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algorithms.py
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algorithms.py
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# Copyright (c) Facebook, Inc. and its affiliates. All Rights Reserved
import torch
import torch.nn as nn
import torch.nn.functional as F
import torch.autograd as autograd
from torchvision import transforms
import copy
import numpy as np
from collections import OrderedDict
try:
from backpack import backpack, extend
from backpack.extensions import BatchGrad
except:
backpack = None
from domainbed.mymodels.m2_18 import M218
from domainbed.mymodels.m2_50 import M250
from domainbed.mymodels.m2cl_18 import M2CL18
from domainbed.mymodels.m2cl_50 import M2CL50
from domainbed.lib.myloss import my_loss
from domainbed.lib.misc import (
random_pairs_of_minibatches, split_meta_train_test, ParamDict,
MovingAverage, l2_between_dicts, proj, Nonparametric
)
from domainbed.sagm import SAGM, LinearScheduler
def get_optimizer(name, params, **kwargs):
name = name.lower()
optimizers = {"adam": torch.optim.Adam, "sgd": torch.optim.SGD, "adamw": torch.optim.AdamW}
optim_cls = optimizers[name]
return optim_cls(params, **kwargs)
ALGORITHMS = [
'M2CL',
'M2',
'ERM',
'EQRM',
'POEM',
'Fish',
'IRM',
'GroupDRO',
'Mixup',
'MLDG',
'CORAL',
'MMD',
'DANN',
'CDANN',
'MTL',
'SagNet',
'ARM',
'VREx',
'RSC',
'SD',
'ANDMask',
'SANDMask',
'IGA',
'SelfReg',
"Fishr",
'TRM',
'IB_ERM',
'IB_IRM',
'CAD',
'CondCAD',
'Transfer',
'CausIRL_CORAL',
'CausIRL_MMD',
]
def get_algorithm_class(algorithm_name):
"""Return the algorithm class with the given name."""
if algorithm_name not in globals():
raise NotImplementedError("Algorithm not found: {}".format(algorithm_name))
return globals()[algorithm_name]
class Algorithm(torch.nn.Module):
"""
A subclass of Algorithm implements a domain generalization algorithm.
Subclasses should implement the following:
- update()
- predict()
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(Algorithm, self).__init__()
self.hparams = hparams
def update(self, minibatches, unlabeled=None):
"""
Perform one update step, given a list of (x, y) tuples for all
environments.
Admits an optional list of unlabeled minibatches from the test domains,
when task is domain_adaptation.
"""
raise NotImplementedError
def predict(self, x):
raise NotImplementedError
class M2CL(Algorithm):
"""
M2CL model with custom contrastive loss
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(M2CL, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.num_classes = num_classes
temp = hparams['temp']
loss_param = hparams['lparam']
if temp is None:
self.temperature = 1.0
else:
self.temperature = temp
if loss_param is None:
self.loss_p = 0.01
else:
self.loss_p = loss_param
if hparams['resnet18']:
self.network = M2CL18(num_classes, pretrained=True)
else:
self.network = M2CL50(pretrained=True, num_classes=num_classes)
self.optimizer = torch.optim.SGD(
self.network.parameters(),
lr=hparams['lr'],
weight_decay=0.0005,
momentum=0.9
)
def update(self, minibatches, unlabeled=None):
all_x = torch.cat([x for x, y in minibatches])
all_y = torch.cat([y for x, y in minibatches])
# Get outputs and activations of all pipeline conv layers
preds, conv_act = self.predict(all_x)
# Calculate number and indices of class occurrences in minibatch
y_tmp_np = all_y.cpu().detach().numpy()
y_tmp = y_tmp_np.tolist()
counts = {}
same_indexes_tmp = {}
dif_indexes = {}
for i in y_tmp:
counts[i] = y_tmp.count(i)
same_indexes_tmp[i] = np.where(y_tmp_np == i)
dif_indexes[i] = np.where(y_tmp_np != i)
same_indexes_tmp = OrderedDict(sorted(same_indexes_tmp.items()))
same_indexes = []
for i in range(len(same_indexes_tmp.items())):
if i in same_indexes_tmp.keys():
same_indexes.append(torch.combinations(torch.tensor(same_indexes_tmp[i][0])))
custom_loss = my_loss(conv_act,
same_indexes,
self.loss_p,
self.temperature)
ce_loss = F.cross_entropy(preds, all_y)
loss = custom_loss + ce_loss
self.optimizer.zero_grad()
loss.backward()
self.optimizer.step()
return {'loss': loss.item()}
def predict(self, x):
return self.network(x)
class POEM(Algorithm):
"""
