これは、私にとっては不思議なエラーであり、支え続けています。
再現可能な例については、Jupyter Notebookをここで見つけることができます：https：//github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/blob/master/Chapter5_LossFunctions/Ch5_LossFunctions_TFP.ipynb）-章5（損失関数）。
便利なことに、この例では、データは人工的であり、オンザフライで構築されます。
問題を引き起こすコードの部分は次のとおりです（私はtensorflow 2を実行しています）：
# Code for creating artificial "dummy" data
# This is a common strategy for testing our models
# before applying it to real-world data
num_data = 100
X_data = (0.025 * tfd.Normal(loc=0.,scale=1.).sample(sample_shape=num_data))
Y_data = (0.5 * X_data + 0.01 * tfd.Normal(loc=0.,scale=1.).sample(sample_shape=num_data))
tf_var_data = tf.nn.moments(X_data, axes=0)[1]
covar = tfp.stats.covariance(X_data,Y_data, sample_axis=0, event_axis=None)
ls_coef = covar / tf_var_data
[
X_data_, Y_data_, ls_coef_,
] = [
X_data.numpy(), Y_data.numpy(), ls_coef.numpy(),
]
ls_intercept_ = Y_data_.mean() - ls_coef_ * X_data_.mean()
obs_stdev = tf.sqrt(
tf.reduce_mean(tf.math.squared_difference(Y_data_, tf.reduce_mean(Y_data_, axis=0)),
axis=0))
# Let's define the log probability of the bayesian regression function
def finance_posterior_log_prob(X_data_, Y_data_, alpha, beta, sigma):
"""
Our posterior log probability, as a function of states
Args:
alpha_: scalar, taken from state of the HMC
beta_: scalar, taken from state of the HMC
sigma_: scalar, the standard deviation of , taken from state of the HMC
Returns:
Scalar sum of log probabilities
Closure over: Y_data, X_data
"""
rv_std = tfd.Uniform(name="std", low=0., high=100.)
rv_beta = tfd.Normal(name="beta", loc=0., scale=100.)
rv_alpha = tfd.Normal(name="alpha", loc=0., scale=100.)
mean = alpha + beta * X_data_
rv_observed = tfd.Normal(name="obs", loc=mean, scale=sigma)
return (
rv_alpha.log_prob(alpha)
+ rv_beta.log_prob(beta)
+ rv_std.log_prob(sigma)
+ tf.reduce_sum(rv_observed.log_prob(Y_data_))
)
number_of_steps = 30000
burnin = 5000
# Set the chain's start state.
initial_chain_state = [
tf.cast(1.,dtype=tf.float32) * tf.ones([], name='init_alpha', dtype=tf.float32),
tf.cast(0.01,dtype=tf.float32) * tf.ones([], name='init_beta', dtype=tf.float32),
tf.cast(obs_stdev,dtype=tf.float32) * tf.ones([], name='init_sigma', dtype=tf.float32)
]
# Since HMC operates over unconstrained space, we need to transform the
# samples so they live in real-space.
# Beta and sigma are 100x and 10x of alpha, approximately, so apply Affine scalar bijector
# to multiply the unconstrained beta and sigma by 100x and 10x to get back to
# the problem space
unconstraining_bijectors = [
tfp.bijectors.Identity(), #alpha
tfp.bijectors.Shift(100.), #beta
tfp.bijectors.Scale(10.), #sigma
]
# Define a closure over our joint_log_prob.
unnormalized_posterior_log_prob = lambda *args: finance_posterior_log_prob(X_data_, Y_data_, *args)
step_size = 0.5
# Defining the HMC
kernel=tfp.mcmc.TransformedTransitionKernel(
inner_kernel=tfp.mcmc.HamiltonianMonteCarlo(
target_log_prob_fn=unnormalized_posterior_log_prob,
num_leapfrog_steps=2,
step_size=step_size,
state_gradients_are_stopped=True),
bijector=unconstraining_bijectors)
kernel = tfp.mcmc.SimpleStepSizeAdaptation(
inner_kernel=kernel, num_adaptation_steps=int(burnin * 0.8))
