From 26f64c678dc66899ce687ce9d7cbca829a5ad5f7 Mon Sep 17 00:00:00 2001 From: Andrew Fitzgibbon Date: Mon, 3 May 2021 21:25:43 +0100 Subject: [PATCH 1/2] PyTorch interp1d, and montonic fitting --- users/awf/linterp_and_monotonic.ipynb | 3435 +++++++++++++++++++++++++ 1 file changed, 3435 insertions(+) create mode 100644 users/awf/linterp_and_monotonic.ipynb diff --git a/users/awf/linterp_and_monotonic.ipynb b/users/awf/linterp_and_monotonic.ipynb new file mode 100644 index 000000000..93d100262 --- /dev/null +++ b/users/awf/linterp_and_monotonic.ipynb @@ -0,0 +1,3435 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": 1, + "metadata": {}, + "outputs": [], + "source": [ + "#!pip install torch\n", + "\n", + "import torch\n", + "import numpy as np\n", + "\n", + "%matplotlib notebook\n", + "import matplotlib.pyplot as plt\n", + "plt.ion()\n" + ] + }, + { + "cell_type": "code", + "execution_count": 2, + "metadata": {}, + "outputs": [ + { + "data": { + "application/javascript": [ + "/* Put everything inside the global mpl namespace */\n", + "window.mpl = {};\n", + "\n", + "\n", + "mpl.get_websocket_type = function() {\n", + " if (typeof(WebSocket) !== 'undefined') {\n", + " return WebSocket;\n", + " } else if (typeof(MozWebSocket) !== 'undefined') {\n", + " return MozWebSocket;\n", + " } else {\n", + " alert('Your browser does not have WebSocket support. ' +\n", + " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", + " 'Firefox 4 and 5 are also supported but you ' +\n", + " 'have to enable WebSockets in about:config.');\n", + " };\n", + "}\n", + "\n", + "mpl.figure = function(figure_id, websocket, ondownload, parent_element) {\n", + " this.id = figure_id;\n", + "\n", + " this.ws = websocket;\n", + "\n", + " this.supports_binary = (this.ws.binaryType != undefined);\n", + "\n", + " if (!this.supports_binary) {\n", + " var warnings = document.getElementById(\"mpl-warnings\");\n", + " if (warnings) {\n", + " warnings.style.display = 'block';\n", + " warnings.textContent = (\n", + " \"This browser does not support binary websocket messages. \" +\n", + " \"Performance may be slow.\");\n", + " }\n", + " }\n", + "\n", + " this.imageObj = new Image();\n", + "\n", + " this.context = undefined;\n", + " this.message = undefined;\n", + " this.canvas = undefined;\n", + " this.rubberband_canvas = undefined;\n", + " this.rubberband_context = undefined;\n", + " this.format_dropdown = undefined;\n", + "\n", + " this.image_mode = 'full';\n", + "\n", + " this.root = $('
');\n", + " this._root_extra_style(this.root)\n", + " this.root.attr('style', 'display: inline-block');\n", + "\n", + " $(parent_element).append(this.root);\n", + "\n", + " this._init_header(this);\n", + " this._init_canvas(this);\n", + " this._init_toolbar(this);\n", + "\n", + " var fig = this;\n", + "\n", + " this.waiting = false;\n", + "\n", + " this.ws.onopen = function () {\n", + " fig.send_message(\"supports_binary\", {value: fig.supports_binary});\n", + " fig.send_message(\"send_image_mode\", {});\n", + " if (mpl.ratio != 1) {\n", + " fig.send_message(\"set_dpi_ratio\", {'dpi_ratio': mpl.ratio});\n", + " }\n", + " fig.send_message(\"refresh\", {});\n", + " }\n", + "\n", + " this.imageObj.onload = function() {\n", + " if (fig.image_mode == 'full') {\n", + " // Full images could contain transparency (where diff images\n", + " // almost always do), so we need to clear the canvas so that\n", + " // there is no ghosting.\n", + " fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n", + " }\n", + " fig.context.drawImage(fig.imageObj, 0, 0);\n", + " };\n", + "\n", + " this.imageObj.onunload = function() {\n", + " fig.ws.close();\n", + " }\n", + "\n", + " this.ws.onmessage = this._make_on_message_function(this);\n", + "\n", + " this.ondownload = ondownload;\n", + "}\n", + "\n", + "mpl.figure.prototype._init_header = function() {\n", + " var titlebar = $(\n", + " '
');\n", + " var titletext = $(\n", + " '
');\n", + " titlebar.append(titletext)\n", + " this.root.append(titlebar);\n", + " this.header = titletext[0];\n", + "}\n", + "\n", + "\n", + "\n", + "mpl.figure.prototype._canvas_extra_style = function(canvas_div) {\n", + "\n", + "}\n", + "\n", + "\n", + "mpl.figure.prototype._root_extra_style = function(canvas_div) {\n", + "\n", + "}\n", + "\n", + "mpl.figure.prototype._init_canvas = function() {\n", + " var fig = this;\n", + "\n", + " var canvas_div = $('
');\n", + "\n", + " canvas_div.attr('style', 'position: relative; clear: both; outline: 0');\n", + "\n", + " function canvas_keyboard_event(event) {\n", + " return fig.key_event(event, event['data']);\n", + " }\n", + "\n", + " canvas_div.keydown('key_press', canvas_keyboard_event);\n", + " canvas_div.keyup('key_release', canvas_keyboard_event);\n", + " this.canvas_div = canvas_div\n", + " this._canvas_extra_style(canvas_div)\n", + " this.root.append(canvas_div);\n", + "\n", + " var canvas = $('');\n", + " canvas.addClass('mpl-canvas');\n", + " canvas.attr('style', \"left: 0; top: 0; z-index: 0; outline: 0\")\n", + "\n", + " this.canvas = canvas[0];\n", + " this.context = canvas[0].getContext(\"2d\");\n", + "\n", + " var backingStore = this.context.backingStorePixelRatio ||\n", + "\tthis.context.webkitBackingStorePixelRatio ||\n", + "\tthis.context.mozBackingStorePixelRatio ||\n", + "\tthis.context.msBackingStorePixelRatio ||\n", + "\tthis.context.oBackingStorePixelRatio ||\n", + "\tthis.context.backingStorePixelRatio || 1;\n", + "\n", + " mpl.ratio = (window.devicePixelRatio || 1) / backingStore;\n", + "\n", + " var rubberband = $('');\n", + " rubberband.attr('style', \"position: absolute; left: 0; top: 0; z-index: 1;\")\n", + "\n", + " var pass_mouse_events = true;\n", + "\n", + " canvas_div.resizable({\n", + " start: function(event, ui) {\n", + " pass_mouse_events = false;\n", + " },\n", + " resize: function(event, ui) {\n", + " fig.request_resize(ui.size.width, ui.size.height);\n", + " },\n", + " stop: function(event, ui) {\n", + " pass_mouse_events = true;\n", + " fig.request_resize(ui.size.width, ui.size.height);\n", + " },\n", + " });\n", + "\n", + " function mouse_event_fn(event) {\n", + " if (pass_mouse_events)\n", + " return fig.mouse_event(event, event['data']);\n", + " }\n", + "\n", + " rubberband.mousedown('button_press', mouse_event_fn);\n", + " rubberband.mouseup('button_release', mouse_event_fn);\n", + " // Throttle sequential mouse events to 1 every 20ms.\n", + " rubberband.mousemove('motion_notify', mouse_event_fn);\n", + "\n", + " rubberband.mouseenter('figure_enter', mouse_event_fn);\n", + " rubberband.mouseleave('figure_leave', mouse_event_fn);\n", + "\n", + " canvas_div.on(\"wheel\", function (event) {\n", + " event = event.originalEvent;\n", + " event['data'] = 'scroll'\n", + " if (event.deltaY < 0) {\n", + " event.step = 1;\n", + " } else {\n", + " event.step = -1;\n", + " }\n", + " mouse_event_fn(event);\n", + " });\n", + "\n", + " canvas_div.append(canvas);\n", + " canvas_div.append(rubberband);\n", + "\n", + " this.rubberband = rubberband;\n", + " this.rubberband_canvas = rubberband[0];\n", + " this.rubberband_context = rubberband[0].getContext(\"2d\");\n", + " this.rubberband_context.strokeStyle = \"#000000\";\n", + "\n", + " this._resize_canvas = function(width, height) {\n", + " // Keep the size of the canvas, canvas container, and rubber band\n", + " // canvas in synch.