Python torch.logdet() Examples

def forward(self, z, reverse=False):
        # shape
        batch_size, group_size, n_of_groups = z.size()

        W = self.conv.weight.squeeze()

        if reverse:
            if not hasattr(self, 'W_inverse'):
                # Reverse computation
                W_inverse = W.inverse()
                W_inverse = Variable(W_inverse[..., None])
                if z.type() == 'torch.cuda.HalfTensor':
                    W_inverse = W_inverse.half()
                self.W_inverse = W_inverse
            z = F.conv1d(z, self.W_inverse, bias=None, stride=1, padding=0)
            return z
        else:
            # Forward computation
            log_det_W = batch_size * n_of_groups * torch.logdet(W)
            z = self.conv(z)
            return z, log_det_W 

def forward(self, z, reverse=False):
        # shape
        batch_size, group_size, n_of_groups = z.size()

        W = self.conv.weight.squeeze()

        if reverse:
            if not hasattr(self, 'W_inverse'):
                # Reverse computation
                W_inverse = W.float().inverse()
                W_inverse = Variable(W_inverse[..., None])
                if z.type() == 'torch.cuda.HalfTensor':
                    W_inverse = W_inverse.half()
                self.W_inverse = W_inverse
            z = F.conv1d(z, self.W_inverse, bias=None, stride=1, padding=0)
            return z
        else:
            # Forward computation
            log_det_W = batch_size * n_of_groups * torch.logdet(W)
            z = self.conv(z)
            return z, log_det_W 

def forward(self, z, reverse=False):
        # shape
        batch_size, group_size, n_of_groups = z.size()

        W = self.conv.weight.squeeze()

        if reverse:
            if not hasattr(self, 'W_inverse'):
                # Reverse computation
                W_inverse = W.inverse()
                W_inverse = Variable(W_inverse[..., None])
                if z.type() == 'torch.cuda.HalfTensor':
                    W_inverse = W_inverse.half()
                self.W_inverse = W_inverse
            z = F.conv1d(z, self.W_inverse, bias=None, stride=1, padding=0)
            return z
        else:
            # Forward computation
            log_det_W = batch_size * n_of_groups * torch.logdet(W)
            z = self.conv(z)
            return z, log_det_W 

def forward(self, z, reverse=False):
        # shape
        batch_size, group_size, n_of_groups = z.size()

        W = self.conv.weight.squeeze()

        if reverse:
            if not hasattr(self, 'W_inverse'):
                # Reverse computation
                W_inverse = W.inverse()
                W_inverse = Variable(W_inverse[..., None])
                if z.type() == 'torch.cuda.HalfTensor':
                    W_inverse = W_inverse.half()
                self.W_inverse = W_inverse
            z = F.conv1d(z, self.W_inverse, bias=None, stride=1, padding=0)
            return z
        else:
            # Forward computation
            log_det_W = batch_size * n_of_groups * torch.logdet(W)
            z = self.conv(z)
            return z, log_det_W 

def forward(self, z, reverse=False):
        # shape
        batch_size, group_size, n_of_groups = z.size()

        W = self.conv.weight.squeeze()

        if reverse:
            if not hasattr(self, 'W_inverse'):
                # Reverse computation
                W_inverse = W.float().inverse()
                W_inverse = Variable(W_inverse[..., None])
                if z.type() == 'torch.cuda.HalfTensor':
                    W_inverse = W_inverse.half()
                self.W_inverse = W_inverse
            z = F.conv1d(z, self.W_inverse, bias=None, stride=1, padding=0)
            return z
        else:
            # Forward computation
            log_det_W = batch_size * n_of_groups * torch.logdet(W)
            z = self.conv(z)
            return z, log_det_W 

def forward(self, z, reverse: bool = False):
        # shape
        batch_size, group_size, n_of_groups = z.size()

