Add and update multidepth scripts.

import os

import argparse

import time

import pickle

import random

import itertools

import numpy as np

import pandas as pd

from sklearn import datasets

import models

random.seed(123)

np.random.seed(456)

#parser = argparse.ArgumentParser(description="Convergence of bottleneck NNGP to NNGP in log-likelihood.")

#parser.add_argument("--depths", dest="depths", type=lambda s: [int(i) for i in s.split(",")], default="1,1", help="comma-separated depths of bottleneck components.")

#args = parser.parse_args()

# get initial time

t_0 = time.time()

# load Boston data

X, Y = datasets.load_boston(return_X_y=True)

Y = Y.reshape((-1, 1))

#Y = np.tile(Y, [1, 2])

# take smaller sample

#indices = np.arange(X.shape[0])

#np.random.shuffle(indices)

#X = X[indices[:200]]

#Y = Y[indices[:200]]

# standardize

X = (X - np.mean(X, axis=0, keepdims=True))/np.std(X, axis=0, keepdims=True)

Y = (Y - np.mean(Y, axis=0, keepdims=True))/np.std(Y, axis=0, keepdims=True)

n_samples = 10**3

widths = list(range(1, 9)) + [2**n for n in range(4, 10)] + [np.inf]

depths = [1, 100]

collect_depths = list(range(1, 100))  # list(range(1, 9)) + [2**n for n in range(4, 8)]

# variance hyperparameters

v_b = 0.09 # 1.0

v_w = 1.1 # 1.0

v_n = 1e-4

liks = []

for width in widths:

	print("width:", width)

	ds = [sum(depths)+len(depths)-1] if width == np.inf else depths

	ws = [] if width == np.inf else [width]*(len(depths)-1)

	cds = [d+sum(depths[:-1])+len(depths[:-1]) for d in collect_depths] if width == np.inf else collect_depths

	prior = models.bottleneck_nngp_prior(X, output_dims=Y.shape[1], v_b=v_b, v_w=v_w, v_n=v_n, depths=ds, widths=ws, bottleneck_activation=True)

	l = prior.log_likelihood_multidepth(Y, n_samples=n_samples, collect_depths=collect_depths)

	liks.append(l)

widths = np.array(widths)

collect_depths = np.array(collect_depths)

liks = np.array(liks)/X.shape[0]

# save as npz

os.makedirs("results/boston_multidepth", exist_ok=True)

filename = "results/boston_multidepth/depth"+"-".join(map(str, depths))+".npz"

np.savez(filename, widths=widths, depths=collect_depths, liks=liks)

# write to CSV

data = np.concatenate((widths[:,np.newaxis], np.round(liks, 3)), axis=1)

headers = ["width"] + ["depth_"+str(d) for d in collect_depths]

df = pd.DataFrame(data, columns=headers)

filename = filename[:-3] + "csv"

df.to_csv(filename, index=False)

print("Done!")

print("Took", np.round(time.time()-t_0, 1), "s")

n_samples = 10**3

widths = [1, 2, 3, 4, 5, 10, 50, 100, 500, np.inf]

depths = [1, 100]

collect_depths = [1, 2, 3, 4, 5, 10, 50, 100]

widths = list(range(1, 9)) + [2**n for n in range(4, 12)] + [np.inf]

widths = widths + list(range(10,110,10))

widths.sort()

depths = [1, 128]

collect_depths = list(range(1, 129))  # list(range(1, 9)) + [2**n for n in range(4, 8)]

# variance hyperparameters

v_b = 0.09 # 1.0