# Copyright 2018 The TensorFlow Authors All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== from __future__ import absolute_import from __future__ import division from __future__ import print_function from collections import namedtuple import tensorflow as tf import summary_utils as summ Loss = namedtuple("Loss", "name loss vars") Loss.__new__.__defaults__ = (tf.GraphKeys.TRAINABLE_VARIABLES,) def iwae(model, observation, num_timesteps, num_samples=1, summarize=False): """Compute the IWAE evidence lower bound. Args: model: A callable that computes one timestep of the model. observation: A shape [batch_size*num_samples, state_size] Tensor containing z_n, the observation for each sequence in the batch. num_timesteps: The number of timesteps in each sequence, an integer. num_samples: The number of samples to use to compute the IWAE bound. Returns: log_p_hat: The IWAE estimator of the lower bound on the log marginal. loss: A tensor that you can perform gradient descent on to optimize the bound. maintain_ema_op: A no-op included for compatibility with FIVO. states: The sequence of states sampled. """ # Initialization num_instances = tf.shape(observation)[0] batch_size = tf.cast(num_instances / num_samples, tf.int32) states = [model.zero_state(num_instances)] log_weights = [] log_weight_acc = tf.zeros([num_samples, batch_size], dtype=observation.dtype) for t in xrange(num_timesteps): # run the model for one timestep (zt, log_q_zt, log_p_zt, log_p_x_given_z, _) = model( states[-1], observation, t) # update accumulators states.append(zt) log_weight = log_p_zt + log_p_x_given_z - log_q_zt log_weight_acc += tf.reshape(log_weight, [num_samples, batch_size]) if summarize: weight_dist = tf.contrib.distributions.Categorical( logits=tf.transpose(log_weight_acc, perm=[1, 0]), allow_nan_stats=False) weight_entropy = weight_dist.entropy() weight_entropy = tf.reduce_mean(weight_entropy) tf.summary.scalar("weight_entropy/%d" % t, weight_entropy) log_weights.append(log_weight_acc) # Compute the lower bound on the log evidence. log_p_hat = (tf.reduce_logsumexp(log_weight_acc, axis=0) - tf.log(tf.cast(num_samples, observation.dtype))) / num_timesteps loss = -tf.reduce_mean(log_p_hat) losses = [Loss("log_p_hat", loss)] # we clip off the initial state before returning. # there are no emas for iwae, so we return a noop for that return log_p_hat, losses, tf.no_op(), states[1:], log_weights def multinomial_resampling(log_weights, states, n, b): """Resample states with multinomial resampling. Args: log_weights: A (n x b) Tensor representing a batch of b logits for n-ary Categorical distribution. states: A list of (b*n x d) Tensors that will be resample in from the groups of every n-th row. Returns: resampled_states: A list of (b*n x d) Tensors resampled via stratified sampling. log_probs: A (n x b) Tensor of the log probabilities of the ancestry decisions. resampling_parameters: The Tensor of parameters of the resampling distribution. ancestors: An (n x b) Tensor of integral indices representing the ancestry decisions. resampling_dist: The distribution object for resampling. """ log_weights = tf.convert_to_tensor(log_weights) states = [tf.convert_to_tensor(state) for state in states] resampling_parameters = tf.transpose(log_weights, perm=[1,0]) resampling_dist = tf.contrib.distributions.Categorical(logits=resampling_parameters) ancestors = tf.stop_gradient( resampling_dist.sample(sample_shape=n)) log_probs = resampling_dist.log_prob(ancestors) offset = tf.expand_dims(tf.range(b), 0) ancestor_inds = tf.reshape(ancestors * b + offset, [-1]) resampled_states = [] for state in states: resampled_states.append(tf.gather(state, ancestor_inds)) return resampled_states, log_probs, resampling_parameters, ancestors, resampling_dist def stratified_resampling(log_weights, states, n, b): """Resample states with straitified resampling. Args: log_weights: A (n x b) Tensor representing a batch of b logits for n-ary Categorical distribution. states: A list of (b*n x d) Tensors that will be resample in from the groups of every n-th