#include "cnf_train.h" #include "cnf.h" #include "adam.h" #include #include #include static const double TARGET_MU[4][2] = { { 1.5, 0.0}, {-1.5, 0.0}, { 0.0, 1.5}, { 0.0, -1.5} }; static const double TARGET_SIGMA2 = 0.2; static const int TARGET_K = 4; static double log_p_target(const double *z) { double lc[4], mx = -1e300; for (int k = 0; k < TARGET_K; k++) { double dx = z[0] - TARGET_MU[k][0], dy = z[1] - TARGET_MU[k][1]; lc[k] = -0.5 * (dx * dx + dy * dy) / TARGET_SIGMA2; if (lc[k] > mx) mx = lc[k]; } double s = 0.0; for (int k = 0; k < TARGET_K; k++) s += exp(lc[k] - mx); return mx + log(s / (double)TARGET_K) - log(2.0 * M_PI * TARGET_SIGMA2); } static void grad_log_p_target(const double *z, double *g) { double lc[4], mx = -1e300; for (int k = 0; k < TARGET_K; k++) { double dx = z[0] - TARGET_MU[k][0], dy = z[1] - TARGET_MU[k][1]; lc[k] = -0.5 * (dx * dx + dy * dy) / TARGET_SIGMA2; if (lc[k] > mx) mx = lc[k]; } double w[4], wsum = 0.0; for (int k = 0; k < TARGET_K; k++) { w[k] = exp(lc[k] - mx); wsum += w[k]; } g[0] = g[1] = 0.0; for (int k = 0; k < TARGET_K; k++) { double wk = w[k] / wsum; g[0] += wk * (-(z[0] - TARGET_MU[k][0]) / TARGET_SIGMA2); g[1] += wk * (-(z[1] - TARGET_MU[k][1]) / TARGET_SIGMA2); } } /* ---- Training loop ---- */ void cnf_train_demo(RNG *r) { const int D = 2, H = 32; const int ITERS = 200, BATCH = 16, LOG_EVERY = 20; const double t0 = 0.0, t1 = 1.0; const double atol = 1e-4, rtol = 1e-4; const double LR = 1e-3; int nparams = dynmlp_nparams(D, H); double *theta = vec_alloc(nparams); CNF cnf; cnf_init(&cnf, D, H, theta, r); Adam adam = adam_init(nparams, LR, 0.9, 0.999, 1e-8); printf("\n--- CNF density matching (4-Gaussian target, D=2, H=%d) ---\n\n", H); printf("%-6s %-14s %-10s %-10s\n", "Iter", "Loss", "FwdNFE", "BwdNFE"); printf("--------------------------------------------------\n"); for (int iter = 1; iter <= ITERS; iter++) { double *dL_dtheta = vec_zeros(nparams); double loss = 0.0; int total_nfe_fwd = 0, total_nfe_bwd = 0; for (int b = 0; b < BATCH; b++) { double z0[2]; for (int i = 0; i < D; i++) z0[i] = rng_normal(r); CNFSampleResult sr = cnf_sample(&cnf, theta, z0, t0, t1, atol, rtol); double *z1 = sr.z1; total_nfe_fwd += sr.nfe; double log_pb = -0.5 * (z0[0]*z0[0] + z0[1]*z0[1]) - (double)D * 0.5 * log(2.0 * M_PI); double log_pm = log_pb + sr.delta_logp; double log_pt = log_p_target(z1); * = log_pb + delta_logp - log_pt * (KL(p_model || p_target) estimator) */ loss += log_pm - log_pt; double dL_dz1[2]; grad_log_p_target(z1, dL_dz1); dL_dz1[0] = -dL_dz1[0]; dL_dz1[1] = -dL_dz1[1]; CNFBackwardResult br = cnf_backward(&cnf, theta, z1, 1.0, dL_dz1, t0, t1, atol, rtol); total_nfe_bwd += br.nfe; vec_add_scaled(dL_dtheta, 1.0 / BATCH, br.dL_dtheta, nparams); free(br.dL_dz0); free(br.dL_dtheta); free(z1); } adam_update(&adam, theta, dL_dtheta); free(dL_dtheta); if (iter % LOG_EVERY == 0) { printf("%-6d %-14.4f %-10d %-10d\n", iter, loss / BATCH, total_nfe_fwd / BATCH, total_nfe_bwd / BATCH); fflush(stdout); } } printf("\n--------------------------------------------------\n"); const int EVAL_N = 200; double eval_loss = 0.0; for (int i = 0; i < EVAL_N; i++) { double z0[2]; for (int j = 0; j < D; j++) z0[j] = rng_normal(r); CNFSampleResult sr = cnf_sample(&cnf, theta, z0, t0, t1, atol, rtol); eval_loss += log_p_target(sr.z1); free(sr.z1); } printf("Eval mean log p_target of samples: %.4f\n", eval_loss / EVAL_N); printf("Total parameters: %d\n", nparams); adam_free(&adam); free(theta); }