Gaussian-compensated Levy neural noise / bench_levy.py

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  1import sys, json, math, 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, evaluate, sweep_baseline, make_report
  9
 10# The tabular track is the required match: the idea changes an optimizer's
 11# injected Levy noise, and tabular is the harness domain for optimizer ideas.
 12ALPHA = 1.5
 13C = 0.001
 14NOISE_SCALE = 0.01
 15EPOCHS = 12
 16BATCH = 64
 17LR_GRID = [0.0015, 0.003, 0.006]
 18EPS_GRID = [0.03, 0.06, 0.12]
 19
 20
 21def seed_all(seed):
 22    random.seed(seed); np.random.seed(seed); torch.manual_seed(seed)
 23    if torch.cuda.is_available():
 24        try: torch.cuda.manual_seed_all(seed)
 25        except Exception: pass
 26
 27
 28def levy_noise(shape, epsilon, compensated, rng, device):
 29    """Symmetric compound-Poisson large jumps plus optional matched Gaussian.
 30    This is the optimizer analogue of one Euler step with h=1.
 31    """
 32    n = int(np.prod(shape))
 33    rate = C * epsilon ** (-ALPHA) / ALPHA
 34    counts = rng.poisson(rate, n)
 35    total = int(counts.sum())
 36    out = np.zeros(n, dtype=np.float32)
 37    if total:
 38        u = epsilon * np.maximum(rng.random(total), 1e-12) ** (-1.0 / ALPHA)
 39        signs = rng.choice(np.array([-1.0, 1.0], dtype=np.float32), total)
 40        owners = np.repeat(np.arange(n), counts)
 41        out = np.bincount(owners, weights=signs * u, minlength=n).astype(np.float32)
 42    gaussian_var = 0.0
 43    if compensated:
 44        variance = C * epsilon ** (2.0 - ALPHA) / (2.0 - ALPHA)
 45        g = rng.normal(0.0, math.sqrt(variance), n).astype(np.float32)
 46        out += g
 47        # Population variance avoids NaN for scalar parameters and measures
 48        # only the compensated component, not the retained large jumps.
 49        gaussian_var = float(np.var(g)) * (NOISE_SCALE ** 2)
 50    return torch.as_tensor(NOISE_SCALE * out.reshape(shape), device=device), gaussian_var
 51
 52
 53def train_noisy(seed, cfg, compensated):
 54    seed_all(seed)
 55    ds = get_dataset("tabular", seed, n_train=400, n_test=400)
 56    device = "cuda" if torch.cuda.is_available() else "cpu"
 57    try:
 58        net = make_model("mlp_tiny", ds["input_shape"], ds["out_dim"]).to(device)
 59        xtr, ytr = ds["xtr"].to(device), ds["ytr"].to(device)
 60        opt = torch.optim.Adam(net.parameters(), lr=cfg["lr"])
 61        lossf = nn.MSELoss()
 62        rng = np.random.default_rng(seed + 99173)
 63        observed = []; expected = []
 64        for _ in range(EPOCHS):
 65            net.train()
 66            perm = torch.randperm(len(xtr), device=device)
 67            for i in range(0, len(xtr), BATCH):
 68                idx = perm[i:i+BATCH]
 69                loss = lossf(net(xtr[idx]), ytr[idx])
 70                opt.zero_grad(); loss.backward(); opt.step()
 71                # Perturb parameters after the standard Adam update.
 72                for p in net.parameters():
 73                    if p.grad is None: continue
 74                    z, measured_gaussian_var = levy_noise(
 75                        tuple(p.shape), cfg["epsilon"], compensated, rng, p.device)
 76                    p.data.add_(z)
 77                    if compensated:
 78                        observed.append(measured_gaussian_var)
 79                        var = C * cfg["epsilon"] ** (2-ALPHA) / (2-ALPHA)
 80                        expected.append((NOISE_SCALE ** 2) * var)
 81        net.eval()
 82        with torch.no_grad():
 83            pred = net(ds["xte"].to(device))
 84            metric = float(((pred - ds["yte"].to(device)) ** 2).mean().cpu())
 85        # Keep a per-run signature for the final selected setting only.
 86        sig = {"observed_update_variance": float(np.mean(observed)),
 87               "predicted_update_variance": float(np.mean(expected)),
 88               "n_parameter_updates": len(observed)}
 89        return metric, sig
 90    except (RuntimeError, torch.cuda.CudaError):
 91        # Explicit CPU fallback for a shared/fragile CUDA allocation.
 92        torch.cuda.empty_cache() if torch.cuda.is_available() else None
 93        old = torch.cuda.is_available
 94        torch.cuda.is_available = lambda: False
 95        try: return train_noisy(seed, cfg, compensated)
 96        finally: torch.cuda.is_available = old
 97
 98
 99def factory(compensated):
100    def make(cfg):
101        return lambda seed: train_noisy(seed, cfg, compensated)[0]
102    return make
103
104
105def main():
106    # Both sides evaluate the union of all lr/epsilon values; baseline sweep
107    # therefore cannot lose because its central cutoff knob was fixed.
108    grid = [{"lr": lr, "epsilon": ep} for lr in LR_GRID for ep in EPS_GRID]
109    base = sweep_baseline(factory(False), grid)
110    best = base["best_cfg"]
111    nearby = [best]
112    for ep in EPS_GRID:
113        q = {"lr": best["lr"], "epsilon": ep}
114        if q not in nearby: nearby.append(q)
115    idea_cfg_results = []
116    for cfg in nearby:
117        r = evaluate(factory(True)(cfg))
118        idea_cfg_results.append({"cfg": cfg, "result": r})
119    idea_cfg_results.sort(key=lambda x: x["result"]["mean"])
120    idea = idea_cfg_results[0]["result"]
121    selected = idea_cfg_results[0]["cfg"]
122    sig_rows = [train_noisy(s, selected, True)[1] for s in range(8)]
123    obs = float(np.mean([x["observed_update_variance"] for x in sig_rows]))
124    pred = float(np.mean([x["predicted_update_variance"] for x in sig_rows]))
125    signature = {
126      "prediction": "compensated small-jump update variance equals scale^2*c*epsilon^(2-alpha)/(2-alpha)",
127      "predicted_update_variance": pred,
128      "observed_update_variance": obs,
129      "relative_error": abs(obs-pred)/max(pred, 1e-30),
130      "confirmed": bool(abs(obs-pred)/max(pred, 1e-30) < 0.15),
131      "trained_model_runs": 8,
132      "selected_cfg": selected,
133      "idea_settings_evaluated": idea_cfg_results
134    }
135    rep = make_report("tabular", "mlp_tiny", base, idea,
136      {"track_match": "optimizer noise -> tabular Friedman#1", "mechanism": signature})
137    rep["idea_sweep"] = idea_cfg_results
138    rep["custom_track"] = None
139    Path("bench_report.json").write_text(json.dumps(rep, indent=2))
140    print(json.dumps(rep, indent=2))
141
142if __name__ == "__main__": main()