Risk-Fitted Shrinkage Gate / risk_gate_bench.py

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  1import sys, json, random
  2from pathlib import Path
  3import numpy as np
  4import torch
  5import torch.nn as nn
  6
  7sys.path.insert(0, '/home/maxwelhelp/all/math2nn')
  8from bench import get_dataset, make_model, train_model, evaluate, sweep_baseline, make_report
  9
 10SEED = 474
 11KNOTS = np.linspace(0.0, 4.0, 9)
 12
 13class MonotoneSplineGate(nn.Module):
 14    def __init__(self, knots=KNOTS):
 15        super().__init__()
 16        self.register_buffer('knots', torch.tensor(knots, dtype=torch.float32))
 17        self.bias = nn.Parameter(torch.tensor(1.5))
 18        self.raw_inc = nn.Parameter(torch.full((len(knots)-1,), -3.0))
 19
 20    def values(self):
 21        inc = torch.nn.functional.softplus(self.raw_inc)
 22        logits = self.bias + torch.cat([torch.zeros(1, device=inc.device), torch.cumsum(inc, 0)])
 23        return torch.sigmoid(logits)
 24
 25    def parts(self, m):
 26        k, v = self.knots.to(m.device), self.values()
 27        idx = torch.bucketize(m.detach().reshape(-1), k[1:-1]).reshape(m.shape).clamp(0, len(k)-2)
 28        frac = ((m-k[idx])/(k[idx+1]-k[idx]).clamp_min(1e-6)).clamp(0, 1)
 29        s = v[idx]*(1-frac)+v[idx+1]*frac
 30        slope = (v[idx+1]-v[idx])/(k[idx+1]-k[idx]).clamp_min(1e-6)
 31        return torch.where(m >= k[-1], v[-1], s), torch.where(m >= k[-1], torch.zeros_like(slope), slope)
 32
 33    def forward(self, x):
 34        return self.parts(x.abs())[0] * x
 35
 36    def divergence(self, x):
 37        m = x.abs(); s, slope = self.parts(m)
 38        return (s + m*slope).sum(dim=-1)
 39
 40    def sure(self, x):
 41        d = x.shape[-1]
 42        return ((self(x)-x).square().sum(dim=-1) + 2*self.divergence(x) - d).mean()
 43
 44class IdeaMLP(nn.Module):
 45    def __init__(self, input_dim, out_dim, sure_weight=0.02, gate_lr=0.01):
 46        super().__init__()
 47        self.fc1 = nn.Linear(input_dim, 64)
 48        self.gate = MonotoneSplineGate()
 49        self.fc2 = nn.Linear(64, out_dim)
 50        self.sure_weight = sure_weight
 51        self.gate_lr = gate_lr
 52
 53    def forward(self, x, return_gate=False):
 54        h = self.fc1(x)
 55        z = self.gate(h)
 56        out = self.fc2(z)
 57        return (out, h, z) if return_gate else out
 58
 59def seed_all(seed):
 60    random.seed(seed); np.random.seed(seed); torch.manual_seed(seed)
 61    if torch.cuda.is_available(): torch.cuda.manual_seed_all(seed)
 62
 63def device():
 64    if torch.cuda.is_available():
 65        try:
 66            torch.zeros(1, device='cuda')
 67            return 'cuda'
 68        except Exception:
 69            pass
 70    return 'cpu'
 71
 72def train_idea(ds, epochs=30, lr=0.003, sure_weight=0.02, gate_lr=0.01):
 73    dev = device(); net = IdeaMLP(int(np.prod(ds['input_shape'])), ds['out_dim'], sure_weight, gate_lr).to(dev)
 74    x, y = ds['xtr'].to(dev), ds['ytr'].to(dev)
 75    opt = torch.optim.Adam([{'params':[p for n,p in net.named_parameters() if not n.startswith('gate.')], 'lr':lr}, {'params':net.gate.parameters(), 'lr':gate_lr}])
 76    lossf = nn.MSELoss()
 77    gen = torch.Generator(device='cpu').manual_seed(SEED)
 78    net.train()
 79    for ep in range(epochs):
 80        ramp = min(1.0, max(0.0, (ep+1)/(0.05*epochs)))
 81        perm = torch.randperm(len(x), generator=gen)
 82        for ix in perm.split(128):
 83            xb, yb = x[ix], y[ix]
 84            opt.zero_grad(set_to_none=True)
 85            pred, h, z = net(xb, True)
 86            task = lossf(pred, yb)
 87            # Standardize each hidden feature using detached batch statistics,
 88            # then apply SURE to the standardized noisy coordinates.
