is not False: trace_X = m * const_diagonal trace_Y = n * const_diagonal else: trace_X = tf.trace(K_XX) trace_Y = tf.trace(K_YY) mmd2 = ((tf.reduce_sum(K_XX) - trace_X) / (m * (m - 1)) + (tf.reduce_sum(K_YY) - trace_Y) / (n * (n - 1)) - 2 * tf.reduce_sum(K_XY) / (m * n)) return mmd2 def mix_rbf_mmd2(X, Y, sigmas=[1.], wts=None, biased=True): K_XX, K_XY, K_YY, d = _mix_rbf_kernel(X, Y, sigmas, wts) return _mmd2(K_XX, K_XY, K_YY, const_diagonal=d, biased=biased) def rbf_mmd2(X, Y, sigma=1., biased=True): return mix_rbf_mmd2(X, Y, sigmas=[sigma], biased=biased) ################################################################################ ################################################################################ # Customized layers class Max_over_time(Layer): def __init__(self, **kwargs): self.supports_masking = True super(Max_over_time, self).__init__(**kwargs) def call(self, x, mask=None): if mask is not None: mask = K.cast(mask, K.floatx()) mask = K.expand_dims(mask) x = x * mask return K.max(x, axis=1) def compute_output_shape(self, input_shape): return (input_shape[0], input_shape[2]) def compute_mask(self, x, mask): return None class KL_loss(Layer): def __init__(self, batch_size, **kwargs): super(KL_loss, self).__init__(**kwargs) self.batch_size = batch_size def call(self, x, mask=None): a = x[0] b = x[1] a = K.mean(a, axis=0, keepdims=True) b = K.mean(b, axis=0, keepdims=True) a /= K.sum(a, keepdims=True) b /= K.sum(b, keepdims=True) a = K.clip(a, K.epsilon(), 1) b = K.clip(b, K.epsilon(), 1) loss = K.sum(a*K.log(a/b), axis=-1, keepdims=True) \ + K.sum(b*K.log(b/a), axis=-1, keepdims=True) loss = K.repeat_elements(loss, self.batch_size, axis=0) return loss def compute_output_shape(self, input_shape): return (input_shape[0][0], 1) def compute_mask(self, x, mask): return None class mmd_loss(Layer): def __init__(self, batch_size, **kwargs): super(mmd_loss, self).__init__(**kwargs) self.batch_size = batch_size def call(self, x, mask=None): a = x[0] b = x[1] mmd = rbf_mmd2(a, b) mmd = K.repeat_elements(mmd, self.batch_size, axis=0) return mmd def compute_output_shape(self, input_shape): return (input_shape[0][0], 1) def compute_mask(self, x, mask): return None class Ensemble_pred_loss(Layer): def __init__(self, **kwargs): super(Ensemble_pred_loss, self).__init__(**kwargs) def call(self, x, mask=None): pred = x[0] target = x[1] weight = x[2] error = K.categorical_crossentropy(target, pred) loss = error * weight return loss def compute_output_shape(self, input_shape): return (input_shape[0][0], 1) def compute_mask(self, x, mask): return None class Conv1DWithMasking(Conv1D): def __init__(self, **kwargs): self.supports_masking = True super(Conv1DWithMasking, self).__init__(**kwargs) def compute_mask(self, x, mask): return mask
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DAS-master/code/optimizers.py
import keras.optimizers as opt def get_optimizer(args): clipvalue = 0 clipnorm = 10 if args.algorithm == 'rmsprop': optimizer = opt.RMSprop(lr=0.0005, rho=0.9, epsilon=1e-06, clipnorm=clipnorm, clipvalue=clipvalue) elif args.algorithm == 'sgd': optimizer = opt.SGD(lr=0.01, momentum=0.0, decay=0.0, nesterov=False, clipnorm=clipnorm, clipvalue=clipvalue) elif args.algorithm == 'adagrad': optimizer = opt.Adagrad(lr=0.01, epsilon=1e-06, clipnorm=clipnorm, clipvalue=clipvalue) elif args.algorithm == 'adadelta': optimizer = opt.Adadelta(lr=1.0, rho=0.95, epsilon=1e-06, clipnorm=clipnorm, clipvalue=clipvalue) elif args.algorithm == 'adam': optimizer = opt.Adam(lr=0.001, beta_1=0.9, beta_2=0.999, epsilon=1e-08, clipnorm=clipnorm, clipvalue=clipvalue) elif args.algorithm == 'adamax': optimizer = opt.Adamax(lr=0.002, beta_1=0.9, beta_2=0.999, epsilon=1e-08, clipnorm=clipnorm, clipvalue=clipvalue) return optimizer
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DAS-master/code/train_batch.py
import argparse import logging import numpy as np from time import time import utils as U logging.basicConfig( # filename='out.log', level=logging.INFO, format='%(asctime)s %(levelname)s %(message)s') logger = logging.getLogger(__name__) ############################################################################################################################## # Parse arguments parser = argparse.ArgumentParser() # arguments related to datasets and data preprocessing parser.add_argument("--dataset", dest="dataset", type=str, metavar='<str>', required=True, help="The name of the dataset (small_1|small_2|large|amazon)") parser.add_argument("--source", dest="source", type=str, metavar='<str>', required=True, help="The name of the source domain") parser.add_argument("--target", dest="target", type=str, metavar='<str>', required=True, help="The name of the source target") parser.add_argument("-v", "--vocab-size", dest="vocab_size", type=int, metavar='<int>', default=10000, help="Vocab size. '0' means no limit (default=0)") parser.add_argument("--n-class", dest="n_class", type=int, metavar='<int>', default=3, help="The number of ouput classes") parser.add_argument("-t", "--type", dest="model_type", type=str, metavar='<str>', default='DAS', help="Model type (default=DAS)") parser.add_argument("--emb", dest="emb_path", type=str, metavar='<str>', help="The path to the word embeddings file") # hyper-parameters related to network training parser.add_argument("-a", "--algorithm", dest="algorithm", type=str, metavar='<str>', default='rmsprop', help="Optimization algorithm (rmsprop|sgd|adagrad|adadelta|adam|adamax) (default=rmsprop)") parser.add_argument("--epochs", dest="epochs", type=int, metavar='<int>', default=15, help="Number of epochs (default=15)") parser.add_argument("-b", "--batch-size", dest="batch_size", type=int, metavar='<int>', default=50, help="Batch size (default=50)") # hyper-parameters related to network structure parser.add_argument("-e", "--embdim", dest="emb_dim", type=int, metavar='<int>', default=300, help="Embeddings dimension (default=300)") parser.add_argument("-c", "--cnndim", dest="cnn_dim", type=int, metavar='<int>', default=300, help="CNN output dimension.(default=300)") parser.add_argument("-w", "--cnnwin", dest="cnn_window_size", type=int, metavar='<int>', default=3, help="CNN window size. (default=3)") parser.add_argument("--cnn-activation", dest="cnn_activation", type=str, metavar='<str>', default='relu', help="The activation of CNN") parser.add_argument("--dropout", dest="dropout_prob", type=float, metavar='<float>', default=0.5, help="The dropout probability. To disable, input 0 (default=0.5)") parser.add_argument("--discrepancy-obj", dest="minimize_discrepancy_obj", type=str, metavar='<str>', default='kl_loss', help="The loss for minimizing domain discrepancy (default=kl_loss)") # hyper-parameters related to DAS objectives # You can play with those hyper-parameters to see the different variants of our model. # e.g. set weight_uns to 0 denotes DAS-EM; set weight_entropy to 0 denotes DAS-SE; # set weight_discrepancy, weight_entropy, weight_uns all to 0s denotes NaiveNN. parser.add_argument("--weight-discrepancy", dest="weight_discrepancy", type=float, metavar='<float>', default=200, help="The weight of the domain discrepancy minimization objective (lamda_1 in the paper)") parser.add_argument("--weight-entropy", dest="weight_entropy", type=float, metavar='<float>', default=1.0, help="The weight of the target entropy objective (lamda_2 in the paper)") parser.add_argument("--weight-uns", dest="weight_uns", type=float, metavar='<float>', default=3.0, help="The max value of the ensemble prediction objective weight (lamda_3 in the paper)") parser.add_argument("--ensemble-prob", dest="ensemble_prob", type=float, metavar='<float>', default=0.5, help="The ensemble momentum (alpha in the paper)") # random seed that affects data splits and parameter intializations parser.add_argument("--seed", dest="seed", type=int, metavar='<int>', default=1234, help="Random seed (default=1234)") args = parser.parse_args() U.print_args(args) # small_1 and small_2 denote eperimenal setting 1 and setting 2 on the small-scale dataset respectively. # large denotes the large-scale dataset. Table 1(b) in the paper # amazon denotes the amazon benchmark dataset (Blitzer et al., 2007). See appendix A in the paper. assert args.dataset in {'small_1', 'small_2', 'large', 'amazon'} assert args.model_type == 'DAS' # The domains contained in each dataset if args.dataset in {'small_1', 'small_2'}: assert args.source in {'book', 'electronics', 'beauty', 'music'} assert args.target in {'book', 'electronics', 'beauty', 'music'} elif args.dataset == 'large': assert args.source in {'imdb', 'yelp2014', 'cell_phone', 'baby'} assert args.target in {'imdb', 'yelp2014', 'cell_phone', 'baby'} else: # note that the book and electronics domains of amazon benchmark are different from those in small_1 and small_2 assert args.source in {'book', 'dvd', 'electronics', 'kitchen'} assert args.target in {'book', 'dvd', 'electronics', 'kitchen'} assert args.algorithm in {'rmsprop', 'sgd', 'adagrad', 'adadelta', 'adam', 'adamax'} # In DAS, we use kl_loss for minimizing domain discrepancy. (See section 3.2 in paper) assert args.minimize_discrepancy_obj in {'kl_loss', 'mmd'} if args.seed > 0: np.random.seed(args.seed) ############################################################################################################################## # Prepare data if args.dataset == 'amazon': from read_amazon import get_data else: from read import get_data vocab, overall_maxlen, source_x, source_y, dev_x, dev_y, test_x, test_y, source_un, target_un = get_data( args.dataset, args.source, args.target, args.n_class, args.vocab_size) print '------------ Traing Sets ------------' print 'Number of labeled source examples: ', len(source_x) print 'Number of total source examples (labeled+unlabeled): ', len(source_un) print 'Number of unlabeled target examples: ', len(target_un) print '------------ Development Set ------------' print 'Size of development set: ', len(dev_x) print '------------ Test Set -------------' print 'Size of test set: ', len(test_x) def batch_generator(data_list, batch_size): num = len(data_list[0]) while True: excerpt = np.random.choice(num, batch_size) yield[data[excerpt] for data in data_list] def batch_generator_large(data_list, batch_size): ####################################### # Generate balanced labeled source examples. # Only used on large dataset as # the training set is quite unbalanced. ####################################### label_list = np.argmax(data_list[1], axis=-1) pos_inds = np.where(label_list==0)[0] neg_inds = np.where(label_list==1)[0] neu_inds = np.where(label_list==2)[0] while True: pos_sample = np.random.choice(pos_inds, batch_size/3) neg_sample = np.random.choice(neg_inds, batch_size/3) neu_sample = np.random.choice(neu_inds, batch_size/3+batch_size%3) excerpt = np.concatenate((pos_sample, neg_sample)) excerpt = np.concatenate((excerpt, neu_sample)) np.random.shuffle(excerpt) yield[data[excerpt] for data in data_list] ############################################################################################################################## # Optimizer algorithm from optimizers import get_optimizer optimizer = get_optimizer(args) ############################################################################################################################### # Building model from models import create_model import keras.backend as K logger.info(' Building model') def entropy(y_true, y_pred): return K.mean(K.categorical_crossentropy(y_pred, y_pred), axis=-1) def return_ypred(y_true, y_pred): return y_pred model = create_model(args, overall_maxlen, vocab) model.compile(optimizer=optimizer, loss={'source_probs': 'categorical_crossentropy', 'target_probs': entropy, 'discrepancy_loss': return_ypred, 'uns_loss': return_ypred}, loss_weights={'source_probs': 1, 'target_probs': args.weight_entropy, 'discrepancy_loss': args.weight_discrepancy, 'uns_loss': 1}, metrics={'source_probs': 'categorical_accuracy'}) ############################################################################################################################### # Training from keras.utils.np_utils import to_categorical # weight ramp-up function on the ensemble prediction objective # w(t) in the paper. def rampup(epoch): max_rampup_epochs = 30.0 if epoch == 0: return 0 elif epoch < args.epochs: p = min(max_rampup_epochs, float(epoch)) / max_rampup_epochs p = 1.0 - p return np.exp(-p*p*5.0)*args.weight_uns from tqdm import tqdm logger.info('----------------------------------------- Training Model ---------------------------------------------------------') if args.dataset == 'large': source_gen = batch_generator_large([source_x, source_y], batch_size=args.batch_size) else: source_gen = batch_generator([source_x, source_y], batch_size=args.batch_size) source_un_gen = batch_generator([source_un], batch_size=args.batch_size) target_un_gen = batch_generator([target_un], batch_size=args.batch_size) overall_x = np.concatenate((source_un, target_un)) samples_per_epoch = len(overall_x) batches_per_epoch = samples_per_epoch / args.batch_size # Set the limit of batches_per_epoch to 500 batches_per_epoch = min(batches_per_epoch, 500) #Initialize targets for unlabeled data. (See algorithm 1 in paper) ensemble_prediction = np.zeros((len(overall_x), args.n_class)) targets = np.zeros((len(overall_x), args.n_class)) epoch_predictions = np.zeros((len(overall_x), args.n_class)) get_predictions = K.function([model.get_layer('uns_input').input, K.learning_phase()], [model.get_layer('uns_predictions').output]) best_valid_acc = 0 pred_probs = None for ii in xrange(args.epochs): t0 = time() train_loss, source_loss, target_loss, dis_loss, uns_loss, train_metric = 0., 0., 0., 0., 0., 0. uns_gen = batch_generator([overall_x, targets], batch_size=args.batch_size) for b in tqdm(xrange(batches_per_epoch)): batch_source_x, batch_source_y = source_gen.next() batch_source_un = source_un_gen.next()[0] batch_target_un = target_un_gen.next()[0] batch_uns, batch_targets = uns_gen.next() train_loss_, source_loss_, target_loss_, dis_loss_, uns_loss_, train_metric_ = model.train_on_batch( [batch_source_x, batch_source_un, batch_target_un, batch_uns, batch_targets, np.full((args.batch_size, 1), rampup(ii))], {'source_probs': batch_source_y, 'target_probs': batch_source_y, 'discrepancy_loss': np.ones((args.batch_size, 1)) , 'uns_loss': np.ones((args.batch_size, 1))}) train_loss += train_loss_ / batches_per_epoch source_loss += source_loss_ / batches_per_epoch target_loss += target_loss_ / batches_per_epoch uns_loss += uns_loss_ / batches_per_epoch dis_loss += dis_loss_ / batches_per_epoch train_metric += train_metric_ / batches_per_epoch # after the training of each epoch, compute predictions on unlabeled data for ind in xrange(0, len(overall_x), args.batch_size): if ind+args.batch_size > len(overall_x): batch_inds = range(ind, len(overall_x)) else: batch_inds = range(ind, ind+args.batch_size) batch_ = overall_x[batch_inds] batch_predictions = get_predictions([batch_, 0])[0] for i, j in enumerate(batch_inds): epoch_predictions[j] = batch_predictions[i] # compute ensemble predictions on unlabeled data ensemble_prediction = args.ensemble_prob*ensemble_prediction + (1-args.ensemble_prob)*epoch_predictions targets = ensemble_prediction / (1.0-args.ensemble_prob**(ii+1)) targets = to_categorical(np.argmax(ensemble_prediction, axis=-1), args.n_class) tr_time = time() - t0 valid_loss, valid_source_loss, valid_target_loss, valid_dis_loss, valid_uns_loss, valid_metric = model.evaluate([dev_x, dev_x, dev_x, dev_x, dev_y, np.ones((len(dev_y), 1))],\ {'source_probs': dev_y, 'target_probs': dev_y, 'discrepancy_loss': np.ones((len(dev_x),1)), 'uns_loss': np.ones((len(dev_x),1))}, batch_size=args.batch_size, verbose=1) logger.info('Epoch %d, train: %is' % (ii, tr_time)) logger.info('[Train] loss: %.4f, [Source Classification] loss: %.4f, [Target Entropy] loss, %.4f, [Ensemble Prediction] loss: %.4f, [Discrepancy] loss: %.4f, metric: %.4f' \ % (train_loss, source_loss, target_loss, uns_loss, dis_loss, train_metric)) logger.info('[Validation] loss: %.4f, [Classification] loss: %.4f, [Entropy] loss, %.4f, [Ensemble Prediction] loss: %.4f, [Discrepancy] loss: %.4f, metric: %.4f' \ % (valid_loss, valid_source_loss, valid_target_loss, valid_uns_loss, valid_dis_loss, valid_metric)) if valid_metric > best_valid_acc: best_valid_acc = valid_metric print("------------- Best performance on dev set so far ==> evaluating on test set -------------") logger.info("------------- Best performance on dev set so far ==> evaluating on test set -------------\n") if args.dataset == 'large': #pad test set so that its size is dividible by batch_size append = args.batch_size-(len(test_y)%args.batch_size) test_x_ = np.concatenate((test_x, np.zeros((append, test_x.shape[1])))) test_y_ = np.concatenate((test_y, np.zeros((append, test_y.shape[1])))) pred_probs = model.predict([test_x_, test_x_, test_x_, test_x_, test_y_, np.ones((len(test_y_), 1))], batch_size=args.batch_size, verbose=1)[0] pred_probs = pred_probs[:len(test_y)] else: pred_probs = model.predict([test_x, test_x, test_x, test_x, test_y, np.ones((len(test_y), 1))], batch_size=args.batch_size, verbose=1)[0] from sklearn.metrics import classification_report, accuracy_score, precision_recall_fscore_support preds = np.argmax(pred_probs, axis=-1) true = np.argmax(test_y, axis=-1) # Compute accuracy on test set logger.info("accuracy: "+ str(accuracy_score(true, preds)) + "\n") # Compute macro-f1 on test set p_macro, r_macro, f_macro, support_macro \ = precision_recall_fscore_support(true, preds, average='macro') f_macro = 2*p_macro*r_macro/(p_macro+r_macro) logger.info("macro-f1: "+str(f_macro) + "\n\n")
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DAS
DAS-master/code/models.py
import numpy as np import logging import codecs from keras.layers import Dense, Dropout, Activation, Embedding, Input from keras.models import Model import keras.backend as K from my_layers import Conv1DWithMasking, Max_over_time, KL_loss, Ensemble_pred_loss, mmd_loss from keras.constraints import maxnorm logging.basicConfig(level=logging.INFO, format='%(asctime)s %(levelname)s %(message)s') logger = logging.getLogger(__name__) def create_model(args, overal_maxlen, vocab): ############################################################################################################################## # Custom CNN kernel initializer # Use the initialization from Kim et al. (2014) for CNN kernel initialization. def my_init(shape, dtype=K.floatx()): return 0.01 * np.random.standard_normal(size=shape) ############################################################################################################################## # Funtion that loads word embeddings from Glove vectors def init_emb(emb_matrix, vocab, emb_file): print 'Loading word embeddings ...' counter = 0. pretrained_emb = open(emb_file) for line in pretrained_emb: tokens = line.split() if len(tokens) != 301: continue word = tokens[0] vec = tokens[1:] try: emb_matrix[0][vocab[word]] = vec counter += 1 except KeyError: pass pretrained_emb.close() logger.info('%i/%i word vectors initialized (hit rate: %.2f%%)' % (counter, len(vocab), 100*counter/len(vocab))) return emb_matrix ############################################################################################################################## # Create Model cnn_padding='same' vocab_size = len(vocab) if args.model_type == 'DAS': print '\n' logger.info('Building model for DAS') # labeled source examples source_input = Input(shape=(overal_maxlen,), dtype='int32', name='source_input') # unlabeled source examples (this includes all source examples with and without labels) source_un_input = Input(shape=(overal_maxlen,), dtype='int32', name='source_un_input') # unlabeled target examples target_un_input = Input(shape=(overal_maxlen,), dtype='int32', name='target_un_input') # all examples from both source and target domains uns_input = Input(shape=(overal_maxlen,), dtype='int32', name='uns_input') # estimated sentiment labels for all examples uns_target = Input(shape=(args.n_class,), dtype=K.floatx(), name='uns_target') # ramp-up weight uns_weight = Input(shape=(1, ), dtype=K.floatx(), name='uns_weight') word_emb = Embedding(vocab_size, args.emb_dim, mask_zero=True, name='word_emb') source_output = word_emb(source_input) source_un_output = word_emb(source_un_input) target_un_output = word_emb(target_un_input) uns_output = word_emb(uns_input) print 'use a cnn layer' conv = Conv1DWithMasking(filters=args.cnn_dim, kernel_size=args.cnn_window_size, \ activation=args.cnn_activation, padding=cnn_padding, kernel_initializer=my_init, name='cnn') source_output = conv(source_output) source_un_output = conv(source_un_output) target_un_output = conv(target_un_output) uns_output = conv(uns_output) print 'use max_over_time as aggregation function' source_output = Max_over_time(name='mot')(source_output) source_un_output = Max_over_time()(source_un_output) target_un_output = Max_over_time()(target_un_output) uns_output = Max_over_time()(uns_output) if args.minimize_discrepancy_obj == 'kl_loss': dis_loss = KL_loss(args.batch_size, name='discrepancy_loss')([source_un_output, target_un_output]) elif args.minimize_discrepancy_obj == 'mmd': dis_loss = mmd_loss(args.batch_size, name='discrepancy_loss')([source_un_output, target_un_output]) else: raise NotImplementedError if args.weight_discrepancy > 0: print 'Minimize domain discrepancy between source and target via %s'%(args.minimize_discrepancy_obj) if args.dropout_prob > 0: print 'use dropout layer' source_output = Dropout(args.dropout_prob)(source_output) target_un_output = Dropout(args.dropout_prob)(target_un_output) uns_output = Dropout(args.dropout_prob)(uns_output) clf = Dense(args.n_class, kernel_constraint=maxnorm(3), name='dense') source_output = clf(source_output) target_output = clf(target_un_output) uns_output = clf(uns_output) source_probs = Activation('softmax', name='source_probs')(source_output) target_probs = Activation('softmax', name='target_probs')(target_output) uns_probs = Activation('softmax', name='uns_predictions')(uns_output) uns_pred_loss = Ensemble_pred_loss(name='uns_loss')([uns_probs, uns_target, uns_weight]) if args.weight_uns > 0: print 'Use ensemble prediction on unlabeled data for semi-supervised training' model = Model(inputs=[source_input, source_un_input, target_un_input, uns_input, uns_target, uns_weight], outputs=[source_probs, target_probs, dis_loss, uns_pred_loss]) else: raise NotImplementedError logger.info(' Done') print '\n' ############################################################################################################################## # Initialize embeddings if embedding path is given if args.emb_path: # It takes around 3 mininutes to load pre-trained word embeddings. model.get_layer('word_emb').set_weights(init_emb(model.get_layer('word_emb').get_weights(), vocab, args.emb_path)) return model
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DAS
DAS-master/code/read.py
import codecs import operator import numpy as np import re from keras.preprocessing import sequence from keras.utils.np_utils import to_categorical num_regex = re.compile('^[+-]?[0-9]+\.?[0-9]*$') def create_vocab(file_list, vocab_size, skip_len): print 'Creating vocab ...' total_words, unique_words = 0, 0 word_freqs = {} for f in file_list: fin = codecs.open(f, 'r', 'utf-8') for line in fin: words = line.split() if skip_len > 0 and len(words) > skip_len: continue for w in words: if not bool(num_regex.match(w)): try: word_freqs[w] += 1 except KeyError: unique_words += 1 word_freqs[w] = 1 total_words += 1 fin.close() print (' %i total words, %i unique words' % (total_words, unique_words)) sorted_word_freqs = sorted(word_freqs.items(), key=operator.itemgetter(1), reverse=True) vocab = {'<pad>':0, '<unk>':1, '<num>':2} index = len(vocab) for word, _ in sorted_word_freqs: vocab[word] = index index += 1 if vocab_size > 0 and index > vocab_size + 2: break print (' keep the top %i words' % vocab_size) return vocab def create_data(vocab, text_path, label_path, domain, n_class, skip_top, skip_len, replace_non_vocab): data = [] label = [] # {pos: 0, neg: 1, neu: 2} f = codecs.open(text_path, 'r', 'utf-8') f_l = codecs.open(label_path, 'r', 'utf-8') num_hit, unk_hit, skip_top_hit, total = 0., 0., 0., 0. pos_count, neg_count, neu_count = 0, 0, 0 max_len = 0 for line, score in zip(f, f_l): word_indices = [] words = line.split() if skip_len > 0 and len(words) > skip_len: continue score = float(score.strip()) if domain == 'imdb': if score < 5: neg_count += 1 label.append(1) elif score > 6: pos_count += 1 label.append(0) else: if n_class == 3: neu_count += 1 label.append(2) else: continue elif domain in {'yelp2014', 'book', 'electronics', 'beauty', 'music', 'cell_phone', 'baby'}: if score < 3: neg_count += 1 label.append(1) elif score > 3: pos_count += 1 label.append(0) else: if n_class == 3: neu_count += 1 label.append(2) else: continue else: print 'No such domain!' break for word in words: if bool(num_regex.match(word)): word_indices.append(vocab['<num>']) num_hit += 1 elif word in vocab: word_ind = vocab[word] if skip_top > 0 and word_ind < skip_top + 3: skip_top_hit += 1 else: word_indices.append(word_ind) else: if replace_non_vocab: word_indices.append(vocab['<unk>']) unk_hit += 1 total += 1 if len(word_indices) > max_len: max_len = len(word_indices) data.append(word_indices) f.close() f_l.close() print(' <num> hit rate: %.2f%%, <unk> hit rate: %.2f%%, <skip_top> hit rate: %.2f%%' \ % (100*num_hit/total, 100*unk_hit/total, 100*skip_top_hit/total)) print domain print 'pos count: ', pos_count print 'neg count: ', neg_count print 'neu count: ', neu_count return np.array(data), np.array(label), max_len def prepare_data(dataset, source_domain, target_domain, n_class, vocab_size=0, skip_len=0, skip_top=0, replace_non_vocab=1): if dataset == 'small_1': text_list = ['../data/small/%s/set1_text.txt'%source_domain, '../data/small/%s/set1_text.txt'%target_domain] score_list = ['../data/small/%s/set1_label.txt'%source_domain, '../data/small/%s/set1_label.txt'%target_domain] domain_list = [source_domain, target_domain] elif dataset == 'small_2': text_list = ['../data/small/%s/set1_text.txt'%source_domain, '../data/small/%s/set1_text.txt'%target_domain, '../data/small/%s/set2_text.txt'%source_domain, '../data/small/%s/set2_text.txt'%target_domain] score_list = ['../data/small/%s/set1_label.txt'%source_domain, '../data/small/%s/set1_label.txt'%target_domain, '../data/small/%s/set2_label.txt'%source_domain, '../data/small/%s/set2_label.txt'%target_domain] domain_list = [source_domain, target_domain, source_domain, target_domain] else: text_list = ['../data/large/%s/text.txt'%source_domain, '../data/large/%s/text.txt'%target_domain] score_list = ['../data/large/%s/label.txt'%source_domain, '../data/large/%s/label.txt'%target_domain] domain_list = [source_domain, target_domain] vocab = create_vocab(text_list, vocab_size, skip_len) data_list = [] label_list = [] overall_max_len = 0 for f, f_l, domain in zip(text_list, score_list, domain_list): data, label, max_len = create_data(vocab, f, f_l, domain, n_class, skip_top, skip_len, replace_non_vocab) data_list.append(data) label_list.append(label) if max_len > overall_max_len: overall_max_len = max_len return vocab, data_list, label_list, overall_max_len def get_data(dataset, source_domain, target_domain, n_class, vocab_size=0): assert dataset in ['small_1', 'small_2', 'large'] vocab, data_list, label_list, overall_maxlen = prepare_data(dataset, source_domain, target_domain, n_class, vocab_size) data_list = [sequence.pad_sequences(d, maxlen=overall_maxlen) for d in data_list] label_list = [to_categorical(l, n_class) for l in label_list] if dataset == 'large': # when using the large-scale dataset, we need to sample 1k balanced dev set from labeled source data labels = np.argmax(label_list[0], axis=-1) pos_inds = np.where(labels==0)[0] neg_inds = np.where(labels==1)[0] neu_inds = np.where(labels==2)[0] np.random.shuffle(pos_inds) np.random.shuffle(neg_inds) np.random.shuffle(neu_inds) dev_inds = np.concatenate((pos_inds[:333], neg_inds[:333])) dev_inds = np.concatenate((dev_inds, neu_inds[:334])) train_inds = np.concatenate((pos_inds[333:], neg_inds[333:])) train_inds = np.concatenate((train_inds, neu_inds[334:])) source_x, source_y = data_list[0][train_inds], label_list[0][train_inds] dev_x, dev_y = data_list[0][dev_inds], label_list[0][dev_inds] else: #On small-scale dataset, randomly select 1k examples from set1 of source domain as dev set inds = np.random.permutation(data_list[0].shape[0]) dev_inds, train_inds = inds[:1000], inds[1000:] source_x, source_y = data_list[0][train_inds], label_list[0][train_inds] dev_x, dev_y = data_list[0][dev_inds], label_list[0][dev_inds] test_x, test_y = data_list[1], label_list[1] if dataset in ['small_1', 'large']: source_un = data_list[0] target_un = data_list[1] else: source_un = np.concatenate((data_list[0], data_list[2])) target_un = data_list[3] return vocab, overall_maxlen, source_x, source_y, dev_x, dev_y, test_x, test_y, source_un, target_un
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DAS
DAS-master/code/read_amazon.py
import codecs import operator import numpy as np import re from keras.preprocessing import sequence from keras.utils.np_utils import to_categorical from read import create_vocab num_regex = re.compile('^[+-]?[0-9]+\.?[0-9]*$') def create_data(vocab, file_path, skip_top, skip_len, replace_non_vocab): data = [] f = codecs.open(file_path, 'r', 'utf-8') num_hit, unk_hit, skip_top_hit, total = 0., 0., 0., 0. max_len = 0 for line in f: word_indices = [] words = line.split() if skip_len > 0 and len(words) > skip_len: continue for word in words: if bool(num_regex.match(word)): word_indices.append(vocab['<num>']) num_hit += 1 elif word in vocab: word_ind = vocab[word] if skip_top > 0 and word_ind < skip_top + 3: skip_top_hit += 1 else: word_indices.append(word_ind) else: if replace_non_vocab: word_indices.append(vocab['<unk>']) unk_hit += 1 total += 1 if len(word_indices) > max_len: max_len = len(word_indices) data.append(word_indices) print(' <num> hit rate: %.2f%%, <unk> hit rate: %.2f%%, <skip_top> hit rate: %.2f%%' \ % (100*num_hit/total, 100*unk_hit/total, 100*skip_top_hit/total)) return np.array(data), max_len def prepare_data(source_domain, target_domain, n_class, vocab_size=0, skip_len=0, skip_top=0, replace_non_vocab=1): file_list = ['../data/amazon/%s/pos.txt'%source_domain, '../data/amazon/%s/neg.txt'%source_domain, '../data/amazon/%s/un_pos.txt'%source_domain, '../data/amazon/%s/un_neg.txt'%source_domain, '../data/amazon/%s/pos.txt'%target_domain, '../data/amazon/%s/neg.txt'%target_domain, '../data/amazon/%s/un_pos.txt'%target_domain, '../data/amazon/%s/un_neg.txt'%target_domain] vocab = create_vocab(file_list, vocab_size, skip_len) data_list = [] overall_max_len = 0 for f in file_list: data, max_len = create_data(vocab, f, skip_top, skip_len, replace_non_vocab) data_list.append(data) if max_len > overall_max_len: overall_max_len = max_len return vocab, data_list, overall_max_len def get_data(dataset, source_domain, target_domain, n_class, vocab_size=0): vocab, data_list, overall_maxlen = prepare_data(source_domain, target_domain, n_class, vocab_size) data_list = [sequence.pad_sequences(d, maxlen=overall_maxlen) for d in data_list] for d in data_list: np.random.shuffle(d) source_pos, source_neg, source_un_pos, source_un_neg, target_pos, target_neg, target_un_pos, target_un_neg = data_list # Each domain has a train set of size 1600, and a test set of size 400 with exactly balanced positive and negative examples # Only consider binary classification {pos: 1, neg: 0} source_train_y = np.concatenate((np.ones(800), np.zeros(800))).reshape(1600,1) source_test_y = np.concatenate((np.ones(200), np.zeros(200))).reshape(400, 1) target_train_y = np.concatenate((np.ones(800), np.zeros(800))).reshape(1600, 1) target_test_y = np.concatenate((np.ones(200), np.zeros(200))).reshape(400, 1) source_train_y = to_categorical(source_train_y, n_class) source_test_y = to_categorical(source_test_y, n_class) target_train_y = to_categorical(target_train_y, n_class) target_test_y = to_categorical(target_test_y, n_class) source_train_x = np.concatenate((source_pos[0:800], source_neg[0:800])) source_test_x = np.concatenate((source_pos[800:], source_neg[800:])) target_train_x = np.concatenate((target_pos[0:800], target_neg[0:800])) target_test_x = np.concatenate((target_pos[800:], target_neg[800:])) # Each domain has an additional unlabeled set of size 4000. source_un = np.concatenate((source_un_pos, source_un_neg)) target_un = np.concatenate((target_un_pos, target_un_neg)) # For each pair of source-target domain, the classifier is trained on the training set of the source domain and # is evaluated on the test set of the target domain. The test set from source domain is used as development set. source_x, source_y = source_train_x, source_train_y dev_x, dev_y = source_test_x, source_test_y test_x, test_y = target_test_x, target_test_y source_un = np.concatenate((source_x, source_un)) return vocab, overall_maxlen, source_x, source_y, dev_x, dev_y, test_x, test_y, source_un, target_un
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QuantFace
QuantFace-master/train_quantization_synthetic.py
import argparse import logging import os import time import torch import torch.distributed as dist import torch.nn.functional as F from torch.nn.parallel.distributed import DistributedDataParallel import torch.utils.data.distributed from torch.nn.utils import clip_grad_norm_ from backbones.mobilefacenet import MobileFaceNet from config.config_Quantization_Synthetic import config as cfg from utils.dataset import DataLoaderX, FaceDatasetFolder from utils.utils_callbacks import CallBackVerification, CallBackLogging, CallBackModelCheckpoint from utils.utils_logging import AverageMeter, init_logging from backbones.iresnet import iresnet100, iresnet50, freeze_model, unfreeze_model, iresnet18 torch.backends.cudnn.benchmark = True torch.backends.cudnn.benchmark = True def main(args): dist.init_process_group(backend='nccl', init_method='env://') local_rank = args.local_rank torch.cuda.set_device(local_rank) rank = dist.get_rank() world_size = dist.get_world_size() if not os.path.exists(cfg.output) and rank == 0: os.makedirs(cfg.output) else: time.sleep(2) log_root = logging.getLogger() init_logging(log_root, rank, cfg.output) trainset = FaceDatasetFolder(root_dir=cfg.rec, local_rank=local_rank) train_sampler = torch.utils.data.distributed.DistributedSampler( trainset, shuffle=True) train_loader = DataLoaderX( local_rank=local_rank, dataset=trainset, batch_size=cfg.batch_size, sampler=train_sampler, num_workers=0, pin_memory=True, drop_last=True) # load model if cfg.network == "iresnet100": backbone = iresnet100(num_features=cfg.embedding_size, use_se=cfg.SE).to(local_rank) logging.info("load backbone!" + cfg.network) elif cfg.network == "iresnet50": backbone = iresnet50(dropout=0.4,num_features=cfg.embedding_size, use_se=cfg.SE).to(local_rank) elif cfg.network == "iresnet18": backbone = iresnet18(dropout=0.4, num_features=cfg.embedding_size, use_se=cfg.SE).to(local_rank) elif cfg.network =="mobilefacenet": backbone=MobileFaceNet().to(local_rank) else: backbone = None logging.info("load backbone failed!") exit() if args.resume: try: backbone_pth = os.path.join(cfg.output32, str(cfg.global_step) + "backbone.pth") backbone.load_state_dict(torch.load(backbone_pth, map_location=torch.device(local_rank))) if rank == 0: logging.info("backbone resume loaded successfully!") except (FileNotFoundError, KeyError, IndexError, RuntimeError): logging.info("load backbone resume init, failed!") for ps in backbone.parameters(): dist.broadcast(ps, 0) if cfg.network == "mobilefacenet": from backbones.mobilefacenet import quantize_model backbone_quant = quantize_model(backbone, cfg.wq, cfg.aq).to(local_rank) else: from backbones.iresnet import quantize_model backbone_quant = quantize_model(backbone, cfg.wq, cfg.aq).to(local_rank) backbone = DistributedDataParallel( module=backbone, broadcast_buffers=False, device_ids=[local_rank]) backbone.eval() backbone_quant = DistributedDataParallel( module=backbone_quant, broadcast_buffers=True, device_ids=[local_rank]) backbone_quant.train() opt_backbone = torch.optim.SGD( params=[{'params': backbone_quant.parameters()}], lr=cfg.lr / 512 * cfg.batch_size * world_size, momentum=0.9, weight_decay=cfg.weight_decay,nesterov=True,) scheduler_backbone = torch.optim.lr_scheduler.LambdaLR( optimizer=opt_backbone, lr_lambda=cfg.lr_func) criterion = torch.nn.MSELoss() #CrossEntropyLoss() start_epoch = 0 total_step = int(len(trainset) / cfg.batch_size / world_size * cfg.num_epoch) if rank == 0: logging.info("Total Step is: %d" % total_step) callback_verification = CallBackVerification(cfg.eval_step, rank, cfg.val_targets, cfg.rec) callback_logging = CallBackLogging(50, rank, total_step, cfg.batch_size, world_size, writer=None) callback_checkpoint = CallBackModelCheckpoint(rank, cfg.output) backbone_quant=unfreeze_model(backbone_quant) loss = AverageMeter() global_step = 0 for epoch in range(start_epoch, cfg.num_epoch): train_sampler.set_epoch(epoch) backbone_quant=freeze_model(backbone_quant) for _, (img, label) in enumerate(train_loader): global_step += 1 if (global_step<300): backbone_quant = unfreeze_model(backbone_quant) img = img.cuda(local_rank, non_blocking=True) features = F.normalize(backbone_quant(img)) with torch.no_grad(): features_1 = F.normalize(backbone(img)) loss_v=criterion(features,features_1) loss_v.backward() clip_grad_norm_(backbone_quant.parameters(), max_norm=5, norm_type=2) opt_backbone.step() opt_backbone.zero_grad() loss.update(loss_v.item(), 1) if (global_step %5000==0): logging.info(backbone_quant) callback_logging(global_step, loss, epoch) callback_verification(global_step, backbone_quant) backbone_quant = freeze_model(backbone_quant) scheduler_backbone.step() callback_checkpoint(global_step, backbone_quant, None, quantiza=True) callback_verification(cfg.eval_step, backbone_quant) dist.destroy_process_group() if __name__ == "__main__": parser = argparse.ArgumentParser(description='PyTorch margin penalty loss training') parser.add_argument('--local_rank', type=int, default=0, help='local_rank') parser.add_argument('--resume', type=int, default=1, help="resume training") args_ = parser.parse_args() main(args_)
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py
QuantFace
QuantFace-master/train_quantization.py
import argparse import logging import os import time import torch import torch.distributed as dist import torch.nn.functional as F from torch.nn.parallel.distributed import DistributedDataParallel import torch.utils.data.distributed from torch.nn.utils import clip_grad_norm_ from backbones.mobilefacenet import MobileFaceNet from config.config_Quantization import config as cfg from utils.dataset import MXFaceDataset, DataLoaderX from utils.utils_callbacks import CallBackVerification, CallBackLogging, CallBackModelCheckpoint from utils.utils_logging import AverageMeter, init_logging from backbones.iresnet import iresnet100, iresnet50, freeze_model, unfreeze_model, iresnet18 torch.backends.cudnn.benchmark = True def main(args): dist.init_process_group(backend='nccl', init_method='env://') local_rank = args.local_rank torch.cuda.set_device(local_rank) rank = dist.get_rank() world_size = dist.get_world_size() if not os.path.exists(cfg.output) and rank == 0: os.makedirs(cfg.output) else: time.sleep(2) log_root = logging.getLogger() init_logging(log_root, rank, cfg.output) trainset = MXFaceDataset(root_dir=cfg.rec, local_rank=local_rank) train_sampler = torch.utils.data.distributed.DistributedSampler( trainset, shuffle=True) train_loader = DataLoaderX( local_rank=local_rank, dataset=trainset, batch_size=cfg.batch_size, sampler=train_sampler, num_workers=0, pin_memory=True, drop_last=True) # load model if cfg.network == "iresnet100": backbone = iresnet100(num_features=cfg.embedding_size, use_se=cfg.SE).to(local_rank) logging.info("load backbone!" + cfg.network) elif cfg.network == "iresnet50": backbone = iresnet50(dropout=0.4,num_features=cfg.embedding_size, use_se=cfg.SE).to(local_rank) elif cfg.network == "iresnet18": backbone = iresnet18(dropout=0.4, num_features=cfg.embedding_size, use_se=cfg.SE).to(local_rank) elif cfg.network =="mobilefacenet": backbone=MobileFaceNet().to(local_rank) else: backbone = None logging.info("load backbone failed!") exit() if args.resume: try: backbone_pth = os.path.join(cfg.output32, str(cfg.global_step) + "backbone.pth") backbone.load_state_dict(torch.load(backbone_pth, map_location=torch.device(local_rank))) if rank == 0: logging.info("backbone resume loaded successfully!") except (FileNotFoundError, KeyError, IndexError, RuntimeError): logging.info("load backbone resume init, failed!") for ps in backbone.parameters(): dist.broadcast(ps, 0) if cfg.network =="mobilefacenet": from backbones.mobilefacenet import quantize_model backbone_quant = quantize_model(backbone, cfg.wq, cfg.aq).to(local_rank) else: from backbones.iresnet import quantize_model backbone_quant=quantize_model(backbone,cfg.wq,cfg.aq).to(local_rank) backbone = DistributedDataParallel( module=backbone, broadcast_buffers=False, device_ids=[local_rank]) backbone.eval() backbone_quant = DistributedDataParallel( module=backbone_quant, broadcast_buffers=True, device_ids=[local_rank]) backbone_quant.train() opt_backbone = torch.optim.SGD( params=[{'params': backbone_quant.parameters()}], lr=cfg.lr / 512 * cfg.batch_size * world_size, momentum=0.9, weight_decay=cfg.weight_decay,nesterov=True,) scheduler_backbone = torch.optim.lr_scheduler.LambdaLR( optimizer=opt_backbone, lr_lambda=cfg.lr_func) criterion =torch.nn.MSELoss() start_epoch = 0 total_step = int(len(trainset) / cfg.batch_size / world_size * cfg.num_epoch) if rank == 0: logging.info("Total Step is: %d" % total_step) callback_verification = CallBackVerification(cfg.eval_step, rank, cfg.val_targets, cfg.rec) callback_logging = CallBackLogging(50, rank, total_step, cfg.batch_size, world_size, writer=None) callback_checkpoint = CallBackModelCheckpoint(rank, cfg.output) backbone_quant=unfreeze_model(backbone_quant) loss = AverageMeter() global_step = 0 for epoch in range(start_epoch, cfg.num_epoch): train_sampler.set_epoch(epoch) backbone_quant=freeze_model(backbone_quant) for _, (img, label) in enumerate(train_loader): global_step += 1 if (global_step < 300): backbone_quant = unfreeze_model(backbone_quant) img = img.cuda(local_rank, non_blocking=True) features = F.normalize(backbone_quant(img)) with torch.no_grad(): features_1 = F.normalize(backbone(img)) loss_v=criterion(features,features_1) loss_v.backward() clip_grad_norm_(backbone_quant.parameters(), max_norm=5, norm_type=2) opt_backbone.step() opt_backbone.zero_grad() loss.update(loss_v.item(), 1) if (global_step %5000==0): logging.info(backbone_quant) callback_logging(global_step, loss, epoch) callback_verification(global_step, backbone_quant) backbone_quant = freeze_model(backbone_quant) scheduler_backbone.step() callback_checkpoint(global_step, backbone_quant, None,quantiza=True) callback_verification(5686, backbone_quant) dist.destroy_process_group() if __name__ == "__main__": parser = argparse.ArgumentParser(description='PyTorch margin penalty loss training') parser.add_argument('--local_rank', type=int, default=0, help='local_rank') parser.add_argument('--resume', type=int, default=1, help="resume training") args_ = parser.parse_args() main(args_)
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37.64
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py
QuantFace
QuantFace-master/train_fp32.py
import argparse import logging import os import time import torch import torch.distributed as dist import torch.nn.functional as F from torch.nn.parallel.distributed import DistributedDataParallel import torch.utils.data.distributed from torch.nn.utils import clip_grad_norm_ from torch.nn import CrossEntropyLoss from backbones.mobilefacenet import MobileFaceNet from utils import losses from config.config_FP32 import config as cfg from utils.dataset import MXFaceDataset, DataLoaderX from utils.utils_callbacks import CallBackVerification, CallBackLogging, CallBackModelCheckpoint from utils.utils_logging import AverageMeter, init_logging from backbones.iresnet import iresnet100, iresnet50, iresnet18 torch.backends.cudnn.benchmark = True def main(args): dist.init_process_group(backend='nccl', init_method='env://') local_rank = args.local_rank torch.cuda.set_device(local_rank) rank = dist.get_rank() world_size = dist.get_world_size() if not os.path.exists(cfg.output) and rank == 0: os.makedirs(cfg.output) else: time.sleep(2) log_root = logging.getLogger() init_logging(log_root, rank, cfg.output) trainset = MXFaceDataset(root_dir=cfg.rec, local_rank=local_rank) train_sampler = torch.utils.data.distributed.DistributedSampler( trainset, shuffle=True) train_loader = DataLoaderX( local_rank=local_rank, dataset=trainset, batch_size=cfg.batch_size, sampler=train_sampler, num_workers=0, pin_memory=True, drop_last=True) # load model if cfg.network == "iresnet100": backbone = iresnet100(num_features=cfg.embedding_size, use_se=cfg.SE).to(local_rank) elif cfg.network == "iresnet50": backbone = iresnet50(dropout=0.4,num_features=cfg.embedding_size, use_se=cfg.SE).to(local_rank) elif cfg.network == "iresnet18": backbone = iresnet18(dropout=0.4, num_features=cfg.embedding_size, use_se=cfg.SE).to(local_rank) elif cfg.network == "mobilefacenet": backbone = MobileFaceNet().to(local_rank) else: backbone = None logging.info("load backbone failed!") exit() if args.resume: try: backbone_pth = os.path.join(cfg.output, str(cfg.global_step) + "backbone.pth") backbone.load_state_dict(torch.load(backbone_pth, map_location=torch.device(local_rank))) if rank == 0: logging.info("backbone resume loaded successfully!") except (FileNotFoundError, KeyError, IndexError, RuntimeError): logging.info("load backbone resume init, failed!") for ps in backbone.parameters(): dist.broadcast(ps, 0) backbone = DistributedDataParallel( module=backbone, broadcast_buffers=False, device_ids=[local_rank]) backbone.train() # get header if cfg.loss == "ElasticArcFace": header = losses.ElasticArcFace(in_features=cfg.embedding_size, out_features=cfg.num_classes, s=cfg.s, m=cfg.m,std=cfg.std).to(local_rank) elif cfg.loss == "ElasticArcFacePlus": header = losses.ElasticArcFace(in_features=cfg.embedding_size, out_features=cfg.num_classes, s=cfg.s, m=cfg.m,std=cfg.std, plus=True).to(local_rank) elif cfg.loss == "ElasticCosFace": header = losses.ElasticCosFace(in_features=cfg.embedding_size, out_features=cfg.num_classes, s=cfg.s, m=cfg.m,std=cfg.std).to(local_rank) elif cfg.loss == "ElasticCosFacePlus": header = losses.ElasticCosFace(in_features=cfg.embedding_size, out_features=cfg.num_classes, s=cfg.s, m=cfg.m, std=cfg.std, plus=True).to(local_rank) elif cfg.loss == "ArcFace": header = losses.ArcFace(in_features=cfg.embedding_size, out_features=cfg.num_classes, s=cfg.s, m=cfg.m).to(local_rank) elif cfg.loss == "CosFace": header = losses.CosFace(in_features=cfg.embedding_size, out_features=cfg.num_classes, s=cfg.s, m=cfg.m).to( local_rank) else: print("Header not implemented") if args.resume: try: header_pth = os.path.join(cfg.output, str(cfg.global_step) + "header.pth") header.load_state_dict(torch.load(header_pth, map_location=torch.device(local_rank))) if rank == 0: logging.info("header resume loaded successfully!") except (FileNotFoundError, KeyError, IndexError, RuntimeError): logging.info("header resume init, failed!") header = DistributedDataParallel( module=header, broadcast_buffers=False, device_ids=[local_rank]) header.train() opt_backbone = torch.optim.SGD( params=[{'params': backbone.parameters()}], lr=cfg.lr / 512 * cfg.batch_size * world_size, momentum=0.9, weight_decay=cfg.weight_decay) opt_header = torch.optim.SGD( params=[{'params': header.parameters()}], lr=cfg.lr / 512 * cfg.batch_size * world_size, momentum=0.9, weight_decay=cfg.weight_decay) scheduler_backbone = torch.optim.lr_scheduler.LambdaLR( optimizer=opt_backbone, lr_lambda=cfg.lr_func) scheduler_header = torch.optim.lr_scheduler.LambdaLR( optimizer=opt_header, lr_lambda=cfg.lr_func) criterion = CrossEntropyLoss() start_epoch = 0 total_step = int(len(trainset) / cfg.batch_size / world_size * cfg.num_epoch) if rank == 0: logging.info("Total Step is: %d" % total_step) if args.resume: rem_steps = (total_step - cfg.global_step) cur_epoch = cfg.num_epoch - int(cfg.num_epoch / total_step * rem_steps) logging.info("resume from estimated epoch {}".format(cur_epoch)) logging.info("remaining steps {}".format(rem_steps)) start_epoch = cur_epoch scheduler_backbone.last_epoch = cur_epoch scheduler_header.last_epoch = cur_epoch # --------- this could be solved more elegant ---------------- opt_backbone.param_groups[0]['lr'] = scheduler_backbone.get_lr()[0] opt_header.param_groups[0]['lr'] = scheduler_header.get_lr()[0] print("last learning rate: {}".format(scheduler_header.get_lr())) # ------------------------------------------------------------ callback_verification = CallBackVerification(cfg.eval_step, rank, cfg.val_targets, cfg.rec) callback_logging = CallBackLogging(50, rank, total_step, cfg.batch_size, world_size, writer=None) callback_checkpoint = CallBackModelCheckpoint(rank, cfg.output) loss = AverageMeter() global_step = cfg.global_step for epoch in range(start_epoch, cfg.num_epoch): train_sampler.set_epoch(epoch) for _, (img, label) in enumerate(train_loader): global_step += 1 img = img.cuda(local_rank, non_blocking=True) label = label.cuda(local_rank, non_blocking=True) features = F.normalize(backbone(img)) thetas = header(features, label) loss_v = criterion(thetas, label) loss_v.backward() clip_grad_norm_(backbone.parameters(), max_norm=5, norm_type=2) opt_backbone.step() opt_header.step() opt_backbone.zero_grad() opt_header.zero_grad() loss.update(loss_v.item(), 1) callback_logging(global_step, loss, epoch) callback_verification(global_step, backbone) scheduler_backbone.step() scheduler_header.step() callback_checkpoint(global_step, backbone, header) dist.destroy_process_group() if __name__ == "__main__": parser = argparse.ArgumentParser(description='PyTorch margin penalty loss training') parser.add_argument('--local_rank', type=int, default=0, help='local_rank') parser.add_argument('--resume', type=int, default=0, help="resume training") args_ = parser.parse_args() main(args_)
7,876
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py
QuantFace
QuantFace-master/eval/verification.py
"""Helper for evaluation on the Labeled Faces in the Wild dataset """ # MIT License # # Copyright (c) 2016 David Sandberg # # Permission is hereby granted, free of charge, to any person obtaining a copy # of this software and associated documentation files (the "Software"), to deal # in the Software without restriction, including without limitation the rights # to use, copy, modify, merge, publish, distribute, sublicense, and/or sell # copies of the Software, and to permit persons to whom the Software is # furnished to do so, subject to the following conditions: # # The above copyright notice and this permission notice shall be included in all # copies or substantial portions of the Software. # # THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR # IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, # FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE # AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER # LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE # SOFTWARE. import datetime import os import pickle import mxnet as mx import numpy as np import sklearn import torch from mxnet import ndarray as nd from scipy import interpolate from sklearn.decomposition import PCA from sklearn.model_selection import KFold class LFold: def __init__(self, n_splits=2, shuffle=False): self.n_splits = n_splits if self.n_splits > 1: self.k_fold = KFold(n_splits=n_splits, shuffle=shuffle) def split(self, indices): if self.n_splits > 1: return self.k_fold.split(indices) else: return [(indices, indices)] def calculate_roc(thresholds, embeddings1, embeddings2, actual_issame, nrof_folds=10, pca=0): assert (embeddings1.shape[0] == embeddings2.shape[0]) assert (embeddings1.shape[1] == embeddings2.shape[1]) nrof_pairs = min(len(actual_issame), embeddings1.shape[0]) nrof_thresholds = len(thresholds) k_fold = LFold(n_splits=nrof_folds, shuffle=False) tprs = np.zeros((nrof_folds, nrof_thresholds)) fprs = np.zeros((nrof_folds, nrof_thresholds)) accuracy = np.zeros((nrof_folds)) indices = np.arange(nrof_pairs) if pca == 0: diff = np.subtract(embeddings1, embeddings2) dist = np.sum(np.square(diff), 1) for fold_idx, (train_set, test_set) in enumerate(k_fold.split(indices)): if pca > 0: print('doing pca on', fold_idx) embed1_train = embeddings1[train_set] embed2_train = embeddings2[train_set] _embed_train = np.concatenate((embed1_train, embed2_train), axis=0) pca_model = PCA(n_components=pca) pca_model.fit(_embed_train) embed1 = pca_model.transform(embeddings1) embed2 = pca_model.transform(embeddings2) embed1 = sklearn.preprocessing.normalize(embed1) embed2 = sklearn.preprocessing.normalize(embed2) diff = np.subtract(embed1, embed2) dist = np.sum(np.square(diff), 1) # Find the best threshold for the fold acc_train = np.zeros((nrof_thresholds)) for threshold_idx, threshold in enumerate(thresholds): _, _, acc_train[threshold_idx] = calculate_accuracy( threshold, dist[train_set], actual_issame[train_set]) best_threshold_index = np.argmax(acc_train) for threshold_idx, threshold in enumerate(thresholds): tprs[fold_idx, threshold_idx], fprs[fold_idx, threshold_idx], _ = calculate_accuracy( threshold, dist[test_set], actual_issame[test_set]) _, _, accuracy[fold_idx] = calculate_accuracy( thresholds[best_threshold_index], dist[test_set], actual_issame[test_set]) tpr = np.mean(tprs, 0) fpr = np.mean(fprs, 0) return tpr, fpr, accuracy def calculate_accuracy(threshold, dist, actual_issame): predict_issame = np.less(dist, threshold) tp = np.sum(np.logical_and(predict_issame, actual_issame)) fp = np.sum(np.logical_and(predict_issame, np.logical_not(actual_issame))) tn = np.sum(np.logical_and(np.logical_not(predict_issame), np.logical_not(actual_issame))) fn = np.sum(np.logical_and(np.logical_not(predict_issame), actual_issame)) tpr = 0 if (tp + fn == 0) else float(tp) / float(tp + fn) fpr = 0 if (fp + tn == 0) else float(fp) / float(fp + tn) acc = float(tp + tn) / dist.size return tpr, fpr, acc def calculate_val(thresholds, embeddings1, embeddings2, actual_issame, far_target, nrof_folds=10): assert (embeddings1.shape[0] == embeddings2.shape[0]) assert (embeddings1.shape[1] == embeddings2.shape[1]) nrof_pairs = min(len(actual_issame), embeddings1.shape[0]) nrof_thresholds = len(thresholds) k_fold = LFold(n_splits=nrof_folds, shuffle=False) val = np.zeros(nrof_folds) far = np.zeros(nrof_folds) diff = np.subtract(embeddings1, embeddings2) dist = np.sum(np.square(diff), 1) indices = np.arange(nrof_pairs) for fold_idx, (train_set, test_set) in enumerate(k_fold.split(indices)): # Find the threshold that gives FAR = far_target far_train = np.zeros(nrof_thresholds) for threshold_idx, threshold in enumerate(thresholds): _, far_train[threshold_idx] = calculate_val_far( threshold, dist[train_set], actual_issame[train_set]) if np.max(far_train) >= far_target: f = interpolate.interp1d(far_train, thresholds, kind='slinear') threshold = f(far_target) else: threshold = 0.0 val[fold_idx], far[fold_idx] = calculate_val_far( threshold, dist[test_set], actual_issame[test_set]) val_mean = np.mean(val) far_mean = np.mean(far) val_std = np.std(val) return val_mean, val_std, far_mean def calculate_val_far(threshold, dist, actual_issame): predict_issame = np.less(dist, threshold) true_accept = np.sum(np.logical_and(predict_issame, actual_issame)) false_accept = np.sum( np.logical_and(predict_issame, np.logical_not(actual_issame))) n_same = np.sum(actual_issame) n_diff = np.sum(np.logical_not(actual_issame)) # print(true_accept, false_accept) # print(n_same, n_diff) val = float(true_accept) / float(n_same) far = float(false_accept) / float(n_diff) return val, far def evaluate(embeddings, actual_issame, nrof_folds=10, pca=0): # Calculate evaluation metrics thresholds = np.arange(0, 4, 0.01) embeddings1 = embeddings[0::2] embeddings2 = embeddings[1::2] tpr, fpr, accuracy = calculate_roc(thresholds, embeddings1, embeddings2, np.asarray(actual_issame), nrof_folds=nrof_folds, pca=pca) thresholds = np.arange(0, 4, 0.001) val, val_std, far = calculate_val(thresholds, embeddings1, embeddings2, np.asarray(actual_issame), 1e-3, nrof_folds=nrof_folds) return tpr, fpr, accuracy, val, val_std, far @torch.no_grad() def load_bin(path, image_size): try: with open(path, 'rb') as f: bins, issame_list = pickle.load(f) # py2 except UnicodeDecodeError as e: with open(path, 'rb') as f: bins, issame_list = pickle.load(f, encoding='bytes') # py3 data_list = [] for flip in [0, 1]: data = torch.empty((len(issame_list) * 2, 3, image_size[0], image_size[1])) data_list.append(data) for idx in range(len(issame_list) * 2): _bin = bins[idx] img = mx.image.imdecode(_bin) if img.shape[1] != image_size[0]: img = mx.image.resize_short(img, image_size[0]) img = nd.transpose(img, axes=(2, 0, 1)) for flip in [0, 1]: if flip == 1: img = mx.ndarray.flip(data=img, axis=2) data_list[flip][idx][:] = torch.from_numpy(img.asnumpy()) if idx % 1000 == 0: print('loading bin', idx) print(data_list[0].shape) return data_list, issame_list @torch.no_grad() def test(data_set, backbone, batch_size, nfolds=10): print('testing verification..') data_list = data_set[0] issame_list = data_set[1] embeddings_list = [] time_consumed = 0.0 for i in range(len(data_list)): data = data_list[i] embeddings = None ba = 0 while ba < data.shape[0]: bb = min(ba + batch_size, data.shape[0]) count = bb - ba _data = data[bb - batch_size: bb] time0 = datetime.datetime.now() img = ((_data / 255) - 0.5) / 0.5 net_out: torch.Tensor = backbone(img) _embeddings = net_out.detach().cpu().numpy() time_now = datetime.datetime.now() diff = time_now - time0 time_consumed += diff.total_seconds() if embeddings is None: embeddings = np.zeros((data.shape[0], _embeddings.shape[1])) embeddings[ba:bb, :] = _embeddings[(batch_size - count):, :] ba = bb embeddings_list.append(embeddings) _xnorm = 0.0 _xnorm_cnt = 0 for embed in embeddings_list: for i in range(embed.shape[0]): _em = embed[i] _norm = np.linalg.norm(_em) _xnorm += _norm _xnorm_cnt += 1 _xnorm /= _xnorm_cnt embeddings = embeddings_list[0].copy() embeddings = sklearn.preprocessing.normalize(embeddings) acc1 = 0.0 std1 = 0.0 embeddings = embeddings_list[0] + embeddings_list[1] embeddings = sklearn.preprocessing.normalize(embeddings) print(embeddings.shape) print('infer time', time_consumed) _, _, accuracy, val, val_std, far = evaluate(embeddings, issame_list, nrof_folds=nfolds) acc2, std2 = np.mean(accuracy), np.std(accuracy) return acc1, std1, acc2, std2, _xnorm, embeddings_list def dumpR(data_set, backbone, batch_size, name='', data_extra=None, label_shape=None): print('dump verification embedding..') data_list = data_set[0] issame_list = data_set[1] embeddings_list = [] time_consumed = 0.0 for i in range(len(data_list)): data = data_list[i] embeddings = None ba = 0 while ba < data.shape[0]: bb = min(ba + batch_size, data.shape[0]) count = bb - ba _data = nd.slice_axis(data, axis=0, begin=bb - batch_size, end=bb) time0 = datetime.datetime.now() if data_extra is None: db = mx.io.DataBatch(data=(_data,), label=(_label,)) else: db = mx.io.DataBatch(data=(_data, _data_extra), label=(_label,)) model.forward(db, is_train=False) net_out = model.get_outputs() _embeddings = net_out[0].asnumpy() time_now = datetime.datetime.now() diff = time_now - time0 time_consumed += diff.total_seconds() if embeddings is None: embeddings = np.zeros((data.shape[0], _embeddings.shape[1])) embeddings[ba:bb, :] = _embeddings[(batch_size - count):, :] ba = bb embeddings_list.append(embeddings) embeddings = embeddings_list[0] + embeddings_list[1] embeddings = sklearn.preprocessing.normalize(embeddings) actual_issame = np.asarray(issame_list) outname = os.path.join('temp.bin') with open(outname, 'wb') as f: pickle.dump((embeddings, issame_list), f, protocol=pickle.HIGHEST_PROTOCOL) # if __name__ == '__main__': # # parser = argparse.ArgumentParser(description='do verification') # # general # parser.add_argument('--data-dir', default='', help='') # parser.add_argument('--model', # default='../model/softmax,50', # help='path to load model.') # parser.add_argument('--target', # default='lfw,cfp_ff,cfp_fp,agedb_30', # help='test targets.') # parser.add_argument('--gpu', default=0, type=int, help='gpu id') # parser.add_argument('--batch-size', default=32, type=int, help='') # parser.add_argument('--max', default='', type=str, help='') # parser.add_argument('--mode', default=0, type=int, help='') # parser.add_argument('--nfolds', default=10, type=int, help='') # args = parser.parse_args() # image_size = [112, 112] # print('image_size', image_size) # ctx = mx.gpu(args.gpu) # nets = [] # vec = args.model.split(',') # prefix = args.model.split(',')[0] # epochs = [] # if len(vec) == 1: # pdir = os.path.dirname(prefix) # for fname in os.listdir(pdir): # if not fname.endswith('.params'): # continue # _file = os.path.join(pdir, fname) # if _file.startswith(prefix): # epoch = int(fname.split('.')[0].split('-')[1]) # epochs.append(epoch) # epochs = sorted(epochs, reverse=True) # if len(args.max) > 0: # _max = [int(x) for x in args.max.split(',')] # assert len(_max) == 2 # if len(epochs) > _max[1]: # epochs = epochs[_max[0]:_max[1]] # # else: # epochs = [int(x) for x in vec[1].split('|')] # print('model number', len(epochs)) # time0 = datetime.datetime.now() # for epoch in epochs: # print('loading', prefix, epoch) # sym, arg_params, aux_params = mx.model.load_checkpoint(prefix, epoch) # # arg_params, aux_params = ch_dev(arg_params, aux_params, ctx) # all_layers = sym.get_internals() # sym = all_layers['fc1_output'] # model = mx.mod.Module(symbol=sym, context=ctx, label_names=None) # # model.bind(data_shapes=[('data', (args.batch_size, 3, image_size[0], image_size[1]))], label_shapes=[('softmax_label', (args.batch_size,))]) # model.bind(data_shapes=[('data', (args.batch_size, 3, image_size[0], # image_size[1]))]) # model.set_params(arg_params, aux_params) # nets.append(model) # time_now = datetime.datetime.now() # diff = time_now - time0 # print('model loading time', diff.total_seconds()) # # ver_list = [] # ver_name_list = [] # for name in args.target.split(','): # path = os.path.join(args.data_dir, name + ".bin") # if os.path.exists(path): # print('loading.. ', name) # data_set = load_bin(path, image_size) # ver_list.append(data_set) # ver_name_list.append(name) # # if args.mode == 0: # for i in range(len(ver_list)): # results = [] # for model in nets: # acc1, std1, acc2, std2, xnorm, embeddings_list = test( # ver_list[i], model, args.batch_size, args.nfolds) # print('[%s]XNorm: %f' % (ver_name_list[i], xnorm)) # print('[%s]Accuracy: %1.5f+-%1.5f' % (ver_name_list[i], acc1, std1)) # print('[%s]Accuracy-Flip: %1.5f+-%1.5f' % (ver_name_list[i], acc2, std2)) # results.append(acc2) # print('Max of [%s] is %1.5f' % (ver_name_list[i], np.max(results))) # elif args.mode == 1: # raise ValueError # else: # model = nets[0] # dumpR(ver_list[0], model, args.batch_size, args.target)