row. Returns: resampled_states: A list of (b*n x d) Tensors resampled via stratified sampling. log_probs: A (n x b) Tensor of the log probabilities of the ancestry decisions. resampling_parameters: The Tensor of parameters of the resampling distribution. ancestors: An (n x b) Tensor of integral indices representing the ancestry decisions. resampling_dist: The distribution object for resampling. """ log_weights = tf.convert_to_tensor(log_weights) states = [tf.convert_to_tensor(state) for state in states] log_weights = tf.transpose(log_weights, perm=[1,0]) probs = tf.nn.softmax( tf.tile(tf.expand_dims(log_weights, axis=1), [1, n, 1]) ) cdfs = tf.concat([tf.zeros((b,n,1), dtype=probs.dtype), tf.cumsum(probs, axis=2)], 2) bins = tf.range(n, dtype=probs.dtype) / n bins = tf.tile(tf.reshape(bins, [1,-1,1]), [b,1,n+1]) strat_cdfs = tf.minimum(tf.maximum((cdfs - bins) * n, 0.0), 1.0) resampling_parameters = strat_cdfs[:,:,1:] - strat_cdfs[:,:,:-1] resampling_dist = tf.contrib.distributions.Categorical( probs = resampling_parameters, allow_nan_stats=False) ancestors = tf.stop_gradient( resampling_dist.sample()) log_probs = resampling_dist.log_prob(ancestors) ancestors = tf.transpose(ancestors, perm=[1,0]) log_probs = tf.transpose(log_probs, perm=[1,0]) offset = tf.expand_dims(tf.range(b), 0) ancestor_inds = tf.reshape(ancestors * b + offset, [-1]) resampled_states = [] for state in states: resampled_states.append(tf.gather(state, ancestor_inds)) return resampled_states, log_probs, resampling_parameters, ancestors, resampling_dist def systematic_resampling(log_weights, states, n, b): """Resample states with systematic resampling. Args: log_weights: A (n x b) Tensor representing a batch of b logits for n-ary Categorical distribution. states: A list of (b*n x d) Tensors that will be resample in from the groups of every n-th row. Returns: resampled_states: A list of (b*n x d) Tensors resampled via stratified sampling. log_probs: A (n x b) Tensor of the log probabilities of the ancestry decisions. resampling_parameters: The Tensor of parameters of the resampling distribution. ancestors: An (n x b) Tensor of integral indices representing the ancestry decisions. resampling_dist: The distribution object for resampling. """ log_weights = tf.convert_to_tensor(log_weights) states = [tf.convert_to_tensor(state) for state in states] log_weights = tf.transpose(log_weights, perm=[1,0]) probs = tf.nn.softmax( tf.tile(tf.expand_dims(log_weights, axis=1), [1, n, 1]) ) cdfs = tf.concat([tf.zeros((b,n,1), dtype=probs.dtype), tf.cumsum(probs, axis=2)], 2) bins = tf.range(n, dtype=probs.dtype) / n bins = tf.tile(tf.reshape(bins, [1,-1,1]), [b,1,n+1]) strat_cdfs = tf.minimum(tf.maximum((cdfs - bins) * n, 0.0), 1.0) resampling_parameters = strat_cdfs[:,:,1:] - strat_cdfs[:,:,:-1] resampling_dist = tf.contrib.distributions.Categorical( probs=resampling_parameters, allow_nan_stats=True) U = tf.random_uniform((b, 1, 1), dtype=probs.dtype) ancestors = tf.stop_gradient(tf.reduce_sum(tf.to_float(U > strat_cdfs[:,:,1:]), axis=-1)) log_probs = resampling_dist.log_prob(ancestors) ancestors = tf.transpose(ancestors, perm=[1,0]) log_probs = tf.transpose(log_probs, perm=[1,0]) offset = tf.expand_dims(tf.range(b, dtype=probs.dtype), 0) ancestor_inds = tf.reshape(ancestors * b + offset, [-1]) resampled_states = [] for state in states: resampled_states.append(tf.gather(state, ancestor_inds)) return resampled_states, log_probs, resampling_parameters, ancestors, resampling_dist def log_blend(inputs, weights): """Blends state in the log space. Args: inputs: A set of scalar states, one for each particle in each particle filter. Should be [num_samples, batch_size]. weights: A set of weights used to blend the state. Each set of weights should be of dimension [num_samples] (one weight for each previous particle). There should be one set of weights for each new particle in each particle filter. Thus the shape should be [num_samples, batch_size, num_samples] where the first axis indexes new particle and the last axis indexes old particles. Returns: blended: The