tfp.experimental.nn.ConvolutionVariationalFlipout

Convolution layer class with Flipout estimator.

Inherits From: VariationalLayer, Layer

tfp.experimental.nn.ConvolutionVariationalFlipout(
    input_size,
    output_size,
    filter_shape,
    rank=2,
    strides=1,
    padding='VALID',
    dilations=1,
    kernel_initializer=None,
    bias_initializer=None,
    make_posterior_fn=tfp.experimental.nn.util.make_kernel_bias_posterior_mvn_diag,
    make_prior_fn=tfp.experimental.nn.util.make_kernel_bias_prior_spike_and_slab,
    posterior_value_fn=tfp.distributions.Distribution.sample,
    unpack_weights_fn=unpack_kernel_and_bias,
    dtype=tf.float32,
    activation_fn=None,
    seed=None,
    validate_args=False,
    name=None
)

This layer implements the Bayesian variational inference analogue to a Convolution layer by assuming the kernel and/or the bias are drawn from distributions. By default, the layer implements a stochastic forward pass via sampling from the kernel and bias posteriors,

kernel, bias ~ posterior
outputs = tf.nn.convolution(inputs, kernel) + bias

It uses the Flipout estimator [(Wen et al., 2018)][1], which performs a Monte Carlo approximation of the distribution integrating over the kernel and bias. Flipout uses roughly twice as many floating point operations as the reparameterization estimator but has the advantage of significantly lower variance.

The arguments permit separate specification of the surrogate posterior (q(W|x)), prior (p(W)), and divergence for both the kernel and bias distributions.

Upon being built, this layer adds losses (accessible via the losses property) representing the divergences of kernel and/or bias surrogate posteriors and their respective priors. When doing minibatch stochastic optimization, make sure to scale this loss such that it is applied just once per epoch (e.g. if kl is the sum of losses for each element of the batch, you should pass kl / num_examples_per_epoch to your optimizer).

inputs = tf.transpose(inputs, tf.concat([
    [0], tf.range(2, tf.rank(inputs)), [1]], axis=0))

Examples

We illustrate a Bayesian neural network with variational inference, assuming a dataset of images and length-10 one-hot targets.

# Using the following substitution, see:
tfn = tfp.experimental.nn
help(tfn.ConvolutionVariationalReparameterization)
BayesConv2D = functools.partial(
    tfn.ConvolutionVariationalFlipout,
    penalty_weight=1. / n)

This example uses reparameterization gradients to minimize the Kullback-Leibler divergence up to a constant, also known as the negative Evidence Lower Bound. It consists of the sum of two terms: the expected negative log-likelihood, which we approximate via Monte Carlo; and the KL divergence, which is added via regularizer terms which are arguments to the layer.

References

[1]: Yeming Wen, Paul Vicol, Jimmy Ba, Dustin Tran, and Roger Grosse. Flipout: Efficient Pseudo-Independent Weight Perturbations on Mini-Batches. In International Conference on Learning Representations, 2018. https://arxiv.org/abs/1803.04386

