bayesian_neural_networks failed with Mixed Precision enabled

[LifengWang]

Issue Type

Bug

Source

binary

Keras Version

2.16.0

Custom Code

No

OS Platform and Distribution

Linux Ubuntu 20.04

Python version

3.10

GPU model and memory

No response

Current Behavior?

bayesian_neural_networks example works well with the default fp32 data type when using the legacy keras.

import os
os.environ["TF_USE_LEGACY_KERAS"] = "1"

While when I enable the mixed precision for bfloat16 or float16 with the following code. bayesian_neural_networks example failed.

import tensorflow as tf
tf.keras.mixed_precision.set_global_policy("mixed_bfloat16")

Standalone code to reproduce the issue or tutorial link

Just add the following code snippet at the beginning of this code example https://github.com/keras-team/keras-io/blob/master/examples/keras_recipes/bayesian_neural_networks.py.

import os
os.environ["TF_USE_LEGACY_KERAS"] = "1"
import tensorflow as tf
tf.keras.mixed_precision.set_global_policy("mixed_bfloat16")

Relevant log output

Traceback (most recent call last):
  File "/root/lifeng/keras-io/examples/keras_recipes/bayesian_neural_networks.py", line 304, in <module>
    bnn_model_small = create_bnn_model(train_sample_size)
  File "/root/lifeng/keras-io/examples/keras_recipes/bayesian_neural_networks.py", line 274, in create_bnn_model
    features = tfp.layers.DenseVariational(
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tf_keras/src/utils/traceback_utils.py", line 70, in error_handler
    raise e.with_traceback(filtered_tb) from None
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/layers/dense_variational_v2.py", line 123, in call
    self.add_loss(self._kl_divergence_fn(q, r))
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/layers/dense_variational_v2.py", line 187, in _fn
    kl = kl_divergence_fn(distribution_a, distribution_b)
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/layers/dense_variational_v2.py", line 180, in kl_divergence_fn
    distribution_a.log_prob(z) - distribution_b.log_prob(z),
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/distributions/distribution.py", line 1287, in log_prob
    return self._call_log_prob(value, name, **kwargs)
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/distributions/distribution.py", line 1269, in _call_log_prob
    return self._log_prob(value, **kwargs)
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/layers/internal/distribution_tensor_coercible.py", line 114, in _log_prob
    return self.tensor_distribution._log_prob(value, **kwargs)
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/internal/distribution_util.py", line 1350, in _fn
    return fn(*args, **kwargs)
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/distributions/mvn_linear_operator.py", line 243, in _log_prob
    return super(MultivariateNormalLinearOperator, self)._log_prob(x)
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/distributions/transformed_distribution.py", line 364, in _log_prob
    log_prob, _ = self.experimental_local_measure(
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/distributions/transformed_distribution.py", line 611, in experimental_local_measure
    x = self.bijector.inverse(y, **bijector_kwargs)
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/bijectors/bijector.py", line 1389, in inverse
    return self._call_inverse(y, name, **kwargs)
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/bijectors/bijector.py", line 1362, in _call_inverse
    y = nest_util.convert_to_nested_tensor(
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/internal/nest_util.py", line 503, in convert_to_nested_tensor
    return convert_fn((), value, dtype, dtype_hint, name=name)
  File "/root/miniconda3/envs/oob/lib/python3.10/site-packages/tensorflow_probability/python/internal/nest_util.py", line 495, in convert_fn
    return tf.convert_to_tensor(value, dtype, dtype_hint, name=name)
ValueError: Exception encountered when calling layer "dense_variational" (type DenseVariational).

y: Tensor conversion requested dtype float32 for Tensor with dtype bfloat16: <tf.Tensor 'dense_variational/sequential/multivariate_normal_tri_l/tensor_coercible/value/MultivariateNormalTriL/sample/chain_of_shift_of_scale_matvec_linear_operator/forward/shift/forward/add:0' shape=(96,) dtype=bfloat16>

Call arguments received by layer "dense_variational" (type DenseVariational):
  • inputs=tf.Tensor(shape=(None, 11), dtype=bfloat16)

[LifengWang]

The standard neural network works well with mixed precision but the Bayesian neural network failed.

[chunduriv]

@LifengWang,

Thanks for reporting the issue. I have reproduced the behavior, please see gist for reference.

[mattdangerw]

I'm not sure if in general we expect all examples to run under mixed precision without error. That will often depend on the custom layers/models created by the author in a given example.

But if anyone has interest in diving in here and fixing this up, contributions are welcome!

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