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Little Bug-fix #1

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Little Bug-fix #1

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f5d7b08
Update optimize_flow.jl
WillyHK Feb 15, 2024
6bd67e4
Update optimize_flow.jl
WillyHK Feb 20, 2024
e71696d
Update optimize_flow.jl
WillyHK Feb 20, 2024
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15 changes: 8 additions & 7 deletions src/optimize_flow.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -12,28 +12,29 @@ function negll_flow_loss(flow::F, x::AbstractMatrix{<:Real}, logd_orig::Abstract
end

function negll_flow(flow::F, x::AbstractMatrix{<:Real}, logd_orig::AbstractVector, logpdf::Tuple{Function, Function}) where F<:AbstractFlow
negll, back = Zygote.pullback(negll_flow, flow, x, logd_orig, logpdf[2])
negll, back = Zygote.pullback(negll_flow_loss, flow, x, logd_orig, logpdf[2])
d_flow = back(one(eltype(x)))[1]
return negll, d_flow
end
export negll_flow

function KLDiv_flow_loss(flow::F, x::AbstractMatrix{<:Real}, logd_orig::AbstractVector, logpdfs::Tuple{Function, Function}) where F<:AbstractFlow
function KLDiv_flow_loss(flow::F, x::AbstractMatrix{<:Real}, logd_orig::AbstractVector, logpdf::Function) where F<:AbstractFlow
nsamples = size(x, 2)
flow_corr = fchain(flow,logpdfs[2].f)
logpdf_y = logpdfs[2].logdensity
flow_corr = fchain(flow,logpdf.f)
#logpdf_y = logpdfs[2].logdensity
y, ladj = with_logabsdet_jacobian(flow_corr, x)
KLDiv = sum(exp.(logd_orig - vec(ladj)) .* (logd_orig - vec(ladj) - logpdf_y(y))) / nsamples
KLDiv = sum(exp.(logd_orig - vec(ladj)) .* (logd_orig - vec(ladj) - logpdf.logdensity(y))) / nsamples
return KLDiv
end

function KLDiv_flow(flow::F, x::AbstractMatrix{<:Real}, logd_orig::AbstractVector, logpdfs::Tuple{Function, Function}) where F<:AbstractFlow
KLDiv, back = Zygote.pullback(KLDiv_flow_loss, flow, x, logd_orig, logpdfs)
function KLDiv_flow(flow::F, x::AbstractMatrix{<:Real}, logd_orig::AbstractVector, logpdf::Tuple{Function, Function}) where F<:AbstractFlow
KLDiv, back = Zygote.pullback(KLDiv_flow_loss, flow, x, logd_orig, logpdf[2])
d_flow = back(one(eltype(x)))[1]
return KLDiv, d_flow
end
export KLDiv_flow


function optimize_flow(samples::Union{Matrix, Tuple{Matrix, Matrix}},
initial_flow::F where F<:AbstractFlow,
optimizer;
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