Model Comparison

bayesflow/__init__.py

@@ -1,26 +1,38 @@
 from . import (
     approximators,
-    configurators,
+    benchmarks,
+    data_adapters,
     datasets,
     diagnostics,
     distributions,
     networks,
     simulators,
-    benchmarks,
     utils,
 )
 
-from .approximators import Approximator
+from .approximators import ContinuousApproximator
 from .datasets import OfflineDataset, OnlineDataset
 
-import keras
 
-if keras.backend.backend() == "torch":
-    # turn off gradients by default
-    import torch
+def setup():
+    # perform any necessary setup without polluting the namespace
+    import keras
+    import logging
+
+    # set the basic logging level if the user hasn't already
+    logging.basicConfig(level=logging.INFO)
+
+    # use a separate logger for the bayesflow package
+    logger = logging.getLogger(__name__)
+    logger.setLevel(logging.INFO)
+
+    if keras.backend.backend() == "torch":
+        # turn off gradients by default
+        import torch
+
+        torch.autograd.set_grad_enabled(False)
 
-    torch.autograd.set_grad_enabled(False)
 
-    # clean up namespace
-    del keras
-    del torch
+# call and clean up namespace
+setup()
+del setup

bayesflow/approximators/__init__.py

@@ -1 +1,3 @@
 from .approximator import Approximator
+from .continuous_approximator import ContinuousApproximator
+from .model_comparison_approximator import ModelComparisonApproximator