\n", + " canvas_div.css('width', width)\n", + " canvas_div.css('height', height)\n", + "\n", + " canvas.attr('width', width * mpl.ratio);\n", + " canvas.attr('height', height * mpl.ratio);\n", + " canvas.attr('style', 'width: ' + width + 'px; height: ' + height + 'px;');\n", + "\n", + " rubberband.attr('width', width);\n", + " rubberband.attr('height', height);\n", + " }\n", + "\n", + " // Set the figure to an initial 600x600px, this will subsequently be updated\n", + " // upon first draw.\n", + " this._resize_canvas(600, 600);\n", + "\n", + " // Disable right mouse context menu.\n", + " $(this.rubberband_canvas).bind(\"contextmenu\",function(e){\n", + " return false;\n", + " });\n", + "\n", + " function set_focus () {\n", + " canvas.focus();\n", + " canvas_div.focus();\n", + " }\n", + "\n", + " window.setTimeout(set_focus, 100);\n", + "}\n", + "\n", + "mpl.figure.prototype._init_toolbar = function() {\n", + " var fig = this;\n", + "\n", + " var nav_element = $('
');\n", + " nav_element.attr('style', 'width: 100%');\n", + " this.root.append(nav_element);\n", + "\n", + " // Define a callback function for later on.\n", + " function toolbar_event(event) {\n", + " return fig.toolbar_button_onclick(event['data']);\n", + " }\n", + " function toolbar_mouse_event(event) {\n", + " return fig.toolbar_button_onmouseover(event['data']);\n", + " }\n", + "\n", + " for(var toolbar_ind in mpl.toolbar_items) {\n", + " var name = mpl.toolbar_items[toolbar_ind][0];\n", + " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", + " var image = mpl.toolbar_items[toolbar_ind][2];\n", + " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", + "\n", + " if (!name) {\n", + " // put a spacer in here.\n", + " continue;\n", + " }\n", + " var button = $('');\n", + " button.click(method_name, toolbar_event);\n", + " button.mouseover(tooltip, toolbar_mouse_event);\n", + " nav_element.append(button);\n", + " }\n", + "\n", + " // Add the status bar.\n", + " var status_bar = $('');\n", + " nav_element.append(status_bar);\n", + " this.message = status_bar[0];\n", + "\n", + " // Add the close button to the window.\n", + " var buttongrp = $('
');\n", + " var button = $('');\n", + " button.click(function (evt) { fig.handle_close(fig, {}); } );\n", + " button.mouseover('Stop Interaction', toolbar_mouse_event);\n", + " buttongrp.append(button);\n", + " var titlebar = this.root.find($('.ui-dialog-titlebar'));\n", + " titlebar.prepend(buttongrp);\n", + "}\n", + "\n", + "mpl.figure.prototype._root_extra_style = function(el){\n", + " var fig = this\n", + " el.on(\"remove\", function(){\n", + "\tfig.close_ws(fig, {});\n", + " });\n", + "}\n", + "\n", + "mpl.figure.prototype._canvas_extra_style = function(el){\n", + " // this is important to make the div 'focusable\n", + " el.attr('tabindex', 0)\n", + " // reach out to IPython and tell the keyboard manager to turn it's self\n", + " // off when our div gets focus\n", + "\n", + " // location in version 3\n", + " if (IPython.notebook.keyboard_manager) {\n", + " IPython.notebook.keyboard_manager.register_events(el);\n", + " }\n", + " else {\n", + " // location in version 2\n", + " IPython.keyboard_manager.register_events(el);\n", + " }\n", + "\n", + "}\n", + "\n", + "mpl.figure.prototype._key_event_extra = function(event, name) {\n", + " var manager = IPython.notebook.keyboard_manager;\n", + " if (!manager)\n", + " manager = IPython.keyboard_manager;\n", + "\n", + " // Check for shift+enter\n", + " if (event.shiftKey && event.which == 13) {\n", + " this.canvas_div.blur();\n", + " // select the cell after this one\n", + " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", + " IPython.notebook.select(index + 1);\n", + " }\n", + "}\n", + "\n", + "mpl.figure.prototype.handle_save = function(fig, msg) {\n", + " fig.ondownload(fig, null);\n", + "}\n", + "\n", + "\n", + "mpl.find_output_cell = function(html_output) {\n", + " // Return the cell and output element which can be found *uniquely* in the notebook.\n", + " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", + " // IPython event is triggered only after the cells have been serialised, which for\n", + " // our purposes (turning an active figure into a static one), is too late.\n", + " var cells = IPython.notebook.get_cells();\n", + " var ncells = cells.length;\n", + " for (var i=0; i= 3 moved mimebundle to data attribute of output\n", + " data = data.data;\n", + " }\n", + " if (data['text/html'] == html_output) {\n", + " return [cell, data, j];\n", + " }\n", + " }\n", + " }\n", + " }\n", + "}\n", + "\n", + "// Register the function which deals with the matplotlib target/channel.\n", + "// The kernel may be null if the page has been refreshed.\n", + "if (IPython.notebook.kernel != null) {\n", + " IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);\n", + "}\n" + ], + "text/plain": [ + "" + ] + }, + "metadata": {}, + "output_type": "display_data" + }, + { + "data": { + "text/html": [ + "" + ], + "text/plain": [ + "" + ] + }, + "metadata": {}, + "output_type": "display_data" + } + ], + "source": [ + "def interp1d(x, y, xnew):\n", + " \"\"\"\n", + " PyTorch interp1d, as in scipy.interpolate(x,y,assume_sorted=True)(xnew)\n", + " \n", + " Limited to 1D-1D for now, should not be hard to enhance if needed\n", + " \n", + " github.com/awf\n", + " \"\"\"\n", + " # For each point in x, we want to find index of the knot above it, and hence that below it\n", + " # so knots_x[ind-1] <= x < knots_x[ind]\n", + " inds = torch.bucketize(xnew, x, right=True)\n", + "\n", + " # Call those points xlo, xhi\n", + " xlo = x[inds-1]\n", + " xhi = x[inds]\n", + " ylo = y[inds-1]\n", + " yhi = y[inds]\n", + " \n", + " dx = xhi - xlo\n", + " dy = yhi - ylo\n", + "\n", + " # Then t = (xnew - xlo)/dx\n", + " # ynew = ylo + t * dy\n", + " t = (xnew - xlo) / dx\n", + " return ylo + t * dy\n", + "\n", + "def test_interp1d():\n", + " # scipy example from https://docs.scipy.org/doc/scipy/reference/generated/scipy.interpolate.interp1d.html\n", + " import scipy.interpolate\n", + " import numpy as np\n", + " x = np.arange(0, 10)\n", + " y = np.exp(-x/3.0)\n", + " f = scipy.interpolate.interp1d(x, y)\n", + " xnew = np.arange(0, 9, 0.1)\n", + " ynew = f(xnew) # use interpolation function returned by `interp1d`\n", + "\n", + " # Now do it with torch\n", + " tx = torch.arange(0, 10)\n", + " ty = torch.exp(-tx/3.0)\n", + " txnew = torch.arange(0, 9, 0.1)\n", + " tynew = interp1d(tx,ty,txnew)\n", + " plt.figure()\n", + " plt.plot(x, y, 'ro', xnew, ynew, 'r-',\n", + " tx, ty, 'kx', txnew, tynew, 'k:')\n", + " plt.show()\n", + " \n", + "test_interp1d()" + ] + }, + { + "cell_type": "code", + "execution_count": 8, + "metadata": {}, + "outputs": [ + { + "data": { + "application/javascript": [ + "/* Put everything inside the global mpl namespace */\n", + "window.mpl = {};\n", + "\n", + "\n", + "mpl.get_websocket_type = function() {\n", + " if (typeof(WebSocket) !== 'undefined') {\n", + " return WebSocket;\n", + " } else if (typeof(MozWebSocket) !