preqtorch 0.1.5

A package for prequential coding using PyTorch.

PreqTorch

A PyTorch-based library for calculating the prequential codelength of datasets. This toolkit allows for calculating the stochastic complexity of a dataset given it and a model class.

Overview

PreqTorch provides tools for prequential encoding in PyTorch. Prequential encoding is a technique for evaluating datasets in an online learning setting, where the model is updated after each prediction.

The library includes:

• Prequential encoders (BlockEncoder, MIREncoder)

Installation

From PyPI

pip install preqtorch

From Source

git clone https://github.com/cj-torres/preqtorch.git
cd preqtorch
pip install -e .

Requirements

PreqTorch has the following requirements:

• Python 3.6+
• PyTorch 1.7+
• NumPy

Usage

I built this package to stop myself from rewriting the same prequential encoding process over and over. For this reason, the package wraps your dataset, model, and if necessary, a collate function and encoding (loss) function.

The rest of the document will review the required formats for each of these. In my first iteration I've tried to strike a balance between flexibility and brevity.

Dataset formatting

For PreqTorch to work properly, your datasets must:

1. Be organized as tuples of tensors or tuples of tuples including tensors
2. Return data in one of the following formats:
   • (inputs, targets) - Basic format without masks
   • (inputs, targets, mask) - Format with a shared mask for both model outputs and targets
   • (inputs, targets, output_mask, target_mask) - Format with separate masks for outputs and targets
3. Be compatible with PyTorch's Dataset class

Collate Function

When using PreqTorch encoders, you may provide your own collate function at creation time. This function should:

• Take a batch of samples and combine them into a single batch
• Return data in one of the supported formats:
  • (inputs, targets)
  • (inputs, targets, mask) - shared mask for both model outputs and targets
  • (inputs, targets, output_mask, target_mask) - separate masks for outputs and targets
• Handle any specific requirements of your dataset

Examples of collate functions for different dataset formats:

# Basic collate function (inputs, targets)
def basic_collate_fn(batch):
    # Unpack the batch
    inputs = [item[0] for item in batch]
    targets = [item[1] for item in batch]

    # Stack inputs and targets into tensors
    inputs = torch.stack(inputs)
    targets = torch.stack(targets)

    return inputs, targets

# Collate function with shared mask (inputs, targets, mask)
def masked_collate_fn(batch):
    # Unpack the batch
    inputs = [item[0] for item in batch]
    targets = [item[1] for item in batch]

    # Create or extract masks (example: mask based on non-zero values)
    masks = [torch.ones_like(item[1], dtype=torch.bool) for item in batch]

    # Stack inputs, targets, and masks into tensors
    inputs = torch.stack(inputs)
    targets = torch.stack(targets)
    masks = torch.stack(masks)

    return inputs, targets, masks

# Collate function with separate masks (inputs, targets, output_mask, target_mask)
def separate_masks_collate_fn(batch):
    # Unpack the batch
    inputs = [item[0] for item in batch]
    targets = [item[1] for item in batch]

    # Create or extract masks (example: different masks for outputs and targets)
    # Note: output_mask will be applied to model outputs, which should have the same shape as inputs
    output_masks = [torch.ones_like(item[0], dtype=torch.bool) for item in batch]
    target_masks = [torch.ones_like(item[1], dtype=torch.bool) for item in batch]

    # Stack inputs, targets, and masks into tensors
    inputs = torch.stack(inputs)
    targets = torch.stack(targets)
    output_masks = torch.stack(output_masks)
    target_masks = torch.stack(target_masks)

    return inputs, targets, output_masks, target_masks

Encoding Function

By default encoders will attempt to use cross entropy loss, returning code lengths calculated from the loss in units of bits. However, a custom encoding function may be supplied. No matter what function is supplied, it will be called like this:

code_lengths = encoding_fn(outputs, target, output_mask, target_mask)

You can write the function however you wish! But understand that this is the call that will be made internally.

Encoders

The package supports two types of prequential encoders, themselves approximations of true prequential encoding (which is unwieldy).

Block Encoding

Block encoding divides the dataset into blocks and trains the model on each block sequentially. See Blier, et al. (2018) for details.

import torch
from preqtorch import BlockEncoder

# Define a model class
class MyModel(torch.nn.Module):
    def __init__(self):
        super().__init__()
        self.linear = torch.nn.Linear(10, 2)

    def forward(self, x):
        return self.linear(x)

# Create a block encoder
encoder = BlockEncoder(
    model_class=MyModel,
    loss_fn=torch.nn.functional.cross_entropy
)

# Encode a dataset using block encoding
model, code_length, history = encoder.encode(
    dataset=my_dataset,
    set_name="My Dataset",
    stop_points=[0.125, 0.25, 0.5, 1.0],  # Points (in proportion) to stop and evaluate
    batch_size=32,
    seed=42,
    learning_rate=0.001,
    epochs=50,
    patience=20,
    collate_fn=my_collate_fn  # Your custom collate function
)

MIR Encoding

MIR (Mini-batch Incremental/Replay) encoding uses replay buffers or streams to revisit previous data. See Bornschein, et al. (2022) for details.

from preqtorch import MIREncoder

# Create a MIR encoder
encoder = MIREncoder(
    model_class=MyModel,
    loss_fn=torch.nn.functional.cross_entropy
)

# Encode a dataset using MIR encoding
model, code_length, history, ema_params, beta, replay = encoder.encode(
    dataset=my_dataset,
    set_name="My Dataset",
    n_replay_samples=2,  # Number of replay streams or buffer size
    learning_rate=0.001,
    batch_size=32,
    seed=42,
    alpha=0.1,  # EMA update rate
    collate_fn=my_collate_fn,  # Your custom collate function
    use_beta=True,  # Whether to use learnable temperature parameter
    use_ema=True,  # Whether to use exponential moving average
    replay_type="buffer"  # Type of replay: "buffer" or "streams"
)

License

This project is licensed under the MIT License - see the LICENSE file for details.

See also

Bornschein, J., Li, Y., & Hutter, M. (2022). Sequential learning of neural networks for prequential mdl. arXiv preprint arXiv:2210.07931.

Blier, L., & Ollivier, Y. (2018). The description length of deep learning models. Advances in Neural Information Processing Systems, 31.