Empirical Risk Minimization (ERM)
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(POEM, self).__init__(input_shape, num_classes, num_domains, hparams)
self.bool_angle = True
self.bool_task = True
self.featurizer = networks.Featurizer(input_shape, self.hparams)
self.classifier = nn.Linear(self.featurizer.n_outputs, num_classes)
self.network = nn.Sequential(self.featurizer, self.classifier)
self.optimizer = get_optimizer(
"adam",
self.network.parameters(),
lr=self.hparams["lr"],
weight_decay=self.hparams["weight_decay"],
)
if self.bool_angle or self.bool_task:
self.domain_hparam = self.hparams
self.domain_hparam["domain"] = True
self.featurizer_domain = networks.Featurizer(input_shape, self.domain_hparam)
self.classifier_domain = nn.Linear(self.featurizer_domain.n_outputs, num_domains)
self.network_domain = nn.Sequential(self.featurizer_domain, self.classifier_domain)
self.optimizer_domain = get_optimizer(
"adam",
self.network_domain.parameters(),
lr=self.hparams["lr"],
weight_decay=self.hparams["weight_decay"],
)
if self.bool_task:
self.classifier_task = nn.Linear(self.featurizer_domain.n_outputs, 2)
self.optimizer_task = get_optimizer(
"adam",
self.classifier_task.parameters(),
lr=self.hparams["lr"],
weight_decay=self.hparams["weight_decay"],
)
def update(self, x, y, d, **kwargs):
all_x = torch.cat(x)
all_y = torch.cat(y)
loss = F.cross_entropy(self.predict(all_x), all_y)
output = {"loss":loss.item()}
self.optimizer.zero_grad()
if self.bool_angle or self.bool_task:
network_list = {"class_feature": self.featurizer, "domain_feature": self.featurizer_domain,
"class_classifier": self.classifier, "domain_classifier": self.classifier_domain}
if self.bool_task:
network_list["task_classifier"] = self.classifier_task
all_d = torch.cat(d)
feature_class = self.featurizer(all_x)
feature_domain = self.featurizer_domain(all_x)
self.optimizer_domain.zero_grad()
loss_domain = F.cross_entropy(self.predict_domain(all_x), all_d)
output["loss_domain"] = loss_domain.item()
if self.bool_angle:
loss_angle = torch.abs(F.cosine_similarity(feature_class, feature_domain, dim=1))
loss_angle = torch.mean(loss_angle)
output["angle_loss"] = loss_angle.item()
if self.bool_task:
task_label = [0] * all_d.shape[0] + [1] * all_y.shape[0]
task_label = torch.tensor(task_label).to("cuda")
task_features = torch.tensor(torch.cat((feature_class.clone(), feature_domain.clone()))).to("cuda")
loss_task = F.cross_entropy(self.classifier_task(task_features), task_label)
output["task_loss"] = loss_task.item()
# for key in network_list.keys():
# if "class_classifier" in key or "domain_classifier" in key:
# for param in network_list[key].parameters():
# param.requires_grad = True
# else:
# for param in network_list[key].parameters():
# param.requires_grad = False
loss.backward(retain_graph=True)
loss_domain.backward(retain_graph=True)
if self.bool_angle:
loss = loss + loss_angle
loss_domain = loss_domain + loss_angle
if self.bool_task:
loss = loss + loss_task
loss_domain = loss_domain + loss_task
if self.bool_angle or self.bool_task:
# for key in network_list.keys():
# if "domain_feature" in key or "task" in key:
# for param in network_list[key].parameters():
# param.requires_grad = True
# else:
# for param in network_list[key].parameters():
# param.requires_grad = False
loss_domain.backward(retain_graph=True)
#
# for key in network_list.keys():
# if "class_feature" in key or "task" in key:
# for param in network_list[key].parameters():
# param.requires_grad = True
# else:
# for param in network_list[key].parameters():
# param.requires_grad = False
loss.backward()
if self.bool_angle or self.bool_task:
# for key in network_list.keys():
# for param in network_list[key].parameters():
# param.requires_grad = True
self.optimizer_domain.step()
if self.bool_task:
self.optimizer_task.step()
self.optimizer.step()
return output
def predict(self, x):
return self.network(x)
def predict_domain(self, x):
return self.network_domain(x)
def predict_task(self, x):
return self.classifier_task(x)
class M2(Algorithm):
"""
Our implementation without custom loss