== 'undefined') {\n", + " return MozWebSocket;\n", + " } else {\n", + " alert('Your browser does not have WebSocket support. ' +\n", + " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", + " 'Firefox 4 and 5 are also supported but you ' +\n", + " 'have to enable WebSockets in about:config.');\n", + " };\n", + "}\n", + "\n", + "mpl.figure = function(figure_id, websocket, ondownload, parent_element) {\n", + " this.id = figure_id;\n", + "\n", + " this.ws = websocket;\n", + "\n", + " this.supports_binary = (this.ws.binaryType != undefined);\n", + "\n", + " if (!this.supports_binary) {\n", + " var warnings = document.getElementById(\"mpl-warnings\");\n", + " if (warnings) {\n", + " warnings.style.display = 'block';\n", + " warnings.textContent = (\n", + " \"This browser does not support binary websocket messages. \" +\n", + " \"Performance may be slow.\");\n", + " }\n", + " }\n", + "\n", + " this.imageObj = new Image();\n", + "\n", + " this.context = undefined;\n", + " this.message = undefined;\n", + " this.canvas = undefined;\n", + " this.rubberband_canvas = undefined;\n", + " this.rubberband_context = undefined;\n", + " this.format_dropdown = undefined;\n", + "\n", + " this.image_mode = 'full';\n", + "\n", + " this.root = $('
');\n", + " this._root_extra_style(this.root)\n", + " this.root.attr('style', 'display: inline-block');\n", + "\n", + " $(parent_element).append(this.root);\n", + "\n", + " this._init_header(this);\n", + " this._init_canvas(this);\n", + " this._init_toolbar(this);\n", + "\n", + " var fig = this;\n", + "\n", + " this.waiting = false;\n", + "\n", + " this.ws.onopen = function () {\n", + " fig.send_message(\"supports_binary\", {value: fig.supports_binary});\n", + " fig.send_message(\"send_image_mode\", {});\n", + " if (mpl.ratio != 1) {\n", + " fig.send_message(\"set_dpi_ratio\", {'dpi_ratio': mpl.ratio});\n", + " }\n", + " fig.send_message(\"refresh\", {});\n", + " }\n", + "\n", + " this.imageObj.onload = function() {\n", + " if (fig.image_mode == 'full') {\n", + " // Full images could contain transparency (where diff images\n", + " // almost always do), so we need to clear the canvas so that\n", + " // there is no ghosting.\n", + " fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n", + " }\n", + " fig.context.drawImage(fig.imageObj, 0, 0);\n", + " };\n", + "\n", + " this.imageObj.onunload = function() {\n", + " fig.ws.close();\n", + " }\n", + "\n", + " this.ws.onmessage = this._make_on_message_function(this);\n", + "\n", + " this.ondownload = ondownload;\n", + "}\n", + "\n", + "mpl.figure.prototype._init_header = function() {\n", + " var titlebar = $(\n", + " '
');\n", + " var titletext = $(\n", + " '
');\n", + " titlebar.append(titletext)\n", + " this.root.append(titlebar);\n", + " this.header = titletext[0];\n", + "}\n", + "\n", + "\n", + "\n", + "mpl.figure.prototype._canvas_extra_style = function(canvas_div) {\n", + "\n", + "}\n", + "\n", + "\n", + "mpl.figure.prototype._root_extra_style = function(canvas_div) {\n", + "\n", + "}\n", + "\n", + "mpl.figure.prototype._init_canvas = function() {\n", + " var fig = this;\n", + "\n", + " var canvas_div = $('
');\n", + "\n", + " canvas_div.attr('style', 'position: relative; clear: both; outline: 0');\n", + "\n", + " function canvas_keyboard_event(event) {\n", + " return fig.key_event(event, event['data']);\n", + " }\n", + "\n", + " canvas_div.keydown('key_press', canvas_keyboard_event);\n", + " canvas_div.keyup('key_release', canvas_keyboard_event);\n", + " this.canvas_div = canvas_div\n", + " this._canvas_extra_style(canvas_div)\n", + " this.root.append(canvas_div);\n", + "\n", + " var canvas = $('');\n", + " canvas.addClass('mpl-canvas');\n", + " canvas.attr('style', \"left: 0; top: 0; z-index: 0; outline: 0\")\n", + "\n", + " this.canvas = canvas[0];\n", + " this.context = canvas[0].getContext(\"2d\");\n", + "\n", + " var backingStore = this.context.backingStorePixelRatio ||\n", + "\tthis.context.webkitBackingStorePixelRatio ||\n", + "\tthis.context.mozBackingStorePixelRatio ||\n", + "\tthis.context.msBackingStorePixelRatio ||\n", + "\tthis.context.oBackingStorePixelRatio ||\n", + "\tthis.context.backingStorePixelRatio || 1;\n", + "\n", + " mpl.ratio = (window.devicePixelRatio || 1) / backingStore;\n", + "\n", + " var rubberband = $('');\n", + " rubberband.attr('style', \"position: absolute; left: 0; top: 0; z-index: 1;\")\n", + "\n", + " var pass_mouse_events = true;\n", + "\n", + " canvas_div.resizable({\n", + " start: function(event, ui) {\n", + " pass_mouse_events = false;\n", + " },\n", + " resize: function(event, ui) {\n", + " fig.request_resize(ui.size.width, ui.size.height);\n", + " },\n", + " stop: function(event, ui) {\n", + " pass_mouse_events = true;\n", + " fig.request_resize(ui.size.width, ui.size.height);\n", + " },\n", + " });\n", + "\n", + " function mouse_event_fn(event) {\n", + " if (pass_mouse_events)\n", + " return fig.mouse_event(event, event['data']);\n", + " }\n", + "\n", + " rubberband.mousedown('button_press', mouse_event_fn);\n", + " rubberband.mouseup('button_release', mouse_event_fn);\n", + " // Throttle sequential mouse events to 1 every 20ms.\n", + " rubberband.mousemove('motion_notify', mouse_event_fn);\n", + "\n", + " rubberband.mouseenter('figure_enter', mouse_event_fn);\n", + " rubberband.mouseleave('figure_leave', mouse_event_fn);\n", + "\n", + " canvas_div.on(\"wheel\", function (event) {\n", + " event = event.originalEvent;\n", + " event['data'] = 'scroll'\n", + " if (event.deltaY < 0) {\n", + " event.step = 1;\n", + " } else {\n", + " event.step = -1;\n", + " }\n", + " mouse_event_fn(event);\n", + " });\n", + "\n", + " canvas_div.append(canvas);\n", + " canvas_div.append(rubberband);\n", + "\n", + " this.rubberband = rubberband;\n", + " this.rubberband_canvas = rubberband[0];\n", + " this.rubberband_context = rubberband[0].getContext(\"2d\");\n", + " this.rubberband_context.strokeStyle = \"#000000\";\n", + "\n", + " this._resize_canvas = function(width, height) {\n", + " // Keep the size of the canvas, canvas container, and rubber band\n", + " // canvas in synch.\n", + " canvas_div.css('width', width)\n", + " canvas_div.css('height', height)\n", + "\n", + " canvas.attr('width', width * mpl.ratio);\n", + " canvas.attr('height', height * mpl.ratio);\n", + " canvas.attr('style', 'width: ' + width + 'px; height: ' + height + 'px;');\n", + "\n", + " rubberband.attr('width', width);\n", + " rubberband.attr('height', height);\n", + " }\n", + "\n", + " // Set the figure to an initial 600x600px, this will subsequently be updated\n", + " // upon first draw.\n", + " this._resize_canvas(600, 600);\n", + "\n", + " // Disable right mouse context menu.\n", + " $(this.rubberband_canvas).bind(\"contextmenu\",function(e){\n", + " return false;\n", + " });\n", + "\n", + " function set_focus () {\n", + " canvas.focus();\n", + " canvas_div.focus();\n", + " }\n", + "\n", + " window.setTimeout(set_focus, 100);\n", + "}\n", + "\n", + "mpl.figure.prototype._init_toolbar = function() {\n", + " var fig = this;\n", + "\n", + " var nav_element = $('
