In the Bayesian Neural Network tutorial, there is code for a "Generic Bayesian Neural Network," that rebuilds the Flux model with the new sampled parameters. The tutorial itself also has a fully hard coded version. I think that a multiple dispatch approach might make the code a little more flexible and extensible to other layer types. Here's a prototype:
using Flux, Zygote
function similar(layer::Dense, params)
i = 1
weights = params[i: i + length(layer.weight) - 1]
w = reshape(weights, size(layer.weight))
i += length(layer.weight)
b = params[i: i + length(layer.bias) - 1]
i += length(layer.bias)
return Dense(w, b, layer.σ)
end
function similar(model::Chain, params)
layers = Array{Any}(undef, length(model))
i = 1
for (layerIndex, layer) in enumerate(model)
layers[layerIndex] = similar(layer, params[i:end])
i += numParams(Flux.params(layer))
end
return Chain(layers...)
end
function numParams(params::Zygote.Params)
return reduce((x, y) -> x + length(y), params, init=0)
end
which can then be used like:
model = Chain(
Dense(2, 3, tanh),
Dense(3, 2, tanh),
Dense(2, 1, σ)
)
n = numParams(Flux.params(model))
alpha = 0.09
sig = sqrt(1.0 / alpha)
@model function bayesNN(input, labels)
nn_params ~ MvNormal(zeros(n), fill(sig, n))
nn = similar(model, nn_params)
predictions = nn(input)
for i in 1:length(labels)
labels[i] ~ Bernoulli(predictions[i])
end
end
numSamples = 5000
chain = sample(bayesNN(xs, labels), HMC(.05, 4), numSamples)
This code will throw if similar hasn't been implemented for the Flux component, or if there aren't enough parameters. More error checking could easily be added. This approach could be easily extended to new layer types, and can handle nested models (like a Chain within a Chain). If this approach is of interest, I can add it to the tutorial.
One caveat is that similar is not a perfect analogue for this situation. The docs say that it creates an unintialized version, whereas here I'm creating a fully initialized model with the new params.
In the Bayesian Neural Network tutorial, there is code for a "Generic Bayesian Neural Network," that rebuilds the Flux model with the new sampled parameters. The tutorial itself also has a fully hard coded version. I think that a multiple dispatch approach might make the code a little more flexible and extensible to other layer types. Here's a prototype:
which can then be used like:
This code will throw if
similar
hasn't been implemented for the Flux component, or if there aren't enough parameters. More error checking could easily be added. This approach could be easily extended to new layer types, and can handle nested models (like aChain
within aChain
). If this approach is of interest, I can add it to the tutorial.One caveat is that
similar
is not a perfect analogue for this situation. The docs say that it creates an unintialized version, whereas here I'm creating a fully initialized model with the new params.