File size: 10,768 Bytes
393d3de
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
import torch
import logging
import numpy as np
import torch.nn as nn
from typing import Callable, List
from accelerate import Accelerator
from sklearn.linear_model import LinearRegression


class eval_mode:
    def __init__(self, *models, no_grad=False):
        self.models = models
        self.no_grad = no_grad
        self.no_grad_context = torch.no_grad()

    def __enter__(self):
        self.prev_states = []
        for model in self.models:
            self.prev_states.append(model.training)
            model.train(False)
        if self.no_grad:
            self.no_grad_context.__enter__()

    def __exit__(self, *args):
        if self.no_grad:
            self.no_grad_context.__exit__(*args)
        for model, state in zip(self.models, self.prev_states):
            model.train(state)
        return False


def embed_trajectory_dataset(
    model,
    dataset,
    obs_only=True,
    device=None,
    embed_goal=False,
):
    if type(model) is nn.parallel.DistributedDataParallel:
        return embed_trajectory_dataset_ddp(
            model,
            dataset,
            obs_only=obs_only,
            device=device,
            embed_goal=embed_goal,
        )
    else:
        result = []
        accelerator = Accelerator()
        device = device or accelerator.device  # result device
        with eval_mode(model, no_grad=True):
            for i in range(len(dataset)):
                obs, *rest = dataset[i]
                obs = obs.to(accelerator.device)
                obs_enc = model(obs).to(device)
                if obs_only:
                    result.append(obs_enc)
                else:
                    if embed_goal:
                        # assuming goal comes last
                        goal = rest[-1]
                        rest = rest[:-1]
                        goal = goal.to(accelerator.device)
                        goal_enc = model(goal).to(device)
                        rest.append(goal_enc)
                    rest = [x.to(device) for x in rest]
                    result.append((obs_enc, *rest))
        return result


def embed_trajectory_dataset_ddp(
    model: nn.Module,
    dataset,
    obs_only=True,
    device=None,
    embed_goal=False,
):
    assert type(model) is nn.parallel.DistributedDataParallel, "Model must be DDP"
    embeddings = []
    accelerator = Accelerator()
    dataloader = torch.utils.data.DataLoader(
        dataset,
        batch_size=1,
        num_workers=1,
        shuffle=False,
        pin_memory=True,
    )
    dataloader = accelerator.prepare(dataloader)
    # get the max trajectory length, so that we can pad tensors for DDP gather
    max_T = max(dataset.get_seq_length(i) for i in range(len(dataset)))
    with eval_mode(model, no_grad=True):
        for obs, *rest in dataloader:
            obs = obs.to(accelerator.device)  # obs shape 1 T V C H W
            obs_enc = model(obs)
            obs_enc = pad_to_length(obs_enc, max_T, dim=1)
            obs_enc = accelerator.gather_for_metrics(obs_enc)
            if obs_only:
                embeddings.append(obs_enc)
            else:
                if embed_goal:
                    # assuming goal comes last
                    goal = rest[-1]
                    rest = rest[:-1]
                    goal = goal.to(accelerator.device)
                    goal_enc = model(goal)
                    rest.append(goal_enc)
                rest = [x.to(accelerator.device) for x in rest]
                rest = [pad_to_length(x, max_T, dim=1) for x in rest]
                rest = [accelerator.gather_for_metrics(x) for x in rest]
                embeddings.append((obs_enc, *rest))

    device = device or accelerator.device
    # unpad the tensors
    result = []
    if obs_only:
        embeddings = torch.cat(embeddings, dim=0)
        assert len(embeddings) == len(dataset)
    else:
        embeddings = [torch.cat(x, dim=0) for x in zip(*embeddings)]
        assert len(embeddings[0]) == len(dataset)
    for i in range(len(dataset)):
        T = dataset.get_seq_length(i)
        if obs_only:
            result.append(embeddings[i, :T].to(device))
        else:
            result.append([x[i, :T].to(device) for x in embeddings])
    return result


def pad_to_length(x: torch.Tensor, length: int, dim: int = 0):
    """
    Pad tensor x to length along dim, adding zeros at the end.
    """
    pad_size = length - x.shape[dim]
    if pad_size <= 0:
        return x
    pad = torch.zeros(
        *x.shape[:dim],
        pad_size,
        *x.shape[dim + 1 :],
        device=x.device,
        dtype=x.dtype,
    )
    return torch.cat([x, pad], dim=dim)


def repeat_start_to_length(x: torch.Tensor, length: int, dim: int = 0):
    """
    Pad tensor x to length along dim, repeating the first value at the start.
    """
    pad_size = length - x.shape[dim]
    if pad_size <= 0:
        return x
    first_frame = x.index_select(dim, torch.tensor(0, device=x.device))
    repeat_shape = [1] * len(x.shape)
    repeat_shape[dim] = pad_size
    pad = first_frame.repeat(*repeat_shape)
    return torch.cat([pad, x], dim=dim)


def nn_lookup(
    query: torch.Tensor,
    pool: torch.Tensor,
    metric: Callable[[torch.Tensor, torch.Tensor], torch.Tensor],
):
    pairwise_query = query.repeat_interleave(len(pool), dim=0)
    pairwise_pool = pool.repeat((len(query), 1))
    dist = metric(pairwise_query, pairwise_pool)
    nn_dist, nn_idx = dist.view(len(query), len(pool)).sort(dim=1)
    return nn_dist, nn_idx