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QuantFace
QuantFace-master/quantization_utils/quant_modules.py
# * # @file Different utility functions # Copyright (c) Yaohui Cai, Zhewei Yao, Zhen Dong, Amir Gholami # All rights reserved. # This file is part of ZeroQ repository. # https://github.com/amirgholami/ZeroQ # ZeroQ is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # ZeroQ is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with ZeroQ repository. If not, see <http://www.gnu.org/licenses/>. # * import torch import time import math import numpy as np import torch.nn as nn import torch.nn.functional as F from torch.nn import Module, Parameter from .quant_utils import * import sys class QuantAct(Module): """ Class to quantize given activations """ def __init__(self, activation_bit, full_precision_flag=False, running_stat=True, beta=0.9): """ activation_bit: bit-setting for activation full_precision_flag: full precision or not running_stat: determines whether the activation range is updated or froze """ super(QuantAct, self).__init__() self.activation_bit = activation_bit self.full_precision_flag = full_precision_flag self.running_stat = running_stat self.register_buffer('x_min', torch.zeros(1)) self.register_buffer('x_max', torch.zeros(1)) self.register_buffer('beta', torch.Tensor([beta])) self.register_buffer('beta_t', torch.ones(1)) self.act_function = AsymmetricQuantFunction.apply def __repr__(self): return "{0}(activation_bit={1}, full_precision_flag={2}, running_stat={3}, Act_min: {4:.2f}, Act_max: {5:.2f})".format( self.__class__.__name__, self.activation_bit, self.full_precision_flag, self.running_stat, self.x_min.item(), self.x_max.item()) def fix(self): """ fix the activation range by setting running stat """ self.running_stat = False def unfix(self): """ fix the activation range by setting running stat """ self.running_stat = True def forward(self, x): """ quantize given activation x """ if self.running_stat: x_min = x.data.min() x_max = x.data.max() # in-place operation used on multi-gpus self.x_min += -self.x_min + min(self.x_min, x_min) self.x_max += -self.x_max + max(self.x_max, x_max) #self.beta_t = self.beta_t * self.beta #self.x_min = (self.x_min * self.beta + x_min * (1 - self.beta))/(1 - self.beta_t) #self.x_max = (self.x_max * self.beta + x_max * (1 - self.beta)) / (1 - self.beta_t) #self.x_min += -self.x_min + min(self.x_min, x_min) #self.x_max += -self.x_max + max(self.x_max, x_max) if not self.full_precision_flag: quant_act = self.act_function(x, self.activation_bit, self.x_min, self.x_max) return quant_act else: return x class QuantActPreLu(Module): """ Class to quantize given activations """ def __init__(self, act_bit, full_precision_flag=False, running_stat=True): """ activation_bit: bit-setting for activation full_precision_flag: full precision or not running_stat: determines whether the activation range is updated or froze """ super(QuantActPreLu, self).__init__() self.activation_bit = act_bit self.full_precision_flag = full_precision_flag self.running_stat = running_stat self.act_function = AsymmetricQuantFunction.apply self.quantAct=QuantAct(activation_bit=act_bit,running_stat=True) def __repr__(self): s = super(QuantActPreLu, self).__repr__() s = "(" + s + " activation_bit={}, full_precision_flag={})".format( self.activation_bit, self.full_precision_flag) return s def set_param(self, prelu): self.weight = Parameter(prelu.weight.data.clone()) def fix(self): """ fix the activation range by setting running stat """ self.running_stat = False def unfix(self): """ fix the activation range by setting running stat """ self.running_stat = True def forward(self, x): w = self.weight x_transform = w.data.detach() a_min = x_transform.min(dim=0).values a_max = x_transform.max(dim=0).values if not self.full_precision_flag: w = self.act_function(self.weight, self.activation_bit, a_min, a_max) else: w = self.weight #inputs = max(0, inputs) + alpha * min(0, inputs) #w_min = torch.mul( F.relu(-x),-w) #x= F.relu(x) + w_min #inputs = self.quantized_op.add(torch.relu(x), weight_min_res) x= F.prelu(x,weight=w) x=self.quantAct(x) return x class Quant_Linear(Module): """ Class to quantize given linear layer weights """ def __init__(self, weight_bit, full_precision_flag=False): """ weight: bit-setting for weight full_precision_flag: full precision or not running_stat: determines whether the activation range is updated or froze """ super(Quant_Linear, self).__init__() self.full_precision_flag = full_precision_flag self.weight_bit = weight_bit self.weight_function = AsymmetricQuantFunction.apply def __repr__(self): s = super(Quant_Linear, self).__repr__() s = "(" + s + " weight_bit={}, full_precision_flag={})".format( self.weight_bit, self.full_precision_flag) return s def set_param(self, linear): self.in_features = linear.in_features self.out_features = linear.out_features self.weight = Parameter(linear.weight.data.clone()) try: self.bias = Parameter(linear.bias.data.clone()) except AttributeError: self.bias = None def forward(self, x): """ using quantized weights to forward activation x """ w = self.weight x_transform = w.data.detach() w_min = x_transform.min(dim=1).values w_max = x_transform.max(dim=1).values if not self.full_precision_flag: w = self.weight_function(self.weight, self.weight_bit, w_min,w_max) else: w = self.weight return F.linear(x, weight=w, bias=self.bias) class Quant_Conv2d(Module): """ Class to quantize given convolutional layer weights """ def __init__(self, weight_bit, full_precision_flag=False): super(Quant_Conv2d, self).__init__() self.full_precision_flag = full_precision_flag self.weight_bit = weight_bit self.weight_function = AsymmetricQuantFunction.apply def __repr__(self): s = super(Quant_Conv2d, self).__repr__() s = "(" + s + " weight_bit={}, full_precision_flag={})".format( self.weight_bit, self.full_precision_flag) return s def set_param(self, conv): self.in_channels = conv.in_channels self.out_channels = conv.out_channels self.kernel_size = conv.kernel_size self.stride = conv.stride self.padding = conv.padding self.dilation = conv.dilation self.groups = conv.groups self.weight = Parameter(conv.weight.data.clone()) try: self.bias = Parameter(conv.bias.data.clone()) except AttributeError: self.bias = None def forward(self, x): """ using quantized weights to forward activation x """ w = self.weight x_transform = w.data.contiguous().view(self.out_channels, -1) w_min = x_transform.min(dim=1).values w_max = x_transform.max(dim=1).values if not self.full_precision_flag: w = self.weight_function(self.weight, self.weight_bit, w_min, w_max) else: w = self.weight return F.conv2d(x, w, self.bias, self.stride, self.padding, self.dilation, self.groups)
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QuantFace
QuantFace-master/quantization_utils/quant_utils.py
#* # @file Different utility functions # Copyright (c) Yaohui Cai, Zhewei Yao, Zhen Dong, Amir Gholami # All rights reserved. # This file is part of ZeroQ repository. # https://github.com/amirgholami/ZeroQ # ZeroQ is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # ZeroQ is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with ZeroQ repository. If not, see <http://www.gnu.org/licenses/>. #* import math import numpy as np from torch.autograd import Function, Variable import torch def clamp(input, min, max, inplace=False): """ Clamp tensor input to (min, max). input: input tensor to be clamped """ if inplace: input.clamp_(min, max) return input return torch.clamp(input, min, max) def linear_quantize(input, scale, zero_point, inplace=False): """ Quantize single-precision input tensor to integers with the given scaling factor and zeropoint. input: single-precision input tensor to be quantized scale: scaling factor for quantization zero_pint: shift for quantization """ # reshape scale and zeropoint for convolutional weights and activation if len(input.shape) == 4: scale = scale.view(-1, 1, 1, 1) zero_point = zero_point.view(-1, 1, 1, 1) # reshape scale and zeropoint for linear weights elif len(input.shape) == 2: scale = scale.view(-1, 1) zero_point = zero_point.view(-1, 1) # mapping single-precision input to integer values with the given scale and zeropoint if inplace: input.mul_(scale).sub_(zero_point).round_() return input return torch.round(scale * input - zero_point) def linear_dequantize(input, scale, zero_point, inplace=False): """ Map integer input tensor to fixed point float point with given scaling factor and zeropoint. input: integer input tensor to be mapped scale: scaling factor for quantization zero_pint: shift for quantization """ # reshape scale and zeropoint for convolutional weights and activation if len(input.shape) == 4: scale = scale.view(-1, 1, 1, 1) zero_point = zero_point.view(-1, 1, 1, 1) # reshape scale and zeropoint for linear weights elif len(input.shape) == 2: scale = scale.view(-1, 1) zero_point = zero_point.view(-1, 1) # mapping integer input to fixed point float point value with given scaling factor and zeropoint if inplace: input.add_(zero_point).div_(scale) return input return (input + zero_point) / scale def asymmetric_linear_quantization_params(num_bits, saturation_min, saturation_max, integral_zero_point=True, signed=True): """ Compute the scaling factor and zeropoint with the given quantization range. saturation_min: lower bound for quantization range saturation_max: upper bound for quantization range """ n = 2**num_bits - 1 scale = n / torch.clamp((saturation_max - saturation_min), min=1e-8) zero_point = scale * saturation_min if integral_zero_point: if isinstance(zero_point, torch.Tensor): zero_point = zero_point.round() else: zero_point = float(round(zero_point)) if signed: zero_point += 2**(num_bits - 1) return scale, zero_point class AsymmetricQuantFunction(Function): """ Class to quantize the given floating-point values with given range and bit-setting. Currently only support inference, but not support back-propagation. """ @staticmethod def forward(ctx, x, k, x_min=None, x_max=None): """ x: single-precision value to be quantized k: bit-setting for x x_min: lower bound for quantization range x_max=None """ # if x_min is None or x_max is None or (sum(x_min == x_max) == 1 # and x_min.numel() == 1): # x_min, x_max = x.min(), x.max() scale, zero_point = asymmetric_linear_quantization_params( k, x_min, x_max) new_quant_x = linear_quantize(x, scale, zero_point, inplace=False) n = 2**(k - 1) new_quant_x = torch.clamp(new_quant_x, -n, n - 1) quant_x = linear_dequantize(new_quant_x, scale, zero_point, inplace=False) return torch.autograd.Variable(quant_x) @staticmethod def backward(ctx, grad_output): return grad_output, None, None, None
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py
QuantFace
QuantFace-master/utils/losses.py
import torch from torch import nn import math import numpy as np import torch.nn.functional as F def l2_norm(input, axis = 1): norm = torch.norm(input, 2, axis, True) output = torch.div(input, norm) return output class MLLoss(nn.Module): def __init__(self, s=64.0): super(MLLoss, self).__init__() self.s = s def forward(self, embbedings, label): embbedings = l2_norm(embbedings, axis=1) kernel_norm = l2_norm(self.kernel, axis=0) cos_theta = torch.mm(embbedings, kernel_norm) cos_theta = cos_theta.clamp(-1, 1) # for numerical stability cos_theta.mul_(self.s) return cos_theta ''' # from https://github.com/HuangYG123/CurricularFace/blob/master/head/metrics.py class ElasticArcFace(nn.Module): r"""Implement of ArcFace (https://arxiv.org/pdf/1801.07698v1.pdf): Args: in_features: size of each input sample out_features: size of each output sample s: norm of input feature m: margin cos(theta+m) """ def __init__(self, in_features, out_features, s=64.0, m=0.50, easy_margin=False,std=0.0125): super(ElasticArcFace, self).__init__() self.in_features = in_features self.out_features = out_features self.s = s self.m = m self.std=std self.kernel = nn.Parameter(torch.FloatTensor(in_features, out_features)) # nn.init.xavier_uniform_(self.kernel) nn.init.normal_(self.kernel, std=0.01) self.easy_margin = easy_margin def forward(self, embbedings, label): embbedings = l2_norm(embbedings, axis=1) kernel_norm = l2_norm(self.kernel, axis=0) cos_theta = torch.mm(embbedings, kernel_norm) cos_theta = cos_theta.clamp(-1 + 1e-5, 1 + 1e-5) # for numerical stability with torch.no_grad(): origin_cos = cos_theta.clone() target_logit = cos_theta[torch.arange(0, embbedings.size(0)), label].view(-1, 1) sin_theta = torch.sqrt(1.0 - torch.pow(target_logit, 2)) index = torch.where(label != -1)[0] margin = torch.normal(mean=self.m, std=self.std, size=label[index, None].size(), device=cos_theta.device).clamp(self.m-self.std, self.m+self.std) # Fast converge .clamp(self.m-self.std, self.m+self.std) with torch.no_grad(): #distmat = cos_theta[index, label.view(-1)].detach().clone() _, idicate_cosie = torch.sort(target_logit, dim=0, descending=True) margin, _ = torch.sort(margin, dim=0) cos_m=torch.cos(margin) sin_m=torch.sin(margin) th=torch.cos(math.pi-margin) mm=torch.sin(math.pi-margin)*margin cos_theta_m = target_logit * cos_m - sin_theta * sin_m # cos(target+margin) if self.easy_margin: final_target_logit = torch.where(target_logit > 0, cos_theta_m, target_logit) else: final_target_logit = torch.where(target_logit > th, cos_theta_m, target_logit - mm) cos_theta.scatter_(1, label.view(-1, 1).long(), final_target_logit) output = cos_theta * self.s return output # , origin_cos * self.s ''' class ElasticArcFace(nn.Module): def __init__(self, in_features, out_features, s=64.0, m=0.50,std=0.0125, random=True): super(ElasticArcFace, self).__init__() self.in_features = in_features self.out_features = out_features self.s = s self.m = m self.kernel = nn.Parameter(torch.FloatTensor(in_features, out_features)) nn.init.normal_(self.kernel, std=0.01) self.std=std self.random=random def forward(self, embbedings, label): embbedings = l2_norm(embbedings, axis=1) kernel_norm = l2_norm(self.kernel, axis=0) cos_theta = torch.mm(embbedings, kernel_norm) cos_theta = cos_theta.clamp(-1, 1) # for numerical stability index = torch.where(label != -1)[0] m_hot = torch.zeros(index.size()[0], cos_theta.size()[1], device=cos_theta.device) margin = torch.normal(mean=self.m, std=self.std, size=label[index, None].size(), device=cos_theta.device)#.clamp(self.m-self.std, self.m+self.std) # Fast converge .clamp(self.m-self.std, self.m+self.std) if not self.random: with torch.no_grad(): distmat = cos_theta[index, label.view(-1)].detach().clone() _, idicate_cosie = torch.sort(distmat, dim=0, descending=True) margin, _ = torch.sort(margin, dim=0) m_hot.scatter_(1, label[index, None], margin[idicate_cosie]) else: m_hot.scatter_(1, label[index, None], margin) cos_theta.acos_() cos_theta[index] += m_hot cos_theta.cos_().mul_(self.s) return cos_theta class ElasticCosFace(nn.Module): def __init__(self, in_features, out_features, s=64.0, m=0.35,std=0.0125, random=False): super(ElasticCosFace, self).__init__() self.in_features = in_features self.out_features = out_features self.s = s self.m = m self.kernel = nn.Parameter(torch.FloatTensor(in_features, out_features)) nn.init.normal_(self.kernel, std=0.01) self.std=std self.random=random def forward(self, embbedings, label): embbedings = l2_norm(embbedings, axis=1) kernel_norm = l2_norm(self.kernel, axis=0) cos_theta = torch.mm(embbedings, kernel_norm) cos_theta = cos_theta.clamp(-1, 1) # for numerical stability index = torch.where(label != -1)[0] m_hot = torch.zeros(index.size()[0], cos_theta.size()[1], device=cos_theta.device) margin = torch.normal(mean=self.m, std=self.std, size=label[index, None].size(), device=cos_theta.device) # Fast converge .clamp(self.m-self.std, self.m+self.std) if not self.random: with torch.no_grad(): distmat = cos_theta[index, label.view(-1)].detach().clone() _, idicate_cosie = torch.sort(distmat, dim=0, descending=True) margin, _ = torch.sort(margin, dim=0) m_hot.scatter_(1, label[index, None], margin[idicate_cosie]) else: m_hot.scatter_(1, label[index, None], margin) m_hot.scatter_(1, label[index, None], margin) cos_theta[index] -= m_hot ret = cos_theta * self.s return ret class CosFace(nn.Module): def __init__(self, in_features, out_features, s=64.0, m=0.35): super(CosFace, self).__init__() self.in_features = in_features self.out_features = out_features self.s = s self.m = m self.kernel = nn.Parameter(torch.FloatTensor(in_features, out_features)) nn.init.normal_(self.kernel, std=0.01) def forward(self, embbedings, label): embbedings = l2_norm(embbedings, axis=1) kernel_norm = l2_norm(self.kernel, axis=0) cos_theta = torch.mm(embbedings, kernel_norm) cos_theta = cos_theta.clamp(-1, 1) # for numerical stability index = torch.where(label != -1)[0] m_hot = torch.zeros(index.size()[0], cos_theta.size()[1], device=cos_theta.device) m_hot.scatter_(1, label[index, None], self.m) cos_theta[index] -= m_hot ret = cos_theta * self.s return ret def loss_func(feat1, feat2): return 1- F.cosine_similarity(feat1, feat2).abs().mean() class ArcFace(nn.Module): def __init__(self, in_features, out_features, s=64.0, m=0.50): super(ArcFace, self).__init__() self.in_features = in_features self.out_features = out_features self.s = s self.m = m self.kernel = nn.Parameter(torch.FloatTensor(in_features, out_features)) nn.init.normal_(self.kernel, std=0.01) def forward(self, embbedings, label): embbedings = l2_norm(embbedings, axis=1) kernel_norm = l2_norm(self.kernel, axis=0) cos_theta = torch.mm(embbedings, kernel_norm) cos_theta = cos_theta.clamp(-1, 1) # for numerical stability index = torch.where(label != -1)[0] m_hot = torch.zeros(index.size()[0], cos_theta.size()[1], device=cos_theta.device) m_hot.scatter_(1, label[index, None], self.m) cos_theta.acos_() cos_theta[index] += m_hot cos_theta.cos_().mul_(self.s) return cos_theta
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QuantFace
QuantFace-master/utils/countFLOPS.py
from torch.autograd import Variable import numpy as np import torch def count_model_flops(model, input_res=[112, 112], multiply_adds=True): list_conv = [] def conv_hook(self, input, output): batch_size, input_channels, input_height, input_width = input[0].size() output_channels, output_height, output_width = output[0].size() kernel_ops = self.kernel_size[0] * self.kernel_size[1] * (self.in_channels / self.groups) bias_ops = 1 if self.bias is not None else 0 params = output_channels * (kernel_ops + bias_ops) flops = (kernel_ops * ( 2 if multiply_adds else 1) + bias_ops) * output_channels * output_height * output_width * batch_size list_conv.append(flops) list_linear = [] def linear_hook(self, input, output): batch_size = input[0].size(0) if input[0].dim() == 2 else 1 weight_ops = self.weight.nelement() * (2 if multiply_adds else 1) if self.bias is not None: bias_ops = self.bias.nelement() if self.bias.nelement() else 0 flops = batch_size * (weight_ops + bias_ops) else: flops = batch_size * weight_ops list_linear.append(flops) list_bn = [] def bn_hook(self, input, output): list_bn.append(input[0].nelement() * 2) list_relu = [] def relu_hook(self, input, output): list_relu.append(input[0].nelement()) list_pooling = [] def pooling_hook(self, input, output): batch_size, input_channels, input_height, input_width = input[0].size() output_channels, output_height, output_width = output[0].size() kernel_ops = self.kernel_size * self.kernel_size bias_ops = 0 params = 0 flops = (kernel_ops + bias_ops) * output_channels * output_height * output_width * batch_size list_pooling.append(flops) def pooling_hook_ad(self, input, output): batch_size, input_channels, input_height, input_width = input[0].size() input = input[0] flops = int(np.prod(input.shape)) list_pooling.append(flops) handles = [] def foo(net): childrens = list(net.children()) if not childrens: if isinstance(net, torch.nn.Conv2d) or isinstance(net, torch.nn.ConvTranspose2d): handles.append(net.register_forward_hook(conv_hook)) elif isinstance(net, torch.nn.Linear): handles.append(net.register_forward_hook(linear_hook)) elif isinstance(net, torch.nn.BatchNorm2d) or isinstance(net, torch.nn.BatchNorm1d): handles.append(net.register_forward_hook(bn_hook)) elif isinstance(net, torch.nn.ReLU) or isinstance(net, torch.nn.PReLU): handles.append(net.register_forward_hook(relu_hook)) elif isinstance(net, torch.nn.MaxPool2d) or isinstance(net, torch.nn.AvgPool2d): handles.append(net.register_forward_hook(pooling_hook)) else: print("warning" + str(net)) return for c in childrens: foo(c) model.eval() foo(model) input = Variable(torch.rand(3, input_res[1], input_res[0]).unsqueeze(0), requires_grad=True) out = model(input) total_flops = (sum(list_conv) + sum(list_linear) + sum(list_bn) + sum(list_relu) + sum(list_pooling)) for h in handles: h.remove() model.train() return flops_to_string(total_flops) def flops_to_string(flops, units='MFLOPS', precision=4): if units == 'GFLOPS': return str(round(flops / 10.**9, precision)) + ' ' + units elif units == 'MFLOPS': return str(round(flops / 10.**6, precision)) + ' ' + units elif units == 'KFLOPS': return str(round(flops / 10.**3, precision)) + ' ' + units else: return str(flops) + ' FLOPS' def _calc_width(net): net_params = filter(lambda p: p.requires_grad, net.parameters()) weight_count = 0 for param in net_params: weight_count += np.prod(param.size()) return weight_count
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QuantFace
QuantFace-master/utils/modelFLOPS.py
import logging from pytorch_model_summary import summary import torch from utils.countFLOPS import count_model_flops from backbones.iresnet import iresnet100 from config.config_FP32 import config as cfg if __name__ == "__main__": # load model if cfg.network == "iresnet100": backbone = iresnet100(num_features=cfg.embedding_size) elif cfg.network == "iresnet100": backbone = iresnet100(num_features=cfg.embedding_size) else: backbone = None logging.info("load backbone failed!") print(summary(backbone, torch.zeros((1, 3, 112, 112)), show_input=False)) flops = count_model_flops(backbone) print(flops) #model.eval() #tic = time.time() #model.forward(torch.zeros((1, 3, 112, 112))) #end = time.time() #print(end-tic)
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QuantFace
QuantFace-master/utils/dataset.py
import numbers import os import queue as Queue import random import threading import mxnet as mx import numpy as np import torch from torch.utils.data import DataLoader, Dataset from torchvision import transforms import cv2 class BackgroundGenerator(threading.Thread): def __init__(self, generator, local_rank, max_prefetch=6): super(BackgroundGenerator, self).__init__() self.queue = Queue.Queue(max_prefetch) self.generator = generator self.local_rank = local_rank self.daemon = True self.start() def run(self): torch.cuda.set_device(self.local_rank) for item in self.generator: self.queue.put(item) self.queue.put(None) def next(self): next_item = self.queue.get() if next_item is None: raise StopIteration return next_item def __next__(self): return self.next() def __iter__(self): return self class DataLoaderX(DataLoader): def __init__(self, local_rank, **kwargs): super(DataLoaderX, self).__init__(**kwargs) self.stream = torch.cuda.Stream(local_rank) self.local_rank = local_rank def __iter__(self): self.iter = super(DataLoaderX, self).__iter__() self.iter = BackgroundGenerator(self.iter, self.local_rank) self.preload() return self def preload(self): self.batch = next(self.iter, None) if self.batch is None: return None with torch.cuda.stream(self.stream): for k in range(len(self.batch)): self.batch[k] = self.batch[k].to(device=self.local_rank, non_blocking=True) def __next__(self): torch.cuda.current_stream().wait_stream(self.stream) batch = self.batch if batch is None: raise StopIteration self.preload() return batch class MXFaceDataset(Dataset): def __init__(self, root_dir, local_rank): super(MXFaceDataset, self).__init__() self.transform = transforms.Compose( [transforms.ToPILImage(), transforms.RandomHorizontalFlip(), transforms.ToTensor(), transforms.Normalize(mean=[0.5, 0.5, 0.5], std=[0.5, 0.5, 0.5]), ]) self.root_dir = root_dir self.local_rank = local_rank path_imgrec = os.path.join(root_dir, 'train.rec') path_imgidx = os.path.join(root_dir, 'train.idx') self.imgrec = mx.recordio.MXIndexedRecordIO(path_imgidx, path_imgrec, 'r') s = self.imgrec.read_idx(0) header, _ = mx.recordio.unpack(s) if header.flag > 0: self.header0 = (int(header.label[0]), int(header.label[1])) self.imgidx = np.array(range(1, int(header.label[0]))) else: self.imgidx = np.array(list(self.imgrec.keys)) def __getitem__(self, index): idx = self.imgidx[index] s = self.imgrec.read_idx(idx) header, img = mx.recordio.unpack(s) label = header.label if not isinstance(label, numbers.Number): label = label[0] label = torch.tensor(label, dtype=torch.long) sample = mx.image.imdecode(img).asnumpy() if self.transform is not None: sample = self.transform(sample) return sample, label def __len__(self): return len(self.imgidx) class FaceDatasetFolder(Dataset): def __init__(self, root_dir, local_rank): super(FaceDatasetFolder, self).__init__() self.transform = transforms.Compose( [transforms.ToPILImage(), transforms.RandomHorizontalFlip(), transforms.ToTensor(), transforms.Normalize(mean=[0.5, 0.5, 0.5], std=[0.5, 0.5, 0.5]), ]) self.root_dir = os.path.join( root_dir) self.local_rank = local_rank self.imgidx, self.labels=self.scan(self.root_dir) def scan(self,root): imgidex=[] labels=[] lb=0 list_dir=os.listdir(root) #list_dir.sort() for img in list_dir: imgidex.append(os.path.join(root,img)) labels.append(lb) lb = lb+1 return imgidex,labels def readImage(self,path): return cv2.imread(os.path.join(self.root_dir,path)) def __getitem__(self, index): path = self.imgidx[index] img=self.readImage(path) label = self.labels[index] label = torch.tensor(label, dtype=torch.long) sample = cv2.cvtColor(img,cv2.COLOR_RGB2BGR) if self.transform is not None: sample = self.transform(sample) return sample, label def __len__(self): return len(self.imgidx)
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QuantFace
QuantFace-master/utils/utils_amp.py
from typing import Dict, List import torch from torch._six import container_abcs from torch.cuda.amp import GradScaler class _MultiDeviceReplicator(object): """ Lazily serves copies of a tensor to requested devices. Copies are cached per-device. """ def __init__(self, master_tensor: torch.Tensor) -> None: assert master_tensor.is_cuda self.master = master_tensor self._per_device_tensors: Dict[torch.device, torch.Tensor] = {} def get(self, device) -> torch.Tensor: retval = self._per_device_tensors.get(device, None) if retval is None: retval = self.master.to(device=device, non_blocking=True, copy=True) self._per_device_tensors[device] = retval return retval class MaxClipGradScaler(GradScaler): def __init__(self, init_scale, max_scale: float, growth_interval=100): GradScaler.__init__(self, init_scale=init_scale, growth_interval=growth_interval) self.max_scale = max_scale def scale_clip(self): if self.get_scale() == self.max_scale: self.set_growth_factor(1) elif self.get_scale() < self.max_scale: self.set_growth_factor(2) elif self.get_scale() > self.max_scale: self._scale.fill_(self.max_scale) self.set_growth_factor(1) def scale(self, outputs): """ Multiplies ('scales') a tensor or list of tensors by the scale factor. Returns scaled outputs. If this instance of :class:`GradScaler` is not enabled, outputs are returned unmodified. Arguments: outputs (Tensor or iterable of Tensors): Outputs to scale. """ if not self._enabled: return outputs self.scale_clip() # Short-circuit for the common case. if isinstance(outputs, torch.Tensor): assert outputs.is_cuda if self._scale is None: self._lazy_init_scale_growth_tracker(outputs.device) assert self._scale is not None return outputs * self._scale.to(device=outputs.device, non_blocking=True) # Invoke the more complex machinery only if we're treating multiple outputs. stash: List[_MultiDeviceReplicator] = [] # holds a reference that can be overwritten by apply_scale def apply_scale(val): if isinstance(val, torch.Tensor): assert val.is_cuda if len(stash) == 0: if self._scale is None: self._lazy_init_scale_growth_tracker(val.device) assert self._scale is not None stash.append(_MultiDeviceReplicator(self._scale)) return val * stash[0].get(val.device) elif isinstance(val, container_abcs.Iterable): iterable = map(apply_scale, val) if isinstance(val, list) or isinstance(val, tuple): return type(val)(iterable) else: return iterable else: raise ValueError("outputs must be a Tensor or an iterable of Tensors") return apply_scale(outputs)
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QuantFace
QuantFace-master/utils/utils_callbacks.py
import logging import os import time from typing import List import torch from eval import verification from utils.utils_logging import AverageMeter class CallBackVerification(object): def __init__(self, frequent, rank, val_targets, rec_prefix, image_size=(112, 112)): self.frequent: int = frequent self.rank: int = rank self.highest_acc: float = 0.0 self.highest_acc_list: List[float] = [0.0] * len(val_targets) self.ver_list: List[object] = [] self.ver_name_list: List[str] = [] if self.rank == 0: self.init_dataset(val_targets=val_targets, data_dir=rec_prefix, image_size=image_size) def ver_test(self, backbone: torch.nn.Module, global_step: int): results = [] for i in range(len(self.ver_list)): acc1, std1, acc2, std2, xnorm, embeddings_list = verification.test( self.ver_list[i], backbone, 10, 10) logging.info('[%s][%d]XNorm: %f' % (self.ver_name_list[i], global_step, xnorm)) logging.info('[%s][%d]Accuracy-Flip: %1.5f+-%1.5f' % (self.ver_name_list[i], global_step, acc2, std2)) if acc2 > self.highest_acc_list[i]: self.highest_acc_list[i] = acc2 logging.info( '[%s][%d]Accuracy-Highest: %1.5f' % (self.ver_name_list[i], global_step, self.highest_acc_list[i])) results.append(acc2) def init_dataset(self, val_targets, data_dir, image_size): for name in val_targets: path = os.path.join(data_dir, name + ".bin") if os.path.exists(path): data_set = verification.load_bin(path, image_size) self.ver_list.append(data_set) self.ver_name_list.append(name) def __call__(self, num_update, backbone: torch.nn.Module): if self.rank == 0 and num_update > 0 and num_update % self.frequent == 0: backbone.eval() self.ver_test(backbone, num_update) backbone.train() class CallBackLogging(object): def __init__(self, frequent, rank, total_step, batch_size, world_size, writer=None, resume=0, rem_total_steps=None): self.frequent: int = frequent self.rank: int = rank self.time_start = time.time() self.total_step: int = total_step self.batch_size: int = batch_size self.world_size: int = world_size self.writer = writer self.resume = resume self.rem_total_steps = rem_total_steps self.init = False self.tic = 0 def __call__(self, global_step, loss: AverageMeter, epoch: int): if self.rank == 0 and global_step > 0 and global_step % self.frequent == 0: if self.init: try: speed: float = self.frequent * self.batch_size / (time.time() - self.tic) speed_total = speed * self.world_size except ZeroDivisionError: speed_total = float('inf') time_now = (time.time() - self.time_start) / 3600 # TODO: resume time_total is not working if self.resume: time_total = time_now / ((global_step + 1) / self.rem_total_steps) else: time_total = time_now / ((global_step + 1) / self.total_step) time_for_end = time_total - time_now if self.writer is not None: self.writer.add_scalar('time_for_end', time_for_end, global_step) self.writer.add_scalar('loss', loss.avg, global_step) msg = "Speed %.2f samples/sec Loss %.4f Epoch: %d Global Step: %d Required: %1.f hours" % ( speed_total, loss.avg, epoch, global_step, time_for_end ) logging.info(msg) loss.reset() self.tic = time.time() else: self.init = True self.tic = time.time() class CallBackModelCheckpoint(object): def __init__(self, rank, output="./"): self.rank: int = rank self.output: str = output def __call__(self, global_step, backbone: torch.nn.Module, header: torch.nn.Module = None, quantiza : bool= False): if quantiza: if global_step > 100 and self.rank == 0: torch.save(backbone.module, os.path.join(self.output, str(global_step) + "backbone.pt")) else: if global_step > 100 and self.rank == 0: torch.save(backbone.module.state_dict(), os.path.join(self.output, str(global_step)+ "backbone.pth")) if global_step > 100 and self.rank == 0 and header is not None: torch.save(header.module.state_dict(), os.path.join(self.output, str(global_step)+ "header.pth"))
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QuantFace
QuantFace-master/backbones/vggface.py
import torch from torchvision import datasets, transforms, models from torch import nn, optim from torch.autograd import Variable from torch.utils.data.sampler import SubsetRandomSampler from torch.utils.data import Dataset, DataLoader from skimage import io, transform from PIL import Image import torchvision.transforms.functional as TF import itertools import torch.utils.data as data_utils from backbones.countFLOPS import _calc_width, count_model_flops import cv2 import torch import torch.nn as nn import torch.nn.functional as F class VGG_16(nn.Module): """ Main Class """ def __init__(self): """ Constructor """ super().__init__() self.block_size = [2, 2, 3, 3, 3] self.conv_1_1 = nn.Conv2d(3, 64, 3, stride=1, padding=1) self.conv_1_2 = nn.Conv2d(64, 64, 3, stride=1, padding=1) self.conv_2_1 = nn.Conv2d(64, 128, 3, stride=1, padding=1) self.conv_2_2 = nn.Conv2d(128, 128, 3, stride=1, padding=1) self.conv_3_1 = nn.Conv2d(128, 256, 3, stride=1, padding=1) self.conv_3_2 = nn.Conv2d(256, 256, 3, stride=1, padding=1) self.conv_3_3 = nn.Conv2d(256, 256, 3, stride=1, padding=1) self.conv_4_1 = nn.Conv2d(256, 512, 3, stride=1, padding=1) self.conv_4_2 = nn.Conv2d(512, 512, 3, stride=1, padding=1) self.conv_4_3 = nn.Conv2d(512, 512, 3, stride=1, padding=1) self.conv_5_1 = nn.Conv2d(512, 512, 3, stride=1, padding=1) self.conv_5_2 = nn.Conv2d(512, 512, 3, stride=1, padding=1) self.conv_5_3 = nn.Conv2d(512, 512, 3, stride=1, padding=1) self.fc6 = nn.Linear(512 * 7 * 7, 4096) self.fc7 = nn.Linear(4096, 4096) self.fc8 = nn.Linear(4096, 2622) def forward(self, x): """ Pytorch forward Args: x: input image (224x224) Returns: class logits """ x = F.relu(self.conv_1_1(x)) x = F.relu(self.conv_1_2(x)) x = F.max_pool2d(x, 2, 2) x = F.relu(self.conv_2_1(x)) x = F.relu(self.conv_2_2(x)) x = F.max_pool2d(x, 2, 2) x = F.relu(self.conv_3_1(x)) x = F.relu(self.conv_3_2(x)) x = F.relu(self.conv_3_3(x)) x = F.max_pool2d(x, 2, 2) x = F.relu(self.conv_4_1(x)) x = F.relu(self.conv_4_2(x)) x = F.relu(self.conv_4_3(x)) x = F.max_pool2d(x, 2, 2) x = F.relu(self.conv_5_1(x)) x = F.relu(self.conv_5_2(x)) x = F.relu(self.conv_5_3(x)) x = F.max_pool2d(x, 2, 2) x = x.view(x.size(0), -1) x = F.relu(self.fc6(x)) x = F.dropout(x, 0.5, self.training) x = F.relu(self.fc7(x)) x = F.dropout(x, 0.5, self.training) return self.fc8(x) def _test(): import torch pretrained = False models = [ VGG_16 ] for model in models: net = model() print(net) # net.train() weight_count = _calc_width(net) print("m={}, {}".format(model.__name__, weight_count)) flops=count_model_flops(net, input_res=[224,224]) print("m={}, {}".format(model.__name__, flops)) net.eval() x = torch.randn(1, 3, 224, 224) y = net(x) y.sum().backward() assert (tuple(y.size()) == (1, 512)) if __name__ == "__main__": _test()
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QuantFace
QuantFace-master/backbones/activation.py
import torch.nn as nn import torch.nn.functional as F import torch from inspect import isfunction class Identity(nn.Module): """ Identity block. """ def __init__(self): super(Identity, self).__init__() def forward(self, x): return x def __repr__(self): return '{name}()'.format(name=self.__class__.__name__) class HSigmoid(nn.Module): """ Approximated sigmoid function, so-called hard-version of sigmoid from 'Searching for MobileNetV3,' https://arxiv.org/abs/1905.02244. """ def forward(self, x): return F.relu6(x + 3.0, inplace=True) / 6.0 class Swish(nn.Module): """ Swish activation function from 'Searching for Activation Functions,' https://arxiv.org/abs/1710.05941. """ def forward(self, x): return x * torch.sigmoid(x) class HSwish(nn.Module): """ H-Swish activation function from 'Searching for MobileNetV3,' https://arxiv.org/abs/1905.02244. Parameters: ---------- inplace : bool Whether to use inplace version of the module. """ def __init__(self, inplace=False): super(HSwish, self).__init__() self.inplace = inplace def forward(self, x): return x * F.relu6(x + 3.0, inplace=self.inplace) / 6.0 def get_activation_layer(activation,param): """ Create activation layer from string/function. Parameters: ---------- activation : function, or str, or nn.Module Activation function or name of activation function. Returns: ------- nn.Module Activation layer. """ assert (activation is not None) if isfunction(activation): return activation() elif isinstance(activation, str): if activation == "relu": return nn.ReLU(inplace=True) elif activation =="prelu": return nn.PReLU(param) elif activation == "relu6": return nn.ReLU6(inplace=True) elif activation == "swish": return Swish() elif activation == "hswish": return HSwish(inplace=True) elif activation == "sigmoid": return nn.Sigmoid() elif activation == "hsigmoid": return HSigmoid() elif activation == "identity": return Identity() else: raise NotImplementedError() else: assert (isinstance(activation, nn.Module)) return activation
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QuantFace
QuantFace-master/backbones/countFLOPS.py
from torch.autograd import Variable import numpy as np import torch def count_model_flops(model, input_res=[112, 112], multiply_adds=True): list_conv = [] def conv_hook(self, input, output): batch_size, input_channels, input_height, input_width = input[0].size() output_channels, output_height, output_width = output[0].size() kernel_ops = self.kernel_size[0] * self.kernel_size[1] * (self.in_channels / self.groups) bias_ops = 1 if self.bias is not None else 0 params = output_channels * (kernel_ops + bias_ops) flops = (kernel_ops * ( 2 if multiply_adds else 1) + bias_ops) * output_channels * output_height * output_width * batch_size list_conv.append(flops) list_linear = [] def linear_hook(self, input, output): batch_size = input[0].size(0) if input[0].dim() == 2 else 1 weight_ops = self.weight.nelement() * (2 if multiply_adds else 1) if self.bias is not None: bias_ops = self.bias.nelement() if self.bias.nelement() else 0 flops = batch_size * (weight_ops + bias_ops) else: flops = batch_size * weight_ops list_linear.append(flops) list_bn = [] def bn_hook(self, input, output): list_bn.append(input[0].nelement() * 2) list_relu = [] def relu_hook(self, input, output): list_relu.append(input[0].nelement()) list_pooling = [] def pooling_hook(self, input, output): batch_size, input_channels, input_height, input_width = input[0].size() output_channels, output_height, output_width = output[0].size() kernel_ops = self.kernel_size * self.kernel_size bias_ops = 0 params = 0 flops = (kernel_ops + bias_ops) * output_channels * output_height * output_width * batch_size list_pooling.append(flops) def pooling_hook_ad(self, input, output): batch_size, input_channels, input_height, input_width = input[0].size() input = input[0] flops = int(np.prod(input.shape)) list_pooling.append(flops) handles = [] def foo(net): childrens = list(net.children()) if not childrens: if isinstance(net, torch.nn.Conv2d) or isinstance(net, torch.nn.ConvTranspose2d): handles.append(net.register_forward_hook(conv_hook)) elif isinstance(net, torch.nn.Linear): handles.append(net.register_forward_hook(linear_hook)) elif isinstance(net, torch.nn.BatchNorm2d) or isinstance(net, torch.nn.BatchNorm1d): handles.append(net.register_forward_hook(bn_hook)) elif isinstance(net, torch.nn.ReLU) or isinstance(net, torch.nn.PReLU): handles.append(net.register_forward_hook(relu_hook)) elif isinstance(net, torch.nn.MaxPool2d) or isinstance(net, torch.nn.AvgPool2d): handles.append(net.register_forward_hook(pooling_hook)) else: print("warning" + str(net)) return for c in childrens: foo(c) model.eval() foo(model) input = Variable(torch.rand(3, input_res[0], input_res[1]).unsqueeze(0), requires_grad=True) out = model(input) total_flops = (sum(list_conv) + sum(list_linear) + sum(list_bn) + sum(list_relu) + sum(list_pooling)) for h in handles: h.remove() model.train() return flops_to_string(total_flops) def flops_to_string(flops, units='MFLOPS', precision=4): if units == 'GFLOPS': return str(round(flops / 10.**9, precision)) + ' ' + units elif units == 'MFLOPS': return str(round(flops / 10.**6, precision)) + ' ' + units elif units == 'KFLOPS': return str(round(flops / 10.**3, precision)) + ' ' + units else: return str(flops) + ' FLOPS' def _calc_width(net): net_params = filter(lambda p: p.requires_grad, net.parameters()) weight_count = 0 for param in net_params: weight_count += np.prod(param.size()) return weight_count
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QuantFace
QuantFace-master/backbones/mobilefacenet.py
import copy from torch.nn import ( Linear, Conv2d, BatchNorm1d, BatchNorm2d, PReLU, ReLU, Sigmoid, Dropout2d, Dropout, AvgPool2d, MaxPool2d, AdaptiveAvgPool2d, Sequential, Module, Parameter, ) import torch.nn.functional as F import torch import torch.nn as nn from collections import namedtuple, OrderedDict import math #from .common import ECA_Layer, SEBlock, CbamBlock, Identity, GCT ################################## Original Arcface Model ############################################################# from quantization_utils.quant_modules import Quant_Conv2d, Quant_Linear, QuantAct, QuantActPreLu class Flatten(Module): def forward(self, input): return input.view(input.size(0), -1) class Conv_block(Module): def __init__( self, in_c, out_c, kernel=(1, 1), stride=(1, 1), padding=(0, 0), groups=1 ): super(Conv_block, self).__init__() self.conv = Conv2d( in_c, out_channels=out_c, kernel_size=kernel, groups=groups, stride=stride, padding=padding, bias=False, ) self.bn = BatchNorm2d(out_c) self.prelu = PReLU(out_c) def forward(self, x): x = self.conv(x) x = self.bn(x) x = self.prelu(x) return x class Linear_block(Module): def __init__( self, in_c, out_c, kernel=(1, 1), stride=(1, 1), padding=(0, 0), groups=1 ): super(Linear_block, self).__init__() self.conv = Conv2d( in_c, out_channels=out_c, kernel_size=kernel, groups=groups, stride=stride, padding=padding, bias=False, ) self.bn = BatchNorm2d(out_c) def forward(self, x): x = self.conv(x) x = self.bn(x) return x class Depth_Wise(Module): def __init__( self, in_c, out_c, attention, residual=False, kernel=(3, 3), stride=(2, 2), padding=(1, 1), groups=1, ): super(Depth_Wise, self).__init__() self.conv = Conv_block( in_c, out_c=groups, kernel=(1, 1), padding=(0, 0), stride=(1, 1) ) self.conv_dw = Conv_block( groups, groups, groups=groups, kernel=kernel, padding=padding, stride=stride ) self.project = Linear_block( groups, out_c, kernel=(1, 1), padding=(0, 0), stride=(1, 1) ) self.attention = attention self.residual = residual self.attention = attention # se, eca, cbam def forward(self, x): if self.residual: short_cut = x x = self.conv(x) x = self.conv_dw(x) x = self.project(x) if self.attention != "none": x = self.attention_layer(x) if self.residual: output = short_cut + x else: output = x return output class Residual(Module): def __init__( self, c, attention, num_block, groups, kernel=(3, 3), stride=(1, 1), padding=(1, 1), ): super(Residual, self).__init__() modules = [] for _ in range(num_block): modules.append( Depth_Wise( c, c, attention, residual=True, kernel=kernel, padding=padding, stride=stride, groups=groups, ) ) self.model = Sequential(*modules) def forward(self, x): return self.model(x) class GNAP(Module): def __init__(self, embedding_size): super(GNAP, self).__init__() assert embedding_size == 512 self.bn1 = BatchNorm2d(512, affine=False) self.pool = nn.AdaptiveAvgPool2d((1, 1)) self.bn2 = BatchNorm1d(512, affine=False) def forward(self, x): x = self.bn1(x) x_norm = torch.norm(x, 2, 1, True) x_norm_mean = torch.mean(x_norm) weight = x_norm_mean / x_norm x = x * weight x = self.pool(x) x = x.view(x.shape[0], -1) feature = self.bn2(x) return feature class GDC(Module): def __init__(self, embedding_size): super(GDC, self).__init__() self.conv_6_dw = Linear_block( 512, 512, groups=512, kernel=(7, 7), stride=(1, 1), padding=(0, 0) ) self.conv_6_flatten = Flatten() self.linear = Linear(512, embedding_size, bias=False) # self.bn = BatchNorm1d(embedding_size, affine=False) self.bn = BatchNorm1d(embedding_size) def forward(self, x): x = self.conv_6_dw(x) x = self.conv_6_flatten(x) x = self.linear(x) x = self.bn(x) return x class MobileFaceNet(Module): def __init__( self, input_size=(112,112), embedding_size=128, output_name="GDC", attention="none" ): super(MobileFaceNet, self).__init__() assert output_name in ["GNAP", "GDC"] assert input_size[0] in [112] self.conv1 = Conv_block(3, 64, kernel=(3, 3), stride=(2, 2), padding=(1, 1)) self.conv2_dw = Conv_block( 64, 64, kernel=(3, 3), stride=(1, 1), padding=(1, 1), groups=64 ) self.conv_23 = Depth_Wise( 64, 64, attention, kernel=(3, 3), stride=(2, 2), padding=(1, 1), groups=128 ) self.conv_3 = Residual( 64, attention, num_block=4, groups=128, kernel=(3, 3), stride=(1, 1), padding=(1, 1), ) self.conv_34 = Depth_Wise( 64, 128, attention, kernel=(3, 3), stride=(2, 2), padding=(1, 1), groups=256 ) self.conv_4 = Residual( 128, attention, num_block=6, groups=256, kernel=(3, 3), stride=(1, 1), padding=(1, 1), ) self.conv_45 = Depth_Wise( 128, 128, attention, kernel=(3, 3), stride=(2, 2), padding=(1, 1), groups=512, ) self.conv_5 = Residual( 128, attention, num_block=2, groups=256, kernel=(3, 3), stride=(1, 1), padding=(1, 1), ) self.conv_6_sep = Conv_block( 128, 512, kernel=(1, 1), stride=(1, 1), padding=(0, 0) ) if output_name == "GNAP": self.output_layer = GNAP(512) else: self.output_layer = GDC(embedding_size) self._initialize_weights() def _initialize_weights(self): for m in self.modules(): if isinstance(m, nn.Conv2d): nn.init.kaiming_normal_(m.weight, mode="fan_out", nonlinearity="relu") if m.bias is not None: m.bias.data.zero_() elif isinstance(m, nn.BatchNorm2d): m.weight.data.fill_(1) m.bias.data.zero_() elif isinstance(m, nn.Linear): nn.init.kaiming_normal_(m.weight, mode="fan_out", nonlinearity="relu") if m.bias is not None: m.bias.data.zero_() def forward(self, x): out = self.conv1(x) out = self.conv2_dw(out) out = self.conv_23(out) out = self.conv_3(out) out = self.conv_34(out) out = self.conv_4(out) out = self.conv_45(out) out = self.conv_5(out) conv_features = self.conv_6_sep(out) out = self.output_layer(conv_features) return out def quantize_model(model, weight_bit=None, act_bit=None): """ Recursively quantize a pretrained single-precision model to int8 quantized model model: pretrained single-precision model """ # if not (weight_bit) and not (act_bit ): # weight_bit = self.settings.qw # act_bit = self.settings.qa # quantize convolutional and linear layers if type(model) == nn.Conv2d: quant_mod = Quant_Conv2d(weight_bit=weight_bit) quant_mod.set_param(model) return quant_mod elif type(model) == nn.Linear: quant_mod = Quant_Linear(weight_bit=weight_bit) quant_mod.set_param(model) return quant_mod elif type(model) == nn.PReLU: quant_mod = QuantActPreLu(act_bit=act_bit) quant_mod.set_param(model) return quant_mod # quantize all the activation elif type(model) == nn.ReLU or type(model) == nn.ReLU6 or type(model) == nn.PReLU: return nn.Sequential(*[model, QuantAct(activation_bit=act_bit)]) # recursively use the quantized module to replace the single-precision module elif type(model) == nn.Sequential or isinstance(model, nn.Sequential): mods = OrderedDict() for n, m in model.named_children(): if isinstance(m, Depth_Wise) and m.residual: mods[n] = nn.Sequential( *[quantize_model(m, weight_bit=weight_bit, act_bit=act_bit), QuantAct(activation_bit=act_bit)]) else: mods[n] = quantize_model(m, weight_bit=weight_bit, act_bit=act_bit) # mods.append(self.quantize_model(m)) return nn.Sequential(mods) else: q_model = copy.deepcopy(model) for attr in dir(model): mod = getattr(model, attr) if isinstance(mod, nn.Module) and 'norm' not in attr: setattr(q_model, attr, quantize_model(mod, weight_bit=weight_bit, act_bit=act_bit)) return q_model def _calc_width(net): import numpy as np net_params = filter(lambda p: p.requires_grad, net.parameters()) weight_count = 0 for param in net_params: weight_count += np.prod(param.size()) return weight_count if __name__ == "__main__": net = MobileFaceNet() quant=quantize_model(net,8,8) print(quant)
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QuantFace
QuantFace-master/backbones/utils.py
