Tutorial: Unstructured convolutional autoencoder via continuous convolution =========================================================================== |Open In Colab| .. |Open In Colab| image:: https://colab.research.google.com/assets/colab-badge.svg :target: https://colab.research.google.com/github/mathLab/PINA/blob/master/tutorials/tutorial4/tutorial.ipynb In this tutorial, we will show how to use the Continuous Convolutional Filter, and how to build common Deep Learning architectures with it. The implementation of the filter follows the original work `A Continuous Convolutional Trainable Filter for Modelling Unstructured Data `__. First of all we import the modules needed for the tutorial: .. code:: ipython3 ## routine needed to run the notebook on Google Colab try: import google.colab IN_COLAB = True except: IN_COLAB = False if IN_COLAB: !pip install "pina-mathlab" import torch import matplotlib.pyplot as plt from pina.problem import AbstractProblem from pina.solvers import SupervisedSolver from pina.trainer import Trainer from pina import Condition, LabelTensor from pina.model.layers import ContinuousConvBlock import torchvision # for MNIST dataset from pina.model import FeedForward # for building AE and MNIST classification The tutorial is structured as follow: * `Continuous filter background <#continuous-filter-background>`__: understand how the convolutional filter works and how to use it. * `Building a MNIST Classifier <#building-a-mnist-classifier>`__: show how to build a simple classifier using the MNIST dataset and how to combine a continuous convolutional layer with a feedforward neural network. * `Building a Continuous Convolutional Autoencoder <#building-a-continuous-convolutional-autoencoder>`__: show show to use the continuous filter to work with unstructured data for autoencoding and up-sampling. Continuous filter background ---------------------------- As reported by the authors in the original paper: in contrast to discrete convolution, continuous convolution is mathematically defined as: .. math:: \mathcal{I}_{\rm{out}}(\mathbf{x}) = \int_{\mathcal{X}} \mathcal{I}(\mathbf{x} + \mathbf{\tau}) \cdot \mathcal{K}(\mathbf{\tau}) d\mathbf{\tau}, where :math:`\mathcal{K} : \mathcal{X} \rightarrow \mathbb{R}` is the *continuous filter* function, and :math:`\mathcal{I} : \Omega \subset \mathbb{R}^N \rightarrow \mathbb{R}` is the input function. The continuous filter function is approximated using a FeedForward Neural Network, thus trainable during the training phase. The way in which the integral is approximated can be different, currently on **PINA** we approximate it using a simple sum, as suggested by the authors. Thus, given :math:`\{\mathbf{x}_i\}_{i=1}^{n}` points in :math:`\mathbb{R}^N` of the input function mapped on the :math:`\mathcal{X}` filter domain, we approximate the above equation as: .. math:: \mathcal{I}_{\rm{out}}(\mathbf{\tilde{x}}_i) = \sum_{{\mathbf{x}_i}\in\mathcal{X}} \mathcal{I}(\mathbf{x}_i + \mathbf{\tau}) \cdot \mathcal{K}(\mathbf{x}_i), where :math:`\mathbf{\tau} \in \mathcal{S}`, with :math:`\mathcal{S}` the set of available strides, corresponds to the current stride position of the filter, and :math:`\mathbf{\tilde{x}}_i` points are obtained by taking the centroid of the filter position mapped on the :math:`\Omega` domain. We will now try to pratically see how to work with the filter. From the above definition we see that what is needed is: 1. A domain and a function defined on that domain (the input) 2. A stride, corresponding to the positions where the filter needs to be :math:`\rightarrow` ``stride`` variable in ``ContinuousConv`` 3. The filter rectangular domain :math:`\rightarrow` ``filter_dim`` variable in ``ContinuousConv`` Input function ~~~~~~~~~~~~~~ The input function for the continuous filter is defined as a tensor of shape: .. math:: [B \times N_{in} \times N \times D] \ where :math:`B` is the batch_size, :math:`N_{in}` is the number of input fields, :math:`N` the number of points in the mesh, :math:`D` the dimension of the problem. In particular: \* :math:`D` is the number of spatial variables + 1. The last column must contain the field value. For example for 2D problems :math:`D=3` and the tensor will be something like ``[first coordinate, second coordinate, field value]`` \* :math:`N_{in}` represents the number of vectorial function presented. For example a vectorial function :math:`f = [f_1, f_2]` will have :math:`N_{in}=2` Let’s see an example to clear the ideas. We will be verbose to explain in details the input form. We wish to create the function: .. math:: f(x, y) = [\sin(\pi x) \sin(\pi y), -\sin(\pi x) \sin(\pi y)] \quad (x,y)\in[0,1]\times[0,1] using a batch size of one. .. code:: ipython3 # batch size fixed to 1 batch_size = 1 # points in the mesh fixed to 200 N = 200 # vectorial 2 dimensional function, number_input_fileds=2 number_input_fileds = 2 # 2 dimensional spatial variables, D = 2 + 1 = 3 D = 3 # create the function f domain as random 2d points in [0, 1] domain = torch.rand(size=(batch_size, number_input_fileds, N, D-1)) print(f"Domain has shape: {domain.shape}") # create the functions pi = torch.acos(torch.tensor([-1.])) # pi value f1 = torch.sin(pi * domain[:, 0, :, 0]) * torch.sin(pi * domain[:, 0, :, 1]) f2 = - torch.sin(pi * domain[:, 1, :, 0]) * torch.sin(pi * domain[:, 1, :, 1]) # stacking the input domain and field values data = torch.empty(size=(batch_size, number_input_fileds, N, D)) data[..., :-1] = domain # copy the domain data[:, 0, :, -1] = f1 # copy first field value data[:, 1, :, -1] = f1 # copy second field value print(f"Filter input data has shape: {data.shape}") .. parsed-literal:: Domain has shape: torch.Size([1, 2, 200, 2]) Filter input data has shape: torch.Size([1, 2, 200, 3]) Stride ~~~~~~ The stride is passed as a dictionary ``stride`` which tells the filter where to go. Here is an example for the :math:`[0,1]\times[0,5]` domain: .. code:: python # stride definition stride = {"domain": [1, 5], "start": [0, 0], "jump": [0.1, 0.3], "direction": [1, 1], } This tells the filter: 1. ``domain``: square domain (the only implemented) :math:`[0,1]\times[0,5]`. The minimum value is always zero, while the maximum is specified by the user 2. ``start``: start position of the filter, coordinate :math:`(0, 0)` 3. ``jump``: the jumps of the centroid of the filter to the next position :math:`(0.1, 0.3)` 4. ``direction``: the directions of the jump, with ``1 = right``, ``0 = no jump``,\ ``-1 = left`` with respect to the current position **Note** We are planning to release the possibility to directly pass a list of possible strides! Filter definition ~~~~~~~~~~~~~~~~~ Having defined all the previous blocks we are able to construct the continuous filter. Suppose we would like to get an ouput with only one field, and let us fix the filter dimension to be :math:`[0.1, 0.1]`. .. code:: ipython3 # filter dim filter_dim = [0.1, 0.1] # stride stride = {"domain": [1, 1], "start": [0, 0], "jump": [0.08, 0.08], "direction": [1, 1], } # creating the filter cConv = ContinuousConvBlock(input_numb_field=number_input_fileds, output_numb_field=1, filter_dim=filter_dim, stride=stride) That’s it! In just one line of code we have created the continuous convolutional filter. By default the ``pina.model.FeedForward`` neural network is intitialised, more on the `documentation `__. In case the mesh doesn’t change during training we can set the ``optimize`` flag equals to ``True``, to exploit optimizations for finding the points to convolve. .. code:: ipython3 # creating the filter + optimization cConv = ContinuousConvBlock(input_numb_field=number_input_fileds, output_numb_field=1, filter_dim=filter_dim, stride=stride, optimize=True) Let’s