        W = self.conv.weight.squeeze()

        if reverse:
            if not hasattr(self, 'W_inverse'):
                # Reverse computation
                W_inverse = W.float().inverse()
                W_inverse = Variable(W_inverse[..., None])
                if z.dtype == torch.half:
                    W_inverse = W_inverse.half()
                self.W_inverse = W_inverse
            z = F.conv1d(z, self.W_inverse, bias=None, stride=1, padding=0)
            return z
        else:
            # Forward computation
            log_det_W = batch_size * n_of_groups * torch.logdet(W.float())
            z = self.conv(z)
            return (
                z,
                log_det_W,
            ) 

def forward(self, z, reverse=False):
        # shape
        batch_size, group_size, n_of_groups = z.size()

        W = self.conv.weight.squeeze()

        if reverse:
            if not hasattr(self, 'W_inverse'):
                # Reverse computation
                W_inverse = W.float().inverse()
                W_inverse = Variable(W_inverse[..., None])
                if z.type() == 'torch.cuda.HalfTensor':
                    W_inverse = W_inverse.half()
                self.W_inverse = W_inverse
            z = F.conv1d(z, self.W_inverse, bias=None, stride=1, padding=0)
            return z
        else:
            # Forward computation
            log_det_W = batch_size * n_of_groups * torch.logdet(W)
            z = self.conv(z)
            return z, log_det_W 

def forward(self, z, reverse=False):
        # shape
        batch_size, group_size, n_of_groups = z.size()

        W = self.conv.weight.squeeze()

        if reverse:
            if not hasattr(self, 'W_inverse'):
                # Reverse computation
                W_inverse = W.inverse()
                W_inverse = Variable(W_inverse[..., None])
                if z.type() == 'torch.cuda.HalfTensor':
                    W_inverse = W_inverse.half()
                self.W_inverse = W_inverse
            z = F.conv1d(z, self.W_inverse, bias=None, stride=1, padding=0)
            return z
        else:
            # Forward computation
            log_det_W = batch_size * n_of_groups * torch.logdet(W)
            z = self.conv(z)
            return z, log_det_W 

def forward(self, z, reverse=False):
        # shape
        batch_size, group_size, n_of_groups = z.size()

        W = self.conv.weight.squeeze()

        if reverse:
            if not hasattr(self, 'W_inverse'):
                # Reverse computation
                W_inverse = W.float().inverse()
                W_inverse = Variable(W_inverse[..., None])
                if z.type() == 'torch.cuda.HalfTensor':
                    W_inverse = W_inverse.half()
                self.W_inverse = W_inverse
            z = F.conv1d(z, self.W_inverse, bias=None, stride=1, padding=0)
            return z
        else:
            # Forward computation
            log_det_W = batch_size * n_of_groups * torch.logdet(W)
            z = self.conv(z)
            return z, log_det_W 

def test_inv_quad_logdet_no_reduce(self):
        # Forward
        lazy_tensor = self.create_lazy_tensor(with_solves=True, with_logdet=True)
        evaluated = self.evaluate_lazy_tensor(lazy_tensor)
        flattened_evaluated = evaluated.view(-1, *lazy_tensor.matrix_shape)

        vecs = lazy_tensor.eager_rhss[0].clone().detach().requires_grad_(True)
        vecs_copy = lazy_tensor.eager_rhss[0].clone().detach().requires_grad_(True)

        with gpytorch.settings.num_trace_samples(128), warnings.catch_warnings(record=True) as ws:
            res_inv_quad, res_logdet = lazy_tensor.inv_quad_logdet(
                inv_quad_rhs=vecs, logdet=True, reduce_inv_quad=False
            )
            self.assertFalse(any(issubclass(w.category, ExtraComputationWarning) for w in ws))
        res = res_inv_quad.sum(-1) + res_logdet

        actual_inv_quad = evaluated.inverse().matmul(vecs_copy).mul(vecs_copy).sum(-2).sum(-1)
        actual_logdet = torch.cat(
            [torch.logdet(flattened_evaluated[i]).unsqueeze(0) for i in range(lazy_tensor.batch_shape.numel())]
        ).view(lazy_tensor.batch_shape)
        actual = actual_inv_quad + actual_logdet

        diff = (res - actual).abs() / actual.abs().clamp(1, math.inf)
        self.assertLess(diff.max().item(), 15e-2) 