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(M2, self).__init__(input_shape, num_classes, num_domains,
hparams)
if hparams['resnet18']:
self.network = M218(num_classes, pretrained=True)
else:
self.network = M250(pretrained=True, num_classes=num_classes)
self.optimizer = torch.optim.SGD(
self.network.parameters(),
lr=hparams['lr'],
weight_decay=0.0005,
momentum=0.9
)
def update(self, minibatches, unlabeled=None):
all_x = torch.cat([x for x, y in minibatches])
all_y = torch.cat([y for x, y in minibatches])
loss = F.cross_entropy(self.predict(all_x), all_y)
self.optimizer.zero_grad()
loss.backward()
self.optimizer.step()
return {'loss': loss.item()}
def predict(self, x):
return self.network(x)
class ERM(Algorithm):
"""
Empirical Risk Minimization (ERM)
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(ERM, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.featurizer = networks.Featurizer(input_shape, self.hparams)
self.classifier = networks.Classifier(
self.featurizer.n_outputs,
num_classes,
self.hparams['nonlinear_classifier'])
self.network = nn.Sequential(self.featurizer, self.classifier)
self.optimizer = torch.optim.Adam(
self.network.parameters(),
lr=self.hparams["lr"],
weight_decay=self.hparams['weight_decay']
)
def update(self, minibatches, unlabeled=None):
all_x = torch.cat([x for x, y in minibatches])
all_y = torch.cat([y for x, y in minibatches])
loss = F.cross_entropy(self.predict(all_x), all_y)
self.optimizer.zero_grad()
loss.backward()
self.optimizer.step()
return {'loss': loss.item()}
def predict(self, x):
return self.network(x)
class Fish(Algorithm):
"""
Implementation of Fish, as seen in Gradient Matching for Domain
Generalization, Shi et al. 2021.
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(Fish, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.input_shape = input_shape
self.num_classes = num_classes
self.network = networks.WholeFish(input_shape, num_classes, hparams)
self.optimizer = torch.optim.Adam(
self.network.parameters(),
lr=self.hparams["lr"],
weight_decay=self.hparams['weight_decay']
)
self.optimizer_inner_state = None
def create_clone(self, device):
self.network_inner = networks.WholeFish(self.input_shape, self.num_classes, self.hparams,
weights=self.network.state_dict()).to(device)
self.optimizer_inner = torch.optim.Adam(
self.network_inner.parameters(),
lr=self.hparams["lr"],
weight_decay=self.hparams['weight_decay']
)
if self.optimizer_inner_state is not None:
self.optimizer_inner.load_state_dict(self.optimizer_inner_state)
def fish(self, meta_weights, inner_weights, lr_meta):
meta_weights = ParamDict(meta_weights)
inner_weights = ParamDict(inner_weights)
meta_weights += lr_meta * (inner_weights - meta_weights)
return meta_weights
def update(self, minibatches, unlabeled=None):
self.create_clone(minibatches[0][0].device)
for x, y in minibatches:
loss = F.cross_entropy(self.network_inner(x), y)
self.optimizer_inner.zero_grad()
loss.backward()
self.optimizer_inner.step()
self.optimizer_inner_state = self.optimizer_inner.state_dict()
meta_weights = self.fish(
meta_weights=self.network.state_dict(),
inner_weights=self.network_inner.state_dict(),
lr_meta=self.hparams["meta_lr"]
)
self.network.reset_weights(meta_weights)
return {'loss': loss.item()}
def predict(self, x):
return self.network(x)
class ARM(ERM):
""" Adaptive Risk Minimization (ARM) """
def __init__(self, input_shape, num_classes, num_domains, hparams):
original_input_shape = input_shape
input_shape = (1 + original_input_shape[0],) + original_input_shape[1:]
super(ARM, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.context_net = networks.ContextNet(original_input_shape)
self.support_size = hparams['batch_size']
def predict(self, x):
batch_size, c, h, w = x.shape
if batch_size % self.support_size == 0:
meta_batch_size = batch_size // self.support_size
support_size = self.support_size
else:
meta_batch_size, support_size = 1, batch_size
context = self.context_net(x)
context = context.reshape((meta_batch_size, support_size, 1, h, w))
context = context.mean(dim=1)
context = torch.repeat_interleave(context, repeats=support_size, dim=0)
x = torch.cat([x, context], dim=1)
return self.network(x)