');\n", + " nav_element.attr('style', 'width: 100%');\n", + " this.root.append(nav_element);\n", + "\n", + " // Define a callback function for later on.\n", + " function toolbar_event(event) {\n", + " return fig.toolbar_button_onclick(event['data']);\n", + " }\n", + " function toolbar_mouse_event(event) {\n", + " return fig.toolbar_button_onmouseover(event['data']);\n", + " }\n", + "\n", + " for(var toolbar_ind in mpl.toolbar_items) {\n", + " var name = mpl.toolbar_items[toolbar_ind][0];\n", + " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", + " var image = mpl.toolbar_items[toolbar_ind][2];\n", + " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", + "\n", + " if (!name) {\n", + " // put a spacer in here.\n", + " continue;\n", + " }\n", + " var button = $('');\n", + " button.click(method_name, toolbar_event);\n", + " button.mouseover(tooltip, toolbar_mouse_event);\n", + " nav_element.append(button);\n", + " }\n", + "\n", + " // Add the status bar.\n", + " var status_bar = $('');\n", + " nav_element.append(status_bar);\n", + " this.message = status_bar[0];\n", + "\n", + " // Add the close button to the window.\n", + " var buttongrp = $('
');\n", + " var button = $('');\n", + " button.click(function (evt) { fig.handle_close(fig, {}); } );\n", + " button.mouseover('Stop Interaction', toolbar_mouse_event);\n", + " buttongrp.append(button);\n", + " var titlebar = this.root.find($('.ui-dialog-titlebar'));\n", + " titlebar.prepend(buttongrp);\n", + "}\n", + "\n", + "mpl.figure.prototype._root_extra_style = function(el){\n", + " var fig = this\n", + " el.on(\"remove\", function(){\n", + "\tfig.close_ws(fig, {});\n", + " });\n", + "}\n", + "\n", + "mpl.figure.prototype._canvas_extra_style = function(el){\n", + " // this is important to make the div 'focusable\n", + " el.attr('tabindex', 0)\n", + " // reach out to IPython and tell the keyboard manager to turn it's self\n", + " // off when our div gets focus\n", + "\n", + " // location in version 3\n", + " if (IPython.notebook.keyboard_manager) {\n", + " IPython.notebook.keyboard_manager.register_events(el);\n", + " }\n", + " else {\n", + " // location in version 2\n", + " IPython.keyboard_manager.register_events(el);\n", + " }\n", + "\n", + "}\n", + "\n", + "mpl.figure.prototype._key_event_extra = function(event, name) {\n", + " var manager = IPython.notebook.keyboard_manager;\n", + " if (!manager)\n", + " manager = IPython.keyboard_manager;\n", + "\n", + " // Check for shift+enter\n", + " if (event.shiftKey && event.which == 13) {\n", + " this.canvas_div.blur();\n", + " // select the cell after this one\n", + " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", + " IPython.notebook.select(index + 1);\n", + " }\n", + "}\n", + "\n", + "mpl.figure.prototype.handle_save = function(fig, msg) {\n", + " fig.ondownload(fig, null);\n", + "}\n", + "\n", + "\n", + "mpl.find_output_cell = function(html_output) {\n", + " // Return the cell and output element which can be found *uniquely* in the notebook.\n", + " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", + " // IPython event is triggered only after the cells have been serialised, which for\n", + " // our purposes (turning an active figure into a static one), is too late.\n", + " var cells = IPython.notebook.get_cells();\n", + " var ncells = cells.length;\n", + " for (var i=0; i= 3 moved mimebundle to data attribute of output\n", + " data = data.data;\n", + " }\n", + " if (data['text/html'] == html_output) {\n", + " return [cell, data, j];\n", + " }\n", + " }\n", + " }\n", + " }\n", + "}\n", + "\n", + "// Register the function which deals with the matplotlib target/channel.\n", + "// The kernel may be null if the page has been refreshed.\n", + "if (IPython.notebook.kernel != null) {\n", + " IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);\n", + "}\n" + ], + "text/plain": [ + "" + ] + }, + "metadata": {}, + "output_type": "display_data" + }, + { + "data": { + "text/html": [ + "" + ], + "text/plain": [ + "" + ] + }, + "metadata": {}, + "output_type": "display_data" + } + ], + "source": [ + "# One-sided Fitting. Same model as above\n", + "\n", + "# Define losses\n", + "\n", + "# 1. Data term: function should not exceed samples: relu(data - model)\n", + "p = 2 # p-norm loss on one-sided term. In principle, we should pay infinity for violating the bound, but quadratic should be enough\n", + "loss_data = lambda weights: (torch.relu(samples_y - model(weights, samples_x)) ** p).sum()\n", + "\n", + "# 2. Monotonicity: pay a penalty wherever weights[i+1] < weights[i]\n", + "loss_monotonic = lambda weights: torch.relu(weights[:-1] - weights[1:]).sum()\n", + "\n", + "weight_decay = 0.1\n", + "# 3. Weight decay: \"gravity\" to pull model down\n", + "loss_weight_decay = lambda weights: weights.sum()\n", + "\n", + "loss = lambda weights: loss_data(weights) + loss_monotonic(weights) + loss_weight_decay(weights)\n", + "\n", + "# Initial estimate of parameters\n", + "torch.manual_seed(41)\n", + "weights = torch.cumsum(torch.randn(knots_x.shape),0)\n", + "\n", + "# Parameters => requires gradient\n", + "weights.requires_grad = True\n", + "\n", + "# Plot the samples, their model predictions, and the model parameters (i.e. spline knots)\n", + "fig = plt.figure()\n", + "with torch.no_grad():\n", + " samples_pred_y = model(weights, samples_x)\n", + " plt.plot(samples_x, samples_y, '.', samples_x, samples_pred_y, 'x')\n", + " y_dense = model(weights, x_dense)\n", + " plt.plot(x_dense, y_dense, '-', knots_x, weights, 'o')\n", + "\n", + "\n", + "# Initialize optimizer\n", + "\n", + "#optimizer = torch.optim.Adam((weights,), lr=0.01, betas=(0.9, 0.999), eps=1e-08, weight_decay=0, amsgrad=False)\n", + "optimizer = torch.optim.SGD((weights,), lr=0.01,momentum=0.9)\n", + "iter_count = 0\n", + "\n", + "for k in range(150):\n", + " # Run one iteration\n", + " iter_count += 1\n", + " optimizer.zero_grad()\n", + " loss_value = loss(weights)\n", + " loss_value.backward()\n", + " optimizer.step()\n", + "\n", + " with torch.no_grad():\n", + " fig.clear()\n", + " plt.plot(samples_x, samples_y, 'r.', samples_x, model(weights, samples_x), 'rx')\n", + " plt.plot(x_dense, model(weights, x_dense), 'b-', knots_x, weights, 'bo')\n", + " plt.title(f'iter {iter_count} loss {loss_value:.3f} weight_decay={weight_decay}')\n", + " plt.show()\n", + " fig.canvas.draw()\n" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.7.6" + } + }, + "nbformat": 4, + "nbformat_minor": 4 +} From b8b6ea5a51e4e5f74d1b88b6f435af746c71bb16 Mon Sep 17 00:00:00 2001 From: Andrew Fitzgibbon Date: Wed, 5 May 2021 14:25:19 +0000 Subject: [PATCH 2/2] Add weight decay, LBFGS, denser sampling --- users/awf/linterp_and_monotonic.ipynb | 3280 +------------------------ 1 file changed, 107 insertions(+), 3173 deletions(-) diff --git a/users/awf/linterp_and_monotonic.ipynb b/users/awf/linterp_and_monotonic.ipynb index 93d100262..611328c51 100644 --- a/users/awf/linterp_and_monotonic.ipynb +++ b/users/awf/linterp_and_monotonic.ipynb @@ -6,14 +6,14 @@ "metadata": {}, "outputs": [], "source": [ - "#!pip install torch\n", + "#!conda install -y ipympl\n", "\n", "import torch\n", "import numpy as np\n", "\n", - "%matplotlib notebook\n", - "import matplotlib.pyplot as plt\n", - "plt.ion()\n" + "%matplotlib ipympl\n", + "\n", + "import matplotlib.pyplot as plt\n" ] }, { @@ -22,803 +22,26 @@ "metadata": {}, "outputs": [ { + "output_type": "display_data", "data": { - "application/javascript": [ - "/* Put everything inside the global mpl namespace */\n", - "window.mpl = {};\n", - "\n", - "\n", - "mpl.get_websocket_type = function() {\n", - " if (typeof(WebSocket) !