def test_inv_quad_logdet(self):
        # Forward
        lazy_tensor = self.create_lazy_tensor(with_solves=True, with_logdet=True)
        evaluated = self.evaluate_lazy_tensor(lazy_tensor)
        flattened_evaluated = evaluated.view(-1, *lazy_tensor.matrix_shape)

        vecs = lazy_tensor.eager_rhss[0].clone().detach().requires_grad_(True)
        vecs_copy = lazy_tensor.eager_rhss[0].clone().detach().requires_grad_(True)

        with gpytorch.settings.num_trace_samples(128), warnings.catch_warnings(record=True) as ws:
            res_inv_quad, res_logdet = lazy_tensor.inv_quad_logdet(inv_quad_rhs=vecs, logdet=True)
            self.assertFalse(any(issubclass(w.category, ExtraComputationWarning) for w in ws))
        res = res_inv_quad + res_logdet

        actual_inv_quad = evaluated.inverse().matmul(vecs_copy).mul(vecs_copy).sum(-2).sum(-1)
        actual_logdet = torch.cat(
            [torch.logdet(flattened_evaluated[i]).unsqueeze(0) for i in range(lazy_tensor.batch_shape.numel())]
        ).view(lazy_tensor.batch_shape)
        actual = actual_inv_quad + actual_logdet

        diff = (res - actual).abs() / actual.abs().clamp(1, math.inf)
        self.assertLess(diff.max().item(), 15e-2) 

def _test_inv_quad_logdet(self, reduce_inv_quad=True, cholesky=False):
        if not self.__class__.skip_slq_tests:
            # Forward
            lazy_tensor = self.create_lazy_tensor()
            evaluated = self.evaluate_lazy_tensor(lazy_tensor)
            flattened_evaluated = evaluated.view(-1, *lazy_tensor.matrix_shape)

            vecs = torch.randn(*lazy_tensor.batch_shape, lazy_tensor.size(-1), 3, requires_grad=True)
            vecs_copy = vecs.clone().detach_().requires_grad_(True)

            _wrapped_cg = MagicMock(wraps=gpytorch.utils.linear_cg)
            with patch("gpytorch.utils.linear_cg", new=_wrapped_cg) as linear_cg_mock:
                with gpytorch.settings.num_trace_samples(256), gpytorch.settings.max_cholesky_size(
                    math.inf if cholesky else 0
                ), gpytorch.settings.cg_tolerance(1e-5):

                    res_inv_quad, res_logdet = lazy_tensor.inv_quad_logdet(
                        inv_quad_rhs=vecs, logdet=True, reduce_inv_quad=reduce_inv_quad
                    )

            actual_inv_quad = evaluated.inverse().matmul(vecs_copy).mul(vecs_copy).sum(-2)
            if reduce_inv_quad:
                actual_inv_quad = actual_inv_quad.sum(-1)
            actual_logdet = torch.cat(
                [torch.logdet(flattened_evaluated[i]).unsqueeze(0) for i in range(lazy_tensor.batch_shape.numel())]
            ).view(lazy_tensor.batch_shape)

            self.assertAllClose(res_inv_quad, actual_inv_quad, rtol=0.01, atol=0.01)
            self.assertAllClose(res_logdet, actual_logdet, rtol=0.2, atol=0.03)

            if not cholesky and self.__class__.should_call_cg:
                self.assertTrue(linear_cg_mock.called)
            else:
                self.assertFalse(linear_cg_mock.called) 

def __init__(self, nu, K, validate_args=False):
        TModule.__init__(self)
        if K.dim() < 2:
            raise ValueError("K must be at least 2-dimensional")
        n = K.shape[-1]
        if isinstance(nu, Number):
            nu = torch.tensor(float(nu))
        if torch.any(nu <= 0):
            raise ValueError("Must have nu > 0")
        self.n = torch.tensor(n, dtype=torch.long, device=nu.device)
        batch_shape = nu.shape
        event_shape = torch.Size([n, n])
        # normalization constant
        c = (nu + n - 1) / 2
        logdetK = torch.logdet(K)
        C = c * (logdetK - n * math.log(2)) - torch.mvlgamma(c, n)
        # need to assign values before registering as buffers to make argument validation work
        self.nu = nu
        self.K = K
        self.C = C
        super(InverseWishartPrior, self).__init__(batch_shape, event_shape, validate_args=validate_args)
        # now need to delete to be able to register buffer
        del self.nu, self.K, self.C
        self.register_buffer("nu", nu)
        self.register_buffer("K", K)
        self.register_buffer("C", C) 

