Closed njtierney closed 2 weeks ago
x <- rnorm(5, 2, 0.1)
z <- variable(dim = 5)
distribution(x) <- normal(z, 0.1)
m <- model(z)
o <- opt(model = m,
initial_values = initials(z = rnorm(5)),
optimiser = gradient_descent())
Putting a browser in the optimiser initialisation, we end up at:
# set up the model
initialize = function(initial_values,
model,
name,
method,
parameters,
other_args,
max_iterations,
tolerance,
adjust) {
super$initialize(initial_values,
model,
parameters = list(),
seed = get_seed()
)
self$name <- name
self$method <- method
self$parameters <- parameters
self$other_args <- other_args
self$max_iterations <- as.integer(max_iterations)
self$tolerance <- tolerance
self$adjust <- adjust
if ("uses_callbacks" %in% names(other_args)) {
self$uses_callbacks <- other_args$uses_callbacks
}
browser()
self$create_optimiser_objective()
self$create_tf_minimiser()
}
We create the optimiser objective perfectly fine, then let's step into create_tf_minimizer()
create_tf_minimiser = function() {
# browser()
dag <- self$model$dag
tfe <- dag$tf_environment
self$sanitise_dtypes()
optimise_fun <- eval(parse(text = self$method))
# dag$on_graph(
tfe$tf_optimiser <- do.call(
optimise_fun,
self$parameters
)
# )
if (self$adjust) {
browser()
dag$tf_run(train <- tf_optimiser$minimize(optimiser_objective_adj))
})
} else {
dag$tf_run(train <- tf_optimiser$minimize(optimiser_objective))
}
}
Now, tfe$optimiser_objective_adj
is
tf.Tensor([232.99020842], shape=(1), dtype=float64)
and running this:
tfe$tf_optimiser$minimize(tfe$optimiser_objective_adj)
# Error in py_call_impl(callable, dots$args, dots$keywords) :
# TypeError: minimize() missing 1 required positional argument: 'var_list'
OK fine - let's put the free state in the var_list
FYI the free_state is
#> self$free_state
# [,1] [,2] [,3] [,4] [,5]
# [1,] -1.665815 1.807032 0.005928454 -0.2735771 -0.8771901
SO
tfe$tf_optimiser$minimize(
tfe$optimiser_objective_adj,
var_list = tf$Variable(initial_value = self$free_state)
)
# Error in py_call_impl(callable, dots$args, dots$keywords) :
# ValueError: `tape` is required when a `Tensor` loss is passed. Received: loss=[232.99020842], tape=None.
OK
OK, let's pass gradient tape
tfe$tf_optimiser$minimize(tfe$optimiser_objective,
var_list = tf$Variable(self$free_state),
tape = tf$GradientTape())
# Error in py_call_impl(callable, dots$args, dots$keywords) :
# ValueError: No gradients provided for any variable: (['Variable:0'],). Provided `grads_and_vars` is ((None, <tf.Variable 'Variable:0' shape=(1, 5) dtype=float64, numpy=array([[-1.66581522, 1.80703249, 0.00592845, -0.27357705, -0.8771901 ]])>),).
Now I'm not sure what to make of this - I feel like I'm missing something obvious, like we are supposed to be optimising over something else?
