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138 lines (102 loc) · 4.14 KB
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# Copyright (c) 2018-present, Royal Bank of Canada.
# All rights reserved.
#
# This source code is licensed under the license found in the
# LICENSE file in the root directory of this source tree.
import numpy as np
import torch
import torch.nn as nn
import torch.nn.functional as F
class Generator(nn.Module):
def __init__(self, p, initializer=None):
super().__init__()
self.p = p
if initializer is None:
self.eta = nn.Parameter(torch.randn(self.p) / self.p)
else:
self.eta = nn.Parameter(initializer)
def forward(self, x):
x = x + self.eta
return x
def get_numpy_eta(self):
return self.eta.detach().cpu().numpy()
class Discriminator(nn.Module):
def __init__(self, input_dim, lst_num_hidden, lst_activation, kappa=None,
l1_constrain_type=None):
super().__init__()
assert len(lst_activation) == len(lst_num_hidden)
self.lst_activation = lst_activation
self.kappa = kappa
self.layers = nn.ModuleList()
lst_num_nodes = [input_dim, ] + lst_num_hidden + [1, ]
for i in range(len(lst_num_nodes) - 2):
# fc = torch.nn.utils.spectral_norm(
# nn.Linear(lst_num_nodes[i], lst_num_nodes[i + 1]))
# fc = L2RowConstrainedLinear(lst_num_nodes[i], lst_num_nodes[i + 1])
fc = nn.Linear(lst_num_nodes[i], lst_num_nodes[i + 1])
self.layers.append(fc)
assert len(lst_activation) == len(self.layers)
if self.kappa is None:
self.last_linear_layer = nn.Linear(
lst_num_nodes[-2], lst_num_nodes[-1], bias=False)
else:
assert (l1_constrain_type is not None)
self.last_linear_layer = L1ConstrainedLinear(
lst_num_nodes[-2], lst_num_nodes[-1], bias=False,
l1_constrain_type=l1_constrain_type)
# assert len(lst_num_hidden) == 1
# self.bn = nn.BatchNorm1d(lst_num_hidden[0])
def forward(self, x):
for i in range(len(self.layers)):
x = self.layers[i](x)
x = self.lst_activation[i](x)
# x = self.bn(x)
if self.kappa is not None:
x = self.last_linear_layer(x, self.kappa)
else:
x = self.last_linear_layer(x)
return x
# return torch.tanh(x)
class L1ConstrainedLinear(nn.Linear):
def __init__(self, in_features, out_features, bias=True,
l1_constrain_type="proj"):
super().__init__(in_features, out_features, bias)
self.l1_constrain_type = l1_constrain_type
def forward(self, input, kappa):
if self.l1_constrain_type == "reparam":
ww = _l1_scale(self.weight, kappa)
elif self.l1_constrain_type == "scale":
self.weight.data = _l1_scale(self.weight.data, kappa)
ww = self.weight
elif self.l1_constrain_type == "proj":
self.weight.data = _l1_proj(self.weight.data, kappa)
ww = self.weight
else:
raise ValueError(self.l1_constrain_type)
return F.linear(input, ww, self.bias)
def _l1_scale(x, kappa):
l1norm = x.abs().sum()
if l1norm > kappa:
return kappa * (x / l1norm)
else:
return x
def _l1_proj(x, kappa):
from advertorch.utils import batch_l1_proj
return batch_l1_proj(x[None, :], kappa)[0]
class L2RowConstrainedLinear(nn.Linear):
def __init__(self, in_features, out_features, bias=True,
l2_constrain_type="reparam"):
super().__init__(in_features, out_features, bias)
self.l2_constrain_type = l2_constrain_type
def forward(self, input, rownorm=1.):
if self.l2_constrain_type == "reparam":
ww = _batch_l2_scale(self.weight, rownorm)
elif self.l2_constrain_type in ["scale", "proj"]:
self.weight.data = _batch_l2_scale(self.weight.data, rownorm)
ww = self.weight
else:
raise ValueError(self.l2_constrain_type)
return F.linear(input, ww, self.bias)
def _batch_l2_scale(x, rownorm):
from advertorch.utils import clamp_by_pnorm
return clamp_by_pnorm(x, 2., rownorm)