== 'undefined') {\n", - " return WebSocket;\n", - " } else if (typeof(MozWebSocket) !== 'undefined') {\n", - " return MozWebSocket;\n", - " } else {\n", - " alert('Your browser does not have WebSocket support. ' +\n", - " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", - " 'Firefox 4 and 5 are also supported but you ' +\n", - " 'have to enable WebSockets in about:config.');\n", - " };\n", - "}\n", - "\n", - "mpl.figure = function(figure_id, websocket, ondownload, parent_element) {\n", - " this.id = figure_id;\n", - "\n", - " this.ws = websocket;\n", - "\n", - " this.supports_binary = (this.ws.binaryType != undefined);\n", - "\n", - " if (!this.supports_binary) {\n", - " var warnings = document.getElementById(\"mpl-warnings\");\n", - " if (warnings) {\n", - " warnings.style.display = 'block';\n", - " warnings.textContent = (\n", - " \"This browser does not support binary websocket messages. \" +\n", - " \"Performance may be slow.\");\n", - " }\n", - " }\n", - "\n", - " this.imageObj = new Image();\n", - "\n", - " this.context = undefined;\n", - " this.message = undefined;\n", - " this.canvas = undefined;\n", - " this.rubberband_canvas = undefined;\n", - " this.rubberband_context = undefined;\n", - " this.format_dropdown = undefined;\n", - "\n", - " this.image_mode = 'full';\n", - "\n", - " this.root = $('
');\n", - " this._root_extra_style(this.root)\n", - " this.root.attr('style', 'display: inline-block');\n", - "\n", - " $(parent_element).append(this.root);\n", - "\n", - " this._init_header(this);\n", - " this._init_canvas(this);\n", - " this._init_toolbar(this);\n", - "\n", - " var fig = this;\n", - "\n", - " this.waiting = false;\n", - "\n", - " this.ws.onopen = function () {\n", - " fig.send_message(\"supports_binary\", {value: fig.supports_binary});\n", - " fig.send_message(\"send_image_mode\", {});\n", - " if (mpl.ratio != 1) {\n", - " fig.send_message(\"set_dpi_ratio\", {'dpi_ratio': mpl.ratio});\n", - " }\n", - " fig.send_message(\"refresh\", {});\n", - " }\n", - "\n", - " this.imageObj.onload = function() {\n", - " if (fig.image_mode == 'full') {\n", - " // Full images could contain transparency (where diff images\n", - " // almost always do), so we need to clear the canvas so that\n", - " // there is no ghosting.\n", - " fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n", - " }\n", - " fig.context.drawImage(fig.imageObj, 0, 0);\n", - " };\n", - "\n", - " this.imageObj.onunload = function() {\n", - " fig.ws.close();\n", - " }\n", - "\n", - " this.ws.onmessage = this._make_on_message_function(this);\n", - "\n", - " this.ondownload = ondownload;\n", - "}\n", - "\n", - "mpl.figure.prototype._init_header = function() {\n", - " var titlebar = $(\n", - " '
');\n", - " var titletext = $(\n", - " '
');\n", - " titlebar.append(titletext)\n", - " this.root.append(titlebar);\n", - " this.header = titletext[0];\n", - "}\n", - "\n", - "\n", - "\n", - "mpl.figure.prototype._canvas_extra_style = function(canvas_div) {\n", - "\n", - "}\n", - "\n", - "\n", - "mpl.figure.prototype._root_extra_style = function(canvas_div) {\n", - "\n", - "}\n", - "\n", - "mpl.figure.prototype._init_canvas = function() {\n", - " var fig = this;\n", - "\n", - " var canvas_div = $('
');\n", - "\n", - " canvas_div.attr('style', 'position: relative; clear: both; outline: 0');\n", - "\n", - " function canvas_keyboard_event(event) {\n", - " return fig.key_event(event, event['data']);\n", - " }\n", - "\n", - " canvas_div.keydown('key_press', canvas_keyboard_event);\n", - " canvas_div.keyup('key_release', canvas_keyboard_event);\n", - " this.canvas_div = canvas_div\n", - " this._canvas_extra_style(canvas_div)\n", - " this.root.append(canvas_div);\n", - "\n", - " var canvas = $('');\n", - " canvas.addClass('mpl-canvas');\n", - " canvas.attr('style', \"left: 0; top: 0; z-index: 0; outline: 0\")\n", - "\n", - " this.canvas = canvas[0];\n", - " this.context = canvas[0].getContext(\"2d\");\n", - "\n", - " var backingStore = this.context.backingStorePixelRatio ||\n", - "\tthis.context.webkitBackingStorePixelRatio ||\n", - "\tthis.context.mozBackingStorePixelRatio ||\n", - "\tthis.context.msBackingStorePixelRatio ||\n", - "\tthis.context.oBackingStorePixelRatio ||\n", - "\tthis.context.backingStorePixelRatio || 1;\n", - "\n", - " mpl.ratio = (window.devicePixelRatio || 1) / backingStore;\n", - "\n", - " var rubberband = $('');\n", - " rubberband.attr('style', \"position: absolute; left: 0; top: 0; z-index: 1;\")\n", - "\n", - " var pass_mouse_events = true;\n", - "\n", - " canvas_div.resizable({\n", - " start: function(event, ui) {\n", - " pass_mouse_events = false;\n", - " },\n", - " resize: function(event, ui) {\n", - " fig.request_resize(ui.size.width, ui.size.height);\n", - " },\n", - " stop: function(event, ui) {\n", - " pass_mouse_events = true;\n", - " fig.request_resize(ui.size.width, ui.size.height);\n", - " },\n", - " });\n", - "\n", - " function mouse_event_fn(event) {\n", - " if (pass_mouse_events)\n", - " return fig.mouse_event(event, event['data']);\n", - " }\n", - "\n", - " rubberband.mousedown('button_press', mouse_event_fn);\n", - " rubberband.mouseup('button_release', mouse_event_fn);\n", - " // Throttle sequential mouse events to 1 every 20ms.\n", - " rubberband.mousemove('motion_notify', mouse_event_fn);\n", - "\n", - " rubberband.mouseenter('figure_enter', mouse_event_fn);\n", - " rubberband.mouseleave('figure_leave', mouse_event_fn);\n", - "\n", - " canvas_div.on(\"wheel\", function (event) {\n", - " event = event.originalEvent;\n", - " event['data'] = 'scroll'\n", - " if (event.deltaY < 0) {\n", - " event.step = 1;\n", - " } else {\n", - " event.step = -1;\n", - " }\n", - " mouse_event_fn(event);\n", - " });\n", - "\n", - " canvas_div.append(canvas);\n", - " canvas_div.append(rubberband);\n", - "\n", - " this.rubberband = rubberband;\n", - " this.rubberband_canvas = rubberband[0];\n", - " this.rubberband_context = rubberband[0].getContext(\"2d\");\n", - " this.rubberband_context.strokeStyle = \"#000000\";\n", - "\n", - " this._resize_canvas = function(width, height) {\n", - " // Keep the size of the canvas, canvas container, and rubber band\n", - " // canvas in synch.\n", - " canvas_div.css('width', width)\n", - " canvas_div.css('height', height)\n", - "\n", - " canvas.attr('width', width * mpl.ratio);\n", - " canvas.attr('height', height * mpl.ratio);\n", - " canvas.attr('style', 'width: ' + width + 'px; height: ' + height + 'px;');\n", - "\n", - " rubberband.attr('width', width);\n", - " rubberband.attr('height', height);\n", - " }\n", - "\n", - " // Set the figure to an initial 600x600px, this will subsequently be updated\n", - " // upon first draw.\n", - " this._resize_canvas(600, 600);\n", - "\n", - " // Disable right mouse context menu.\n", - " $(this.rubberband_canvas).bind(\"contextmenu\",function(e){\n", - " return false;\n", - " });\n", - "\n", - " function set_focus () {\n", - " canvas.focus();\n", - " canvas_div.focus();\n", - " }\n", - "\n", - " window.setTimeout(set_focus, 100);\n", - "}\n", - "\n", - "mpl.figure.prototype._init_toolbar = function() {\n", - " var fig = this;\n", - "\n", - " var nav_element = $('
