inference gym / numpyro compatibility

オープン
  • 何か問題がありますか？
#1,986 コメント 1 件 リアクション 0 件 担当者 0 名 GitHub で見る

まだ誰も着手していません。

評価

難易度
4/5
見積もり時間
3〜5日
初心者へのやさしさ
25/100
issue の種類
バグ
明瞭さ
説明が足りない
活発さ
停滞
技術スタック
jupyter-notebook, python
領域
machine-learning

調査の方向性

まずノートブックの例を再現し、116 行目付近の inference_gym/targets/banana.py と、issue で言及されている inference_gym.using_jax エントリーポイントを読みます。トレースされた曲率がどのように Banana target に到達するかを追跡し、JAX パスがそれをサポートしているかを確認します。完了の条件は、互換性修正が確認されること、または回帰チェック付きで制限事項が明確に文書化されることです。

索引モデルが issue の本文から書いたものです。

説明

I'm looking to use Inference Gym targets in numpyro, but I'm running into issues I believe because there are numpy arrays in the Inference Gym model init, which causes tracer conversion errors in numpyro/jax

Any ideas how to get around this? I cant tell how the inference_gym.using_jax module works, but I was hoping that it would change the arrays to be initialized as jax arrays and not numpy

import jax
import numpyro
from numpyro import distributions as dist
from numpyro.infer import MCMC, NUTS
from inference_gym import using_jax as gym

class Banana(dist.Distribution):
    arg_constraints = {"ndims": dist.constraints.positive_integer, "curvature": dist.constraints.real}
    support = dist.constraints.real_vector
    pytree_data_fields = ("ndims", "curvature")

    def __init__(self, ndims, curvature):
        self.ndims = ndims
        self.curvature = curvature
        self.gym_dist = gym.targets.Banana(ndims=ndims, curvature=curvature)
        super().__init__(event_shape=(ndims,))
    
    def sample(self, key, sample_shape=()):
        return self.gym_dist.sample(seed=key, sample_shape=sample_shape)
    
    def log_prob(self, value):
        return self.gym_dist._unnormalized_log_prob(value)
    

samples = Banana(ndims=3, curvature=0.03).sample(jax.random.PRNGKey(0), sample_shape=(100,))

def model(X):
    curvature = numpyro.sample("curvature", dist.Beta(1,30))
    return numpyro.sample("obs", Banana(ndims=3, curvature=curvature), obs=X)

kernel = NUTS(model)
mcmc = MCMC(kernel, num_warmup=500, num_samples=1000)
mcmc.run(jax.random.PRNGKey(0), X=samples)

Here's the full traceback

Traceback

File "/var/folders/1p/v01fvg3j1cz1hzv988ygj8m00000gn/T/ipykernel_28885/3778384098.py", line 37, in
mcmc.run(jax.random.PRNGKey(0), X=samples)
File "/.venv/lib/python3.11/site-packages/numpyro/infer/mcmc.py", line 702, in run
states_flat, last_state = partial_map_fn(map_args)
^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/infer/mcmc.py", line 465, in _single_chain_mcmc
new_init_state = self.sampler.init(
^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/infer/hmc.py", line 749, in init
init_params = self._init_state(
^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/infer/hmc.py", line 693, in _init_state
) = initialize_model(
^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/infer/util.py", line 713, in initialize_model
(init_params, pe, grad), is_valid = find_valid_initial_params(
^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/infer/util.py", line 447, in find_valid_initial_params
(init_params, pe, z_grad), is_valid = _find_valid_params(
^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/infer/util.py", line 433, in _find_valid_params
_, _, (init_params, pe, z_grad), is_valid = init_state = body_fn(init_state)
^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/infer/util.py", line 417, in body_fn
pe, z_grad = value_and_grad(potential_fn)(params)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/traceback_util.py", line 180, in reraise_with_filtered_traceback
return fun(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/api.py", line 468, in value_and_grad_f
ans, vjp_py = _vjp(f_partial, *dyn_args)
^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/api.py", line 1975, in _vjp
out_primals, vjp = ad.vjp(flat_fun, primals_flat)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/interpreters/ad.py", line 252, in vjp
out_primals, pvals, jaxpr, consts = linearize(traceable, *primals)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/interpreters/ad.py", line 237, in linearize
jaxpr, out_pvals, consts = pe.trace_to_jaxpr_nounits(jvpfun_flat, in_pvals)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/profiler.py", line 333, in wrapper
return func(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/interpreters/partial_eval.py", line 574, in trace_to_jaxpr_nounits
jaxpr, (out_pvals, consts, env) = fun.call_wrapped(pvals)
^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/linear_util.py", line 192, in call_wrapped
return self.f_transformed(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/interpreters/partial_eval.py", line 587, in trace_to_subjaxpr_nounits
out_tracers, jaxpr, out_consts, env = _trace_to_subjaxpr_nounits(
^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/interpreters/partial_eval.py", line 616, in _trace_to_subjaxpr_nounits
ans = f(*in_args)
^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/api_util.py", line 72, in flatten_fun
ans = f(*py_args, **py_kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/interpreters/ad.py", line 78, in jvpfun
out_primals, out_tangents = f(tag, primals, tangents)
^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/interpreters/ad.py", line 115, in jvp_subtrace
ans = f(*in_tracers)
^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/api_util.py", line 88, in flatten_fun_nokwargs
ans = f(*py_args)
^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/api_util.py", line 292, in _argnums_partial
return fun(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/infer/util.py", line 299, in potential_energy
log_joint, model_trace = log_density(
^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/infer/util.py", line 70, in log_density
model_trace = trace(model).get_trace(*model_args, **model_kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/handlers.py", line 186, in get_trace
self(*args, **kwargs)
File "/.venv/lib/python3.11/site-packages/numpyro/primitives.py", line 105, in call
return self.fn(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/primitives.py", line 105, in call
return self.fn(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/primitives.py", line 105, in call
return self.fn(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^
[Previous line repeated 3 more times]
File "/var/folders/1p/v01fvg3j1cz1hzv988ygj8m00000gn/T/ipykernel_28885/3778384098.py", line 31, in model
return numpyro.sample("obs", Banana(ndims=3, curvature=curvature), obs=X)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/numpyro/distributions/distribution.py", line 100, in call
return super().call(*args, kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/var/folders/1p/v01fvg3j1cz1hzv988ygj8m00000gn/T/ipykernel_28885/3778384098.py", line 17, in init
self.gym_dist = gym.targets.Banana(ndims=ndims, curvature=curvature)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/inference_gym/targets/banana.py", line 116, in init
[10.] + [np.sqrt(1. + 2 * curvature2 * 10.**4)] +
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/.venv/lib/python3.11/site-packages/jax/_src/core.py", line 692, in array
raise TracerArrayConversionError(self)

主要言語
Jupyter Notebook
スター
4.4k
フォーク
1.1k
30日以内にマージされた PR はありません

環境構築

はじめの一歩

  1. issue を最後まで読み、次にプロジェクトのコントリビューションガイドを読みます。
  2. 着手することを issue にコメントします — 二人が同じ作業をするのを防げます。
  3. リポジトリをフォークし、ブランチを切って変更します。
  4. issue 番号を参照したプルリクエストを送ります。

tensorflow/probability のほかの issue

tensorflow/probability の issue をすべて見る

似ている issue

Machine Learning の issue をもっと見る

新しい issue をメールで受け取る

初心者向けの GitHub issue を短くまとめたダイジェスト。