import torch from torch import nn import torch.nn.functional as F from backbones.activation import get_activation_layer class DropBlock2D(nn.Module): r"""Randomly zeroes 2D spatial blocks of the input tensor. As described in the paper `DropBlock: A regularization method for convolutional networks`_ , dropping whole blocks of feature map allows to remove semantic information as compared to regular dropout. Args: drop_prob (float): probability of an element to be dropped. block_size (int): size of the block to drop Shape: - Input: `(N, C, H, W)` - Output: `(N, C, H, W)` .. _DropBlock: A regularization method for convolutional networks: https://arxiv.org/abs/1810.12890 """ def __init__(self, drop_prob, block_size): super(DropBlock2D, self).__init__() self.drop_prob = drop_prob self.block_size = block_size def forward(self, x): # shape: (bsize, channels, height, width) assert x.dim() == 4, \ "Expected input with 4 dimensions (bsize, channels, height, width)" if not self.training or self.drop_prob == 0.: return x else: # get gamma value gamma = self._compute_gamma(x) # sample mask mask = (torch.rand(x.shape[0], *x.shape[2:]) < gamma).float() # place mask on input device mask = mask.to(x.device) # compute block mask block_mask = self._compute_block_mask(mask) # apply block mask out = x * block_mask[:, None, :, :] # scale output out = out * block_mask.numel() / block_mask.sum() return out def _compute_block_mask(self, mask): block_mask = F.max_pool2d(input=mask[:, None, :, :], kernel_size=(self.block_size, self.block_size), stride=(1,1), padding=self.block_size//2) if self.block_size % 2 == 0: block_mask = block_mask[:, :, :-1, :-1] block_mask = 1 - block_mask.squeeze(1) return block_mask def _compute_gamma(self, x): return self.drop_prob / (self.block_size**2) def round_channels(channels, divisor=8): """ Round weighted channel number (make divisible operation). Parameters: ---------- channels : int or float Original number of channels. divisor : int, default 8 Alignment value. Returns: ------- int Weighted number of channels. """ rounded_channels = max(int(channels + divisor / 2.0) // divisor * divisor, divisor) if float(rounded_channels) < 0.9 * channels: rounded_channels += divisor return rounded_channels def conv1x1(in_channels, out_channels, stride=1, groups=1, dilation=1, bias=False): """ Convolution 1x1 layer. Parameters: ---------- in_channels : int Number of input channels. out_channels : int Number of output channels. stride : int or tuple/list of 2 int, default 1 Strides of the convolution. groups : int, default 1 Number of groups. bias : bool, default False Whether the layer uses a bias vector. """ return nn.Conv2d( in_channels=in_channels, out_channels=out_channels, kernel_size=1, stride=stride, groups=groups, dilation=dilation, bias=bias) def conv3x3(in_channels, out_channels, stride=1, padding=1, dilation=1, groups=1, bias=False): """ Convolution 3x3 layer. Parameters: ---------- in_channels : int Number of input channels. out_channels : int Number of output channels. stride : int or tuple/list of 2 int, default 1 Strides of the convolution. padding : int or tuple/list of 2 int, default 1 Padding value for convolution layer. dilation : int or tuple/list of 2 int, default 1 Dilation value for convolution layer. groups : int, default 1 Number of groups. bias : bool, default False Whether the layer uses a bias vector. """ return nn.Conv2d( in_channels=in_channels, out_channels=out_channels, kernel_size=3, stride=stride, padding=padding, dilation=dilation, groups=groups, bias=bias) class Flatten(nn.Module): """ Simple flatten module. """ def forward(self, x): return x.view(x.size(0), -1) def depthwise_conv3x3(channels, stride=1, padding=1, dilation=1, bias=False): """ Depthwise convolution 3x3 layer. Parameters: ---------- channels : int Number of input/output channels. strides : int or tuple/list of 2 int, default 1 Strides of the convolution. padding : int or tuple/list of 2 int, default 1 Padding value for convolution layer. dilation : int or tuple/list of 2 int, default 1 Dilation value for convolution layer. bias : bool, default False Whether the layer uses a bias vector. """ return nn.Conv2d( in_channels=channels, out_channels=channels, kernel_size=3, stride=stride, padding=padding, dilation=dilation, groups=channels, bias=bias) class ConvBlock(nn.Module): """ Standard convolution block with Batch normalization and activation. Parameters: ---------- in_channels : int Number of input channels. out_channels : int Number of output channels. kernel_size : int or tuple/list of 2 int Convolution window size. stride : int or tuple/list of 2 int Strides of the convolution. padding : int, or tuple/list of 2 int, or tuple/list of 4 int Padding value for convolution layer. dilation : int or tuple/list of 2 int, default 1 Dilation value for convolution layer. groups : int, default 1 Number of groups. bias : bool, default False Whether the layer uses a bias vector. use_bn : bool, default True Whether to use BatchNorm layer. bn_eps : float, default 1e-5 Small float added to variance in Batch norm. activation : function or str or None, default nn.ReLU(inplace=True) Activation function or name of activation function. """ def __init__(self, in_channels, out_channels, kernel_size, stride, padding, dilation=1, groups=1, bias=False, use_bn=True, bn_eps=1e-5, activation=(lambda: nn.ReLU(inplace=True))): super(ConvBlock, self).__init__() self.activate = (activation is not None) self.use_bn = use_bn self.use_pad = (isinstance(padding, (list, tuple)) and (len(padding) == 4)) if self.use_pad: self.pad = nn.ZeroPad2d(padding=padding) padding = 0 self.conv = nn.Conv2d( in_channels=in_channels, out_channels=out_channels, kernel_size=kernel_size, stride=stride, padding=padding, dilation=dilation, groups=groups, bias=bias) if self.use_bn: self.bn = nn.BatchNorm2d( num_features=out_channels, eps=bn_eps) if self.activate: self.activ = get_activation_layer(activation,out_channels) def forward(self, x): if self.use_pad: x = self.pad(x) x = self.conv(x) if self.use_bn: x = self.bn(x) if self.activate: x = self.activ(x) return x def conv1x1_block(in_channels, out_channels, stride=1, padding=0, groups=1, bias=False, use_bn=True, bn_eps=1e-5, activation=(lambda: nn.ReLU(inplace=True))): """ 1x1 version of the standard convolution block. Parameters: ---------- in_channels : int Number of input channels. out_channels : int Number of output channels. stride : int or tuple/list of 2 int, default 1 Strides of the convolution. padding : int, or tuple/list of 2 int, or tuple/list of 4 int, default 0 Padding value for convolution layer. groups : int, default 1 Number of groups. bias : bool, default False Whether the layer uses a bias vector. use_bn : bool, default True Whether to use BatchNorm layer. bn_eps : float, default 1e-5 Small float added to variance in Batch norm. activation : function or str or None, default nn.ReLU(inplace=True) Activation function or name of activation function. """ return ConvBlock( in_channels=in_channels, out_channels=out_channels, kernel_size=1, stride=stride, padding=padding, groups=groups, bias=bias, use_bn=use_bn, bn_eps=bn_eps, activation=activation) def conv3x3_block(in_channels, out_channels, stride=1, padding=1, dilation=1, groups=1, bias=False, use_bn=True, bn_eps=1e-5, activation=(lambda: nn.ReLU(inplace=True))): """ 3x3 version of the standard convolution block. Parameters: ---------- in_channels : int Number of input channels. out_channels : int Number of output channels. stride : int or tuple/list of 2 int, default 1 Strides of the convolution. padding : int, or tuple/list of 2 int, or tuple/list of 4 int, default 1 Padding value for convolution layer. dilation : int or tuple/list of 2 int, default 1 Dilation value for convolution layer. groups : int, default 1 Number of groups. bias : bool, default False Whether the layer uses a bias vector. use_bn : bool, default True Whether to use BatchNorm layer. bn_eps : float, default 1e-5 Small float added to variance in Batch norm. activation : function or str or None, default nn.ReLU(inplace=True) Activation function or name of activation function. """ return ConvBlock( in_channels=in_channels, out_channels=out_channels, kernel_size=3, stride=stride, padding=padding, dilation=dilation, groups=groups, bias=bias, use_bn=use_bn, bn_eps=bn_eps, activation=activation) class DwsConvBlock(nn.Module): """ Depthwise separable convolution block with BatchNorms and activations at each convolution layers. Parameters: ---------- in_channels : int Number of input channels. out_channels : int Number of output channels. kernel_size : int or tuple/list of 2 int Convolution window size. stride : int or tuple/list of 2 int Strides of the convolution. padding : int, or tuple/list of 2 int, or tuple/list of 4 int Padding value for convolution layer. dilation : int or tuple/list of 2 int, default 1 Dilation value for convolution layer. bias : bool, default False Whether the layer uses a bias vector. dw_use_bn : bool, default True Whether to use BatchNorm layer (depthwise convolution block). pw_use_bn : bool, default True Whether to use BatchNorm layer (pointwise convolution block). bn_eps : float, default 1e-5 Small float added to variance in Batch norm. dw_activation : function or str or None, default nn.ReLU(inplace=True) Activation function after the depthwise convolution block. pw_activation : function or str or None, default nn.ReLU(inplace=True) Activation function after the pointwise convolution block. """ def __init__(self, in_channels, out_channels, kernel_size, stride, padding, dilation=1, bias=False, dw_use_bn=True, pw_use_bn=True, bn_eps=1e-5, dw_activation=(lambda: nn.ReLU(inplace=True)), pw_activation=(lambda: nn.ReLU(inplace=True))): super(DwsConvBlock, self).__init__() self.dw_conv = dwconv_block( in_channels=in_channels, out_channels=in_channels, kernel_size=kernel_size, stride=stride, padding=padding, dilation=dilation, bias=bias, use_bn=dw_use_bn, bn_eps=bn_eps, activation=dw_activation) self.pw_conv = conv1x1_block( in_channels=in_channels, out_channels=out_channels, bias=bias, use_bn=pw_use_bn, bn_eps=bn_eps, activation=pw_activation) def forward(self, x): x = self.dw_conv(x) x = self.pw_conv(x) return x def dwconv_block(in_channels, out_channels, kernel_size, stride=1, padding=1, dilation=1, bias=False, use_bn=True, bn_eps=1e-5, activation=(lambda: nn.ReLU(inplace=True))): """ Depthwise convolution block. """ return ConvBlock( in_channels=in_channels, out_channels=out_channels, kernel_size=kernel_size, stride=stride, padding=padding, dilation=dilation, groups=out_channels, bias=bias, use_bn=use_bn, bn_eps=bn_eps, activation=activation) def channel_shuffle2(x, groups): """ Channel shuffle operation from 'ShuffleNet: An Extremely Efficient Convolutional Neural Network for Mobile Devices,' https://arxiv.org/abs/1707.01083. The alternative version. Parameters: ---------- x : Tensor Input tensor. groups : int Number of groups. Returns: ------- Tensor Resulted tensor. """ batch, channels, height, width = x.size() assert (channels % groups == 0) channels_per_group = channels // groups x = x.view(batch, channels_per_group, groups, height, width) x = torch.transpose(x, 1, 2).contiguous() x = x.view(batch, channels, height, width) return x def _calc_width(net): import numpy as np net_params = filter(lambda p: p.requires_grad, net.parameters()) weight_count = 0 for param in net_params: weight_count += np.prod(param.size()) return weight_count
15,256
29.211881
120
py
QuantFace
QuantFace-master/backbones/senet.py
import torch.nn as nn import math import torch.nn.functional as F __all__ = ['SENet', 'senet50'] from backbones.countFLOPS import count_model_flops from backbones.utils import _calc_width def conv3x3(in_planes, out_planes, stride=1): """3x3 convolution with padding""" return nn.Conv2d(in_planes, out_planes, kernel_size=3, stride=stride, padding=1, bias=False) # This SEModule is not used. class SEModule(nn.Module): def __init__(self, planes, compress_rate): super(SEModule, self).__init__() self.conv1 = nn.Conv2d(planes, planes // compress_rate, kernel_size=1, stride=1, bias=True) self.conv2 = nn.Conv2d(planes // compress_rate, planes, kernel_size=1, stride=1, bias=True) self.relu = nn.ReLU(inplace=True) self.sigmoid = nn.Sigmoid() def forward(self, x): module_input = x x = F.avg_pool2d(module_input, kernel_size=module_input.size(2)) x = self.conv1(x) x = self.relu(x) x = self.conv2(x) x = self.sigmoid(x) return module_input * x class BasicBlock(nn.Module): expansion = 1 def __init__(self, inplanes, planes, stride=1, downsample=None): super(BasicBlock, self).__init__() self.conv1 = conv3x3(inplanes, planes, stride) self.bn1 = nn.BatchNorm2d(planes) self.relu = nn.ReLU(inplace=True) self.conv2 = conv3x3(planes, planes) self.bn2 = nn.BatchNorm2d(planes) self.downsample = downsample self.stride = stride def forward(self, x): residual = x out = self.conv1(x) out = self.bn1(out) out = self.relu(out) out = self.conv2(out) out = self.bn2(out) if self.downsample is not None: residual = self.downsample(x) out += residual out = self.relu(out) return out class Bottleneck(nn.Module): expansion = 4 def __init__(self, inplanes, planes, stride=1, downsample=None): super(Bottleneck, self).__init__() self.conv1 = nn.Conv2d(inplanes, planes, kernel_size=1, stride=stride, bias=False) self.bn1 = nn.BatchNorm2d(planes) self.conv2 = nn.Conv2d(planes, planes, kernel_size=3, stride=1, padding=1, bias=False) self.bn2 = nn.BatchNorm2d(planes) self.conv3 = nn.Conv2d(planes, planes * 4, kernel_size=1, bias=False) self.bn3 = nn.BatchNorm2d(planes * 4) self.relu = nn.ReLU(inplace=True) self.downsample = downsample self.stride = stride # SENet compress_rate = 16 # self.se_block = SEModule(planes * 4, compress_rate) # this is not used. self.conv4 = nn.Conv2d(planes * 4, planes * 4 // compress_rate, kernel_size=1, stride=1, bias=True) self.conv5 = nn.Conv2d(planes * 4 // compress_rate, planes * 4, kernel_size=1, stride=1, bias=True) self.sigmoid = nn.Sigmoid() def forward(self, x): residual = x out = self.conv1(x) out = self.bn1(out) out = self.relu(out) out = self.conv2(out) out = self.bn2(out) out = self.relu(out) out = self.conv3(out) out = self.bn3(out) ## senet out2 = F.avg_pool2d(out, kernel_size=out.size(2)) out2 = self.conv4(out2) out2 = self.relu(out2) out2 = self.conv5(out2) out2 = self.sigmoid(out2) # out2 = self.se_block.forward(out) # not used if self.downsample is not None: residual = self.downsample(x) out = out2 * out + residual # out = out2 + residual # not used out = self.relu(out) return out class SENet(nn.Module): def __init__(self, block, layers, num_classes=1000, include_top=True): self.inplanes = 64 super(SENet, self).__init__() self.include_top = include_top self.conv1 = nn.Conv2d(3, 64, kernel_size=7, stride=2, padding=3, bias=False) self.bn1 = nn.BatchNorm2d(64) self.relu = nn.ReLU(inplace=True) self.maxpool = nn.MaxPool2d(kernel_size=3, stride=2, padding=0, ceil_mode=True) self.layer1 = self._make_layer(block, 64, layers[0]) self.layer2 = self._make_layer(block, 128, layers[1], stride=2) self.layer3 = self._make_layer(block, 256, layers[2], stride=2) self.layer4 = self._make_layer(block, 512, layers[3], stride=2) self.avgpool = nn.AvgPool2d(7, stride=1) #self.fc = nn.Linear(512 * block.expansion, num_classes) for m in self.modules(): if isinstance(m, nn.Conv2d): n = m.kernel_size[0] * m.kernel_size[1] * m.out_channels m.weight.data.normal_(0, math.sqrt(2. / n)) elif isinstance(m, nn.BatchNorm2d): m.weight.data.fill_(1) m.bias.data.zero_() def _make_layer(self, block, planes, blocks, stride=1): downsample = None if stride != 1 or self.inplanes != planes * block.expansion: downsample = nn.Sequential( nn.Conv2d(self.inplanes, planes * block.expansion, kernel_size=1, stride=stride, bias=False), nn.BatchNorm2d(planes * block.expansion), ) layers = [] layers.append(block(self.inplanes, planes, stride, downsample)) self.inplanes = planes * block.expansion for i in range(1, blocks): layers.append(block(self.inplanes, planes)) return nn.Sequential(*layers) def forward(self, x): x = self.conv1(x) x = self.bn1(x) x = self.relu(x) x = self.maxpool(x) x = self.layer1(x) x = self.layer2(x) x = self.layer3(x) x = self.layer4(x) x = self.avgpool(x) if not self.include_top: return x #x = x.view(x.size(0), -1) #x = self.fc(x) return x class sphere64(nn.Module): def __init__(self,classnum=10574,feature=False): super(sphere64, self).__init__() self.classnum = classnum self.feature = feature #input = B*3*112*96 self.conv1_1 = nn.Conv2d(3,64,3,2,1) #=>B*64*56*48 self.relu1_1 = nn.PReLU(64) self.conv1_2 = nn.Conv2d(64,64,3,1,1) self.relu1_2 = nn.PReLU(64) self.conv1_3 = nn.Conv2d(64,64,3,1,1) self.relu1_3 = nn.PReLU(64) self.conv1_4 = nn.Conv2d(64,64,3,1,1) self.relu1_4 = nn.PReLU(64) self.conv1_5 = nn.Conv2d(64,64,3,1,1) self.relu1_5 = nn.PReLU(64) self.conv1_6 = nn.Conv2d(64,64,3,1,1) self.relu1_6 = nn.PReLU(64) self.conv1_7 = nn.Conv2d(64,64,3,1,1) self.relu1_7 = nn.PReLU(64) self.conv1_8 = nn.Conv2d(64, 64, 3, 1, 1) self.relu1_8 = nn.PReLU(64) self.conv1_9 = nn.Conv2d(64, 64, 3, 1, 1) self.relu1_9 = nn.PReLU(64) self.conv2_1 = nn.Conv2d(64,128,3,2,1) #=>B*128*28*24 self.relu2_1 = nn.PReLU(128) self.conv2_2 = nn.Conv2d(128,128,3,1,1) self.relu2_2 = nn.PReLU(128) self.conv2_3 = nn.Conv2d(128,128,3,1,1) self.relu2_3 = nn.PReLU(128) self.conv2_4 = nn.Conv2d(128,128,3,1,1) #=>B*128*28*24 self.relu2_4 = nn.PReLU(128) self.conv2_5 = nn.Conv2d(128,128,3,1,1) self.relu2_5 = nn.PReLU(128) self.conv2_6 = nn.Conv2d(128,128,3,1,1) #=>B*128*28*24 self.relu2_6 = nn.PReLU(128) self.conv2_7 = nn.Conv2d(128,128,3,1,1) self.relu2_7 = nn.PReLU(128) self.conv2_8 = nn.Conv2d(128,128,3,1,1) #=>B*128*28*24 self.relu2_8 = nn.PReLU(128) self.conv2_9 = nn.Conv2d(128,128,3,1,1) self.relu2_9 = nn.PReLU(128) self.conv2_10 = nn.Conv2d(128,128,3,1,1) #=>B*128*28*24 self.relu2_10 = nn.PReLU(128) self.conv2_11 = nn.Conv2d(128,128,3,1,1) self.relu2_11 = nn.PReLU(128) self.conv2_12 = nn.Conv2d(128,128,3,1,1) #=>B*128*28*24 self.relu2_12 = nn.PReLU(128) self.conv2_13 = nn.Conv2d(128,128,3,1,1) self.relu2_13 = nn.PReLU(128) self.conv2_14 = nn.Conv2d(128,128,3,1,1) #=>B*128*28*24 self.relu2_14 = nn.PReLU(128) self.conv2_15 = nn.Conv2d(128,128,3,1,1) self.relu2_15 = nn.PReLU(128) self.conv2_16 = nn.Conv2d(128,128,3,1,1) #=>B*128*28*24 self.relu2_16 = nn.PReLU(128) self.conv2_17 = nn.Conv2d(128,128,3,1,1) self.relu2_17 = nn.PReLU(128) self.conv3_1 = nn.Conv2d(128,256,3,2,1) #=>B*256*14*12 self.relu3_1 = nn.PReLU(256) self.conv3_2 = nn.Conv2d(256,256,3,1,1) self.relu3_2 = nn.PReLU(256) self.conv3_3 = nn.Conv2d(256,256,3,1,1) self.relu3_3 = nn.PReLU(256) self.conv3_4 = nn.Conv2d(256,256,3,1,1) #=>B*256*14*12 self.relu3_4 = nn.PReLU(256) self.conv3_5 = nn.Conv2d(256,256,3,1,1) self.relu3_5 = nn.PReLU(256) self.conv3_6 = nn.Conv2d(256,256,3,1,1) #=>B*256*14*12 self.relu3_6 = nn.PReLU(256) self.conv3_7 = nn.Conv2d(256,256,3,1,1) self.relu3_7 = nn.PReLU(256) self.conv3_8 = nn.Conv2d(256,256,3,1,1) #=>B*256*14*12 self.relu3_8 = nn.PReLU(256) self.conv3_9 = nn.Conv2d(256,256,3,1,1) self.relu3_9 = nn.PReLU(256) self.conv3_10 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_10 = nn.PReLU(256) self.conv3_11 = nn.Conv2d(256, 256, 3, 1, 1) # =>B*256*14*12 self.relu3_11 = nn.PReLU(256) self.conv3_12 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_12 = nn.PReLU(256) self.conv3_13 = nn.Conv2d(256, 256, 3, 1, 1) # =>B*256*14*12 self.relu3_13 = nn.PReLU(256) self.conv3_14 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_14 = nn.PReLU(256) self.conv3_15 = nn.Conv2d(256, 256, 3, 1, 1) # =>B*256*14*12 self.relu3_15 = nn.PReLU(256) self.conv3_16 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_16 = nn.PReLU(256) self.conv3_17 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_17 = nn.PReLU(256) self.conv3_18 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_18 = nn.PReLU(256) self.conv3_19 = nn.Conv2d(256, 256, 3, 1, 1) # =>B*256*14*12 self.relu3_19 = nn.PReLU(256) self.conv3_20 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_20 = nn.PReLU(256) self.conv3_21 = nn.Conv2d(256, 256, 3, 1, 1) # =>B*256*14*12 self.relu3_21 = nn.PReLU(256) self.conv3_22 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_22 = nn.PReLU(256) self.conv3_23 = nn.Conv2d(256, 256, 3, 1, 1) # =>B*256*14*12 self.relu3_23 = nn.PReLU(256) self.conv3_24 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_24 = nn.PReLU(256) self.conv3_25 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_25 = nn.PReLU(256) self.conv3_26 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_26 = nn.PReLU(256) self.conv3_27 = nn.Conv2d(256, 256, 3, 1, 1) # =>B*256*14*12 self.relu3_27 = nn.PReLU(256) self.conv3_28 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_28 = nn.PReLU(256) self.conv3_29 = nn.Conv2d(256, 256, 3, 1, 1) # =>B*256*14*12 self.relu3_29 = nn.PReLU(256) self.conv3_30 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_30 = nn.PReLU(256) self.conv3_31 = nn.Conv2d(256, 256, 3, 1, 1) # =>B*256*14*12 self.relu3_31 = nn.PReLU(256) self.conv3_32 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_32 = nn.PReLU(256) self.conv3_33 = nn.Conv2d(256, 256, 3, 1, 1) self.relu3_33 = nn.PReLU(256) self.conv4_1 = nn.Conv2d(256,512,3,2,1) #=>B*512*7*6 self.relu4_1 = nn.PReLU(512) self.conv4_2 = nn.Conv2d(512,512,3,1,1) self.relu4_2 = nn.PReLU(512) self.conv4_3 = nn.Conv2d(512,512,3,1,1) self.relu4_3 = nn.PReLU(512) self.conv4_4 = nn.Conv2d(512,512,3,1,1) self.relu4_4 = nn.PReLU(512) self.conv4_5 = nn.Conv2d(512,512,3,1,1) self.relu4_5 = nn.PReLU(512) self.conv4_6 = nn.Conv2d(512,512,3,1,1) self.relu4_6 = nn.PReLU(512) self.conv4_7 = nn.Conv2d(512,512,3,1,1) self.relu4_7 = nn.PReLU(512) self.fc5 = nn.Linear(512*7*6,512) def forward(self, x): x = self.relu1_1(self.conv1_1(x)) x = x + self.relu1_3(self.conv1_3(self.relu1_2(self.conv1_2(x)))) x = x + self.relu1_5(self.conv1_5(self.relu1_4(self.conv1_4(x)))) x = x + self.relu1_7(self.conv1_7(self.relu1_6(self.conv1_6(x)))) x = self.relu2_1(self.conv2_1(x)) x = x + self.relu2_3(self.conv2_3(self.relu2_2(self.conv2_2(x)))) x = x + self.relu2_5(self.conv2_5(self.relu2_4(self.conv2_4(x)))) x = x + self.relu2_7(self.conv2_7(self.relu2_6(self.conv2_6(x)))) x = x + self.relu2_9(self.conv2_9(self.relu2_8(self.conv2_8(x)))) x = x + self.relu2_11(self.conv2_11(self.relu2_10(self.conv2_10(x)))) x = x + self.relu2_13(self.conv2_13(self.relu2_12(self.conv2_12(x)))) x = x + self.relu2_15(self.conv2_15(self.relu2_14(self.conv2_14(x)))) x = x + self.relu2_17(self.conv2_17(self.relu2_16(self.conv2_16(x)))) x = self.relu3_1(self.conv3_1(x)) x = x + self.relu3_3(self.conv3_3(self.relu3_2(self.conv3_2(x)))) x = x + self.relu3_5(self.conv3_5(self.relu3_4(self.conv3_4(x)))) x = x + self.relu3_7(self.conv3_7(self.relu3_6(self.conv3_6(x)))) x = x + self.relu3_9(self.conv3_9(self.relu3_8(self.conv3_8(x)))) x = x + self.relu3_11(self.conv3_11(self.relu3_10(self.conv3_10(x)))) x = x + self.relu3_13(self.conv3_13(self.relu3_12(self.conv3_12(x)))) x = x + self.relu3_15(self.conv3_15(self.relu3_14(self.conv3_14(x)))) x = x + self.relu3_17(self.conv3_17(self.relu3_16(self.conv3_16(x)))) x = x + self.relu3_19(self.conv3_19(self.relu3_18(self.conv3_18(x)))) x = x + self.relu3_21(self.conv3_21(self.relu3_20(self.conv3_20(x)))) x = x + self.relu3_23(self.conv3_23(self.relu3_22(self.conv3_22(x)))) x = x + self.relu3_25(self.conv3_25(self.relu3_24(self.conv3_24(x)))) x = x + self.relu3_27(self.conv3_27(self.relu3_26(self.conv3_26(x)))) x = x + self.relu3_29(self.conv3_29(self.relu3_28(self.conv3_28(x)))) x = x + self.relu3_31(self.conv3_31(self.relu3_30(self.conv3_20(x)))) x = x + self.relu3_33(self.conv3_33(self.relu3_32(self.conv3_32(x)))) x = self.relu4_1(self.conv4_1(x)) x = x + self.relu4_3(self.conv4_3(self.relu4_2(self.conv4_2(x)))) x = x + self.relu4_5(self.conv4_5(self.relu4_4(self.conv4_4(x)))) x = x + self.relu4_7(self.conv4_7(self.relu4_7(self.conv4_6(x)))) x = x.view(x.size(0),-1) x = self.fc5(x) if self.feature: return x return x def senet50(**kwargs): """Constructs a SENet-50 model. """ model = SENet(Bottleneck, [3, 4, 6, 3], **kwargs) return model def _test(): import torch pretrained = False models = [ senet50 ] for model in models: net = model() #print(net) # net.train() net.eval() x = torch.randn(1, 3, 224, 224) y = net(x) y.sum().backward() print(y.size()) assert (tuple(y.size()) == (1, 2048,1,1)) weight_count = _calc_width(net) print("m={}, {}".format(model.__name__, weight_count)) flops = count_model_flops(net,input_res=[224,224]) print("m={}, {}".format(model.__name__, flops)) if __name__ == "__main__": _test()
15,709
33.679912
107
py
QuantFace
QuantFace-master/backbones/iresnet.py
import copy from collections import OrderedDict import torch from torch import nn __all__ = ['iresnet18', 'iresnet34', 'iresnet50', 'iresnet100'] from backbones.countFLOPS import _calc_width, count_model_flops from quantization_utils.quant_modules import QuantAct, Quant_Linear, Quant_Conv2d, QuantActPreLu def conv3x3(in_planes, out_planes, stride=1, groups=1, dilation=1): """3x3 convolution with padding""" return nn.Conv2d(in_planes, out_planes, kernel_size=3, stride=stride, padding=dilation, groups=groups, bias=False, dilation=dilation) def conv1x1(in_planes, out_planes, stride=1): """1x1 convolution""" return nn.Conv2d(in_planes, out_planes, kernel_size=1, stride=stride, bias=False) class SEModule(nn.Module): def __init__(self, channels, reduction): super(SEModule, self).__init__() self.avg_pool = nn.AdaptiveAvgPool2d(1) self.fc1 = nn.Conv2d(channels, channels // reduction, kernel_size=1, padding=0, bias=False) self.relu = nn.ReLU(inplace=True) self.fc2 = nn.Conv2d(channels // reduction, channels, kernel_size=1, padding=0, bias=False) self.sigmoid = nn.Sigmoid() def forward(self, x): input = x x = self.avg_pool(x) x = self.fc1(x) x = self.relu(x) x = self.fc2(x) x = self.sigmoid(x) return input * x class IBasicBlock(nn.Module): expansion = 1 def __init__(self, inplanes, planes, stride=1, downsample=None, groups=1, base_width=64, dilation=1,use_se=False): super(IBasicBlock, self).__init__() if groups != 1 or base_width != 64: raise ValueError('BasicBlock only supports groups=1 and base_width=64') if dilation > 1: raise NotImplementedError("Dilation > 1 not supported in BasicBlock") self.bn1 = nn.BatchNorm2d(inplanes, eps=1e-05,) self.conv1 = conv3x3(inplanes, planes) self.bn2 = nn.BatchNorm2d(planes, eps=1e-05,) self.prelu = nn.PReLU(planes) self.conv2 = conv3x3(planes, planes, stride) self.bn3 = nn.BatchNorm2d(planes, eps=1e-05,) self.downsample = downsample self.stride = stride self.use_se=use_se if (use_se): self.se_block=SEModule(planes,16) def forward(self, x): identity = x out = self.bn1(x) out = self.conv1(out) out = self.bn2(out) out = self.prelu(out) out = self.conv2(out) out = self.bn3(out) if(self.use_se): out=self.se_block(out) if self.downsample is not None: identity = self.downsample(x) out += identity return out class IResNet(nn.Module): fc_scale = 7 * 7 def __init__(self, block, layers, dropout=0, num_features=512, zero_init_residual=False, groups=1, width_per_group=64, replace_stride_with_dilation=None, use_se=False): super(IResNet, self).__init__() self.inplanes = 64 self.dilation = 1 self.use_se=use_se if replace_stride_with_dilation is None: replace_stride_with_dilation = [False, False, False] if len(replace_stride_with_dilation) != 3: raise ValueError("replace_stride_with_dilation should be None " "or a 3-element tuple, got {}".format(replace_stride_with_dilation)) self.groups = groups self.base_width = width_per_group self.conv1 = nn.Conv2d(3, self.inplanes, kernel_size=3, stride=1, padding=1, bias=False) self.bn1 = nn.BatchNorm2d(self.inplanes, eps=1e-05) self.prelu = nn.PReLU(self.inplanes) self.layer1 = self._make_layer(block, 64, layers[0], stride=2 ,use_se=self.use_se) self.layer2 = self._make_layer(block, 128, layers[1], stride=2, dilate=replace_stride_with_dilation[0],use_se=self.use_se) self.layer3 = self._make_layer(block, 256, layers[2], stride=2, dilate=replace_stride_with_dilation[1] ,use_se=self.use_se) self.layer4 = self._make_layer(block, 512, layers[3], stride=2, dilate=replace_stride_with_dilation[2] ,use_se=self.use_se) self.bn2 = nn.BatchNorm2d(512 * block.expansion, eps=1e-05,) self.dropout =nn.Dropout(p=dropout, inplace=True) # 7x7x 512 self.fc = nn.Linear(512 * block.expansion * self.fc_scale, num_features) self.features = nn.BatchNorm1d(num_features, eps=1e-05) nn.init.constant_(self.features.weight, 1.0) self.features.weight.requires_grad = False for m in self.modules(): if isinstance(m, nn.Conv2d): nn.init.normal_(m.weight, 0, 0.1) elif isinstance(m, (nn.BatchNorm2d, nn.GroupNorm)): nn.init.constant_(m.weight, 1) nn.init.constant_(m.bias, 0) if zero_init_residual: for m in self.modules(): if isinstance(m, IBasicBlock): nn.init.constant_(m.bn2.weight, 0) def _make_layer(self, block, planes, blocks, stride=1, dilate=False,use_se=False): downsample = None previous_dilation = self.dilation if dilate: self.dilation *= stride stride = 1 if stride != 1 or self.inplanes != planes * block.expansion: downsample = nn.Sequential( conv1x1(self.inplanes, planes * block.expansion, stride), nn.BatchNorm2d(planes * block.expansion, eps=1e-05, ), ) layers = [] layers.append( block(self.inplanes, planes, stride, downsample, self.groups, self.base_width, previous_dilation,use_se=use_se)) self.inplanes = planes * block.expansion for _ in range(1, blocks): layers.append( block(self.inplanes, planes, groups=self.groups, base_width=self.base_width, dilation=self.dilation,use_se=use_se)) return nn.Sequential(*layers) def forward(self, x): x = self.conv1(x) x = self.bn1(x) x = self.prelu(x) x = self.layer1(x) x = self.layer2(x) x = self.layer3(x) x = self.layer4(x) x = self.bn2(x) x = torch.flatten(x, 1) x = self.dropout(x) x = self.fc(x) x = self.features(x) return x def _iresnet(arch, block, layers, pretrained, progress, **kwargs): model = IResNet(block, layers, **kwargs) if pretrained: raise ValueError() return model def iresnet18(pretrained=False, progress=True, **kwargs): return _iresnet('iresnet18', IBasicBlock, [2, 2, 2, 2], pretrained, progress, **kwargs) def iresnet34(pretrained=False, progress=True, **kwargs): return _iresnet('iresnet34', IBasicBlock, [3, 4, 6, 3], pretrained, progress, **kwargs) def iresnet50(pretrained=False, progress=True, **kwargs): return _iresnet('iresnet50', IBasicBlock, [3, 4, 14, 3], pretrained, progress, **kwargs) def iresnet100(pretrained=False, progress=True, **kwargs): return _iresnet('iresnet100', IBasicBlock, [3, 13, 30, 3], pretrained, progress, **kwargs) def quantize_model( model,weight_bit=None, act_bit=None ): """ Recursively quantize a pretrained single-precision model to int8 quantized model model: pretrained single-precision model """ #if not (weight_bit) and not (act_bit ): # weight_bit = self.settings.qw # act_bit = self.settings.qa # quantize convolutional and linear layers if type(model) == nn.Conv2d: quant_mod = Quant_Conv2d(weight_bit=weight_bit) quant_mod.set_param(model) return quant_mod elif type(model) == nn.Linear : quant_mod = Quant_Linear(weight_bit=weight_bit) quant_mod.set_param(model) return quant_mod elif type(model) == nn.PReLU : quant_mod = QuantActPreLu(act_bit=act_bit) quant_mod.set_param(model) return quant_mod # quantize all the activation elif type(model) == nn.ReLU or type(model) == nn.ReLU6 or type(model)==nn.PReLU: return nn.Sequential(*[model, QuantAct(activation_bit=act_bit)]) # recursively use the quantized module to replace the single-precision module elif type(model) == nn.Sequential or isinstance(model,nn.Sequential): mods = OrderedDict() for n, m in model.named_children(): if isinstance(m,IBasicBlock): mods[n] = nn.Sequential(*[quantize_model(m,weight_bit=weight_bit, act_bit=act_bit), QuantAct(activation_bit=act_bit)]) else: mods[n] = quantize_model(m, weight_bit=weight_bit, act_bit=act_bit) return nn.Sequential(mods) else: q_model = copy.deepcopy(model) for attr in dir(model): mod = getattr(model, attr) if isinstance(mod, nn.Module) and 'norm' not in attr: setattr(q_model, attr, quantize_model(mod,weight_bit=weight_bit, act_bit=act_bit)) return q_model def freeze_model( model): """ freeze the activation range """ if type(model) == QuantAct: model.fix() elif type(model) == nn.Sequential: for n, m in model.named_children(): freeze_model(m) else: for attr in dir(model): mod = getattr(model, attr) if isinstance(mod, nn.Module) and 'norm' not in attr: freeze_model(mod) return model def unfreeze_model( model): """ unfreeze the activation range """ if type(model) == QuantAct: model.unfix() elif type(model) == nn.Sequential: for n, m in model.named_children(): unfreeze_model(m) else: for attr in dir(model): mod = getattr(model, attr) if isinstance(mod, nn.Module) and 'norm' not in attr: unfreeze_model(mod) return model def _test(): models = [ iresnet100 ] for model in models: net=model() quant=quantize_model(net,8,8) print(quant) weight_count = _calc_width(net) flops = count_model_flops(net) print("m={}, {}".format(model.__name__, weight_count)) print("m={}, {}".format(model.__name__, flops)) net.eval() x = torch.randn(1, 3, 112, 112) y = net(x) y.sum().backward() assert (tuple(y.size()) == (1, 512)) if __name__ == "__main__": _test()
11,550
36.141479
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py
Progressive-Pruning
Progressive-Pruning-main/main_anytime_train.py
import argparse import os import pdb import pickle import random import shutil import time from copy import deepcopy import matplotlib.pyplot as plt import numpy as np import torch import torch.backends.cudnn as cudnn import torch.multiprocessing import torch.nn as nn import torch.nn.functional as F import torch.optim import torch.utils.data import torchvision.datasets as datasets import torchvision.models as models import torchvision.transforms as transforms from advertorch.utils import NormalizeByChannelMeanStd from torch.utils.data.sampler import SubsetRandomSampler import utils torch.multiprocessing.set_sharing_strategy("file_system") from dataset import (Setup_RestrictedImageNet, generate_anytime_cifar10_dataloader, generate_anytime_cifar100_dataloader, generate_anytime_res_img_dataloader, generate_anytime_res_img_dataloader_few, setup__cifar10_dataset, setup__cifar100_dataset) from generate_mask import generate_mask_ from pruner import * from utils import evaluate_cer, setup_model from wb import WandBLogger parser = argparse.ArgumentParser(description="PyTorch Anytime Training") ##################################### Dataset ################################################# parser.add_argument( "--data", type=str, default="../data", help="location of the data corpus" ) parser.add_argument("--dataset", type=str, default="cifar10", help="dataset") parser.add_argument( "--meta_batch_size", type=int, default=5000, help="data number in each meta batch_size", ) parser.add_argument("--meta_batch_number", type=int, default=10) ##################################### Architecture ############################################ parser.add_argument("--arch", type=str, default="resnet20s", help="model architecture") parser.add_argument( "--imagenet_arch", action="store_true", help="architecture for imagenet size samples", ) parser.add_argument( "--imagenet_path", type=str, default="../imagenet", help="location of the imagenet folder", ) ##################################### General setting ############################################ parser.add_argument("--seed", default=None, type=int, help="random seed") parser.add_argument("--gpu", type=int, default=0, help="gpu device id") parser.add_argument( "--workers", type=int, default=2, help="number of workers in dataloader" ) parser.add_argument("--resume", action="store_true", help="resume from checkpoint") parser.add_argument("--checkpoint", type=str, default=None, help="checkpoint file") parser.add_argument( "--save_dir", help="The directory used to save the trained models", default=None, type=str, ) parser.add_argument("-no_replay", action="store_true", help="Flag for No Replay") parser.add_argument("-one_replay", action="store_true", help="Flag for No Replay") parser.add_argument("-buffer_replay", action="store_true", help="Flag for No Replay") parser.add_argument( "--buffer_size_train", default=182, type=int, help="number of Random Train examples to add in buffer", ) parser.add_argument( "--buffer_size_valid", default=182, type=int, help="number of Random Valid examples to add in buffer", ) parser.add_argument("-snip_no_replay", action="store_true", help="Flag for No Replay") parser.add_argument("-few_shot", action="store_true", help="Flag for No Replay") parser.add_argument( "--n_shots", default=100, type=int, help="number of Random Valid examples to add in buffer", ) ##################################### Training setting ################################################# parser.add_argument("--batch_size", type=int, default=128, help="batch size") parser.add_argument("--lr", default=0.1, type=float, help="initial learning rate") parser.add_argument("--momentum", default=0.9, type=float, help="momentum") parser.add_argument("--weight_decay", default=1e-4, type=float, help="weight decay") parser.add_argument( "--epochs", default=182, type=int, help="number of total epochs to run" ) parser.add_argument("--warmup", default=0, type=int, help="warm up epochs") parser.add_argument("--print_freq", default=50, type=int, help="print frequency") parser.add_argument("--decreasing_lr", default="91,136", help="decreasing strategy") ##################################### Pruning setting ################################################# parser.add_argument( "--tickets_mask", default=None, type=str, help="mask for subnetworks" ) parser.add_argument( "--tickets_init", default=None, type=str, help="initilization for subnetworks" ) parser.add_argument( "--snip_size", default=0.20, type=float, help="the size for the snip" ) parser.add_argument("--sparsity_level", default=0, type=float, help="sparsity level") parser.add_argument( "--pruner", default="snip", type=str, help="Pruner Type[mag,snip,GraSP,SynFlow]" ) parser.add_argument( "--scope", default="global", type=str, help="Scope of Pruner[local,global]" ) ##################################### W&B Logging setting ################################################# parser.add_argument("-wb", action="store_true", help="Flag for using W&B logging") parser.add_argument( "--project_name", default="APP", type=str, help="Name of the W&B project" ) parser.add_argument( "--run", default="Anytime_fixed", type=str, help="Name for the W&B run" ) best_sa = 0 args = parser.parse_args() print(args) os.makedirs(args.save_dir, exist_ok=True) if args.scope == "l": args.scope = "local" def main(): global args, best_sa args = parser.parse_args() print(args) torch.cuda.set_device(int(args.gpu)) os.makedirs(args.save_dir, exist_ok=True) if args.seed: setup_seed(args.seed) model = setup_model(args) if args.dataset == "cifar10": whole_trainset = setup__cifar10_dataset(args) elif args.dataset == "cifar100": whole_trainset = setup__cifar100_dataset(args) elif args.dataset == "restricted_imagenet": whole_trainset, test_set = Setup_RestrictedImageNet(args, args.imagenet_path) if args.tickets_init: print("loading init from {}".format(args.tickets_init)) init_file = torch.load(args.tickets_init, map_location="cpu") if "init_weight" in init_file: init_file = init_file["init_weight"] model.load_state_dict(init_file) else: torch.save(model.state_dict(), os.path.join(args.save_dir, "randinit.pth.tar")) # setup initialization and mask if args.tickets_mask: print("loading mask from {}".format(args.tickets_mask)) mask_file = torch.load(args.tickets_mask, map_location="cpu") if "state_dict" in mask_file: mask_file = mask_file["state_dict"] mask_file = extract_mask(mask_file) print("pruning with {} masks".format(len(mask_file))) prune_model_custom(model, mask_file) model.cuda() criterion = nn.CrossEntropyLoss() decreasing_lr = list(map(int, args.decreasing_lr.split(","))) optimizer = torch.optim.SGD( model.parameters(), args.lr, momentum=args.momentum, weight_decay=args.weight_decay, ) scheduler = torch.optim.lr_scheduler.MultiStepLR( optimizer, milestones=decreasing_lr, gamma=0.1 ) if args.wb: wandb_logger = WandBLogger( project_name=args.project_name, run_name=args.run, dir=args.save_dir, config=vars(args), model=model, params={"resume": args.resume}, ) else: wandb_logger = None if args.resume: print("resume from checkpoint {}".format(args.checkpoint)) checkpoint = torch.load( args.checkpoint, map_location=torch.device("cuda:" + str(args.gpu)) ) best_sa = checkpoint["best_sa"] start_epoch = checkpoint["epoch"] all_result = checkpoint["result"] start_state = checkpoint["state"] model.load_state_dict(checkpoint["state_dict"]) optimizer.load_state_dict(checkpoint["optimizer"]) scheduler.load_state_dict(checkpoint["scheduler"]) print( "loading from state: {} epoch: {}, best_sa = {}".format( start_state, start_epoch, best_sa ) ) else: all_result = {} all_result["gen_gap"] = [] all_result["train_ta"] = [] all_result["val_ta"] = [] all_result["best_sa"] = [] all_result["gen_gap"] = [] all_result["train_loss"] = [] all_result["lr"] = [] all_result["val_loss"] = [] start_epoch = 0 start_state = 1 # sparsity = [1, 1.5,1.75,2, 2.5,3,3.5,4,4.5,5] # 32.768 remaining_weights=0.8**(sparsity) if args.scope == "local": sparsity = [args.sparsity_level for x in range(args.meta_batch_number)] else: sparsity = np.linspace(1, args.sparsity_level, args.meta_batch_number) time_list = [] CER = [] CER_diff = [] for current_state in range(start_state, args.meta_batch_number + 1): scheduler = torch.optim.lr_scheduler.MultiStepLR( optimizer, milestones=decreasing_lr, gamma=0.1 ) print("Current state = {}".format(current_state)) start_time = time.time() if args.dataset == "cifar10": print("Loading cifar10 dataset in anytime setting") ( train_loader, val_loader, test_loader, train_snip_set, ) = generate_anytime_cifar10_dataloader(args, whole_trainset, current_state) elif args.dataset == "cifar100": print("Loading cifar100 dataset in anytime setting") ( train_loader, val_loader, test_loader, train_snip_set, ) = generate_anytime_cifar100_dataloader( args, whole_trainset, current_state ) elif args.dataset == "restricted_imagenet": print("Loading Restricted Imagenet dataset in anytime setting") if args.meta_batch_number == 3: ( train_loader, val_loader, test_loader, train_snip_set, ) = generate_anytime_res_img_dataloader( args, whole_trainset, test_set, 80565, current_state ) elif args.meta_batch_number == 10: # Few Shot Dataloader Example ( train_loader, val_loader, test_loader, train_snip_set, ) = generate_anytime_res_img_dataloader_few( args, whole_trainset, test_set, 6800, current_state ) # Generate Mask using SNIP sparsity_level = sparsity[current_state - 1] save_mask = ( args.save_dir + f"/{current_state}mask_{args.pruner}_{sparsity_level}.pth.tar" ) if current_state == 1: model_load_dir = ( args.save_dir + "/randinit.pth.tar" ) # 1st Meta Batch Randomly initialized model else: model_load_dir = args.save_dir + f"/{current_state-1}model_SA_best.pth.tar" generate_mask_( args, train_snip_set, args.pruner, model_load_dir, save=save_mask, state=sparsity_level, ) model.cpu() # Load the Model by applying above mask print("loading mask from {}".format(save_mask)) mask_file = torch.load(save_mask, map_location="cpu") if "state_dict" in mask_file: mask_file = mask_file["state_dict"] mask_file = extract_mask(mask_file) print("pruning with {} masks".format(len(mask_file))) prune_model_custom(model, mask_file) model.cuda() for epoch in range(start_epoch, args.epochs): print(optimizer.state_dict()["param_groups"][0]["lr"]) acc, loss = train(train_loader, model, criterion, optimizer, epoch) # evaluate on validation set tacc, vloss = validate(val_loader, model, criterion) # evaluate on test set # test_tacc = validate(test_loader, model, criterion) scheduler.step() # remember best prec@1 and save checkpoint is_best_sa = tacc > best_sa best_sa = max(tacc, best_sa) gen_gap = acc - tacc all_result["gen_gap"].append(gen_gap) all_result["train_ta"].append(acc) all_result["val_ta"].append(tacc) all_result["best_sa"].append(best_sa) all_result["train_loss"].append(loss) all_result["val_loss"].append(vloss) all_result["lr"].append(optimizer.state_dict()["param_groups"][0]["lr"]) save_checkpoint( { "state": current_state, "result": all_result, "epoch": epoch + 1, "state_dict": model.state_dict(), "best_sa": best_sa, "optimizer": optimizer.state_dict(), "scheduler": scheduler.state_dict(), }, is_SA_best=is_best_sa, data_state=current_state, save_path=args.save_dir, ) if wandb_logger: wandb_logger.log_metrics(all_result) # report result val_pick_best_epoch = np.argmax(np.array(all_result["val_ta"])) print( "* State = {} best SA = {} Epoch = {}".format( current_state, all_result["val_ta"][val_pick_best_epoch], val_pick_best_epoch + 1, ) ) all_result = {} all_result["train_ta"] = [] all_result["val_ta"] = [] all_result["best_sa"] = [] all_result["gen_gap"] = [] all_result["train_loss"] = [] all_result["val_loss"] = [] all_result["lr"] = [] best_sa = 0 start_epoch = 0 best_checkpoint = torch.load( os.path.join(args.save_dir, "{}model_SA_best.pth.tar".format(current_state)) ) print("Loading Best Weight") model.load_state_dict(best_checkpoint["state_dict"]) end_time = time.time() - start_time print("Total time elapsed: {:.4f}s".format(end_time)) time_list.append(end_time) if args.dataset == "restricted_imagenet": CER.append(evaluate_cer(model, args, test_loader)) else: CER.append(evaluate_cer(model, args)) if current_state != 1: diff = (CER[current_state - 1] - CER[current_state - 2]) / 10000 CER_diff.append(diff) print("CER diff: {}".format(diff)) # Reset LR to 0.1 after each state for g in optimizer.param_groups: g["lr"] = 0.1 print("LR reset to 0.1") print(optimizer.state_dict()["param_groups"][0]["lr"]) test_tacc, _ = validate(test_loader, model, criterion) print("Test Acc = {}".format(test_tacc)) print("CER = {}".format(sum(CER))) wandb_logger.log_metrics({"Test/test_acc": test_tacc}) wandb_logger.log_metrics({"Test/CER": sum(CER)}) print("Final Test Accuracy: ") print(test_tacc) print("CER") print(CER) print("Anytime Relative Error") print(CER_diff) print("Total time") print(time_list) def train(train_loader, model, criterion, optimizer, epoch): losses = AverageMeter() top1 = AverageMeter() # switch to train mode model.train() start = time.time() for i, (image, target) in enumerate(train_loader): if epoch < args.warmup: warmup_lr(epoch, i + 1, optimizer, one_epoch_step=len(train_loader)) image = image.cuda() target = target.cuda() # compute output output_clean = model(image) loss = criterion(output_clean, target) optimizer.zero_grad() loss.backward() optimizer.step() output = output_clean.float() loss = loss.float() # measure accuracy and record loss prec1 = accuracy(output.data, target)[0] losses.update(loss.item(), image.size(0)) top1.update(prec1.item(), image.size(0)) if i % args.print_freq == 0: end = time.time() print( "Epoch: [{0}][{1}/{2}]\t" "Loss {loss.val:.4f} ({loss.avg:.4f})\t" "Accuracy {top1.val:.3f} ({top1.avg:.3f})\t" "Time {3:.2f}".format( epoch, i, len(train_loader), end - start, loss=losses, top1=top1 ) ) start = time.time() print("train_accuracy {top1.avg:.3f}".format(top1=top1)) return top1.avg, losses.avg def validate(val_loader, model, criterion): """ Run evaluation """ losses = AverageMeter() top1 = AverageMeter() # switch to evaluate mode model.eval() for i, (image, target) in enumerate(val_loader): image = image.cuda() target = target.cuda() # compute output with torch.no_grad(): output = model(image) loss = criterion(output, target) output = output.float() loss = loss.float() # measure accuracy and record loss prec1 = accuracy(output.data, target)[0] losses.update(loss.item(), image.size(0)) top1.update(prec1.item(), image.size(0)) if i % args.print_freq == 0: print( "Test: [{0}/{1}]\t" "Loss {loss.val:.4f} ({loss.avg:.4f})\t" "Accuracy {top1.val:.3f} ({top1.avg:.3f})".format( i, len(val_loader), loss=losses, top1=top1 ) ) print("valid_accuracy {top1.avg:.3f}".format(top1=top1)) return top1.avg, losses.avg def save_checkpoint( state, is_SA_best, data_state, save_path, filename="checkpoint.pth.tar" ): filepath = os.path.join(save_path, str(data_state) + filename) torch.save(state, filepath) if is_SA_best: shutil.copyfile( filepath, os.path.join(save_path, "{}model_SA_best.pth.tar".format(data_state)), ) def warmup_lr(epoch, step, optimizer, one_epoch_step): overall_steps = args.warmup * one_epoch_step current_steps = epoch * one_epoch_step + step lr = args.lr * current_steps / overall_steps lr = min(lr, args.lr) for p in optimizer.param_groups: p["lr"] = lr class AverageMeter(object): """Computes and stores the average and current value""" def __init__(self): self.reset() def reset(self): self.val = 0 self.avg = 0 self.sum = 0 self.count = 0 def update(self, val, n=1): self.val = val self.sum += val * n self.count += n self.avg = self.sum / self.count def accuracy(output, target, topk=(1,)): """Computes the precision@k for the specified values of k""" maxk = max(topk) batch_size = target.size(0) _, pred = output.topk(maxk, 1, True, True) pred = pred.t() correct = pred.eq(target.view(1, -1).expand_as(pred)) res = [] for k in topk: correct_k = correct[:k].view(-1).float().sum(0) res.append(correct_k.mul_(100.0 / batch_size)) return res def setup_seed(seed): print("setup random seed = {}".format(seed)) torch.manual_seed(seed) torch.cuda.manual_seed_all(seed) np.random.seed(seed) random.seed(seed) torch.backends.cudnn.deterministic = True if __name__ == "__main__": main()
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Progressive-Pruning
Progressive-Pruning-main/main_anytime_baseline.py
import argparse import os import pdb import pickle import random import shutil import time from copy import deepcopy import matplotlib.pyplot as plt import numpy as np import torch import torch.backends.cudnn as cudnn import torch.multiprocessing import torch.nn as nn import torch.nn.functional as F import torch.optim import torch.utils.data import torchvision.datasets as datasets import torchvision.models as models import torchvision.transforms as transforms from advertorch.utils import NormalizeByChannelMeanStd from torch.utils.data.sampler import SubsetRandomSampler import utils torch.multiprocessing.set_sharing_strategy("file_system") from dataset import (Setup_RestrictedImageNet, generate_anytime_cifar10_dataloader, generate_anytime_cifar100_dataloader, generate_anytime_res_img_dataloader, generate_anytime_res_img_dataloader_few, setup__cifar10_dataset, setup__cifar100_dataset) from generate_mask import generate_mask_ from pruner import * from utils import evaluate_cer, setup_model from wb import WandBLogger parser = argparse.ArgumentParser(description="PyTorch Anytime Training") ##################################### Dataset ################################################# parser.add_argument( "--data", type=str, default="../data", help="location of the data corpus" ) parser.add_argument("--dataset", type=str, default="cifar10", help="dataset") parser.add_argument( "--meta_batch_size", type=int, default=5000, help="data number in each meta batch_size", ) parser.add_argument("--meta_batch_number", type=int, default=10) ##################################### Architecture ############################################ parser.add_argument("--arch", type=str, default="resnet20s", help="model architecture") parser.add_argument( "--imagenet_arch", action="store_true", help="architecture for imagenet size samples", ) parser.add_argument( "--imagenet_path", type=str, default="../imagenet", help="location of the imagenet folder", ) ##################################### General setting ############################################ parser.add_argument("--seed", default=None, type=int, help="random seed") parser.add_argument("--gpu", type=int, default=0, help="gpu device id") parser.add_argument( "--workers", type=int, default=2, help="number of workers in dataloader" ) parser.add_argument("--resume", action="store_true", help="resume from checkpoint") parser.add_argument("--checkpoint", type=str, default=None, help="checkpoint file") parser.add_argument( "--save_dir", help="The directory used to save the trained models", default=None, type=str, ) parser.add_argument("-no_replay", action="store_true", help="Flag for No Replay") parser.add_argument("-one_replay", action="store_true", help="Flag for No Replay") parser.add_argument("-buffer_replay", action="store_true", help="Flag for No Replay") parser.add_argument( "--buffer_size_train", default=182, type=int, help="number of Random Train examples to add in buffer", ) parser.add_argument( "--buffer_size_valid", default=182, type=int, help="number of Random Valid examples to add in buffer", ) parser.add_argument("-snip_no_replay", action="store_true", help="Flag for No Replay") parser.add_argument("-few_shot", action="store_true", help="Flag for No Replay") parser.add_argument( "--n_shots", default=100, type=int, help="number of Random Valid examples to add in buffer", ) ##################################### Training setting ################################################# parser.add_argument("--batch_size", type=int, default=128, help="batch size") parser.add_argument("--lr", default=0.1, type=float, help="initial learning rate") parser.add_argument("--momentum", default=0.9, type=float, help="momentum") parser.add_argument("--weight_decay", default=1e-4, type=float, help="weight decay") parser.add_argument( "--epochs", default=182, type=int, help="number of total epochs to run" ) parser.add_argument("--warmup", default=0, type=int, help="warm up epochs") parser.add_argument("--print_freq", default=50, type=int, help="print frequency") parser.add_argument("--decreasing_lr", default="91,136", help="decreasing strategy") ##################################### Pruning setting ################################################# parser.add_argument( "--tickets_mask", default=None, type=str, help="mask for subnetworks" ) parser.add_argument( "--tickets_init", default=None, type=str, help="initilization for subnetworks" ) parser.add_argument( "--snip_size", default=0.20, type=float, help="the size for the snip" ) parser.add_argument("--sparsity_level", default=0, type=float, help="sparsity level") parser.add_argument( "--pruner", default="snip", type=str, help="Pruner Type[mag,snip,GraSP,SynFlow]" ) parser.add_argument( "--scope", default="global", type=str, help="Scope of Pruner[local,global]" ) ##################################### W&B Logging setting ################################################# parser.add_argument("-wb", action="store_true", help="Flag for using W&B logging") parser.add_argument( "--project_name", default="APP", type=str, help="Name of the W&B project" ) parser.add_argument( "--run", default="Anytime_fixed", type=str, help="Name for the W&B run" ) best_sa = 0 args = parser.parse_args() print(args) os.makedirs(args.save_dir, exist_ok=True) def main(): global args, best_sa args = parser.parse_args() print(args) torch.cuda.set_device(int(args.gpu)) os.makedirs(args.save_dir, exist_ok=True) if args.seed: setup_seed(args.seed) model = setup_model(args) if args.dataset == "cifar10": whole_trainset = setup__cifar10_dataset(args) elif args.dataset == "cifar100": whole_trainset = setup__cifar100_dataset(args) elif args.dataset == "restricted_imagenet": whole_trainset, test_set = Setup_RestrictedImageNet(args.imagenet_path) model.cuda() criterion = nn.CrossEntropyLoss() decreasing_lr = list(map(int, args.decreasing_lr.split(","))) optimizer = torch.optim.SGD( model.parameters(), args.lr, momentum=args.momentum, weight_decay=args.weight_decay, ) scheduler = torch.optim.lr_scheduler.MultiStepLR( optimizer, milestones=decreasing_lr, gamma=0.1 ) if args.wb: wandb_logger = WandBLogger( project_name=args.project_name, run_name=args.run, dir=args.save_dir, config=vars(args), model=model, params={"resume": args.resume}, ) else: wandb_logger = None all_result = {} all_result["gen_gap"] = [] all_result["train_ta"] = [] all_result["val_ta"] = [] all_result["best_sa"] = [] all_result["gen_gap"] = [] all_result["train_loss"] = [] all_result["val_loss"] = [] all_result["lr"] = [] start_epoch = 0 start_state = 1 time_list = [] CER = [] CER_diff = [] for current_state in range(start_state, args.meta_batch_number + 1): scheduler = torch.optim.lr_scheduler.MultiStepLR( optimizer, milestones=decreasing_lr, gamma=0.1 ) print("Current state = {}".format(current_state)) start_time = time.time() if args.dataset == "cifar10": print("Loading cifar10 dataset in anytime setting") ( train_loader, val_loader, test_loader, _, ) = generate_anytime_cifar10_dataloader(args, whole_trainset, current_state) elif args.dataset == "cifar100": print("Loading cifar100 dataset in anytime setting") ( train_loader, val_loader, test_loader, _, ) = generate_anytime_cifar100_dataloader( args, whole_trainset, current_state ) elif args.dataset == "restricted_imagenet": print("Loading Restricted Imagenet dataset in anytime setting") if args.meta_batch_number == 3: ( train_loader, val_loader, test_loader, _, ) = generate_anytime_res_img_dataloader( args, whole_trainset, test_set, 80565, current_state ) elif args.meta_batch_number == 10 and args.few_shot: # Few Shot Dataloader Example ( train_loader, val_loader, test_loader, _, ) = generate_anytime_res_img_dataloader_few( args, whole_trainset, test_set, 6800, current_state ) for epoch in range(start_epoch, args.epochs): print(optimizer.state_dict()["param_groups"][0]["lr"]) acc, loss = train(train_loader, model, criterion, optimizer, epoch) # evaluate on validation set tacc, vloss = validate(val_loader, model, criterion) scheduler.step() # remember best prec@1 and save checkpoint is_best_sa = tacc > best_sa best_sa = max(tacc, best_sa) gen_gap = acc - tacc all_result["gen_gap"].append(gen_gap) all_result["train_ta"].append(acc) all_result["val_ta"].append(tacc) all_result["best_sa"].append(best_sa) all_result["train_loss"].append(loss) all_result["val_loss"].append(vloss) all_result["lr"].append(optimizer.state_dict()["param_groups"][0]["lr"]) save_checkpoint( { "state": current_state, "result": all_result, "epoch": epoch + 1, "state_dict": model.state_dict(), "best_sa": best_sa, "optimizer": optimizer.state_dict(), "scheduler": scheduler.state_dict(), }, is_SA_best=is_best_sa, data_state=current_state, save_path=args.save_dir, ) if wandb_logger: wandb_logger.log_metrics(all_result) val_pick_best_epoch = np.argmax(np.array(all_result["val_ta"])) print( "* State = {} best SA = {} Epoch = {}".format( current_state, all_result["val_ta"][val_pick_best_epoch], val_pick_best_epoch + 1, ) ) all_result = {} all_result["train_ta"] = [] all_result["val_ta"] = [] all_result["best_sa"] = [] all_result["gen_gap"] = [] all_result["train_loss"] = [] all_result["val_loss"] = [] all_result["lr"] = [] best_sa = 0 start_epoch = 0 best_checkpoint = torch.load( os.path.join(args.save_dir, "{}model_SA_best.pth.tar".format(current_state)) ) print("Loading Best Weight") model.load_state_dict(best_checkpoint["state_dict"]) end_time = time.time() - start_time print("Total time elapsed: {:.4f}s".format(end_time)) time_list.append(end_time) if args.dataset == "restricted_imagenet": CER.append(evaluate_cer(model, args, test_loader)) else: CER.append(evaluate_cer(model, args)) if current_state != 1: diff = (CER[current_state - 1] - CER[current_state - 2]) / 10000 CER_diff.append(diff) print("CER diff = {}".format(diff)) # Reset LR to 0.1 after each state for g in optimizer.param_groups: g["lr"] = 0.1 print("LR reset to 0.1") print(optimizer.state_dict()["param_groups"][0]["lr"]) test_tacc, _ = validate(test_loader, model, criterion) wandb_logger.log_metrics({"Test/test_acc": test_tacc}) wandb_logger.log_metrics({"Test/CER": sum(CER)}) print("Test Acc = {}".format(test_tacc)) print("CER = {}".format(sum(CER))) print("CER") print(CER) print("Final Test Accuracy: ") print(test_tacc) print("Anytime Relative Error") print(CER_diff) print("Total time") print(time_list) def train(train_loader, model, criterion, optimizer, epoch): losses = AverageMeter() top1 = AverageMeter() # switch to train mode model.train() start = time.time() for i, (image, target) in enumerate(train_loader): if epoch < args.warmup: warmup_lr(epoch, i + 1, optimizer, one_epoch_step=len(train_loader)) image = image.clone().cuda() target = target.clone().cuda() # compute output output_clean = model(image) loss = criterion(output_clean, target) optimizer.zero_grad() loss.backward() optimizer.step() output = output_clean.float() loss = loss.float() # measure accuracy and record loss prec1 = accuracy(output.data, target)[0] losses.update(loss.item(), image.size(0)) top1.update(prec1.item(), image.size(0)) if i % args.print_freq == 0: end = time.time() print( "Epoch: [{0}][{1}/{2}]\t" "Loss {loss.val:.4f} ({loss.avg:.4f})\t" "Accuracy {top1.val:.3f} ({top1.avg:.3f})\t" "Time {3:.2f}".format( epoch, i, len(train_loader), end - start, loss=losses, top1=top1 ) ) start = time.time() print("train_accuracy {top1.avg:.3f}".format(top1=top1)) return top1.avg, losses.avg def validate(val_loader, model, criterion): """ Run evaluation """ losses = AverageMeter() top1 = AverageMeter() # switch to evaluate mode model.eval() for i, (image, target) in enumerate(val_loader): image = image.clone().cuda() target = target.clone().cuda() # compute output with torch.no_grad(): output = model(image) loss = criterion(output, target) output = output.float() loss = loss.float() # measure accuracy and record loss prec1 = accuracy(output.data, target)[0] losses.update(loss.item(), image.size(0)) top1.update(prec1.item(), image.size(0)) if i % args.print_freq == 0: print( "Test: [{0}/{1}]\t" "Loss {loss.val:.4f} ({loss.avg:.4f})\t" "Accuracy {top1.val:.3f} ({top1.avg:.3f})".format( i, len(val_loader), loss=losses, top1=top1 ) ) print("valid_accuracy {top1.avg:.3f}".format(top1=top1)) return top1.avg, losses.avg def save_checkpoint( state, is_SA_best, data_state, save_path, filename="checkpoint.pth.tar" ): filepath = os.path.join(save_path, str(data_state) + filename) torch.save(state, filepath) if is_SA_best: shutil.copyfile( filepath, os.path.join(save_path, "{}model_SA_best.pth.tar".format(data_state)), ) def warmup_lr(epoch, step, optimizer, one_epoch_step): overall_steps = args.warmup * one_epoch_step current_steps = epoch * one_epoch_step + step lr = args.lr * current_steps / overall_steps lr = min(lr, args.lr) for p in optimizer.param_groups: p["lr"] = lr class AverageMeter(object): """Computes and stores the average and current value""" def __init__(self): self.reset() def reset(self): self.val = 0 self.avg = 0 self.sum = 0 self.count = 0 def update(self, val, n=1): self.val = val self.sum += val * n self.count += n self.avg = self.sum / self.count def accuracy(output, target, topk=(1,)): """Computes the precision@k for the specified values of k""" maxk = max(topk) batch_size = target.size(0) _, pred = output.topk(maxk, 1, True, True) pred = pred.t() correct = pred.eq(target.view(1, -1).expand_as(pred)) res = [] for k in topk: correct_k = correct[:k].view(-1).float().sum(0) res.append(correct_k.mul_(100.0 / batch_size)) return res def setup_seed(seed): print("setup random seed = {}".format(seed)) torch.manual_seed(seed) torch.cuda.manual_seed_all(seed) np.random.seed(seed) random.seed(seed) torch.backends.cudnn.deterministic = True if __name__ == "__main__": main()
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Progressive-Pruning
Progressive-Pruning-main/utils.py