class AbstractDANN(Algorithm):
"""Domain-Adversarial Neural Networks (abstract class)"""
def __init__(self, input_shape, num_classes, num_domains,
hparams, conditional, class_balance):
super(AbstractDANN, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.register_buffer('update_count', torch.tensor([0]))
self.conditional = conditional
self.class_balance = class_balance
# Algorithms
self.featurizer = networks.Featurizer(input_shape, self.hparams)
self.classifier = networks.Classifier(
self.featurizer.n_outputs,
num_classes,
self.hparams['nonlinear_classifier'])
self.discriminator = networks.MLP(self.featurizer.n_outputs,
num_domains, self.hparams)
self.class_embeddings = nn.Embedding(num_classes,
self.featurizer.n_outputs)
# Optimizers
self.disc_opt = torch.optim.Adam(
(list(self.discriminator.parameters()) +
list(self.class_embeddings.parameters())),
lr=self.hparams["lr_d"],
weight_decay=self.hparams['weight_decay_d'],
betas=(self.hparams['beta1'], 0.9))
self.gen_opt = torch.optim.Adam(
(list(self.featurizer.parameters()) +
list(self.classifier.parameters())),
lr=self.hparams["lr_g"],
weight_decay=self.hparams['weight_decay_g'],
betas=(self.hparams['beta1'], 0.9))
def update(self, minibatches, unlabeled=None):
device = "cuda:0" if minibatches[0][0].is_cuda else "cpu"
self.update_count += 1
all_x = torch.cat([x for x, y in minibatches])
all_y = torch.cat([y for x, y in minibatches])
all_z = self.featurizer(all_x)
if self.conditional:
disc_input = all_z + self.class_embeddings(all_y)
else:
disc_input = all_z
disc_out = self.discriminator(disc_input)
disc_labels = torch.cat([
torch.full((x.shape[0], ), i, dtype=torch.int64, device=device)
for i, (x, y) in enumerate(minibatches)
])
if self.class_balance:
y_counts = F.one_hot(all_y).sum(dim=0)
weights = 1. / (y_counts[all_y] * y_counts.shape[0]).float()
disc_loss = F.cross_entropy(disc_out, disc_labels, reduction='none')
disc_loss = (weights * disc_loss).sum()
else:
disc_loss = F.cross_entropy(disc_out, disc_labels)
input_grad = autograd.grad(
F.cross_entropy(disc_out, disc_labels, reduction='sum'),
[disc_input], create_graph=True)[0]
grad_penalty = (input_grad**2).sum(dim=1).mean(dim=0)
disc_loss += self.hparams['grad_penalty'] * grad_penalty
d_steps_per_g = self.hparams['d_steps_per_g_step']
if (self.update_count.item() % (1+d_steps_per_g) < d_steps_per_g):
self.disc_opt.zero_grad()
disc_loss.backward()
self.disc_opt.step()
return {'disc_loss': disc_loss.item()}
else:
all_preds = self.classifier(all_z)
classifier_loss = F.cross_entropy(all_preds, all_y)
gen_loss = (classifier_loss +
(self.hparams['lambda'] * -disc_loss))
self.disc_opt.zero_grad()
self.gen_opt.zero_grad()
gen_loss.backward()
self.gen_opt.step()
return {'gen_loss': gen_loss.item()}
def predict(self, x):
return self.classifier(self.featurizer(x))
class DANN(AbstractDANN):
"""Unconditional DANN"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(DANN, self).__init__(input_shape, num_classes, num_domains,
hparams, conditional=False, class_balance=False)
class CDANN(AbstractDANN):
"""Conditional DANN"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(CDANN, self).__init__(input_shape, num_classes, num_domains,
hparams, conditional=True, class_balance=True)
class IRM(ERM):
"""Invariant Risk Minimization"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(IRM, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.register_buffer('update_count', torch.tensor([0]))
@staticmethod
def _irm_penalty(logits, y):
device = "cuda:0" if logits[0][0].is_cuda else "cpu"
scale = torch.tensor(1.).to(device).requires_grad_()
loss_1 = F.cross_entropy(logits[::2] * scale, y[::2])
loss_2 = F.cross_entropy(logits[1::2] * scale, y[1::2])
grad_1 = autograd.grad(loss_1, [scale], create_graph=True)[0]
grad_2 = autograd.grad(loss_2, [scale], create_graph=True)[0]
result = torch.sum(grad_1 * grad_2)
return result
def update(self, minibatches, unlabeled=None):
device = "cuda:0" if minibatches[0][0].is_cuda else "cpu"
penalty_weight = (self.hparams['irm_lambda'] if self.update_count
>= self.hparams['irm_penalty_anneal_iters'] else
1.0)
nll = 0.