bayesflow/approximators/approximator.py

@@ -1,88 +1,84 @@
 import keras
-from keras.saving import register_keras_serializable
-
-from bayesflow.configurators import Configurator
-
-match keras.backend.backend():
-    case "jax":
-        from .jax_approximator import JAXApproximator as BaseApproximator
-    case "numpy":
-        from .numpy_approximator import NumpyApproximator as BaseApproximator
-    case "tensorflow":
-        from .tensorflow_approximator import TensorFlowApproximator as BaseApproximator
-    case "torch":
-        from .torch_approximator import TorchApproximator as BaseApproximator
-    case other:
-        raise NotImplementedError(f"BayesFlow does not currently support backend '{other}'.")
-
-
-@register_keras_serializable(package="bayesflow.amortizers")
-class Approximator(BaseApproximator):
-    def __init__(self, **kwargs):
-        """The main workhorse for learning amortized neural approximators for distributions arising
-        in inverse problems and Bayesian inference (e.g., posterior distributions, likelihoods, marginal
-        likelihoods).
-
-        The complete semantics of this class allow for flexible estimation of the following distribution:
-
-        Q(inference_variables | H(summary_variables; summary_conditions), inference_conditions),
-
-        # TODO - math notation
-
-        where all quantities to the right of the "given" symbol | are optional and H refers to the optional
-        summary /embedding network used to compress high-dimensional data into lower-dimensional summary
-        vectors. Some examples are provided below.
-
-        Parameters
-        ----------
-        inference_variables: list[str]
-            A list of variable names indicating the quantities to be inferred / learned by the approximator,
-            e.g., model parameters when approximating the Bayesian posterior or observables when approximating
-            a likelihood density.
-        inference_conditions: list[str]
-            A list of variable names indicating quantities that will be used to condition (i.e., inform) the
-            distribution over inference variables directly, that is, without passing through the summary network.
-        summary_variables: list[str]
-            A list of variable names indicating quantities that will be used to condition (i.e., inform) the
-            distribution over inference variables after passing through the summary network (i.e., undergoing a
-            learnable transformation / dimensionality reduction). For instance, non-vector quantities (e.g.,
-            sets or time-series) in posterior inference will typically qualify as summary variables. In addition,
-            these quantities may involve learnable distributions on their own.
-        summary_conditions: list[str]
-            A list of variable names indicating quantities that will be used to condition (i.e., inform) the
-            optional summary network, e.g., when the summary network accepts further conditions that do not
-            conform to the semantics of summary variable (i.e., need not be embedded or their distribution
-            needs not be learned).
-
-            # TODO add citations
-
-        Examples
-        -------
-        # TODO
-        """
-        if "configurator" not in kwargs:
-            # try to set up a default configurator
-            if "inference_variables" not in kwargs:
-                raise ValueError("You must specify either a configurator or arguments for the default configurator.")
-
-            inference_variables = kwargs.pop("inference_variables")
-            inference_conditions = kwargs.pop("inference_conditions", None)
-            summary_variables = kwargs.pop("summary_variables", None)
-
-            kwargs["configurator"] = Configurator(
-                inference_variables,
-                inference_conditions,
-                summary_variables,
-            )
+import multiprocessing as mp
+
+from bayesflow.data_adapters import DataAdapter
+from bayesflow.datasets import OnlineDataset
+from bayesflow.simulators import Simulator
+from bayesflow.utils import find_batch_size, filter_kwargs, logging
+
+from .backend_approximators import BackendApproximator
+
+
+class Approximator(BackendApproximator):
+    def build(self, data_shapes: any) -> None:
+        mock_data = keras.tree.map_structure(keras.ops.zeros, data_shapes)
+        self.build_from_data(mock_data)
+
+    @classmethod
+    def build_data_adapter(cls, **kwargs) -> DataAdapter:
+        # implemented by each respective architecture
+        raise NotImplementedError
+
+    def build_from_data(self, data: dict[str, any]) -> None:
+        self.compute_metrics(**data, stage="training")
+        self.built = True
+
+    @classmethod
+    def build_dataset(
+        cls,
+        *,
+        batch_size: int = "auto",
+        num_batches: int,
+        data_adapter: DataAdapter = "auto",
+        memory_budget: str | int = "auto",
+        simulator: Simulator,
+        workers: int = "auto",
+        use_multiprocessing: bool = False,
+        max_queue_size: int = 32,
+        **kwargs,
+    ) -> OnlineDataset:
+        if batch_size == "auto":
+            batch_size = find_batch_size(memory_budget=memory_budget, sample=simulator.sample((1,)))
+            logging.info(f"Using a batch size of {batch_size}.")
+
+        if data_adapter == "auto":
+            data_adapter = cls.build_data_adapter(**filter_kwargs(kwargs, cls.build_data_adapter))
+
+        if workers == "auto":
+            workers = mp.cpu_count()
+            logging.info(f"Using {workers} data loading workers.")
+
+        workers = workers or 1
+
+        return OnlineDataset(
+            simulator=simulator,
+            batch_size=batch_size,
+            num_batches=num_batches,
+            data_adapter=data_adapter,
+            workers=workers,
+            use_multiprocessing=use_multiprocessing,
+            max_queue_size=max_queue_size,
+        )
+
+    def fit(self, *, dataset: keras.utils.PyDataset = None, simulator: Simulator = None, **kwargs):
+        if dataset is None:
+            if simulator is None:
+                raise ValueError("Received no data to fit on. Please provide either a dataset or a simulator.")
+
+            logging.info(f"Building dataset from simulator instance of {simulator.__class__.__name__}.")
+            dataset = self.build_dataset(simulator=simulator, **filter_kwargs(kwargs, self.build_dataset))
         else:
-            # the user passed a configurator, so we should not configure a default one
-            # check if the user also passed args for the default configurator
-            keys = ["inference_variables", "inference_conditions", "summary_variables"]
-            if any(key in kwargs for key in keys):
+            if simulator is not None:
                 raise ValueError(
-                    "Received an ambiguous set of arguments: You are passing a configurator explicitly, "
-                    "but also providing arguments for the default configurator."
+                    "Received conflicting arguments. Please provide either a dataset or a simulator, but not both."
                 )
 