""" setup model and datasets """ import torch import torch.nn as nn from advertorch.utils import NormalizeByChannelMeanStd # from advertorch.utils import NormalizeByChannelMeanStd from torch.autograd.variable import Variable from torch.utils.data import DataLoader from torchvision import transforms from torchvision.datasets import CIFAR10, CIFAR100 from dataset import * from models import * __all__ = ["setup_model_dataset", "setup_model"] def evaluate_cer(net, args, loader_=None): criterion = nn.CrossEntropyLoss() test_transform = transforms.Compose( [ transforms.ToTensor(), ] ) if args.dataset == "cifar10": test_set = CIFAR10( "../data", train=False, transform=test_transform, download=True ) test_loader = DataLoader( test_set, batch_size=128, shuffle=False, num_workers=2, pin_memory=True, ) elif args.dataset == "cifar100": test_set = CIFAR100( "../data", train=False, transform=test_transform, download=True ) test_loader = DataLoader( test_set, batch_size=128, shuffle=False, num_workers=2, pin_memory=True, ) elif args.dataset == "restricted_imagenet": test_loader = loader_ correct = 0 total_loss = 0 total = 0 # number of samples num_batch = len(test_loader) use_cuda = True net.cuda() net.eval() with torch.no_grad(): if isinstance(criterion, nn.CrossEntropyLoss): for batch_idx, (inputs, targets) in enumerate(test_loader): # print(inputs.size(0)) batch_size = inputs.size(0) total += batch_size inputs = Variable(inputs) targets = Variable(targets) if use_cuda: inputs, targets = inputs.cuda(), targets.cuda() outputs = net(inputs) loss = criterion(outputs, targets) total_loss += loss.item() * batch_size _, predicted = torch.max(outputs.data, 1) correct += predicted.eq(targets).sum().item() print("Correct %") print(100 * correct / total) misclassified = total - correct print("Total Loss") print(total_loss * 100 / total) print(f"misclassified samples from {total}") print(misclassified) return misclassified def setup_model(args): if args.dataset == "cifar10": classes = 10 normalization = NormalizeByChannelMeanStd( mean=[0.4914, 0.4822, 0.4465], std=[0.2470, 0.2435, 0.2616] ) elif args.dataset == "cifar100": classes = 100 normalization = NormalizeByChannelMeanStd( mean=[0.5071, 0.4866, 0.4409], std=[0.2673, 0.2564, 0.2762] ) elif args.dataset == "restricted_imagenet": classes = 14 if args.imagenet_arch: if args.dataset == "restricted_imagenet": classes = 14 model = model_dict[args.arch](num_classes=classes, imagenet=True) else: model = model_dict[args.arch](num_classes=classes) if args.dataset != "restricted_imagenet": model.normalize = normalization return model
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Progressive-Pruning
Progressive-Pruning-main/dataset.py
""" function for loading datasets contains: CIFAR-10 CIFAR-100 """ import os import random import numpy as np import torch import torchvision from torch.utils.data import DataLoader, Subset from torchvision import transforms from torchvision.datasets import CIFAR10, CIFAR100 __all__ = [ "cifar10_dataloaders", "cifar100_dataloaders", "generate_anytime_cifar10_dataloader", ] from robustness.datasets import RestrictedImageNetBalanced def to_few_shot(dataset, n_shots=10): """ Transforms torchvision dataset to a few-shot dataset. :param dataset: torchvision dataset :param n_shots: number of samples per class :return: few-shot torchvision dataset """ try: targets = dataset.targets # targets or labels depending on the dataset is_targets = True except: targets = dataset.labels is_targets = False assert min(targets) == 0, "labels should start from 0, not from {}".format( min(targets) ) # Find n_shots samples for each class labels_dict = {} imgs = dataset.imgs for i, lbl in enumerate(imgs): if lbl[1] not in labels_dict: labels_dict[lbl[1]] = [] if len(labels_dict[lbl[1]]) < n_shots: labels_dict[lbl[1]].append(i) idx = sorted( torch.cat([torch.tensor(v) for k, v in labels_dict.items()]) ) # sort according to the original order in the full dataset dataset.imgs = ( [dataset.imgs[i] for i in idx] if isinstance(dataset.imgs, list) else dataset.imgs[idx] ) targets = [imgs[i][1] for i in idx] if is_targets: dataset.targets = targets else: dataset.labels = targets return dataset def Setup_RestrictedImageNet(args, path): ds = RestrictedImageNetBalanced(path) train_set, test_set = ds.make_loaders(batch_size=128, workers=8) if args.few_shot: print("Few Shot Regime Train Data Loading ") train_set = to_few_shot(train_set, n_shots=args.n_shots) return train_set, test_set def generate_anytime_res_img_dataloader_few( args, whole_trainset, test_set, sample_len, state=1 ): meta_train_size = int(args.meta_batch_size * 0.9) # 29839# meta_val_size = args.meta_batch_size - meta_train_size # 500 if args.no_replay: train_list = list(range((state - 1) * meta_train_size, state * meta_train_size)) val_list = list( range( sample_len + (state - 1) * meta_val_size, sample_len + state * meta_val_size, ) ) elif args.one_replay: if state == 1: train_list = list( range((state - 1) * meta_train_size, state * meta_train_size) ) val_list = list( range( sample_len + (state - 1) * meta_val_size, sample_len + state * meta_val_size, ) ) else: train_list = list( range((state - 2) * meta_train_size, state * meta_train_size) ) val_list = list( range( sample_len + (state - 2) * meta_val_size, sample_len + state * meta_val_size, ) ) elif args.buffer_replay: k = args.buffer_size_train l = args.buffer_size_val train_list = list(range((state - 1) * meta_train_size, state * meta_train_size)) val_list = list( range( sample_len + (state - 1) * meta_val_size, sample_len + state * meta_val_size, ) ) train_list.extend(buffer_train_set) val_list.extend(buffer_val_set) # Populating Buffer train_sampled_set = random.sample(train_list, k) valid_sampled_set = random.sample(val_list, l) buffer_train_set.extend(train_sampled_set) buffer_val_set.extend(valid_sampled_set) else: train_list = list(range(0, state * meta_train_size)) # 0 45000 val_list = list( range(sample_len, sample_len + state * meta_val_size) ) # 45000 500 print( "Current: Trainset size = {}, Valset size = {}".format( len(train_list), len(val_list) ) ) train_set = Subset(whole_trainset, train_list) val_set = Subset(whole_trainset, val_list) if args.snip_no_replay: train_list_norep = list( range((state - 1) * meta_train_size, state * meta_train_size) ) train_set_norep = Subset(whole_trainset, train_list_norep) snip_set = int(args.meta_batch_size * args.snip_size) train_snip_set = Subset(train_set_norep, list(range(snip_set))) else: snip_set = int(args.meta_batch_size * args.snip_size) train_snip_set = Subset(train_set, list(range(snip_set))) train_loader = DataLoader( train_set, batch_size=args.batch_size, shuffle=True, num_workers=args.workers, pin_memory=True, ) val_loader = DataLoader( val_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) test_loader = DataLoader( test_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) return train_loader, val_loader, test_loader, train_snip_set def generate_anytime_res_img_dataloader( args, whole_trainset, test_set, sample_len, state=1 ): meta_train_size = int(args.meta_batch_size * 0.9) # 29839# meta_val_size = args.meta_batch_size - meta_train_size # 500 if args.no_replay: train_list = list(range((state - 1) * meta_train_size, state * meta_train_size)) val_list = list( range( sample_len + (state - 1) * meta_val_size, sample_len + state * meta_val_size, ) ) elif args.one_replay: if state == 1: train_list = list( range((state - 1) * meta_train_size, state * meta_train_size) ) val_list = list( range( sample_len + (state - 1) * meta_val_size, sample_len + state * meta_val_size, ) ) else: # 0-1, 1-2,2-3,3-4,4-5 train_list = list( range((state - 2) * meta_train_size, state * meta_train_size) ) val_list = list( range( sample_len + (state - 2) * meta_val_size, sample_len + state * meta_val_size, ) ) elif args.buffer_replay: k = args.buffer_size_train l = args.buffer_size_val train_list = list(range((state - 1) * meta_train_size, state * meta_train_size)) val_list = list( range( sample_len + (state - 1) * meta_val_size, sample_len + state * meta_val_size, ) ) train_list.extend(buffer_train_set) val_list.extend(buffer_val_set) # Populating Buffer train_sampled_set = random.sample(train_list, k) valid_sampled_set = random.sample(val_list, l) buffer_train_set.extend(train_sampled_set) buffer_val_set.extend(valid_sampled_set) else: train_list = list(range(0, state * meta_train_size)) # 0 45000 val_list = list( range(sample_len, sample_len + state * meta_val_size) ) # 45000 500 print( "Current: Trainset size = {}, Valset size = {}".format( len(train_list), len(val_list) ) ) train_set = Subset(whole_trainset, train_list) val_set = Subset(whole_trainset, val_list) if args.snip_no_replay: train_list_norep = list( range((state - 1) * meta_train_size, state * meta_train_size) ) train_set_norep = Subset(whole_trainset, train_list_norep) snip_set = int(args.meta_batch_size * args.snip_size) train_snip_set = Subset(train_set_norep, list(range(snip_set))) else: snip_set = int(args.meta_batch_size * args.snip_size) train_snip_set = Subset(train_set, list(range(snip_set))) train_loader = DataLoader( train_set, batch_size=args.batch_size, shuffle=True, num_workers=args.workers, pin_memory=True, ) val_loader = DataLoader( val_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) test_loader = DataLoader( test_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) return train_loader, val_loader, test_loader, train_snip_set def cifar10_dataloaders(batch_size=128, data_dir="datasets/cifar10", num_workers=2): train_transform = transforms.Compose( [ transforms.RandomCrop(32, padding=4), transforms.RandomHorizontalFlip(), transforms.ToTensor(), ] ) test_transform = transforms.Compose( [ transforms.ToTensor(), ] ) print( "Dataset information: CIFAR-10\t 45000 images for training \t 500 images for validation\t" ) print("10000 images for testing\t no normalize applied in data_transform") print("Data augmentation = randomcrop(32,4) + randomhorizontalflip") train_set = Subset( CIFAR10(data_dir, train=True, transform=train_transform, download=True), list(range(45000)), ) val_set = Subset( CIFAR10(data_dir, train=True, transform=test_transform, download=True), list(range(45000, 50000)), ) test_set = CIFAR10(data_dir, train=False, transform=test_transform, download=True) train_loader = DataLoader( train_set, batch_size=batch_size, shuffle=True, num_workers=num_workers, pin_memory=True, ) val_loader = DataLoader( val_set, batch_size=batch_size, shuffle=False, num_workers=num_workers, pin_memory=True, ) test_loader = DataLoader( test_set, batch_size=batch_size, shuffle=False, num_workers=num_workers, pin_memory=True, ) return train_loader, val_loader, test_loader def cifar100_dataloaders(batch_size=128, data_dir="datasets/cifar100", num_workers=2): train_transform = transforms.Compose( [ transforms.RandomCrop(32, padding=4), transforms.RandomHorizontalFlip(), transforms.ToTensor(), ] ) test_transform = transforms.Compose( [ transforms.ToTensor(), ] ) print( "Dataset information: CIFAR-100\t 45000 images for training \t 500 images for validation\t" ) print("10000 images for testing\t no normalize applied in data_transform") print("Data augmentation = randomcrop(32,4) + randomhorizontalflip") train_set = Subset( CIFAR100(data_dir, train=True, transform=train_transform, download=True), list(range(45000)), ) val_set = Subset( CIFAR100(data_dir, train=True, transform=test_transform, download=True), list(range(45000, 50000)), ) test_set = CIFAR100(data_dir, train=False, transform=test_transform, download=True) train_loader = DataLoader( train_set, batch_size=batch_size, shuffle=True, num_workers=num_workers, pin_memory=True, ) val_loader = DataLoader( val_set, batch_size=batch_size, shuffle=False, num_workers=num_workers, pin_memory=True, ) test_loader = DataLoader( test_set, batch_size=batch_size, shuffle=False, num_workers=num_workers, pin_memory=True, ) return train_loader, val_loader, test_loader def setup__cifar10_dataset(args): train_transform = transforms.Compose( [ transforms.RandomCrop(32, padding=4), transforms.RandomHorizontalFlip(), transforms.ToTensor(), ] ) whole_trainset = CIFAR10( args.data, train=True, transform=train_transform, download=True ) return whole_trainset def setup__cifar10_dataset_end(args): train_transform = transforms.Compose( [ transforms.RandomCrop(32, padding=4), transforms.RandomHorizontalFlip(), transforms.ToTensor(), ] ) whole_trainset = CIFAR10( args.data, train=True, transform=train_transform, download=True ) # 50,000 -200 = 49800 end_list = list(range(49800, 50000)) sub_whole_trainset = Subset(whole_trainset, list(range(49800))) end_trainset = Subset(whole_trainset, end_list) return sub_whole_trainset, end_trainset def generate_anytime_cifar10_dataloader_end(args, whole_trainset, state=1): test_transform = transforms.Compose( [ transforms.ToTensor(), ] ) # 45000-200 = 49800 , 49800-623 meta_train_size = int(args.meta_batch_size * 0.9) # #5602 meta_val_size = args.meta_batch_size - meta_train_size # 623 if args.no_replay: train_list = list(range((state - 1) * meta_train_size, state * meta_train_size)) val_list = list( range(44816 + (state - 1) * meta_val_size, 44816 + state * meta_val_size) ) else: train_list = list(range(0, state * meta_train_size)) # 0 44816 val_list = list(range(44816, 44816 + state * meta_val_size)) # 45000 500 print( "Current: Trainset size = {}, Valset size = {}".format( len(train_list), len(val_list) ) ) train_set = Subset(whole_trainset, train_list) val_set = Subset(whole_trainset, val_list) test_set = CIFAR10(args.data, train=False, transform=test_transform, download=True) if args.snip_no_replay: train_list_norep = list( range((state - 1) * meta_train_size, state * meta_train_size) ) train_set_norep = Subset(whole_trainset, train_list_norep) snip_set = int(args.meta_batch_size * args.snip_size) train_snip_set = Subset(train_set_norep, list(range(snip_set))) else: snip_set = int(args.meta_batch_size * args.snip_size) train_snip_set = Subset(train_set, list(range(snip_set))) train_loader = DataLoader( train_set, batch_size=args.batch_size, shuffle=True, num_workers=args.workers, pin_memory=True, ) val_loader = DataLoader( val_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) test_loader = DataLoader( test_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) return train_loader, val_loader, test_loader, train_snip_set buffer_train_set = [] buffer_val_set = [] def generate_anytime_cifar10_dataloader(args, whole_trainset, state=1): test_transform = transforms.Compose( [ transforms.ToTensor(), ] ) meta_train_size = int(args.meta_batch_size * 0.9) # 4500 # meta_val_size = args.meta_batch_size - meta_train_size # 500 if args.no_replay: train_list = list(range((state - 1) * meta_train_size, state * meta_train_size)) val_list = list( range(45000 + (state - 1) * meta_val_size, 45000 + state * meta_val_size) ) elif args.one_replay: if state == 1: train_list = list( range((state - 1) * meta_train_size, state * meta_train_size) ) val_list = list( range( 45000 + (state - 1) * meta_val_size, 45000 + state * meta_val_size ) ) else: # 0-1, 1-2,2-3,3-4,4-5 train_list = list( range((state - 2) * meta_train_size, state * meta_train_size) ) val_list = list( range( 45000 + (state - 2) * meta_val_size, 45000 + state * meta_val_size ) ) elif args.buffer_replay: k = args.buffer_size_train l = args.buffer_size_val train_list = list(range((state - 1) * meta_train_size, state * meta_train_size)) val_list = list( range(45000 + (state - 1) * meta_val_size, 45000 + state * meta_val_size) ) train_list.extend(buffer_train_set) val_list.extend(buffer_val_set) # Populating Buffer train_sampled_set = random.sample(train_list, k) valid_sampled_set = random.sample(val_list, l) buffer_train_set.extend(train_sampled_set) buffer_val_set.extend(valid_sampled_set) else: train_list = list(range(0, state * meta_train_size)) # 0 45000 val_list = list(range(45000, 45000 + state * meta_val_size)) # 45000 500 print( "Current: Trainset size = {}, Valset size = {}".format( len(train_list), len(val_list) ) ) train_set = Subset(whole_trainset, train_list) val_set = Subset(whole_trainset, val_list) test_set = CIFAR10(args.data, train=False, transform=test_transform, download=True) if args.snip_no_replay: train_list_norep = list( range((state - 1) * meta_train_size, state * meta_train_size) ) train_set_norep = Subset(whole_trainset, train_list_norep) snip_set = int(args.meta_batch_size * args.snip_size) train_snip_set = Subset(train_set_norep, list(range(snip_set))) else: snip_set = int(args.meta_batch_size * args.snip_size) train_snip_set = Subset(train_set, list(range(snip_set))) train_loader = DataLoader( train_set, batch_size=args.batch_size, shuffle=True, num_workers=args.workers, pin_memory=True, ) val_loader = DataLoader( val_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) test_loader = DataLoader( test_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) return train_loader, val_loader, test_loader, train_snip_set def setup__cifar100_dataset(args): train_transform = transforms.Compose( [ transforms.RandomCrop(32, padding=4), transforms.RandomHorizontalFlip(), transforms.ToTensor(), ] ) print( "Dataset information: CIFAR-100\t 45000 images for training \t 500 images for validation\t" ) print("10000 images for testing\t no normalize applied in data_transform") print("Data augmentation = randomcrop(32,4) + randomhorizontalflip") whole_trainset = CIFAR100( args.data, train=True, transform=train_transform, download=True ) return whole_trainset def generate_anytime_cifar100_dataloader(args, whole_trainset, state=1): test_transform = transforms.Compose( [ transforms.ToTensor(), ] ) meta_train_size = int(args.meta_batch_size * 0.9) # 4500 meta_val_size = args.meta_batch_size - meta_train_size # 500 if args.no_replay: train_list = list(range((state - 1) * meta_train_size, state * meta_train_size)) val_list = list( range(45000 + (state - 1) * meta_val_size, 45000 + state * meta_val_size) ) else: train_list = list(range(0, state * meta_train_size)) # 0 45000 val_list = list(range(45000, 45000 + state * meta_val_size)) # 45000 500 print( "Current: Trainset size = {}, Valset size = {}".format( len(train_list), len(val_list) ) ) train_set = Subset(whole_trainset, train_list) val_set = Subset(whole_trainset, val_list) test_set = CIFAR100(args.data, train=False, transform=test_transform, download=True) snip_set = int(args.meta_batch_size * args.snip_size) train_snip_set = Subset(train_set, list(range(snip_set))) train_loader = DataLoader( train_set, batch_size=args.batch_size, shuffle=True, num_workers=args.workers, pin_memory=True, ) val_loader = DataLoader( val_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) test_loader = DataLoader( test_set, batch_size=args.batch_size, shuffle=False, num_workers=args.workers, pin_memory=True, ) return train_loader, val_loader, test_loader, train_snip_set
21,039
28.928876
99
py
Progressive-Pruning
Progressive-Pruning-main/main_anytime_one.py
import argparse import os import pdb import pickle import random import shutil import time from copy import deepcopy import matplotlib.pyplot as plt import numpy as np import torch import torch.backends.cudnn as cudnn import torch.multiprocessing import torch.nn as nn import torch.nn.functional as F import torch.optim import torch.utils.data import torchvision.datasets as datasets import torchvision.models as models import torchvision.transforms as transforms from advertorch.utils import NormalizeByChannelMeanStd from torch.utils.data.sampler import SubsetRandomSampler import utils torch.multiprocessing.set_sharing_strategy("file_system") from dataset import (Setup_RestrictedImageNet, generate_anytime_cifar10_dataloader, generate_anytime_cifar100_dataloader, generate_anytime_res_img_dataloader, generate_anytime_res_img_dataloader_few, setup__cifar10_dataset, setup__cifar100_dataset) from generate_mask import generate_mask_ from pruner import * from utils import evaluate_cer, setup_model from wb import WandBLogger parser = argparse.ArgumentParser(description="PyTorch Anytime Training") ##################################### Dataset ################################################# parser.add_argument( "--data", type=str, default="../data", help="location of the data corpus" ) parser.add_argument("--dataset", type=str, default="cifar10", help="dataset") parser.add_argument( "--meta_batch_size", type=int, default=5000, help="data number in each meta batch_size", ) parser.add_argument("--meta_batch_number", type=int, default=10) ##################################### Architecture ############################################ parser.add_argument("--arch", type=str, default="resnet20s", help="model architecture") parser.add_argument( "--imagenet_arch", action="store_true", help="architecture for imagenet size samples", ) parser.add_argument( "--imagenet_path", type=str, default="/home/mila/i/irina.rish/scratch/imagenet", help="location of the data corpus", ) ##################################### General setting ############################################ parser.add_argument("--seed", default=None, type=int, help="random seed") parser.add_argument("--gpu", type=int, default=0, help="gpu device id") parser.add_argument( "--workers", type=int, default=2, help="number of workers in dataloader" ) parser.add_argument("--resume", action="store_true", help="resume from checkpoint") parser.add_argument("--checkpoint", type=str, default=None, help="checkpoint file") parser.add_argument( "--save_dir", help="The directory used to save the trained models", default=None, type=str, ) parser.add_argument("-no_replay", action="store_true", help="Flag for No Replay") parser.add_argument("-one_replay", action="store_true", help="Flag for No Replay") parser.add_argument("-buffer_replay", action="store_true", help="Flag for No Replay") parser.add_argument( "--buffer_size_train", default=182, type=int, help="number of Random Train examples to add in buffer", ) parser.add_argument( "--buffer_size_valid", default=182, type=int, help="number of Random Valid examples to add in buffer", ) parser.add_argument("-snip_no_replay", action="store_true", help="Flag for No Replay") parser.add_argument("-few_shot", action="store_true", help="Flag for No Replay") parser.add_argument( "--n_shots", default=100, type=int, help="number of Random Valid examples to add in buffer", ) ##################################### Training setting ################################################# parser.add_argument("--batch_size", type=int, default=128, help="batch size") parser.add_argument("--lr", default=0.1, type=float, help="initial learning rate") parser.add_argument("--momentum", default=0.9, type=float, help="momentum") parser.add_argument("--weight_decay", default=1e-4, type=float, help="weight decay") parser.add_argument( "--epochs", default=182, type=int, help="number of total epochs to run" ) parser.add_argument("--warmup", default=0, type=int, help="warm up epochs") parser.add_argument("--print_freq", default=50, type=int, help="print frequency") parser.add_argument("--decreasing_lr", default="91,136", help="decreasing strategy") ##################################### Pruning setting ################################################# parser.add_argument( "--tickets_mask", default=None, type=str, help="mask for subnetworks" ) parser.add_argument( "--tickets_init", default=None, type=str, help="initilization for subnetworks" ) parser.add_argument( "--snip_size", default=0.20, type=float, help="the size for the snip" ) parser.add_argument("--sparsity_level", default=0, type=float, help="sparsity level") parser.add_argument( "--pruner", default="snip", type=str, help="Pruner Type[mag,snip,GraSP,SynFlow]" ) parser.add_argument( "--scope", default="global", type=str, help="Scope of Pruner[local,global]" ) ##################################### W&B Logging setting ################################################# parser.add_argument("-wb", action="store_true", help="Flag for using W&B logging") parser.add_argument( "--project_name", default="APP", type=str, help="Name of the W&B project" ) parser.add_argument( "--run", default="Anytime_fixed", type=str, help="Name for the W&B run" ) best_sa = 0 args = parser.parse_args() print(args) os.makedirs(args.save_dir, exist_ok=True) if args.scope == "l": args.scope = "local" def main(): global args, best_sa args = parser.parse_args() print(args) torch.cuda.set_device(int(args.gpu)) os.makedirs(args.save_dir, exist_ok=True) if args.seed: setup_seed(args.seed) model = setup_model(args) if args.dataset == "cifar10": whole_trainset = setup__cifar10_dataset(args) elif args.dataset == "cifar100": whole_trainset = setup__cifar100_dataset(args) elif args.dataset == "restricted_imagenet": whole_trainset, test_set = Setup_RestrictedImageNet(args.imagenet_path) model.cpu() # print(model) if args.tickets_init: print("loading init from {}".format(args.tickets_init)) init_file = torch.load(args.tickets_init, map_location="cpu") if "init_weight" in init_file: init_file = init_file["init_weight"] model.load_state_dict(init_file) else: torch.save(model.state_dict(), os.path.join(args.save_dir, "randinit.pth.tar")) # setup initialization and mask if args.tickets_mask: print("loading mask from {}".format(args.tickets_mask)) mask_file = torch.load(args.tickets_mask, map_location="cpu") if "state_dict" in mask_file: mask_file = mask_file["state_dict"] mask_file = extract_mask(mask_file) print("pruning with {} masks".format(len(mask_file))) prune_model_custom(model, mask_file) model.cuda() criterion = nn.CrossEntropyLoss() decreasing_lr = list(map(int, args.decreasing_lr.split(","))) optimizer = torch.optim.SGD( model.parameters(), args.lr, momentum=args.momentum, weight_decay=args.weight_decay, ) scheduler = torch.optim.lr_scheduler.MultiStepLR( optimizer, milestones=decreasing_lr, gamma=0.1 ) if args.wb: wandb_logger = WandBLogger( project_name=args.project_name, run_name=args.run, dir=args.save_dir, config=vars(args), model=model, params={"resume": args.resume}, ) else: wandb_logger = None if args.resume: print("resume from checkpoint {}".format(args.checkpoint)) checkpoint = torch.load( args.checkpoint, map_location=torch.device("cuda:" + str(args.gpu)) ) best_sa = checkpoint["best_sa"] start_epoch = checkpoint["epoch"] all_result = checkpoint["result"] start_state = checkpoint["state"] model.load_state_dict(checkpoint["state_dict"]) optimizer.load_state_dict(checkpoint["optimizer"]) scheduler.load_state_dict(checkpoint["scheduler"]) print( "loading from state: {} epoch: {}, best_sa = {}".format( start_state, start_epoch, best_sa ) ) else: all_result = {} all_result["train_ta"] = [] all_result["val_ta"] = [] all_result["best_sa"] = [] all_result["gen_gap"] = [] all_result["train_loss"] = [] all_result["val_loss"] = [] all_result["lr"] = [] start_epoch = 0 start_state = 1 time_list = [] CER = [] CER_diff = [] for current_state in range(start_state, args.meta_batch_number + 1): scheduler = torch.optim.lr_scheduler.MultiStepLR( optimizer, milestones=decreasing_lr, gamma=0.1 ) start_time = time.time() print("Current state = {}".format(current_state)) if args.dataset == "cifar10": print("Loading cifar10 dataset in anytime setting") ( train_loader, val_loader, test_loader, train_snip_set, ) = generate_anytime_cifar10_dataloader(args, whole_trainset, current_state) elif args.dataset == "cifar100": print("Loading cifar100 dataset in anytime setting") ( train_loader, val_loader, test_loader, train_snip_set, ) = generate_anytime_cifar100_dataloader( args, whole_trainset, current_state ) elif args.dataset == "restricted_imagenet": print("Loading Restricted Imagenet dataset in anytime setting") if args.meta_batch_number == 3: ( train_loader, val_loader, test_loader, train_snip_set, ) = generate_anytime_res_img_dataloader( args, whole_trainset, test_set, 80565, current_state ) elif args.meta_batch_number == 10 and args.few_shot: # Few Shot Dataloader Example ( train_loader, val_loader, test_loader, train_snip_set, ) = generate_anytime_res_img_dataloader_few( args, whole_trainset, test_set, 6800, current_state ) # Generate Mask using SNIP if current_state == 1: sparsity_level = ( args.sparsity_level ) # 0.8**sparsity_level 80% Remaining Weights save_mask = ( args.save_dir + f"/{current_state}mask_{args.pruner}_{sparsity_level}.pth.tar" ) model_load_dir = ( args.save_dir + "/randinit.pth.tar" ) # 1st Meta Batch Randomly initialized model generate_mask_( args, train_snip_set, args.pruner, model_load_dir, save=save_mask, state=sparsity_level, ) model.cpu() # Load the Model by applying above mask print("loading mask from {}".format(save_mask)) mask_file = torch.load(save_mask, map_location="cpu") if "state_dict" in mask_file: mask_file = mask_file["state_dict"] mask_file = extract_mask(mask_file) print("pruning with {} masks".format(len(mask_file))) prune_model_custom(model, mask_file) model.cuda() for epoch in range(start_epoch, args.epochs): print(optimizer.state_dict()["param_groups"][0]["lr"]) acc, loss = train(train_loader, model, criterion, optimizer, epoch) # evaluate on validation set tacc, vloss = validate(val_loader, model, criterion) # evaluate on test set scheduler.step() # remember best prec@1 and save checkpoint is_best_sa = tacc > best_sa best_sa = max(tacc, best_sa) gen_gap = acc - tacc all_result["gen_gap"].append(gen_gap) all_result["train_ta"].append(acc) all_result["val_ta"].append(tacc) all_result["best_sa"].append(best_sa) all_result["train_loss"].append(loss) all_result["val_loss"].append(vloss) all_result["lr"].append(optimizer.state_dict()["param_groups"][0]["lr"]) save_checkpoint( { "state": current_state, "result": all_result, "epoch": epoch + 1, "state_dict": model.state_dict(), "best_sa": best_sa, "optimizer": optimizer.state_dict(), "scheduler": scheduler.state_dict(), }, is_SA_best=is_best_sa, data_state=current_state, save_path=args.save_dir, ) if wandb_logger: wandb_logger.log_metrics(all_result) # report result val_pick_best_epoch = np.argmax(np.array(all_result["val_ta"])) print( "* State = {} best SA = {} Epoch = {}".format( current_state, all_result["val_ta"][val_pick_best_epoch], val_pick_best_epoch + 1, ) ) all_result = {} all_result["train_ta"] = [] all_result["val_ta"] = [] all_result["best_sa"] = [] all_result["gen_gap"] = [] all_result["train_loss"] = [] all_result["val_loss"] = [] all_result["lr"] = [] best_sa = 0 start_epoch = 0 best_checkpoint = torch.load( os.path.join(args.save_dir, "{}model_SA_best.pth.tar".format(current_state)) ) print("Loading Best Weight") model.load_state_dict(best_checkpoint["state_dict"]) end_time = time.time() - start_time print("Total time elapsed: {:.4f}s".format(end_time)) time_list.append(end_time) if args.dataset == "restricted_imagenet": CER.append(evaluate_cer(model, args, test_loader)) else: CER.append(evaluate_cer(model, args)) if current_state != 1: diff = (CER[current_state - 1] - CER[current_state - 2]) / 10000 CER_diff.append(diff) print("CER diff = {}".format(diff)) # Reset LR to 0.1 after each state for g in optimizer.param_groups: g["lr"] = 0.1 print("LR reset to 0.1") print(optimizer.state_dict()["param_groups"][0]["lr"]) test_tacc, _ = validate(test_loader, model, criterion) print("Test Acc = {}".format(test_tacc)) wandb_logger.log_metrics({"Test/test_acc": test_tacc}) wandb_logger.log_metrics({"Test/CER": sum(CER)}) print("CER = {}".format(sum(CER))) print("CER") print(CER) print("Final Test Accuracy: ") print(test_tacc) print("Anytime Relative Error") print(CER_diff) print("Time Elapsed") print(time_list) def train(train_loader, model, criterion, optimizer, epoch): losses = AverageMeter() top1 = AverageMeter() # switch to train mode model.train() start = time.time() for i, (image, target) in enumerate(train_loader): if epoch < args.warmup: warmup_lr(epoch, i + 1, optimizer, one_epoch_step=len(train_loader)) image = image.clone().cuda() target = target.clone().cuda() # compute output output_clean = model(image) loss = criterion(output_clean, target) optimizer.zero_grad() loss.backward() optimizer.step() output = output_clean.float() loss = loss.float() # measure accuracy and record loss prec1 = accuracy(output.data, target)[0] losses.update(loss.item(), image.size(0)) top1.update(prec1.item(), image.size(0)) if i % args.print_freq == 0: end = time.time() print( "Epoch: [{0}][{1}/{2}]\t" "Loss {loss.val:.4f} ({loss.avg:.4f})\t" "Accuracy {top1.val:.3f} ({top1.avg:.3f})\t" "Time {3:.2f}".format( epoch, i, len(train_loader), end - start, loss=losses, top1=top1 ) ) start = time.time() print("train_accuracy {top1.avg:.3f}".format(top1=top1)) return top1.avg, losses.avg def validate(val_loader, model, criterion): """ Run evaluation """ losses = AverageMeter() top1 = AverageMeter() # switch to evaluate mode model.eval() for i, (image, target) in enumerate(val_loader): image = image.clone().cuda() target = target.clone().cuda() # compute output with torch.no_grad(): output = model(image) loss = criterion(output, target) output = output.float() loss = loss.float() # measure accuracy and record loss prec1 = accuracy(output.data, target)[0] losses.update(loss.item(), image.size(0)) top1.update(prec1.item(), image.size(0)) if i % args.print_freq == 0: print( "Test: [{0}/{1}]\t" "Loss {loss.val:.4f} ({loss.avg:.4f})\t" "Accuracy {top1.val:.3f} ({top1.avg:.3f})".format( i, len(val_loader), loss=losses, top1=top1 ) ) print("valid_accuracy {top1.avg:.3f}".format(top1=top1)) return top1.avg, losses.avg def save_checkpoint( state, is_SA_best, data_state, save_path, filename="checkpoint.pth.tar" ): filepath = os.path.join(save_path, str(data_state) + filename) torch.save(state, filepath) if is_SA_best: shutil.copyfile( filepath, os.path.join(save_path, "{}model_SA_best.pth.tar".format(data_state)), ) def warmup_lr(epoch, step, optimizer, one_epoch_step): overall_steps = args.warmup * one_epoch_step current_steps = epoch * one_epoch_step + step lr = args.lr * current_steps / overall_steps lr = min(lr, args.lr) for p in optimizer.param_groups: p["lr"] = lr class AverageMeter(object): """Computes and stores the average and current value""" def __init__(self): self.reset() def reset(self): self.val = 0 self.avg = 0 self.sum = 0 self.count = 0 def update(self, val, n=1): self.val = val self.sum += val * n self.count += n self.avg = self.sum / self.count def accuracy(output, target, topk=(1,)): """Computes the precision@k for the specified values of k""" maxk = max(topk) batch_size = target.size(0) _, pred = output.topk(maxk, 1, True, True) pred = pred.t() correct = pred.eq(target.view(1, -1).expand_as(pred)) res = [] for k in topk: correct_k = correct[:k].view(-1).float().sum(0) res.append(correct_k.mul_(100.0 / batch_size)) return res def setup_seed(seed): print("setup random seed = {}".format(seed)) torch.manual_seed(seed) torch.cuda.manual_seed_all(seed) np.random.seed(seed) random.seed(seed) torch.backends.cudnn.deterministic = True if __name__ == "__main__": main()
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Progressive-Pruning
Progressive-Pruning-main/generate_mask.py
import argparse import os import numpy as np import torch import torch.nn as nn import torchvision from advertorch.utils import NormalizeByChannelMeanStd from torch.utils.data import DataLoader, Subset from torchvision import transforms from torchvision.datasets import CIFAR10, CIFAR100 from models.ResNets import resnet20s from tools.pruning_utils import * from utils import setup_model def generate_mask_(args, data, pruner, model_dir, save, state, gpu=0): def prune_loop( model, loss, pruner, dataloader, device, sparsity, scope, epochs, train_mode=False, ): # Set model to train or eval mode model.train() if not train_mode: model.eval() # Prune model for epoch in range(epochs): pruner.score(model, loss, dataloader, device) sparse = sparsity ** ((epoch + 1) / epochs) pruner.mask(sparse, scope) torch.cuda.set_device(int(gpu)) model = setup_model(args) prune_conv(model) print("loading model from {}".format(model_dir)) checkpoint = torch.load(model_dir, map_location="cpu") if "state_dict" in checkpoint.keys(): checkpoint = checkpoint["state_dict"] model.load_state_dict(checkpoint, strict=False) model.cuda() remain_weight = 0.8 ** state if pruner == "mag": print("Pruning with Magnitude") pruner = Mag(masked_parameters(model)) prune_loop( model, None, pruner, None, torch.device("cuda:{}".format(gpu)), remain_weight, scope=args.scope, epochs=10, train_mode=True, ) current_mask = extract_mask(model.state_dict()) check_sparsity_dict(current_mask) torch.save(current_mask, save) elif pruner == "snip": print("Pruning with SNIP") criterion = nn.CrossEntropyLoss() data_loader = DataLoader( data, batch_size=100, shuffle=False, num_workers=2, pin_memory=True ) pruner = SNIP(masked_parameters(model)) prune_loop( model, criterion, pruner, data_loader, torch.device("cuda:{}".format(gpu)), remain_weight, scope=args.scope, epochs=1, train_mode=True, ) current_mask = extract_mask(model.state_dict()) check_sparsity_dict(current_mask) torch.save(current_mask, save) elif pruner == "random": print("Pruning with Magnitude") pruner = Rand(masked_parameters(model)) prune_loop( model, None, pruner, None, torch.device("cuda:{}".format(gpu)), remain_weight, scope=args.scope, epochs=1, train_mode=True, ) current_mask = extract_mask(model.state_dict()) check_sparsity_dict(current_mask) torch.save(current_mask, save) elif pruner == "GraSP": print("Pruning with GraSP") criterion = nn.CrossEntropyLoss() trainset = torchvision.datasets.CIFAR10( args.data, train=True, download=True, transform=transforms.ToTensor() ) trainloader = torch.utils.data.DataLoader( trainset, batch_size=128, shuffle=True, num_workers=2 ) pruner = GraSP(masked_parameters(model)) prune_loop( model, criterion, pruner, trainloader, torch.device("cuda:{}".format(gpu)), remain_weight, scope="global", epochs=1, train_mode=True, ) current_mask = extract_mask(model.state_dict()) check_sparsity_dict(current_mask) torch.save(current_mask, save)
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Progressive-Pruning
Progressive-Pruning-main/tools/layers.py
import math import torch import torch.nn as nn from torch.nn import functional as F from torch.nn import init from torch.nn.modules.utils import _pair from torch.nn.parameter import Parameter class Linear(nn.Linear): def __init__(self, in_features, out_features, bias=True): super(Linear, self).__init__(in_features, out_features, bias) self.register_buffer("weight_mask", torch.ones(self.weight.shape)) def forward(self, input): W = self.weight_mask * self.weight b = self.bias return F.linear(input, W, b) class Conv2d(nn.Conv2d): def __init__( self, in_channels, out_channels, kernel_size, stride=1, padding=0, dilation=1, groups=1, bias=True, padding_mode="zeros", ): super(Conv2d, self).__init__( in_channels, out_channels, kernel_size, stride, padding, dilation, groups, bias, padding_mode, ) self.register_buffer("weight_mask", torch.ones(self.weight.shape)) def _conv_forward(self, input, weight, bias): if self.padding_mode != "zeros": return F.conv2d( F.pad(input, self._padding_repeated_twice, mode=self.padding_mode), weight, bias, self.stride, _pair(0), self.dilation, self.groups, ) return F.conv2d( input, weight, bias, self.stride, self.padding, self.dilation, self.groups ) def forward(self, input): W = self.weight_mask * self.weight b = self.bias return self._conv_forward(input, W, b)
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Progressive-Pruning
Progressive-Pruning-main/tools/pruning_utils.py
import copy import numpy as np import torch import torch.nn as nn import torch.nn.utils.prune as prune from tools.layers import Conv2d, Linear __all__ = [ "masked_parameters", "SynFlow", "Mag", "Taylor1ScorerAbs", "Rand", "SNIP", "GraSP", "check_sparsity_dict", "extract_mask", "prune_conv", ] def masks(module): r"""Returns an iterator over modules masks, yielding the mask.""" for name, buf in module.named_buffers(): if "mask" in name: yield buf def masked_parameters(model): r"""Returns an iterator over models prunable parameters, yielding both the mask and parameter tensors. """ for module in model.modules(): if isinstance(module, nn.Conv2d) or isinstance(module, nn.Linear): for mask, param in zip(masks(module), module.parameters(recurse=False)): if param is not module.bias: yield mask, param class Pruner: def __init__(self, masked_parameters): self.masked_parameters = list(masked_parameters) self.scores = {} def score(self, model, loss, dataloader, device): raise NotImplementedError def _global_mask(self, sparsity): r"""Updates masks of model with scores by sparsity level globally.""" # # Set score for masked parameters to -inf # for mask, param in self.masked_parameters: # score = self.scores[id(param)] # score[mask == 0.0] = -np.inf # Threshold scores global_scores = torch.cat([torch.flatten(v) for v in self.scores.values()]) k = int((1.0 - sparsity) * global_scores.numel()) if not k < 1: threshold, _ = torch.kthvalue(global_scores, k) for mask, param in self.masked_parameters: score = self.scores[id(param)] zero = torch.tensor([0.0]).to(mask.device) one = torch.tensor([1.0]).to(mask.device) mask.copy_(torch.where(score <= threshold, zero, one)) def _local_mask(self, sparsity): r"""Updates masks of model with scores by sparsity level parameter-wise.""" for mask, param in self.masked_parameters: score = self.scores[id(param)] k = int((1.0 - sparsity) * score.numel()) if not k < 1: threshold, _ = torch.kthvalue(torch.flatten(score), k) zero = torch.tensor([0.0]).to(mask.device) one = torch.tensor([1.0]).to(mask.device) mask.copy_(torch.where(score <= threshold, zero, one)) def mask(self, sparsity, scope): r"""Updates masks of model with scores by sparsity according to scope.""" if scope == "global": self._global_mask(sparsity) if scope == "local": self._local_mask(sparsity) @torch.no_grad() def apply_mask(self): r"""Applies mask to prunable parameters.""" for mask, param in self.masked_parameters: param.mul_(mask) def alpha_mask(self, alpha): r"""Set all masks to alpha in model.""" for mask, _ in self.masked_parameters: mask.fill_(alpha) # Based on https://github.com/facebookresearch/open_lth/blob/master/utils/tensor_utils.py#L43 def shuffle(self): for mask, param in self.masked_parameters: shape = mask.shape perm = torch.randperm(mask.nelement()) mask = mask.reshape(-1)[perm].reshape(shape) def invert(self): for v in self.scores.values(): v.div_(v ** 2) def stats(self): r"""Returns remaining and total number of prunable parameters.""" remaining_params, total_params = 0, 0 for mask, _ in self.masked_parameters: remaining_params += mask.detach().cpu().numpy().sum() total_params += mask.numel() return remaining_params, total_params class SynFlow(Pruner): def __init__(self, masked_parameters): super(SynFlow, self).__init__(masked_parameters) def score(self, model, loss, dataloader, device): @torch.no_grad() def linearize(model): # model.double() signs = {} for name, param in model.state_dict().items(): signs[name] = torch.sign(param) param.abs_() return signs @torch.no_grad() def nonlinearize(model, signs): # model.float() for name, param in model.state_dict().items(): param.mul_(signs[name]) signs = linearize(model) (data, _) = next(iter(dataloader)) input_dim = list(data[0, :].shape) input = torch.ones([1] + input_dim).to( device ) # , dtype=torch.float64).to(device) output = model(input) torch.sum(output).backward() for _, p in self.masked_parameters: self.scores[id(p)] = torch.clone(p.grad * p).detach().abs_() p.grad.data.zero_() nonlinearize(model, signs) class Mag(Pruner): def __init__(self, masked_parameters): super(Mag, self).__init__(masked_parameters) def score(self, model, loss, dataloader, device): for _, p in self.masked_parameters: self.scores[id(p)] = torch.clone(p.data).detach().abs_() class Rand(Pruner): def __init__(self, masked_parameters): super(Rand, self).__init__(masked_parameters) def score(self, model, loss, dataloader, device): for _, p in self.masked_parameters: self.scores[id(p)] = torch.randn_like(p) # Based on https://github.com/mi-lad/snip/blob/master/snip.py#L18 class SNIP(Pruner): def __init__(self, masked_parameters): super(SNIP, self).__init__(masked_parameters) def score(self, model, loss, dataloader, device): # allow masks to have gradient for m, _ in self.masked_parameters: m.requires_grad = True # compute gradient for batch_idx, (data, target) in enumerate(dataloader): data, target = data.to(device), target.to(device) output = model(data) loss(output, target).backward() # calculate score |g * theta| for m, p in self.masked_parameters: self.scores[id(p)] = torch.clone(m.grad).detach().abs_() p.grad.data.zero_() m.grad.data.zero_() m.requires_grad = False # normalize score all_scores = torch.cat([torch.flatten(v) for v in self.scores.values()]) norm = torch.sum(all_scores) for _, p in self.masked_parameters: self.scores[id(p)].div_(norm) def GraSP_fetch_data(dataloader, num_classes, samples_per_class): datas = [[] for _ in range(num_classes)] labels = [[] for _ in range(num_classes)] mark = dict() dataloader_iter = iter(dataloader) while True: inputs, targets = next(dataloader_iter) for idx in range(inputs.shape[0]): x, y = inputs[idx : idx + 1], targets[idx : idx + 1] category = y.item() if len(datas[category]) == samples_per_class: mark[category] = True continue datas[category].append(x) labels[category].append(y) if len(mark) == num_classes: break X, y = torch.cat([torch.cat(_, 0) for _ in datas]), torch.cat( [torch.cat(_) for _ in labels] ).view(-1) return X, y # Based on https://github.com/alecwangcq/GraSP/blob/master/pruner/GraSP.py#L49 class GraSP(Pruner): def __init__(self, masked_parameters): super(GraSP, self).__init__(masked_parameters) self.temp = 200 self.eps = 1e-10 def score(self, model, loss, dataloader, device): # first gradient vector without computational graph stopped_grads = 0 data, target = GraSP_fetch_data(dataloader, 10, 10) data, target = data.to(device), target.to(device) output = model(data) / self.temp L = loss(output, target) grads = torch.autograd.grad( L, [p for (_, p) in self.masked_parameters], create_graph=False ) flatten_grads = torch.cat([g.reshape(-1) for g in grads if g is not None]) stopped_grads += flatten_grads # second gradient vector with computational graph data, target = GraSP_fetch_data(dataloader, 10, 10) data, target = data.to(device), target.to(device) output = model(data) / self.temp L = loss(output, target) grads = torch.autograd.grad( L, [p for (_, p) in self.masked_parameters], create_graph=True ) flatten_grads = torch.cat([g.reshape(-1) for g in grads if g is not None]) gnorm = (stopped_grads * flatten_grads).sum() gnorm.backward() # calculate score Hg * theta (negate to remove top percent) for _, p in self.masked_parameters: self.scores[id(p)] = torch.clone(p.grad * p.data).detach() p.grad.data.zero_() # normalize score all_scores = torch.cat([torch.flatten(v) for v in self.scores.values()]) norm = torch.abs(torch.sum(all_scores)) + self.eps for _, p in self.masked_parameters: self.scores[id(p)].div_(norm) class Taylor1ScorerAbs(Pruner): def __init__(self, masked_parameters): super(Taylor1ScorerAbs, self).__init__(masked_parameters) def score(self, model, loss, dataloader, device): for batch_idx, (data, target) in enumerate(dataloader): data, target = data.to(device), target.to(device) output = model(data) loss(output, target).backward() for _, p in self.masked_parameters: self.scores[id(p)] = torch.clone(p.grad * p).detach().abs_() p.grad.data.zero_() def check_sparsity_dict(model_dict): sum_list = 0 zero_sum = 0 for key in model_dict.keys(): if "mask" in key: sum_list = sum_list + float(model_dict[key].nelement()) zero_sum = zero_sum + float(torch.sum(model_dict[key] == 0)) print("* remain weight = ", 100 * (1 - zero_sum / sum_list), "%") return 100 * (1 - zero_sum / sum_list) def extract_mask(model_dict): new_dict = {} for key in model_dict.keys(): if "mask" in key: new_dict[key] = copy.deepcopy(model_dict[key]) return new_dict def prune_conv(model): for name, module in reversed(model._modules.items()): if len(list(module.children())) > 0: model._modules[name] = prune_conv(model=module) if isinstance(module, nn.Conv2d): bias = True if module.bias == None: bias = False layer_new = Conv2d( module.in_channels, module.out_channels, module.kernel_size, module.stride, padding=module.padding, dilation=module.dilation, groups=module.groups, bias=bias, ) model._modules[name] = layer_new return model
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Progressive-Pruning
Progressive-Pruning-main/pruner/pruner.py
import copy import torch import torch.nn as nn import torch.nn.utils.prune as prune __all__ = [ "pruning_model", "pruning_model_random", "prune_model_custom", "remove_prune", "extract_mask", "reverse_mask", "check_sparsity", "check_sparsity_dict", ] # Pruning operation def pruning_model(model, px): print("Apply Unstructured L1 Pruning Globally (all conv layers)") parameters_to_prune = [] for name, m in model.named_modules(): if isinstance(m, nn.Conv2d): parameters_to_prune.append((m, "weight")) parameters_to_prune = tuple(parameters_to_prune) prune.global_unstructured( parameters_to_prune, pruning_method=prune.L1Unstructured, amount=px, ) def pruning_model_random(model, px): print("Apply Unstructured Random Pruning Globally (all conv layers)") parameters_to_prune = [] for name, m in model.named_modules(): if isinstance(m, nn.Conv2d): parameters_to_prune.append((m, "weight")) parameters_to_prune = tuple(parameters_to_prune) prune.global_unstructured( parameters_to_prune, pruning_method=prune.RandomUnstructured, amount=px, ) def prune_model_custom(model, mask_dict): print("Pruning with custom mask (all conv layers)") for name, m in model.named_modules(): if isinstance(m, nn.Conv2d): mask_name = name + ".weight_mask" if mask_name in mask_dict.keys(): prune.CustomFromMask.apply( m, "weight", mask=mask_dict[name + ".weight_mask"] ) else: print("Can not fing [{}] in mask_dict".format(mask_name)) def remove_prune(model): print("Remove hooks for multiplying masks (all conv layers)") for name, m in model.named_modules(): if isinstance(m, nn.Conv2d): prune.remove(m, "weight") # Mask operation function def extract_mask(model_dict): new_dict = {} for key in model_dict.keys(): if "mask" in key: new_dict[key] = copy.deepcopy(model_dict[key]) return new_dict def reverse_mask(mask_dict): new_dict = {} for key in mask_dict.keys(): new_dict[key] = 1 - mask_dict[key] return new_dict # Mask statistic function def check_sparsity(model): sum_list = 0 zero_sum = 0 for name, m in model.named_modules(): if isinstance(m, nn.Conv2d): sum_list = sum_list + float(m.weight.nelement()) zero_sum = zero_sum + float(torch.sum(m.weight == 0)) if zero_sum: remain_weight_ratie = 100 * (1 - zero_sum / sum_list) print("* remain weight ratio = ", 100 * (1 - zero_sum / sum_list), "%") else: print("no weight for calculating sparsity") remain_weight_ratie = None return remain_weight_ratie def check_sparsity_dict(state_dict): sum_list = 0 zero_sum = 0 for key in state_dict.keys(): if "mask" in key: sum_list += float(state_dict[key].nelement()) zero_sum += float(torch.sum(state_dict[key] == 0)) if zero_sum: remain_weight_ratie = 100 * (1 - zero_sum / sum_list) print("* remain weight ratio = ", 100 * (1 - zero_sum / sum_list), "%") else: print("no weight for calculating sparsity") remain_weight_ratie = None return remain_weight_ratie
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Progressive-Pruning
Progressive-Pruning-main/models/ResNet.py
import torch import torch.nn as nn from advertorch.utils import NormalizeByChannelMeanStd from torch.utils.model_zoo import load_url as load_state_dict_from_url __all__ = [ "ResNet", "resnet18", "resnet34", "resnet50", "resnet101", "resnet152", "resnext50_32x4d", "resnext101_32x8d", "wide_resnet50_2", "wide_resnet101_2", ] model_urls = { "resnet18": "https://download.pytorch.org/models/resnet18-5c106cde.pth", "resnet34": "https://download.pytorch.org/models/resnet34-333f7ec4.pth", "resnet50": "https://download.pytorch.org/models/resnet50-19c8e357.pth", "resnet101": "https://download.pytorch.org/models/resnet101-5d3b4d8f.pth", "resnet152": "https://download.pytorch.org/models/resnet152-b121ed2d.pth", "resnext50_32x4d": "https://download.pytorch.org/models/resnext50_32x4d-7cdf4587.pth", "resnext101_32x8d": "https://download.pytorch.org/models/resnext101_32x8d-8ba56ff5.pth", "wide_resnet50_2": "https://download.pytorch.org/models/wide_resnet50_2-95faca4d.pth", "wide_resnet101_2": "https://download.pytorch.org/models/wide_resnet101_2-32ee1156.pth", } def conv3x3(in_planes, out_planes, stride=1, groups=1, dilation=1): """3x3 convolution with padding""" return nn.Conv2d( in_planes, out_planes, kernel_size=3, stride=stride, padding=dilation, groups=groups, bias=False, dilation=dilation, ) def conv1x1(in_planes, out_planes, stride=1): """1x1 convolution""" return nn.Conv2d(in_planes, out_planes, kernel_size=1, stride=stride, bias=False) class BasicBlock(nn.Module): expansion = 1 __constants__ = ["downsample"] def __init__( self, inplanes, planes, stride=1, downsample=None, groups=1, base_width=64, dilation=1, norm_layer=None, ): super(BasicBlock, self).__init__() if norm_layer is None: norm_layer = nn.BatchNorm2d if groups != 1 or base_width != 64: raise ValueError("BasicBlock only supports groups=1 and base_width=64") if dilation > 1: raise NotImplementedError("Dilation > 1 not supported in BasicBlock") # Both self.conv1 and self.downsample layers downsample the input when stride != 1 self.conv1 = conv3x3(inplanes, planes, stride) self.bn1 = norm_layer(planes) self.relu = nn.ReLU(inplace=True) self.conv2 = conv3x3(planes, planes) self.bn2 = norm_layer(planes) self.downsample = downsample self.stride = stride def forward(self, x): identity = x out = self.conv1(x) out = self.bn1(out) out = self.relu(out) out = self.conv2(out) out = self.bn2(out) if self.downsample is not None: identity = self.downsample(x) out += identity out = self.relu(out) return out class Bottleneck(nn.Module): expansion = 4 __constants__ = ["downsample"] def __init__( self, inplanes, planes, stride=1, downsample=None, groups=1, base_width=64, dilation=1, norm_layer=None, ): super(Bottleneck, self).__init__() if norm_layer is None: norm_layer = nn.BatchNorm2d width = int(planes * (base_width / 64.0)) * groups # Both self.conv2 and self.downsample layers downsample the input when stride != 1 self.conv1 = conv1x1(inplanes, width) self.bn1 = norm_layer(width) self.conv2 = conv3x3(width, width, stride, groups, dilation) self.bn2 = norm_layer(width) self.conv3 = conv1x1(width, planes * self.expansion) self.bn3 = norm_layer(planes * self.expansion) self.relu = nn.ReLU(inplace=True) self.downsample = downsample self.stride = stride def forward(self, x): identity = x out = self.conv1(x) out = self.bn1(out) out = self.relu(out) out = self.conv2(out) out = self.bn2(out) out = self.relu(out) out = self.conv3(out) out = self.bn3(out) if self.downsample is not None: identity = self.downsample(x) out += identity out = self.relu(out) return out class ResNet(nn.Module): def __init__( self, block, layers, num_classes=1000, zero_init_residual=False, groups=1, width_per_group=64, replace_stride_with_dilation=None, norm_layer=None, imagenet=False, ): super(ResNet, self).__init__() if norm_layer is None: norm_layer = nn.BatchNorm2d self._norm_layer = norm_layer self.inplanes = 64 self.dilation = 1 if replace_stride_with_dilation is None: # each element in the tuple indicates if we should replace # the 2x2 stride with a dilated convolution instead replace_stride_with_dilation = [False, False, False] if len(replace_stride_with_dilation) != 3: raise ValueError( "replace_stride_with_dilation should be None " "or a 3-element tuple, got {}".format(replace_stride_with_dilation) ) self.groups = groups self.base_width = width_per_group print("The normalize layer is contained in the network") self.normalize = NormalizeByChannelMeanStd( mean=[0.4914, 0.4822, 0.4465], std=[0.2470, 0.2435, 0.2616] ) if not imagenet: self.conv1 = nn.Conv2d( 3, self.inplanes, kernel_size=3, stride=1, padding=1, bias=False ) self.bn1 = norm_layer(self.inplanes) self.relu = nn.ReLU(inplace=True) self.maxpool = nn.Identity() else: self.conv1 = nn.Conv2d( 3, self.inplanes, kernel_size=7, stride=2, padding=3, bias=False ) self.bn1 = nn.BatchNorm2d(self.inplanes) self.relu = nn.ReLU(inplace=True) self.maxpool = nn.MaxPool2d(kernel_size=3, stride=2, padding=1) self.layer1 = self._make_layer(block, 64, layers[0]) self.layer2 = self._make_layer( block, 128, layers[1], stride=2, dilate=replace_stride_with_dilation[0] ) self.layer3 = self._make_layer( block, 256, layers[2], stride=2, dilate=replace_stride_with_dilation[1] ) self.layer4 = self._make_layer( block, 512, layers[3], stride=2, dilate=replace_stride_with_dilation[2] ) self.avgpool = nn.AdaptiveAvgPool2d((1, 1)) self.fc = nn.Linear(512 * block.expansion, num_classes) for m in self.modules(): if isinstance(m, nn.Conv2d): nn.init.kaiming_normal_(m.weight, mode="fan_out", nonlinearity="relu") elif isinstance(m, (nn.BatchNorm2d, nn.GroupNorm)): nn.init.constant_(m.weight, 1) nn.init.constant_(m.bias, 0) # Zero-initialize the last BN in each residual branch, # so that the residual branch starts with zeros, and each residual block behaves like an identity. # This improves the model by 0.2~0.3% according to https://arxiv.org/abs/1706.02677 if zero_init_residual: for m in self.modules(): if isinstance(m, Bottleneck): nn.init.constant_(m.bn3.weight, 0) elif isinstance(m, BasicBlock): nn.init.constant_(m.bn2.weight, 0) def _make_layer(self, block, planes, blocks, stride=1, dilate=False): norm_layer = self._norm_layer downsample = None previous_dilation = self.dilation if dilate: self.dilation *= stride stride = 1 if stride != 1 or self.inplanes != planes * block.expansion: downsample = nn.Sequential( conv1x1(self.inplanes, planes * block.expansion, stride), norm_layer(planes * block.expansion), ) layers = [] layers.append( block( self.inplanes, planes, stride, downsample, self.groups, self.base_width, previous_dilation, norm_layer, ) ) self.inplanes = planes * block.expansion for _ in range(1, blocks): layers.append( block( self.inplanes, planes, groups=self.groups, base_width=self.base_width, dilation=self.dilation, norm_layer=norm_layer, ) ) return nn.Sequential(*layers) def _forward_impl(self, x): # See note [TorchScript super()] x = self.normalize(x) x = self.conv1(x) x = self.bn1(x) x = self.relu(x) x = self.maxpool(x) x = self.layer1(x) x = self.layer2(x) x = self.layer3(x) x = self.layer4(x) x = self.avgpool(x) x = torch.flatten(x, 1) x = self.fc(x) return x def forward(self, x): return self._forward_impl(x) def _resnet(arch, block, layers, pretrained, progress, **kwargs): model = ResNet(block, layers, **kwargs) if pretrained: state_dict = load_state_dict_from_url(model_urls[arch], progress=progress) model.load_state_dict(state_dict) return model def resnet18(pretrained=False, progress=True, **kwargs): r"""ResNet-18 model from `"Deep Residual Learning for Image Recognition" <https://arxiv.org/pdf/1512.03385.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _resnet("resnet18", BasicBlock, [2, 2, 2, 2], pretrained, progress, **kwargs) def resnet34(pretrained=False, progress=True, **kwargs): r"""ResNet-34 model from `"Deep Residual Learning for Image Recognition" <https://arxiv.org/pdf/1512.03385.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _resnet("resnet34", BasicBlock, [3, 4, 6, 3], pretrained, progress, **kwargs) def resnet50(pretrained=False, progress=True, **kwargs): r"""ResNet-50 model from `"Deep Residual Learning for Image Recognition" <https://arxiv.org/pdf/1512.03385.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _resnet("resnet50", Bottleneck, [3, 4, 6, 3], pretrained, progress, **kwargs) def resnet101(pretrained=False, progress=True, **kwargs): r"""ResNet-101 model from `"Deep Residual Learning for Image Recognition" <https://arxiv.org/pdf/1512.03385.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _resnet( "resnet101", Bottleneck, [3, 4, 23, 3], pretrained, progress, **kwargs ) def resnet152(pretrained=False, progress=True, **kwargs): r"""ResNet-152 model from `"Deep Residual Learning for Image Recognition" <https://arxiv.org/pdf/1512.03385.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _resnet( "resnet152", Bottleneck, [3, 8, 36, 3], pretrained, progress, **kwargs ) def resnext50_32x4d(pretrained=False, progress=True, **kwargs): r"""ResNeXt-50 32x4d model from `"Aggregated Residual Transformation for Deep Neural Networks" <https://arxiv.org/pdf/1611.05431.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ kwargs["groups"] = 32 kwargs["width_per_group"] = 4 return _resnet( "resnext50_32x4d", Bottleneck, [3, 4, 6, 3], pretrained, progress, **kwargs ) def resnext101_32x8d(pretrained=False, progress=True, **kwargs): r"""ResNeXt-101 32x8d model from `"Aggregated Residual Transformation for Deep Neural Networks" <https://arxiv.org/pdf/1611.05431.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ kwargs["groups"] = 32 kwargs["width_per_group"] = 8 return _resnet( "resnext101_32x8d", Bottleneck, [3, 4, 23, 3], pretrained, progress, **kwargs ) def wide_resnet50_2(pretrained=False, progress=True, **kwargs): r"""Wide ResNet-50-2 model from `"Wide Residual Networks" <https://arxiv.org/pdf/1605.07146.pdf>`_ The model is the same as ResNet except for the bottleneck number of channels which is twice larger in every block. The number of channels in outer 1x1 convolutions is the same, e.g. last block in ResNet-50 has 2048-512-2048 channels, and in Wide ResNet-50-2 has 2048-1024-2048. Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ kwargs["width_per_group"] = 64 * 2 return _resnet( "wide_resnet50_2", Bottleneck, [3, 4, 6, 3], pretrained, progress, **kwargs ) def wide_resnet101_2(pretrained=False, progress=True, **kwargs): r"""Wide ResNet-101-2 model from `"Wide Residual Networks" <https://arxiv.org/pdf/1605.07146.pdf>`_ The model is the same as ResNet except for the bottleneck number of channels which is twice larger in every block. The number of channels in outer 1x1 convolutions is the same, e.g. last block in ResNet-50 has 2048-512-2048 channels, and in Wide ResNet-50-2 has 2048-1024-2048. Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ kwargs["width_per_group"] = 64 * 2 return _resnet( "wide_resnet101_2", Bottleneck, [3, 4, 23, 3], pretrained, progress, **kwargs )
