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Lines changed: 17 additions & 14 deletions

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code/mcrbm/hmc.py

Lines changed: 17 additions & 14 deletions
Original file line numberDiff line numberDiff line change
@@ -8,12 +8,13 @@
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from theano import tensor as TT
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import theano
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11-
sharedX = lambda X, name : \
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sharedX = lambda X, name: \
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shared(numpy.asarray(X, dtype=theano.config.floatX), name=name)
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def kinetic_energy(vel):
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"""
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Returns the kinetic energy associated with the given velocity and mass of 1.
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"""Returns the kinetic energy associated with the given velocity
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and mass of 1.
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Parameters
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----------
@@ -26,7 +27,7 @@ def kinetic_energy(vel):
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Vector whose i-th entry is the kinetic entry associated with vel[i].
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"""
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return 0.5 * (vel**2).sum(axis=1)
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return 0.5 * (vel ** 2).sum(axis=1)
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def hamiltonian(pos, vel, energy_fn):
@@ -41,8 +42,8 @@ def hamiltonian(pos, vel, energy_fn):
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vel: theano matrix
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Symbolic matrix whose rows are velocity vectors.
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energy_fn: python function
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Python function, operating on symbolic theano variables, used to compute
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the potential energy at a given position.
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Python function, operating on symbolic theano variables, used tox
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compute the potential energy at a given position.
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Returns
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-------
@@ -57,7 +58,7 @@ def hamiltonian(pos, vel, energy_fn):
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def metropolis_hastings_accept(energy_prev, energy_next, s_rng):
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"""
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Performs a Metropolis-Hastings accept-reject move.
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Parameters
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----------
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energy_prev: theano vector
@@ -132,12 +133,12 @@ def leapfrog(pos, vel, step):
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new_vel = vel - step * dE_dpos
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# from vel(t+stepsize/2) compute pos(t+stepsize)
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new_pos = pos + step * new_vel
135-
return [new_pos, new_vel],{}
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return [new_pos, new_vel], {}
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# compute velocity at time-step: t + stepsize/2
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initial_energy = energy_fn(initial_pos)
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dE_dpos = TT.grad(initial_energy.sum(), initial_pos)
140-
vel_half_step = initial_vel - 0.5*stepsize*dE_dpos
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vel_half_step = initial_vel - 0.5 * stepsize * dE_dpos
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# compute position at time-step: t + stepsize
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pos_full_step = initial_pos + stepsize * vel_half_step
@@ -150,13 +151,15 @@ def leapfrog(pos, vel, step):
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dict(initial=vel_half_step),
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],
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non_sequences=[stepsize],
153-
n_steps=n_steps-1)
154+
n_steps=n_steps - 1)
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final_pos = all_pos[-1]
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final_vel = all_vel[-1]
156-
# NOTE: Scan always returns an updates dictionary, in case the scanned function draws
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# samples from a RandomStream. These updates must then be used when compiling the Theano
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# function, to avoid drawing the same random numbers each time the function is called. In
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# this case however, we consciously ignore "scan_updates" because we know it is empty.
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# NOTE: Scan always returns an updates dictionary, in case the
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# scanned function draws samples from a RandomStream. These
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# updates must then be used when compiling the Theano function, to
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# avoid drawing the same random numbers each time the function is
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# called. In this case however, we consciously ignore
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# "scan_updates" because we know it is empty.
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assert not scan_updates
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# The last velocity returned by scan is vel(t + (n_steps-1/2)*stepsize)

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