# Sampling from the chain.
[
alpha,
beta,
sigma
], kernel_results = tfp.mcmc.sample_chain(
num_results = number_of_steps,
num_burnin_steps = burnin,
current_state=initial_chain_state,
kernel=kernel,
name='HMC_sampling'
)
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-63-b2e46a99062a> in <module>
21 current_state=initial_chain_state,
22 kernel=kernel,
---> 23 name='HMC_sampling'
24 )
25
~\Anaconda3\envs\tf2\lib\site-packages\tensorflow_probability\python\mcmc\sample.py in sample_chain(num_results, current_state, previous_kernel_results, kernel, num_burnin_steps, num_steps_between_results, trace_fn, return_final_kernel_results, parallel_iterations, name)
357 trace_fn(*state_and_results)),
358 # pylint: enable=g-long-lambda
--> 359 parallel_iterations=parallel_iterations)
360
361 if return_final_kernel_results:
~\Anaconda3\envs\tf2\lib\site-packages\tensorflow_probability\python\mcmc\internal\util.py in trace_scan(loop_fn, initial_state, elems, trace_fn, parallel_iterations, name)
393 body=_body,
394 loop_vars=(0, initial_state, trace_arrays),
--> 395 parallel_iterations=parallel_iterations)
396
397 stacked_trace = tf.nest.map_structure(lambda x: x.stack(), trace_arrays)
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\util\deprecation.py in new_func(*args, **kwargs)
572 func.__module__, arg_name, arg_value, 'in a future version'
573 if date is None else ('after %s' % date), instructions)
--> 574 return func(*args, **kwargs)
575
576 doc = _add_deprecated_arg_value_notice_to_docstring(
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\ops\control_flow_ops.py in while_loop_v2(cond, body, loop_vars, shape_invariants, parallel_iterations, back_prop, swap_memory, maximum_iterations, name)
2489 name=name,
2490 maximum_iterations=maximum_iterations,
-> 2491 return_same_structure=True)
2492
2493
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\ops\control_flow_ops.py in while_loop(cond, body, loop_vars, shape_invariants, parallel_iterations, back_prop, swap_memory, name, maximum_iterations, return_same_structure)
2725 list(loop_vars))
2726 while cond(*loop_vars):
-> 2727 loop_vars = body(*loop_vars)
2728 if try_to_pack and not isinstance(loop_vars, (list, _basetuple)):
2729 packed = True
~\Anaconda3\envs\tf2\lib\site-packages\tensorflow_probability\python\mcmc\internal\util.py in _body(i, state, trace_arrays)
382
383 def _body(i, state, trace_arrays):
--> 384 state = loop_fn(state, elems_array.read(i))
385 trace_arrays = tf.nest.pack_sequence_as(trace_arrays, [
386 a.write(i, v) for a, v in zip(
~\Anaconda3\envs\tf2\lib\site-packages\tensorflow_probability\python\mcmc\sample.py in _trace_scan_fn(state_and_results, num_steps)
341 body_fn=kernel.one_step,
342 initial_loop_vars=list(state_and_results),
--> 343 parallel_iterations=parallel_iterations)
344 return next_state, current_kernel_results
345
~\Anaconda3\envs\tf2\lib\site-packages\tensorflow_probability\python\mcmc\internal\util.py in smart_for_loop(loop_num_iter, body_fn, initial_loop_vars, parallel_iterations, name)
315 body=lambda i, *args: [i + 1] + list(body_fn(*args)),
316 loop_vars=[np.int32(0)] + initial_loop_vars,
--> 317 parallel_iterations=parallel_iterations
318 )[1:]
319 result = initial_loop_vars
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\util\deprecation.py in new_func(*args, **kwargs)
572 func.__module__, arg_name, arg_value, 'in a future version'
573 if date is None else ('after %s' % date), instructions)
--> 574 return func(*args, **kwargs)
575
576 doc = _add_deprecated_arg_value_notice_to_docstring(
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\ops\control_flow_ops.py in while_loop_v2(cond, body, loop_vars, shape_invariants, parallel_iterations, back_prop, swap_memory, maximum_iterations, name)
2489 name=name,
2490 maximum_iterations=maximum_iterations,
-> 2491 return_same_structure=True)
2492
2493