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Progressive-Pruning
Progressive-Pruning-main/models/VGG.py
import torch import torch.nn as nn from advertorch.utils import NormalizeByChannelMeanStd from torch.utils.model_zoo import load_url as load_state_dict_from_url __all__ = [ "VGG", "vgg11", "vgg11_bn", "vgg13", "vgg13_bn", "vgg16", "vgg16_bn", "vgg19_bn", "vgg19", ] model_urls = { "vgg11": "https://download.pytorch.org/models/vgg11-bbd30ac9.pth", "vgg13": "https://download.pytorch.org/models/vgg13-c768596a.pth", "vgg16": "https://download.pytorch.org/models/vgg16-397923af.pth", "vgg19": "https://download.pytorch.org/models/vgg19-dcbb9e9d.pth", "vgg11_bn": "https://download.pytorch.org/models/vgg11_bn-6002323d.pth", "vgg13_bn": "https://download.pytorch.org/models/vgg13_bn-abd245e5.pth", "vgg16_bn": "https://download.pytorch.org/models/vgg16_bn-6c64b313.pth", "vgg19_bn": "https://download.pytorch.org/models/vgg19_bn-c79401a0.pth", } class VGG(nn.Module): def __init__(self, features, num_classes=10, init_weights=True): super(VGG, self).__init__() self.features = features self.avgpool = nn.AdaptiveAvgPool2d((1, 1)) self.classifier = nn.Linear(512, num_classes) print("The normalize layer is contained in the network") self.normalize = NormalizeByChannelMeanStd( mean=[0.4914, 0.4822, 0.4465], std=[0.2470, 0.2435, 0.2616] ) if init_weights: self._initialize_weights() def forward(self, x): x = self.normalize(x) x = self.features(x) x = self.avgpool(x) x = torch.flatten(x, 1) x = self.classifier(x) return x def _initialize_weights(self): for m in self.modules(): if isinstance(m, nn.Conv2d): nn.init.kaiming_normal_(m.weight, mode="fan_out", nonlinearity="relu") if m.bias is not None: nn.init.constant_(m.bias, 0) elif isinstance(m, nn.BatchNorm2d): nn.init.constant_(m.weight, 1) nn.init.constant_(m.bias, 0) elif isinstance(m, nn.Linear): nn.init.normal_(m.weight, 0, 0.01) nn.init.constant_(m.bias, 0) def make_layers(cfg, batch_norm=False): layers = [] in_channels = 3 for v in cfg: if v == "M": layers += [nn.MaxPool2d(kernel_size=2, stride=2)] else: conv2d = nn.Conv2d(in_channels, v, kernel_size=3, padding=1) if batch_norm: layers += [conv2d, nn.BatchNorm2d(v), nn.ReLU(inplace=True)] else: layers += [conv2d, nn.ReLU(inplace=True)] in_channels = v return nn.Sequential(*layers) cfgs = { "A": [64, "M", 128, "M", 256, 256, "M", 512, 512, "M", 512, 512], "B": [64, 64, "M", 128, 128, "M", 256, 256, "M", 512, 512, "M", 512, 512], "D": [ 64, 64, "M", 128, 128, "M", 256, 256, 256, "M", 512, 512, 512, "M", 512, 512, 512, ], "E": [ 64, 64, "M", 128, 128, "M", 256, 256, 256, 256, "M", 512, 512, 512, 512, "M", 512, 512, 512, 512, ], } def _vgg(arch, cfg, batch_norm, pretrained, progress, **kwargs): if pretrained: kwargs["init_weights"] = False model = VGG(make_layers(cfgs[cfg], batch_norm=batch_norm), **kwargs) if pretrained: state_dict = load_state_dict_from_url(model_urls[arch], progress=progress) model.load_state_dict(state_dict) return model def vgg11(pretrained=False, progress=True, **kwargs): r"""VGG 11-layer model (configuration "A") from `"Very Deep Convolutional Networks For Large-Scale Image Recognition" <https://arxiv.org/pdf/1409.1556.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _vgg("vgg11", "A", False, pretrained, progress, **kwargs) def vgg11_bn(pretrained=False, progress=True, **kwargs): r"""VGG 11-layer model (configuration "A") with batch normalization `"Very Deep Convolutional Networks For Large-Scale Image Recognition" <https://arxiv.org/pdf/1409.1556.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _vgg("vgg11_bn", "A", True, pretrained, progress, **kwargs) def vgg13(pretrained=False, progress=True, **kwargs): r"""VGG 13-layer model (configuration "B") `"Very Deep Convolutional Networks For Large-Scale Image Recognition" <https://arxiv.org/pdf/1409.1556.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _vgg("vgg13", "B", False, pretrained, progress, **kwargs) def vgg13_bn(pretrained=False, progress=True, **kwargs): r"""VGG 13-layer model (configuration "B") with batch normalization `"Very Deep Convolutional Networks For Large-Scale Image Recognition" <https://arxiv.org/pdf/1409.1556.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _vgg("vgg13_bn", "B", True, pretrained, progress, **kwargs) def vgg16(pretrained=False, progress=True, **kwargs): r"""VGG 16-layer model (configuration "D") `"Very Deep Convolutional Networks For Large-Scale Image Recognition" <https://arxiv.org/pdf/1409.1556.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _vgg("vgg16", "D", False, pretrained, progress, **kwargs) def vgg16_bn(pretrained=False, progress=True, **kwargs): r"""VGG 16-layer model (configuration "D") with batch normalization `"Very Deep Convolutional Networks For Large-Scale Image Recognition" <https://arxiv.org/pdf/1409.1556.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _vgg("vgg16_bn", "D", True, pretrained, progress, **kwargs) def vgg19(pretrained=False, progress=True, **kwargs): r"""VGG 19-layer model (configuration "E") `"Very Deep Convolutional Networks For Large-Scale Image Recognition" <https://arxiv.org/pdf/1409.1556.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _vgg("vgg19", "E", False, pretrained, progress, **kwargs) def vgg19_bn(pretrained=False, progress=True, **kwargs): r"""VGG 19-layer model (configuration 'E') with batch normalization `"Very Deep Convolutional Networks For Large-Scale Image Recognition" <https://arxiv.org/pdf/1409.1556.pdf>`_ Args: pretrained (bool): If True, returns a model pre-trained on ImageNet progress (bool): If True, displays a progress bar of the download to stderr """ return _vgg("vgg19_bn", "E", True, pretrained, progress, **kwargs)
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Progressive-Pruning
Progressive-Pruning-main/models/ResNets.py
""" Properly implemented ResNet-s for CIFAR10 as described in paper [1]. The implementation and structure of this file is hugely influenced by [2] which is implemented for ImageNet and doesn't have option A for identity. Moreover, most of the implementations on the web is copy-paste from torchvision's resnet and has wrong number of params. Proper ResNet-s for CIFAR10 (for fair comparision and etc.) has following number of layers and parameters: name | layers | params ResNet20 | 20 | 0.27M ResNet32 | 32 | 0.46M ResNet44 | 44 | 0.66M ResNet56 | 56 | 0.85M ResNet110 | 110 | 1.7M ResNet1202| 1202 | 19.4m which this implementation indeed has. Reference: [1] Kaiming He, Xiangyu Zhang, Shaoqing Ren, Jian Sun Deep Residual Learning for Image Recognition. arXiv:1512.03385 [2] https://github.com/pytorch/vision/blob/master/torchvision/models/resnet.py If you use this implementation in you work, please don't forget to mention the author, Yerlan Idelbayev. Borrow from : https://github.com/akamaster/pytorch_resnet_cifar10.git """ import torch import torch.nn as nn import torch.nn.functional as F import torch.nn.init as init from advertorch.utils import NormalizeByChannelMeanStd from torch.autograd import Variable __all__ = [ "ResNets", "resnet20s", "resnet32s", "resnet44s", "resnet56s", "resnet110s", "resnet1202s", ] def _weights_init(m): classname = m.__class__.__name__ # print(classname) if isinstance(m, nn.Linear) or isinstance(m, nn.Conv2d): init.kaiming_normal_(m.weight) class LambdaLayer(nn.Module): def __init__(self, lambd): super(LambdaLayer, self).__init__() self.lambd = lambd def forward(self, x): return self.lambd(x) class BasicBlock(nn.Module): expansion = 1 def __init__(self, in_planes, planes, stride=1, option="A"): super(BasicBlock, self).__init__() self.conv1 = nn.Conv2d( in_planes, planes, kernel_size=3, stride=stride, padding=1, bias=False ) self.bn1 = nn.BatchNorm2d(planes) self.conv2 = nn.Conv2d( planes, planes, kernel_size=3, stride=1, padding=1, bias=False ) self.bn2 = nn.BatchNorm2d(planes) self.shortcut = nn.Sequential() if stride != 1 or in_planes != planes: if option == "A": """ For CIFAR10 ResNet paper uses option A. """ self.shortcut = LambdaLayer( lambda x: F.pad( x[:, :, ::2, ::2], (0, 0, 0, 0, planes // 4, planes // 4), "constant", 0, ) ) elif option == "B": self.shortcut = nn.Sequential( nn.Conv2d( in_planes, self.expansion * planes, kernel_size=1, stride=stride, bias=False, ), nn.BatchNorm2d(self.expansion * planes), ) def forward(self, x): out = F.relu(self.bn1(self.conv1(x))) out = self.bn2(self.conv2(out)) out += self.shortcut(x) out = F.relu(out) return out class ResNets(nn.Module): def __init__(self, block, num_blocks, num_classes=10): super(ResNets, self).__init__() self.in_planes = 16 print("The normalize layer is contained in the network") self.normalize = NormalizeByChannelMeanStd( mean=[0.4914, 0.4822, 0.4465], std=[0.2470, 0.2435, 0.2616] ) self.conv1 = nn.Conv2d(3, 16, kernel_size=3, stride=1, padding=1, bias=False) self.bn1 = nn.BatchNorm2d(16) self.layer1 = self._make_layer(block, 16, num_blocks[0], stride=1) self.layer2 = self._make_layer(block, 32, num_blocks[1], stride=2) self.layer3 = self._make_layer(block, 64, num_blocks[2], stride=2) self.fc = nn.Linear(64, num_classes) self.apply(_weights_init) def _make_layer(self, block, planes, num_blocks, stride): strides = [stride] + [1] * (num_blocks - 1) layers = [] for stride in strides: layers.append(block(self.in_planes, planes, stride)) self.in_planes = planes * block.expansion return nn.Sequential(*layers) def forward(self, x): x = self.normalize(x) out = F.relu(self.bn1(self.conv1(x))) out = self.layer1(out) out = self.layer2(out) out = self.layer3(out) out = F.avg_pool2d(out, out.size()[3]) out = out.view(out.size(0), -1) out = self.fc(out) return out def resnet20s(num_classes=10): return ResNets(BasicBlock, [3, 3, 3], num_classes=num_classes) def resnet32s(num_classes=10): return ResNets(BasicBlock, [5, 5, 5], num_classes=num_classes) def resnet44s(num_classes=10): return ResNets(BasicBlock, [7, 7, 7], num_classes=num_classes) def resnet56s(num_classes=10): return ResNets(BasicBlock, [9, 9, 9], num_classes=num_classes) def resnet110s(num_classes=10): return ResNets(BasicBlock, [18, 18, 18], num_classes=num_classes) def resnet1202s(num_classes=10): return ResNets(BasicBlock, [200, 200, 200], num_classes=num_classes)
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Progressive-Pruning
Progressive-Pruning-main/wb/wandb_logger.py
""" Utilities for Weights & Biases logging. """ from pathlib import Path from typing import Union import PIL from matplotlib.pyplot import Figure from PIL.Image import Image from torch import Tensor __all__ = ["WandBLogger"] class WandBLogger: """ The `WandBLogger` provides an easy integration with Weights & Biases logging. Each monitored metric is automatically logged to a dedicated Weights & Biases project dashboard. .. note:: The wandb log files are placed by default in "./wandb/" unless specified. """ def __init__( self, project_name: str = "APP", run_name: str = "Prune1", save_code: bool = True, config: object = None, dir: Union[str, Path] = None, model: object = None, params: dict = None, ) -> None: """ Creates an instance of the `WandBLogger`. :param project_name: Name of the W&B project. :param run_name: Name of the W&B run. :param save_code: Saves the main training script to W&B. :param dir: Path to the local log directory for W&B logs to be saved at. :param config: Syncs hyper-parameters and config values used to W&B. :param params: All arguments for wandb.init() function call. Visit https://docs.wandb.ai/ref/python/init to learn about all wand.init() parameters. """ self.project_name = project_name self.run_name = run_name self.save_code = save_code self.dir = dir self.config = config self.model = model self.params = params self._import_wandb() self._args_parse() self._before_job() def _import_wandb(self): try: import wandb assert hasattr(wandb, "__version__") except (ImportError, AssertionError): raise ImportError('Please run "pip install wandb" to install wandb') self.wandb = wandb def _args_parse(self): self.init_kwargs = { "project": self.project_name, "name": self.run_name, "save_code": self.save_code, "dir": self.dir, "config": self.config, } if self.params: self.init_kwargs.update(self.params) def _before_job(self): if self.wandb is None: self.import_wandb() if self.init_kwargs: self.wandb.init(**self.init_kwargs) else: self.wandb.init() if self.model is not None: self.wandb.watch(self.model) def log_metrics( self, log_dict: dict = None, img: Union[Image, Figure, str, Path] = None, curve: object = None, ) -> None: for key, value in log_dict.items(): if isinstance(value, (int, float, Tensor)): self.wandb.log({key: value}) else: if "ARE" in key: curr_val = value else: curr_val = value[-1] if isinstance(curr_val, (int, float, Tensor)): if "train" in key.lower(): key = "Train/" + key self.wandb.log({key: curr_val}) if "val" in key.lower(): key = "Val/" + key self.wandb.log({key: curr_val}) if "test" in key.lower(): key = "Test/" + key self.wandb.log({key: curr_val}) self.wandb.log({key: curr_val}) else: return if img is not None: if isinstance(img, (Image, Figure)): self.wandb.log({"Media/Training Curve": self.wandb.Image(img)}) if isinstance(img, (str, Path)): img_pil = PIL.Image.open(img) self.wandb.log({"Media/Training Curve": self.wandb.Image(img_pil)}) if curve is not None: if isinstance(curve, (object)): self.wandb.log({"Training Curves": curve})
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py
Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/baseline_convex_fair_regression.py
import cvxpy as cp import numpy as np import argparse import pandas as pd import torch import matplotlib.pyplot as plt from tqdm import tqdm import time import fairness_metrics import data_loader """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % This script provides an implementation of the paper in https://arxiv.org/pdf/1706.02409.pdf An example usage: python .\baseline_convex_fair_regression.py --seed {} --fairness {} --dataset {} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def run(args): # act on experiment parameters: data_loader.set_seed(args.seed) lambda_candidates = np.logspace(args.lambda_min, args.lambda_max, num=args.nlambda) if args.dataset == 'CommunitiesCrime': ds = data_loader.CommunitiesCrime() if args.dataset == 'BarPass': ds = data_loader.BarPass() if args.dataset == 'StudentsMath': ds = data_loader.StudentPerformance(subject='Math') if args.dataset == 'StudentsPortugese': ds = data_loader.StudentPerformance(subject='Portugese') ds.split_test() k = ds.get_k() metrics = { 'statistical_parity' : fairness_metrics.statistical_parity, 'bounded_group_loss_L1' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L1'), 'bounded_group_loss_L2' : fairness_metrics.bounded_group_loss, 'group_fair_expect' : fairness_metrics.group_fair_expect, 'l1_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=1), 'l2_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=2), 'MSE' : fairness_metrics.MSE, 'MAE' : fairness_metrics.MAE, 'R2' : fairness_metrics.R2 } # storage of results results_train = [] results_test = [] # get data X0, Y0 = ds.get_data_for_A(0) X0 = X0.numpy() Y0 = Y0.numpy() X1, Y1 = ds.get_data_for_A(1) X1 = X1.numpy() Y1 = Y1.numpy() X, Y, A = ds.get_data() X_test, Y_test, A_test = ds.get_test_data() # run the test for various lambdas for lambda_ in lambda_candidates: start_time = time.time() if args.fairness == 'group': D = np.exp(-(Y1-Y0.T)**2) n1n0 = D.shape[0]*D.shape[1] theta = cp.Variable((X1.shape[1],1)) theta0 = cp.Variable() objective = cp.Minimize(cp.sum((Y0-theta0-X0@theta)**2)/Y0.shape[0]+\ cp.sum((Y1-theta0-X1@theta)**2)/Y1.shape[0]+\ lambda_*(cp.sum(cp.multiply(D, (X1@theta - (X0@theta).T)))/n1n0)**2 +\ args.gamma*(theta0**2 + cp.sum_squares(theta))) problem = cp.Problem(objective, []) problem.solve(solver = cp.GUROBI, verbose=False) else: D = np.exp(-(Y1-Y0.T)**2) n1n0 = D.shape[0]*D.shape[1] theta = cp.Variable((X1.shape[1],1)) theta0 = cp.Variable() objective = cp.Minimize(cp.sum((Y0-theta0-X0@theta)**2)/Y0.shape[0]+\ cp.sum((Y1-theta0-X1@theta)**2)/Y1.shape[0]+\ lambda_*(cp.sum(cp.multiply(D, (X1@theta - (X0@theta).T)**2))/n1n0) +\ args.gamma*(theta0**2 + cp.sum_squares(theta))) problem = cp.Problem(objective, []) problem.solve(solver = cp.GUROBI, verbose=False) duration = time.time()-start_time theta = torch.tensor(theta.value).float() theta0 = torch.tensor(theta0.value).float() predict = lambda X: theta0 + X@theta # metrics on train set y_hat = predict(X) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = predict(X_test) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['lambda_'] = lambda_ test_results['lambda_'] = lambda_ train_results['time'] = duration test_results['time'] = duration results_train.append(train_results) results_test.append(test_results) df_train = pd.DataFrame(data=results_train) df_test = pd.DataFrame(data=results_test) df_train.to_csv('results_regression/cvx_regression_baseline/{}_cvx-bl-{}_{}_train_{}.csv'.format(args.dataset, \ args.gamma, \ args.fairness, args.seed)) df_test.to_csv('results_regression/cvx_regression_baseline/{}_cvx-bl-{}_{}_test_{}.csv'.format(args.dataset, \ args.gamma, \ args.fairness, args.seed)) def run_sgd(args): # act on experiment parameters: data_loader.set_seed(args.seed) lambda_candidates = np.logspace(args.lambda_min, args.lambda_max, num=args.nlambda) if args.dataset == 'CommunitiesCrime': ds = data_loader.CommunitiesCrime() if args.dataset == 'BarPass': ds = data_loader.BarPass() if args.dataset == 'StudentsMath': ds = data_loader.StudentPerformance(subject='Math') if args.dataset == 'StudentsPortugese': ds = data_loader.StudentPerformance(subject='Portugese') ds.split_test() k = ds.get_k() metrics = { 'statistical_parity' : fairness_metrics.statistical_parity, 'bounded_group_loss_L1' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L1'), 'bounded_group_loss_L2' : fairness_metrics.bounded_group_loss, 'group_fair_expect' : fairness_metrics.group_fair_expect, 'l1_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=1), 'l2_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=2), 'MSE' : fairness_metrics.MSE, 'MAE' : fairness_metrics.MAE, 'R2' : fairness_metrics.R2 } # storage of results results_train = [] results_test = [] # get data X0, Y0 = ds.get_data_for_A(0) X1, Y1 = ds.get_data_for_A(1) X, Y, A = ds.get_data() k = X.shape[1] X_test, Y_test, A_test = ds.get_test_data() # run the test for various lambdas for lambda_ in lambda_candidates: D = torch.exp(-(Y1-Y0.T)**2) objective_group = lambda theta0, theta: (torch.sum((Y0-theta0-X0@theta)**2)+torch.sum((Y1-theta0-X1@theta)**2))/(D.shape[0]+D.shape[1])+\ lambda_*(torch.mean(D*(X1@theta - (X0@theta).T)))**2 objective_individual = lambda theta0, theta: (torch.sum((Y0-theta0-X0@theta)**2)+\ torch.sum((Y1-theta0-X1@theta)**2))/(D.shape[0]+D.shape[1])+\ lambda_*(torch.mean(D*(X1@theta - (X0@theta).T)**2)) objective = objective_group if args.fairness=='group' else objective_individual theta_0 = torch.rand(1) theta = torch.rand([k, 1]) theta_0.requires_grad = True theta.requires_grad = True optimizer = torch.optim.Adam([theta_0, theta]) losses = [] for epoch in tqdm(range(5000)): optimizer.zero_grad() loss = objective(theta_0, theta) losses.append(loss.item()) loss.backward() optimizer.step() predict = lambda X: theta_0 + X@theta # metrics on train set y_hat = predict(X) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = predict(X_test) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['lambda_'] = lambda_ test_results['lambda_'] = lambda_ results_train.append(train_results) results_test.append(test_results) df_train = pd.DataFrame(data=results_train) df_test = pd.DataFrame(data=results_test) df_train.to_csv('results/cvx_regression_baseline/{}_cvx-bl-{}_{}_train_{}.csv'.format(args.dataset, \ args.gamma, \ args.fairness, args.seed)) df_test.to_csv('results/cvx_regression_baseline/{}_cvx-bl-{}_{}_test_{}.csv'.format(args.dataset, \ args.gamma, \ args.fairness, args.seed)) if __name__=='__main__': parser = argparse.ArgumentParser(description='Experiment Inputs') parser.add_argument('--seed', default=0, help='Randomness seed', type=int) parser.add_argument('--lambda_min', default=-2, type=int, help='Minimum value of lambda: 10^x') parser.add_argument('--lambda_max', default=5, type=int, help='Maximum value of lambda: 10^x') parser.add_argument('--dataset', help='Dataset to use', choices=['CommunitiesCrime', 'BarPass', 'StudentsMath', 'StudentsPortugese']) parser.add_argument('--nlambda', help='Number of lambda candidates', type=int, default=50) parser.add_argument('--gamma', help='Weight of L2 regularizer', type=float, default=0) parser.add_argument('--fairness', help='Fairness Type to use', choices=['group', 'individual']) args = parser.parse_args() run(args)
10,008
39.522267
145
py
Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/fair_training.py
# fair_training.py # training methods for fair regression import torch from torch.autograd import Variable import torch.optim as optim """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementation of stochastic gradient descent %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ # +--------------------------------------------------+ # | Algorithm: Stratified SGD - Classification | # +--------------------------------------------------+ def fair_learning(generator, predict, fair_loss, params, lambda_, psi=None, verbose = False, logdata=None, gamma_scheduler=None, lr_decay=1, lr=1e-3, logfairloss=None, **kwargs): ''' Train model using Algorithm 2, which uses mini-batch SGD to train accuracy_loss + lambda_ * fairness_loss. Args: generator (generator): Generator which yields (X,Y,A) predict (fct handle): Prediction function handle, maps X-->Y_hat fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair params (list of params): List of learnable parameters, such as returned by "nn.parameters()" or list of torch Variables lambda_ (numeric): Hyperparameter controlling influence of L_fair verbose (bool, optional): Verbosity logdata (None or tuple of X,Y,A, all torch.Tensor, optional): data for keeping track of training process gamma_scheduler (optional): Learning Rate Scheduler logfairloss (optional): Fairness log function to use for logging instead of fairloss Returns: Trainig Loss over Training if logdata is provided, but changes params ''' if logfairloss==None: logfairloss = fair_loss optimizer = optim.Adam(params, lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) criterion = torch.nn.BCEWithLogitsLoss() batch_reg_loss = [] batch_fair_loss = [] for iterate, (X,Y,A) in enumerate(generator): if logdata: with torch.no_grad(): y_hat_log = predict(logdata[0]) batch_reg_loss.append(criterion(y_hat_log, logdata[1])) y_hat_1_log = y_hat_log[logdata[2]==1] y_hat_0_log = y_hat_log[logdata[2]==0] batch_fair_loss.append(logfairloss(y_hat_1_log, y_hat_0_log)) optimizer.zero_grad() # predict y_hat = predict(X) # compute regression and fairness loss L = criterion(y_hat, Y) y_after_sig = torch.sigmoid(y_hat) y_after_sig = y_after_sig[:, None] y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] L_fair = fair_loss(y_hat_1, y_hat_0) # overall loss loss = L + lambda_ * L_fair # logging if verbose: print('Iterate {}: L_reg={}, L_fair={}'.format(iterate, L.data.item(), L_fair.data.item())) # gradient comuptation and optimizer step loss.backward() optimizer.step() return batch_reg_loss, batch_fair_loss # +--------------------------------------------------+ # | Algorithm: Stratified SGD - Regression | # +--------------------------------------------------+ def fair_learning_regression(generator, predict, fair_loss, params, lambda_, psi=None, verbose = False, logdata=None, gamma_scheduler=None, lr_decay=1, lr=1e-3, logfairloss=None, **kwargs): ''' Train model using Algorithm, which uses mini-batch SGD to train accuracy_loss + lambda_ * fairness_loss. Args: generator (generator): Generator which yields (X,Y,A) predict (fct handle): Prediction function handle, maps X-->Y_hat fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair params (list of params): List of learnable parameters, such as returned by "nn.parameters()" or list of torch Variables lambda_ (numeric): Hyperparameter controlling influence of L_fair verbose (bool, optional): Verbosity logdata (None or tuple of X,Y,A, all torch.Tensor, optional): data for keeping track of training process gamma_scheduler (optional): Learning Rate Scheduler logfairloss (optional): Fairness log function to use for logging instead of fairloss Returns: Trainig Loss over Training if logdata is provided, but changes params ''' if logfairloss==None: logfairloss = fair_loss optimizer = optim.Adam(params, lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) criterion = torch.nn.MSELoss() batch_reg_loss = [] batch_fair_loss = [] for iterate, (X,Y,A) in enumerate(generator): if logdata: with torch.no_grad(): y_hat_log = predict(logdata[0]) batch_reg_loss.append(criterion(y_hat_log, logdata[1])) y_hat_1_log = y_hat_log[logdata[2]==1] y_hat_0_log = y_hat_log[logdata[2]==0] batch_fair_loss.append(logfairloss(y_hat_1_log, y_hat_0_log)) optimizer.zero_grad() # predict y_hat = predict(X) # compute regression and fairness loss L = criterion(y_hat, Y) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] L_fair = fair_loss(y_hat_1, y_hat_0) # overall loss loss = L + lambda_ * L_fair # logging if verbose: print('Iterate {}: L_reg={}, L_fair={}'.format(iterate, L.data.item(), L_fair.data.item())) # gradient comuptation and optimizer step loss.backward() optimizer.step() return batch_reg_loss, batch_fair_loss
5,881
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py
Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/fairness_metrics.py
import torch import ot import cvxpy as cp import numpy as np """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementations of the fairness metrics (e.g. energy distance, Sinkhorn divergence, statistical parity) as well as performance metrics (e.g. MSE, accuracy) of a model mentioned in the paper. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ # +------------------------------------------+ # | Metric 1: Energy Distance | # +------------------------------------------+ def energy_distance(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' n1 = torch.numel(y1) n2 = torch.numel(y2) return (2*torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)).mean() -torch.abs(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n1*(n1-1)) -torch.abs(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(n2*(n2-1))) # +------------------------------------------+ # | Metric 2: Sinkhorn Divergence | # +------------------------------------------+ def sinkhorn_diver(y1, y2): ''' Compute type Sinkhorn divergence between empirical distribution y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Wasserstein distance ''' # compute cost matrix C = torch.sqrt(torch.norm(y1.unsqueeze(0)-y2.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink12 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() C = torch.sqrt(torch.norm(y1.unsqueeze(0)-y1.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink11 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() C = torch.sqrt(torch.norm(y2.unsqueeze(0)-y2.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink22 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() return (sink12 - 1/2 * sink11 - 1/2 * sink22).sum() # +------------------------------------------+ # | Metric 3: MMD with RBF Kernel | # +------------------------------------------+ def MMD_RBF(y1, y2): n = y1.flatten().shape[0] m = y2.flatten().shape[0] def rbf(diff, diagzero=True): sigma = 0.1 if diagzero: return torch.exp(((diff*(1-torch.eye(diff.shape[0])))**2)/(2*sigma**2)) else: return torch.exp((diff**2)/(2*sigma**2)) return (-2*rbf(y1.unsqueeze(0)-y2.unsqueeze(1), diagzero=False).sum()/(n*m) +rbf(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n*(n-1)) +rbf(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(m*(m-1))) # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' diff = torch.tensor(0) for y_test in torch.hstack((y1_hat,y2_hat)).flatten(): cdf1_y = (y1_hat<=y_test).float().mean() cdf2_y = (y2_hat<=y_test).float().mean() if (cdf1_y-cdf2_y).abs()>diff: diff = (cdf1_y-cdf2_y).abs() return diff # +------------------------------------------+ # | Evaluation Metric 2: Bounded Group Loss | # +------------------------------------------+ def bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L2'): ''' Compute fraction in group loss between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between group loss ''' r1 = y1_hat-y1 r2 = y2_hat-y2 if loss=='L2': lossf = lambda ra,rb: (ra**2).mean() / (rb**2).mean() if loss=='L1': lossf = lambda ra,rb: ra.abs().mean() / rb.abs().mean() l = lossf(r1,r2) return l if l<1 else 1/l # +------------------------------------------+ # | Evaluation Metric 3: | # | Group Fairness in Expectation | # +------------------------------------------+ def group_fair_expect(y1_hat, y2_hat, y1, y2): ''' Compute Group Fairness in Expectation between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between means ''' return (y1_hat.mean()-y2_hat.mean()).abs() # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity_classification(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' return ((y1_hat).sum() / y1_hat.shape[0] - (y2_hat).sum() / y2_hat.shape[0]).abs() # +------------------------------------------+ # | Evaluation Metric 4: lp distance | # +------------------------------------------+ def lp_dist(y1_hat, y2_hat, y1, y2, p=1): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): lp distance ''' dist = torch.tensor(0.) ys, idx = torch.hstack((y1_hat,y2_hat)).flatten().sort() for i in range(ys.shape[0]-1): cdf1_y = (y1_hat <= ys[i]).float().mean() cdf2_y = (y2_hat <= ys[i]).float().mean() dist += ((cdf1_y - cdf2_y).abs() ** p) * (ys[i+1] - ys[i]) return dist**(1/p) # +------------------------------------------+ # | Reg/Clf Metrics: MSE, MAE, Accuracy | # +------------------------------------------+ def MSE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MSE (torch.Tensor): mean squared error ''' yhats = torch.hstack((y1_hat, y2_hat)).flatten() ys = torch.hstack((y1, y2)).flatten() return ((ys-yhats)**2).mean() def MAE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MAE (torch.Tensor): mean absolute error ''' yhats = torch.hstack((y1_hat,y2_hat)).flatten() ys = torch.hstack((y1,y2)).flatten() return (ys-yhats).abs().mean() def accuracy(y1_hat, y2_hat, y1, y2): ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() total = ys.size(0) correct = (yhats == ys).sum().item() return torch.tensor(correct / total * 100) def R2(y1_hat, y2_hat, y1, y2): ''' Compute regression R2. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: R2 (torch.Tensor): mean squared error ''' ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() var_y = torch.var(ys, unbiased=False) return 1.0 - torch.nn.MSELoss(reduction="mean")(yhats, ys) / var_y
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/benchmark.py
# benchmark.py # file with functions for running experiment import fair_training import numpy as np import torch import matplotlib.pyplot as plt from scipy.spatial import ConvexHull import time def convergence_plotter(regloss, fairloss, lambda_): plt.figure(figsize=(16,5)) plt.subplot(131) plt.plot(regloss) plt.title('Regression Loss') plt.xlabel('Iteration') plt.ylabel('Regression Loss') plt.subplot(132) plt.plot(fairloss) plt.title('Fairness Loss') plt.xlabel('Iteration') plt.ylabel('Fairness Loss') plt.subplot(133) plt.plot(lambda_*np.array(fairloss)+np.array(regloss)) plt.title('Overall Loss') plt.xlabel('Iteration') plt.ylabel('Loss') plt.show() """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementaion train and test function for MFL. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def train_test_fair_learning(ds, model, fair_loss, lr, batch_size, N_epochs, lambda_, metrics, lr_decay = 1, psi=None, plot_convergence=False, logfairloss=None, train_test_split_fin=0, **kwargs): ''' Train a model using algorithm 2 and test it on metrics Args: ds (data_loader.DataLoader): Data loader to use model (torch.nn.Module): Pytorch module fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair lr (float): SGD Learning Rate batch_size (int): Batch-Size of SGD N_epochs (int): Number of epochs for SGD lambda_ (numeric): Hyperparameter controlling influence of L_fair metrics (dict with fctn handles): Metrics to use in evaluation. Will return a dict with same keys plot_convergence (bool, optional): If convergence plot of training should be shown logfairloss (fctn handle, optional): Fairness function used for logging instead of fair_loss train_test_split_fin (bool, adult data) : Train-Test split already performed on adultdata Returns: train_results, test_results: dicts of results ''' # train the model start_time = time.time() regloss, fairloss = fair_training.fair_learning(generator=ds.stratified_batch_generator_worep(batch_size, N_epochs), predict=model.forward, fair_loss=fair_loss, params=model.parameters(), lambda_=lambda_, lr_decay=lr_decay, logdata = ds.get_log_data() if plot_convergence else None, psi=psi, lr=lr, logfairloss=logfairloss, **kwargs) stop_time = time.time() # plot convergence if desired if plot_convergence: convergence_plotter(regloss, fairloss, lambda_) # compute metrics model.eval() # metrics on training set if train_test_split_fin: X, Y, A, X_test, Y_test, A_test = ds.get_adult_data() else: X, Y, A = ds.get_log_data() X_test, Y_test, A_test= ds.get_test_data() y_hat = torch.round(torch.sigmoid(model(X))) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = torch.round(torch.sigmoid(model(X_test))) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['time'] = stop_time - start_time return train_results, test_results def train_test_fair_learning_regression(ds, model, fair_loss, lr, batch_size, N_epochs, lambda_, metrics, lr_decay = 1, psi=None, plot_convergence=False, logfairloss=None, train_test_split_fin=0, **kwargs): ''' Train a model using algorithm 2 and test it on metrics Args: ds (data_loader.DataLoader): Data loader to use model (torch.nn.Module): Pytorch module fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair lr (float): SGD Learning Rate batch_size (int): Batch-Size of SGD N_epochs (int): Number of epochs for SGD lambda_ (numeric): Hyperparameter controlling influence of L_fair metrics (dict with fctn handles): Metrics to use in evaluation. Will return a dict with same keys plot_convergence (bool, optional): If convergence plot of training should be shown logfairloss (fctn handle, optional): Fairness function used for logging instead of fair_loss train_test_split_fin (bool, adult data) : Train-Test split already performed on adultdata Returns: train_results, test_results: dicts of results ''' # train the model start_time = time.time() regloss, fairloss = fair_training.fair_learning_regression(generator=ds.stratified_batch_generator_worep(batch_size, N_epochs), predict=model.forward, fair_loss=fair_loss, params=model.parameters(), lambda_=lambda_, lr_decay=lr_decay, logdata = ds.get_log_data() if plot_convergence else None, psi=psi, lr=lr, logfairloss=logfairloss, **kwargs) stop_time = time.time() # plot convergence if desired if plot_convergence: convergence_plotter(regloss, fairloss, lambda_) # compute metrics model.eval() # metrics on training set X, Y, A = ds.get_log_data() X_test, Y_test, A_test = ds.get_test_data() y_hat = model(X) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = model(X_test) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['time'] = stop_time - start_time return train_results, test_results
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/data_loader.py
# data_loader.py # utilities for loading data import torch import numpy as np import pandas as pd import copy from sklearn.model_selection import train_test_split from tqdm import tqdm from load_data import * from sklearn.preprocessing import LabelEncoder, StandardScaler from sklearn import preprocessing """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides data loading functinality for MFL. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def to_tensor(data, device): D = data if type(data) == pd.core.frame.DataFrame: D = data.to_numpy() if type(D) == np.ndarray: return torch.tensor(D, device=device).float() elif type(D) == torch.Tensor: return D.to(device).float() else: raise NotImplementedError('Currently only Torch Tensors, Numpy NDArrays and Pandas Dataframes are supported') class DataLoader: def __init__(self, X, Y, A, X_test=None, Y_test=None, A_test=None, use_tensor=True, device='cpu', info='No Info Available', min_max_scaler=None): self.device = device self.use_tensor = use_tensor self.X = to_tensor(X, device) if use_tensor else X self.A = to_tensor(A, device) if use_tensor else A self.Y = to_tensor(Y, device) if use_tensor else Y if X_test is not None: self.X_test = to_tensor(X_test, device) if use_tensor else X_test self.A_test = to_tensor(A_test, device) if use_tensor else A_test self.Y_test = to_tensor(Y_test, device) if use_tensor else Y_test self.info = info self.min_max_scaler = None def get_data(self): # get the dataset return (self.X, self.Y, self.A) def get_adult_data(self): return (self.X, self.Y, self.A, self.X_test, self.Y_test, self.A_test) def get_data_for_A(self, a): # get dataset but only for samples with attribute a X_a = self.X[(self.A==a).squeeze()] Y_a = self.Y[(self.A==a).squeeze()] return (X_a, Y_a) def stratified_batch_generator_worep(self, batch_size=32, n_epochs=100): # get propoertions of protected attribute p_A1 = self.A.mean() p_A0 = 1 - p_A1 total_samples = self.A.shape[0] # build index set of protected and unprotected attribute # number of samples to sample from each distribution n_batch_1 = int(p_A1*batch_size) n_batch_0 = int(p_A0*batch_size) for epoch in tqdm(range(n_epochs)): ind_A1 = (self.A==1).nonzero()[:,0] ind_A0 = (self.A==0).nonzero()[:,0] for _ in range(0, total_samples - batch_size + 1, batch_size): # sample indexes for protected and unprotected class sampled_indices_A1 = (torch.ones(ind_A1.shape[0]) / (ind_A1.shape[0])).multinomial( num_samples=n_batch_1, replacement=False) batch_idx1 = ind_A1[sampled_indices_A1] mask = torch.ones(ind_A1.numel(), dtype=torch.bool) mask[sampled_indices_A1] = False ind_A1 = ind_A1[mask] sampled_indices_A0 = (torch.ones(ind_A0.shape[0]) / (ind_A0.shape[0])).multinomial( num_samples=n_batch_0, replacement=False) batch_idx0 = ind_A0[sampled_indices_A0] mask = torch.ones(ind_A0.numel(), dtype=torch.bool) mask[sampled_indices_A0] = False ind_A0 = ind_A0[mask] yield (torch.vstack((self.X[batch_idx0], self.X[batch_idx1])), torch.vstack((self.Y[batch_idx0], self.Y[batch_idx1])), torch.vstack((self.A[batch_idx0], self.A[batch_idx1]))) def get_info(self): return self.info def split_test(self, **kwargs): # perform train test split, kwargs for sklearn train-test-split X_train, X_test, Y_train, Y_test, A_train, A_test = train_test_split(self.X, self.Y, self.A, **kwargs) self.X = X_train self.X_test = X_test self.Y = Y_train self.Y_test = Y_test self.A = A_train self.A_test = A_test def get_test_data(self): # get the test dataset if self.X_test is None: raise ValueError('Train-Test split has not yet been performed') if self.min_max_scaler is not None: x_vals = self.X_test.values #returns a numpy array x_scaled = self.min_max_scaler.fit_transform(x_vals) self.X_test = pd.DataFrame(x_scaled) return (self.X_test, self.Y_test, self.A_test) def get_log_data(self): # get the dataset return (self.X, self.Y, self.A) def get_k(self): return self.X.shape[1] class LawSchool(DataLoader): """This is a classification dataset""" def __init__(self, a_inside_x, **kwargs): rawdata = pd.read_sas('./data/classification/lawschool/lawschs1_1.sas7bdat') rawdata = rawdata.drop(['college', 'Year', 'URM', 'enroll'], axis=1) rawdata = rawdata.dropna(axis=0) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) X = rawdata[['LSAT', 'GPA', 'Gender', 'resident']] Y = rawdata['admit'] A = rawdata['White'] if a_inside_x: X = pd.concat((X, A), axis=1) info = '''Law School Admissions Data collected by Project SEAPHE, predict admission, don\'t discriminate White vs. Non-White\nhttp://www.seaphe.org/databases.php''' super().__init__(X, np.array(Y)[:, None], np.array(A)[:, None], info=info, **kwargs) class Drug(DataLoader): """This is a classification dataset""" def __init__(self, a_inside_x): X, Y, A = load_drug_data('data/classification/drug/drug_consumption.data.txt') info = ''' https://www.kaggle.com/danofer/compass ''' if a_inside_x: X = np.concatenate((X, A[:, None]), axis=1) super().__init__(X, Y[:, None], A[:, None], info=info) class Credit(DataLoader): """This is a classification dataset""" def __init__(self, a_inside_x, **kwargs): rawdata = pd.read_excel('./data/classification/credit_card/default_clients.xls', header=1) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) columns = list(rawdata.columns) categ_cols = [] for column in columns: if 2 < len(set(rawdata[column])) < 10: categ_cols.append((column, len(set(rawdata[column])))) preproc_data = copy.deepcopy(rawdata) for categ_col, n_items in categ_cols: for i in range(n_items): preproc_data[categ_col + str(i)] = (preproc_data[categ_col] == i).astype(float) preproc_data = preproc_data.drop(['EDUCATION', 'MARRIAGE'], axis=1) X = preproc_data.drop(['ID', 'SEX', 'default payment next month'], axis=1) Y = preproc_data['default payment next month'] A = 2 - preproc_data['SEX'] if a_inside_x: X = pd.concat((X, A), axis=1) info = '''Credit data''' self.min_max_scaler = preprocessing.MinMaxScaler() x_vals = X.values #returns a numpy array x_scaled = self.min_max_scaler.fit_transform(x_vals) X = pd.DataFrame(x_scaled) super().__init__(X, np.array(Y)[:, None], np.array(A)[:, None], info=info, **kwargs) class Adult(DataLoader): def __init__(self, a_inside_x, **kwargs): X_train_, Y_train_, X_test_, Y_test_ = adult_data_read('./data/classification/adult/') A = X_train_['Sex'] A_test = X_test_['Sex'] le = LabelEncoder() Y = le.fit_transform(Y_train_) Y = pd.Series(Y, name='>50k') Y_test = le.fit_transform(Y_test_) Y_test = pd.Series(Y_test, name='>50k') if not a_inside_x: X = X_train_.drop(labels=['Sex'], axis=1) X = pd.get_dummies(X) X_test = X_test_.drop(labels=['Sex'], axis=1) X_test = pd.get_dummies(X_test) else: X = pd.get_dummies(X_train_) X_test = pd.get_dummies(X_test_) info = """Adult dataset for classification. Train Test split is already provided""" super().__init__(X, np.array(Y)[:, None], np.array(A)[:, None], X_test, np.array(Y_test)[:, None], np.array(A_test)[:, None], info=info, **kwargs) class CommunitiesCrime(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] # init super super().__init__(X, Y, A, info=info, **kwargs) class CommunitiesCrimeClassification(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, a_inside_x, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] bin_thr = Y.mean() Y = (Y>= bin_thr).astype(int) A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] if a_inside_x: X = np.concatenate((np.array(X), np.array(A)), axis=1) # init super super().__init__(X, Y, A, info=info, **kwargs) class BarPass(DataLoader): # http://www.seaphe.org/databases.php def __init__(self, **kwargs): df = pd.read_sas('data/lawschs1_1.sas7bdat') drop_cols = ['enroll', 'college', 'Year', 'Race'] df = df[[col for col in df.columns if col not in drop_cols]] df = df.dropna() Y = df[['GPA']] A = df[['White']] X = df.drop('GPA', axis=1) info = '''Law School Admissions Data collected by Project SEAPHE, predict GPA, don\'t discriminate White vs. Non-White\nhttp://www.seaphe.org/databases.php''' self.first_call = True super().__init__(X, Y, A, info=info, **kwargs) def get_data(self): if self.first_call: self.Xs, self.Ys, self.As = next(self.stratified_batch_generator_worep(500, 1)) self.first_call = False return (self.Xs, self.Ys, self.As) def get_log_data(self): return self.get_data() class StudentPerformance(DataLoader): # https://archive.ics.uci.edu/ml/datasets/student+performance def __init__(self, subject = 'Math', **kwargs): # load data df = pd.read_csv('data/student/student-{}.csv'.format(subject.lower()[:3]), sep=';')\ # convert the categorical values categoricals = df.dtypes[df.dtypes==object].index for attribute in categoricals: options = df[attribute].unique() options.sort() options = options[:-1] for option in options: df['{}_{}'.format(attribute, option)] = (df[attribute]==option).astype(int) df = df.drop(attribute, axis=1) # extract X A Y A = df[['sex_F']] Y = df[['G3']] X = df.drop(['sex_F', 'G3'], axis=1) info = ''' Student Performance dataset. Predict Final Grade based on Attributes, don't discriminate against female students. https://archive.ics.uci.edu/ml/datasets/student+performance ''' super().__init__(X, Y, A, info=info, **kwargs) class Compas(DataLoader): def __init__(self, a_inside_x): X, Y, A = load_compas_data('data/classification/compas/compas-scores-two-years.csv') info = ''' https://www.kaggle.com/danofer/compass ''' if a_inside_x: X = np.concatenate((X, A[:, None]), axis=1) super().__init__(X, Y[:, None], A[:, None], info=info) class Synthetic1(DataLoader): # synthetic data: bias offset def __init__(self, N, k, delta_intercept = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = delta_intercept+ X_0@theta Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) class Synthetic2(DataLoader): # synthetic data: bias slope def __init__(self, N, k, delta_slope = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = X_0@(theta+delta_slope) Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) def set_seed(seed=0): torch.manual_seed(seed) np.random.seed(seed) def adult_data_read(data_root, display=False): """ Return the Adult census data in a nice package. """ dtypes = [ ("Age", "float32"), ("Workclass", "category"), ("fnlwgt", "float32"), ("Education", "category"), ("Education-Num", "float32"), ("Marital Status", "category"), ("Occupation", "category"), ("Relationship", "category"), ("Race", "category"), ("Sex", "category"), ("Capital Gain", "float32"), ("Capital Loss", "float32"), ("Hours per week", "float32"), ("Country", "category"), ("Target", "category") ] raw_train_data = pd.read_csv( data_root+'adult.data', names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) raw_test_data = pd.read_csv( data_root+'adult.test', skiprows=1, names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) train_data = raw_train_data.drop(["Education"], axis=1) # redundant with Education-Num test_data = raw_test_data.drop(["Education"], axis=1) # redundant with Education-Num filt_dtypes = list(filter(lambda x: not (x[0] in ["Target", "Education"]), dtypes)) train_data["Target"] = train_data["Target"] == " >50K" test_data["Target"] = test_data["Target"] == " >50K." rcode = { "Not-in-family": 0, "Unmarried": 1, "Other-relative": 2, "Own-child": 3, "Husband": 4, "Wife": 5 } for k, dtype in filt_dtypes: if dtype == "category": if k == "Relationship": train_data[k] = np.array([rcode[v.strip()] for v in train_data[k]]) test_data[k] = np.array([rcode[v.strip()] for v in test_data[k]]) else: train_data[k] = train_data[k].cat.codes test_data[k] = test_data[k].cat.codes return train_data.drop(["Target", "fnlwgt"], axis=1), train_data["Target"].values, test_data.drop(["Target", "fnlwgt"], axis=1), test_data["Target"].values
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/zafar_classification.py
# Baseline 1: https://arxiv.org/pdf/1706.02409.pdf import cvxpy as cp import numpy as np import argparse import pandas as pd import torch from zafar_method import funcs_disp_mist from zafar_method.utils import * import fairness_metrics import data_loader from zafar_method import utils import numpy as np from tqdm import tqdm import cvxpy as cp from collections import namedtuple from sklearn.metrics import log_loss from zafar_method import loss_funcs as lf # loss funcs that can be optimized subject to various constraints import pickle from copy import deepcopy import os, sys # from generate_synthetic_data import * from zafar_method import utils as ut from zafar_method import funcs_disp_mist as fdm import time """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % This script provides implementation of http://proceedings.mlr.press/v54/zafar17a/zafar17a.pdf. gamma parameter is the accuracy fairness tradeoff of the model. An example usage is python zafar_classification.py --dataset {} --seed {} --nlambda {} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def str2bool(v): if isinstance(v, bool): return v if v.lower() in ('yes', 'true', 't', 'y', '1'): return True elif v.lower() in ('no', 'false', 'f', 'n', '0'): return False else: raise argparse.ArgumentTypeError('Boolean value expected.') def run(args): # act on experiment parameters: data_loader.set_seed(args.seed) gamma_candidates = np.logspace(args.lambda_min, args.lambda_max, num=args.nlambda) if args.dataset == 'CommunitiesCrimeClassification': ds = data_loader.CommunitiesCrimeClassification(a_inside_x=0) if args.dataset == 'Compas': ds = data_loader.Compas(a_inside_x=0) if args.dataset == 'LawSchool': ds = data_loader.LawSchool(a_inside_x=0) if args.dataset == 'Credit': ds = data_loader.Credit(a_inside_x=0) if args.dataset == 'Adult': ds = data_loader.Adult(a_inside_x=0) train_test_split_fin = 1 if args.dataset == 'Drug': ds = data_loader.Drug(a_inside_x=0) if args.dataset != 'Adult': ds.split_test() k = ds.get_k() metrics = { 'statistical_parity' : fairness_metrics.statistical_parity, 'statistical_parity_classification' : fairness_metrics.statistical_parity_classification, 'bounded_group_loss_L1' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L1'), 'bounded_group_loss_L2' : fairness_metrics.bounded_group_loss, 'group_fair_expect' : fairness_metrics.group_fair_expect, 'l1_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=1), 'l2_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=2), 'MSE' : fairness_metrics.MSE, 'MAE' : fairness_metrics.MAE, 'accuracy' : fairness_metrics.accuracy } # storage of results results_train = [] results_test = [] X, Y, A = ds.get_data() X_test, Y_test, A_test = ds.get_test_data() x_train = X.cpu().detach().numpy() Y_train = Y.cpu().detach().numpy().flatten() a_train = A.cpu().detach().numpy().flatten() x_test = X_test.cpu().detach().numpy() y_test = Y_test.cpu().detach().numpy().flatten() a_test = A_test.cpu().detach().numpy().flatten() loss_function = "logreg" # perform the experiments with logistic regression Y_test_ = y_test.copy() Y_train_ = Y_train.copy() Y_test_[y_test == 0] = -1 Y_train_[Y_train_ == 0] = -1 # run the test for various lambdas y_train = Y_train_ y_test = Y_test_ x_control_train = {"s1": a_train} x_control_test = {"s1": a_test} cons_params = None # constraint parameters, will use them later EPS = 1e-6 for gamma in gamma_candidates: print('Training Zafar method, for gamma: {}/{}, seed:{}'.format(gamma, args.nlambda, args.seed)) start_time = time.time() # mult_range = np.arange(1.0, 0.0 - it, -it).tolist() # sensitive_attrs_to_cov_thresh = deepcopy(cov_all_train_uncons) apply_fairness_constraints = 0 # set this flag to one since we want to optimize accuracy subject to fairness constraints apply_accuracy_constraint = 1 sep_constraint = 0 # for m in mult_range: # sensitive_attrs_to_cov_thresh = deepcopy(cov_all_train_uncons) # for s_attr in sensitive_attrs_to_cov_thresh.keys(): # for cov_type in sensitive_attrs_to_cov_thresh[s_attr].keys(): # for s_val in sensitive_attrs_to_cov_thresh[s_attr][cov_type]: # sensitive_attrs_to_cov_thresh[s_attr][cov_type][s_val] *= m sensitive_attrs_to_cov_thresh = {"s1":0} w = train_model(x_train, y_train, x_control_train, lf._logistic_loss, apply_fairness_constraints, apply_accuracy_constraint, sep_constraint, ['s1'], sensitive_attrs_to_cov_thresh, gamma) # y_test_predicted = np.sign(np.dot(x_test, w)) # correct_answers = (y_test_predicted == y_test).astype(int) # will have 1 when the prediction and the actual label match # accuracy = float(sum(correct_answers)) / float(len(correct_answers)) # y_test_predict[y_test_predict == -1] = 0 # w = torch.tensor(w).float() # theta0 = torch.tensor(w).float() stop_time = time.time() predict = lambda X: torch.tensor(np.maximum(np.sign(np.dot(X.cpu().detach().numpy(), w)), 0)).float() # metrics on train set y_hat = predict(X).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = predict(X_test).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['lambda_'] = gamma train_results['time'] = stop_time - start_time test_results['lambda_'] = gamma results_train.append(train_results) results_test.append(test_results) df_train = pd.DataFrame(data=results_train) df_test = pd.DataFrame(data=results_test) df_train.to_csv('results/zafar/{}_zafar_{}_train.csv'.format(args.dataset, args.seed)) df_test.to_csv('results/zafar/{}_zafar_{}_test.csv'.format(args.dataset, args.seed)) PARAMS = {'dataset':args.dataset, 'method':'zafar', 'seed':args.seed, 'nlambda': args.nlambda, 'lambda_min':args.lambda_min, 'lambda_max':args.lambda_max, 'a_inside_x': False } with open('results/zafar/{}_zafar_{}.pkl'.format(args.dataset, args.seed), 'wb') as f: pickle.dump({**PARAMS}, f, protocol=pickle.HIGHEST_PROTOCOL) if __name__=='__main__': parser = argparse.ArgumentParser(description='Experiment Inputs') parser.add_argument('--seed', default=0, help='Randomness seed', type=int) parser.add_argument('--lambda_min', default=-5, type=int, help='Minimum value of lambda: 10^x') parser.add_argument('--lambda_max', default=1, type=int, help='Maximum value of lambda: 10^x') parser.add_argument('--dataset', help='Dataset to use', choices=['CommunitiesCrimeClassification', 'Compas', 'LawSchool', 'Adult', 'Credit', 'Drug']) parser.add_argument('--nlambda', help='Number of lambda candidates', type=int, default=25) args = parser.parse_args() run(args)
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/MMD_fair.py