');\n", - " nav_element.attr('style', 'width: 100%');\n", - " this.root.append(nav_element);\n", - "\n", - " // Define a callback function for later on.\n", - " function toolbar_event(event) {\n", - " return fig.toolbar_button_onclick(event['data']);\n", - " }\n", - " function toolbar_mouse_event(event) {\n", - " return fig.toolbar_button_onmouseover(event['data']);\n", - " }\n", - "\n", - " for(var toolbar_ind in mpl.toolbar_items) {\n", - " var name = mpl.toolbar_items[toolbar_ind][0];\n", - " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", - " var image = mpl.toolbar_items[toolbar_ind][2];\n", - " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", - "\n", - " if (!name) {\n", - " // put a spacer in here.\n", - " continue;\n", - " }\n", - " var button = $('');\n", - " button.click(method_name, toolbar_event);\n", - " button.mouseover(tooltip, toolbar_mouse_event);\n", - " nav_element.append(button);\n", - " }\n", - "\n", - " // Add the status bar.\n", - " var status_bar = $('');\n", - " nav_element.append(status_bar);\n", - " this.message = status_bar[0];\n", - "\n", - " // Add the close button to the window.\n", - " var buttongrp = $('
');\n", - " var button = $('');\n", - " button.click(function (evt) { fig.handle_close(fig, {}); } );\n", - " button.mouseover('Stop Interaction', toolbar_mouse_event);\n", - " buttongrp.append(button);\n", - " var titlebar = this.root.find($('.ui-dialog-titlebar'));\n", - " titlebar.prepend(buttongrp);\n", - "}\n", - "\n", - "mpl.figure.prototype._root_extra_style = function(el){\n", - " var fig = this\n", - " el.on(\"remove\", function(){\n", - "\tfig.close_ws(fig, {});\n", - " });\n", - "}\n", - "\n", - "mpl.figure.prototype._canvas_extra_style = function(el){\n", - " // this is important to make the div 'focusable\n", - " el.attr('tabindex', 0)\n", - " // reach out to IPython and tell the keyboard manager to turn it's self\n", - " // off when our div gets focus\n", - "\n", - " // location in version 3\n", - " if (IPython.notebook.keyboard_manager) {\n", - " IPython.notebook.keyboard_manager.register_events(el);\n", - " }\n", - " else {\n", - " // location in version 2\n", - " IPython.keyboard_manager.register_events(el);\n", - " }\n", - "\n", - "}\n", - "\n", - "mpl.figure.prototype._key_event_extra = function(event, name) {\n", - " var manager = IPython.notebook.keyboard_manager;\n", - " if (!manager)\n", - " manager = IPython.keyboard_manager;\n", - "\n", - " // Check for shift+enter\n", - " if (event.shiftKey && event.which == 13) {\n", - " this.canvas_div.blur();\n", - " // select the cell after this one\n", - " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", - " IPython.notebook.select(index + 1);\n", - " }\n", - "}\n", - "\n", - "mpl.figure.prototype.handle_save = function(fig, msg) {\n", - " fig.ondownload(fig, null);\n", - "}\n", - "\n", - "\n", - "mpl.find_output_cell = function(html_output) {\n", - " // Return the cell and output element which can be found *uniquely* in the notebook.\n", - " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", - " // IPython event is triggered only after the cells have been serialised, which for\n", - " // our purposes (turning an active figure into a static one), is too late.\n", - " var cells = IPython.notebook.get_cells();\n", - " var ncells = cells.length;\n", - " for (var i=0; i= 3 moved mimebundle to data attribute of output\n", - " data = data.data;\n", - " }\n", - " if (data['text/html'] == html_output) {\n", - " return [cell, data, j];\n", - " }\n", - " }\n", - " }\n", - " }\n", - "}\n", - "\n", - "// Register the function which deals with the matplotlib target/channel.\n", - "// The kernel may be null if the page has been refreshed.\n", - "if (IPython.notebook.kernel != null) {\n", - " IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);\n", - "}\n" - ], - "text/plain": [ - "" - ] - }, - "metadata": {}, - "output_type": "display_data" - }, - { - "data": { - "text/html": [ - "" - ], - "text/plain": [ - "" - ] + "text/plain": "Canvas(toolbar=Toolbar(toolitems=[('Home', 'Reset original view', 'home', 'home'), ('Back', 'Back to previous …", + "application/vnd.jupyter.widget-view+json": { + "version_major": 2, + "version_minor": 0, + "model_id": "35375136dd694f1db1dff11bffd5f974" + } }, - "metadata": {}, - "output_type": "display_data" + "metadata": {} } ], "source": [ + "# Grab from \n", "def interp1d(x, y, xnew):\n", " \"\"\"\n", " PyTorch interp1d, as in scipy.interpolate(x,y,assume_sorted=True)(xnew)\n", @@ -1683,799 +130,23 @@ }, { "cell_type": "code", - "execution_count": 8, + "execution_count": 4, "metadata": {}, "outputs": [ { + "output_type": "display_data", "data": { - "application/javascript": [ - "/* Put everything inside the global mpl namespace */\n", - "window.mpl = {};\n", - "\n", - "\n", - "mpl.get_websocket_type = function() {\n", - " if (typeof(WebSocket) !== 'undefined') {\n", - " return WebSocket;\n", - " } else if (typeof(MozWebSocket) !== 'undefined') {\n", - " return MozWebSocket;\n", - " } else {\n", - " alert('Your browser does not have WebSocket support. ' +\n", - " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", - " 'Firefox 4 and 5 are also supported but you ' +\n", - " 'have to enable WebSockets in about:config.');\n", - " };\n", - "}\n", - "\n", - "mpl.figure = function(figure_id, websocket, ondownload, parent_element) {\n", - " this.id = figure_id;\n", - "\n", - " this.ws = websocket;\n", - "\n", - " this.supports_binary = (this.ws.binaryType != undefined);\n", - "\n", - " if (!this.supports_binary) {\n", - " var warnings = document.getElementById(\"mpl-warnings\");\n", - " if (warnings) {\n", - " warnings.style.display = 'block';\n", - " warnings.textContent = (\n", - " \"This browser does not support binary websocket messages. \" +\n", - " \"Performance may be slow.\");\n", - " }\n", - " }\n", - "\n", - " this.imageObj = new Image();\n", - "\n", - " this.context = undefined;\n", - " this.message = undefined;\n", - " this.canvas = undefined;\n", - " this.rubberband_canvas = undefined;\n", - " this.rubberband_context = undefined;\n", - " this.format_dropdown = undefined;\n", - "\n", - " this.image_mode = 'full';\n", - "\n", - " this.root = $('