def batch_knn(
    query: torch.Tensor,
    pool: torch.Tensor,
    metric: Callable[[torch.Tensor, torch.Tensor], torch.Tensor],
    k: int,
    batch_size: int,
):
    """
    Return the k nearest neighbors of query in pool using metric.
    Input:
        query: Tensor[N, D] of query points
        pool: Tensor[M, D] of pool points
        metric: Callable[[Tensor[N, D], Tensor[M, D]], Tensor[N, M]] distance function
        k: int number of neighbors to return
        batch_size: int batch size for computation. Batched over query.
    Output: (distances, indices)
        distances: Tensor[N, k] of distances to the k nearest neighbors
        indices: Tensor[N, k] of indices of the k nearest neighbors
    """
    nn_dists = []
    nn_idxs = []
    for i in range(0, len(query), batch_size):
        batch = query[i : i + batch_size].to(pool.device)
        nn_dist, nn_idx = nn_lookup(batch, pool, metric)
        nn_dists.append(nn_dist[:, :k])
        nn_idxs.append(nn_idx[:, :k])
    return torch.cat(nn_dists), torch.cat(nn_idxs)


def linear_probe_with_trajectory_split(
    X: torch.Tensor,
    y: torch.Tensor,
    train_idx: List[int],
    val_idx: List[int],
):
    X_train = torch.cat([X[i] for i in train_idx]).cpu().numpy()
    y_train = torch.cat([y[i] for i in train_idx]).cpu().numpy()
    X_val = torch.cat([X[i] for i in val_idx]).cpu().numpy()
    y_val = torch.cat([y[i] for i in val_idx]).cpu().numpy()

    X_all = torch.cat(X).cpu().numpy()
    y_all = torch.cat(y).cpu().numpy()

    m = LinearRegression()
    # all -> train
    m.fit(X_all, y_all)
    linear_probe_mse_train_all = np.mean((m.predict(X_train) - y_train) ** 2).item()
    # all -> val
    linear_probe_mse_val_all = np.mean((m.predict(X_val) - y_val) ** 2).item()
    return {
        "linear_probe_mse_train_all": linear_probe_mse_train_all,
        "linear_probe_mse_val_all": linear_probe_mse_val_all,
    }


def mse(a: torch.Tensor, b: torch.Tensor):
    return ((a - b) ** 2).mean(dim=1)


def mahalanobis(a, b, VI):
    u = a - b
    v = u @ VI  # (V^{-1} @ (a - b).T).T
    return (u * v).sum(dim=-1).sqrt()  # sqrt of dot product for each row


class OLS:
    """
    OLS in torch
    NOTE: discrepancy with sklearn's LinearRegression when ill-conditioned; reverting to sklearn for now
    """

    def __init__(self, bias=True, fallback_to_cpu=True):
        self.bias = bias
        self.w = None
        self.fallback_to_cpu = fallback_to_cpu

    def fit(self, X: torch.Tensor, y: torch.Tensor):
        """
        Fit the model
        """
        if self.bias:
            X = torch.cat([X, torch.ones(X.shape[0], 1, device=X.device)], dim=1)
        self.w = torch.linalg.lstsq(X, y).solution
        if torch.isnan(self.w).any():
            cond = torch.linalg.cond(X)
            rank = torch.linalg.matrix_rank(X)
            msg = f"NaNs in OLS solution. Input shape: {X.shape}, cond: {cond}, rank: {rank}"
            if not self.fallback_to_cpu:
                raise ValueError(msg)
            logging.warn(f"{msg}; Falling back to CPU with gelss driver.")
            self.w = torch.linalg.lstsq(X.cpu(), y.cpu(), driver="gelss").solution
            self.w = self.w.to(X.device)
        return self

    def predict(self, X: torch.Tensor):
        """
        Predict the output
        """
        if self.w is None:
            raise ValueError("Model not fitted")
        if self.bias:
            X = torch.cat([X, torch.ones(X.shape[0], 1, device=X.device)], dim=1)
        return X @ self.w


class SGDClassifier:
    def __init__(self, lr=1e-4, max_iter=1000, tol=1e-3, batch_size=2048):
        self.lr = lr
        self.max_iter = max_iter
        self.tol = tol
        self.batch_size = batch_size

    def fit(self, X: torch.Tensor, y: torch.Tensor):
        n_samples, input_dim = X.shape
        n_classes = y.max().item() + 1
        self.linear = nn.Linear(input_dim, n_classes).to(X.device)
        optimizer = torch.optim.AdamW(
            self.linear.parameters(), lr=self.lr, weight_decay=0.0
        )
        criterion = nn.CrossEntropyLoss()
        for j in range(self.max_iter):
            total_loss = 0
            n_batches = 0
            indices = torch.randperm(n_samples).to(X.device)
            for i in range(0, n_samples, self.batch_size):
                batch_indices = indices[i : i + self.batch_size]
                batch_X, batch_y = X[batch_indices], y[batch_indices]
                optimizer.zero_grad()
                logits = self.linear(batch_X)
                loss = criterion(logits, batch_y)
                loss.backward()
                optimizer.step()
                total_loss += loss.item()
                n_batches += 1
            avg_loss = total_loss / n_batches
            if avg_loss < self.tol:
                break
        if j + 1 < self.max_iter:
            logging.info(f"Converged at epoch {j+1}.")
        else:
            logging.info(f"Max iter reached. Final loss {avg_loss}")
        return self

    def predict(self, X: torch.Tensor):
        with torch.no_grad():
            return torch.argmax(self.linear(X), dim=1)

    def score(self, X: torch.Tensor, y: torch.Tensor):
        return (self.predict(X) == y).float().mean().item()