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\ops\control_flow_ops.py in while_loop(cond, body, loop_vars, shape_invariants, parallel_iterations, back_prop, swap_memory, name, maximum_iterations, return_same_structure)
2725 list(loop_vars))
2726 while cond(*loop_vars):
-> 2727 loop_vars = body(*loop_vars)
2728 if try_to_pack and not isinstance(loop_vars, (list, _basetuple)):
2729 packed = True
~\Anaconda3\envs\tf2\lib\site-packages\tensorflow_probability\python\mcmc\internal\util.py in <lambda>(i, *args)
313 return tf.while_loop(
314 cond=lambda i, *args: i < loop_num_iter,
--> 315 body=lambda i, *args: [i + 1] + list(body_fn(*args)),
316 loop_vars=[np.int32(0)] + initial_loop_vars,
317 parallel_iterations=parallel_iterations
~\Anaconda3\envs\tf2\lib\site-packages\tensorflow_probability\python\mcmc\simple_step_size_adaptation.py in one_step(self, current_state, previous_kernel_results)
378 reduced_log_accept_prob = reduce_logmeanexp(
379 log_accept_prob,
--> 380 axis=prefer_static.range(num_reduce_dims))
381 # reduced_log_accept_prob must broadcast into step_size_part on the
382 # left, so we do an additional reduction over dimensions where their
~\Anaconda3\envs\tf2\lib\site-packages\tensorflow_probability\python\math\generic.py in reduce_logmeanexp(input_tensor, axis, keepdims, name)
109 lse = tf.reduce_logsumexp(input_tensor, axis=axis, keepdims=keepdims)
110 n = prefer_static.size(input_tensor) // prefer_static.size(lse)
--> 111 log_n = tf.math.log(tf.cast(n, lse.dtype))
112 return lse - log_n
113
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\util\dispatch.py in wrapper(*args, **kwargs)
178 """Call target, and fall back on dispatchers if there is a TypeError."""
179 try:
--> 180 return target(*args, **kwargs)
181 except (TypeError, ValueError):
182 # Note: convert_to_eager_tensor currently raises a ValueError, not a
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\ops\math_ops.py in cast(x, dtype, name)
746 # allows some conversions that cast() can't do, e.g. casting numbers to
747 # strings.
--> 748 x = ops.convert_to_tensor(x, name="x")
749 if x.dtype.base_dtype != base_type:
750 x = gen_math_ops.cast(x, base_type, name=name)
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\framework\ops.py in convert_to_tensor(value, dtype, name, as_ref, preferred_dtype, dtype_hint, ctx, accepted_result_types)
1348
1349 if ret is None:
-> 1350 ret = conversion_func(value, dtype=dtype, name=name, as_ref=as_ref)
1351
1352 if ret is NotImplemented:
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\framework\tensor_conversion_registry.py in _default_conversion_function(***failed resolving arguments***)
50 def _default_conversion_function(value, dtype, name, as_ref):
51 del as_ref # Unused.
---> 52 return constant_op.constant(value, dtype, name=name)
53
54
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\framework\constant_op.py in constant(value, dtype, shape, name)
256 """
257 return _constant_impl(value, dtype, shape, name, verify_shape=False,
--> 258 allow_broadcast=True)
259
260
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\framework\constant_op.py in _constant_impl(value, dtype, shape, name, verify_shape, allow_broadcast)
264 ctx = context.context()
265 if ctx.executing_eagerly():
--> 266 t = convert_to_eager_tensor(value, ctx, dtype)
267 if shape is None:
268 return t
~\AppData\Roaming\Python\Python37\site-packages\tensorflow_core\python\framework\constant_op.py in convert_to_eager_tensor(value, ctx, dtype)
94 dtype = dtypes.as_dtype(dtype).as_datatype_enum
95 ctx.ensure_initialized()
---> 96 return ops.EagerTensor(value, ctx.device_name, dtype)
97
98
ValueError: Failed to convert a NumPy array to a Tensor (Unsupported numpy type: NPY_INT).
問題はから来ているようです
kernel = tfp.mcmc.SimpleStepSizeAdaptation（inner_kernel = kernel、num_adaptation_steps = int（burnin * 0.8））
別の同様の例では、同じエラーが発生しました。この行をスキップすると、機能します。
この記事はインターネットから収集されたものであり、転載の際にはソースを示してください。
侵害の場合は、連絡してください[email protected]
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