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Original file line number | Diff line number | Diff line change |
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# pylint: skip-file | ||
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import distrax | ||
import haiku as hk | ||
from jax import numpy as jnp | ||
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from sbijax import SCMPE | ||
from sbijax.nn import make_consistency_model | ||
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def prior_model_fns(): | ||
p = distrax.Independent(distrax.Normal(jnp.zeros(2), jnp.ones(2)), 1) | ||
return p.sample, p.log_prob | ||
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def simulator_fn(seed, theta): | ||
p = distrax.MultivariateNormalDiag(theta, 0.1 * jnp.ones_like(theta)) | ||
y = p.sample(seed=seed) | ||
return y | ||
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def log_density_fn(theta, y): | ||
prior = distrax.Uniform(jnp.full(2, -3.0), jnp.full(2, 3.0)) | ||
likelihood = distrax.MultivariateNormalDiag( | ||
theta, 0.1 * jnp.ones_like(theta) | ||
) | ||
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lp = jnp.sum(prior.log_prob(theta)) + jnp.sum(likelihood.log_prob(y)) | ||
return lp | ||
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def test_scmpe(): | ||
rng_seq = hk.PRNGSequence(0) | ||
y_observed = jnp.array([-1.0, 1.0]) | ||
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prior_simulator_fn, prior_logdensity_fn = prior_model_fns() | ||
fns = (prior_simulator_fn, prior_logdensity_fn), simulator_fn | ||
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estim = SCMPE(fns, make_consistency_model(2)) | ||
data, params = None, {} | ||
for i in range(2): | ||
data, _ = estim.simulate_data_and_possibly_append( | ||
next(rng_seq), | ||
params=params, | ||
observable=y_observed, | ||
data=data, | ||
n_simulations=100, | ||
n_chains=2, | ||
n_samples=200, | ||
n_warmup=100, | ||
) | ||
params, info = estim.fit(next(rng_seq), data=data, n_iter=2) | ||
_ = estim.sample_posterior( | ||
next(rng_seq), | ||
params, | ||
y_observed, | ||
n_chains=2, | ||
n_samples=200, | ||
n_warmup=100, | ||
) |
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Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,60 @@ | ||
# pylint: skip-file | ||
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||
import distrax | ||
import haiku as hk | ||
from jax import numpy as jnp | ||
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from sbijax import SFMPE | ||
from sbijax.nn import make_ccnf | ||
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||
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def prior_model_fns(): | ||
p = distrax.Independent(distrax.Normal(jnp.zeros(2), jnp.ones(2)), 1) | ||
return p.sample, p.log_prob | ||
|
||
|
||
def simulator_fn(seed, theta): | ||
p = distrax.MultivariateNormalDiag(theta, 0.1 * jnp.ones_like(theta)) | ||
y = p.sample(seed=seed) | ||
return y | ||
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||
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||
def log_density_fn(theta, y): | ||
prior = distrax.Uniform(jnp.full(2, -3.0), jnp.full(2, 3.0)) | ||
likelihood = distrax.MultivariateNormalDiag( | ||
theta, 0.1 * jnp.ones_like(theta) | ||
) | ||
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lp = jnp.sum(prior.log_prob(theta)) + jnp.sum(likelihood.log_prob(y)) | ||
return lp | ||
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||
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||
def test_sfmpe(): | ||
rng_seq = hk.PRNGSequence(0) | ||
y_observed = jnp.array([-1.0, 1.0]) | ||
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prior_simulator_fn, prior_logdensity_fn = prior_model_fns() | ||
fns = (prior_simulator_fn, prior_logdensity_fn), simulator_fn | ||
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estim = SFMPE(fns, make_ccnf(2)) | ||
data, params = None, {} | ||
for i in range(2): | ||
data, _ = estim.simulate_data_and_possibly_append( | ||
next(rng_seq), | ||
params=params, | ||
observable=y_observed, | ||
data=data, | ||
n_simulations=100, | ||
n_chains=2, | ||
n_samples=200, | ||
n_warmup=100, | ||
) | ||
params, info = estim.fit(next(rng_seq), data=data, n_iter=2) | ||
_ = estim.sample_posterior( | ||
next(rng_seq), | ||
params, | ||
y_observed, | ||
n_chains=2, | ||
n_samples=200, | ||
n_warmup=100, | ||
) |