functorch/examples/maml_regression/evjang.py

import math
import random
import torch
import numpy as np
from torch import nn
from torch.nn import functional as F
import matplotlib as mpl
mpl.use('Agg')
import matplotlib.pyplot as plt

def net(x, params):
    x = F.linear(x, params[0], params[1])
    x = F.relu(x)

    x = F.linear(x, params[2], params[3])
    x = F.relu(x)

    x = F.linear(x, params[4], params[5])
    return x

params = [
    torch.Tensor(40, 1).uniform_(-1., 1.).requires_grad_(),
    torch.Tensor(40).zero_().requires_grad_(),

    torch.Tensor(40, 40).uniform_(-1./math.sqrt(40), 1./math.sqrt(40)).requires_grad_(),
    torch.Tensor(40).zero_().requires_grad_(),

    torch.Tensor(1, 40).uniform_(-1./math.sqrt(40), 1./math.sqrt(40)).requires_grad_(),
    torch.Tensor(1).zero_().requires_grad_(),
]

opt = torch.optim.Adam(params, lr=1e-3)
alpha = 0.1

K = 20
losses = []
num_tasks = 4
def sample_tasks(outer_batch_size, inner_batch_size):
    # Select amplitude and phase for the task
    As = []
    phases = []
    for _ in range(outer_batch_size):
        As.append(np.random.uniform(low=0.1, high=.5))
        phases.append(np.random.uniform(low=0., high=np.pi))
    def get_batch():
        xs, ys = [], []
        for A, phase in zip(As, phases):
            x = np.random.uniform(low=-5., high=5., size=(inner_batch_size, 1))
            y = A * np.sin(x + phase)
            xs.append(x)
            ys.append(y)
        return torch.tensor(xs, dtype=torch.float), torch.tensor(ys, dtype=torch.float)
    x1, y1 = get_batch()
    x2, y2 = get_batch()
    return x1, y1, x2, y2

for it in range(20000):
    loss2 = 0.0
    opt.zero_grad()
    def get_loss_for_task(x1, y1, x2, y2):
        f = net(x1, params)
        loss = F.mse_loss(f, y1)

        # create_graph=True because computing grads here is part of the forward pass.
        # We want to differentiate through the SGD update steps and get higher order
        # derivatives in the backward pass.
        grads = torch.autograd.grad(loss, params, create_graph=True)
        new_params = [(params[i] - alpha*grads[i]) for i in range(len(params))]

        v_f = net(x2, new_params)
        return F.mse_loss(v_f, y2)

    task = sample_tasks(num_tasks, K)
    inner_losses = [get_loss_for_task(task[0][i], task[1][i], task[2][i], task[3][i]) for i in range(num_tasks)]
    loss2 = sum(inner_losses)/len(inner_losses)
    loss2.backward()

    opt.step()

    if it % 100 == 0:
        print('Iteration %d -- Outer Loss: %.4f' % (it, loss2))
    losses.append(loss2)

t_A = torch.tensor(0.0).uniform_(0.1, 0.5)
t_b = torch.tensor(0.0).uniform_(0.0, math.pi)

t_x = torch.empty(4, 1).uniform_(-5, 5)
t_y = t_A*torch.sin(t_x + t_b)

opt.zero_grad()

t_params = params
for k in range(5):
    t_f = net(t_x, t_params)
    t_loss = F.l1_loss(t_f, t_y)

    grads = torch.autograd.grad(t_loss, t_params, create_graph=True)
    t_params = [(t_params[i] - alpha*grads[i]) for i in range(len(params))]


test_x = torch.arange(-2*math.pi, 2*math.pi, step=0.01).unsqueeze(1)
test_y = t_A*torch.sin(test_x + t_b)

test_f = net(test_x, t_params)

plt.plot(test_x.data.numpy(), test_y.data.numpy(), label='sin(x)')
plt.plot(test_x.data.numpy(), test_f.data.numpy(), label='net(x)')
plt.plot(t_x.data.numpy(), t_y.data.numpy(), 'o', label='Examples')
plt.legend()
plt.savefig('maml-sine.png')
plt.figure()
plt.plot(np.convolve(losses, [.05]*20))
plt.savefig('losses.png')