try to do a forward pass .. code:: ipython3 print(f"Filter input data has shape: {data.shape}") #input to the filter output = cConv(data) print(f"Filter output data has shape: {output.shape}") .. parsed-literal:: Filter input data has shape: torch.Size([1, 2, 200, 3]) Filter output data has shape: torch.Size([1, 1, 169, 3]) If we don’t want to use the default ``FeedForward`` neural network, we can pass a specified torch model in the ``model`` keyword as follow: .. code:: ipython3 class SimpleKernel(torch.nn.Module): def __init__(self) -> None: super().__init__() self. model = torch.nn.Sequential( torch.nn.Linear(2, 20), torch.nn.ReLU(), torch.nn.Linear(20, 20), torch.nn.ReLU(), torch.nn.Linear(20, 1)) def forward(self, x): return self.model(x) cConv = ContinuousConvBlock(input_numb_field=number_input_fileds, output_numb_field=1, filter_dim=filter_dim, stride=stride, optimize=True, model=SimpleKernel) Notice that we pass the class and not an already built object! Building a MNIST Classifier --------------------------- Let’s see how we can build a MNIST classifier using a continuous convolutional filter. We will use the MNIST dataset from PyTorch. In order to keep small training times we use only 6000 samples for training and 1000 samples for testing. .. code:: ipython3 from torch.utils.data import DataLoader, SubsetRandomSampler numb_training = 6000 # get just 6000 images for training numb_testing= 1000 # get just 1000 images for training seed = 111 # for reproducibility batch_size = 8 # setting batch size # setting the seed torch.manual_seed(seed) # downloading the dataset train_data = torchvision.datasets.MNIST('./data/', train=True, download=True, transform=torchvision.transforms.Compose([ torchvision.transforms.ToTensor(), torchvision.transforms.Normalize( (0.1307,), (0.3081,)) ])) subsample_train_indices = torch.randperm(len(train_data))[:numb_training] train_loader = DataLoader(train_data, batch_size=batch_size, sampler=SubsetRandomSampler(subsample_train_indices)) test_data = torchvision.datasets.MNIST('./data/', train=False, download=True, transform=torchvision.transforms.Compose([ torchvision.transforms.ToTensor(), torchvision.transforms.Normalize( (0.1307,), (0.3081,)) ])) subsample_test_indices = torch.randperm(len(train_data))[:numb_testing] test_loader = DataLoader(train_data, batch_size=batch_size, sampler=SubsetRandomSampler(subsample_train_indices)) Let’s now build a simple classifier. The MNIST dataset is composed by vectors of shape ``[batch, 1, 28, 28]``, but we can image them as one field functions where the pixels :math:`ij` are the coordinate :math:`x=i, y=j` in a :math:`[0, 27]\times[0,27]` domain, and the pixels value are the field values. We just need a function to transform the regular tensor in a tensor compatible for the continuous filter: .. code:: ipython3 def transform_input(x): batch_size = x.shape[0] dim_grid = tuple(x.shape[:-3:-1]) # creating the n dimensional mesh grid for a single channel image values_mesh = [torch.arange(0, dim).float() for dim in dim_grid] mesh = torch.meshgrid(values_mesh) coordinates_mesh = [x.reshape(-1, 1) for x in mesh] coordinates = torch.cat(coordinates_mesh, dim=1).unsqueeze( 0).repeat((batch_size, 1, 1)).unsqueeze(1) return torch.cat((coordinates, x.flatten(2).unsqueeze(-1)), dim=-1) # let's try it out image, s = next(iter(train_loader)) print(f"Original MNIST image shape: {image.shape}") image_transformed = transform_input(image) print(f"Transformed MNIST image shape: {image_transformed.shape}") .. parsed-literal:: Original MNIST image shape: torch.Size([8, 1, 28, 28]) Transformed MNIST image shape: torch.Size([8, 1, 784, 3]) We can now build a simple classifier! We will use just one convolutional filter followed by a feedforward neural network .. code:: ipython3 # setting the seed torch.manual_seed(seed) class ContinuousClassifier(torch.nn.Module): def __init__(self): super().