code/blr_driver.py

#!/usr/bin/env python3
"""Driver: full Bayesian-linear-regression sweep, parallel over CPU workers."""
import json, sys, time
from concurrent.futures import ProcessPoolExecutor
import numpy as np
import blr

def job(j):
    t0 = time.time()
    r = blr.run(**{k: v for k, v in j.items() if k != "tag"})
    r["seconds"] = round(time.time() - t0, 2)
    r["tag"] = j.get("tag", "")
    return r

def main():
    jobs = []
    samplers = ["sgld", "sglrw", "clipped_sgld"]
    # 1. anchored cell B=8, delta0=1e-3, 8 seeds
    for s in samplers:
        for seed in range(8):
            jobs.append({"sampler": s, "B": 8, "delta0": 1e-3, "seed": seed, "tag": "anchor"})
    # unclipped SGLRW control at the anchored cell
    for seed in range(4):
        jobs.append({"sampler": "sglrw_unclipped", "B": 8, "delta0": 1e-3, "seed": seed, "tag": "anchor_unclipped"})
    # 2. batch/step-size grid
    for B in [8, 16, 32, 64]:
        for d0 in [1e-3, 1e-4]:
            for s in samplers:
                for seed in range(3):
                    if B == 8 and d0 == 1e-3 and seed < 8:
                        continue
                    jobs.append({"sampler": s, "B": B, "delta0": d0, "seed": seed, "tag": "grid"})
    # 3. design-matrix robustness at the anchored cell
    for design in ["uniform", "correlated", "illcond"]:
        for s in samplers:
            for seed in range(2):
                jobs.append({"sampler": s, "B": 8, "delta0": 1e-3, "seed": seed,
                             "design": design, "tag": "design"})
    # 4. initialisation robustness
    for init in ["zero", "warm"]:
        for s in samplers:
            for seed in range(2):
                jobs.append({"sampler": s, "B": 8, "delta0": 1e-3, "seed": seed,
                             "init": init, "tag": "init"})
    # 5. constant-step schedule
    for d0 in [1e-3, 1e-4, 1e-5]:
        for s in samplers:
            for seed in range(2):
                jobs.append({"sampler": s, "B": 8, "delta0": d0, "seed": seed,
                             "schedule": "const", "tag": "const"})
    print(f"{len(jobs)} jobs", flush=True)
    out = []
    with ProcessPoolExecutor(max_workers=6) as ex:
        for i, r in enumerate(ex.map(job, jobs)):
            out.append(r)
            if i % 10 == 0:
                print(i, r["tag"], r["sampler"], r["B"], r["delta0"], round(r["kl"], 4), flush=True)
                with open("/Users/sshpro/icml-queue/fix8-work/blr_results.json", "w") as f:
                    json.dump(out, f, indent=1)
    # MC reference
    refs = [{"seed": s, "design": "gaussian", "mc_reference_kl": blr.mc_reference(s)} for s in range(8)]
    with open("/Users/sshpro/icml-queue/fix8-work/blr_results.json", "w") as f:
        json.dump({"runs": out, "mc_reference": refs}, f, indent=1)
    print("DONE", len(out), flush=True)

if __name__ == "__main__":
    main()