def log_prob(self, X):
        # I'm sure this could be done more elegantly
        logdetp = torch.logdet(X)
        Kinvp = torch.matmul(self.K_inv, X)
        trKinvp = torch.diagonal(Kinvp, dim1=-2, dim2=-1).sum(-1)
        return self.C + 0.5 * (self.nu - self.n - 1) * logdetp - trKinvp 

def log_det_by_cholesky_test():
	"""
	test for function log_det_by_cholesky()
	"""
	a = torch.randn(1, 4, 4)
	a = torch.matmul(a, a.transpose(2, 1))
	print(a)
	res_1 = torch.logdet(torch.squeeze(a))
	res_2 = log_det_by_cholesky(a)
	print(res_1, res_2) 

def __init__(self, nu, K, validate_args=False):
        TModule.__init__(self)
        if K.dim() < 2:
            raise ValueError("K must be at least 2-dimensional")
        n = K.shape[-1]
        if K.shape[-2] != K.shape[-1]:
            raise ValueError("K must be square")
        if isinstance(nu, Number):
            nu = torch.tensor(float(nu))
        if torch.any(nu <= n):
            raise ValueError("Must have nu > n - 1")
        self.n = torch.tensor(n, dtype=torch.long, device=nu.device)
        batch_shape = nu.shape
        event_shape = torch.Size([n, n])
        # normalization constant
        logdetK = torch.logdet(K)
        C = -(nu / 2) * (logdetK + n * math.log(2)) - torch.mvlgamma(nu / 2, n)
        K_inv = torch.inverse(K)
        # need to assign values before registering as buffers to make argument validation work
        self.nu = nu
        self.K_inv = K_inv
        self.C = C
        super(WishartPrior, self).__init__(batch_shape, event_shape, validate_args=validate_args)
        # now need to delete to be able to register buffer
        del self.nu, self.K_inv, self.C
        self.register_buffer("nu", nu)
        self.register_buffer("K_inv", K_inv)
        self.register_buffer("C", C) 

def forward(self):

        constrainted_matrix = self.select_param()
        matrix_ = torch.squeeze(torch.squeeze(constrainted_matrix,dim=2),dim=2)
        matrix_t = torch.t(matrix_)
        matrixs = torch.mm(matrix_t,matrix_)
        trace_ = torch.trace(torch.mm(matrixs,torch.inverse(matrixs)))
        log_det = torch.logdet(matrixs)
        maha_loss = trace_ - log_det
        return maha_loss 

def forward(self, post: Posterior, comp: Tensor) -> Tensor:
        r"""Calculate approximated log evidence, i.e., log(P(D|theta))

        Args:
            post: training posterior distribution from self.model
            comp: Comparisons pairs, see PairwiseGP.__init__ for more details

        Returns:
            The approximated evidence, i.e., the marginal log likelihood
        """

        model = self.model
        if comp is not model.comparisons:
            raise RuntimeError("Must train on training data")

        f_max = post.mean
        log_posterior = model._posterior_f(f_max)
        part1 = -log_posterior

        part2 = model.covar @ model.likelihood_hess
        eye = torch.eye(part2.size(-1)).expand(part2.shape)
        part2 = part2 + eye
        part2 = -0.5 * torch.logdet(part2)

        evidence = part1 + part2

        # Sum up mll first so that when adding prior probs it won't
        # propagate and double count
        evidence = evidence.sum()

        # Add log probs of priors on the (functions of) parameters
        for _, prior, closure, _ in self.named_priors():
            evidence = evidence.add(prior.log_prob(closure()).sum())

        return evidence 

def logabsdet(x):
    """Returns the log absolute determinant of square matrix x."""
    # Note: torch.logdet() only works for positive determinant.
    _, res = torch.slogdet(x)
    return res 

def log_det_other(x):
    return torch.logdet(x)