Cleaned up the files

larsgeb · Jan 31, 2022 · a87dafc · a87dafc
1 parent 2aaafa2
commit a87dafc
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Showing 5 changed files with 300 additions and 228 deletions.
diff --git a/notebooks/Tutorial on using simpleSVGD.ipynb b/notebooks/Tutorial on using simpleSVGD.ipynb
diff --git a/src/simpleSVGD/__init__.py b/src/simpleSVGD/__init__.py
@@ -1,29 +1,16 @@
-from enum import auto
 import numpy as _numpy
 import tqdm.auto as _tqdm_auto
-from scipy.spatial.distance import pdist as _pdist, squareform as _squareform
 import matplotlib.pyplot as _plt
 import matplotlib.figure as _figure
 from typing import Callable as _Callable, List as _List, Tuple as _Tuple
 
+from .kernels import rbf_kernel as _rbf_kernel
+from .helpers import TorchWrapper as _TorchWrapper
 
-def _rbf_kernel(theta, h=-1):
-    """Radial basis function kernel."""
-    sq_dist = _pdist(theta)
-    pairwise_dists = _squareform(sq_dist) ** 2
-    if h < 0:  # if h < 0, using median trick
-        h = _numpy.median(pairwise_dists)
-        h = _numpy.sqrt(0.5 * h / _numpy.log(theta.shape[0] + 1))
 
-    # compute the rbf kernel
-    Kxy = _numpy.exp(-pairwise_dists / h ** 2 / 2)
+from . import _version
 
-    dxkxy = -_numpy.matmul(Kxy, theta)
-    sumkxy = _numpy.sum(Kxy, axis=1)
-    for i in range(theta.shape[1]):
-        dxkxy[:, i] = dxkxy[:, i] + _numpy.multiply(theta[:, i], sumkxy)
-    dxkxy = dxkxy / (h ** 2)
-    return (Kxy, dxkxy)
+__version__ = _version.get_versions()["version"]
 
 
 def update(
@@ -33,9 +20,6 @@ def update(
     n_iter: int = 1000,
     stepsize: float = 1e-3,
     bandwidth: float = -1,
-    alpha: float = 0.9,
-    fudge_factor=1e-3,
-    historical_grad=1,
     # All following parameter only concern animation
     animate: bool = False,
     figure: _figure.Figure = None,
@@ -68,10 +52,6 @@ def update(
         more likely to produce good results, but will slow the algorithm down.
         Default is -1.
 
-    alpha
-        Parameter with which to dampen gradient changes in the target function
-        during SVGD updating. Default is 0.9.
-
     animate
         A boolean to animate the algorithm. Only works for functions of at
         least two dimensions. Default is False.
@@ -127,7 +107,7 @@ def update(
         axis.set_aspect(1)
 
         figure.canvas.draw()
-        _plt.pause(0.00001)
+        _plt.pause(1e-5)
 
     # The Try/Except allows on to interrupt the algorithm using CTRL+C while
     # still getting x0_updated at the point of interruption.
@@ -143,17 +123,7 @@ def update(
                 0
             ]
 
-            # adagrad
-            if iter == 0:
-                historical_grad = historical_grad + grad_theta ** 2
-            else:
-                historical_grad = alpha * historical_grad + (1 - alpha) * (
-                    grad_theta ** 2
-                )
-            adj_grad = _numpy.divide(
-                grad_theta, fudge_factor + _numpy.sqrt(historical_grad)
-            )
-            x0_updated = x0_updated + stepsize * adj_grad
+            x0_updated = x0_updated - stepsize * grad_theta
 
             if animate:
                 scatter.set_offsets(
@@ -165,7 +135,7 @@ def update(
                     )
                 )
                 figure.canvas.draw()
-                _plt.pause(0.00001)
+                _plt.pause(1e-5)
 
     except KeyboardInterrupt:
         pass
@@ -183,6 +153,3 @@ def grd(m: _numpy.array) -> _numpy.array:
         ).T
 
     return grd
-
-from . import _version
-__version__ = _version.get_versions()['version']