blended states, a tensor of shape [num_samples, batch_size]. """ raw_max = tf.reduce_max(inputs, axis=0, keepdims=True) my_max = tf.stop_gradient( tf.where(tf.is_finite(raw_max), raw_max, tf.zeros_like(raw_max)) ) # Don't ask. blended = tf.log(tf.einsum("ijk,kj->ij", weights, tf.exp(inputs - raw_max))) + my_max return blended def relaxed_resampling(log_weights, states, num_samples, batch_size, log_r_x=None, blend_type="log", temperature=0.5, straight_through=False): """Resample states with relaxed resampling. Args: log_weights: A (n x b) Tensor representing a batch of b logits for n-ary Categorical distribution. states: A list of (b*n x d) Tensors that will be resample in from the groups of every n-th row. Returns: resampled_states: A list of (b*n x d) Tensors resampled via stratified sampling. log_probs: A (n x b) Tensor of the log probabilities of the ancestry decisions. resampling_parameters: The Tensor of parameters of the resampling distribution. ancestors: An (n x b x n) Tensor of relaxed one hot representations of the ancestry decisions. resampling_dist: The distribution object for resampling. """ assert blend_type in ["log", "linear"], "Blend type must be 'log' or 'linear'." log_weights = tf.convert_to_tensor(log_weights) states = [tf.convert_to_tensor(state) for state in states] state_dim = states[0].get_shape().as_list()[-1] # weights are num_samples by batch_size, so we transpose to get a # set of batch_size distributions over [0,num_samples). resampling_parameters = tf.transpose(log_weights, perm=[1, 0]) resampling_dist = tf.contrib.distributions.RelaxedOneHotCategorical( temperature, logits=resampling_parameters) # sample num_samples samples from the distribution, resulting in a # [num_samples, batch_size, num_samples] Tensor that represents a set of # [num_samples, batch_size] blending weights. The dimensions represent # [sample index, batch index, blending weight index] ancestors = resampling_dist.sample(sample_shape=num_samples) if straight_through: # Forward pass discrete choices, backwards pass soft choices hard_ancestor_indices = tf.argmax(ancestors, axis=-1) hard_ancestors = tf.one_hot(hard_ancestor_indices, num_samples, dtype=ancestors.dtype) ancestors = tf.stop_gradient(hard_ancestors - ancestors) + ancestors log_probs = resampling_dist.log_prob(ancestors) if log_r_x is not None and blend_type == "log": log_r_x = tf.reshape(log_r_x, [num_samples, batch_size]) log_r_x = log_blend(log_r_x, ancestors) log_r_x = tf.reshape(log_r_x, [num_samples*batch_size]) elif log_r_x is not None and blend_type == "linear": # If blend type is linear just add log_r to the states that will be blended # linearly. states.append(log_r_x) # transpose the 'indices' to be [batch_index, blending weight index, sample index] ancestor_inds = tf.transpose(ancestors, perm=[1, 2, 0]) resampled_states = [] for state in states: # state is currently [num_samples * batch_size, state_dim] so we reshape # to [num_samples, batch_size, state_dim] and then transpose to # [batch_size, state_size, num_samples] state = tf.transpose(tf.reshape(state, [num_samples, batch_size, -1]), perm=[1, 2, 0]) # state is now (batch_size, state_size, num_samples) # and ancestor is (batch index, blending weight index, sample index) # multiplying these gives a matrix of size [batch_size, state_size, num_samples] next_state = tf.matmul(state, ancestor_inds) # transpose the state to be [num_samples, batch_size, state_size] # and then reshape it to match the state format. next_state = tf.reshape(tf.transpose(next_state, perm=[2,0,1]), [num_samples*batch_size, state_dim]) resampled_states.append(next_state) new_dist = tf.contrib.distributions.Categorical( logits=resampling_parameters) if log_r_x is not None and blend_type == "linear": # If blend type is linear pop off log_r that we added to the states. log_r_x = tf.squeeze(resampled_states[-1]) resampled_states = resampled_states[:-1] return resampled_states, log_probs, log_r_x, resampling_parameters, ancestors, new_dist def