penalty = 0.
all_x = torch.cat([x for x, y in minibatches])
all_logits = self.network(all_x)
all_logits_idx = 0
for i, (x, y) in enumerate(minibatches):
logits = all_logits[all_logits_idx:all_logits_idx + x.shape[0]]
all_logits_idx += x.shape[0]
nll += F.cross_entropy(logits, y)
penalty += self._irm_penalty(logits, y)
nll /= len(minibatches)
penalty /= len(minibatches)
loss = nll + (penalty_weight * penalty)
if self.update_count == self.hparams['irm_penalty_anneal_iters']:
# Reset Adam, because it doesn't like the sharp jump in gradient
# magnitudes that happens at this step.
self.optimizer = torch.optim.Adam(
self.network.parameters(),
lr=self.hparams["lr"],
weight_decay=self.hparams['weight_decay'])
self.optimizer.zero_grad()
loss.backward()
self.optimizer.step()
self.update_count += 1
return {'loss': loss.item(), 'nll': nll.item(),
'penalty': penalty.item()}
class VREx(ERM):
"""V-REx algorithm from http://arxiv.org/abs/2003.00688"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(VREx, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.register_buffer('update_count', torch.tensor([0]))
def update(self, minibatches, unlabeled=None):
if self.update_count >= self.hparams["vrex_penalty_anneal_iters"]:
penalty_weight = self.hparams["vrex_lambda"]
else:
penalty_weight = 1.0
nll = 0.
all_x = torch.cat([x for x, y in minibatches])
all_logits = self.network(all_x)
all_logits_idx = 0
losses = torch.zeros(len(minibatches))
for i, (x, y) in enumerate(minibatches):
logits = all_logits[all_logits_idx:all_logits_idx + x.shape[0]]
all_logits_idx += x.shape[0]
nll = F.cross_entropy(logits, y)
losses[i] = nll
mean = losses.mean()
penalty = ((losses - mean) ** 2).mean()
loss = mean + penalty_weight * penalty
if self.update_count == self.hparams['vrex_penalty_anneal_iters']:
# Reset Adam (like IRM), because it doesn't like the sharp jump in
# gradient magnitudes that happens at this step.
self.optimizer = torch.optim.Adam(
self.network.parameters(),
lr=self.hparams["lr"],
weight_decay=self.hparams['weight_decay'])
self.optimizer.zero_grad()
loss.backward()
self.optimizer.step()
self.update_count += 1
return {'loss': loss.item(), 'nll': nll.item(),
'penalty': penalty.item()}
class Mixup(ERM):
"""
Mixup of minibatches from different domains
https://arxiv.org/pdf/2001.00677.pdf
https://arxiv.org/pdf/1912.01805.pdf
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(Mixup, self).__init__(input_shape, num_classes, num_domains,
hparams)
def update(self, minibatches, unlabeled=None):
objective = 0
for (xi, yi), (xj, yj) in random_pairs_of_minibatches(minibatches):
lam = np.random.beta(self.hparams["mixup_alpha"],
self.hparams["mixup_alpha"])
x = lam * xi + (1 - lam) * xj
predictions = self.predict(x)
objective += lam * F.cross_entropy(predictions, yi)
objective += (1 - lam) * F.cross_entropy(predictions, yj)
objective /= len(minibatches)
self.optimizer.zero_grad()
objective.backward()
self.optimizer.step()
return {'loss': objective.item()}
class GroupDRO(ERM):
"""
Robust ERM minimizes the error at the worst minibatch
