Target-Law Neural Stopping / bench_target_law.py

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  1import json, math, random, sys
  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
 10TRACK = "dynamics"
 11MODEL = "rnn_small"
 12SEEDS = tuple(range(8))
 13# Union of all step sizes/lrs tried by either side; baseline gets every value too.
 14GRID = [{"lr": 1e-3}, {"lr": 3e-3}, {"lr": 1e-2}]
 15EPOCHS = 12
 16NTR, NTE = 400, 200
 17BATCH = 128
 18LAMBDA = 1e-3
 19K = 8
 20DT = 1.0
 21
 22
 23def seed_all(seed):
 24    random.seed(seed)
 25    np.random.seed(seed)
 26    torch.manual_seed(seed)
 27    if torch.cuda.is_available():
 28        torch.cuda.manual_seed_all(seed)
 29
 30
 31def make_ds(seed):
 32    return get_dataset(TRACK, seed, n_train=NTR, n_test=NTE)
 33
 34
 35def baseline_one(seed, cfg):
 36    seed_all(seed)
 37    ds = make_ds(seed)
 38    net = make_model(MODEL, ds["input_shape"], ds["out_dim"])
 39    _, metric, _ = train_model(net, ds, epochs=EPOCHS, lr=cfg["lr"],
 40                               batch=BATCH, log=lambda *_: None)
 41    return float(metric)
 42
 43
 44class StoppingSystem(nn.Module):
 45    """Bench GRU predictor plus a conditional hazard over trajectory prefixes."""
 46    def __init__(self, input_shape, out_dim):
 47        super().__init__()
 48        self.predictor = make_model(MODEL, input_shape, out_dim)
 49        # hazard sees current (theta, omega, control) and normalized time
 50        self.hazard = nn.Sequential(nn.Linear(4, 16), nn.Tanh(), nn.Linear(16, 1))
 51
 52    def prefix_predictions(self, x):
 53        vals = []
 54        states = []
 55        for k in range(K):
 56            prefix = x[:, :3 * (k + 1)]
 57            vals.append(self.predictor(prefix))
 58            states.append(x[:, 3 * k:3 * (k + 1)])
 59        return torch.stack(vals, dim=1), torch.stack(states, dim=1)
 60
 61    def forward_mixture(self, x):
 62        preds, states = self.prefix_predictions(x)
 63        n = x.shape[0]
 64        t = torch.arange(K, device=x.device, dtype=x.dtype).view(1, K, 1).expand(n, -1, -1) / K
 65        hz_in = torch.cat([states, t], dim=-1)
 66        hazards = torch.nn.functional.softplus(self.hazard(hz_in).squeeze(-1))
 67        q = 1.0 - torch.exp(-hazards * DT)
 68        survival = torch.cumprod(torch.cat([torch.ones(n, 1, device=x.device, dtype=x.dtype),
 69                                             1.0 - q[:, :-1]], dim=1), dim=1)
 70        weights = survival * q
 71        # residual survival emits the final available state, as in the formula
 72        weights[:, -1] = weights[:, -1] + survival[:, -1]
 73        mixture = (weights.unsqueeze(-1) * preds).sum(dim=1)
 74        expected_steps = (survival * DT).sum(dim=1)
 75        return mixture, q, survival, weights, expected_steps, preds
 76
 77
 78def train_stopping(seed, cfg, return_signature=False):
 79    seed_all(seed)
 80    ds = make_ds(seed)
 81    model = StoppingSystem(ds["input_shape"], ds["out_dim"])
 82    device = "cuda" if torch.cuda.is_available() else "cpu"
 83    try:
 84        model = model.to(device)
 85        xtr, ytr = ds["xtr"].to(device), ds["ytr"].to(device)
 86        opt = torch.optim.Adam(model.parameters(), lr=cfg["lr"])
 87        for _ in range(EPOCHS):
 88            model.train()
 89            perm = torch.randperm(len(xtr), device=device)
 90            for i in range(0, len(xtr), BATCH):
 91                idx = perm[i:i+BATCH]
 92                pred, _, _, _, expected, _ = model.forward_mixture(xtr[idx])
 93                loss = ((pred - ytr[idx]) ** 2).mean() + LAMBDA * expected.mean()
 94                opt.zero_grad(set_to_none=True)
 95                loss.backward()
 96                opt.step()
 97        model.eval()
 98        with torch.no_grad():
 99            xte, yte = ds["xte"].to(device), ds["yte"].to(device)
100            pred, q, survival, weights, expected, preds = model.forward_mixture(xte)
101            metric = float(((pred - yte) ** 2).mean().cpu())
102            if not return_signature:
103                return metric
104            # Re-test the survival-mixture claim on this trained model:
105            # analytic mixture weights versus empirical categorical stopping.