# fair_training.py # training methods for fair regression import torch from torch.autograd import Variable import torch.optim as optim import time from tqdm import tqdm # +---------------------------------+ # | Algorithm 1: Gradient Descent | # +---------------------------------+ """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % This script provides an implementation of the paper in https://papers.nips.cc/paper/2020/file/af9c0e0c1dee63e5acad8b7ed1a5be96-Paper.pdf %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def mmd_gradient_descent(X, Y, A, model, predict, reg_loss, fair_loss, params, lr, N_iterates, lambda_, verbose=False, log=False, logfairloss=None, lr_decay=1, **kwargs): ''' Train model using Algorithm 1, which uses simple gradient descent. Args: X (torch.Tensor): X data Y (torch.Tensor): Y data A (torch.Tensor): A data predict (fct handle): Prediction function handle, maps X-->Y_hat reg_loss (fct handle): Regression Loss function handle, maps Y_hat, Y-->L_reg fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair params (list of params): List of learnable parameters, such as returned by "nn.parameters()" or list of torch Variables lr (float): SGD Learning Rate N_iterates (int): Number of iterates for SGD lambda_ (numeric): Hyperparameter controlling influence of L_fair psi (fct handle, optional):Transformation function maps from Y_hat, Y --> score, fair_loss is computed on score verbose (bool, optional): Verbosity log (bool, optional): Return training path logfairloss (optional): Sinkhorn divergence Returns: Trainig Loss over Training if log=True, but changes params ''' optimizer = optim.SGD(params, lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) criterion = torch.nn.BCEWithLogitsLoss() # optimizer = optim.Adam(params) #scheduler = optim.lr_scheduler.StepLR(optimizer, step_size=100, gamma=0.1) epoch_reg_loss = [] epoch_fair_loss = [] for iterate in tqdm(range(N_iterates)): # zero grad accumulator optimizer.zero_grad() # predict y_hat = predict(X) y_hat_first_layer = model.first_layer(X) L_reg = criterion(y_hat, Y) # y_hat = torch.sigmoid(y_hat) # compute regression and fairness loss y_hat_1 = y_hat_first_layer[A.squeeze()==1] y_hat_0 = y_hat_first_layer[A.squeeze()==0] L_fair = fair_loss(y_hat_1, y_hat_0) # all_linear1_params = torch.cat([x.view(-1) for x in model.linear1.parameters()]) # all_linear2_params = torch.cat([x.view(-1) for x in model.linear2.parameters()]) # W_froben = torch.norm(all_linear1_params, 2) ** 2 # V_froben = torch.norm(all_linear2_params, 2) ** 2 # overall loss # reg_weight = 0.1 loss = L_reg + lambda_ * L_fair # logging if verbose: print('Iterate {}: L_reg={}, L_fair={}'.format(iterate, L_reg.data.item(), L_fair.data.item())) if log: epoch_fair_loss.append(L_fair.data.item()) epoch_reg_loss.append(L_reg.data.item()) # gradient comuptation and optimizer step loss.backward() optimizer.step() #scheduler.step() return epoch_reg_loss, epoch_fair_loss def mmd_fair_traintest(ds, model, reg_loss, fair_loss, lr, n_iterates, lambda_, metrics, psi=None, plot_convergence=False, logfairloss=None, train_test_split_fin=0, lr_decay=1, **kwargs): ''' Train a model using algorithm 2 and test it on metrics Args: ds (data_loader.DataLoader): Data loader to use model (torch.nn.Module): Pytorch module fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair lr (float): SGD Learning Rate batch_size (int): Batch-Size of SGD N_epochs (int): Number of epochs for SGD lambda_ (numeric): Hyperparameter controlling influence of L_fair metrics (dict with fctn handles): Metrics to use in evaluation. Will return a dict with same keys plot_convergence (bool, optional): If convergence plot of training should be shown logfairloss (fctn handle, optional): Fairness function used for logging instead of fair_loss train_test_split_fin (bool, adult data) : Train-Test split already performed on adultdata Returns: train_results, test_results: dicts of results ''' # train the model start_time = time.time() if train_test_split_fin: X, Y, A, X_test, Y_test, A_test = ds.get_adult_data() else: X, Y, A = ds.get_log_data() X_test, Y_test, A_test= ds.get_test_data() regloss, fairloss = mmd_gradient_descent(X, Y, A, model, model.forward, reg_loss, fair_loss, model.parameters(), lr, n_iterates, lambda_, logdata = ds.get_log_data() if plot_convergence else None, logfairloss=logfairloss, lr_decay=lr_decay, **kwargs) # plot convergence if desired if plot_convergence: convergence_plotter(regloss, fairloss, lambda_) # compute metrics model.eval() # metrics on training seed stop_time = time.time() y_hat = torch.round(torch.sigmoid(model.forward(X))) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['time'] = stop_time - start_time # metrics on test set y_hat = torch.round(torch.sigmoid(model.forward(X_test))) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() return train_results, test_results
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/models.py
# models.py # models for regression import torch import torch.nn as nn import torch.nn.functional as F """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % This script provides models for MFL and Oneta et al. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ class LinearRegression(nn.Module): def __init__(self, k): super(LinearRegression, self).__init__() self.linear = torch.nn.Linear(k, 1, bias=True) def forward(self, x): return self.linear(x) class NeuralNetwork(nn.Module): def __init__(self, k): super(NeuralNetwork, self).__init__() self.linear1 = torch.nn.Linear(k, 20, bias=True) self.linear2 = torch.nn.Linear(20, 1, bias=True) def forward(self, x): x = F.relu(self.linear1(x)) self.output = self.linear2(x) return self.output """Model of MFL""" class NeuralNetworkClassification(nn.Module): def __init__(self, k): super(NeuralNetworkClassification, self).__init__() self.linear1 = torch.nn.Linear(k, 16, bias=True) self.linear2 = torch.nn.Linear(16, 1, bias=True) def forward(self, x): x = F.relu(self.linear1(x)) self.output = self.linear2(x) return self.output """Model of Oneta et al.""" class NeuralNetwork_MMD(nn.Module): def __init__(self, k): super(NeuralNetwork_MMD, self).__init__() self.linear1 = torch.nn.Linear(k, 16, bias=True) self.sigmoid_ = torch.nn.ReLU() self.linear2 = torch.nn.Linear(16, 1, bias=True) def first_layer(self, x): return self.sigmoid_((self.linear1(x))) def forward(self, x): self.output = self.linear2(self.sigmoid_((self.linear1(x)))) return self.output # loss_functions: MAE and MSE def MSE(y_pred, y): return ((y_pred - y) ** 2).mean() def MAE(y_pred, y): return (y_pred - y).abs().mean()
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/fair_KDE.py
# Baseline Fair KDE : https://proceedings.neurips.cc//paper/2020/file/ac3870fcad1cfc367825cda0101eee62-Paper.pdf import cvxpy as cp import numpy as np import argparse import pandas as pd import torch import fairness_metrics import data_loader from tqdm import tqdm from collections import namedtuple from sklearn.metrics import log_loss from copy import deepcopy import os, sys import time import pickle import random import matplotlib.pyplot as plt import torch.optim as optim from Fair_KDE.models import Classifier import matplotlib.pyplot as plt import torch.nn as nn from torch.utils.data import DataLoader from Fair_KDE.dataloader import CustomDataset import time """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementation of https://proceedings.neurips.cc/paper/2020/file/ac3870fcad1cfc367825cda0101eee62-Paper.pdf An example usage python fair_KDE.py --dataset {} --seed {} --nlambda {} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ tau = 0.5 # Approximation of Q-function given by López-Benítez & Casadevall (2011) based on a second-order exponential function & Q(x) = 1- Q(-x): a = 0.4920 b = 0.2887 c = 1.1893 Q_function = lambda x: torch.exp(-a*x**2 - b*x - c) def CDF_tau(Yhat, h=0.01, tau=0.5): m = len(Yhat) Y_tilde = (tau-Yhat)/h sum_ = torch.sum(Q_function(Y_tilde[Y_tilde>0])) \ + torch.sum(1-Q_function(torch.abs(Y_tilde[Y_tilde<0]))) \ + 0.5*(len(Y_tilde[Y_tilde==0])) return sum_/m def Huber_loss(x, delta): if x.abs() < delta: return (x ** 2) / 2 return delta * (x.abs() - delta / 2) # act on experiment parameters: def run(args): # act on experiment parameters: seed = args.seed data_loader.set_seed(args.seed) ##### Other training hyperparameters ##### lr = 2e-4 n_epochs = 200 lr_decay = 1.0 batch_size = 2048 n_epochs = 500 lambda_candidates = np.logspace(args.lambda_min, args.lambda_max, num=args.nlambda) if args.dataset == 'CommunitiesCrimeClassification': ds = data_loader.CommunitiesCrimeClassification(a_inside_x=0) batch_size = 128 if args.dataset == 'Compas': ds = data_loader.Compas(a_inside_x=0) lr = 5e-4 batch_size = 2048 if args.dataset == 'LawSchool': ds = data_loader.LawSchool(a_inside_x=0) lr = 2e-4 batch_size = 2048 if args.dataset == 'Credit': ds = data_loader.Credit(a_inside_x=0) lr = 5e-4 n_batch = 2048 if args.dataset == 'Adult': ds = data_loader.Adult(0) train_test_split_fin = 1 batch_size = 2048 lr = 1e-1 lr_decay - 0.98 if args.dataset == 'Drug': ds = data_loader.Drug(a_inside_x=0) batch_size = 128 if args.dataset != 'Adult': ds.split_test() k = ds.get_k() metrics = { 'statistical_parity' : fairness_metrics.statistical_parity, 'statistical_parity_classification' : fairness_metrics.statistical_parity_classification, 'bounded_group_loss_L1' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L1'), 'bounded_group_loss_L2' : fairness_metrics.bounded_group_loss, 'group_fair_expect' : fairness_metrics.group_fair_expect, 'l1_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=1), 'l2_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=2), 'MSE' : fairness_metrics.MSE, 'MAE' : fairness_metrics.MAE, 'accuracy' : fairness_metrics.accuracy } # storage of results results_train = [] results_test = [] ##### Which fairness notion to consider (Demographic Parity / Equalized Odds) ##### fairness = 'DP' # ['DP', 'EO'] ##### Model specifications ##### n_layers = 2 # [positive integers] n_hidden_units = 16 # [positive integers] ##### Our algorithm hyperparameters ##### h = 0.1 # Bandwidth hyperparameter in KDE [positive real numbers] delta = 1.0 # Delta parameter in Huber loss [positive real numbers] lambda_ = 0.05 # regularization factor of DDP/DEO; Positive real numbers \in [0.0, 1.0] random.seed(seed) np.random.seed(seed) torch.manual_seed(seed) ##### Whether to enable GPU training or not device = torch.device('cpu') # or torch.device('cpu') # Import dataset # dataset = FairnessDataset(dataset=dataset_name, device=device) # dataset.normalize() input_dim = k + 1 net = Classifier(n_layers=n_layers, n_inputs=input_dim, n_hidden_units=n_hidden_units) net = net.to(device) # Set an optimizer optimizer = optim.Adam(net.parameters(), lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) # None # X, Y, A = ds.get_data() # X_test, Y_test, A_test = ds.get_test_data() # x_train = X.cpu().detach().numpy() # Y_train = Y.cpu().detach().numpy().flatten() # a_train = A.cpu().detach().numpy().flatten() # x_test = X_test.cpu().detach().numpy() # y_test = Y_test.cpu().detach().numpy().flatten() # a_test = A_test.cpu().detach().numpy().flatten() # train_tensors, test_tensors = dataset.get_dataset_in_tensor() # X_train, Y_train, Z_train, XZ_train = train_tensors # X_test, Y_test, Z_test, XZ_test = test_tensors # Retrieve train/test splitted numpy arrays for index=split # train_arrays, test_arrays = dataset.get_dataset_in_ndarray() # X_train_np, Y_train_np, Z_train_np, XZ_train_np = train_arrays # X_test_np, Y_test_np, Z_test_np, XZ_test_np = test_arrays if args.dataset == 'Adult': X_train, Y_train, Z_train, X_test, Y_test, Z_test = ds.get_adult_data() else: X_train, Y_train, Z_train = ds.get_data() X_test, Y_test, Z_test = ds.get_test_data() XZ_test = torch.cat([X_test, Z_test], 1) XZ_train = torch.cat([X_train, Z_train], 1) custom_dataset = CustomDataset(XZ_train, Y_train, Z_train) if batch_size == 'full': batch_size_ = XZ_train.shape[0] elif isinstance(batch_size, int): batch_size_ = batch_size generator = DataLoader(custom_dataset, batch_size=batch_size_, shuffle=True) pi = torch.tensor(np.pi).to(device) phi = lambda x: torch.exp(-0.5*x**2)/torch.sqrt(2*pi) #normal distribution # # An empty dataframe for logging experimental results # df = pd.DataFrame() # df_ckpt = pd.DataFrame() loss_function = nn.BCELoss() costs = [] time_track = [] for lambda_ in lambda_candidates: print('Training FKDE method, for lambda: {}/{}, seed:{}'.format(lambda_, args.nlambda, args.seed)) start_time = time.time() for epoch in range(n_epochs): for i, (xz_batch, y_batch, z_batch) in enumerate(generator): xz_batch, y_batch, z_batch = xz_batch.to(device), y_batch.to(device), z_batch.to(device) Yhat = net(xz_batch) Ytilde = torch.round(Yhat.squeeze()) cost = 0 dtheta = 0 m = z_batch.shape[0] # prediction loss p_loss = loss_function(Yhat.squeeze(), y_batch.squeeze()) cost += (1 - lambda_) * p_loss # DP_Constraint if fairness == 'DP': Pr_Ytilde1 = CDF_tau(Yhat.detach(), h, tau) for z in range(1): Pr_Ytilde1_Z = CDF_tau(Yhat.detach()[z_batch==z],h,tau) m_z = z_batch[z_batch==z].shape[0] Delta_z = Pr_Ytilde1_Z-Pr_Ytilde1 Delta_z_grad = torch.dot(phi((tau-Yhat.detach()[z_batch==z])/h).view(-1), Yhat[z_batch==z].view(-1))/h/m_z Delta_z_grad -= torch.dot(phi((tau-Yhat.detach())/h).view(-1), Yhat.view(-1))/h/m if Delta_z.abs() >= delta: if Delta_z > 0: Delta_z_grad *= lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= -lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= lambda_*Delta_z cost += Delta_z_grad # EO_Constraint elif fairness == 'EO': for y in [0,1]: Pr_Ytilde1_Y = CDF_tau(Yhat[y_batch==y].detach(),h,tau) m_y = y_batch[y_batch==y].shape[0] for z in range(1): Pr_Ytilde1_ZY = CDF_tau(Yhat[(y_batch==y) & (z_batch==z)].detach(),h,tau) m_zy = z_batch[(y_batch==y) & (z_batch==z)].shape[0] Delta_zy = Pr_Ytilde1_ZY-Pr_Ytilde1_Y Delta_zy_grad = torch.dot( phi((tau-Yhat[(y_batch==y) & (z_batch==z)].detach())/h).view(-1), Yhat[(y_batch==y) & (z_batch==z)].view(-1) )/h/m_zy Delta_zy_grad -= torch.dot( phi((tau-Yhat[y_batch==y].detach())/h).view(-1), Yhat[y_batch==y].view(-1) )/h/m_y if Delta_zy.abs() >= delta: if Delta_zy > 0: Delta_zy_grad *= lambda_*delta cost += Delta_zy_grad else: Delta_zy_grad *= lambda_*delta cost += -lambda_*delta*Delta_zy_grad else: Delta_zy_grad *= lambda_*Delta_zy cost += Delta_zy_grad optimizer.zero_grad() if (torch.isnan(cost)).any(): continue cost.backward() optimizer.step() costs.append(cost.item()) # Print the cost per 10 batches # if (i + 1) % 10 == 0 or (i + 1) == len(generator): # print('Lambda:{}, Epoch [{}/{}], Batch [{}/{}], Cost: {:.4f}'.format(lambda_, epoch+1, n_epochs, # i+1, len(generator), # cost.item()), end='\r') if lr_scheduler is not None: lr_scheduler.step() stop_time = time.time() def predict(XZ): Y_hat_ = net(XZ) Y_hat_[Y_hat_>=0.5] = 1 Y_hat_[Y_hat_ < 0.5] = 0 return Y_hat_ # metrics on train set y_hat = predict(XZ_train).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[Z_train==1] y_hat_0 = y_hat[Z_train==0] y_1 = Y_train[Z_train==1] y_0 = Y_train[Z_train==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['time'] = stop_time - start_time # metrics on test set y_hat = predict(XZ_test).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[Z_test==1] y_hat_0 = y_hat[Z_test==0] y_1 = Y_test[Z_test==1] y_0 = Y_test[Z_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['lambda_'] = lambda_ test_results['lambda_'] = lambda_ print(train_results) results_train.append(train_results) results_test.append(test_results) # df_train = pd.DataFrame(data=results_train) # df_test = pd.DataFrame(data=results_test) # df_train.to_csv('results/{}_zafar_{}_train.csv'.format(args.dataset, 0)) # df_test.to_csv('results/{}_zafar_{}_test.csv'.format(args.dataset, 0)) df_train = pd.DataFrame(data=results_train) df_test = pd.DataFrame(data=results_test) df_train.to_csv('results/FKDE/{}_FKDE_{}_train.csv'.format(args.dataset, args.seed)) df_test.to_csv('results/FKDE/{}_FKDE_{}_test.csv'.format(args.dataset, args.seed)) PARAMS = {'dataset':args.dataset, 'batch_size':batch_size, 'lr':lr, 'epochs':n_epochs, 'seed':args.seed, 'method':'FKDE', 'nlambda': args.nlambda, 'lambda_min':args.lambda_min, 'lambda_max':args.lambda_max, 'algorihtm':'adam', 'L':'BCE_cross_entropy', 'lr_decay':lr_decay, 'a_inside_x': True } with open('results/FKDE/{}_FKDE_{}.pkl'.format(args.dataset, args.seed), 'wb') as f: pickle.dump({**PARAMS}, f, protocol=pickle.HIGHEST_PROTOCOL) if __name__=='__main__': parser = argparse.ArgumentParser(description='Experiment Inputs') parser.add_argument('--seed', default=0, help='Randomness seed', type=int) parser.add_argument('--lambda_min', default=-5, type=int, help='Minimum value of lambda: 10^x') parser.add_argument('--lambda_max', default=2, type=int, help='Maximum value of lambda: 10^x') parser.add_argument('--dataset', help='Dataset to use', choices=['CommunitiesCrimeClassification', 'LawSchool', 'Compas', 'Adult', 'Credit', 'Drug']) parser.add_argument('--nlambda', help='Number of lambda candidates', type=int, default=50) args = parser.parse_args() run(args)
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/Fair_KDE/fairness_metrics.py
import torch import cvxpy as cp import numpy as np # +------------------------------------------+ # | Metric 1: Energy Distance | # +------------------------------------------+ def energy_distance(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' return (2*torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)).mean() -torch.abs(y1.unsqueeze(0)-y1.unsqueeze(1)).mean() -torch.abs(y2.unsqueeze(0)-y2.unsqueeze(1)).mean()) def energy_distance_forloop(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' d11 = torch.tensor(0.) d12 = torch.tensor(0.) d22 = torch.tensor(0.) for y_ in y1: d11 += (y_-y1).abs().mean() d12 += (y_-y2).abs().mean() d11 = d11/(y1.shape[0]) d12 = d12/(y1.shape[0]) for y_ in y2: d22 += (y_-y2).abs().mean() d22 = d22/(y2.shape[0]) return 2*d12-d11-d22 # +------------------------------------------+ # | Metric 2: Wasserstein Distance | # +------------------------------------------+ def W1dist(y1,y2): ''' Compute type 1 Wasserstein distance between empirical distribution y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Wasserstein distance ''' # compute cost matrix C = torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)) C_np = C.data.numpy() # solve OT problem T = cp.Variable(C_np.shape) ones_1 = np.ones((C_np.shape[0], 1)) ones_2 = np.ones((C_np.shape[1], 1)) objective = cp.Minimize(cp.sum(cp.multiply(C_np,T))) constraints = [ T >=0, T@ones_2==ones_1/len(ones_1), T.T@ones_1==ones_2/len(ones_2) ] problem = cp.Problem(objective, constraints) problem.solve(solver=cp.GUROBI) # objective value for gradient computation return (torch.Tensor(T.value)*C).sum() # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' diff = torch.tensor(0) for y_test in torch.hstack((y1_hat,y2_hat)).flatten(): cdf1_y = (y1_hat<=y_test).float().mean() cdf2_y = (y2_hat<=y_test).float().mean() if (cdf1_y-cdf2_y).abs()>diff: diff = (cdf1_y-cdf2_y).abs() return diff # +------------------------------------------+ # | Evaluation Metric 2: Bounded Group Loss | # +------------------------------------------+ def bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L2'): ''' Compute fraction in group loss between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between group loss ''' r1 = y1_hat-y1 r2 = y2_hat-y2 if loss=='L2': lossf = lambda ra,rb: (ra**2).mean() / (rb**2).mean() if loss=='L1': lossf = lambda ra,rb: ra.abs().mean() / rb.abs().mean() l = lossf(r1,r2) return l if l<1 else 1/l # +------------------------------------------+ # | Evaluation Metric 3: | # | Group Fairness in Expectation | # +------------------------------------------+ def group_fair_expect(y1_hat, y2_hat, y1, y2): ''' Compute Group Fairness in Expectation between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between means ''' return (y1_hat.mean()-y2_hat.mean()).abs() # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity_classification(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' return ((y1_hat).sum() / y1_hat.shape[0] - (y2_hat).sum() / y2_hat.shape[0]).abs() # +------------------------------------------+ # | Evaluation Metric 4: lp distance | # +------------------------------------------+ def lp_dist(y1_hat, y2_hat, y1, y2, p=1): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): lp distance ''' dist = torch.tensor(0.) ys, idx = torch.hstack((y1_hat,y2_hat)).flatten().sort() for i in range(ys.shape[0]-1): cdf1_y = (y1_hat <= ys[i]).float().mean() cdf2_y = (y2_hat <= ys[i]).float().mean() dist += ((cdf1_y - cdf2_y).abs() ** p) * (ys[i+1] - ys[i]) return dist**(1/p) # +------------------------------------------+ # | Regression Metric 1: MSE | # +------------------------------------------+ def MSE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MSE (torch.Tensor): mean squared error ''' yhats = torch.hstack((y1_hat,y2_hat)).flatten() ys = torch.hstack((y1,y2)).flatten() return ((ys-yhats)**2).mean() def MAE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MAE (torch.Tensor): mean absolute error ''' yhats = torch.hstack((y1_hat,y2_hat)).flatten() ys = torch.hstack((y1,y2)).flatten() return (ys-yhats).abs().mean() def accuracy(y1_hat, y2_hat, y1, y2): ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() total = ys.size(0) correct = (yhats == ys).sum().item() # print('Accuracy of the network on the 10000 test images: %d %%' % ( # 100 * correct / total)) return torch.tensor(correct / total * 100)
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/Fair_KDE/algorithm.py
import random import IPython import numpy as np import pandas as pd import matplotlib.pyplot as plt import torch import torch.nn as nn from torch.utils.data import DataLoader from dataloader import CustomDataset from utils import measures_from_Yhat tau = 0.5 # Approximation of Q-function given by López-Benítez & Casadevall (2011) based on a second-order exponential function & Q(x) = 1- Q(-x): a = 0.4920 b = 0.2887 c = 1.1893 Q_function = lambda x: torch.exp(-a*x**2 - b*x - c) def CDF_tau(Yhat, h=0.01, tau=0.5): m = len(Yhat) Y_tilde = (tau-Yhat)/h sum_ = torch.sum(Q_function(Y_tilde[Y_tilde>0])) \ + torch.sum(1-Q_function(torch.abs(Y_tilde[Y_tilde<0]))) \ + 0.5*(len(Y_tilde[Y_tilde==0])) return sum_/m def Huber_loss(x, delta): if x.abs() < delta: return (x ** 2) / 2 return delta * (x.abs() - delta / 2) def train_fair_classifier(dataset, net, optimizer, lr_scheduler, fairness, lambda_, h, delta, device, n_epochs=200, batch_size=2048, seed=0): # Retrieve train/test splitted pytorch tensors for index=split train_tensors, test_tensors = dataset.get_dataset_in_tensor() X_train, Y_train, Z_train, XZ_train = train_tensors X_test, Y_test, Z_test, XZ_test = test_tensors # Retrieve train/test splitted numpy arrays for index=split # train_arrays, test_arrays = dataset.get_dataset_in_ndarray() # X_train_np, Y_train_np, Z_train_np, XZ_train_np = train_arrays # X_test_np, Y_test_np, Z_test_np, XZ_test_np = test_arrays custom_dataset = CustomDataset(XZ_train, Y_train, Z_train) if batch_size == 'full': batch_size_ = XZ_train.shape[0] elif isinstance(batch_size, int): batch_size_ = batch_size data_loader = DataLoader(custom_dataset, batch_size=batch_size_, shuffle=True) pi = torch.tensor(np.pi).to(device) phi = lambda x: torch.exp(-0.5*x**2)/torch.sqrt(2*pi) #normal distribution # An empty dataframe for logging experimental results df = pd.DataFrame() df_ckpt = pd.DataFrame() loss_function = nn.BCELoss() costs = [] for epoch in range(n_epochs): for i, (xz_batch, y_batch, z_batch) in enumerate(data_loader): xz_batch, y_batch, z_batch = xz_batch.to(device), y_batch.to(device), z_batch.to(device) Yhat = net(xz_batch) Ytilde = torch.round(Yhat.detach().reshape(-1)) cost = 0 dtheta = 0 m = z_batch.shape[0] # prediction loss p_loss = loss_function(Yhat.squeeze(), y_batch) cost += (1 - lambda_) * p_loss # DP_Constraint if fairness == 'DP': Pr_Ytilde1 = CDF_tau(Yhat.detach(),h,tau) for z in range(1): Pr_Ytilde1_Z = CDF_tau(Yhat.detach()[z_batch==z],h,tau) m_z = z_batch[z_batch==z].shape[0] Delta_z = Pr_Ytilde1_Z-Pr_Ytilde1 Delta_z_grad = torch.dot(phi((tau-Yhat.detach()[z_batch==z])/h).view(-1), Yhat[z_batch==z].view(-1))/h/m_z Delta_z_grad -= torch.dot(phi((tau-Yhat.detach())/h).view(-1), Yhat.view(-1))/h/m if Delta_z.abs() >= delta: if Delta_z > 0: Delta_z_grad *= lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= -lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= lambda_*Delta_z cost += Delta_z_grad # EO_Constraint elif fairness == 'EO': for y in [0,1]: Pr_Ytilde1_Y = CDF_tau(Yhat[y_batch==y].detach(),h,tau) m_y = y_batch[y_batch==y].shape[0] for z in range(1): Pr_Ytilde1_ZY = CDF_tau(Yhat[(y_batch==y) & (z_batch==z)].detach(),h,tau) m_zy = z_batch[(y_batch==y) & (z_batch==z)].shape[0] Delta_zy = Pr_Ytilde1_ZY-Pr_Ytilde1_Y Delta_zy_grad = torch.dot( phi((tau-Yhat[(y_batch==y) & (z_batch==z)].detach())/h).view(-1), Yhat[(y_batch==y) & (z_batch==z)].view(-1) )/h/m_zy Delta_zy_grad -= torch.dot( phi((tau-Yhat[y_batch==y].detach())/h).view(-1), Yhat[y_batch==y].view(-1) )/h/m_y if Delta_zy.abs() >= delta: if Delta_zy > 0: Delta_zy_grad *= lambda_*delta cost += Delta_zy_grad else: Delta_zy_grad *= lambda_*delta cost += -lambda_*delta*Delta_zy_grad else: Delta_zy_grad *= lambda_*Delta_zy cost += Delta_zy_grad optimizer.zero_grad() if (torch.isnan(cost)).any(): continue cost.backward() optimizer.step() costs.append(cost.item()) # Print the cost per 10 batches if (i + 1) % 10 == 0 or (i + 1) == len(data_loader): print('Epoch [{}/{}], Batch [{}/{}], Cost: {:.4f}'.format(epoch+1, n_epochs, i+1, len(data_loader), cost.item()), end='\r') if lr_scheduler is not None: lr_scheduler.step() Yhat_train = net(XZ_train).squeeze().detach().cpu().numpy() df_temp = measures_from_Yhat(Y_train_np, Z_train_np, Yhat=Yhat_train, threshold=tau) df_temp['epoch'] = epoch * len(data_loader) + i + 1 df_ckpt = df_ckpt.append(df_temp) # Plot (cost, train accuracies, fairness measures) curves per 50 epochs if (epoch + 1) % 50 == 0: IPython.display.clear_output() print('Currently working on - seed: {}'.format(seed)) plt.figure(figsize=(15,5), dpi=100) plt.subplot(1,3,1) plt.plot(costs) plt.xlabel('x10 iterations') plt.title('cost') plt.subplot(1,3,2) plt.plot(df_ckpt['acc'].to_numpy()) plt.xlabel('epoch') plt.title('Accuracy') plt.subplot(1,3,3) if fairness == 'DP': plt.plot(df_ckpt['DDP'].to_numpy()) plt.title('DDP') elif fairness == 'EO': plt.plot(df_ckpt['DEO'].to_numpy()) plt.title('DEO') plt.xlabel('epoch') plt.show() Yhat_test = net(XZ_test).squeeze().detach().cpu().numpy() df_test = measures_from_Yhat(Y_test_np, Z_test_np, Yhat=Yhat_test, threshold=tau) return df_test
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/Fair_KDE/dataloader.py
import os import copy import torch import random import numpy as np import pandas as pd import matplotlib.pyplot as plt import data_loader from tempeh.configurations import datasets from sklearn.datasets import make_moons from sklearn.preprocessing import LabelEncoder, StandardScaler def arrays_to_tensor(X, Y, Z, XZ, device): return torch.FloatTensor(X).to(device), torch.FloatTensor(Y).to(device), torch.FloatTensor(Z).to(device), torch.FloatTensor(XZ).to(device) def adult(data_root, display=False): """ Return the Adult census data in a nice package. """ dtypes = [ ("Age", "float32"), ("Workclass", "category"), ("fnlwgt", "float32"), ("Education", "category"), ("Education-Num", "float32"), ("Marital Status", "category"), ("Occupation", "category"), ("Relationship", "category"), ("Race", "category"), ("Sex", "category"), ("Capital Gain", "float32"), ("Capital Loss", "float32"), ("Hours per week", "float32"), ("Country", "category"), ("Target", "category") ] raw_train_data = pd.read_csv( data_root+'adult.data', names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) raw_test_data = pd.read_csv( data_root+'adult.test', skiprows=1, names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) train_data = raw_train_data.drop(["Education"], axis=1) # redundant with Education-Num test_data = raw_test_data.drop(["Education"], axis=1) # redundant with Education-Num filt_dtypes = list(filter(lambda x: not (x[0] in ["Target", "Education"]), dtypes)) train_data["Target"] = train_data["Target"] == " >50K" test_data["Target"] = test_data["Target"] == " >50K." rcode = { "Not-in-family": 0, "Unmarried": 1, "Other-relative": 2, "Own-child": 3, "Husband": 4, "Wife": 5 } for k, dtype in filt_dtypes: if dtype == "category": if k == "Relationship": train_data[k] = np.array([rcode[v.strip()] for v in train_data[k]]) test_data[k] = np.array([rcode[v.strip()] for v in test_data[k]]) else: train_data[k] = train_data[k].cat.codes test_data[k] = test_data[k].cat.codes return train_data.drop(["Target", "fnlwgt"], axis=1), train_data["Target"].values, test_data.drop(["Target", "fnlwgt"], axis=1), test_data["Target"].values def compas_data_loader(): """ Downloads COMPAS data from the propublica GitHub repository. :return: pandas.DataFrame with columns 'sex', 'age', 'juv_fel_count', 'juv_misd_count', 'juv_other_count', 'priors_count', 'two_year_recid', 'age_cat_25 - 45', 'age_cat_Greater than 45', 'age_cat_Less than 25', 'race_African-American', 'race_Caucasian', 'c_charge_degree_F', 'c_charge_degree_M' """ data = pd.read_csv("./data/compas/compas-scores-two-years.csv") # noqa: E501 # filter similar to # https://github.com/propublica/compas-analysis/blob/master/Compas%20Analysis.ipynb data = data[(data['days_b_screening_arrest'] <= 30) & (data['days_b_screening_arrest'] >= -30) & (data['is_recid'] != -1) & (data['c_charge_degree'] != "O") & (data['score_text'] != "N/A")] # filter out all records except the ones with the most common two races data = data[(data['race'] == 'African-American') | (data['race'] == 'Caucasian')] # Select relevant columns for machine learning. # We explicitly leave in age_cat to allow linear classifiers to be non-linear in age data = data[["sex", "age", "age_cat", "race", "juv_fel_count", "juv_misd_count", "juv_other_count", "priors_count", "c_charge_degree", "two_year_recid"]] # map string representation of feature "sex" to 0 for Female and 1 for Male data = data.assign(sex=(data["sex"] == "Male") * 1) data = pd.get_dummies(data) return data class CustomDataset(): def __init__(self, X, Y, Z): self.X = X self.Y = Y self.Z = Z def __len__(self): return len(self.Y) def __getitem__(self, index): x, y, z = self.X[index], self.Y[index], self.Z[index] return x, y, z class FairnessDataset(): def __init__(self, dataset, device=torch.device('cuda')): self.dataset = dataset self.device = device np.random.seed(12345678) if self.dataset == 'AdultCensus': self.get_adult_data() elif self.dataset == 'COMPAS': self.get_compas_data() elif self.dataset == 'CreditDefault': self.get_credit_default_data() elif self.dataset == 'Lawschool': self.get_lawschool_data() elif self.dataset == 'Moon': self.get_moon_data() else: raise ValueError('Your argument {} for dataset name is invalid.'.format(self.dataset)) self.prepare_ndarray() def get_adult_data(self): X_train, Y_train, X_test, Y_test = adult('./data/adult/') self.Z_train_ = X_train['Sex'] self.Z_test_ = X_test['Sex'] self.X_train_ = X_train.drop(labels=['Sex'], axis=1) self.X_train_ = pd.get_dummies(self.X_train_) self.X_test_ = X_test.drop(labels=['Sex'], axis=1) self.X_test_ = pd.get_dummies(self.X_test_) le = LabelEncoder() self.Y_train_ = le.fit_transform(Y_train) self.Y_train_ = pd.Series(self.Y_train_, name='>50k') self.Y_test_ = le.fit_transform(Y_test) self.Y_test_ = pd.Series(self.Y_test_, name='>50k') # def get_compas_data(self): # dataset = datasets['compas']() # # dataset = compas_data_loader() # X_train, X_test = dataset.get_X(format=pd.DataFrame) # Y_train, Y_test = dataset.get_y(format=pd.Series) # Z_train, Z_test = dataset.get_sensitive_features('race', format=pd.Series) # self.X_train_ = X_train # self.Y_train_ = Y_train # self.Z_train_ = (Z_train != 'African-American').astype(float) # self.X_test_ = X_test # self.Y_test_ = Y_test # self.Z_test_ = (Z_test != 'African-American').astype(float) def get_compas_data(self): dataset = datasets['compas']() ds = data_loader.Compas() ds.split_test() X, Y, A = ds.get_log_data() X_test, Y_test, A_test = ds.get_test_data() self.X_train_ = X self.Y_train_ = Y self.Z_train_ = A self.X_test_ = X_test self.Y_test_ = Y_test self.Z_test_ = A_test def get_credit_default_data(self): rawdata = pd.read_excel('./data/credit_card/default_clients.xls', header=1) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) columns = list(rawdata.columns) categ_cols = [] for column in columns: if 2 < len(set(rawdata[column])) < 10: categ_cols.append((column, len(set(rawdata[column])))) preproc_data = copy.deepcopy(rawdata) for categ_col, n_items in categ_cols: for i in range(n_items): preproc_data[categ_col + str(i)] = (preproc_data[categ_col] == i).astype(float) preproc_data = preproc_data.drop(['EDUCATION', 'MARRIAGE'], axis=1) X = preproc_data.drop(['ID', 'SEX', 'default payment next month'], axis=1) Y = preproc_data['default payment next month'] Z = 2 - preproc_data['SEX'] self.X_train_ = X.loc[list(range(24000)), :] self.Y_train_ = Y.loc[list(range(24000))] self.Z_train_ = Z.loc[list(range(24000))] self.X_test_ = X.loc[list(range(24000,30000)), :] self.Y_test_ = Y.loc[list(range(24000,30000))] self.Z_test_ = Z.loc[list(range(24000,30000))] def get_lawschool_data(self): rawdata = pd.read_sas('./data/lawschool/lawschs1_1.sas7bdat') rawdata = rawdata.drop(['college', 'Year', 'URM', 'enroll'], axis=1) rawdata = rawdata.dropna(axis=0) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) X = rawdata[['LSAT', 'GPA', 'Gender', 'resident']] Y = rawdata['admit'] Z = rawdata['White'] self.X_train_ = X.loc[list(range(77267)), :] self.Y_train_ = Y.loc[list(range(77267))] self.Z_train_ = Z.loc[list(range(77267))] self.X_test_ = X.loc[list(range(77267,96584)), :] self.Y_test_ = Y.loc[list(range(77267,96584))] self.Z_test_ = Z.loc[list(range(77267,96584))] def get_moon_data(self): n_train = 10000 n_test = 5000 X, Y = make_moons(n_samples=n_train+n_test, noise=0.2, random_state=0) Z = np.zeros_like(Y) np.random.seed(0) for i in range(n_train + n_test): if Y[i] == 0: if -0.734 < X[i][0] < 0.734: Z[i] = np.random.binomial(1, 0.90) else: Z[i] = np.random.binomial(1, 0.35) elif Y[i] == 1: if 0.262 < X[i][0] < 1.734: Z[i] = np.random.binomial(1, 0.55) else: Z[i] = np.random.binomial(1, 0.10) X = pd.DataFrame(X, columns=['x_1', 'x_2']) Y = pd.Series(Y, name='label') Z = pd.Series(Z, name='sensitive attribute') self.X_train_ = X.loc[list(range(10000)), :] self.Y_train_ = Y.loc[list(range(10000))] self.Z_train_ = Z.loc[list(range(10000))] self.X_test_ = X.loc[list(range(10000,15000)), :] self.Y_test_ = Y.loc[list(range(10000,15000))] self.Z_test_ = Z.loc[list(range(10000,15000))] def prepare_ndarray(self): self.normalized = False self.X_train = self.X_train_.to_numpy(dtype=np.float64) self.Y_train = self.Y_train_.to_numpy(dtype=np.float64) self.Z_train = self.Z_train_.to_numpy(dtype=np.float64) self.XZ_train = np.concatenate([self.X_train, self.Z_train.reshape(-1,1)], axis=1) self.X_test = self.X_test_.to_numpy(dtype=np.float64) self.Y_test = self.Y_test_.to_numpy(dtype=np.float64) self.Z_test = self.Z_test_.to_numpy(dtype=np.float64) self.XZ_test = np.concatenate([self.X_test, self.Z_test.reshape(-1,1)], axis=1) self.sensitive_attrs = sorted(list(set(self.Z_train))) return None def normalize(self): self.normalized = True scaler_XZ = StandardScaler() self.XZ_train = scaler_XZ.fit_transform(self.XZ_train) self.XZ_test = scaler_XZ.transform(self.XZ_test) scaler_X = StandardScaler() self.X_train = scaler_X.fit_transform(self.X_train) self.X_test = scaler_X.transform(self.X_test) return None def get_dataset_in_ndarray(self): return (self.X_train, self.Y_train, self.Z_train, self.XZ_train),\ (self.X_test, self.Y_test, self.Z_test, self.XZ_test) def get_dataset_in_tensor(self, validation=False, val_portion=.0): X_train_, Y_train_, Z_train_, XZ_train_ = arrays_to_tensor( self.X_train, self.Y_train, self.Z_train, self.XZ_train, self.device) X_test_, Y_test_, Z_test_, XZ_test_ = arrays_to_tensor( self.X_test, self.Y_test, self.Z_test, self.XZ_test, self.device) return (X_train_, Y_train_, Z_train_, XZ_train_),\ (X_test_, Y_test_, Z_test_, XZ_test_)
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/Fair_KDE/data_loader_or.py
# data_loader.py # utilities for loading data import torch import numpy as np import pandas as pd from sklearn.model_selection import train_test_split from tqdm import tqdm from load_data import * # TODO: possibly some form of (cross) validation def to_tensor(data, device): D = data if type(data) == pd.core.frame.DataFrame: D = data.to_numpy() if type(D) == np.ndarray: return torch.tensor(D, device=device).float() elif type(D) == torch.Tensor: return D.to(device).float() else: raise NotImplementedError('Currently only Torch Tensors, Numpy NDArrays and Pandas Dataframes are supported') class DataLoader: def __init__(self, X, Y, A, use_tensor=True, device='cpu', info='No Info Available'): self.device = device self.use_tensor = use_tensor self.X = to_tensor(X, device) if use_tensor else X self.A = to_tensor(A, device) if use_tensor else A self.Y = to_tensor(Y, device) if use_tensor else Y self.X_test = None self.A_test = None self.Y_test = None self.info = info def get_data(self): # get the dataset return (self.X, self.Y, self.A) def get_data_for_A(self, a): # get dataset but only for samples with attribute a X_a = self.X[(self.A==a).squeeze()] Y_a = self.Y[(self.A==a).squeeze()] return (X_a, Y_a) # def stratified_batch_generator(self, n_samples, n_iterates): # # get propoertions of protected attribute # p_A1 = self.A.mean() # p_A0 = 1-p_A1 # # build index set of protected and unprotected attribute # ind_A1 = (self.A==1).nonzero()[:,0] # ind_A0 = (self.A==0).nonzero()[:,0] # # number of samples to sample from each distribution # n_batch_1 = int(p_A1*n_samples) # n_batch_0 = int(p_A0*n_samples) # replacement = False # for _ in range(n_iterates): # # sample indexes for protected and unprotected class # batch_idx1 = ind_A1[(torch.ones(ind_A1.shape[0]) / (ind_A1.shape[0])).multinomial( # num_samples=n_batch_1, # replacement=replacement)] # batch_idx0 = ind_A0[(torch.ones(ind_A0.shape[0]) / (ind_A0.shape[0])).multinomial( # num_samples=n_batch_0, # replacement=replacement)] # yield (torch.vstack((self.X[batch_idx0], self.X[batch_idx1])), # torch.vstack((self.Y[batch_idx0], self.Y[batch_idx1])), # torch.vstack((self.A[batch_idx0], self.A[batch_idx1]))) def stratified_batch_generator_worep(self, batch_size=32, n_epochs=100): # get propoertions of protected attribute # n_epochs = 100 p_A1 = self.A.mean() p_A0 = 1 - p_A1 # print(p_A0) total_samples = self.A.shape[0] # batch_size = 32 # build index set of protected and unprotected attribute # number of samples to sample from each distribution n_batch_1 = int(p_A1*batch_size) n_batch_0 = int(p_A0*batch_size) for epoch in tqdm(range(n_epochs)): # print(epoch) ind_A1 = (self.A==1).nonzero()[:,0] ind_A0 = (self.A==0).nonzero()[:,0] for _ in range(0, total_samples - batch_size + 1, batch_size): # sample indexes for protected and unprotected class sampled_indices_A1 = (torch.ones(ind_A1.shape[0]) / (ind_A1.shape[0])).multinomial( num_samples=n_batch_1, replacement=False) batch_idx1 = ind_A1[sampled_indices_A1] mask = torch.ones(ind_A1.numel(), dtype=torch.bool) mask[sampled_indices_A1] = False ind_A1 = ind_A1[mask] # print(ind_A1.shape) sampled_indices_A0 = (torch.ones(ind_A0.shape[0]) / (ind_A0.shape[0])).multinomial( num_samples=n_batch_0, replacement=False) batch_idx0 = ind_A0[sampled_indices_A0] mask = torch.ones(ind_A0.numel(), dtype=torch.bool) mask[sampled_indices_A0] = False ind_A0 = ind_A0[mask] yield (torch.vstack((self.X[batch_idx0], self.X[batch_idx1])), torch.vstack((self.Y[batch_idx0], self.Y[batch_idx1])), torch.vstack((self.A[batch_idx0], self.A[batch_idx1]))) def get_info(self): return self.info def split_test(self, **kwargs): # perform train test split, kwargs for sklearn train-test-split X_train, X_test, Y_train, Y_test, A_train, A_test = train_test_split(self.X, self.Y, self.A, **kwargs) self.X = X_train self.X_test = X_test self.Y = Y_train self.Y_test = Y_test self.A = A_train self.A_test = A_test def get_test_data(self): # get the test dataset if self.X_test is None: raise ValueError('Train-Test split has not yet been performed') return (self.X_test, self.Y_test, self.A_test) def get_log_data(self): # get the dataset return (self.X, self.Y, self.A) def get_k(self): return self.X.shape[1] class CommunitiesCrime(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] # init super super().__init__(X, Y, A, info=info, **kwargs) class CommunitiesCrimeClassification(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] bin_thr = Y.mean() Y = (Y>= bin_thr).astype(int) A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] # init super super().__init__(X, Y, A, info=info, **kwargs) class BarPass(DataLoader): # http://www.seaphe.org/databases.php def __init__(self, **kwargs): df = pd.read_sas('data/lawschs1_1.sas7bdat') drop_cols = ['enroll', 'college', 'Year', 'Race'] df = df[[col for col in df.columns if col not in drop_cols]] df = df.dropna() Y = df[['GPA']] A = df[['White']] X = df.drop('GPA', axis=1) info = '''Law School Admissions Data collected by Project SEAPHE, predict GPA, don\'t discriminate White vs. Non-White\nhttp://www.seaphe.org/databases.php''' self.first_call = True super().__init__(X, Y, A, info=info, **kwargs) def get_data(self): if self.first_call: self.Xs, self.Ys, self.As = next(self.stratified_batch_generator_worep(10000, 1)) self.first_call = False return (self.Xs, self.Ys, self.As) class StudentPerformance(DataLoader): # https://archive.ics.uci.edu/ml/datasets/student+performance def __init__(self, subject = 'Math', **kwargs): # load data df = pd.read_csv('data/student/student-{}.csv'.format(subject.lower()[:3]), sep=';')\ # convert the categorical values categoricals = df.dtypes[df.dtypes==object].index for attribute in categoricals: options = df[attribute].unique() options.sort() options = options[:-1] for option in options: df['{}_{}'.format(attribute, option)] = (df[attribute]==option).astype(int) df = df.drop(attribute, axis=1) # extract X A Y A = df[['sex_F']] Y = df[['G3']] X = df.drop(['sex_F', 'G3'], axis=1) info = ''' Student Performance dataset. Predict Final Grade based on Attributes, don't discriminate against female students. https://archive.ics.uci.edu/ml/datasets/student+performance ''' super().__init__(X, Y, A, info=info, **kwargs) class Compas(DataLoader): def __init__(self): X, Y, A = load_compas_data('data/compas/compas-scores-two-years.csv') info = ''' https://www.kaggle.com/danofer/compass ''' super().__init__(X, Y[:, None], A[:, None], info=info) class Synthetic1(DataLoader): # synthetic data: bias offset def __init__(self, N, k, delta_intercept = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = delta_intercept+ X_0@theta Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) class Synthetic2(DataLoader): # synthetic data: bias slope def __init__(self, N, k, delta_slope = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = X_0@(theta+delta_slope) Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) def set_seed(seed=0): torch.manual_seed(seed) np.random.seed(seed)
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/Fair_KDE/models.py
import torch import torch.nn as nn class Classifier(nn.Module): def __init__(self, n_layers, n_inputs, n_hidden_units): super(Classifier, self).__init__() layers = [] if n_layers == 1: # Logistic Regression layers.append(nn.Linear(n_inputs, 1)) layers.append(nn.Sigmoid()) else: layers.append(nn.Linear(n_inputs, n_hidden_units)) layers.append(nn.ReLU()) for i in range(n_layers-2): layers.append(nn.Linear(n_hidden_units, n_hidden_units)) layers.append(nn.ReLU()) layers.append(nn.Linear(n_hidden_units,1)) layers.append(nn.Sigmoid()) self.layers = nn.Sequential(*layers) def forward(self, x): x = self.layers(x) return x
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Metrizing-Fairness
Metrizing-Fairness-main/offline_experiments/src/Fair_KDE/fair_KDE_.py
# Baseline Fair KDE : https://proceedings.neurips.cc//paper/2020/file/ac3870fcad1cfc367825cda0101eee62-Paper.pdf import cvxpy as cp import numpy as np import argparse import pandas as pd import torch import fairness_metrics import data_loader from tqdm import tqdm from collections import namedtuple from sklearn.metrics import log_loss from copy import deepcopy import os, sys import time import random import matplotlib.pyplot as plt import torch.optim as optim from models import Classifier from dataloader import FairnessDataset from algorithm import train_fair_classifier import matplotlib.pyplot as plt import torch.nn as nn from torch.utils.data import DataLoader from dataloader import CustomDataset from utils import measures_from_Yhat tau = 0.5 # Approximation of Q-function given by López-Benítez & Casadevall (2011) based on a second-order exponential function & Q(x) = 1- Q(-x): a = 0.4920 b = 0.2887 c = 1.1893 Q_function = lambda x: torch.exp(-a*x**2 - b*x - c) def CDF_tau(Yhat, h=0.01, tau=0.5): m = len(Yhat) Y_tilde = (tau-Yhat)/h sum_ = torch.sum(Q_function(Y_tilde[Y_tilde>0])) \ + torch.sum(1-Q_function(torch.abs(Y_tilde[Y_tilde<0]))) \ + 0.5*(len(Y_tilde[Y_tilde==0])) return sum_/m def Huber_loss(x, delta): if x.abs() < delta: return (x ** 2) / 2 return delta * (x.abs() - delta / 2) # act on experiment parameters: data_loader.set_seed(0) gamma_candidates = np.logspace(-2, 2, num=10) ds = data_loader.Compas() ds.split_test() k = ds.get_k() metrics = { 'statistical_parity' : fairness_metrics.statistical_parity, 'statistical_parity_classification' : fairness_metrics.statistical_parity_classification, 'bounded_group_loss_L1' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L1'), 'bounded_group_loss_L2' : fairness_metrics.bounded_group_loss, 'group_fair_expect' : fairness_metrics.group_fair_expect, 'l1_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=1), 'l2_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=2), 'MSE' : fairness_metrics.MSE, 'MAE' : fairness_metrics.MAE, 'accuracy' : fairness_metrics.accuracy } # storage of results results_train = [] results_test = [] dataset_name = 'COMPAS' # ['Moon', 'Lawschool', 'AdultCensus', 'CreditDefault', 'COMPAS'] ##### Which fairness notion to consider (Demographic Parity / Equalized Odds) ##### fairness = 'DP' # ['DP', 'EO'] ##### Model specifications ##### n_layers = 2 # [positive integers] n_hidden_units = 20 # [positive integers] ##### Our algorithm hyperparameters ##### h = 0.1 # Bandwidth hyperparameter in KDE [positive real numbers] delta = 1.0 # Delta parameter in Huber loss [positive real numbers] lambda_ = 0.05 # regularization factor of DDP/DEO; Positive real numbers \in [0.0, 1.0] ##### Other training hyperparameters ##### batch_size = 2048 lr = 2e-4 lr_decay = 1.0 # Exponential decay factor of LR scheduler n_seeds = 5 # Number of random seeds to try n_epochs = 200 seed = 5 random.seed(seed) np.random.seed(seed) torch.manual_seed(seed) ##### Whether to enable GPU training or not device = torch.device('cpu') # or torch.device('cpu') # Import dataset # dataset = FairnessDataset(dataset=dataset_name, device=device) # dataset.normalize() input_dim = k + 1 net = Classifier(n_layers=n_layers, n_inputs=input_dim, n_hidden_units=n_hidden_units) net = net.to(device) # Set an optimizer optimizer = optim.Adam(net.parameters(), lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) # None # X, Y, A = ds.get_data() # X_test, Y_test, A_test = ds.get_test_data() # x_train = X.cpu().detach().numpy() # Y_train = Y.cpu().detach().numpy().flatten() # a_train = A.cpu().detach().numpy().flatten() # x_test = X_test.cpu().detach().numpy() # y_test = Y_test.cpu().detach().numpy().flatten() # a_test = A_test.cpu().detach().numpy().flatten() # train_tensors, test_tensors = dataset.get_dataset_in_tensor() # X_train, Y_train, Z_train, XZ_train = train_tensors # X_test, Y_test, Z_test, XZ_test = test_tensors # Retrieve train/test splitted numpy arrays for index=split # train_arrays, test_arrays = dataset.get_dataset_in_ndarray() # X_train_np, Y_train_np, Z_train_np, XZ_train_np = train_arrays # X_test_np, Y_test_np, Z_test_np, XZ_test_np = test_arrays X_train, Y_train, Z_train = ds.get_data() X_test, Y_test, Z_test = ds.get_test_data() XZ_test = torch.cat([X_test, Z_test], 1) XZ_train = torch.cat([X_train, Z_train], 1) custom_dataset = CustomDataset(XZ_train, Y_train, Z_train) if batch_size == 'full': batch_size_ = XZ_train.shape[0] elif isinstance(batch_size, int): batch_size_ = batch_size generator = DataLoader(custom_dataset, batch_size=batch_size_, shuffle=True) pi = torch.tensor(np.pi).to(device) phi = lambda x: torch.exp(-0.5*x**2)/torch.sqrt(2*pi) #normal distribution # # An empty dataframe for logging experimental results # df = pd.DataFrame() # df_ckpt = pd.DataFrame() loss_function = nn.BCELoss() costs = [] results_test = [] results_train = [] for epoch in range(n_epochs): for i, (xz_batch, y_batch, z_batch) in enumerate(generator): xz_batch, y_batch, z_batch = xz_batch.to(device), y_batch.to(device), z_batch.to(device) Yhat = net(xz_batch) Ytilde = torch.round(Yhat.squeeze()) cost = 0 dtheta = 0 m = z_batch.shape[0] # prediction loss p_loss = loss_function(Yhat.squeeze(), y_batch.squeeze()) cost += (1 - lambda_) * p_loss # DP_Constraint if fairness == 'DP': Pr_Ytilde1 = CDF_tau(Yhat.detach(), h, tau) for z in range(1): Pr_Ytilde1_Z = CDF_tau(Yhat.detach()[z_batch==z],h,tau) m_z = z_batch[z_batch==z].shape[0] Delta_z = Pr_Ytilde1_Z-Pr_Ytilde1 Delta_z_grad = torch.dot(phi((tau-Yhat.detach()[z_batch==z])/h).view(-1), Yhat[z_batch==z].view(-1))/h/m_z Delta_z_grad -= torch.dot(phi((tau-Yhat.detach())/h).view(-1), Yhat.view(-1))/h/m if Delta_z.abs() >= delta: if Delta_z > 0: Delta_z_grad *= lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= -lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= lambda_*Delta_z cost += Delta_z_grad # EO_Constraint elif fairness == 'EO': for y in [0,1]: Pr_Ytilde1_Y = CDF_tau(Yhat[y_batch==y].detach(),h,tau) m_y = y_batch[y_batch==y].shape[0] for z in range(1): Pr_Ytilde1_ZY = CDF_tau(Yhat[(y_batch==y) & (z_batch==z)].detach(),h,tau) m_zy = z_batch[(y_batch==y) & (z_batch==z)].shape[0] Delta_zy = Pr_Ytilde1_ZY-Pr_Ytilde1_Y Delta_zy_grad = torch.dot( phi((tau-Yhat[(y_batch==y) & (z_batch==z)].detach())/h).view(-1), Yhat[(y_batch==y) & (z_batch==z)].view(-1) )/h/m_zy Delta_zy_grad -= torch.dot( phi((tau-Yhat[y_batch==y].detach())/h).view(-1), Yhat[y_batch==y].view(-1) )/h/m_y if Delta_zy.abs() >= delta: if Delta_zy > 0: Delta_zy_grad *= lambda_*delta cost += Delta_zy_grad else: Delta_zy_grad *= lambda_*delta cost += -lambda_*delta*Delta_zy_grad else: Delta_zy_grad *= lambda_*Delta_zy cost += Delta_zy_grad optimizer.zero_grad() if (torch.isnan(cost)).any(): continue cost.backward() optimizer.step() costs.append(cost.item()) # Print the cost per 10 batches if (i + 1) % 10 == 0 or (i + 1) == len(generator): print('Epoch [{}/{}], Batch [{}/{}], Cost: {:.4f}'.format(epoch+1, n_epochs, i+1, len(generator), cost.item()), end='\r') if lr_scheduler is not None: lr_scheduler.step() def predict(XZ): Y_hat_ = net(XZ) Y_hat_[Y_hat_>=0.5] = 1 Y_hat_[Y_hat_ < 0.5] = 0 return Y_hat_ # metrics on train set y_hat = predict(XZ_train).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[Z_train==1] y_hat_0 = y_hat[Z_train==0] y_1 = Y_train[Z_train==1] y_0 = Y_train[Z_train==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = predict(XZ_test).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[Z_test==1] y_hat_0 = y_hat[Z_test==0] y_1 = Y_test[Z_test==1] y_0 = Y_test[Z_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['lambda_'] = lambda_ test_results['lambda_'] = lambda_ results_train.append(train_results) results_test.append(test_results) # df_train = pd.DataFrame(data=results_train) # df_test = pd.DataFrame(data=results_test) # df_train.to_csv('results/{}_zafar_{}_train.csv'.format(args.dataset, 0)) # df_test.to_csv('results/{}_zafar_{}_test.csv'.format(args.dataset, 0))
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Metrizing-Fairness
Metrizing-Fairness-main/online_classification/fair_training.py
# fair_training.py # training methods for fair regression import torch from torch.autograd import Variable import torch.optim as optim """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementation of stochastic gradient descent %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ # +--------------------------------------------------+ # | Algorithm: Stratified SGD - Classification | # +--------------------------------------------------+ def fair_learning(generator, predict, fair_loss, params, lambda_, psi=None, verbose = False, logdata=None, gamma_scheduler=None, lr_decay=1, lr=1e-3, logfairloss=None, **kwargs): ''' Train model using Algorithm 2, which uses mini-batch SGD to train accuracy_loss + lambda_ * fairness_loss. Args: generator (generator): Generator which yields (X,Y,A) predict (fct handle): Prediction function handle, maps X-->Y_hat fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair params (list of params): List of learnable parameters, such as returned by "nn.parameters()" or list of torch Variables lambda_ (numeric): Hyperparameter controlling influence of L_fair verbose (bool, optional): Verbosity logdata (None or tuple of X,Y,A, all torch.Tensor, optional): data for keeping track of training process gamma_scheduler (optional): Learning Rate Scheduler logfairloss (optional): Fairness log function to use for logging instead of fairloss Returns: Trainig Loss over Training if logdata is provided, but changes params ''' if logfairloss==None: logfairloss = fair_loss optimizer = optim.Adam(params, lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) criterion = torch.nn.BCEWithLogitsLoss() batch_reg_loss = [] batch_fair_loss = [] for iterate, (X,Y,A) in enumerate(generator): if logdata: with torch.no_grad(): y_hat_log = predict(logdata[0]) batch_reg_loss.append(criterion(y_hat_log, logdata[1])) y_hat_1_log = y_hat_log[logdata[2]==1] y_hat_0_log = y_hat_log[logdata[2]==0] batch_fair_loss.append(logfairloss(y_hat_1_log, y_hat_0_log)) optimizer.zero_grad() # predict y_hat = predict(X) # compute regression and fairness loss L = criterion(y_hat, Y) y_after_sig = torch.sigmoid(y_hat) y_after_sig = y_after_sig[:, None] y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] L_fair = fair_loss(y_hat_1, y_hat_0) # overall loss loss = L + lambda_ * L_fair # logging if verbose: print('Iterate {}: L_reg={}, L_fair={}'.format(iterate, L.data.item(), L_fair.data.item())) # gradient comuptation and optimizer step loss.backward() optimizer.step() return batch_reg_loss, batch_fair_loss # +--------------------------------------------------+ # | Algorithm: Stratified SGD - Regression | # +--------------------------------------------------+ def fair_learning_regression(generator, predict, fair_loss, params, lambda_, psi=None, verbose = False, logdata=None, gamma_scheduler=None, lr_decay=1, lr=1e-3, logfairloss=None, **kwargs): ''' Train model using Algorithm, which uses mini-batch SGD to train accuracy_loss + lambda_ * fairness_loss. Args: generator (generator): Generator which yields (X,Y,A) predict (fct handle): Prediction function handle, maps X-->Y_hat fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair params (list of params): List of learnable parameters, such as returned by "nn.parameters()" or list of torch Variables lambda_ (numeric): Hyperparameter controlling influence of L_fair verbose (bool, optional): Verbosity logdata (None or tuple of X,Y,A, all torch.Tensor, optional): data for keeping track of training process gamma_scheduler (optional): Learning Rate Scheduler logfairloss (optional): Fairness log function to use for logging instead of fairloss Returns: Trainig Loss over Training if logdata is provided, but changes params ''' if logfairloss==None: logfairloss = fair_loss optimizer = optim.Adam(params, lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) criterion = torch.nn.MSELoss() batch_reg_loss = [] batch_fair_loss = [] for iterate, (X,Y,A) in enumerate(generator): if logdata: with torch.no_grad(): y_hat_log = predict(logdata[0]) batch_reg_loss.append(criterion(y_hat_log, logdata[1])) y_hat_1_log = y_hat_log[logdata[2]==1] y_hat_0_log = y_hat_log[logdata[2]==0] batch_fair_loss.append(logfairloss(y_hat_1_log, y_hat_0_log)) optimizer.zero_grad() # predict y_hat = predict(X) # compute regression and fairness loss L = criterion(y_hat, Y) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] L_fair = fair_loss(y_hat_1, y_hat_0) # overall loss loss = L + lambda_ * L_fair # logging if verbose: print('Iterate {}: L_reg={}, L_fair={}'.format(iterate, L.data.item(), L_fair.data.item())) # gradient comuptation and optimizer step loss.backward() optimizer.step() return batch_reg_loss, batch_fair_loss
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Metrizing-Fairness
Metrizing-Fairness-main/online_classification/fairness_metrics.py
import torch #import ot import cvxpy as cp import numpy as np """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementations of the fairness metrics (e.g. energy distance, Sinkhorn divergence, statistical parity) as well as performance metrics (e.g. MSE, accuracy) of a model mentioned in the paper. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ # +------------------------------------------+ # | Metric 1: Energy Distance | # +------------------------------------------+ def energy_distance(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' n1 = torch.numel(y1) n2 = torch.numel(y2) return (2*torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)).mean() -torch.abs(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n1*(n1-1)) -torch.abs(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(n2*(n2-1))) def energy_distance_biased(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' n1 = torch.numel(y1) n2 = torch.numel(y2) return (2*torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)).mean() -torch.abs(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n1*n1) -torch.abs(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(n2*n2)) # +------------------------------------------+ # | Metric 2: Sinkhorn Divergence | # +------------------------------------------+ def sinkhorn_diver(y1, y2): ''' Compute type Sinkhorn divergence between empirical distribution y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Wasserstein distance ''' # compute cost matrix C = torch.sqrt(torch.norm(y1.unsqueeze(0)-y2.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink12 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() C = torch.sqrt(torch.norm(y1.unsqueeze(0)-y1.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink11 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() C = torch.sqrt(torch.norm(y2.unsqueeze(0)-y2.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink22 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() return (sink12 - 1/2 * sink11 - 1/2 * sink22).sum() # +------------------------------------------+ # | Metric 3: MMD with RBF Kernel | # +------------------------------------------+ def MMD_RBF(y1, y2): n = y1.flatten().shape[0] m = y2.flatten().shape[0] def rbf(diff, diagzero=True): sigma = 0.1 if diagzero: return torch.exp(((diff*(1-torch.eye(diff.shape[0])))**2)/(2*sigma**2)) else: return torch.exp((diff**2)/(2*sigma**2)) return (-2*rbf(y1.unsqueeze(0)-y2.unsqueeze(1), diagzero=False).sum()/(n*m) +rbf(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n*(n-1)) +rbf(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(m*(m-1))) # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' diff = torch.tensor(0) for y_test in torch.hstack((y1_hat,y2_hat)).flatten(): cdf1_y = (y1_hat<=y_test).float().mean() cdf2_y = (y2_hat<=y_test).float().mean() if (cdf1_y-cdf2_y).abs()>diff: diff = (cdf1_y-cdf2_y).abs() return diff # +------------------------------------------+ # | Evaluation Metric 2: Bounded Group Loss | # +------------------------------------------+ def bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L2'): ''' Compute fraction in group loss between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between group loss ''' r1 = y1_hat-y1 r2 = y2_hat-y2 if loss=='L2': lossf = lambda ra,rb: (ra**2).mean() / (rb**2).mean() if loss=='L1': lossf = lambda ra,rb: ra.abs().mean() / rb.abs().mean() l = lossf(r1,r2) return l if l<1 else 1/l # +------------------------------------------+ # | Evaluation Metric 3: | # | Group Fairness in Expectation | # +------------------------------------------+ def group_fair_expect(y1_hat, y2_hat, y1, y2): ''' Compute Group Fairness in Expectation between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between means ''' return (y1_hat.mean()-y2_hat.mean()).abs() # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity_classification(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' return ((y1_hat).sum() / y1_hat.shape[0] - (y2_hat).sum() / y2_hat.shape[0]).abs() # +------------------------------------------+ # | Evaluation Metric 4: lp distance | # +------------------------------------------+ def lp_dist(y1_hat, y2_hat, y1, y2, p=1): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): lp distance ''' dist = torch.tensor(0.) ys, idx = torch.hstack((y1_hat,y2_hat)).flatten().sort() for i in range(ys.shape[0]-1): cdf1_y = (y1_hat <= ys[i]).float().mean() cdf2_y = (y2_hat <= ys[i]).float().mean() dist += ((cdf1_y - cdf2_y).abs() ** p) * (ys[i+1] - ys[i]) return dist**(1/p) # +------------------------------------------+ # | Reg/Clf Metrics: MSE, MAE, Accuracy | # +------------------------------------------+ def MSE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MSE (torch.Tensor): mean squared error ''' yhats = torch.hstack((y1_hat, y2_hat)).flatten() ys = torch.hstack((y1, y2)).flatten() return ((ys-yhats)**2).mean() def MAE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MAE (torch.Tensor): mean absolute error ''' yhats = torch.hstack((y1_hat,y2_hat)).flatten() ys = torch.hstack((y1,y2)).flatten() return (ys-yhats).abs().mean() def accuracy(y1_hat, y2_hat, y1, y2): ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() total = ys.size(0) correct = (yhats == ys).sum().item() return torch.tensor(correct / total * 100) def R2(y1_hat, y2_hat, y1, y2): ''' Compute regression R2. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: R2 (torch.Tensor): mean squared error ''' ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() var_y = torch.var(ys, unbiased=False) return 1.0 - torch.nn.MSELoss(reduction="mean")(yhats, ys) / var_y