-        kwargs.setdefault("summary_network", None)
-        super().__init__(**kwargs)
+            logging.info(f"Fitting on dataset instance of {dataset.__class__.__name__}.")
+
+        if not self.built:
+            logging.info("Building on a test batch.")
+            mock_data = dataset[0]
+            mock_data = keras.tree.map_structure(keras.ops.convert_to_tensor, mock_data)
+            self.build_from_data(mock_data)
+
+        return super().fit(dataset=dataset, **kwargs)

bayesflow/approximators/backend_approximators/__init__.py

@@ -0,0 +1 @@
+from .backend_approximator import BackendApproximator

bayesflow/approximators/backend_approximators/backend_approximator.py

@@ -0,0 +1,22 @@
+import keras
+
+from bayesflow.utils import filter_kwargs
+
+
+match keras.backend.backend():
+    case "jax":
+        from .jax_approximator import JAXApproximator as BaseBackendApproximator
+    case "numpy":
+        from .numpy_approximator import NumpyApproximator as BaseBackendApproximator
+    case "tensorflow":
+        from .tensorflow_approximator import TensorFlowApproximator as BaseBackendApproximator
+    case "torch":
+        from .torch_approximator import TorchApproximator as BaseBackendApproximator
+    case other:
+        raise ValueError(f"Backend '{other}' is not supported.")
+
+
+class BackendApproximator(BaseBackendApproximator):
+    # noinspection PyMethodOverriding
+    def fit(self, *, dataset: keras.utils.PyDataset, **kwargs):
+        return super().fit(x=dataset, y=None, **filter_kwargs(kwargs, super().fit))

bayesflow/approximators/jax_approximator.py → bayesflow/approximators/backend_approximators/jax_approximator.py

@@ -1,25 +1,23 @@
 import jax
 import keras
 
-from .base_approximator import BaseApproximator
-from ..types import Tensor
+from bayesflow.utils import filter_kwargs
 
 
-class JAXApproximator(BaseApproximator):
-    def train_step(self, *args, **kwargs):
-        return self.stateless_train_step(*args, **kwargs)
-
-    def test_step(self, *args, **kwargs):
-        return self.stateless_test_step(*args, **kwargs)
+class JAXApproximator(keras.Model):
+    # noinspection PyMethodOverriding
+    def compute_metrics(self, *args, **kwargs) -> dict[str, jax.Array]:
+        # implemented by each respective architecture
+        raise NotImplementedError
 
     def stateless_compute_metrics(
         self,
         trainable_variables: any,
         non_trainable_variables: any,
         metrics_variables: any,
-        data: dict[str, Tensor],
+        data: dict[str, any],
         stage: str = "training",
-    ) -> (Tensor, tuple):
+    ) -> (jax.Array, tuple):
         """
         Things we do for jax:
         1. Accept trainable variables as the first argument
@@ -40,21 +38,35 @@ def stateless_compute_metrics(
 
         # perform a stateless call to compute_metrics
         with keras.StatelessScope(state_mapping) as scope:
-            metrics = self.compute_metrics(data, stage)
+            kwargs = filter_kwargs(data | {"stage": stage}, self.compute_metrics)
+            metrics = self.compute_metrics(**kwargs)
 
         # update variables
         non_trainable_variables = [scope.get_current_value(v) for v in self.non_trainable_variables]
         metrics_variables = [scope.get_current_value(v) for v in self.metrics_variables]
 
         return metrics["loss"], (metrics, non_trainable_variables, metrics_variables)
 
-    def stateless_train_step(self, state: tuple, data: dict[str, Tensor]) -> (dict[str, Tensor], tuple):
+    def stateless_test_step(self, state: tuple, data: dict[str, any]) -> (dict[str, jax.Array], tuple):
+        trainable_variables, non_trainable_variables, metrics_variables = state
+
+        loss, aux = self.stateless_compute_metrics(
+            trainable_variables, non_trainable_variables, metrics_variables, data=data, stage="validation"
+        )
+        metrics, non_trainable_variables, metrics_variables = aux
+
+        metrics_variables = self._update_loss(loss, metrics_variables)
+
+        state = trainable_variables, non_trainable_variables, metrics_variables
+        return metrics, state
+
+    def stateless_train_step(self, state: tuple, data: dict[str, any]) -> (dict[str, jax.Array], tuple):
         trainable_variables, non_trainable_variables, optimizer_variables, metrics_variables = state
 
         grad_fn = jax.value_and_grad(self.stateless_compute_metrics, has_aux=True)
 