');\n", - " this._root_extra_style(this.root)\n", - " this.root.attr('style', 'display: inline-block');\n", - "\n", - " $(parent_element).append(this.root);\n", - "\n", - " this._init_header(this);\n", - " this._init_canvas(this);\n", - " this._init_toolbar(this);\n", - "\n", - " var fig = this;\n", - "\n", - " this.waiting = false;\n", - "\n", - " this.ws.onopen = function () {\n", - " fig.send_message(\"supports_binary\", {value: fig.supports_binary});\n", - " fig.send_message(\"send_image_mode\", {});\n", - " if (mpl.ratio != 1) {\n", - " fig.send_message(\"set_dpi_ratio\", {'dpi_ratio': mpl.ratio});\n", - " }\n", - " fig.send_message(\"refresh\", {});\n", - " }\n", - "\n", - " this.imageObj.onload = function() {\n", - " if (fig.image_mode == 'full') {\n", - " // Full images could contain transparency (where diff images\n", - " // almost always do), so we need to clear the canvas so that\n", - " // there is no ghosting.\n", - " fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n", - " }\n", - " fig.context.drawImage(fig.imageObj, 0, 0);\n", - " };\n", - "\n", - " this.imageObj.onunload = function() {\n", - " fig.ws.close();\n", - " }\n", - "\n", - " this.ws.onmessage = this._make_on_message_function(this);\n", - "\n", - " this.ondownload = ondownload;\n", - "}\n", - "\n", - "mpl.figure.prototype._init_header = function() {\n", - " var titlebar = $(\n", - " '
');\n", - " var titletext = $(\n", - " '
');\n", - " titlebar.append(titletext)\n", - " this.root.append(titlebar);\n", - " this.header = titletext[0];\n", - "}\n", - "\n", - "\n", - "\n", - "mpl.figure.prototype._canvas_extra_style = function(canvas_div) {\n", - "\n", - "}\n", - "\n", - "\n", - "mpl.figure.prototype._root_extra_style = function(canvas_div) {\n", - "\n", - "}\n", - "\n", - "mpl.figure.prototype._init_canvas = function() {\n", - " var fig = this;\n", - "\n", - " var canvas_div = $('
');\n", - "\n", - " canvas_div.attr('style', 'position: relative; clear: both; outline: 0');\n", - "\n", - " function canvas_keyboard_event(event) {\n", - " return fig.key_event(event, event['data']);\n", - " }\n", - "\n", - " canvas_div.keydown('key_press', canvas_keyboard_event);\n", - " canvas_div.keyup('key_release', canvas_keyboard_event);\n", - " this.canvas_div = canvas_div\n", - " this._canvas_extra_style(canvas_div)\n", - " this.root.append(canvas_div);\n", - "\n", - " var canvas = $('');\n", - " canvas.addClass('mpl-canvas');\n", - " canvas.attr('style', \"left: 0; top: 0; z-index: 0; outline: 0\")\n", - "\n", - " this.canvas = canvas[0];\n", - " this.context = canvas[0].getContext(\"2d\");\n", - "\n", - " var backingStore = this.context.backingStorePixelRatio ||\n", - "\tthis.context.webkitBackingStorePixelRatio ||\n", - "\tthis.context.mozBackingStorePixelRatio ||\n", - "\tthis.context.msBackingStorePixelRatio ||\n", - "\tthis.context.oBackingStorePixelRatio ||\n", - "\tthis.context.backingStorePixelRatio || 1;\n", - "\n", - " mpl.ratio = (window.devicePixelRatio || 1) / backingStore;\n", - "\n", - " var rubberband = $('');\n", - " rubberband.attr('style', \"position: absolute; left: 0; top: 0; z-index: 1;\")\n", - "\n", - " var pass_mouse_events = true;\n", - "\n", - " canvas_div.resizable({\n", - " start: function(event, ui) {\n", - " pass_mouse_events = false;\n", - " },\n", - " resize: function(event, ui) {\n", - " fig.request_resize(ui.size.width, ui.size.height);\n", - " },\n", - " stop: function(event, ui) {\n", - " pass_mouse_events = true;\n", - " fig.request_resize(ui.size.width, ui.size.height);\n", - " },\n", - " });\n", - "\n", - " function mouse_event_fn(event) {\n", - " if (pass_mouse_events)\n", - " return fig.mouse_event(event, event['data']);\n", - " }\n", - "\n", - " rubberband.mousedown('button_press', mouse_event_fn);\n", - " rubberband.mouseup('button_release', mouse_event_fn);\n", - " // Throttle sequential mouse events to 1 every 20ms.\n", - " rubberband.mousemove('motion_notify', mouse_event_fn);\n", - "\n", - " rubberband.mouseenter('figure_enter', mouse_event_fn);\n", - " rubberband.mouseleave('figure_leave', mouse_event_fn);\n", - "\n", - " canvas_div.on(\"wheel\", function (event) {\n", - " event = event.originalEvent;\n", - " event['data'] = 'scroll'\n", - " if (event.deltaY < 0) {\n", - " event.step = 1;\n", - " } else {\n", - " event.step = -1;\n", - " }\n", - " mouse_event_fn(event);\n", - " });\n", - "\n", - " canvas_div.append(canvas);\n", - " canvas_div.append(rubberband);\n", - "\n", - " this.rubberband = rubberband;\n", - " this.rubberband_canvas = rubberband[0];\n", - " this.rubberband_context = rubberband[0].getContext(\"2d\");\n", - " this.rubberband_context.strokeStyle = \"#000000\";\n", - "\n", - " this._resize_canvas = function(width, height) {\n", - " // Keep the size of the canvas, canvas container, and rubber band\n", - " // canvas in synch.\n", - " canvas_div.css('width', width)\n", - " canvas_div.css('height', height)\n", - "\n", - " canvas.attr('width', width * mpl.ratio);\n", - " canvas.attr('height', height * mpl.ratio);\n", - " canvas.attr('style', 'width: ' + width + 'px; height: ' + height + 'px;');\n", - "\n", - " rubberband.attr('width', width);\n", - " rubberband.attr('height', height);\n", - " }\n", - "\n", - " // Set the figure to an initial 600x600px, this will subsequently be updated\n", - " // upon first draw.\n", - " this._resize_canvas(600, 600);\n", - "\n", - " // Disable right mouse context menu.\n", - " $(this.rubberband_canvas).bind(\"contextmenu\",function(e){\n", - " return false;\n", - " });\n", - "\n", - " function set_focus () {\n", - " canvas.focus();\n", - " canvas_div.focus();\n", - " }\n", - "\n", - " window.setTimeout(set_focus, 100);\n", - "}\n", - "\n", - "mpl.figure.prototype._init_toolbar = function() {\n", - " var fig = this;\n", - "\n", - " var nav_element = $('
');\n", - " nav_element.attr('style', 'width: 100%');\n", - " this.root.append(nav_element);\n", - "\n", - " // Define a callback function for later on.\n", - " function toolbar_event(event) {\n", - " return fig.toolbar_button_onclick(event['data']);\n", - " }\n", - " function toolbar_mouse_event(event) {\n", - " return fig.toolbar_button_onmouseover(event['data']);\n", - " }\n", - "\n", - " for(var toolbar_ind in mpl.toolbar_items) {\n", - " var name = mpl.toolbar_items[toolbar_ind][0];\n", - " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", - " var image = mpl.toolbar_items[toolbar_ind][2];\n", - " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", - "\n", - " if (!name) {\n", - " // put a spacer in here.\n", - " continue;\n", - " }\n", - " var button = $('');\n", - " button.click(method_name, toolbar_event);\n", - " button.mouseover(tooltip, toolbar_mouse_event);\n", - " nav_element.append(button);\n", - " }\n", - "\n", - " // Add the status bar.\n", - " var status_bar = $('');\n", - " nav_element.append(status_bar);\n", - " this.message = status_bar[0];\n", - "\n", - " // Add the close button to the window.\n", - " var buttongrp = $('
