Refactor to depend on sbi 0.20.0 (#50)

sbibm/algorithms/sbi/__init__.py

@@ -1,4 +1,5 @@
 from sbibm.algorithms.sbi.mcabc import run as mcabc
+from sbibm.algorithms.sbi.sl import run as sl
 from sbibm.algorithms.sbi.smcabc import run as smcabc
 from sbibm.algorithms.sbi.snle import run as snle
 from sbibm.algorithms.sbi.snpe import run as snpe

sbibm/algorithms/sbi/sl.py

@@ -1,11 +1,11 @@
 import logging
-import math
-from typing import Any, Dict, Optional
+from typing import Any, Dict, Optional, Tuple
 
 import torch
 import torch.nn as nn
 from sbi import inference as inference
-from sbi.inference.posteriors.likelihood_based_posterior import LikelihoodBasedPosterior
+from sbi.inference.posteriors.mcmc_posterior import MCMCPosterior
+from sbi.inference.potentials import likelihood_estimator_based_potential
 from torch import Tensor
 
 from sbibm.algorithms.sbi.utils import (
@@ -95,7 +95,7 @@ def run(
     mcmc_method: str = "slice_np",
     mcmc_parameters: Dict[str, Any] = {},
     diag_eps: float = 0.0,
-) -> (torch.Tensor, int, Optional[torch.Tensor]):
+) -> Tuple[torch.Tensor, int, Optional[torch.Tensor]]:
     """Runs (S)NLE from `sbi`
 
     Args:
@@ -127,21 +127,29 @@ def run(
     simulator = task.get_simulator()
 
     transforms = task._get_transforms(automatic_transforms_enabled)["parameters"]
-    prior = wrap_prior_dist(prior, transforms)
-    simulator = wrap_simulator_fn(simulator, transforms)
+    if automatic_transforms_enabled:
+        prior = wrap_prior_dist(prior, transforms)
+        simulator = wrap_simulator_fn(simulator, transforms)
 
     likelihood_estimator = SynthLikNet(
         simulator=simulator,
         num_simulations_per_step=num_simulations_per_step,
         diag_eps=diag_eps,
     )
 
-    posterior = LikelihoodBasedPosterior(
-        method_family="snle",
-        neural_net=likelihood_estimator,
+    potential_fn, theta_transform = likelihood_estimator_based_potential(
+        likelihood_estimator=likelihood_estimator,
         prior=prior,
+        x_o=None,
+        enable_transform=not automatic_transforms_enabled,
+    )
+    posterior = MCMCPosterior(
+        potential_fn=potential_fn,
+        proposal=prior,
+        theta_transform=theta_transform,
+        method=mcmc_method,
         x_shape=observation.shape,
-        mcmc_parameters=mcmc_parameters,
+        **mcmc_parameters,
     )
 
     posterior.set_default_x(observation)

sbibm/algorithms/sbi/snle.py

@@ -30,14 +30,16 @@ def run(
     mcmc_parameters: Dict[str, Any] = {
         "num_chains": 100,
         "thin": 10,
-        "warmup_steps": 100,
+        "warmup_steps": 25,
         "init_strategy": "sir",
-        "sir_batch_size": 1000,
-        "sir_num_batches": 100,
+        # NOTE: sir kwargs changed: num_candidate_samples = num_batches * batch_size
+        "init_strategy_parameters": {
+            "num_candidate_samples": 10000,
+        },
     },
     z_score_x: bool = True,
     z_score_theta: bool = True,
-    max_num_epochs: Optional[int] = None,
+    max_num_epochs: Optional[int] = 2**31 - 1,
 ) -> Tuple[torch.Tensor, int, Optional[torch.Tensor]]:
     """Runs (S)NLE from `sbi`
 
@@ -106,8 +108,6 @@ def run(
 
     posteriors = []
     proposal = prior
-    mcmc_parameters["warmup_steps"] = 25
-    mcmc_parameters["enable_transform"] = False  # NOTE: Disable `sbi` auto-transforms, since `sbibm` does its own
 
     for r in range(num_rounds):
         theta, x = inference.simulate_for_sbi(
@@ -121,15 +121,19 @@ def run(
             theta, x, from_round=r
         ).train(
             training_batch_size=training_batch_size,
-            retrain_from_scratch_each_round=False,
+            retrain_from_scratch=False,
             discard_prior_samples=False,
             show_train_summary=True,
             max_num_epochs=max_num_epochs,
         )
         if r > 1:
             mcmc_parameters["init_strategy"] = "latest_sample"
+
         posterior = inference_method.build_posterior(
-            density_estimator, mcmc_method=mcmc_method, mcmc_parameters=mcmc_parameters
+            density_estimator=density_estimator,
+            sample_with="mcmc",
+            mcmc_method=mcmc_method,
+            mcmc_parameters=mcmc_parameters,
         )
         # Copy hyperparameters, e.g., mcmc_init_samples for "latest_sample" strategy.
         if r > 0:

sbibm/algorithms/sbi/snpe.py

@@ -29,8 +29,8 @@ def run(
     automatic_transforms_enabled: bool = False,
     z_score_x: bool = True,
     z_score_theta: bool = True,
-    max_num_epochs: Optional[int] = None,
-  ) -> Tuple[torch.Tensor, int, Optional[torch.Tensor]]:
+    max_num_epochs: Optional[int] = 2**31 - 1,
+) -> Tuple[torch.Tensor, int, Optional[torch.Tensor]]:
     """Runs (S)NPE from `sbi`
 