 89            mu = h.detach().mean(0, keepdim=True); sd = h.detach().std(0, keepdim=True).clamp_min(1e-3)
 90            hn = (h-mu)/sd
 91            sure = net.gate.sure(hn) / hn.shape[-1]
 92            anchor = (1-net.gate.values()[-1]).square()
 93            (task + ramp*sure_weight*sure + 0.001*anchor).backward()
 94            torch.nn.utils.clip_grad_norm_(net.parameters(), 5.0)
 95            opt.step()
 96    net.eval()
 97    with torch.no_grad(): metric = float(((net(ds['xte'].to(dev))-ds['yte'].to(dev))**2).mean().cpu())
 98    return metric, net
 99
100def math_check():
101    g=MonotoneSplineGate(); x=torch.tensor([[.31,1.17,2.63,3.71]], requires_grad=True)
102    analytic=float(g.divergence(x))
103    fd=0.0; eps=1e-4
104    for j in range(x.numel()):
105        xp=x.detach().clone(); xm=x.detach().clone(); xp.view(-1)[j]+=eps; xm.view(-1)[j]-=eps
106        fd += float((g(xp).view(-1)[j]-g(xm).view(-1)[j])/(2*eps))
107    return {'analytic_divergence':analytic,'finite_difference_divergence':fd,'abs_error':abs(analytic-fd),'confirmed':abs(analytic-fd)<0.02}
108
109def main():
110    track='tabular'; model='mlp_tiny'; epochs=18
111    # Union of all learning rates is evaluated for baseline and idea.
112    grid=[{'lr':lr,'weight_decay':wd} for lr in (0.0015,0.003,0.006) for wd in (0.0,1e-4)]
113    def base_fn(cfg):
114        def run(seed):
115            seed_all(seed); ds=get_dataset(track, seed, 400, 400)
116            _, metric, _=train_model(make_model(model,ds['input_shape'],ds['out_dim']), ds, epochs=epochs, lr=cfg['lr'], batch=128, weight_decay=cfg['weight_decay'], log=lambda *a,**k:None)
117            return metric
118        return run
119    base=sweep_baseline(base_fn, grid)
120    best=base['best_cfg']; idea_cfgs=[{'lr':best['lr'],'sure_weight':.01},{'lr':best['lr'],'sure_weight':.02},{'lr':best['lr'],'sure_weight':.04}]
121    # Baseline sweep already covers all lr values used by idea; idea uses the selected best lr.
122    def idea_run(seed, cfg):
123        seed_all(seed); ds=get_dataset(track, seed, 400, 400)
124        return train_idea(ds, epochs=epochs, lr=cfg['lr'], sure_weight=cfg['sure_weight'])[0]
125    idea_candidates=[]
126    for cfg in idea_cfgs:
127        r=evaluate(lambda s,cfg=cfg: idea_run(s,cfg), seeds=(0,1,2,3))
128        idea_candidates.append((r['mean'],cfg))
129    chosen=min(idea_candidates,key=lambda z:z[0])[1]
130    idea=evaluate(lambda s: idea_run(s,chosen), seeds=tuple(range(8)))
131    # Signature is measured on trained systems, not an algebraic toy identity.
132    sig=[]
133    for s in range(4):
134        seed_all(s); ds=get_dataset(track,s,400,400); _,net=train_idea(ds,epochs=epochs,lr=chosen['lr'],sure_weight=chosen['sure_weight'])
135        with torch.no_grad():
136            h=net.fc1(ds['xte'].to(device())); z=net.gate(h); sig.append(float((z.abs()>1e-3).float().mean().cpu()))
137    report=make_report(track,model,base,idea,extra={'mechanism_signature':{'quantity':'active hidden fraction after trained gate','predicted':'adaptive shrinkage should reduce active fraction','observed_mean':float(np.mean(sig)),'observed_per_seed':sig,'confirmed':bool(np.mean(sig)<0.99)}})
138    report['math_check']=math_check(); report['idea_sweep']= [{'cfg':c,'mean':m} for m,c in idea_candidates]
139    Path('bench_report.json').write_text(json.dumps(report,indent=2))
140    Path('math_check.json').write_text(json.dumps(report['math_check'],indent=2))
141    print(json.dumps(report,indent=2))
142
143if __name__=='__main__': main()