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Metrizing-Fairness
Metrizing-Fairness-main/online_classification/data_loader.py
# data_loader.py # utilities for loading data import torch import numpy as np import pandas as pd import copy from sklearn.model_selection import train_test_split from tqdm import tqdm from load_data import * from sklearn.preprocessing import LabelEncoder, StandardScaler from sklearn import preprocessing """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides data loading functinality for MFL. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def to_tensor(data, device): D = data if type(data) == pd.core.frame.DataFrame: D = data.to_numpy() if type(D) == np.ndarray: return torch.tensor(D, device=device).float() elif type(D) == torch.Tensor: return D.to(device).float() else: raise NotImplementedError('Currently only Torch Tensors, Numpy NDArrays and Pandas Dataframes are supported') class DataLoader: def __init__(self, X, Y, A, X_test=None, Y_test=None, A_test=None, use_tensor=True, device='cpu', info='No Info Available', min_max_scaler=None): self.device = device self.use_tensor = use_tensor self.X = to_tensor(X, device) if use_tensor else X self.A = to_tensor(A, device) if use_tensor else A self.Y = to_tensor(Y, device) if use_tensor else Y if X_test is not None: self.X_test = to_tensor(X_test, device) if use_tensor else X_test self.A_test = to_tensor(A_test, device) if use_tensor else A_test self.Y_test = to_tensor(Y_test, device) if use_tensor else Y_test self.info = info self.min_max_scaler = None def get_data(self): # get the dataset return (self.X, self.Y, self.A) def get_adult_data(self): return (self.X, self.Y, self.A, self.X_test, self.Y_test, self.A_test) def get_data_for_A(self, a): # get dataset but only for samples with attribute a X_a = self.X[(self.A==a).squeeze()] Y_a = self.Y[(self.A==a).squeeze()] return (X_a, Y_a) def stratified_batch_generator_worep(self, batch_size=32, n_epochs=100): # get propoertions of protected attribute p_A1 = self.A.mean() p_A0 = 1 - p_A1 total_samples = self.A.shape[0] # build index set of protected and unprotected attribute # number of samples to sample from each distribution n_batch_1 = int(p_A1*batch_size) n_batch_0 = int(p_A0*batch_size) for epoch in tqdm(range(n_epochs)): ind_A1 = (self.A==1).nonzero()[:,0] ind_A0 = (self.A==0).nonzero()[:,0] for _ in range(0, total_samples - batch_size + 1, batch_size): # sample indexes for protected and unprotected class sampled_indices_A1 = (torch.ones(ind_A1.shape[0]) / (ind_A1.shape[0])).multinomial( num_samples=n_batch_1, replacement=False) batch_idx1 = ind_A1[sampled_indices_A1] mask = torch.ones(ind_A1.numel(), dtype=torch.bool) mask[sampled_indices_A1] = False ind_A1 = ind_A1[mask] sampled_indices_A0 = (torch.ones(ind_A0.shape[0]) / (ind_A0.shape[0])).multinomial( num_samples=n_batch_0, replacement=False) batch_idx0 = ind_A0[sampled_indices_A0] mask = torch.ones(ind_A0.numel(), dtype=torch.bool) mask[sampled_indices_A0] = False ind_A0 = ind_A0[mask] yield (torch.vstack((self.X[batch_idx0], self.X[batch_idx1])), torch.vstack((self.Y[batch_idx0], self.Y[batch_idx1])), torch.vstack((self.A[batch_idx0], self.A[batch_idx1]))) def get_info(self): return self.info def split_test(self, **kwargs): # perform train test split, kwargs for sklearn train-test-split X_train, X_test, Y_train, Y_test, A_train, A_test = train_test_split(self.X, self.Y, self.A, **kwargs) self.X = X_train self.X_test = X_test self.Y = Y_train self.Y_test = Y_test self.A = A_train self.A_test = A_test def get_test_data(self): # get the test dataset if self.X_test is None: raise ValueError('Train-Test split has not yet been performed') if self.min_max_scaler is not None: x_vals = self.X_test.values #returns a numpy array x_scaled = self.min_max_scaler.fit_transform(x_vals) self.X_test = pd.DataFrame(x_scaled) return (self.X_test, self.Y_test, self.A_test) def get_log_data(self): # get the dataset return (self.X, self.Y, self.A) def get_k(self): return self.X.shape[1] class LawSchool(DataLoader): """This is a classification dataset""" def __init__(self, a_inside_x, **kwargs): rawdata = pd.read_sas('./data/classification/lawschool/lawschs1_1.sas7bdat') rawdata = rawdata.drop(['college', 'Year', 'URM', 'enroll'], axis=1) rawdata = rawdata.dropna(axis=0) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) X = rawdata[['LSAT', 'GPA', 'Gender', 'resident']] Y = rawdata['admit'] A = rawdata['White'] if a_inside_x: X = pd.concat((X, A), axis=1) info = '''Law School Admissions Data collected by Project SEAPHE, predict admission, don\'t discriminate White vs. Non-White\nhttp://www.seaphe.org/databases.php''' super().__init__(X, np.array(Y)[:, None], np.array(A)[:, None], info=info, **kwargs) class Drug(DataLoader): """This is a classification dataset""" def __init__(self, a_inside_x): X, Y, A = load_drug_data('data/classification/drug/drug_consumption.data.txt') info = ''' https://www.kaggle.com/danofer/compass ''' if a_inside_x: X = np.concatenate((X, A[:, None]), axis=1) super().__init__(X, Y[:, None], A[:, None], info=info) class Credit(DataLoader): """This is a classification dataset""" def __init__(self, a_inside_x, **kwargs): rawdata = pd.read_excel('./data/classification/credit_card/default_clients.xls', header=1) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) columns = list(rawdata.columns) categ_cols = [] for column in columns: if 2 < len(set(rawdata[column])) < 10: categ_cols.append((column, len(set(rawdata[column])))) preproc_data = copy.deepcopy(rawdata) for categ_col, n_items in categ_cols: for i in range(n_items): preproc_data[categ_col + str(i)] = (preproc_data[categ_col] == i).astype(float) preproc_data = preproc_data.drop(['EDUCATION', 'MARRIAGE'], axis=1) X = preproc_data.drop(['ID', 'SEX', 'default payment next month'], axis=1) Y = preproc_data['default payment next month'] A = 2 - preproc_data['SEX'] if a_inside_x: X = pd.concat((X, A), axis=1) info = '''Credit data''' self.min_max_scaler = preprocessing.MinMaxScaler() x_vals = X.values #returns a numpy array x_scaled = self.min_max_scaler.fit_transform(x_vals) X = pd.DataFrame(x_scaled) super().__init__(X, np.array(Y)[:, None], np.array(A)[:, None], info=info, **kwargs) class Adult(DataLoader): def __init__(self, a_inside_x, **kwargs): X_train_, Y_train_, X_test_, Y_test_ = adult_data_read('./data/classification/adult/') A = X_train_['Sex'] A_test = X_test_['Sex'] le = LabelEncoder() Y = le.fit_transform(Y_train_) Y = pd.Series(Y, name='>50k') Y_test = le.fit_transform(Y_test_) Y_test = pd.Series(Y_test, name='>50k') if not a_inside_x: X = X_train_.drop(labels=['Sex'], axis=1) X = pd.get_dummies(X) X_test = X_test_.drop(labels=['Sex'], axis=1) X_test = pd.get_dummies(X_test) else: X = pd.get_dummies(X_train_) X_test = pd.get_dummies(X_test_) info = """Adult dataset for classification. Train Test split is already provided""" super().__init__(X, np.array(Y)[:, None], np.array(A)[:, None], X_test, np.array(Y_test)[:, None], np.array(A_test)[:, None], info=info, **kwargs) class CommunitiesCrime(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] # init super super().__init__(X, Y, A, info=info, **kwargs) class CommunitiesCrimeClassification(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, a_inside_x, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] bin_thr = Y.mean() Y = (Y>= bin_thr).astype(int) A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] if a_inside_x: X = np.concatenate((np.array(X), np.array(A)), axis=1) # init super super().__init__(X, Y, A, info=info, **kwargs) class BarPass(DataLoader): # http://www.seaphe.org/databases.php def __init__(self, **kwargs): df = pd.read_sas('data/lawschs1_1.sas7bdat') drop_cols = ['enroll', 'college', 'Year', 'Race'] df = df[[col for col in df.columns if col not in drop_cols]] df = df.dropna() Y = df[['GPA']] A = df[['White']] X = df.drop('GPA', axis=1) info = '''Law School Admissions Data collected by Project SEAPHE, predict GPA, don\'t discriminate White vs. Non-White\nhttp://www.seaphe.org/databases.php''' self.first_call = True super().__init__(X, Y, A, info=info, **kwargs) def get_data(self): if self.first_call: self.Xs, self.Ys, self.As = next(self.stratified_batch_generator_worep(500, 1)) self.first_call = False return (self.Xs, self.Ys, self.As) def get_log_data(self): return self.get_data() class StudentPerformance(DataLoader): # https://archive.ics.uci.edu/ml/datasets/student+performance def __init__(self, subject = 'Math', **kwargs): # load data df = pd.read_csv('data/student/student-{}.csv'.format(subject.lower()[:3]), sep=';')\ # convert the categorical values categoricals = df.dtypes[df.dtypes==object].index for attribute in categoricals: options = df[attribute].unique() options.sort() options = options[:-1] for option in options: df['{}_{}'.format(attribute, option)] = (df[attribute]==option).astype(int) df = df.drop(attribute, axis=1) # extract X A Y A = df[['sex_F']] Y = df[['G3']] X = df.drop(['sex_F', 'G3'], axis=1) info = ''' Student Performance dataset. Predict Final Grade based on Attributes, don't discriminate against female students. https://archive.ics.uci.edu/ml/datasets/student+performance ''' super().__init__(X, Y, A, info=info, **kwargs) class Compas(DataLoader): def __init__(self, a_inside_x): X, Y, A = load_compas_data('data/classification/compas/compas-scores-two-years.csv') info = ''' https://www.kaggle.com/danofer/compass ''' if a_inside_x: X = np.concatenate((X, A[:, None]), axis=1) super().__init__(X, Y[:, None], A[:, None], info=info) class Synthetic1(DataLoader): # synthetic data: bias offset def __init__(self, N, k, delta_intercept = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = delta_intercept+ X_0@theta Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) class Synthetic2(DataLoader): # synthetic data: bias slope def __init__(self, N, k, delta_slope = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = X_0@(theta+delta_slope) Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) def set_seed(seed=0): torch.manual_seed(seed) np.random.seed(seed) def adult_data_read(data_root, display=False): """ Return the Adult census data in a nice package. """ dtypes = [ ("Age", "float32"), ("Workclass", "category"), ("fnlwgt", "float32"), ("Education", "category"), ("Education-Num", "float32"), ("Marital Status", "category"), ("Occupation", "category"), ("Relationship", "category"), ("Race", "category"), ("Sex", "category"), ("Capital Gain", "float32"), ("Capital Loss", "float32"), ("Hours per week", "float32"), ("Country", "category"), ("Target", "category") ] raw_train_data = pd.read_csv( data_root+'adult.data', names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) raw_test_data = pd.read_csv( data_root+'adult.test', skiprows=1, names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) train_data = raw_train_data.drop(["Education"], axis=1) # redundant with Education-Num test_data = raw_test_data.drop(["Education"], axis=1) # redundant with Education-Num filt_dtypes = list(filter(lambda x: not (x[0] in ["Target", "Education"]), dtypes)) train_data["Target"] = train_data["Target"] == " >50K" test_data["Target"] = test_data["Target"] == " >50K." rcode = { "Not-in-family": 0, "Unmarried": 1, "Other-relative": 2, "Own-child": 3, "Husband": 4, "Wife": 5 } for k, dtype in filt_dtypes: if dtype == "category": if k == "Relationship": train_data[k] = np.array([rcode[v.strip()] for v in train_data[k]]) test_data[k] = np.array([rcode[v.strip()] for v in test_data[k]]) else: train_data[k] = train_data[k].cat.codes test_data[k] = test_data[k].cat.codes return train_data.drop(["Target", "fnlwgt"], axis=1), train_data["Target"].values, test_data.drop(["Target", "fnlwgt"], axis=1), test_data["Target"].values
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Metrizing-Fairness
Metrizing-Fairness-main/online_classification/bias_eval.py
import torch import data_loader import models import fairness_metrics from sklearn.utils import shuffle import matplotlib.pyplot as plt def find_batchsize(N_target, A): candidate_1 = torch.argmax((A.flatten().cumsum(0)==2).int()).item() + 1 candidate_0 = torch.argmax(((1-A).flatten().cumsum(0)==2).int()).item() + 1 if candidate_0<2 or candidate_1<0: return -1 return max(N_target, candidate_1, candidate_0) def accuracy_1(y_hat_1, y_hat_0, y_1, y_0): return torch.Tensor((y_hat_1==y_1).float().mean()) def accuracy_0(y_hat_1, y_hat_0, y_1, y_0): return torch.Tensor((y_hat_0==y_0).float().mean()) metrics = { 'statistical_parity' : fairness_metrics.statistical_parity, 'statistical_parity_classification' : fairness_metrics.statistical_parity_classification, 'bounded_group_loss_L1' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L1'), 'bounded_group_loss_L2' : fairness_metrics.bounded_group_loss, 'group_fair_expect' : fairness_metrics.group_fair_expect, 'l1_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=1), 'l2_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=2), 'MSE' : fairness_metrics.MSE, 'MAE' : fairness_metrics.MAE, 'accuracy' : fairness_metrics.accuracy, 'accuracy1' : accuracy_1, 'accuracy0' : accuracy_0 } def train_metrics_fullbias(target_batchsize, seed=0, plot=False, lambda_=1): lr = 5e-4 drug = data_loader.Drug(True) model = models.NeuralNetworkClassification(drug.get_k()) optimizer = torch.optim.Adam(model.parameters(), lr=lr, weight_decay=5e-3) criterion = torch.nn.BCEWithLogitsLoss() fairloss = fairness_metrics.energy_distance_biased data_loader.set_seed(seed) drug.split_test() X, Y, A = drug.get_data() X_test, Y_test, A_test = drug.get_test_data() N_epochs = 500 losses = [] test_losses = [] for epoch in range(N_epochs): X,Y,A = shuffle(X,Y,A) sumloss = 0 batchstart = 0 while batchstart<len(A): optimizer.zero_grad() batchsize = find_batchsize(target_batchsize, A[batchstart:]) if batchsize>0: X_batch, Y_batch, A_batch = X[batchstart:batchstart+batchsize], Y[batchstart:batchstart+batchsize], A[batchstart:batchstart+batchsize] batchstart = batchstart+batchsize pred = model(X_batch) L = criterion(pred, Y_batch) y_after_sig = torch.sigmoid(pred) y_after_sig = y_after_sig[:, None] y_hat_1 = pred[A_batch.flatten()==1] y_hat_0 = pred[A_batch.flatten()==0] L_fair = fairloss(y_hat_1, y_hat_0) # overall loss loss = L + lambda_ * L_fair loss.backward() sumloss += loss.detach().item() optimizer.step() else: batchstart = len(A)+1 losses.append(sumloss) with torch.no_grad(): pred = model(X_test) y_hat_1 = pred[A_test.flatten()==1] y_hat_0 = pred[A_test.flatten()==0] testloss = criterion(model(X_test), Y_test) + fairloss(y_hat_1, y_hat_0) test_losses.append(testloss) if plot: plt.plot(losses) y_hat = torch.round(torch.sigmoid(model(X_test))) y_hat_1 = y_hat[A_test.flatten()==1].flatten() y_hat_0 = y_hat[A_test.flatten()==0].flatten() y_1 = Y_test[A_test.flatten()==1].flatten() y_0 = Y_test[A_test.flatten()==0].flatten() test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() return test_results, losses, test_losses def train_metrics_debiased(target_batchsize, seed=0, plot=False,lambda_ = 1): lr = 5e-4 drug = data_loader.Drug(True) model = models.NeuralNetworkClassification(drug.get_k()) optimizer = torch.optim.Adam(model.parameters(), lr=lr, weight_decay=5e-3) criterion = torch.nn.BCEWithLogitsLoss() fairloss = fairness_metrics.energy_distance data_loader.set_seed(seed) drug.split_test() X, Y, A = drug.get_data() X_test, Y_test, A_test = drug.get_test_data() N_epochs = 500 losses = [] test_losses = [] for epoch in range(N_epochs): X,Y,A = shuffle(X,Y,A) sumloss = 0 batchstart = 0 while batchstart<len(A): optimizer.zero_grad() batchsize = find_batchsize(target_batchsize, A[batchstart:]) if batchsize>0: X_batch, Y_batch, A_batch = X[batchstart:batchstart+batchsize], Y[batchstart:batchstart+batchsize], A[batchstart:batchstart+batchsize] batchstart = batchstart+batchsize pred = model(X_batch) #L = criterion(pred, Y_batch) y_after_sig = torch.sigmoid(pred) y_after_sig = y_after_sig[:, None] y_hat_1 = pred[A_batch.flatten()==1] y_hat_0 = pred[A_batch.flatten()==0] L_fair = fairloss(y_hat_1, y_hat_0) # overall loss y_1 = Y_batch[A_batch.flatten()==1] y_0 = Y_batch[A_batch.flatten()==0] delta_1, delta_0 = 1, 1 N = len(A_batch) N_1 = A_batch.sum() N_0 = N-N_1 if N >= target_batchsize: if N_1 == 2: delta_1 = N/(2*(N-1)) delta_0 = N/((N-1)) else: delta_1 = N/((N-1)) delta_0 = N/(2*(N-1)) weight_1 = (delta_1) * N_1/N weight_0 = (delta_0) * N_0/N accloss1 = criterion(y_hat_1, y_1) accloss0 = criterion(y_hat_0, y_0) L = (weight_0 * accloss0 + weight_1 * accloss1) loss = L + lambda_ * L_fair loss.backward() sumloss += loss.detach().item() optimizer.step() else: batchstart = len(A)+1 losses.append(sumloss) with torch.no_grad(): pred = model(X_test) y_hat_1 = pred[A_test.flatten()==1] y_hat_0 = pred[A_test.flatten()==0] testloss = criterion(model(X_test), Y_test) + fairloss(y_hat_1, y_hat_0) test_losses.append(testloss) if plot: plt.plot(losses) y_hat = torch.round(torch.sigmoid(model(X_test))) y_hat_1 = y_hat[A_test.flatten()==1].flatten() y_hat_0 = y_hat[A_test.flatten()==0].flatten() y_1 = Y_test[A_test.flatten()==1].flatten() y_0 = Y_test[A_test.flatten()==0].flatten() test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() return test_results, losses, test_losses def train_metrics_noreg(target_batchsize, seed=0, plot=False): lr = 5e-4 drug = data_loader.Drug(True) model = models.NeuralNetworkClassification(drug.get_k()) optimizer = torch.optim.Adam(model.parameters(), lr=lr, weight_decay=5e-3) criterion = torch.nn.BCEWithLogitsLoss() fairloss = fairness_metrics.energy_distance_biased data_loader.set_seed(seed) drug.split_test() X, Y, A = drug.get_data() X_test, Y_test, A_test = drug.get_test_data() N_epochs = 500 losses = [] test_losses = [] for epoch in range(N_epochs): X,Y,A = shuffle(X,Y,A) sumloss = 0 batchstart = 0 while batchstart<len(A): optimizer.zero_grad() batchsize = min(target_batchsize, len(A[batchstart:])) if batchsize>0: X_batch, Y_batch, A_batch = X[batchstart:batchstart+batchsize], Y[batchstart:batchstart+batchsize], A[batchstart:batchstart+batchsize] batchstart = batchstart+batchsize pred = model(X_batch) L = criterion(pred, Y_batch) # overall loss loss = L loss.backward() sumloss += loss.detach().item() optimizer.step() else: batchstart = len(A)+1 losses.append(sumloss) with torch.no_grad(): testloss = criterion(model(X_test), Y_test) test_losses.append(testloss) if plot: plt.plot(losses) y_hat = torch.round(torch.sigmoid(model(X_test))) y_hat_1 = y_hat[A_test.flatten()==1].flatten() y_hat_0 = y_hat[A_test.flatten()==0].flatten() y_1 = Y_test[A_test.flatten()==1].flatten() y_0 = Y_test[A_test.flatten()==0].flatten() test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() return test_results, losses, test_losses
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36.991561
150
py
Metrizing-Fairness
Metrizing-Fairness-main/online_classification/models.py
# models.py # models for regression import torch import torch.nn as nn import torch.nn.functional as F """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % This script provides models for MFL and Oneta et al. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ class LinearRegression(nn.Module): def __init__(self, k): super(LinearRegression, self).__init__() self.linear = torch.nn.Linear(k, 1, bias=True) def forward(self, x): return self.linear(x) class NeuralNetwork(nn.Module): def __init__(self, k): super(NeuralNetwork, self).__init__() self.linear1 = torch.nn.Linear(k, 20, bias=True) self.linear2 = torch.nn.Linear(20, 1, bias=True) def forward(self, x): x = F.relu(self.linear1(x)) self.output = self.linear2(x) return self.output """Model of MFL""" class NeuralNetworkClassification(nn.Module): def __init__(self, k): super(NeuralNetworkClassification, self).__init__() self.linear1 = torch.nn.Linear(k, 16, bias=True) self.linear2 = torch.nn.Linear(16, 1, bias=True) def forward(self, x): x = F.relu(self.linear1(x)) self.output = self.linear2(x) return self.output """Model of Oneta et al.""" class NeuralNetwork_MMD(nn.Module): def __init__(self, k): super(NeuralNetwork_MMD, self).__init__() self.linear1 = torch.nn.Linear(k, 16, bias=True) self.sigmoid_ = torch.nn.ReLU() self.linear2 = torch.nn.Linear(16, 1, bias=True) def first_layer(self, x): return self.sigmoid_((self.linear1(x))) def forward(self, x): self.output = self.linear2(self.sigmoid_((self.linear1(x)))) return self.output # loss_functions: MAE and MSE def MSE(y_pred, y): return ((y_pred - y) ** 2).mean() def MAE(y_pred, y): return (y_pred - y).abs().mean()
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/fair_training.py
# fair_training.py # training methods for fair regression import torch from torch.autograd import Variable import torch.optim as optim """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementation of stochastic gradient descent %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ # +--------------------------------------------------+ # | Algorithm: Stratified SGD - Classification | # +--------------------------------------------------+ def fair_learning(generator, predict, fair_loss, params, lambda_, psi=None, verbose = False, logdata=None, gamma_scheduler=None, lr_decay=1, lr=1e-3, logfairloss=None, **kwargs): ''' Train model using Algorithm 2, which uses mini-batch SGD to train accuracy_loss + lambda_ * fairness_loss. Args: generator (generator): Generator which yields (X,Y,A) predict (fct handle): Prediction function handle, maps X-->Y_hat fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair params (list of params): List of learnable parameters, such as returned by "nn.parameters()" or list of torch Variables lambda_ (numeric): Hyperparameter controlling influence of L_fair verbose (bool, optional): Verbosity logdata (None or tuple of X,Y,A, all torch.Tensor, optional): data for keeping track of training process gamma_scheduler (optional): Learning Rate Scheduler logfairloss (optional): Fairness log function to use for logging instead of fairloss Returns: Trainig Loss over Training if logdata is provided, but changes params ''' if logfairloss==None: logfairloss = fair_loss optimizer = optim.Adam(params, lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) criterion = torch.nn.BCEWithLogitsLoss() batch_reg_loss = [] batch_fair_loss = [] for iterate, (X,Y,A) in enumerate(generator): if logdata: with torch.no_grad(): y_hat_log = predict(logdata[0]) batch_reg_loss.append(criterion(y_hat_log, logdata[1])) # CHANGE: CHANGE TO EQUAL OPPORTUNITY FORMULATION y_hat_1_log = y_hat_log[(logdata[2]==1) & (logdata[1]==1)] y_hat_0_log = y_hat_log[(logdata[2]==0) & (logdata[1]==1)] # END CHANGE batch_fair_loss.append(logfairloss(y_hat_1_log, y_hat_0_log)) optimizer.zero_grad() # predict y_hat = predict(X) # compute regression and fairness loss L = criterion(y_hat, Y) y_after_sig = torch.sigmoid(y_hat) y_after_sig = y_after_sig[:, None] # CHANGE: CHANGE TO EQUAL OPPORTUNITY FORMULATION y_hat_1 = y_hat[(A==1) & (Y==1)] y_hat_0 = y_hat[(A==0) & (Y==1)] if (len(y_hat_0)<=1) or (len(y_hat_0)<=1): nit = len(batch_fair_loss) print(f'Iterate {nit}: Error for number of samples') # END CHANGE L_fair = fair_loss(y_hat_1, y_hat_0) # overall loss loss = L + lambda_ * L_fair # logging if verbose: print('Iterate {}: L_reg={}, L_fair={}'.format(iterate, L.data.item(), L_fair.data.item())) # gradient comuptation and optimizer step loss.backward() optimizer.step() return batch_reg_loss, batch_fair_loss # +--------------------------------------------------+ # | Algorithm: Stratified SGD - Regression | # +--------------------------------------------------+ def fair_learning_regression(generator, predict, fair_loss, params, lambda_, psi=None, verbose = False, logdata=None, gamma_scheduler=None, lr_decay=1, lr=1e-3, logfairloss=None, **kwargs): ''' Train model using Algorithm, which uses mini-batch SGD to train accuracy_loss + lambda_ * fairness_loss. Args: generator (generator): Generator which yields (X,Y,A) predict (fct handle): Prediction function handle, maps X-->Y_hat fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair params (list of params): List of learnable parameters, such as returned by "nn.parameters()" or list of torch Variables lambda_ (numeric): Hyperparameter controlling influence of L_fair verbose (bool, optional): Verbosity logdata (None or tuple of X,Y,A, all torch.Tensor, optional): data for keeping track of training process gamma_scheduler (optional): Learning Rate Scheduler logfairloss (optional): Fairness log function to use for logging instead of fairloss Returns: Trainig Loss over Training if logdata is provided, but changes params ''' raise NotImplementedError if logfairloss==None: logfairloss = fair_loss optimizer = optim.Adam(params, lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) criterion = torch.nn.MSELoss() batch_reg_loss = [] batch_fair_loss = [] for iterate, (X,Y,A) in enumerate(generator): if logdata: with torch.no_grad(): y_hat_log = predict(logdata[0]) batch_reg_loss.append(criterion(y_hat_log, logdata[1])) y_hat_1_log = y_hat_log[logdata[2]==1] y_hat_0_log = y_hat_log[logdata[2]==0] batch_fair_loss.append(logfairloss(y_hat_1_log, y_hat_0_log)) optimizer.zero_grad() # predict y_hat = predict(X) # compute regression and fairness loss L = criterion(y_hat, Y) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] L_fair = fair_loss(y_hat_1, y_hat_0) # overall loss loss = L + lambda_ * L_fair # logging if verbose: print('Iterate {}: L_reg={}, L_fair={}'.format(iterate, L.data.item(), L_fair.data.item())) # gradient comuptation and optimizer step loss.backward() optimizer.step() return batch_reg_loss, batch_fair_loss
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/fairness_metrics.py
import torch import ot import cvxpy as cp import numpy as np """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementations of the fairness metrics (e.g. energy distance, Sinkhorn divergence, statistical parity) as well as performance metrics (e.g. MSE, accuracy) of a model mentioned in the paper. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ # +------------------------------------------+ # | Metric 1: Energy Distance | # +------------------------------------------+ def energy_distance(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' n1 = torch.numel(y1) n2 = torch.numel(y2) return (2*torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)).mean() -torch.abs(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n1*(n1-1)) -torch.abs(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(n2*(n2-1))) # +------------------------------------------+ # | Metric 2: Sinkhorn Divergence | # +------------------------------------------+ def sinkhorn_diver(y1, y2): ''' Compute type Sinkhorn divergence between empirical distribution y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Wasserstein distance ''' # compute cost matrix C = torch.sqrt(torch.norm(y1.unsqueeze(0)-y2.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink12 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() C = torch.sqrt(torch.norm(y1.unsqueeze(0)-y1.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink11 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() C = torch.sqrt(torch.norm(y2.unsqueeze(0)-y2.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink22 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() return (sink12 - 1/2 * sink11 - 1/2 * sink22).sum() # +------------------------------------------+ # | Metric 3: MMD with RBF Kernel | # +------------------------------------------+ def MMD_RBF(y1, y2): n = y1.flatten().shape[0] m = y2.flatten().shape[0] def rbf(diff, diagzero=True): sigma = 0.1 if diagzero: return torch.exp(((diff*(1-torch.eye(diff.shape[0])))**2)/(2*sigma**2)) else: return torch.exp((diff**2)/(2*sigma**2)) return (-2*rbf(y1.unsqueeze(0)-y2.unsqueeze(1), diagzero=False).sum()/(n*m) +rbf(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n*(n-1)) +rbf(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(m*(m-1))) # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' diff = torch.tensor(0) for y_test in torch.hstack((y1_hat,y2_hat)).flatten(): cdf1_y = (y1_hat<=y_test).float().mean() cdf2_y = (y2_hat<=y_test).float().mean() if (cdf1_y-cdf2_y).abs()>diff: diff = (cdf1_y-cdf2_y).abs() return diff # +------------------------------------------+ # | Evaluation Metric 2: Bounded Group Loss | # +------------------------------------------+ def bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L2'): ''' Compute fraction in group loss between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between group loss ''' r1 = y1_hat-y1 r2 = y2_hat-y2 if loss=='L2': lossf = lambda ra,rb: (ra**2).mean() / (rb**2).mean() if loss=='L1': lossf = lambda ra,rb: ra.abs().mean() / rb.abs().mean() l = lossf(r1,r2) return l if l<1 else 1/l # +------------------------------------------+ # | Evaluation Metric 3: | # | Group Fairness in Expectation | # +------------------------------------------+ def group_fair_expect(y1_hat, y2_hat, y1, y2): ''' Compute Group Fairness in Expectation between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between means ''' return (y1_hat.mean()-y2_hat.mean()).abs() # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity_classification(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' return ((y1_hat).sum() / y1_hat.shape[0] - (y2_hat).sum() / y2_hat.shape[0]).abs() # +-----------------------------------------+ # | Evaluation Metric 2: Equal Opportunity | # +-----------------------------------------+ # CHANGE: CHANGE TO EQUAL OPPORTUNITY FORMULATION def equal_opportunity_classification(y1_hat, y2_hat, y1, y2): ''' Compute equal opportunity metric Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' y1_hat_sharp = (y1_hat>=0.5).float()[y1==1] y2_hat_sharp = (y2_hat>=0.5).float()[y2==1] return (y1_hat_sharp.mean()-y2_hat_sharp.mean()).abs() # END CHANGE # +------------------------------------------+ # | Evaluation Metric 4: lp distance | # +------------------------------------------+ def lp_dist(y1_hat, y2_hat, y1, y2, p=1): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): lp distance ''' dist = torch.tensor(0.) ys, idx = torch.hstack((y1_hat,y2_hat)).flatten().sort() for i in range(ys.shape[0]-1): cdf1_y = (y1_hat <= ys[i]).float().mean() cdf2_y = (y2_hat <= ys[i]).float().mean() dist += ((cdf1_y - cdf2_y).abs() ** p) * (ys[i+1] - ys[i]) return dist**(1/p) # +------------------------------------------+ # | Reg/Clf Metrics: MSE, MAE, Accuracy | # +------------------------------------------+ def MSE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MSE (torch.Tensor): mean squared error ''' yhats = torch.hstack((y1_hat, y2_hat)).flatten() ys = torch.hstack((y1, y2)).flatten() return ((ys-yhats)**2).mean() def MAE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MAE (torch.Tensor): mean absolute error ''' yhats = torch.hstack((y1_hat,y2_hat)).flatten() ys = torch.hstack((y1,y2)).flatten() return (ys-yhats).abs().mean() def accuracy(y1_hat, y2_hat, y1, y2): ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() total = ys.size(0) correct = (yhats == ys).sum().item() return torch.tensor(correct / total * 100) def R2(y1_hat, y2_hat, y1, y2): ''' Compute regression R2. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: R2 (torch.Tensor): mean squared error ''' ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() var_y = torch.var(ys, unbiased=False) return 1.0 - torch.nn.MSELoss(reduction="mean")(yhats, ys) / var_y
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/benchmark.py
# benchmark.py # file with functions for running experiment import fair_training import numpy as np import torch import matplotlib.pyplot as plt from scipy.spatial import ConvexHull import time def convergence_plotter(regloss, fairloss, lambda_): plt.figure(figsize=(16,5)) plt.subplot(131) plt.plot(regloss) plt.title('Regression Loss') plt.xlabel('Iteration') plt.ylabel('Regression Loss') plt.subplot(132) plt.plot(fairloss) plt.title('Fairness Loss') plt.xlabel('Iteration') plt.ylabel('Fairness Loss') plt.subplot(133) plt.plot(lambda_*np.array(fairloss)+np.array(regloss)) plt.title('Overall Loss') plt.xlabel('Iteration') plt.ylabel('Loss') plt.show() """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementaion train and test function for MFL. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def train_test_fair_learning(ds, model, fair_loss, lr, batch_size, N_epochs, lambda_, metrics, lr_decay = 1, psi=None, plot_convergence=False, logfairloss=None, train_test_split_fin=0, **kwargs): ''' Train a model using algorithm 2 and test it on metrics Args: ds (data_loader.DataLoader): Data loader to use model (torch.nn.Module): Pytorch module fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair lr (float): SGD Learning Rate batch_size (int): Batch-Size of SGD N_epochs (int): Number of epochs for SGD lambda_ (numeric): Hyperparameter controlling influence of L_fair metrics (dict with fctn handles): Metrics to use in evaluation. Will return a dict with same keys plot_convergence (bool, optional): If convergence plot of training should be shown logfairloss (fctn handle, optional): Fairness function used for logging instead of fair_loss train_test_split_fin (bool, adult data) : Train-Test split already performed on adultdata Returns: train_results, test_results: dicts of results ''' # train the model start_time = time.time() regloss, fairloss = fair_training.fair_learning(generator=ds.stratified_batch_generator_worep(batch_size, N_epochs), predict=model.forward, fair_loss=fair_loss, params=model.parameters(), lambda_=lambda_, lr_decay=lr_decay, logdata = ds.get_log_data() if plot_convergence else None, psi=psi, lr=lr, logfairloss=logfairloss, **kwargs) stop_time = time.time() # plot convergence if desired if plot_convergence: convergence_plotter(regloss, fairloss, lambda_) # compute metrics model.eval() # metrics on training set if train_test_split_fin: X, Y, A, X_test, Y_test, A_test = ds.get_adult_data() else: X, Y, A = ds.get_log_data() X_test, Y_test, A_test= ds.get_test_data() y_hat = torch.round(torch.sigmoid(model(X))) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = torch.round(torch.sigmoid(model(X_test))) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['time'] = stop_time - start_time return train_results, test_results def train_test_fair_learning_regression(ds, model, fair_loss, lr, batch_size, N_epochs, lambda_, metrics, lr_decay = 1, psi=None, plot_convergence=False, logfairloss=None, train_test_split_fin=0, **kwargs): ''' Train a model using algorithm 2 and test it on metrics Args: ds (data_loader.DataLoader): Data loader to use model (torch.nn.Module): Pytorch module fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair lr (float): SGD Learning Rate batch_size (int): Batch-Size of SGD N_epochs (int): Number of epochs for SGD lambda_ (numeric): Hyperparameter controlling influence of L_fair metrics (dict with fctn handles): Metrics to use in evaluation. Will return a dict with same keys plot_convergence (bool, optional): If convergence plot of training should be shown logfairloss (fctn handle, optional): Fairness function used for logging instead of fair_loss train_test_split_fin (bool, adult data) : Train-Test split already performed on adultdata Returns: train_results, test_results: dicts of results ''' raise NotImplementedError # train the model start_time = time.time() regloss, fairloss = fair_training.fair_learning_regression(generator=ds.stratified_batch_generator_worep(batch_size, N_epochs), predict=model.forward, fair_loss=fair_loss, params=model.parameters(), lambda_=lambda_, lr_decay=lr_decay, logdata = ds.get_log_data() if plot_convergence else None, psi=psi, lr=lr, logfairloss=logfairloss, **kwargs) stop_time = time.time() # plot convergence if desired if plot_convergence: convergence_plotter(regloss, fairloss, lambda_) # compute metrics model.eval() # metrics on training set X, Y, A = ds.get_log_data() X_test, Y_test, A_test = ds.get_test_data() y_hat = model(X) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = model(X_test) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['time'] = stop_time - start_time return train_results, test_results
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/data_loader.py
# data_loader.py # utilities for loading data import torch import numpy as np import pandas as pd import copy from sklearn.model_selection import train_test_split from tqdm import tqdm from load_data import * from sklearn.preprocessing import LabelEncoder, StandardScaler from sklearn import preprocessing """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides data loading functinality for MFL. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def to_tensor(data, device): D = data if type(data) == pd.core.frame.DataFrame: D = data.to_numpy() if type(D) == np.ndarray: return torch.tensor(D, device=device).float() elif type(D) == torch.Tensor: return D.to(device).float() else: raise NotImplementedError('Currently only Torch Tensors, Numpy NDArrays and Pandas Dataframes are supported') class DataLoader: def __init__(self, X, Y, A, X_test=None, Y_test=None, A_test=None, use_tensor=True, device='cpu', info='No Info Available', min_max_scaler=None): self.device = device self.use_tensor = use_tensor self.X = to_tensor(X, device) if use_tensor else X self.A = to_tensor(A, device) if use_tensor else A self.Y = to_tensor(Y, device) if use_tensor else Y if X_test is not None: self.X_test = to_tensor(X_test, device) if use_tensor else X_test self.A_test = to_tensor(A_test, device) if use_tensor else A_test self.Y_test = to_tensor(Y_test, device) if use_tensor else Y_test self.info = info self.min_max_scaler = None def get_data(self): # get the dataset return (self.X, self.Y, self.A) def get_adult_data(self): return (self.X, self.Y, self.A, self.X_test, self.Y_test, self.A_test) def get_data_for_A(self, a): # get dataset but only for samples with attribute a X_a = self.X[(self.A==a).squeeze()] Y_a = self.Y[(self.A==a).squeeze()] return (X_a, Y_a) def stratified_batch_generator_worep(self, batch_size=32, n_epochs=100): # get propoertions of protected attribute p_A1 = self.A.mean() p_A0 = 1 - p_A1 total_samples = self.A.shape[0] # build index set of protected and unprotected attribute # number of samples to sample from each distribution n_batch_1 = int(p_A1*batch_size) n_batch_0 = int(p_A0*batch_size) for epoch in tqdm(range(n_epochs)): ind_A1 = (self.A==1).nonzero()[:,0] ind_A0 = (self.A==0).nonzero()[:,0] for _ in range(0, total_samples - batch_size + 1, batch_size): # sample indexes for protected and unprotected class sampled_indices_A1 = (torch.ones(ind_A1.shape[0]) / (ind_A1.shape[0])).multinomial( num_samples=n_batch_1, replacement=False) batch_idx1 = ind_A1[sampled_indices_A1] mask = torch.ones(ind_A1.numel(), dtype=torch.bool) mask[sampled_indices_A1] = False ind_A1 = ind_A1[mask] sampled_indices_A0 = (torch.ones(ind_A0.shape[0]) / (ind_A0.shape[0])).multinomial( num_samples=n_batch_0, replacement=False) batch_idx0 = ind_A0[sampled_indices_A0] mask = torch.ones(ind_A0.numel(), dtype=torch.bool) mask[sampled_indices_A0] = False ind_A0 = ind_A0[mask] yield (torch.vstack((self.X[batch_idx0], self.X[batch_idx1])), torch.vstack((self.Y[batch_idx0], self.Y[batch_idx1])), torch.vstack((self.A[batch_idx0], self.A[batch_idx1]))) def get_info(self): return self.info def split_test(self, **kwargs): # perform train test split, kwargs for sklearn train-test-split X_train, X_test, Y_train, Y_test, A_train, A_test = train_test_split(self.X, self.Y, self.A, **kwargs) self.X = X_train self.X_test = X_test self.Y = Y_train self.Y_test = Y_test self.A = A_train self.A_test = A_test def get_test_data(self): # get the test dataset if self.X_test is None: raise ValueError('Train-Test split has not yet been performed') if self.min_max_scaler is not None: x_vals = self.X_test.values #returns a numpy array x_scaled = self.min_max_scaler.fit_transform(x_vals) self.X_test = pd.DataFrame(x_scaled) return (self.X_test, self.Y_test, self.A_test) def get_log_data(self): # get the dataset return (self.X, self.Y, self.A) def get_k(self): return self.X.shape[1] class LawSchool(DataLoader): """This is a classification dataset""" def __init__(self, a_inside_x, **kwargs): rawdata = pd.read_sas('./data/classification/lawschool/lawschs1_1.sas7bdat') rawdata = rawdata.drop(['college', 'Year', 'URM', 'enroll'], axis=1) rawdata = rawdata.dropna(axis=0) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) X = rawdata[['LSAT', 'GPA', 'Gender', 'resident']] Y = rawdata['admit'] A = rawdata['White'] if a_inside_x: X = pd.concat((X, A), axis=1) info = '''Law School Admissions Data collected by Project SEAPHE, predict admission, don\'t discriminate White vs. Non-White\nhttp://www.seaphe.org/databases.php''' super().__init__(X, np.array(Y)[:, None], np.array(A)[:, None], info=info, **kwargs) class Drug(DataLoader): """This is a classification dataset""" def __init__(self, a_inside_x): X, Y, A = load_drug_data('data/classification/drug/drug_consumption.data.txt') info = ''' https://www.kaggle.com/danofer/compass ''' if a_inside_x: X = np.concatenate((X, A[:, None]), axis=1) super().__init__(X, Y[:, None], A[:, None], info=info) class Credit(DataLoader): """This is a classification dataset""" def __init__(self, a_inside_x, **kwargs): rawdata = pd.read_excel('./data/classification/credit_card/default_clients.xls', header=1) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) columns = list(rawdata.columns) categ_cols = [] for column in columns: if 2 < len(set(rawdata[column])) < 10: categ_cols.append((column, len(set(rawdata[column])))) preproc_data = copy.deepcopy(rawdata) for categ_col, n_items in categ_cols: for i in range(n_items): preproc_data[categ_col + str(i)] = (preproc_data[categ_col] == i).astype(float) preproc_data = preproc_data.drop(['EDUCATION', 'MARRIAGE'], axis=1) X = preproc_data.drop(['ID', 'SEX', 'default payment next month'], axis=1) Y = preproc_data['default payment next month'] A = 2 - preproc_data['SEX'] if a_inside_x: X = pd.concat((X, A), axis=1) info = '''Credit data''' self.min_max_scaler = preprocessing.MinMaxScaler() x_vals = X.values #returns a numpy array x_scaled = self.min_max_scaler.fit_transform(x_vals) X = pd.DataFrame(x_scaled) super().__init__(X, np.array(Y)[:, None], np.array(A)[:, None], info=info, **kwargs) class Adult(DataLoader): def __init__(self, a_inside_x, **kwargs): X_train_, Y_train_, X_test_, Y_test_ = adult_data_read('./data/classification/adult/') A = X_train_['Sex'] A_test = X_test_['Sex'] le = LabelEncoder() Y = le.fit_transform(Y_train_) Y = pd.Series(Y, name='>50k') Y_test = le.fit_transform(Y_test_) Y_test = pd.Series(Y_test, name='>50k') if not a_inside_x: X = X_train_.drop(labels=['Sex'], axis=1) X = pd.get_dummies(X) X_test = X_test_.drop(labels=['Sex'], axis=1) X_test = pd.get_dummies(X_test) else: X = pd.get_dummies(X_train_) X_test = pd.get_dummies(X_test_) info = """Adult dataset for classification. Train Test split is already provided""" super().__init__(X, np.array(Y)[:, None], np.array(A)[:, None], X_test, np.array(Y_test)[:, None], np.array(A_test)[:, None], info=info, **kwargs) class CommunitiesCrime(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] # init super super().__init__(X, Y, A, info=info, **kwargs) class CommunitiesCrimeClassification(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, a_inside_x, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] bin_thr = Y.mean() Y = (Y>= bin_thr).astype(int) A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] if a_inside_x: X = np.concatenate((np.array(X), np.array(A)), axis=1) # init super super().__init__(X, Y, A, info=info, **kwargs) class BarPass(DataLoader): # http://www.seaphe.org/databases.php def __init__(self, **kwargs): df = pd.read_sas('data/lawschs1_1.sas7bdat') drop_cols = ['enroll', 'college', 'Year', 'Race'] df = df[[col for col in df.columns if col not in drop_cols]] df = df.dropna() Y = df[['GPA']] A = df[['White']] X = df.drop('GPA', axis=1) info = '''Law School Admissions Data collected by Project SEAPHE, predict GPA, don\'t discriminate White vs. Non-White\nhttp://www.seaphe.org/databases.php''' self.first_call = True super().__init__(X, Y, A, info=info, **kwargs) def get_data(self): if self.first_call: self.Xs, self.Ys, self.As = next(self.stratified_batch_generator_worep(500, 1)) self.first_call = False return (self.Xs, self.Ys, self.As) def get_log_data(self): return self.get_data() class StudentPerformance(DataLoader): # https://archive.ics.uci.edu/ml/datasets/student+performance def __init__(self, subject = 'Math', **kwargs): # load data df = pd.read_csv('data/student/student-{}.csv'.format(subject.lower()[:3]), sep=';')\ # convert the categorical values categoricals = df.dtypes[df.dtypes==object].index for attribute in categoricals: options = df[attribute].unique() options.sort() options = options[:-1] for option in options: df['{}_{}'.format(attribute, option)] = (df[attribute]==option).astype(int) df = df.drop(attribute, axis=1) # extract X A Y A = df[['sex_F']] Y = df[['G3']] X = df.drop(['sex_F', 'G3'], axis=1) info = ''' Student Performance dataset. Predict Final Grade based on Attributes, don't discriminate against female students. https://archive.ics.uci.edu/ml/datasets/student+performance ''' super().__init__(X, Y, A, info=info, **kwargs) class Compas(DataLoader): def __init__(self, a_inside_x): X, Y, A = load_compas_data('data/classification/compas/compas-scores-two-years.csv') info = ''' https://www.kaggle.com/danofer/compass ''' if a_inside_x: X = np.concatenate((X, A[:, None]), axis=1) super().__init__(X, Y[:, None], A[:, None], info=info) class Synthetic1(DataLoader): # synthetic data: bias offset def __init__(self, N, k, delta_intercept = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = delta_intercept+ X_0@theta Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) class Synthetic2(DataLoader): # synthetic data: bias slope def __init__(self, N, k, delta_slope = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = X_0@(theta+delta_slope) Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) def set_seed(seed=0): torch.manual_seed(seed) np.random.seed(seed) def adult_data_read(data_root, display=False): """ Return the Adult census data in a nice package. """ dtypes = [ ("Age", "float32"), ("Workclass", "category"), ("fnlwgt", "float32"), ("Education", "category"), ("Education-Num", "float32"), ("Marital Status", "category"), ("Occupation", "category"), ("Relationship", "category"), ("Race", "category"), ("Sex", "category"), ("Capital Gain", "float32"), ("Capital Loss", "float32"), ("Hours per week", "float32"), ("Country", "category"), ("Target", "category") ] raw_train_data = pd.read_csv( data_root+'adult.data', names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) raw_test_data = pd.read_csv( data_root+'adult.test', skiprows=1, names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) train_data = raw_train_data.drop(["Education"], axis=1) # redundant with Education-Num test_data = raw_test_data.drop(["Education"], axis=1) # redundant with Education-Num filt_dtypes = list(filter(lambda x: not (x[0] in ["Target", "Education"]), dtypes)) train_data["Target"] = train_data["Target"] == " >50K" test_data["Target"] = test_data["Target"] == " >50K." rcode = { "Not-in-family": 0, "Unmarried": 1, "Other-relative": 2, "Own-child": 3, "Husband": 4, "Wife": 5 } for k, dtype in filt_dtypes: if dtype == "category": if k == "Relationship": train_data[k] = np.array([rcode[v.strip()] for v in train_data[k]]) test_data[k] = np.array([rcode[v.strip()] for v in test_data[k]]) else: train_data[k] = train_data[k].cat.codes test_data[k] = test_data[k].cat.codes return train_data.drop(["Target", "fnlwgt"], axis=1), train_data["Target"].values, test_data.drop(["Target", "fnlwgt"], axis=1), test_data["Target"].values
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py
Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/zafar_classification.py
# Baseline 1: https://arxiv.org/pdf/1706.02409.pdf import cvxpy as cp import numpy as np import argparse import pandas as pd import torch from zafar_method import funcs_disp_mist from zafar_method.utils import * import fairness_metrics import data_loader from zafar_method import utils import numpy as np from tqdm import tqdm import cvxpy as cp from collections import namedtuple from sklearn.metrics import log_loss from zafar_method import loss_funcs as lf # loss funcs that can be optimized subject to various constraints import pickle from copy import deepcopy import os, sys # from generate_synthetic_data import * from zafar_method import utils as ut from zafar_method import funcs_disp_mist as fdm import time """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % This script provides implementation of http://proceedings.mlr.press/v54/zafar17a/zafar17a.pdf. gamma parameter is the accuracy fairness tradeoff of the model. An example usage is python zafar_classification.py --dataset {} --seed {} --nlambda {} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def str2bool(v): if isinstance(v, bool): return v if v.lower() in ('yes', 'true', 't', 'y', '1'): return True elif v.lower() in ('no', 'false', 'f', 'n', '0'): return False else: raise argparse.ArgumentTypeError('Boolean value expected.') def run(args): # act on experiment parameters: data_loader.set_seed(args.seed) gamma_candidates = np.logspace(args.lambda_min, args.lambda_max, num=args.nlambda) if args.dataset == 'CommunitiesCrimeClassification': ds = data_loader.CommunitiesCrimeClassification(a_inside_x=0) if args.dataset == 'Compas': ds = data_loader.Compas(a_inside_x=0) if args.dataset == 'LawSchool': ds = data_loader.LawSchool(a_inside_x=0) if args.dataset == 'Credit': ds = data_loader.Credit(a_inside_x=0) if args.dataset == 'Adult': ds = data_loader.Adult(a_inside_x=0) train_test_split_fin = 1 if args.dataset == 'Drug': ds = data_loader.Drug(a_inside_x=0) if args.dataset != 'Adult': ds.split_test() k = ds.get_k() metrics = { 'statistical_parity' : fairness_metrics.statistical_parity, 'equal_opportunity' : fairness_metrics.equal_opportunity_classification, 'statistical_parity_classification' : fairness_metrics.statistical_parity_classification, 'bounded_group_loss_L1' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L1'), 'bounded_group_loss_L2' : fairness_metrics.bounded_group_loss, 'group_fair_expect' : fairness_metrics.group_fair_expect, 'l1_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=1), 'l2_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=2), 'MSE' : fairness_metrics.MSE, 'MAE' : fairness_metrics.MAE, 'accuracy' : fairness_metrics.accuracy } # storage of results results_train = [] results_test = [] X, Y, A = ds.get_data() X_test, Y_test, A_test = ds.get_test_data() x_train = X.cpu().detach().numpy() Y_train = Y.cpu().detach().numpy().flatten() a_train = A.cpu().detach().numpy().flatten() x_test = X_test.cpu().detach().numpy() y_test = Y_test.cpu().detach().numpy().flatten() a_test = A_test.cpu().detach().numpy().flatten() loss_function = "logreg" # perform the experiments with logistic regression Y_test_ = y_test.copy() Y_train_ = Y_train.copy() Y_test_[y_test == 0] = -1 Y_train_[Y_train_ == 0] = -1 # run the test for various lambdas y_train = Y_train_ y_test = Y_test_ x_control_train = {"s1": a_train} x_control_test = {"s1": a_test} cons_params = None # constraint parameters, will use them later EPS = 1e-6 for gamma in gamma_candidates: print('Training Zafar method, for gamma: {}/{}, seed:{}'.format(gamma, args.nlambda, args.seed)) start_time = time.time() # mult_range = np.arange(1.0, 0.0 - it, -it).tolist() # sensitive_attrs_to_cov_thresh = deepcopy(cov_all_train_uncons) apply_fairness_constraints = 0 # set this flag to one since we want to optimize accuracy subject to fairness constraints apply_accuracy_constraint = 1 sep_constraint = 0 # for m in mult_range: # sensitive_attrs_to_cov_thresh = deepcopy(cov_all_train_uncons) # for s_attr in sensitive_attrs_to_cov_thresh.keys(): # for cov_type in sensitive_attrs_to_cov_thresh[s_attr].keys(): # for s_val in sensitive_attrs_to_cov_thresh[s_attr][cov_type]: # sensitive_attrs_to_cov_thresh[s_attr][cov_type][s_val] *= m sensitive_attrs_to_cov_thresh = {"s1":0} w = train_model(x_train, y_train, x_control_train, lf._logistic_loss, apply_fairness_constraints, apply_accuracy_constraint, sep_constraint, ['s1'], sensitive_attrs_to_cov_thresh, gamma) # y_test_predicted = np.sign(np.dot(x_test, w)) # correct_answers = (y_test_predicted == y_test).astype(int) # will have 1 when the prediction and the actual label match # accuracy = float(sum(correct_answers)) / float(len(correct_answers)) # y_test_predict[y_test_predict == -1] = 0 # w = torch.tensor(w).float() # theta0 = torch.tensor(w).float() stop_time = time.time() predict = lambda X: torch.tensor(np.maximum(np.sign(np.dot(X.cpu().detach().numpy(), w)), 0)).float() # metrics on train set y_hat = predict(X).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = predict(X_test).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['lambda_'] = gamma train_results['time'] = stop_time - start_time test_results['lambda_'] = gamma results_train.append(train_results) results_test.append(test_results) df_train = pd.DataFrame(data=results_train) df_test = pd.DataFrame(data=results_test) df_train.to_csv('results/zafar/{}_zafar_{}_train.csv'.format(args.dataset, args.seed)) df_test.to_csv('results/zafar/{}_zafar_{}_test.csv'.format(args.dataset, args.seed)) PARAMS = {'dataset':args.dataset, 'method':'zafar', 'seed':args.seed, 'nlambda': args.nlambda, 'lambda_min':args.lambda_min, 'lambda_max':args.lambda_max, 'a_inside_x': False } with open('results/zafar/{}_zafar_{}.pkl'.format(args.dataset, args.seed), 'wb') as f: pickle.dump({**PARAMS}, f, protocol=pickle.HIGHEST_PROTOCOL) if __name__=='__main__': parser = argparse.ArgumentParser(description='Experiment Inputs') parser.add_argument('--seed', default=0, help='Randomness seed', type=int) parser.add_argument('--lambda_min', default=-5, type=int, help='Minimum value of lambda: 10^x') parser.add_argument('--lambda_max', default=1, type=int, help='Maximum value of lambda: 10^x') parser.add_argument('--dataset', help='Dataset to use', choices=['CommunitiesCrimeClassification', 'Compas', 'LawSchool', 'Adult', 'Credit', 'Drug']) parser.add_argument('--nlambda', help='Number of lambda candidates', type=int, default=25) args = parser.parse_args() run(args)
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py
Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/MMD_fair.py