     Args:
@@ -109,15 +109,13 @@ def run(
         ).train(
             num_atoms=num_atoms,
             training_batch_size=training_batch_size,
-            retrain_from_scratch_each_round=False,
+            retrain_from_scratch=False,
             discard_prior_samples=False,
             use_combined_loss=False,
             show_train_summary=True,
             max_num_epochs=max_num_epochs,
         )
-        posterior = inference_method.build_posterior(
-            density_estimator, sample_with_mcmc=False
-        )
+        posterior = inference_method.build_posterior(density_estimator)
         proposal = posterior.set_default_x(observation)
         posteriors.append(posterior)
 

sbibm/algorithms/sbi/snre.py

@@ -31,15 +31,17 @@ def run(
     mcmc_parameters: Dict[str, Any] = {
         "num_chains": 100,
         "thin": 10,
-        "warmup_steps": 100,
+        "warmup_steps": 25,
         "init_strategy": "sir",
-        "sir_batch_size": 1000,
-        "sir_num_batches": 100,
+        # NOTE: sir kwargs changed: num_candidate_samples = num_batches * batch_size
+        "init_strategy_parameters": {
+            "num_candidate_samples": 10000,
+        },
     },
     z_score_x: bool = True,
     z_score_theta: bool = True,
     variant: str = "B",
-    max_num_epochs: Optional[int] = None,
+    max_num_epochs: Optional[int] = 2**31 - 1,
 ) -> Tuple[torch.Tensor, int, Optional[torch.Tensor]]:
     """Runs (S)NRE from `sbi`
 
@@ -116,8 +118,6 @@ def run(
 
     posteriors = []
     proposal = prior
-    mcmc_parameters["warmup_steps"] = 25
-    mcmc_parameters["enable_transform"] = False  # NOTE: Disable `sbi` auto-transforms, since `sbibm` does its own
 
     for r in range(num_rounds):
         theta, x = inference.simulate_for_sbi(
@@ -131,7 +131,7 @@ def run(
             theta, x, from_round=r
         ).train(
             training_batch_size=training_batch_size,
-            retrain_from_scratch_each_round=False,
+            retrain_from_scratch=False,
             discard_prior_samples=False,
             show_train_summary=True,
             max_num_epochs=max_num_epochs,
@@ -140,7 +140,9 @@ def run(
         if r > 1:
             mcmc_parameters["init_strategy"] = "latest_sample"
         posterior = inference_method.build_posterior(
-            density_estimator, mcmc_method=mcmc_method, mcmc_parameters=mcmc_parameters
+            density_estimator,
+            mcmc_method=mcmc_method,
+            mcmc_parameters=mcmc_parameters,
         )
         # Copy hyperparameters, e.g., mcmc_init_samples for "latest_sample" strategy.
         if r > 0:

setup.py

@@ -29,7 +29,7 @@
     "pandas>=1.0.0",
     "pyabc>=0.10.8",
     "pyabcranger>=0.0.48",
-    "sbi==0.17.2",
+    "sbi>=0.20.0,<0.22.0",
     "pyro-ppl",
     "scikit-learn",
     "torch>=1.8.0",

tests/algorithms/sbi/test_sbi_run_methods.py

@@ -0,0 +1,53 @@
+import pytest
+
+import sbibm
+from sbibm.algorithms.sbi import mcabc, smcabc, snle, snpe, snre, sl
+
+
+# a fast test
+@pytest.mark.parametrize(
+    "run_method",
+    (
+        mcabc,
+        smcabc,
+        snle,
+        snpe,
+        snre,
+        sl,
+    ),
+)
+@pytest.mark.parametrize("task_name", ("gaussian_linear",))
+@pytest.mark.parametrize("num_observation", (1, 3))
+def test_sbi_api(
+    run_method, task_name, num_observation, num_simulations=2_000, num_samples=100
+):
+    task = sbibm.get_task(task_name)
+
+    if run_method in (mcabc, smcabc, sl):  # abc algorithms
+        kwargs = dict()
+    else:  # neural algorithms
+        kwargs = dict(
+            num_rounds=1,
+            max_num_epochs=2,
+            neural_net="mlp" if run_method == snre else "mdn",
+        )
+    if run_method in (snle, snre):
+        kwargs["mcmc_parameters"] = dict(
+            num_chains=100, warmup_steps=10, thin=1, init_strategy="proposal"
+        )
+
+    predicted, _, _ = run_method(
+        task=task,
+        num_observation=num_observation,
+        num_simulations=num_simulations,
+        num_samples=num_samples,
+        **kwargs,
+    )
+
+    reference_samples = task.get_reference_posterior_samples(
+        num_observation=num_observation
+    )
+
+    expected = reference_samples[:num_samples, :]
+
+    assert expected.shape == predicted.shape