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我遇到了一个我以前从未见过的问题。我从事贝叶斯机器学习工作，因此大量使用 PyTorch 中的分布。一件常见的事情是根据参数的对数定义分布的一些参数，以便在优化时它们不能变为负数（例如，正态分布的标准偏差）。

然而，为了独立于分布，我不想手动重新计算此参数的转换。通过示例进行演示：

以下代码将不会运行。在第一次反向传递之后，计算参数指数的部分图形被自动删除，而不是重新添加。

import torch
import torch.nn as nn
import torch.distributions as dd

log_std = nn.Parameter(torch.Tensor([1])) # Define the log of the parameter as an nn.Parameter, this is what we want to optimise
std = torch.exp(log_std) # Define the transformation we want to apply to the parameter to using it in the distribution
mean = nn.Parameter(torch.Tensor([1])) # A normal parameter
dist = dd.Normal(loc=mean, scale=std) # Define the distribution. From here I want to ONLY refer to this, not the other variables

optim = torch.optim.SGD([log_std, mean], lr=0.01) # Standard optimiser
target = dd.Normal(5,5) # Target distribution to match

for i in range(50):
    optim.zero_grad()

    samples = dist.rsample((1000,)) # Sample our model, note no reference to log_std

    cost = -(target.log_prob(samples) - dist.log_prob(samples)).sum() # KLdivergence cost metric
    cost.backward()
    optim.step()
    print(i)
    print(log_std, mean, cost)
    print()

下一组代码将运行，但我必须明确引用log_std循环中的参数，并重新创建分布。如果我想改变分布类型，不考虑具体情况是不可能的。

import torch
import torch.nn as nn
import torch.distributions as dd

log_std = nn.Parameter(torch.Tensor([1])) # Define the log of the parameter as an nn.Parameter, this is what we want to optimise
mean = nn.Parameter(torch.Tensor([1])) # A normal parameter

optim = torch.optim.SGD([log_std, mean], lr=0.001) # Standard optimiser
target = dd.Normal(5,5) # Target distribution to match

for i in range(50):
    optim.zero_grad()

    std = torch.exp(log_std)  # Define the transformation we want to apply to the parameter to using it in the distribution
    dist = dd.Normal(loc=mean, scale=std)  # Define the distribution.

    samples = dist.rsample((1000,)) # Sample our model, note no reference to log_std

    cost = -(target.log_prob(samples) - dist.log_prob(samples)).sum() # KL divergence cost metric
    cost.backward()
    optim.step()
    print(i)
    print(mean, std, cost)
    print()

然而，第一个示例在 Tensorflow 中确实有效，因为那里的图表是静态的。有人对我如何解决这个问题有一些想法吗？如果可以只保留定义关系的图形部分，std = torch.exp(log_std)那么这可以工作。我也尝试过使用反向梯度挂钩，但不幸​​的是，要正确计算新梯度，您需要访问参数值和学习率。

提前致谢！迈克尔

编辑

我被问到一个我可能想如何改变分布的例子。获取当前不起作用的代码，并将分布更改为 Gamma 分布：

import torch
import torch.nn as nn
import torch.distributions as dd

log_rate = nn.Parameter(torch.Tensor([1])) # Define the log of the parameter as an nn.Parameter, this is what we want to optimise
rate = torch.exp(log_std) # Define the transformation we want to apply to the parameter to usi it in the distribution
concentration = nn.Parameter(torch.Tensor([1])) # A normal parameter
dist = dd.Gamma(concentration=concentration, rate=std) # Define the distribution. From here I want to ONLY refer to this, not the other variables

optim = torch.optim.SGD([log_rate, concentration], lr=0.01) # Standard optimiser
target = dd.Gamma(5,5) # Target distribution to match

for i in range(50):
    optim.zero_grad()

    samples = dist.rsample((1000,)) # Sample our model, note no reference to log_std

    cost = -(target.log_prob(samples) - dist.log_prob(samples)).sum() # KL divergence cost metric
    cost.backward()
    optim.step()
    print(i)
    print(log_std, mean, cost)
    print()

但是查看当前有效的代码：

import torch
import torch.nn as nn
import torch.distributions as dd

log_rate = nn.Parameter(torch.Tensor([1])) # Define the log of the parameter as an nn.Parameter, this is what we want to optimise
mean = nn.Parameter(torch.Tensor([1])) # A normal parameter

optim = torch.optim.SGD([log_rate, concentration], lr=0.001) # Standard optimiser
target = dd.Gamma(5,5) # Target distribution to match

for i in range(50):
    optim.zero_grad()

    rate = torch.exp(log_rate)  # Define the transformation we want to apply to the parameter to usi it in the distribution
    dist = dd.Gamma(concentration=concentration, rate=rate)  # Define the distribution.

    samples = dist.rsample((1000,)) # Sample our model, note no reference to log_std

    cost = -(target.log_prob(samples) - dist.log_prob(samples)).sum() # KL divergence cost metric
    cost.backward()
    optim.step()
    print(i)
    print(mean, std, cost)
    print()

您会看到我们必须更改循环内的代码以允许算法工作。在这个小例子中它不是一个大问题，但这只是对更大的算法的一个演示，在这种情况下不必担心会非常有益

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1 回答 1

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简单的解决方法是添加retain_graph=True到cost.backward().

import torch
import torch.nn as nn
import torch.distributions as dd

log_std = nn.Parameter(torch.Tensor([1])) # Define the log of the parameter as an nn.Parameter, this is what we want to optimise
std = torch.exp(log_std) # Define the transformation we want to apply to the parameter to using it in the distribution
mean = nn.Parameter(torch.Tensor([1])) # A normal parameter
dist = dd.Normal(loc=mean, scale=std) # Define the distribution. From here I want to ONLY refer to this, not the other variables

optim = torch.optim.SGD([log_std, mean], lr=0.01) # Standard optimiser
target = dd.Normal(5,5) # Target distribution to match

for i in range(50):
    optim.zero_grad()

    samples = dist.rsample((1000,)) # Sample our model, note no reference to log_std

    cost = -(target.log_prob(samples) - dist.log_prob(samples)).sum() # KLdivergence cost metric
    cost.backward(retain_graph=True)
    optim.step()
    print(i, log_std, mean, cost)

您可以使用 释放部分图形del <variable name>，例如del cost将删除要计算的图形部分cost。

最佳解决方案是脱离samples分布参数。不幸的是，我还没有找到一种方法来做到这一点，.detach()在处理.rsample().

于 2019-07-10T12:16:52.563 回答