__init__() # number of classes for classification numb_class = 10 # convolutional block self.convolution = ContinuousConvBlock(input_numb_field=1, output_numb_field=4, stride={"domain": [27, 27], "start": [0, 0], "jumps": [4, 4], "direction": [1, 1.], }, filter_dim=[4, 4], optimize=True) # feedforward net self.nn = FeedForward(input_dimensions=196, output_dimensions=numb_class, layers=[120, 64], func=torch.nn.ReLU) def forward(self, x): # transform input + convolution x = transform_input(x) x = self.convolution(x) # feed forward classification return self.nn(x[..., -1].flatten(1)) net = ContinuousClassifier() Let’s try to train it using a simple pytorch training loop. We train for juts 1 epoch using Adam optimizer with a :math:`0.001` learning rate. .. code:: ipython3 # setting the seed torch.manual_seed(seed) # optimizer and loss function optimizer = torch.optim.Adam(net.parameters(), lr=0.001) criterion = torch.nn.CrossEntropyLoss() for epoch in range(1): # loop over the dataset multiple times running_loss = 0.0 for i, data in enumerate(train_loader, 0): # get the inputs; data is a list of [inputs, labels] inputs, labels = data # zero the parameter gradients optimizer.zero_grad() # forward + backward + optimize outputs = net(inputs) loss = criterion(outputs, labels) loss.backward() optimizer.step() # print statistics running_loss += loss.item() if i % 50 == 49: print( f'batch [{i + 1}/{numb_training//batch_size}] loss[{running_loss / 500:.3f}]') running_loss = 0.0 .. parsed-literal:: batch [50/750] loss[0.161] batch [100/750] loss[0.073] batch [150/750] loss[0.063] batch [200/750] loss[0.051] batch [250/750] loss[0.044] batch [300/750] loss[0.050] batch [350/750] loss[0.053] batch [400/750] loss[0.049] batch [450/750] loss[0.046] batch [500/750] loss[0.034] batch [550/750] loss[0.036] batch [600/750] loss[0.040] batch [650/750] loss[0.028] batch [700/750] loss[0.040] batch [750/750] loss[0.040] Let’s see the performance on the train set! .. code:: ipython3 correct = 0 total = 0 with torch.no_grad(): for data in test_loader: images, labels = data # calculate outputs by running images through the network outputs = net(images) # the class with the highest energy is what we choose as prediction _, predicted = torch.max(outputs.data, 1) total += labels.size(0) correct += (predicted == labels).sum().item() print( f'Accuracy of the network on the 1000 test images: {(correct / total):.3%}') .. parsed-literal:: Accuracy of the network on the 1000 test images: 92.733% As we can see we have very good performance for having traing only for 1 epoch! Nevertheless, we are still using structured data… Let’s see how we can build an autoencoder for unstructured data now. Building a Continuous Convolutional Autoencoder ----------------------------------------------- Just as toy problem, we will now build an autoencoder for the following function :math:`f(x,y)=\sin(\pi x)\sin(\pi y)` on the unit circle domain centered in :math:`(0.5, 0.5)`. We will also see the ability to up-sample (once trained) the results without retraining. Let’s first create the input and visualize it, we will use firstly a mesh of :math:`100` points. .. code:: ipython3 # create inputs def circle_grid(N=100): """Generate points withing a unit 2D circle centered in (0.5, 0.5) :param N: number of points :type N: float :return: [x, y] array of points :rtype: torch.tensor """ PI = torch.acos(torch.zeros(1)).item() * 2 R = 0.5 centerX = 0.5 centerY = 0.5 r = R * torch.sqrt(torch.rand(N)) theta = torch.rand(N) * 2 * PI x = centerX + r * torch.cos(theta) y = centerY + r * torch.sin(theta) return torch.stack([x, y]).T # create the grid grid = circle_grid(500) # create input input_data = torch.empty(size=(1, 1, grid.shape[0], 