Args
`input_size`	... In Keras, this argument is inferred from the rightmost input shape, i.e., `tf.shape(inputs)[-1]`. This argument specifies the size of the second from the rightmost dimension of both `inputs` and `kernel`. Default value: `None`.
`output_size`	... In Keras, this argument is called `filters`. This argument specifies the rightmost dimension size of both `kernel` and `bias`.
`filter_shape`	... In Keras, this argument is called `kernel_size`. This argument specifies the leftmost `rank` dimensions' sizes of `kernel`.
`rank`	An integer, the rank of the convolution, e.g. "2" for 2D convolution. This argument implies the number of `kernel` dimensions, i.e., `kernel.shape.rank == rank + 2`. In Keras, this argument has the same name and semantics. Default value: `2`.
`strides`	An integer or tuple/list of n integers, specifying the stride length of the convolution. In Keras, this argument has the same name and semantics. Default value: `1`.
`padding`	One of `"VALID"` or `"SAME"` (case-insensitive). In Keras, this argument has the same name and semantics (except we don't support `"CAUSAL"`). Default value: `'VALID'`.
`dilations`	An integer or tuple/list of `rank` integers, specifying the dilation rate to use for dilated convolution. Currently, specifying any `dilations` value != 1 is incompatible with specifying any `strides` value != 1. In Keras, this argument is called `dilation_rate`. Default value: `1`.
`kernel_initializer`	... Default value: `None` (i.e., `tfp.experimental.nn.initializers.glorot_uniform()`).
`bias_initializer`	... Default value: `None` (i.e., `tf.initializers.zeros()`).
`make_posterior_fn`	... Default value: `tfp.experimental.nn.util.make_kernel_bias_posterior_mvn_diag`.
`make_prior_fn`	... Default value: `tfp.experimental.nn.util.make_kernel_bias_prior_spike_and_slab`.
`posterior_value_fn`	... Default valye: `tfd.Distribution.sample`
`unpack_weights_fn`	Default value: `unpack_kernel_and_bias`
`dtype`	... Default value: `tf.float32`.
`activation_fn`	... Default value: `None`.
`seed`	... Default value: `None` (i.e., no seed).
`validate_args`	...
`name`	... Default value: `None` (i.e., `'ConvolutionVariationalFlipout'`).

Attributes
`activation_fn`
`also_track`
`dtype`
`name`	Returns the name of this module as passed or determined in the ctor. Note: This is not the same as the `self.name_scope.name` which includes parent module names.
`name_scope`	Returns a `tf.name_scope` instance for this class.
`non_trainable_variables`	Sequence of non-trainable variables owned by this module and its submodules. Note: this method uses reflection to find variables on the current instance and submodules. For performance reasons you may wish to cache the result of calling this method if you don't expect the return value to change.
`posterior`
`posterior_value`
`posterior_value_fn`
`prior`
`submodules`	Sequence of all sub-modules. Submodules are modules which are properties of this module, or found as properties of modules which are properties of this module (and so on). `a = tf.Module()` `b = tf.Module()` `c = tf.Module()` `a.b = b` `b.c = c` `list(a.submodules) == [b, c]` `True` `list(b.submodules) == [c]` `True` `list(c.submodules) == []` `True`
`trainable_variables`	Sequence of trainable variables owned by this module and its submodules. Note: this method uses reflection to find variables on the current instance and submodules. For performance reasons you may wish to cache the result of calling this method if you don't expect the return value to change.
`unpack_weights_fn`
`validate_args`	Python `bool` indicating possibly expensive checks are enabled.
`variables`	Sequence of variables owned by this module and its submodules. Note: this method uses reflection to find variables on the current instance and submodules. For performance reasons you may wish to cache the result of calling this method if you don't expect the return value to change.

Methods

`load`

View source

load(
    filename
)

`save`

View source

save(
    filename
)

`summary`

View source

summary()

`with_name_scope`

@classmethod
with_name_scope(
    method
)

Decorator to automatically enter the module name scope.

class MyModule(tf.Module):
  @tf.Module.with_name_scope
  def __call__(self, x):
    if not hasattr(self, 'w'):
      self.w = tf.Variable(tf.random.normal([x.shape[1], 3]))
    return tf.matmul(x, self.w)

Using the above module would produce tf.Variables and tf.Tensors whose names included the module name:

mod = MyModule()
mod(tf.ones([1, 2]))
<tf.Tensor: shape=(1, 3), dtype=float32, numpy=..., dtype=float32)>
mod.w
<tf.Variable 'my_module/Variable:0' shape=(2, 3) dtype=float32,
numpy=..., dtype=float32)>

Args
`method`	The method to wrap.

Returns
The original method wrapped such that it enters the module's name scope.

`call`

View source

__call__(
    x, **kwargs
)

Call self as a function.

tfp.experimental.nn.ConvolutionVariationalFlipout

Examples

References

Args

Attributes

Methods

load

save

summary

with_name_scope

__call__

`load`

`save`

`summary`

`with_name_scope`

`call`