File: evjang_transforms.py

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# Eric Jang originally wrote an implementation of MAML in JAX
# (https://github.com/ericjang/maml-jax).
# We translated his implementation from JAX to PyTorch.

import math

import matplotlib as mpl
import matplotlib.pyplot as plt
import numpy as np

import torch
from torch.func import grad, vmap
from torch.nn import functional as F


mpl.use("Agg")


def net(params, x):
    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_(-1.0, 1.0).requires_grad_(),
    torch.Tensor(40).zero_().requires_grad_(),
    torch.Tensor(40, 40)
    .uniform_(-1.0 / math.sqrt(40), 1.0 / math.sqrt(40))
    .requires_grad_(),
    torch.Tensor(40).zero_().requires_grad_(),
    torch.Tensor(1, 40)
    .uniform_(-1.0 / math.sqrt(40), 1.0 / math.sqrt(40))
    .requires_grad_(),
    torch.Tensor(1).zero_().requires_grad_(),
]

# TODO: use F.mse_loss


def mse_loss(x, y):
    return torch.mean((x - y) ** 2)


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=0.5))
        phases.append(np.random.uniform(low=0.0, high=np.pi))

    def get_batch():
        xs, ys = [], []
        for A, phase in zip(As, phases):
            x = np.random.uniform(low=-5.0, high=5.0, 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):
        def inner_loss(params, x1, y1):
            f = net(params, x1)
            loss = mse_loss(f, y1)
            return loss

        grads = grad(inner_loss)(tuple(params), x1, y1)
        new_params = [(params[i] - alpha * grads[i]) for i in range(len(params))]

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

    task = sample_tasks(num_tasks, K)
    inner_losses = vmap(get_loss_for_task)(task[0], task[1], task[2], task[3])
    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.detach())

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_params, t_x)
    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(t_params, test_x)

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, [0.05] * 20))
plt.savefig("losses.png")