fivo(model, observation, num_timesteps, resampling_schedule, num_samples=1, use_resampling_grads=True, resampling_type="multinomial", resampling_temperature=0.5, aux=True, summarize=False): """Compute the FIVO evidence lower bound. Args: model: A callable that computes one timestep of the model. observation: A shape [batch_size*num_samples, state_size] Tensor containing z_n, the observation for each sequence in the batch. num_timesteps: The number of timesteps in each sequence, an integer. resampling_schedule: A list of booleans of length num_timesteps, contains True if a resampling should occur on a specific timestep. num_samples: The number of samples to use to compute the IWAE bound. use_resampling_grads: Whether or not to include the resampling gradients in loss. resampling type: The type of resampling, one of "multinomial", "stratified", "relaxed-logblend", "relaxed-linearblend", "relaxed-stateblend", or "systematic". resampling_temperature: A positive temperature only used for relaxed resampling. aux: If true, compute the FIVO-AUX bound. Returns: log_p_hat: The IWAE estimator of the lower bound on the log marginal. loss: A tensor that you can perform gradient descent on to optimize the bound. maintain_ema_op: An op to update the baseline ema used for the resampling gradients. states: The sequence of states sampled. """ # Initialization num_instances = tf.cast(tf.shape(observation)[0], tf.int32) batch_size = tf.cast(num_instances / num_samples, tf.int32) states = [model.zero_state(num_instances)] prev_state = states[0] log_weight_acc = tf.zeros(shape=[num_samples, batch_size], dtype=observation.dtype) prev_log_r_zt = tf.zeros([num_instances], dtype=observation.dtype) log_weights = [] log_weights_all = [] log_p_hats = [] resampling_log_probs = [] for t in xrange(num_timesteps): # run the model for one timestep (zt, log_q_zt, log_p_zt, log_p_x_given_z, log_r_zt) = model( prev_state, observation, t) # update accumulators states.append(zt) log_weight = log_p_zt + log_p_x_given_z - log_q_zt if aux: if t == num_timesteps - 1: log_weight -= prev_log_r_zt else: log_weight += log_r_zt - prev_log_r_zt prev_log_r_zt = log_r_zt log_weight_acc += tf.reshape(log_weight, [num_samples, batch_size]) log_weights_all.append(log_weight_acc) if resampling_schedule[t]: # These objects will be resampled to_resample = [states[-1]] if aux and "relaxed" not in resampling_type: to_resample.append(prev_log_r_zt) # do the resampling if resampling_type == "multinomial": (resampled, resampling_log_prob, _, _, _) = multinomial_resampling(log_weight_acc, to_resample, num_samples, batch_size) elif resampling_type == "stratified": (resampled, resampling_log_prob, _, _, _) = stratified_resampling(log_weight_acc, to_resample, num_samples, batch_size) elif resampling_type == "systematic": (resampled, resampling_log_prob, _, _, _) = systematic_resampling(log_weight_acc, to_resample, num_samples, batch_size) elif "relaxed" in resampling_type: if aux: if resampling_type == "relaxed-logblend": (resampled, resampling_log_prob, prev_log_r_zt, _, _, _) = relaxed_resampling(log_weight_acc, to_resample, num_samples, batch_size, temperature=resampling_temperature, log_r_x=prev_log_r_zt, blend_type="log") elif resampling_type == "relaxed-linearblend": (resampled, resampling_log_prob, prev_log_r_zt, _, _, _) = relaxed_resampling(log_weight_acc, to_resample, num_samples, batch_size, temperature=resampling_temperature, log_r_x=prev_log_r_zt, blend_type="linear") elif resampling_type == "relaxed-stateblend": (resampled, resampling_log_prob, _, _, _, _) = relaxed_resampling(log_weight_acc, to_resample, num_samples, batch_size, temperature=resampling_temperature) # Calculate prev_log_r_zt from the post-resampling state prev_r_zt = model.r.r_xn(resampled[0], t) prev_log_r_zt = tf.reduce_sum( prev_r_zt.log_prob(observation), axis=[1]) elif resampling_type == "relaxed-stateblend-st": (resampled, resampling_log_prob, _, _, _, _) = relaxed_resampling(log_weight_acc, to_resample, num_samples, batch_size, temperature=resampling_temperature, straight_through=True) # Calculate prev_log_r_zt from the post-resampling state