');\n", - " var button = $('');\n", - " button.click(function (evt) { fig.handle_close(fig, {}); } );\n", - " button.mouseover('Stop Interaction', toolbar_mouse_event);\n", - " buttongrp.append(button);\n", - " var titlebar = this.root.find($('.ui-dialog-titlebar'));\n", - " titlebar.prepend(buttongrp);\n", - "}\n", - "\n", - "mpl.figure.prototype._root_extra_style = function(el){\n", - " var fig = this\n", - " el.on(\"remove\", function(){\n", - "\tfig.close_ws(fig, {});\n", - " });\n", - "}\n", - "\n", - "mpl.figure.prototype._canvas_extra_style = function(el){\n", - " // this is important to make the div 'focusable\n", - " el.attr('tabindex', 0)\n", - " // reach out to IPython and tell the keyboard manager to turn it's self\n", - " // off when our div gets focus\n", - "\n", - " // location in version 3\n", - " if (IPython.notebook.keyboard_manager) {\n", - " IPython.notebook.keyboard_manager.register_events(el);\n", - " }\n", - " else {\n", - " // location in version 2\n", - " IPython.keyboard_manager.register_events(el);\n", - " }\n", - "\n", - "}\n", - "\n", - "mpl.figure.prototype._key_event_extra = function(event, name) {\n", - " var manager = IPython.notebook.keyboard_manager;\n", - " if (!manager)\n", - " manager = IPython.keyboard_manager;\n", - "\n", - " // Check for shift+enter\n", - " if (event.shiftKey && event.which == 13) {\n", - " this.canvas_div.blur();\n", - " // select the cell after this one\n", - " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", - " IPython.notebook.select(index + 1);\n", - " }\n", - "}\n", - "\n", - "mpl.figure.prototype.handle_save = function(fig, msg) {\n", - " fig.ondownload(fig, null);\n", - "}\n", - "\n", - "\n", - "mpl.find_output_cell = function(html_output) {\n", - " // Return the cell and output element which can be found *uniquely* in the notebook.\n", - " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", - " // IPython event is triggered only after the cells have been serialised, which for\n", - " // our purposes (turning an active figure into a static one), is too late.\n", - " var cells = IPython.notebook.get_cells();\n", - " var ncells = cells.length;\n", - " for (var i=0; i= 3 moved mimebundle to data attribute of output\n", - " data = data.data;\n", - " }\n", - " if (data['text/html'] == html_output) {\n", - " return [cell, data, j];\n", - " }\n", - " }\n", - " }\n", - " }\n", - "}\n", - "\n", - "// Register the function which deals with the matplotlib target/channel.\n", - "// The kernel may be null if the page has been refreshed.\n", - "if (IPython.notebook.kernel != null) {\n", - " IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);\n", - "}\n" - ], - "text/plain": [ - "" - ] - }, - "metadata": {}, - "output_type": "display_data" - }, - { - "data": { - "text/html": [ - "" - ], - "text/plain": [ - "" - ] + "text/plain": "Canvas(toolbar=Toolbar(toolitems=[('Home', 'Reset original view', 'home', 'home'), ('Back', 'Back to previous …", + "application/vnd.jupyter.widget-view+json": { + "version_major": 2, + "version_minor": 0, + "model_id": "7fa7b95ef085468f944fa70fbc214a1c" + } }, - "metadata": {}, - "output_type": "display_data" + "metadata": {} } ], "source": [ - "# One-sided Fitting. Same model as above\n", + "# One-sided Fitting. Same model as above, but redefine here anyway\n", + "n_knots = 16\n", + "\n", + "# Fitting. Define approximator.\n", + "knots_x = torch.linspace(0.0,3.01,n_knots)\n", + "\n", + "# Model is piecewise linear interpolation between knots (\"linear spline\")\n", + "model = lambda weights, x: interp1d(knots_x, weights, x)\n", "\n", "# Define losses\n", "\n", @@ -3362,12 +262,13 @@ "p = 2 # p-norm loss on one-sided term. In principle, we should pay infinity for violating the bound, but quadratic should be enough\n", "loss_data = lambda weights: (torch.relu(samples_y - model(weights, samples_x)) ** p).sum()\n", "\n", - "# 2. Monotonicity: pay a penalty wherever weights[i+1] < weights[i]\n", + "# 2. Monotonicity: pay a penalty wherever weights[i] > weights[i+1]\n", "loss_monotonic = lambda weights: torch.relu(weights[:-1] - weights[1:]).sum()\n", "\n", "weight_decay = 0.1\n", + "\n", "# 3. Weight decay: \"gravity\" to pull model down\n", - "loss_weight_decay = lambda weights: weights.sum()\n", + "loss_weight_decay = lambda weights: 0.1 * weights.square().sum()\n", "\n", "loss = lambda weights: loss_data(weights) + loss_monotonic(weights) + loss_weight_decay(weights)\n", "\n", @@ -3385,27 +286,56 @@ " plt.plot(samples_x, samples_y, '.', samples_x, samples_pred_y, 'x')\n", " y_dense = model(weights, x_dense)\n", " plt.plot(x_dense, y_dense, '-', knots_x, weights, 'o')\n", + "fig.canvas.draw()\n" + ] + }, + { + "cell_type": "code", + "execution_count": 9, + "metadata": {}, + "outputs": [], + "source": [ "\n", - "\n", - "# Initialize optimizer\n", - "\n", - "#optimizer = torch.optim.Adam((weights,), lr=0.01, betas=(0.9, 0.999), eps=1e-08, weight_decay=0, amsgrad=False)\n", - "optimizer = torch.optim.SGD((weights,), lr=0.01,momentum=0.9)\n", + "# Initialize optimizer: SGD/LBFGS are the only ones with decent behaviour\n", + "optimizer = torch.optim.LBFGS\n", + "max_iter = 150\n", + "if optimizer == torch.optim.Adam:\n", + " optimizer = optimizer((weights,), lr=0.01, betas=(0.9, 0.999), eps=1e-08, weight_decay=0, amsgrad=False)\n", + "if optimizer == torch.optim.Adagrad:\n", + " optimizer = optimizer((weights,), lr=1.0, lr_decay=0, weight_decay=0, initial_accumulator_value=0, eps=1e-10)\n", + "if optimizer == torch.optim.SGD:\n", + " optimizer = optimizer((weights,), lr=0.01,momentum=0.9)\n", + "if optimizer == torch.optim.LBFGS:\n", + " max_iter = 150\n", + " optimizer = optimizer((weights,), lr=.1, max_iter=20, max_eval=None, \n", + " tolerance_grad=1e-07, tolerance_change=1e-09, \n", + " history_size=4, line_search_fn=None)\n", "iter_count = 0\n", "\n", - "for k in range(150):\n", + "weights_best = weights\n", + "loss_best = 1e20\n", + "best_iter = iter_count\n", + "for k in range(max_iter):\n", " # Run one iteration\n", " iter_count += 1\n", - " optimizer.zero_grad()\n", - " loss_value = loss(weights)\n", - " loss_value.backward()\n", - " optimizer.step()\n", + " def closure():\n", + " optimizer.zero_grad()\n", + " loss_value = loss(weights)\n", + " loss_value.backward()\n", + " return loss_value\n", + " \n", + " optimizer.step(closure)\n", "\n", " with torch.no_grad():\n", + " loss_value = loss(weights)\n", + " if loss_value < loss_best:\n", + " weights_best = weights.clone().detach()\n", + " loss_best = loss_value\n", + " best_iter = iter_count\n", " fig.clear()\n", - " plt.plot(samples_x, samples_y, 'r.', samples_x, model(weights, samples_x), 'rx')\n", - " plt.plot(x_dense, model(weights, x_dense), 'b-', knots_x, weights, 'bo')\n", - " plt.title(f'iter {iter_count} loss {loss_value:.3f} weight_decay={weight_decay}')\n", + " plt.plot(samples_x, samples_y, 'r.', samples_x, model(weights_best, samples_x), 'rx')\n", + " plt.plot(x_dense, model(weights_best, x_dense), 'b-', knots_x, weights_best, 'bo')\n", + " plt.title(f'iter {iter_count}, loss {loss_best:.3f} at iter {best_iter}, weight_decay={weight_decay}')\n", " plt.show()\n", " fig.canvas.draw()\n" ] @@ -3413,9 +343,8 @@ ], "metadata": { "kernelspec": { - "display_name": "Python 3", - "language": "python", - "name": "python3" + "name": "python388jvsc74a57bd021ad436eab6efc5a79d7ba41ee8a80a7e2ac2e5a53e8d2a30f44497713f6797f", + "display_name": "Python 3.8.8 64-bit ('ptnightly': conda)" }, "language_info": { "codemirror_mode": { @@ -3427,9 +356,14 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.7.6" + "version": "3.8.8" + }, + "metadata": { + "interpreter": { + "hash": "21ad436eab6efc5a79d7ba41ee8a80a7e2ac2e5a53e8d2a30f44497713f6797f" + } } }, "nbformat": 4, "nbformat_minor": 4 -} +} \ No newline at end of file