Algorithm 1 from [https://arxiv.org/pdf/1911.08731.pdf]
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(GroupDRO, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.register_buffer("q", torch.Tensor())
def update(self, minibatches, unlabeled=None):
device = "cuda:0" if minibatches[0][0].is_cuda else "cpu"
if not len(self.q):
self.q = torch.ones(len(minibatches)).to(device)
losses = torch.zeros(len(minibatches)).to(device)
for m in range(len(minibatches)):
x, y = minibatches[m]
losses[m] = F.cross_entropy(self.predict(x), y)
self.q[m] *= (self.hparams["groupdro_eta"] * losses[m].data).exp()
self.q /= self.q.sum()
loss = torch.dot(losses, self.q)
self.optimizer.zero_grad()
loss.backward()
self.optimizer.step()
return {'loss': loss.item()}
class MLDG(ERM):
"""
Model-Agnostic Meta-Learning
Algorithm 1 / Equation (3) from: https://arxiv.org/pdf/1710.03463.pdf
Related: https://arxiv.org/pdf/1703.03400.pdf
Related: https://arxiv.org/pdf/1910.13580.pdf
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(MLDG, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.num_meta_test = hparams['n_meta_test']
def update(self, minibatches, unlabeled=None):
"""
Terms being computed:
* Li = Loss(xi, yi, params)
* Gi = Grad(Li, params)
* Lj = Loss(xj, yj, Optimizer(params, grad(Li, params)))
* Gj = Grad(Lj, params)
* params = Optimizer(params, Grad(Li + beta * Lj, params))
* = Optimizer(params, Gi + beta * Gj)
That is, when calling .step(), we want grads to be Gi + beta * Gj
For computational efficiency, we do not compute second derivatives.
"""
num_mb = len(minibatches)
objective = 0
self.optimizer.zero_grad()
for p in self.network.parameters():
if p.grad is None:
p.grad = torch.zeros_like(p)
for (xi, yi), (xj, yj) in split_meta_train_test(minibatches, self.num_meta_test):
# fine tune clone-network on task "i"
inner_net = copy.deepcopy(self.network)
inner_opt = torch.optim.Adam(
inner_net.parameters(),
lr=self.hparams["lr"],
weight_decay=self.hparams['weight_decay']
)
inner_obj = F.cross_entropy(inner_net(xi), yi)
inner_opt.zero_grad()
inner_obj.backward()
inner_opt.step()
# The network has now accumulated gradients Gi
# The clone-network has now parameters P - lr * Gi
for p_tgt, p_src in zip(self.network.parameters(),
inner_net.parameters()):
if p_src.grad is not None:
p_tgt.grad.data.add_(p_src.grad.data / num_mb)
# `objective` is populated for reporting purposes
objective += inner_obj.item()
# this computes Gj on the clone-network
loss_inner_j = F.cross_entropy(inner_net(xj), yj)
grad_inner_j = autograd.grad(loss_inner_j, inner_net.parameters(),
allow_unused=True)
# `objective` is populated for reporting purposes
objective += (self.hparams['mldg_beta'] * loss_inner_j).item()
for p, g_j in zip(self.network.parameters(), grad_inner_j):
if g_j is not None:
p.grad.data.add_(
self.hparams['mldg_beta'] * g_j.data / num_mb)
# The network has now accumulated gradients Gi + beta * Gj
# Repeat for all train-test splits, do .step()
objective /= len(minibatches)
self.optimizer.step()