# fair_training.py # training methods for fair regression import torch from torch.autograd import Variable import torch.optim as optim import time from tqdm import tqdm # +---------------------------------+ # | Algorithm 1: Gradient Descent | # +---------------------------------+ """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % This script provides an implementation of the paper in https://papers.nips.cc/paper/2020/file/af9c0e0c1dee63e5acad8b7ed1a5be96-Paper.pdf %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ def mmd_gradient_descent(X, Y, A, model, predict, reg_loss, fair_loss, params, lr, N_iterates, lambda_, verbose=False, log=False, logfairloss=None, lr_decay=1, **kwargs): ''' Train model using Algorithm 1, which uses simple gradient descent. Args: X (torch.Tensor): X data Y (torch.Tensor): Y data A (torch.Tensor): A data predict (fct handle): Prediction function handle, maps X-->Y_hat reg_loss (fct handle): Regression Loss function handle, maps Y_hat, Y-->L_reg fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair params (list of params): List of learnable parameters, such as returned by "nn.parameters()" or list of torch Variables lr (float): SGD Learning Rate N_iterates (int): Number of iterates for SGD lambda_ (numeric): Hyperparameter controlling influence of L_fair psi (fct handle, optional):Transformation function maps from Y_hat, Y --> score, fair_loss is computed on score verbose (bool, optional): Verbosity log (bool, optional): Return training path logfairloss (optional): Sinkhorn divergence Returns: Trainig Loss over Training if log=True, but changes params ''' optimizer = optim.SGD(params, lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) criterion = torch.nn.BCEWithLogitsLoss() # optimizer = optim.Adam(params) #scheduler = optim.lr_scheduler.StepLR(optimizer, step_size=100, gamma=0.1) epoch_reg_loss = [] epoch_fair_loss = [] for iterate in tqdm(range(N_iterates)): # zero grad accumulator optimizer.zero_grad() # predict y_hat = predict(X) y_hat_first_layer = model.first_layer(X) L_reg = criterion(y_hat, Y) # y_hat = torch.sigmoid(y_hat) # compute regression and fairness loss y_hat_1 = y_hat_first_layer[(A.squeeze()==1) & (Y.squeeze()==1)] y_hat_0 = y_hat_first_layer[(A.squeeze()==0) & (Y.squeeze()==1)] L_fair = fair_loss(y_hat_1, y_hat_0) # all_linear1_params = torch.cat([x.view(-1) for x in model.linear1.parameters()]) # all_linear2_params = torch.cat([x.view(-1) for x in model.linear2.parameters()]) # W_froben = torch.norm(all_linear1_params, 2) ** 2 # V_froben = torch.norm(all_linear2_params, 2) ** 2 # overall loss # reg_weight = 0.1 loss = L_reg + lambda_ * L_fair # logging if verbose: print('Iterate {}: L_reg={}, L_fair={}'.format(iterate, L_reg.data.item(), L_fair.data.item())) if log: epoch_fair_loss.append(L_fair.data.item()) epoch_reg_loss.append(L_reg.data.item()) # gradient comuptation and optimizer step loss.backward() optimizer.step() #scheduler.step() return epoch_reg_loss, epoch_fair_loss def mmd_fair_traintest(ds, model, reg_loss, fair_loss, lr, n_iterates, lambda_, metrics, psi=None, plot_convergence=False, logfairloss=None, train_test_split_fin=0, lr_decay=1, **kwargs): ''' Train a model using algorithm 2 and test it on metrics Args: ds (data_loader.DataLoader): Data loader to use model (torch.nn.Module): Pytorch module fair_loss (fct handle): Fairness Loss function handle, maps Y_hat_prot, Y_hat_unprot-->L_fair lr (float): SGD Learning Rate batch_size (int): Batch-Size of SGD N_epochs (int): Number of epochs for SGD lambda_ (numeric): Hyperparameter controlling influence of L_fair metrics (dict with fctn handles): Metrics to use in evaluation. Will return a dict with same keys plot_convergence (bool, optional): If convergence plot of training should be shown logfairloss (fctn handle, optional): Fairness function used for logging instead of fair_loss train_test_split_fin (bool, adult data) : Train-Test split already performed on adultdata Returns: train_results, test_results: dicts of results ''' # train the model start_time = time.time() if train_test_split_fin: X, Y, A, X_test, Y_test, A_test = ds.get_adult_data() else: X, Y, A = ds.get_log_data() X_test, Y_test, A_test= ds.get_test_data() regloss, fairloss = mmd_gradient_descent(X, Y, A, model, model.forward, reg_loss, fair_loss, model.parameters(), lr, n_iterates, lambda_, logdata = ds.get_log_data() if plot_convergence else None, logfairloss=logfairloss, lr_decay=lr_decay, **kwargs) # plot convergence if desired if plot_convergence: convergence_plotter(regloss, fairloss, lambda_) # compute metrics model.eval() # metrics on training seed stop_time = time.time() y_hat = torch.round(torch.sigmoid(model.forward(X))) y_hat_1 = y_hat[A==1] y_hat_0 = y_hat[A==0] y_1 = Y[A==1] y_0 = Y[A==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['time'] = stop_time - start_time # metrics on test set y_hat = torch.round(torch.sigmoid(model.forward(X_test))) y_hat_1 = y_hat[A_test==1] y_hat_0 = y_hat[A_test==0] y_1 = Y_test[A_test==1] y_0 = Y_test[A_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() return train_results, test_results
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/models.py
# models.py # models for regression import torch import torch.nn as nn import torch.nn.functional as F """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % This script provides models for MFL and Oneta et al. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ class LinearRegression(nn.Module): def __init__(self, k): super(LinearRegression, self).__init__() self.linear = torch.nn.Linear(k, 1, bias=True) def forward(self, x): return self.linear(x) class NeuralNetwork(nn.Module): def __init__(self, k): super(NeuralNetwork, self).__init__() self.linear1 = torch.nn.Linear(k, 20, bias=True) self.linear2 = torch.nn.Linear(20, 1, bias=True) def forward(self, x): x = F.relu(self.linear1(x)) self.output = self.linear2(x) return self.output """Model of MFL""" class NeuralNetworkClassification(nn.Module): def __init__(self, k): super(NeuralNetworkClassification, self).__init__() self.linear1 = torch.nn.Linear(k, 16, bias=True) self.linear2 = torch.nn.Linear(16, 1, bias=True) def forward(self, x): x = F.relu(self.linear1(x)) self.output = self.linear2(x) return self.output """Model of Oneta et al.""" class NeuralNetwork_MMD(nn.Module): def __init__(self, k): super(NeuralNetwork_MMD, self).__init__() self.linear1 = torch.nn.Linear(k, 16, bias=True) self.sigmoid_ = torch.nn.ReLU() self.linear2 = torch.nn.Linear(16, 1, bias=True) def first_layer(self, x): return self.sigmoid_((self.linear1(x))) def forward(self, x): self.output = self.linear2(self.sigmoid_((self.linear1(x)))) return self.output # loss_functions: MAE and MSE def MSE(y_pred, y): return ((y_pred - y) ** 2).mean() def MAE(y_pred, y): return (y_pred - y).abs().mean()
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/fair_KDE.py
# Baseline Fair KDE : https://proceedings.neurips.cc//paper/2020/file/ac3870fcad1cfc367825cda0101eee62-Paper.pdf import cvxpy as cp import numpy as np import argparse import pandas as pd import torch import fairness_metrics import data_loader from tqdm import tqdm from collections import namedtuple from sklearn.metrics import log_loss from copy import deepcopy import os, sys import time import pickle import random import matplotlib.pyplot as plt import torch.optim as optim from Fair_KDE.models import Classifier import matplotlib.pyplot as plt import torch.nn as nn from torch.utils.data import DataLoader from Fair_KDE.dataloader import CustomDataset import time """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementation of https://proceedings.neurips.cc/paper/2020/file/ac3870fcad1cfc367825cda0101eee62-Paper.pdf An example usage python fair_KDE.py --dataset {} --seed {} --nlambda {} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ tau = 0.5 # Approximation of Q-function given by López-Benítez & Casadevall (2011) based on a second-order exponential function & Q(x) = 1- Q(-x): a = 0.4920 b = 0.2887 c = 1.1893 Q_function = lambda x: torch.exp(-a*x**2 - b*x - c) def CDF_tau(Yhat, h=0.01, tau=0.5): m = len(Yhat) Y_tilde = (tau-Yhat)/h sum_ = torch.sum(Q_function(Y_tilde[Y_tilde>0])) \ + torch.sum(1-Q_function(torch.abs(Y_tilde[Y_tilde<0]))) \ + 0.5*(len(Y_tilde[Y_tilde==0])) return sum_/m def Huber_loss(x, delta): if x.abs() < delta: return (x ** 2) / 2 return delta * (x.abs() - delta / 2) # act on experiment parameters: def run(args): # act on experiment parameters: seed = args.seed data_loader.set_seed(args.seed) ##### Other training hyperparameters ##### lr = 2e-4 n_epochs = 200 lr_decay = 1.0 batch_size = 2048 n_epochs = 500 lambda_candidates = np.logspace(args.lambda_min, args.lambda_max, num=args.nlambda) if args.dataset == 'CommunitiesCrimeClassification': ds = data_loader.CommunitiesCrimeClassification(a_inside_x=0) batch_size = 128 if args.dataset == 'Compas': ds = data_loader.Compas(a_inside_x=0) lr = 5e-4 batch_size = 2048 if args.dataset == 'LawSchool': ds = data_loader.LawSchool(a_inside_x=0) lr = 2e-4 batch_size = 2048 if args.dataset == 'Credit': ds = data_loader.Credit(a_inside_x=0) lr = 5e-4 n_batch = 2048 if args.dataset == 'Adult': ds = data_loader.Adult(0) train_test_split_fin = 1 batch_size = 2048 lr = 1e-1 lr_decay - 0.98 if args.dataset == 'Drug': ds = data_loader.Drug(a_inside_x=0) batch_size = 128 if args.dataset != 'Adult': ds.split_test() k = ds.get_k() # CHANGE: CHANGE TO EQUAL OPPORTUNITY FORMULATION metrics = { 'statistical_parity' : fairness_metrics.statistical_parity, 'statistical_parity_classification' : fairness_metrics.statistical_parity_classification, 'equal_opportunity' : fairness_metrics.equal_opportunity_classification, 'bounded_group_loss_L1' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L1'), 'bounded_group_loss_L2' : fairness_metrics.bounded_group_loss, 'group_fair_expect' : fairness_metrics.group_fair_expect, 'l1_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=1), 'l2_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=2), 'MSE' : fairness_metrics.MSE, 'MAE' : fairness_metrics.MAE, 'accuracy' : fairness_metrics.accuracy } # END CHANGE # storage of results results_train = [] results_test = [] ##### Which fairness notion to consider (Demographic Parity / Equalized Odds) ##### fairness = 'DP' # ['DP', 'EO'] ##### Model specifications ##### n_layers = 2 # [positive integers] n_hidden_units = 16 # [positive integers] ##### Our algorithm hyperparameters ##### h = 0.1 # Bandwidth hyperparameter in KDE [positive real numbers] delta = 1.0 # Delta parameter in Huber loss [positive real numbers] lambda_ = 0.05 # regularization factor of DDP/DEO; Positive real numbers \in [0.0, 1.0] random.seed(seed) np.random.seed(seed) torch.manual_seed(seed) ##### Whether to enable GPU training or not device = torch.device('cpu') # or torch.device('cpu') # Import dataset # dataset = FairnessDataset(dataset=dataset_name, device=device) # dataset.normalize() input_dim = k + 1 net = Classifier(n_layers=n_layers, n_inputs=input_dim, n_hidden_units=n_hidden_units) net = net.to(device) # Set an optimizer optimizer = optim.Adam(net.parameters(), lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) # None # X, Y, A = ds.get_data() # X_test, Y_test, A_test = ds.get_test_data() # x_train = X.cpu().detach().numpy() # Y_train = Y.cpu().detach().numpy().flatten() # a_train = A.cpu().detach().numpy().flatten() # x_test = X_test.cpu().detach().numpy() # y_test = Y_test.cpu().detach().numpy().flatten() # a_test = A_test.cpu().detach().numpy().flatten() # train_tensors, test_tensors = dataset.get_dataset_in_tensor() # X_train, Y_train, Z_train, XZ_train = train_tensors # X_test, Y_test, Z_test, XZ_test = test_tensors # Retrieve train/test splitted numpy arrays for index=split # train_arrays, test_arrays = dataset.get_dataset_in_ndarray() # X_train_np, Y_train_np, Z_train_np, XZ_train_np = train_arrays # X_test_np, Y_test_np, Z_test_np, XZ_test_np = test_arrays if args.dataset == 'Adult': X_train, Y_train, Z_train, X_test, Y_test, Z_test = ds.get_adult_data() else: X_train, Y_train, Z_train = ds.get_data() X_test, Y_test, Z_test = ds.get_test_data() XZ_test = torch.cat([X_test, Z_test], 1) XZ_train = torch.cat([X_train, Z_train], 1) custom_dataset = CustomDataset(XZ_train, Y_train, Z_train) if batch_size == 'full': batch_size_ = XZ_train.shape[0] elif isinstance(batch_size, int): batch_size_ = batch_size generator = DataLoader(custom_dataset, batch_size=batch_size_, shuffle=True) pi = torch.tensor(np.pi).to(device) phi = lambda x: torch.exp(-0.5*x**2)/torch.sqrt(2*pi) #normal distribution # # An empty dataframe for logging experimental results # df = pd.DataFrame() # df_ckpt = pd.DataFrame() loss_function = nn.BCELoss() costs = [] time_track = [] for lambda_ in lambda_candidates: print('Training FKDE method, for lambda: {}/{}, seed:{}'.format(lambda_, args.nlambda, args.seed)) start_time = time.time() for epoch in range(n_epochs): for i, (xz_batch, y_batch, z_batch) in enumerate(generator): xz_batch, y_batch, z_batch = xz_batch.to(device), y_batch.to(device), z_batch.to(device) Yhat = net(xz_batch) Ytilde = torch.round(Yhat.squeeze()) cost = 0 dtheta = 0 m = z_batch.shape[0] # prediction loss p_loss = loss_function(Yhat.squeeze(), y_batch.squeeze()) cost += (1 - lambda_) * p_loss # DP_Constraint if fairness == 'DP': Pr_Ytilde1 = CDF_tau(Yhat.detach(), h, tau) for z in range(1): # CHANGE: CHANGE TO EQUAL OPPORTUNITY FORMULATION Pr_Ytilde1_Z = CDF_tau(Yhat.detach()[(z_batch==z) & (y_batch==1)],h,tau) m_z = z_batch[(z_batch==z) & (y_batch==1)].shape[0] Delta_z = Pr_Ytilde1_Z-Pr_Ytilde1 Delta_z_grad = torch.dot(phi((tau-Yhat.detach()[(z_batch==z) & (y_batch==1)])/h).view(-1), Yhat[(z_batch==z) & (y_batch==1)].view(-1))/h/m_z Delta_z_grad -= torch.dot(phi((tau-Yhat.detach())/h).view(-1), Yhat.view(-1))/h/m # END CHANGE if Delta_z.abs() >= delta: if Delta_z > 0: Delta_z_grad *= lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= -lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= lambda_*Delta_z cost += Delta_z_grad # EO_Constraint elif fairness == 'EO': for y in [0,1]: Pr_Ytilde1_Y = CDF_tau(Yhat[y_batch==y].detach(),h,tau) m_y = y_batch[y_batch==y].shape[0] for z in range(1): Pr_Ytilde1_ZY = CDF_tau(Yhat[(y_batch==y) & (z_batch==z)].detach(),h,tau) m_zy = z_batch[(y_batch==y) & (z_batch==z)].shape[0] Delta_zy = Pr_Ytilde1_ZY-Pr_Ytilde1_Y Delta_zy_grad = torch.dot( phi((tau-Yhat[(y_batch==y) & (z_batch==z)].detach())/h).view(-1), Yhat[(y_batch==y) & (z_batch==z)].view(-1) )/h/m_zy Delta_zy_grad -= torch.dot( phi((tau-Yhat[y_batch==y].detach())/h).view(-1), Yhat[y_batch==y].view(-1) )/h/m_y if Delta_zy.abs() >= delta: if Delta_zy > 0: Delta_zy_grad *= lambda_*delta cost += Delta_zy_grad else: Delta_zy_grad *= lambda_*delta cost += -lambda_*delta*Delta_zy_grad else: Delta_zy_grad *= lambda_*Delta_zy cost += Delta_zy_grad optimizer.zero_grad() if (torch.isnan(cost)).any(): continue cost.backward() optimizer.step() costs.append(cost.item()) # Print the cost per 10 batches # if (i + 1) % 10 == 0 or (i + 1) == len(generator): # print('Lambda:{}, Epoch [{}/{}], Batch [{}/{}], Cost: {:.4f}'.format(lambda_, epoch+1, n_epochs, # i+1, len(generator), # cost.item()), end='\r') if lr_scheduler is not None: lr_scheduler.step() stop_time = time.time() def predict(XZ): Y_hat_ = net(XZ) Y_hat_[Y_hat_>=0.5] = 1 Y_hat_[Y_hat_ < 0.5] = 0 return Y_hat_ # metrics on train set y_hat = predict(XZ_train).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[Z_train==1] y_hat_0 = y_hat[Z_train==0] y_1 = Y_train[Z_train==1] y_0 = Y_train[Z_train==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['time'] = stop_time - start_time # metrics on test set y_hat = predict(XZ_test).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[Z_test==1] y_hat_0 = y_hat[Z_test==0] y_1 = Y_test[Z_test==1] y_0 = Y_test[Z_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['lambda_'] = lambda_ test_results['lambda_'] = lambda_ print(train_results) results_train.append(train_results) results_test.append(test_results) # df_train = pd.DataFrame(data=results_train) # df_test = pd.DataFrame(data=results_test) # df_train.to_csv('results/{}_zafar_{}_train.csv'.format(args.dataset, 0)) # df_test.to_csv('results/{}_zafar_{}_test.csv'.format(args.dataset, 0)) df_train = pd.DataFrame(data=results_train) df_test = pd.DataFrame(data=results_test) df_train.to_csv('results/FKDE/{}_FKDE_{}_train.csv'.format(args.dataset, args.seed)) df_test.to_csv('results/FKDE/{}_FKDE_{}_test.csv'.format(args.dataset, args.seed)) PARAMS = {'dataset':args.dataset, 'batch_size':batch_size, 'lr':lr, 'epochs':n_epochs, 'seed':args.seed, 'method':'FKDE', 'nlambda': args.nlambda, 'lambda_min':args.lambda_min, 'lambda_max':args.lambda_max, 'algorihtm':'adam', 'L':'BCE_cross_entropy', 'lr_decay':lr_decay, 'a_inside_x': True } with open('results/FKDE/{}_FKDE_{}.pkl'.format(args.dataset, args.seed), 'wb') as f: pickle.dump({**PARAMS}, f, protocol=pickle.HIGHEST_PROTOCOL) if __name__=='__main__': parser = argparse.ArgumentParser(description='Experiment Inputs') parser.add_argument('--seed', default=0, help='Randomness seed', type=int) parser.add_argument('--lambda_min', default=-5, type=int, help='Minimum value of lambda: 10^x') parser.add_argument('--lambda_max', default=2, type=int, help='Maximum value of lambda: 10^x') parser.add_argument('--dataset', help='Dataset to use', choices=['CommunitiesCrimeClassification', 'LawSchool', 'Compas', 'Adult', 'Credit', 'Drug']) parser.add_argument('--nlambda', help='Number of lambda candidates', type=int, default=50) args = parser.parse_args() run(args)
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/Fair_KDE/fairness_metrics.py
import torch import cvxpy as cp import numpy as np # +------------------------------------------+ # | Metric 1: Energy Distance | # +------------------------------------------+ def energy_distance(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' return (2*torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)).mean() -torch.abs(y1.unsqueeze(0)-y1.unsqueeze(1)).mean() -torch.abs(y2.unsqueeze(0)-y2.unsqueeze(1)).mean()) def energy_distance_forloop(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' d11 = torch.tensor(0.) d12 = torch.tensor(0.) d22 = torch.tensor(0.) for y_ in y1: d11 += (y_-y1).abs().mean() d12 += (y_-y2).abs().mean() d11 = d11/(y1.shape[0]) d12 = d12/(y1.shape[0]) for y_ in y2: d22 += (y_-y2).abs().mean() d22 = d22/(y2.shape[0]) return 2*d12-d11-d22 # +------------------------------------------+ # | Metric 2: Wasserstein Distance | # +------------------------------------------+ def W1dist(y1,y2): ''' Compute type 1 Wasserstein distance between empirical distribution y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Wasserstein distance ''' # compute cost matrix C = torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)) C_np = C.data.numpy() # solve OT problem T = cp.Variable(C_np.shape) ones_1 = np.ones((C_np.shape[0], 1)) ones_2 = np.ones((C_np.shape[1], 1)) objective = cp.Minimize(cp.sum(cp.multiply(C_np,T))) constraints = [ T >=0, T@ones_2==ones_1/len(ones_1), T.T@ones_1==ones_2/len(ones_2) ] problem = cp.Problem(objective, constraints) problem.solve(solver=cp.GUROBI) # objective value for gradient computation return (torch.Tensor(T.value)*C).sum() # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' diff = torch.tensor(0) for y_test in torch.hstack((y1_hat,y2_hat)).flatten(): cdf1_y = (y1_hat<=y_test).float().mean() cdf2_y = (y2_hat<=y_test).float().mean() if (cdf1_y-cdf2_y).abs()>diff: diff = (cdf1_y-cdf2_y).abs() return diff # +------------------------------------------+ # | Evaluation Metric 2: Bounded Group Loss | # +------------------------------------------+ def bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L2'): ''' Compute fraction in group loss between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between group loss ''' r1 = y1_hat-y1 r2 = y2_hat-y2 if loss=='L2': lossf = lambda ra,rb: (ra**2).mean() / (rb**2).mean() if loss=='L1': lossf = lambda ra,rb: ra.abs().mean() / rb.abs().mean() l = lossf(r1,r2) return l if l<1 else 1/l # +------------------------------------------+ # | Evaluation Metric 3: | # | Group Fairness in Expectation | # +------------------------------------------+ def group_fair_expect(y1_hat, y2_hat, y1, y2): ''' Compute Group Fairness in Expectation between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between means ''' return (y1_hat.mean()-y2_hat.mean()).abs() # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity_classification(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' return ((y1_hat).sum() / y1_hat.shape[0] - (y2_hat).sum() / y2_hat.shape[0]).abs() # +------------------------------------------+ # | Evaluation Metric 4: lp distance | # +------------------------------------------+ def lp_dist(y1_hat, y2_hat, y1, y2, p=1): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): lp distance ''' dist = torch.tensor(0.) ys, idx = torch.hstack((y1_hat,y2_hat)).flatten().sort() for i in range(ys.shape[0]-1): cdf1_y = (y1_hat <= ys[i]).float().mean() cdf2_y = (y2_hat <= ys[i]).float().mean() dist += ((cdf1_y - cdf2_y).abs() ** p) * (ys[i+1] - ys[i]) return dist**(1/p) # +------------------------------------------+ # | Regression Metric 1: MSE | # +------------------------------------------+ def MSE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MSE (torch.Tensor): mean squared error ''' yhats = torch.hstack((y1_hat,y2_hat)).flatten() ys = torch.hstack((y1,y2)).flatten() return ((ys-yhats)**2).mean() def MAE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MAE (torch.Tensor): mean absolute error ''' yhats = torch.hstack((y1_hat,y2_hat)).flatten() ys = torch.hstack((y1,y2)).flatten() return (ys-yhats).abs().mean() def accuracy(y1_hat, y2_hat, y1, y2): ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() total = ys.size(0) correct = (yhats == ys).sum().item() # print('Accuracy of the network on the 10000 test images: %d %%' % ( # 100 * correct / total)) return torch.tensor(correct / total * 100)
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/Fair_KDE/algorithm.py
import random import IPython import numpy as np import pandas as pd import matplotlib.pyplot as plt import torch import torch.nn as nn from torch.utils.data import DataLoader from dataloader import CustomDataset from utils import measures_from_Yhat tau = 0.5 # Approximation of Q-function given by López-Benítez & Casadevall (2011) based on a second-order exponential function & Q(x) = 1- Q(-x): a = 0.4920 b = 0.2887 c = 1.1893 Q_function = lambda x: torch.exp(-a*x**2 - b*x - c) def CDF_tau(Yhat, h=0.01, tau=0.5): m = len(Yhat) Y_tilde = (tau-Yhat)/h sum_ = torch.sum(Q_function(Y_tilde[Y_tilde>0])) \ + torch.sum(1-Q_function(torch.abs(Y_tilde[Y_tilde<0]))) \ + 0.5*(len(Y_tilde[Y_tilde==0])) return sum_/m def Huber_loss(x, delta): if x.abs() < delta: return (x ** 2) / 2 return delta * (x.abs() - delta / 2) def train_fair_classifier(dataset, net, optimizer, lr_scheduler, fairness, lambda_, h, delta, device, n_epochs=200, batch_size=2048, seed=0): # Retrieve train/test splitted pytorch tensors for index=split train_tensors, test_tensors = dataset.get_dataset_in_tensor() X_train, Y_train, Z_train, XZ_train = train_tensors X_test, Y_test, Z_test, XZ_test = test_tensors # Retrieve train/test splitted numpy arrays for index=split # train_arrays, test_arrays = dataset.get_dataset_in_ndarray() # X_train_np, Y_train_np, Z_train_np, XZ_train_np = train_arrays # X_test_np, Y_test_np, Z_test_np, XZ_test_np = test_arrays custom_dataset = CustomDataset(XZ_train, Y_train, Z_train) if batch_size == 'full': batch_size_ = XZ_train.shape[0] elif isinstance(batch_size, int): batch_size_ = batch_size data_loader = DataLoader(custom_dataset, batch_size=batch_size_, shuffle=True) pi = torch.tensor(np.pi).to(device) phi = lambda x: torch.exp(-0.5*x**2)/torch.sqrt(2*pi) #normal distribution # An empty dataframe for logging experimental results df = pd.DataFrame() df_ckpt = pd.DataFrame() loss_function = nn.BCELoss() costs = [] for epoch in range(n_epochs): for i, (xz_batch, y_batch, z_batch) in enumerate(data_loader): xz_batch, y_batch, z_batch = xz_batch.to(device), y_batch.to(device), z_batch.to(device) Yhat = net(xz_batch) Ytilde = torch.round(Yhat.detach().reshape(-1)) cost = 0 dtheta = 0 m = z_batch.shape[0] # prediction loss p_loss = loss_function(Yhat.squeeze(), y_batch) cost += (1 - lambda_) * p_loss # DP_Constraint if fairness == 'DP': Pr_Ytilde1 = CDF_tau(Yhat.detach(),h,tau) for z in range(1): Pr_Ytilde1_Z = CDF_tau(Yhat.detach()[z_batch==z],h,tau) m_z = z_batch[z_batch==z].shape[0] Delta_z = Pr_Ytilde1_Z-Pr_Ytilde1 Delta_z_grad = torch.dot(phi((tau-Yhat.detach()[z_batch==z])/h).view(-1), Yhat[z_batch==z].view(-1))/h/m_z Delta_z_grad -= torch.dot(phi((tau-Yhat.detach())/h).view(-1), Yhat.view(-1))/h/m if Delta_z.abs() >= delta: if Delta_z > 0: Delta_z_grad *= lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= -lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= lambda_*Delta_z cost += Delta_z_grad # EO_Constraint elif fairness == 'EO': for y in [0,1]: Pr_Ytilde1_Y = CDF_tau(Yhat[y_batch==y].detach(),h,tau) m_y = y_batch[y_batch==y].shape[0] for z in range(1): Pr_Ytilde1_ZY = CDF_tau(Yhat[(y_batch==y) & (z_batch==z)].detach(),h,tau) m_zy = z_batch[(y_batch==y) & (z_batch==z)].shape[0] Delta_zy = Pr_Ytilde1_ZY-Pr_Ytilde1_Y Delta_zy_grad = torch.dot( phi((tau-Yhat[(y_batch==y) & (z_batch==z)].detach())/h).view(-1), Yhat[(y_batch==y) & (z_batch==z)].view(-1) )/h/m_zy Delta_zy_grad -= torch.dot( phi((tau-Yhat[y_batch==y].detach())/h).view(-1), Yhat[y_batch==y].view(-1) )/h/m_y if Delta_zy.abs() >= delta: if Delta_zy > 0: Delta_zy_grad *= lambda_*delta cost += Delta_zy_grad else: Delta_zy_grad *= lambda_*delta cost += -lambda_*delta*Delta_zy_grad else: Delta_zy_grad *= lambda_*Delta_zy cost += Delta_zy_grad optimizer.zero_grad() if (torch.isnan(cost)).any(): continue cost.backward() optimizer.step() costs.append(cost.item()) # Print the cost per 10 batches if (i + 1) % 10 == 0 or (i + 1) == len(data_loader): print('Epoch [{}/{}], Batch [{}/{}], Cost: {:.4f}'.format(epoch+1, n_epochs, i+1, len(data_loader), cost.item()), end='\r') if lr_scheduler is not None: lr_scheduler.step() Yhat_train = net(XZ_train).squeeze().detach().cpu().numpy() df_temp = measures_from_Yhat(Y_train_np, Z_train_np, Yhat=Yhat_train, threshold=tau) df_temp['epoch'] = epoch * len(data_loader) + i + 1 df_ckpt = df_ckpt.append(df_temp) # Plot (cost, train accuracies, fairness measures) curves per 50 epochs if (epoch + 1) % 50 == 0: IPython.display.clear_output() print('Currently working on - seed: {}'.format(seed)) plt.figure(figsize=(15,5), dpi=100) plt.subplot(1,3,1) plt.plot(costs) plt.xlabel('x10 iterations') plt.title('cost') plt.subplot(1,3,2) plt.plot(df_ckpt['acc'].to_numpy()) plt.xlabel('epoch') plt.title('Accuracy') plt.subplot(1,3,3) if fairness == 'DP': plt.plot(df_ckpt['DDP'].to_numpy()) plt.title('DDP') elif fairness == 'EO': plt.plot(df_ckpt['DEO'].to_numpy()) plt.title('DEO') plt.xlabel('epoch') plt.show() Yhat_test = net(XZ_test).squeeze().detach().cpu().numpy() df_test = measures_from_Yhat(Y_test_np, Z_test_np, Yhat=Yhat_test, threshold=tau) return df_test
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/Fair_KDE/dataloader.py
import os import copy import torch import random import numpy as np import pandas as pd import matplotlib.pyplot as plt import data_loader #from tempeh.configurations import datasets from sklearn.datasets import make_moons from sklearn.preprocessing import LabelEncoder, StandardScaler def arrays_to_tensor(X, Y, Z, XZ, device): return torch.FloatTensor(X).to(device), torch.FloatTensor(Y).to(device), torch.FloatTensor(Z).to(device), torch.FloatTensor(XZ).to(device) def adult(data_root, display=False): """ Return the Adult census data in a nice package. """ dtypes = [ ("Age", "float32"), ("Workclass", "category"), ("fnlwgt", "float32"), ("Education", "category"), ("Education-Num", "float32"), ("Marital Status", "category"), ("Occupation", "category"), ("Relationship", "category"), ("Race", "category"), ("Sex", "category"), ("Capital Gain", "float32"), ("Capital Loss", "float32"), ("Hours per week", "float32"), ("Country", "category"), ("Target", "category") ] raw_train_data = pd.read_csv( data_root+'adult.data', names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) raw_test_data = pd.read_csv( data_root+'adult.test', skiprows=1, names=[d[0] for d in dtypes], na_values="?", dtype=dict(dtypes) ) train_data = raw_train_data.drop(["Education"], axis=1) # redundant with Education-Num test_data = raw_test_data.drop(["Education"], axis=1) # redundant with Education-Num filt_dtypes = list(filter(lambda x: not (x[0] in ["Target", "Education"]), dtypes)) train_data["Target"] = train_data["Target"] == " >50K" test_data["Target"] = test_data["Target"] == " >50K." rcode = { "Not-in-family": 0, "Unmarried": 1, "Other-relative": 2, "Own-child": 3, "Husband": 4, "Wife": 5 } for k, dtype in filt_dtypes: if dtype == "category": if k == "Relationship": train_data[k] = np.array([rcode[v.strip()] for v in train_data[k]]) test_data[k] = np.array([rcode[v.strip()] for v in test_data[k]]) else: train_data[k] = train_data[k].cat.codes test_data[k] = test_data[k].cat.codes return train_data.drop(["Target", "fnlwgt"], axis=1), train_data["Target"].values, test_data.drop(["Target", "fnlwgt"], axis=1), test_data["Target"].values def compas_data_loader(): """ Downloads COMPAS data from the propublica GitHub repository. :return: pandas.DataFrame with columns 'sex', 'age', 'juv_fel_count', 'juv_misd_count', 'juv_other_count', 'priors_count', 'two_year_recid', 'age_cat_25 - 45', 'age_cat_Greater than 45', 'age_cat_Less than 25', 'race_African-American', 'race_Caucasian', 'c_charge_degree_F', 'c_charge_degree_M' """ data = pd.read_csv("./data/compas/compas-scores-two-years.csv") # noqa: E501 # filter similar to # https://github.com/propublica/compas-analysis/blob/master/Compas%20Analysis.ipynb data = data[(data['days_b_screening_arrest'] <= 30) & (data['days_b_screening_arrest'] >= -30) & (data['is_recid'] != -1) & (data['c_charge_degree'] != "O") & (data['score_text'] != "N/A")] # filter out all records except the ones with the most common two races data = data[(data['race'] == 'African-American') | (data['race'] == 'Caucasian')] # Select relevant columns for machine learning. # We explicitly leave in age_cat to allow linear classifiers to be non-linear in age data = data[["sex", "age", "age_cat", "race", "juv_fel_count", "juv_misd_count", "juv_other_count", "priors_count", "c_charge_degree", "two_year_recid"]] # map string representation of feature "sex" to 0 for Female and 1 for Male data = data.assign(sex=(data["sex"] == "Male") * 1) data = pd.get_dummies(data) return data class CustomDataset(): def __init__(self, X, Y, Z): self.X = X self.Y = Y self.Z = Z def __len__(self): return len(self.Y) def __getitem__(self, index): x, y, z = self.X[index], self.Y[index], self.Z[index] return x, y, z class FairnessDataset(): def __init__(self, dataset, device=torch.device('cuda')): self.dataset = dataset self.device = device np.random.seed(12345678) if self.dataset == 'AdultCensus': self.get_adult_data() elif self.dataset == 'COMPAS': self.get_compas_data() elif self.dataset == 'CreditDefault': self.get_credit_default_data() elif self.dataset == 'Lawschool': self.get_lawschool_data() elif self.dataset == 'Moon': self.get_moon_data() else: raise ValueError('Your argument {} for dataset name is invalid.'.format(self.dataset)) self.prepare_ndarray() def get_adult_data(self): X_train, Y_train, X_test, Y_test = adult('./data/adult/') self.Z_train_ = X_train['Sex'] self.Z_test_ = X_test['Sex'] self.X_train_ = X_train.drop(labels=['Sex'], axis=1) self.X_train_ = pd.get_dummies(self.X_train_) self.X_test_ = X_test.drop(labels=['Sex'], axis=1) self.X_test_ = pd.get_dummies(self.X_test_) le = LabelEncoder() self.Y_train_ = le.fit_transform(Y_train) self.Y_train_ = pd.Series(self.Y_train_, name='>50k') self.Y_test_ = le.fit_transform(Y_test) self.Y_test_ = pd.Series(self.Y_test_, name='>50k') # def get_compas_data(self): # dataset = datasets['compas']() # # dataset = compas_data_loader() # X_train, X_test = dataset.get_X(format=pd.DataFrame) # Y_train, Y_test = dataset.get_y(format=pd.Series) # Z_train, Z_test = dataset.get_sensitive_features('race', format=pd.Series) # self.X_train_ = X_train # self.Y_train_ = Y_train # self.Z_train_ = (Z_train != 'African-American').astype(float) # self.X_test_ = X_test # self.Y_test_ = Y_test # self.Z_test_ = (Z_test != 'African-American').astype(float) def get_compas_data(self): dataset = datasets['compas']() ds = data_loader.Compas() ds.split_test() X, Y, A = ds.get_log_data() X_test, Y_test, A_test = ds.get_test_data() self.X_train_ = X self.Y_train_ = Y self.Z_train_ = A self.X_test_ = X_test self.Y_test_ = Y_test self.Z_test_ = A_test def get_credit_default_data(self): rawdata = pd.read_excel('./data/credit_card/default_clients.xls', header=1) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) columns = list(rawdata.columns) categ_cols = [] for column in columns: if 2 < len(set(rawdata[column])) < 10: categ_cols.append((column, len(set(rawdata[column])))) preproc_data = copy.deepcopy(rawdata) for categ_col, n_items in categ_cols: for i in range(n_items): preproc_data[categ_col + str(i)] = (preproc_data[categ_col] == i).astype(float) preproc_data = preproc_data.drop(['EDUCATION', 'MARRIAGE'], axis=1) X = preproc_data.drop(['ID', 'SEX', 'default payment next month'], axis=1) Y = preproc_data['default payment next month'] Z = 2 - preproc_data['SEX'] self.X_train_ = X.loc[list(range(24000)), :] self.Y_train_ = Y.loc[list(range(24000))] self.Z_train_ = Z.loc[list(range(24000))] self.X_test_ = X.loc[list(range(24000,30000)), :] self.Y_test_ = Y.loc[list(range(24000,30000))] self.Z_test_ = Z.loc[list(range(24000,30000))] def get_lawschool_data(self): rawdata = pd.read_sas('./data/lawschool/lawschs1_1.sas7bdat') rawdata = rawdata.drop(['college', 'Year', 'URM', 'enroll'], axis=1) rawdata = rawdata.dropna(axis=0) rawdata = rawdata.sample(frac=1.0, random_state=12345678).reset_index(drop=True) X = rawdata[['LSAT', 'GPA', 'Gender', 'resident']] Y = rawdata['admit'] Z = rawdata['White'] self.X_train_ = X.loc[list(range(77267)), :] self.Y_train_ = Y.loc[list(range(77267))] self.Z_train_ = Z.loc[list(range(77267))] self.X_test_ = X.loc[list(range(77267,96584)), :] self.Y_test_ = Y.loc[list(range(77267,96584))] self.Z_test_ = Z.loc[list(range(77267,96584))] def get_moon_data(self): n_train = 10000 n_test = 5000 X, Y = make_moons(n_samples=n_train+n_test, noise=0.2, random_state=0) Z = np.zeros_like(Y) np.random.seed(0) for i in range(n_train + n_test): if Y[i] == 0: if -0.734 < X[i][0] < 0.734: Z[i] = np.random.binomial(1, 0.90) else: Z[i] = np.random.binomial(1, 0.35) elif Y[i] == 1: if 0.262 < X[i][0] < 1.734: Z[i] = np.random.binomial(1, 0.55) else: Z[i] = np.random.binomial(1, 0.10) X = pd.DataFrame(X, columns=['x_1', 'x_2']) Y = pd.Series(Y, name='label') Z = pd.Series(Z, name='sensitive attribute') self.X_train_ = X.loc[list(range(10000)), :] self.Y_train_ = Y.loc[list(range(10000))] self.Z_train_ = Z.loc[list(range(10000))] self.X_test_ = X.loc[list(range(10000,15000)), :] self.Y_test_ = Y.loc[list(range(10000,15000))] self.Z_test_ = Z.loc[list(range(10000,15000))] def prepare_ndarray(self): self.normalized = False self.X_train = self.X_train_.to_numpy(dtype=np.float64) self.Y_train = self.Y_train_.to_numpy(dtype=np.float64) self.Z_train = self.Z_train_.to_numpy(dtype=np.float64) self.XZ_train = np.concatenate([self.X_train, self.Z_train.reshape(-1,1)], axis=1) self.X_test = self.X_test_.to_numpy(dtype=np.float64) self.Y_test = self.Y_test_.to_numpy(dtype=np.float64) self.Z_test = self.Z_test_.to_numpy(dtype=np.float64) self.XZ_test = np.concatenate([self.X_test, self.Z_test.reshape(-1,1)], axis=1) self.sensitive_attrs = sorted(list(set(self.Z_train))) return None def normalize(self): self.normalized = True scaler_XZ = StandardScaler() self.XZ_train = scaler_XZ.fit_transform(self.XZ_train) self.XZ_test = scaler_XZ.transform(self.XZ_test) scaler_X = StandardScaler() self.X_train = scaler_X.fit_transform(self.X_train) self.X_test = scaler_X.transform(self.X_test) return None def get_dataset_in_ndarray(self): return (self.X_train, self.Y_train, self.Z_train, self.XZ_train),\ (self.X_test, self.Y_test, self.Z_test, self.XZ_test) def get_dataset_in_tensor(self, validation=False, val_portion=.0): X_train_, Y_train_, Z_train_, XZ_train_ = arrays_to_tensor( self.X_train, self.Y_train, self.Z_train, self.XZ_train, self.device) X_test_, Y_test_, Z_test_, XZ_test_ = arrays_to_tensor( self.X_test, self.Y_test, self.Z_test, self.XZ_test, self.device) return (X_train_, Y_train_, Z_train_, XZ_train_),\ (X_test_, Y_test_, Z_test_, XZ_test_)
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/Fair_KDE/data_loader_or.py
# data_loader.py # utilities for loading data import torch import numpy as np import pandas as pd from sklearn.model_selection import train_test_split from tqdm import tqdm from load_data import * # TODO: possibly some form of (cross) validation def to_tensor(data, device): D = data if type(data) == pd.core.frame.DataFrame: D = data.to_numpy() if type(D) == np.ndarray: return torch.tensor(D, device=device).float() elif type(D) == torch.Tensor: return D.to(device).float() else: raise NotImplementedError('Currently only Torch Tensors, Numpy NDArrays and Pandas Dataframes are supported') class DataLoader: def __init__(self, X, Y, A, use_tensor=True, device='cpu', info='No Info Available'): self.device = device self.use_tensor = use_tensor self.X = to_tensor(X, device) if use_tensor else X self.A = to_tensor(A, device) if use_tensor else A self.Y = to_tensor(Y, device) if use_tensor else Y self.X_test = None self.A_test = None self.Y_test = None self.info = info def get_data(self): # get the dataset return (self.X, self.Y, self.A) def get_data_for_A(self, a): # get dataset but only for samples with attribute a X_a = self.X[(self.A==a).squeeze()] Y_a = self.Y[(self.A==a).squeeze()] return (X_a, Y_a) # def stratified_batch_generator(self, n_samples, n_iterates): # # get propoertions of protected attribute # p_A1 = self.A.mean() # p_A0 = 1-p_A1 # # build index set of protected and unprotected attribute # ind_A1 = (self.A==1).nonzero()[:,0] # ind_A0 = (self.A==0).nonzero()[:,0] # # number of samples to sample from each distribution # n_batch_1 = int(p_A1*n_samples) # n_batch_0 = int(p_A0*n_samples) # replacement = False # for _ in range(n_iterates): # # sample indexes for protected and unprotected class # batch_idx1 = ind_A1[(torch.ones(ind_A1.shape[0]) / (ind_A1.shape[0])).multinomial( # num_samples=n_batch_1, # replacement=replacement)] # batch_idx0 = ind_A0[(torch.ones(ind_A0.shape[0]) / (ind_A0.shape[0])).multinomial( # num_samples=n_batch_0, # replacement=replacement)] # yield (torch.vstack((self.X[batch_idx0], self.X[batch_idx1])), # torch.vstack((self.Y[batch_idx0], self.Y[batch_idx1])), # torch.vstack((self.A[batch_idx0], self.A[batch_idx1]))) def stratified_batch_generator_worep(self, batch_size=32, n_epochs=100): # get propoertions of protected attribute # n_epochs = 100 p_A1 = self.A.mean() p_A0 = 1 - p_A1 # print(p_A0) total_samples = self.A.shape[0] # batch_size = 32 # build index set of protected and unprotected attribute # number of samples to sample from each distribution n_batch_1 = int(p_A1*batch_size) n_batch_0 = int(p_A0*batch_size) for epoch in tqdm(range(n_epochs)): # print(epoch) ind_A1 = (self.A==1).nonzero()[:,0] ind_A0 = (self.A==0).nonzero()[:,0] for _ in range(0, total_samples - batch_size + 1, batch_size): # sample indexes for protected and unprotected class sampled_indices_A1 = (torch.ones(ind_A1.shape[0]) / (ind_A1.shape[0])).multinomial( num_samples=n_batch_1, replacement=False) batch_idx1 = ind_A1[sampled_indices_A1] mask = torch.ones(ind_A1.numel(), dtype=torch.bool) mask[sampled_indices_A1] = False ind_A1 = ind_A1[mask] # print(ind_A1.shape) sampled_indices_A0 = (torch.ones(ind_A0.shape[0]) / (ind_A0.shape[0])).multinomial( num_samples=n_batch_0, replacement=False) batch_idx0 = ind_A0[sampled_indices_A0] mask = torch.ones(ind_A0.numel(), dtype=torch.bool) mask[sampled_indices_A0] = False ind_A0 = ind_A0[mask] yield (torch.vstack((self.X[batch_idx0], self.X[batch_idx1])), torch.vstack((self.Y[batch_idx0], self.Y[batch_idx1])), torch.vstack((self.A[batch_idx0], self.A[batch_idx1]))) def get_info(self): return self.info def split_test(self, **kwargs): # perform train test split, kwargs for sklearn train-test-split X_train, X_test, Y_train, Y_test, A_train, A_test = train_test_split(self.X, self.Y, self.A, **kwargs) self.X = X_train self.X_test = X_test self.Y = Y_train self.Y_test = Y_test self.A = A_train self.A_test = A_test def get_test_data(self): # get the test dataset if self.X_test is None: raise ValueError('Train-Test split has not yet been performed') return (self.X_test, self.Y_test, self.A_test) def get_log_data(self): # get the dataset return (self.X, self.Y, self.A) def get_k(self): return self.X.shape[1] class CommunitiesCrime(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] # init super super().__init__(X, Y, A, info=info, **kwargs) class CommunitiesCrimeClassification(DataLoader): # http://archive.ics.uci.edu/ml/datasets/Communities+and+Crime def __init__(self, **kwargs): yvar = 'ViolentCrimesPerPop' avar = 'racepctblack' # load the data with open('data/communities.names') as file: info = file.read() colnames = [line.split(' ')[1] for line in info.split('\n') if line and line.startswith('@attribute')] df = pd.read_csv('data/communities.data', header=None, names=colnames, na_values='?') # process the data Y = df[[yvar]] bin_thr = Y.mean() Y = (Y>= bin_thr).astype(int) A = (df[[avar]] > df[[avar]].median()).astype(int) nasum = df.isna().sum() names = [name for name in nasum[nasum==0].index if name not in [yvar, avar, 'state', 'communityname', 'fold']] X = df[names] # init super super().__init__(X, Y, A, info=info, **kwargs) class BarPass(DataLoader): # http://www.seaphe.org/databases.php def __init__(self, **kwargs): df = pd.read_sas('data/lawschs1_1.sas7bdat') drop_cols = ['enroll', 'college', 'Year', 'Race'] df = df[[col for col in df.columns if col not in drop_cols]] df = df.dropna() Y = df[['GPA']] A = df[['White']] X = df.drop('GPA', axis=1) info = '''Law School Admissions Data collected by Project SEAPHE, predict GPA, don\'t discriminate White vs. Non-White\nhttp://www.seaphe.org/databases.php''' self.first_call = True super().__init__(X, Y, A, info=info, **kwargs) def get_data(self): if self.first_call: self.Xs, self.Ys, self.As = next(self.stratified_batch_generator_worep(10000, 1)) self.first_call = False return (self.Xs, self.Ys, self.As) class StudentPerformance(DataLoader): # https://archive.ics.uci.edu/ml/datasets/student+performance def __init__(self, subject = 'Math', **kwargs): # load data df = pd.read_csv('data/student/student-{}.csv'.format(subject.lower()[:3]), sep=';')\ # convert the categorical values categoricals = df.dtypes[df.dtypes==object].index for attribute in categoricals: options = df[attribute].unique() options.sort() options = options[:-1] for option in options: df['{}_{}'.format(attribute, option)] = (df[attribute]==option).astype(int) df = df.drop(attribute, axis=1) # extract X A Y A = df[['sex_F']] Y = df[['G3']] X = df.drop(['sex_F', 'G3'], axis=1) info = ''' Student Performance dataset. Predict Final Grade based on Attributes, don't discriminate against female students. https://archive.ics.uci.edu/ml/datasets/student+performance ''' super().__init__(X, Y, A, info=info, **kwargs) class Compas(DataLoader): def __init__(self): X, Y, A = load_compas_data('data/compas/compas-scores-two-years.csv') info = ''' https://www.kaggle.com/danofer/compass ''' super().__init__(X, Y[:, None], A[:, None], info=info) class Synthetic1(DataLoader): # synthetic data: bias offset def __init__(self, N, k, delta_intercept = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = delta_intercept+ X_0@theta Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) class Synthetic2(DataLoader): # synthetic data: bias slope def __init__(self, N, k, delta_slope = 0.5, **kwargs): X_0 = torch.normal(mean=0.0, std=torch.ones(int(N/2),k)) X_1 = X_0 theta = torch.normal(mean=2, std=torch.ones(k,1)) Y_0 = X_0@(theta+delta_slope) Y_1 = X_1@theta A_0 = torch.zeros(int(N/2),1) A_1 = torch.ones(N-int(N/2),1) info = 'Synthetic Data' X = torch.vstack((X_0, X_1)) Y = torch.vstack((Y_0, Y_1)) A = torch.vstack((A_0, A_1)) super().__init__(np.hstack((X,A)), Y, A, info=info, **kwargs) def set_seed(seed=0): torch.manual_seed(seed) np.random.seed(seed)
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/Fair_KDE/models.py
import torch import torch.nn as nn class Classifier(nn.Module): def __init__(self, n_layers, n_inputs, n_hidden_units): super(Classifier, self).__init__() layers = [] if n_layers == 1: # Logistic Regression layers.append(nn.Linear(n_inputs, 1)) layers.append(nn.Sigmoid()) else: layers.append(nn.Linear(n_inputs, n_hidden_units)) layers.append(nn.ReLU()) for i in range(n_layers-2): layers.append(nn.Linear(n_hidden_units, n_hidden_units)) layers.append(nn.ReLU()) layers.append(nn.Linear(n_hidden_units,1)) layers.append(nn.Sigmoid()) self.layers = nn.Sequential(*layers) def forward(self, x): x = self.layers(x) return x
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Metrizing-Fairness
Metrizing-Fairness-main/equal_opportunity/Fair_KDE/fair_KDE_.py
# Baseline Fair KDE : https://proceedings.neurips.cc//paper/2020/file/ac3870fcad1cfc367825cda0101eee62-Paper.pdf import cvxpy as cp import numpy as np import argparse import pandas as pd import torch import fairness_metrics import data_loader from tqdm import tqdm from collections import namedtuple from sklearn.metrics import log_loss from copy import deepcopy import os, sys import time import random import matplotlib.pyplot as plt import torch.optim as optim from models import Classifier from dataloader import FairnessDataset from algorithm import train_fair_classifier import matplotlib.pyplot as plt import torch.nn as nn from torch.utils.data import DataLoader from dataloader import CustomDataset from utils import measures_from_Yhat tau = 0.5 # Approximation of Q-function given by López-Benítez & Casadevall (2011) based on a second-order exponential function & Q(x) = 1- Q(-x): a = 0.4920 b = 0.2887 c = 1.1893 Q_function = lambda x: torch.exp(-a*x**2 - b*x - c) def CDF_tau(Yhat, h=0.01, tau=0.5): m = len(Yhat) Y_tilde = (tau-Yhat)/h sum_ = torch.sum(Q_function(Y_tilde[Y_tilde>0])) \ + torch.sum(1-Q_function(torch.abs(Y_tilde[Y_tilde<0]))) \ + 0.5*(len(Y_tilde[Y_tilde==0])) return sum_/m def Huber_loss(x, delta): if x.abs() < delta: return (x ** 2) / 2 return delta * (x.abs() - delta / 2) # act on experiment parameters: data_loader.set_seed(0) gamma_candidates = np.logspace(-2, 2, num=10) ds = data_loader.Compas() ds.split_test() k = ds.get_k() metrics = { 'statistical_parity' : fairness_metrics.statistical_parity, 'statistical_parity_classification' : fairness_metrics.statistical_parity_classification, 'bounded_group_loss_L1' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L1'), 'bounded_group_loss_L2' : fairness_metrics.bounded_group_loss, 'group_fair_expect' : fairness_metrics.group_fair_expect, 'l1_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=1), 'l2_dist' : lambda y1_hat, y2_hat, y1, y2: fairness_metrics.lp_dist(y1_hat, y2_hat, y1, y2, p=2), 'MSE' : fairness_metrics.MSE, 'MAE' : fairness_metrics.MAE, 'accuracy' : fairness_metrics.accuracy } # storage of results results_train = [] results_test = [] dataset_name = 'COMPAS' # ['Moon', 'Lawschool', 'AdultCensus', 'CreditDefault', 'COMPAS'] ##### Which fairness notion to consider (Demographic Parity / Equalized Odds) ##### fairness = 'DP' # ['DP', 'EO'] ##### Model specifications ##### n_layers = 2 # [positive integers] n_hidden_units = 20 # [positive integers] ##### Our algorithm hyperparameters ##### h = 0.1 # Bandwidth hyperparameter in KDE [positive real numbers] delta = 1.0 # Delta parameter in Huber loss [positive real numbers] lambda_ = 0.05 # regularization factor of DDP/DEO; Positive real numbers \in [0.0, 1.0] ##### Other training hyperparameters ##### batch_size = 2048 lr = 2e-4 lr_decay = 1.0 # Exponential decay factor of LR scheduler n_seeds = 5 # Number of random seeds to try n_epochs = 200 seed = 5 random.seed(seed) np.random.seed(seed) torch.manual_seed(seed) ##### Whether to enable GPU training or not device = torch.device('cpu') # or torch.device('cpu') # Import dataset # dataset = FairnessDataset(dataset=dataset_name, device=device) # dataset.normalize() input_dim = k + 1 net = Classifier(n_layers=n_layers, n_inputs=input_dim, n_hidden_units=n_hidden_units) net = net.to(device) # Set an optimizer optimizer = optim.Adam(net.parameters(), lr=lr) lr_scheduler = optim.lr_scheduler.ExponentialLR(optimizer, gamma=lr_decay) # None # X, Y, A = ds.get_data() # X_test, Y_test, A_test = ds.get_test_data() # x_train = X.cpu().detach().numpy() # Y_train = Y.cpu().detach().numpy().flatten() # a_train = A.cpu().detach().numpy().flatten() # x_test = X_test.cpu().detach().numpy() # y_test = Y_test.cpu().detach().numpy().flatten() # a_test = A_test.cpu().detach().numpy().flatten() # train_tensors, test_tensors = dataset.get_dataset_in_tensor() # X_train, Y_train, Z_train, XZ_train = train_tensors # X_test, Y_test, Z_test, XZ_test = test_tensors # Retrieve train/test splitted numpy arrays for index=split # train_arrays, test_arrays = dataset.get_dataset_in_ndarray() # X_train_np, Y_train_np, Z_train_np, XZ_train_np = train_arrays # X_test_np, Y_test_np, Z_test_np, XZ_test_np = test_arrays X_train, Y_train, Z_train = ds.get_data() X_test, Y_test, Z_test = ds.get_test_data() XZ_test = torch.cat([X_test, Z_test], 1) XZ_train = torch.cat([X_train, Z_train], 1) custom_dataset = CustomDataset(XZ_train, Y_train, Z_train) if batch_size == 'full': batch_size_ = XZ_train.shape[0] elif isinstance(batch_size, int): batch_size_ = batch_size generator = DataLoader(custom_dataset, batch_size=batch_size_, shuffle=True) pi = torch.tensor(np.pi).to(device) phi = lambda x: torch.exp(-0.5*x**2)/torch.sqrt(2*pi) #normal distribution # # An empty dataframe for logging experimental results # df = pd.DataFrame() # df_ckpt = pd.DataFrame() loss_function = nn.BCELoss() costs = [] results_test = [] results_train = [] for epoch in range(n_epochs): for i, (xz_batch, y_batch, z_batch) in enumerate(generator): xz_batch, y_batch, z_batch = xz_batch.to(device), y_batch.to(device), z_batch.to(device) Yhat = net(xz_batch) Ytilde = torch.round(Yhat.squeeze()) cost = 0 dtheta = 0 m = z_batch.shape[0] # prediction loss p_loss = loss_function(Yhat.squeeze(), y_batch.squeeze()) cost += (1 - lambda_) * p_loss # DP_Constraint if fairness == 'DP': Pr_Ytilde1 = CDF_tau(Yhat.detach(), h, tau) for z in range(1): Pr_Ytilde1_Z = CDF_tau(Yhat.detach()[z_batch==z],h,tau) m_z = z_batch[z_batch==z].shape[0] Delta_z = Pr_Ytilde1_Z-Pr_Ytilde1 Delta_z_grad = torch.dot(phi((tau-Yhat.detach()[z_batch==z])/h).view(-1), Yhat[z_batch==z].view(-1))/h/m_z Delta_z_grad -= torch.dot(phi((tau-Yhat.detach())/h).view(-1), Yhat.view(-1))/h/m if Delta_z.abs() >= delta: if Delta_z > 0: Delta_z_grad *= lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= -lambda_*delta cost += Delta_z_grad else: Delta_z_grad *= lambda_*Delta_z cost += Delta_z_grad # EO_Constraint elif fairness == 'EO': for y in [0,1]: Pr_Ytilde1_Y = CDF_tau(Yhat[y_batch==y].detach(),h,tau) m_y = y_batch[y_batch==y].shape[0] for z in range(1): Pr_Ytilde1_ZY = CDF_tau(Yhat[(y_batch==y) & (z_batch==z)].detach(),h,tau) m_zy = z_batch[(y_batch==y) & (z_batch==z)].shape[0] Delta_zy = Pr_Ytilde1_ZY-Pr_Ytilde1_Y Delta_zy_grad = torch.dot( phi((tau-Yhat[(y_batch==y) & (z_batch==z)].detach())/h).view(-1), Yhat[(y_batch==y) & (z_batch==z)].view(-1) )/h/m_zy Delta_zy_grad -= torch.dot( phi((tau-Yhat[y_batch==y].detach())/h).view(-1), Yhat[y_batch==y].view(-1) )/h/m_y if Delta_zy.abs() >= delta: if Delta_zy > 0: Delta_zy_grad *= lambda_*delta cost += Delta_zy_grad else: Delta_zy_grad *= lambda_*delta cost += -lambda_*delta*Delta_zy_grad else: Delta_zy_grad *= lambda_*Delta_zy cost += Delta_zy_grad optimizer.zero_grad() if (torch.isnan(cost)).any(): continue cost.backward() optimizer.step() costs.append(cost.item()) # Print the cost per 10 batches if (i + 1) % 10 == 0 or (i + 1) == len(generator): print('Epoch [{}/{}], Batch [{}/{}], Cost: {:.4f}'.format(epoch+1, n_epochs, i+1, len(generator), cost.item()), end='\r') if lr_scheduler is not None: lr_scheduler.step() def predict(XZ): Y_hat_ = net(XZ) Y_hat_[Y_hat_>=0.5] = 1 Y_hat_[Y_hat_ < 0.5] = 0 return Y_hat_ # metrics on train set y_hat = predict(XZ_train).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[Z_train==1] y_hat_0 = y_hat[Z_train==0] y_1 = Y_train[Z_train==1] y_0 = Y_train[Z_train==0] train_results = {} for key in metrics.keys(): train_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() # metrics on test set y_hat = predict(XZ_test).flatten() y_hat = y_hat.unsqueeze(1) y_hat_1 = y_hat[Z_test==1] y_hat_0 = y_hat[Z_test==0] y_1 = Y_test[Z_test==1] y_0 = Y_test[Z_test==0] test_results = {} for key in metrics.keys(): test_results[key] = metrics[key](y_hat_1, y_hat_0, y_1, y_0).data.item() train_results['lambda_'] = lambda_ test_results['lambda_'] = lambda_ results_train.append(train_results) results_test.append(test_results) # df_train = pd.DataFrame(data=results_train) # df_test = pd.DataFrame(data=results_test) # df_train.to_csv('results/{}_zafar_{}_train.csv'.format(args.dataset, 0)) # df_test.to_csv('results/{}_zafar_{}_test.csv'.format(args.dataset, 0))
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Metrizing-Fairness
Metrizing-Fairness-main/online_regression/fairness_metrics.py
import torch import ot import cvxpy as cp import numpy as np """ % Metrizing Fairness %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This script provides implementations of the fairness metrics (e.g. energy distance, Sinkhorn divergence, statistical parity) as well as performance metrics (e.g. MSE, accuracy) of a model mentioned in the paper. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% """ # +------------------------------------------+ # | Metric 1: Energy Distance | # +------------------------------------------+ def energy_distance(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' n1 = torch.numel(y1) n2 = torch.numel(y2) return (2*torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)).mean() -torch.abs(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n1*(n1-1)) -torch.abs(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(n2*(n2-1))) def energy_distance_biased(y1, y2): ''' Compute energy distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Energy distance ''' n1 = torch.numel(y1) n2 = torch.numel(y2) return (2*torch.abs(y1.unsqueeze(0)-y2.unsqueeze(1)).mean() -torch.abs(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n1*n1) -torch.abs(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(n2*n2)) def wasserstein_distance(y1, y2): ''' Compute wasserstein distance between empirical distance y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Wasserstein distance ''' C = torch.sqrt(torch.norm(y1.unsqueeze(0)-y2.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] wd = torch.multiply(torch.Tensor(ot.emd(ones_1.flatten(), ones_2.flatten(), C_np)), C).sum() return wd # +------------------------------------------+ # | Metric 2: Sinkhorn Divergence | # +------------------------------------------+ def sinkhorn_diver(y1, y2): ''' Compute type Sinkhorn divergence between empirical distribution y1 and y2, each 1 dimensional Args: y1 (torch.Tensor): Samples from Distribution 1 y2 (torch.Tensor): Samples from Distribution 2 Returns: dist (torch.Tensor): The computed Wasserstein distance ''' # compute cost matrix C = torch.sqrt(torch.norm(y1.unsqueeze(0)-y2.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink12 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() C = torch.sqrt(torch.norm(y1.unsqueeze(0)-y1.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink11 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() C = torch.sqrt(torch.norm(y2.unsqueeze(0)-y2.unsqueeze(1), dim=2)**2) C_np = C.data.numpy() # solve OT problem ones_1 = np.ones((C_np.shape[0], 1)) / C_np.shape[0] ones_2 = np.ones((C_np.shape[1], 1)) / C_np.shape[1] sink22 = torch.multiply(torch.Tensor(ot.sinkhorn(ones_1.flatten(), ones_2.flatten(), C_np, .1)), C).sum() return (sink12 - 1/2 * sink11 - 1/2 * sink22).sum() # +------------------------------------------+ # | Metric 3: MMD with RBF Kernel | # +------------------------------------------+ def MMD_RBF(y1, y2): n = y1.flatten().shape[0] m = y2.flatten().shape[0] def rbf(diff, diagzero=True): sigma = 0.1 if diagzero: return torch.exp(((diff*(1-torch.eye(diff.shape[0])))**2)/(2*sigma**2)) else: return torch.exp((diff**2)/(2*sigma**2)) return (-2*rbf(y1.unsqueeze(0)-y2.unsqueeze(1), diagzero=False).sum()/(n*m) +rbf(y1.unsqueeze(0)-y1.unsqueeze(1)).sum()/(n*(n-1)) +rbf(y2.unsqueeze(0)-y2.unsqueeze(1)).sum()/(m*(m-1))) # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' diff = torch.tensor(0) for y_test in torch.hstack((y1_hat,y2_hat)).flatten(): cdf1_y = (y1_hat<=y_test).float().mean() cdf2_y = (y2_hat<=y_test).float().mean() if (cdf1_y-cdf2_y).abs()>diff: diff = (cdf1_y-cdf2_y).abs() return diff # +------------------------------------------+ # | Evaluation Metric 2: Bounded Group Loss | # +------------------------------------------+ def bounded_group_loss(y1_hat, y2_hat, y1, y2, loss='L2'): ''' Compute fraction in group loss between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between group loss ''' r1 = y1_hat-y1 r2 = y2_hat-y2 if loss=='L2': lossf = lambda ra,rb: (ra**2).mean() / (rb**2).mean() if loss=='L1': lossf = lambda ra,rb: ra.abs().mean() / rb.abs().mean() l = lossf(r1,r2) return l if l<1 else 1/l # +------------------------------------------+ # | Evaluation Metric 3: | # | Group Fairness in Expectation | # +------------------------------------------+ def group_fair_expect(y1_hat, y2_hat, y1, y2): ''' Compute Group Fairness in Expectation between prediction for different classes Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): The difference between means ''' return (y1_hat.mean()-y2_hat.mean()).abs() # +------------------------------------------+ # | Evaluation Metric 1: Statistical Parity | # +------------------------------------------+ def statistical_parity_classification(y1_hat, y2_hat, y1, y2): ''' Compute max statistical imparity. This is equivalent to max difference in cdf Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): max statistical imparity ''' return ((y1_hat).sum() / y1_hat.shape[0] - (y2_hat).sum() / y2_hat.shape[0]).abs() # +------------------------------------------+ # | Evaluation Metric 4: lp distance | # +------------------------------------------+ def lp_dist(y1_hat, y2_hat, y1, y2, p=1): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: epsilon (torch.Tensor): lp distance ''' dist = torch.tensor(0.) ys, idx = torch.hstack((y1_hat,y2_hat)).flatten().sort() for i in range(ys.shape[0]-1): cdf1_y = (y1_hat <= ys[i]).float().mean() cdf2_y = (y2_hat <= ys[i]).float().mean() dist += ((cdf1_y - cdf2_y).abs() ** p) * (ys[i+1] - ys[i]) return dist**(1/p) # +------------------------------------------+ # | Reg/Clf Metrics: MSE, MAE, Accuracy | # +------------------------------------------+ def MSE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MSE (torch.Tensor): mean squared error ''' yhats = torch.hstack((y1_hat, y2_hat)).flatten() ys = torch.hstack((y1, y2)).flatten() return ((ys-yhats)**2).mean() def MAE(y1_hat, y2_hat, y1, y2): ''' Compute lp distance. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: MAE (torch.Tensor): mean absolute error ''' yhats = torch.hstack((y1_hat,y2_hat)).flatten() ys = torch.hstack((y1,y2)).flatten() return (ys-yhats).abs().mean() def accuracy(y1_hat, y2_hat, y1, y2): ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() total = ys.size(0) correct = (yhats == ys).sum().item() return torch.tensor(correct / total * 100) def R2(y1_hat, y2_hat, y1, y2): ''' Compute regression R2. Args: y1_hat (torch.Tensor): Predictions for protected class 1 y2_hat (torch.Tensor): Predictions for protected class 2 y1 (torch.Tensor): True Value for protected class 1 y2 (torch.Tensor): True Value for protected class 2 Returns: R2 (torch.Tensor): mean squared error ''' ys = torch.hstack((y1,y2)).flatten() yhats = torch.hstack((y1_hat, y2_hat)).flatten() var_y = torch.var(ys, unbiased=False) return 1.0 - torch.nn.MSELoss(reduction="mean")(yhats, ys) / var_y
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