         (loss, aux), grads = grad_fn(
-            trainable_variables, non_trainable_variables, metrics_variables, data, stage="training"
+            trainable_variables, non_trainable_variables, metrics_variables, data=data, stage="training"
         )
         metrics, non_trainable_variables, metrics_variables = aux
 
@@ -67,20 +79,13 @@ def stateless_train_step(self, state: tuple, data: dict[str, Tensor]) -> (dict[s
         state = trainable_variables, non_trainable_variables, optimizer_variables, metrics_variables
         return metrics, state
 
-    def stateless_test_step(self, state: tuple, data: dict[str, Tensor]) -> (dict[str, Tensor], tuple):
-        trainable_variables, non_trainable_variables, metrics_variables = state
-
-        loss, aux = self.stateless_compute_metrics(
-            trainable_variables, non_trainable_variables, metrics_variables, data, stage="validation"
-        )
-        metrics, non_trainable_variables, metrics_variables = aux
-
-        metrics_variables = self._update_loss(loss, metrics_variables)
+    def test_step(self, *args, **kwargs):
+        return self.stateless_test_step(*args, **kwargs)
 
-        state = trainable_variables, non_trainable_variables, metrics_variables
-        return metrics, state
+    def train_step(self, *args, **kwargs):
+        return self.stateless_train_step(*args, **kwargs)
 
-    def _update_loss(self, loss, metrics_variables):
+    def _update_loss(self, loss: jax.Array, metrics_variables: any) -> any:
         # update the loss progress bar, and possibly metrics variables along with it
         state_mapping = list(zip(self.metrics_variables, metrics_variables))
         with keras.StatelessScope(state_mapping) as scope:

bayesflow/approximators/backend_approximators/numpy_approximator.py

@@ -0,0 +1,18 @@
+import keras
+import numpy as np
+
+from bayesflow.utils import filter_kwargs
+
+
+class NumpyApproximator(keras.Model):
+    # noinspection PyMethodOverriding
+    def compute_metrics(self, *args, **kwargs) -> dict[str, np.ndarray]:
+        # implemented by each respective architecture
+        raise NotImplementedError
+
+    def test_step(self, data: dict[str, any]) -> dict[str, np.ndarray]:
+        kwargs = filter_kwargs(data | {"stage": "validation"}, self.compute_metrics)
+        return self.compute_metrics(**kwargs)
+
+    def train_step(self, data: dict[str, any]) -> dict[str, np.ndarray]:
+        raise NotImplementedError("Numpy backend does not support training.")

bayesflow/approximators/backend_approximators/tensorflow_approximator.py

@@ -0,0 +1,29 @@
+import keras
+import tensorflow as tf
+
+from bayesflow.utils import filter_kwargs
+
+
+class TensorFlowApproximator(keras.Model):
+    # noinspection PyMethodOverriding
+    def compute_metrics(self, *args, **kwargs) -> dict[str, tf.Tensor]:
+        # implemented by each respective architecture
+        raise NotImplementedError
+
+    def test_step(self, data: dict[str, any]) -> dict[str, tf.Tensor]:
+        kwargs = filter_kwargs(data | {"stage": "validation"}, self.compute_metrics)
+        return self.compute_metrics(**kwargs)
+
+    def train_step(self, data: dict[str, any]) -> dict[str, tf.Tensor]:
+        with tf.GradientTape() as tape:
+            kwargs = filter_kwargs(data | {"stage": "training"}, self.compute_metrics)
+            metrics = self.compute_metrics(**kwargs)
+
+        loss = metrics["loss"]
+
+        grads = tape.gradient(loss, self.trainable_variables)
+        self.optimizer.apply_gradients(zip(grads, self.trainable_variables))
+
+        self._loss_tracker.update_state(loss)
+
+        return metrics