return {'loss': objective}
# This commented "update" method back-propagates through the gradients of
# the inner update, as suggested in the original MAML paper. However, this
# is twice as expensive as the uncommented "update" method, which does not
# compute second-order derivatives, implementing the First-Order MAML
# method (FOMAML) described in the original MAML paper.
# def update(self, minibatches, unlabeled=None):
# objective = 0
# beta = self.hparams["beta"]
# inner_iterations = self.hparams["inner_iterations"]
# self.optimizer.zero_grad()
# with higher.innerloop_ctx(self.network, self.optimizer,
# copy_initial_weights=False) as (inner_network, inner_optimizer):
# for (xi, yi), (xj, yj) in random_pairs_of_minibatches(minibatches):
# for inner_iteration in range(inner_iterations):
# li = F.cross_entropy(inner_network(xi), yi)
# inner_optimizer.step(li)
#
# objective += F.cross_entropy(self.network(xi), yi)
# objective += beta * F.cross_entropy(inner_network(xj), yj)
# objective /= len(minibatches)
# objective.backward()
#
# self.optimizer.step()
#
# return objective
class AbstractMMD(ERM):
"""
Perform ERM while matching the pair-wise domain feature distributions
using MMD (abstract class)
"""
def __init__(self, input_shape, num_classes, num_domains, hparams, gaussian):
super(AbstractMMD, self).__init__(input_shape, num_classes, num_domains,
hparams)
if gaussian:
self.kernel_type = "gaussian"
else:
self.kernel_type = "mean_cov"
def my_cdist(self, x1, x2):
x1_norm = x1.pow(2).sum(dim=-1, keepdim=True)
x2_norm = x2.pow(2).sum(dim=-1, keepdim=True)
res = torch.addmm(x2_norm.transpose(-2, -1),
x1,
x2.transpose(-2, -1), alpha=-2).add_(x1_norm)
return res.clamp_min_(1e-30)
def gaussian_kernel(self, x, y, gamma=[0.001, 0.01, 0.1, 1, 10, 100,
1000]):
D = self.my_cdist(x, y)
K = torch.zeros_like(D)
for g in gamma:
K.add_(torch.exp(D.mul(-g)))
return K
def mmd(self, x, y):
if self.kernel_type == "gaussian":
Kxx = self.gaussian_kernel(x, x).mean()
Kyy = self.gaussian_kernel(y, y).mean()
Kxy = self.gaussian_kernel(x, y).mean()
return Kxx + Kyy - 2 * Kxy
else:
mean_x = x.mean(0, keepdim=True)
mean_y = y.mean(0, keepdim=True)
cent_x = x - mean_x
cent_y = y - mean_y
cova_x = (cent_x.t() @ cent_x) / (len(x) - 1)
cova_y = (cent_y.t() @ cent_y) / (len(y) - 1)
mean_diff = (mean_x - mean_y).pow(2).mean()
cova_diff = (cova_x - cova_y).pow(2).mean()
return mean_diff + cova_diff
def update(self, minibatches, unlabeled=None):
objective = 0
penalty = 0
nmb = len(minibatches)
features = [self.featurizer(xi) for xi, _ in minibatches]
classifs = [self.classifier(fi) for fi in features]
targets = [yi for _, yi in minibatches]
for i in range(nmb):
objective += F.cross_entropy(classifs[i], targets[i])
for j in range(i + 1, nmb):
penalty += self.mmd(features[i], features[j])
objective /= nmb
if nmb > 1:
penalty /= (nmb * (nmb - 1) / 2)
self.optimizer.zero_grad()
(objective + (self.hparams['mmd_gamma']*penalty)).backward()
self.optimizer.step()
if torch.is_tensor(penalty):
penalty = penalty.item()
return {'loss': objective.item(), 'penalty': penalty}
class MMD(AbstractMMD):
"""
MMD using Gaussian kernel
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(MMD, self).__init__(input_shape, num_classes,
num_domains, hparams, gaussian=True)
class CORAL(AbstractMMD):
"""
MMD using mean and covariance difference
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(CORAL, self).__init__(input_shape, num_classes,
num_domains, hparams, gaussian=False)
class MTL(Algorithm):
"""
A neural network version of
Domain Generalization by Marginal Transfer Learning
(https://arxiv.org/abs/1711.07910)
"""
def __init__(self, input_shape, num_classes, num_domains, hparams):
super(MTL, self).__init__(input_shape, num_classes, num_domains,
hparams)
self.featurizer = networks.Featurizer(input_shape, self.hparams)
self.classifier = networks.Classifier(
self.featurizer.n_outputs * 2,
num_classes,
self.hparams['nonlinear_classifier'])
self.optimizer = torch.optim.Adam(
list(self.featurizer.parameters()) +\
list(self.classifier.parameters()),
lr=self.hparams["lr"],
weight_decay=self.hparams['weight_decay']
)
self.register_buffer('embeddings',
torch.zeros(num_domains,
self.featurizer.n_outputs))
self.ema = self.hparams['mtl_ema']
def update(self, minibatches, unlabeled=None):
loss = 0
for env, (x, y) in enumerate(minibatches):
loss += F.cross_entropy(self.predict(x, env), y)