This error is to do with accessing hessians in the new optimiser interface, I'll try and make some more specific issues for the specific issues we are encountering here
No works for all optimisers, as of https://github.com/njtierney/greta/commit/eef698f23effbc97595d61c3377cdfc1c8686de1
Need to update optimizers - which is done in #550, but need to work to manage the merging of that branch into TF2 branch as it is probably a bit stale by now
Should resolve #551
Below is an example of some code that currently fails with
opt
Created on 2022-10-12 by the reprex package (v2.0.1)
Session info
``` r sessioninfo::session_info() #> ─ Session info ─────────────────────────────────────────────────────────────── #> setting value #> version R version 4.2.1 (2022-06-23) #> os macOS Monterey 12.3.1 #> system aarch64, darwin20 #> ui X11 #> language (EN) #> collate en_AU.UTF-8 #> ctype en_AU.UTF-8 #> tz Australia/Perth #> date 2022-10-12 #> pandoc 2.19.2 @ /Applications/RStudio.app/Contents/MacOS/quarto/bin/tools/ (via rmarkdown) #> #> ─ Packages ─────────────────────────────────────────────────────────────────── #> ! package * version date (UTC) lib source #> abind 1.4-5 2016-07-21 [1] CRAN (R 4.2.0) #> backports 1.4.1 2021-12-13 [1] CRAN (R 4.2.0) #> base64enc 0.1-3 2015-07-28 [1] CRAN (R 4.2.0) #> brio 1.1.3 2021-11-30 [1] CRAN (R 4.2.0) #> cachem 1.0.6 2021-08-19 [1] CRAN (R 4.2.0) #> callr 3.7.2 2022-08-22 [1] CRAN (R 4.2.0) #> cli 3.3.0.9000 2022-06-15 [1] Github (r-lib/cli@31a5db5) #> coda 0.19-4 2020-09-30 [1] CRAN (R 4.2.0) #> codetools 0.2-18 2020-11-04 [1] CRAN (R 4.2.1) #> crayon 1.5.1 2022-03-26 [1] CRAN (R 4.2.0) #> desc 1.4.2 2022-09-08 [1] CRAN (R 4.2.0) #> devtools 2.4.4 2022-07-20 [1] CRAN (R 4.2.0) #> digest 0.6.29 2021-12-01 [1] CRAN (R 4.2.0) #> ellipsis 0.3.2 2021-04-29 [1] CRAN (R 4.2.0) #> evaluate 0.16 2022-08-09 [1] CRAN (R 4.2.0) #> fansi 1.0.3 2022-03-24 [1] CRAN (R 4.2.0) #> fastmap 1.1.0 2021-01-25 [1] CRAN (R 4.2.0) #> fs 1.5.2 2021-12-08 [1] CRAN (R 4.2.0) #> future 1.27.0 2022-07-22 [1] CRAN (R 4.2.0) #> globals 0.16.0 2022-08-05 [1] CRAN (R 4.2.0) #> glue 1.6.2 2022-02-24 [1] CRAN (R 4.2.0) #> P greta * 0.4.2.9000 2022-10-11 [?] load_all() #> here 1.0.1 2020-12-13 [1] CRAN (R 4.2.0) #> highr 0.9 2021-04-16 [1] CRAN (R 4.2.0) #> hms 1.1.1 2021-09-26 [1] CRAN (R 4.2.0) #> htmltools 0.5.3 2022-07-18 [1] CRAN (R 4.2.0) #> htmlwidgets 1.5.4 2021-09-08 [1] CRAN (R 4.2.0) #> httpuv 1.6.5 2022-01-05 [1] CRAN (R 4.2.0) #> jsonlite 1.8.0 2022-02-22 [1] CRAN (R 4.2.0) #> knitr 1.40 2022-08-24 [1] CRAN (R 4.2.0) #> later 1.3.0 2021-08-18 [1] CRAN (R 4.2.0) #> lattice 0.20-45 2021-09-22 [1] CRAN (R 4.2.1) #> lifecycle 1.0.2 2022-09-09 [1] CRAN (R 4.2.0) #> listenv 0.8.0 2019-12-05 [1] CRAN (R 4.2.0) #> magrittr 2.0.3 2022-03-30 [1] CRAN (R 4.2.0) #> Matrix 1.4-1 2022-03-23 [1] CRAN (R 4.2.1) #> memoise 2.0.1 2021-11-26 [1] CRAN (R 4.2.0) #> mime 0.12 2021-09-28 [1] CRAN (R 4.2.0) #> miniUI 0.1.1.1 2018-05-18 [1] CRAN (R 4.2.0) #> parallelly 1.32.1 2022-07-21 [1] CRAN (R 4.2.0) #> pillar 1.8.1 2022-08-19 [1] CRAN (R 4.2.0) #> pkgbuild 1.3.1 2021-12-20 [1] CRAN (R 4.2.0) #> pkgconfig 2.0.3 2019-09-22 [1] CRAN (R 4.2.0) #> pkgload 1.3.0 2022-06-27 [1] CRAN (R 4.2.0) #> png 0.1-7 2013-12-03 [1] CRAN (R 4.2.0) #> prettyunits 1.1.1 2020-01-24 [1] CRAN (R 4.2.0) #> processx 3.7.0 2022-07-07 [1] CRAN (R 4.2.0) #> profvis 0.3.7 2020-11-02 [1] CRAN (R 4.2.0) #> progress 1.2.2 2019-05-16 [1] CRAN (R 4.2.0) #> promises 1.2.0.1 2021-02-11 [1] CRAN (R 4.2.0) #> ps 1.7.1 2022-06-18 [1] CRAN (R 4.2.0) #> purrr 0.3.4 2020-04-17 [1] CRAN (R 4.2.0) #> R.cache 0.16.0 2022-07-21 [1] CRAN (R 4.2.0) #> R.methodsS3 1.8.2 2022-06-13 [1] CRAN (R 4.2.0) #> R.oo 1.25.0 2022-06-12 [1] CRAN (R 4.2.0) #> R.utils 2.12.0 2022-06-28 [1] CRAN (R 4.2.0) #> R6 2.5.1 2021-08-19 [1] CRAN (R 4.2.0) #> Rcpp 1.0.9 2022-07-08 [1] CRAN (R 4.2.0) #> remotes 2.4.2 2021-11-30 [1] CRAN (R 4.2.0) #> reprex 2.0.1 2021-08-05 [1] CRAN (R 4.2.0) #> reticulate 1.25 2022-05-11 [1] CRAN (R 4.2.0) #> rlang 1.0.5 2022-08-31 [1] CRAN (R 4.2.0) #> rmarkdown 2.16 2022-08-24 [1] CRAN (R 4.2.0) #> rprojroot 2.0.3 2022-04-02 [1] CRAN (R 4.2.0) #> rstudioapi 0.13 2020-11-12 [1] CRAN (R 4.2.0) #> sessioninfo 1.2.2 2021-12-06 [1] CRAN (R 4.2.0) #> shiny 1.7.2 2022-07-19 [1] CRAN (R 4.2.0) #> stringi 1.7.8 2022-07-11 [1] CRAN (R 4.2.0) #> stringr 1.4.1 2022-08-20 [1] CRAN (R 4.2.0) #> styler 1.7.0 2022-03-13 [1] CRAN (R 4.2.0) #> tensorflow 2.9.0 2022-05-21 [1] CRAN (R 4.2.0) #> testthat * 3.1.4 2022-04-26 [1] CRAN (R 4.2.0) #> tfautograph 0.3.2 2021-09-17 [1] CRAN (R 4.2.0) #> tfruns 1.5.0 2021-02-26 [1] CRAN (R 4.2.0) #> tibble 3.1.8 2022-07-22 [1] CRAN (R 4.2.0) #> urlchecker 1.0.1 2021-11-30 [1] CRAN (R 4.2.0) #> usethis 2.1.6 2022-05-25 [1] CRAN (R 4.2.0) #> utf8 1.2.2 2021-07-24 [1] CRAN (R 4.2.0) #> vctrs 0.4.1 2022-04-13 [1] CRAN (R 4.2.0) #> whisker 0.4 2019-08-28 [1] CRAN (R 4.2.0) #> withr 2.5.0 2022-03-03 [1] CRAN (R 4.2.0) #> xfun 0.33 2022-09-12 [1] CRAN (R 4.2.0) #> xtable 1.8-4 2019-04-21 [1] CRAN (R 4.2.0) #> yaml 2.3.5 2022-02-21 [1] CRAN (R 4.2.0) #> yesno 0.1.2 2020-07-10 [1] CRAN (R 4.2.0) #> #> [1] /Library/Frameworks/R.framework/Versions/4.2-arm64/Resources/library #> #> P ── Loaded and on-disk path mismatch. #> #> ─ Python configuration ─────────────────────────────────────────────────────── #> python: /Users/nick/Library/r-miniconda-arm64/envs/greta-env-tf2/bin/python #> libpython: /Users/nick/Library/r-miniconda-arm64/envs/greta-env-tf2/lib/libpython3.8.dylib #> pythonhome: /Users/nick/Library/r-miniconda-arm64/envs/greta-env-tf2:/Users/nick/Library/r-miniconda-arm64/envs/greta-env-tf2 #> version: 3.8.13 | packaged by conda-forge | (default, Mar 25 2022, 06:05:16) [Clang 12.0.1 ] #> numpy: /Users/nick/Library/r-miniconda-arm64/envs/greta-env-tf2/lib/python3.8/site-packages/numpy #> numpy_version: 1.23.2 #> tensorflow: /Users/nick/Library/r-miniconda-arm64/envs/greta-env-tf2/lib/python3.8/site-packages/tensorflow #> #> NOTE: Python version was forced by use_python function #> #> ────────────────────────────────────────────────────────────────────────────── ```