106            w = weights.mean(0).cpu().numpy()
107            rng = np.random.default_rng(10000 + seed)
108            draws = rng.choice(K, size=20000, p=w / w.sum())
109            empirical = np.bincount(draws, minlength=K) / len(draws)
110            analytic_surv = survival.mean(0).cpu().numpy()
111            observed_surv = np.array([(draws >= k).mean() for k in range(K)])
112            sig = {
113                "predicted_mean_expected_steps": float(expected.mean().cpu()),
114                "observed_mean_expected_steps_from_weights": float((w * np.arange(K)).sum()),
115                "survival_mae_predicted_vs_sampled": float(np.abs(analytic_surv - observed_surv).mean()),
116                "mixture_weight_mae_predicted_vs_sampled": float(np.abs(w - empirical).mean()),
117                "predicted_total_mass": float(w.sum()),
118                "confirmed": bool(np.abs(analytic_surv - observed_surv).mean() < 0.02 and
119                                  abs(w.sum() - 1.0) < 1e-5)
120            }
121            return metric, sig
122    except RuntimeError:
123        # Robust shared-GPU fallback for the custom intervention loop.
124        if device != "cpu":
125            torch.backends.cudnn.enabled = False
126            return train_stopping_cpu(seed, cfg, return_signature)
127        raise
128
129
130def train_stopping_cpu(seed, cfg, return_signature=False):
131    old = torch.cuda.is_available
132    # Re-run with CPU by temporarily disabling CUDA visibility at the tensor choice level.
133    seed_all(seed)
134    ds = make_ds(seed)
135    model = StoppingSystem(ds["input_shape"], ds["out_dim"]).cpu()
136    xtr, ytr = ds["xtr"], ds["ytr"]
137    opt = torch.optim.Adam(model.parameters(), lr=cfg["lr"])
138    for _ in range(EPOCHS):
139        perm = torch.randperm(len(xtr))
140        for i in range(0, len(xtr), BATCH):
141            idx = perm[i:i+BATCH]
142            pred, _, _, _, expected, _ = model.forward_mixture(xtr[idx])
143            loss = ((pred-ytr[idx])**2).mean() + LAMBDA*expected.mean()
144            opt.zero_grad(set_to_none=True); loss.backward(); opt.step()
145    model.eval()
146    with torch.no_grad():
147        pred, q, survival, weights, expected, _ = model.forward_mixture(ds["xte"])
148        metric = float(((pred-ds["yte"])**2).mean())
149        if not return_signature: return metric
150        w = weights.mean(0).numpy(); rng=np.random.default_rng(10000+seed)
151        draws=rng.choice(K,size=20000,p=w/w.sum())
152        empirical=np.bincount(draws,minlength=K)/len(draws)
153        aps=survival.mean(0).numpy(); ops=np.array([(draws>=k).mean() for k in range(K)])
154        return metric, {"predicted_mean_expected_steps":float(expected.mean()),
155          "observed_mean_expected_steps_from_weights":float((w*np.arange(K)).sum()),
156          "survival_mae_predicted_vs_sampled":float(np.abs(aps-ops).mean()),
157          "mixture_weight_mae_predicted_vs_sampled":float(np.abs(w-empirical).mean()),
158          "predicted_total_mass":float(w.sum()),
159          "confirmed":bool(np.abs(aps-ops).mean()<0.02 and abs(w.sum()-1)<1e-5)}
160
161
162def main():
163    # Baseline sweep uses exactly the same three lrs as the idea-side sweep.
164    base = sweep_baseline(lambda cfg: lambda seed: baseline_one(seed, cfg), GRID)
165    idea_runs = []
166    idea_cfg_results = []
167    for cfg in GRID:
168        r = evaluate(lambda seed, c=cfg: train_stopping(seed, c), SEEDS)
169        idea_cfg_results.append({"cfg": cfg, "result": r})
170    best = min(idea_cfg_results, key=lambda z: z["result"]["mean"])
171    idea = best["result"]
172    sig_metric, signature = train_stopping(0, best["cfg"], return_signature=True)
173    report = make_report(TRACK, MODEL, base, idea, {
174        "prediction": "trained hazard survival mixture has unit mass and sampled survival matches analytic survival",
175        "best_idea_cfg": best["cfg"], "idea_sweep": idea_cfg_results,
176        "sampled_seed0_metric": sig_metric, **signature})
177    report["notes"] = {"epochs": EPOCHS, "n_train": NTR, "n_test": NTE,
178                        "structural_match": "controlled damped pendulum dynamics; adaptive stopping over trajectory prefixes",
179                        "baseline_method": "canonical bench train_model on final-prefix GRU prediction",
180                        "idea_method": "same GRU predictor trained end-to-end with differentiable hazard mixture and compute penalty"}
181    Path("bench_report.json").write_text(json.dumps(report, indent=2))
182    print(json.dumps(report, indent=2))
183
184
185if __name__ == "__main__":
186    main()