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Conditional score-based diffusion models for Bayesian inference in infinite dimensions

Code to reproduce the results in the paper Conditional score-based diffusion models for Bayesian inference in infinite dimensions.

Installation

Run the commands below to install the required packages. Make sure to adapt the pytorch-cuda version to your CUDA version in environment.yml.

cd csgm/
conda env create -f environment.yml
conda activate csgm
pip install -e .

After the above steps, you can run the example scripts by just activating the environment, i.e., conda activate csgm, the following times.

Data

Training data

The training data for the toy example is generated on-the-fly and the seismic imaging example's data will be downloaded to data/ directory upon running the associated script.

Pretrained model

The pretrained model can be downloaded with the following command. Note that for the visualization script to use this model, the default values in associated configuration json files must be used.

mkdir -p "data/checkpoints/imaging_dataset-seismic_batchsize-128_max_epochs-500_lr-0.002_lr_final-0.0005_nt-500_beta_schedule-linear_hidden_dim-32_modes-24_nlayers-4"
wget -O "data/checkpoints/imaging_dataset-seismic_batchsize-128_max_epochs-500_lr-0.002_lr_final-0.0005_nt-500_beta_schedule-linear_hidden_dim-32_modes-24_nlayers-4/checkpoint_300.pth" "https://www.dropbox.com/scl/fi/ejl7j1yx129y2rfp2eyqk/checkpoint_300.pth?rlkey=hcwqr3zfjsjw6w5oud9he2c9i&dl=0" --no-check-certificate

Usage

To run the example scripts for training a new model, the following commands can be used. The list of command line arguments and their default values can be found in the configuration json files in configs/.

Training

python scripts/train_conditional_quadratic.py # Toy example
python scripts/train_conditional_seismic_imaging.py # Seismic imaging example

Inference

Setting the command line argument --phase test will perform posterior sampling for both examples, which also includes plotting results for the toy example. In order to plot the results for the seismic imaging example, after performing inference, run the above script with --phase plot command line argument.

Preliminary results

A summary of results for the toy quadratic and seismic imaging examples can be found here.

Questions

Please contact [email protected] for questions.

Author

Ali Siahkoohi