prev_r_zt = model.r.r_xn(resampled[0], t) prev_log_r_zt = tf.reduce_sum( prev_r_zt.log_prob(observation), axis=[1]) else: (resampled, resampling_log_prob, _, _, _, _) = relaxed_resampling(log_weight_acc, to_resample, num_samples, batch_size, temperature=resampling_temperature) #if summarize: # resampling_entropy = resampling_dist.entropy() # resampling_entropy = tf.reduce_mean(resampling_entropy) # tf.summary.scalar("weight_entropy/%d" % t, resampling_entropy) resampling_log_probs.append(tf.reduce_sum(resampling_log_prob, axis=0)) prev_state = resampled[0] if aux and "relaxed" not in resampling_type: # Squeeze out the extra dim potentially added by resampling. # prev_log_r_zt should always be [num_instances] prev_log_r_zt = tf.squeeze(resampled[1]) # Update the log p hat estimate, taking a log sum exp over the sample # dimension. The appended tensor is [batch_size]. log_p_hats.append( tf.reduce_logsumexp(log_weight_acc, axis=0) - tf.log( tf.cast(num_samples, dtype=observation.dtype))) # reset the weights log_weights.append(log_weight_acc) log_weight_acc = tf.zeros_like(log_weight_acc) else: prev_state = states[-1] # Compute the final weight update. If we just resampled this will be zero. final_update = (tf.reduce_logsumexp(log_weight_acc, axis=0) - tf.log(tf.cast(num_samples, dtype=observation.dtype))) # If we ever resampled, then sum up the previous log p hat terms if len(log_p_hats) > 0: log_p_hat = tf.reduce_sum(log_p_hats, axis=0) + final_update else: # otherwise, log_p_hat only comes from the final update log_p_hat = final_update if use_resampling_grads and any(resampling_schedule): # compute the rewards # cumsum([a, b, c]) => [a, a+b, a+b+c] # learning signal at timestep t is # [sum from i=t+1 to T of log_p_hat_i for t=1:T] # so we will compute (sum from i=1 to T of log_p_hat_i) # and at timestep t will subtract off (sum from i=1 to t of log_p_hat_i) # rewards is a [num_resampling_events, batch_size] Tensor rewards = tf.stop_gradient( tf.expand_dims(log_p_hat, 0) - tf.cumsum(log_p_hats, axis=0)) batch_avg_rewards = tf.reduce_mean(rewards, axis=1) # compute ema baseline. # centered_rewards is [num_resampling_events, batch_size] baseline_ema = tf.train.ExponentialMovingAverage(decay=0.94) maintain_baseline_op = baseline_ema.apply([batch_avg_rewards]) baseline = tf.expand_dims(baseline_ema.average(batch_avg_rewards), 1) centered_rewards = rewards - baseline if summarize: summ.summarize_learning_signal(rewards, "rewards") summ.summarize_learning_signal(centered_rewards, "centered_rewards") # compute the loss tensor. resampling_grads = tf.reduce_sum( tf.stop_gradient(centered_rewards) * resampling_log_probs, axis=0) losses = [Loss("log_p_hat", -tf.reduce_mean(log_p_hat)/num_timesteps), Loss("resampling_grads", -tf.reduce_mean(resampling_grads)/num_timesteps)] else: losses = [Loss("log_p_hat", -tf.reduce_mean(log_p_hat)/num_timesteps)] maintain_baseline_op = tf.no_op() log_p_hat /= num_timesteps # we clip off the initial state before returning. return log_p_hat, losses, maintain_baseline_op, states[1:], log_weights_all def fivo_aux_td( model, observation, num_timesteps, resampling_schedule, num_samples=1, summarize=False): """Compute the FIVO_AUX evidence lower bound.""" # Initialization num_instances = tf.cast(tf.shape(observation)[0], tf.int32) batch_size = tf.cast(num_instances / num_samples, tf.int32) states = [model.zero_state(num_instances)] prev_state = states[0] log_weight_acc = tf.zeros(shape=[num_samples, batch_size], dtype=observation.dtype) prev_log_r = tf.zeros([num_instances], dtype=observation.dtype) # must be pre-resampling log_rs = [] # must be post-resampling r_tilde_params = [model.r_tilde.r_zt(states[0], observation, 0)] log_r_tildes = [] log_p_xs = [] # contains the weight at each timestep before resampling only on resampling timesteps log_weights = [] # contains weight at each timestep before resampling log_weights_all = [] log_p_hats = [] for t in xrange(num_timesteps): # run the model for one timestep # zt is state, [num_instances, state_dim] # log_q_zt, log_p_x_given_z is [num_instances] # r_tilde_mu, r_tilde_sigma is [num_instances, state_dim] # p_ztplus1 is a normal distribution on [num_instances, state_dim] (zt, log_q_zt, log_p_zt, log_p_x_given_z, r_tilde_mu, r_tilde_sigma_sq, p_ztplus1) = model(prev_state, observation, t) # Compute the log weight without log r. log_weight = log_p_zt + log_p_x_given_z - log_q_zt # Compute log r. if t == num_timesteps - 1: log_r = tf.zeros_like(prev_log_r) else: p_mu = p_ztplus1.mean() p_sigma_sq = p_ztplus1.variance() log_r = (tf.log(r_tilde_sigma_sq) - tf.log(r_tilde_sigma_sq + p_sigma_sq) - tf.square(r_tilde_mu - p_mu)/(r_tilde_sigma_sq + p_sigma_sq)) log_r = 0.5*tf.reduce_sum(log_r, axis=-1) #log_weight += tf.stop_gradient(log_r - prev_log_r) log_weight += log_r - prev_log_r log_weight_acc += tf.reshape(log_weight, [num_samples, batch_size]) # Update accumulators states.append(zt) log_weights_all.append(log_weight_acc) log_p_xs.append(log_p_x_given_z) log_rs.append(log_r) # Compute log_r_tilde as [num_instances] Tensor. prev_r_tilde_mu, prev_r_tilde_sigma_sq = r_tilde_params[-1] prev_log_r_tilde = -0.5*tf.reduce_sum( tf.square(zt - prev_r_tilde_mu)/prev_r_tilde_sigma_sq, axis=-1) #tf.square(tf.stop_gradient(zt) - r_tilde_mu)/r_tilde_sigma_sq, axis=-1) #tf.square(zt - r_tilde_mu)/r_tilde_sigma_sq, axis=-1) log_r_tildes.append(prev_log_r_tilde) # optionally resample if resampling_schedule[t]: # These objects will be resampled if t < num_timesteps - 1: to_resample = [zt, log_r, r_tilde_mu, r_tilde_sigma_sq] else: to_resample = [zt, log_r] (resampled, _, _, _, _) = multinomial_resampling(log_weight_acc, to_resample, num_samples, batch_size) prev_state = resampled[0] # Squeeze out the extra dim potentially added by resampling. # prev_log_r_zt and log_r_tilde should always be [num_instances] prev_log_r = tf.squeeze(resampled[1]) if t < num_timesteps -1: r_tilde_params.append((resampled[2], resampled[3])) # Update the log p hat estimate, taking a log sum exp over the sample # dimension. The appended tensor is [batch_size]. log_p_hats.append( tf.reduce_logsumexp(log_weight_acc, axis=0) - tf.log( tf.cast(num_samples, dtype=observation.dtype))) # reset the weights log_weights.append(log_weight_acc) log_weight_acc = tf.zeros_like(log_weight_acc) else: prev_state = zt prev_log_r = log_r if t < num_timesteps - 1: r_tilde_params.append((r_tilde_mu, r_tilde_sigma_sq)) # Compute the final weight update. If we just resampled this will be zero. final_update = (tf.reduce_logsumexp(log_weight_acc, axis=0) - tf.log(tf.cast(num_samples, dtype=observation.dtype))) # If we ever resampled, then sum up the previous log p hat terms if len(log_p_hats) > 0: log_p_hat = tf.reduce_sum(log_p_hats, axis=0) + final_update else: # otherwise, log_p_hat only comes from the final update log_p_hat = final_update # Compute the bellman loss. # Will remove the first timestep as it is not used. # log p(x_t|z_t) is in row t-1. log_p_x = tf.reshape(tf.stack(log_p_xs), [num_timesteps, num_samples, batch_size]) # log r_t is contained in row t-1. # last column is zeros (because at timestep T (num_timesteps) r is 1. log_r = tf.reshape(tf.stack(log_rs), [num_timesteps, num_samples, batch_size]) # [num_timesteps, num_instances]. log r_tilde_t is in row t-1. log_r_tilde = tf.reshape(tf.stack(log_r_tildes), [num_timesteps, num_samples, batch_size]) log_lambda = tf.reduce_mean(log_r_tilde - log_p_x - log_r, axis=1, keepdims=True) bellman_sos = tf.reduce_mean(tf.square( log_r_tilde - tf.stop_gradient(log_lambda + log_p_x + log_r)), axis=[0, 1]) bellman_loss = tf.reduce_mean(bellman_sos)/num_timesteps tf.summary.scalar("bellman_loss", bellman_loss) if len(tf.get_collection("LOG_P_HAT_VARS")) == 0: log_p_hat_collection = list(set(tf.trainable_variables()) - set(tf.get_collection("R_TILDE_VARS"))) for v in log_p_hat_collection: tf.add_to_collection("LOG_P_HAT_VARS", v) log_p_hat /= num_timesteps losses = [Loss("log_p_hat", -tf.reduce_mean(log_p_hat), "LOG_P_HAT_VARS"), Loss("bellman_loss", bellman_loss, "R_TILDE_VARS")] return log_p_hat, losses, tf.no_op(), states[1:], log_weights_all