3)) input_data[0, 0, :, :-1] = grid input_data[0, 0, :, -1] = torch.sin(pi * grid[:, 0]) * torch.sin(pi * grid[:, 1]) # visualize data plt.title("Training sample with 500 points") plt.scatter(grid[:, 0], grid[:, 1], c=input_data[0, 0, :, -1]) plt.colorbar() plt.show() .. image:: tutorial_files/tutorial_32_0.png Let’s now build a simple autoencoder using the continuous convolutional filter. The data is clearly unstructured and a simple convolutional filter might not work without projecting or interpolating first. Let’s first build and ``Encoder`` and ``Decoder`` class, and then a ``Autoencoder`` class that contains both. .. code:: ipython3 class Encoder(torch.nn.Module): def __init__(self, hidden_dimension): super().__init__() # convolutional block self.convolution = ContinuousConvBlock(input_numb_field=1, output_numb_field=2, stride={"domain": [1, 1], "start": [0, 0], "jumps": [0.05, 0.05], "direction": [1, 1.], }, filter_dim=[0.15, 0.15], optimize=True) # feedforward net self.nn = FeedForward(input_dimensions=400, output_dimensions=hidden_dimension, layers=[240, 120]) def forward(self, x): # convolution x = self.convolution(x) # feed forward pass return self.nn(x[..., -1]) class Decoder(torch.nn.Module): def __init__(self, hidden_dimension): super().__init__() # convolutional block self.convolution = ContinuousConvBlock(input_numb_field=2, output_numb_field=1, stride={"domain": [1, 1], "start": [0, 0], "jumps": [0.05, 0.05], "direction": [1, 1.], }, filter_dim=[0.15, 0.15], optimize=True) # feedforward net self.nn = FeedForward(input_dimensions=hidden_dimension, output_dimensions=400, layers=[120, 240]) def forward(self, weights, grid): # feed forward pass x = self.nn(weights) # transpose convolution return torch.sigmoid(self.convolution.transpose(x, grid)) Very good! Notice that in the ``Decoder`` class in the ``forward`` pass we have used the ``.transpose()`` method of the ``ContinuousConvolution`` class. This method accepts the ``weights`` for upsampling and the ``grid`` on where to upsample. Let’s now build the autoencoder! We set the hidden dimension in the ``hidden_dimension`` variable. We apply the sigmoid on the output since the field value is between :math:`[0, 1]`. .. code:: ipython3 class Autoencoder(torch.nn.Module): def __init__(self, hidden_dimension=10): super().__init__() self.encoder = Encoder(hidden_dimension) self.decoder = Decoder(hidden_dimension) def forward(self, x): # saving grid for later upsampling grid = x.clone().detach() # encoder weights = self.encoder(x) # decoder out = self.decoder(weights, grid) return out net = Autoencoder() Let’s now train the autoencoder, minimizing the mean square error loss and optimizing using Adam. We use the ``SupervisedSolver`` as solver, and the problem is a simple problem created by inheriting from ``AbstractProblem``. It takes approximately two minutes to train on CPU. .. code:: ipython3 # define the problem class CircleProblem(AbstractProblem): input_variables = ['x', 'y', 'f'] output_variables = input_variables conditions = {'data' : Condition(input_points=LabelTensor(input_data, input_variables), output_points=LabelTensor(input_data, output_variables))} # define the solver solver = SupervisedSolver(problem=CircleProblem(), model=net, loss=torch.nn.MSELoss()) # train trainer = Trainer(solver, max_epochs=150, accelerator='cpu', enable_model_summary=False) # we train on CPU and avoid model summary at beginning of training (optional) trainer.train() .. parsed-literal:: `Trainer.fit` stopped: `max_epochs=150` reached. Let’s visualize the two solutions side by side! .. code:: ipython3 net.eval() # get output and detach from computational graph for plotting output = net(input_data).detach() # visualize data fig, axes = plt.subplots(nrows=1, ncols=2, figsize=(8, 3)) pic1 = axes[0].scatter(grid[:, 0], grid[:, 1], c=input_data[0, 0, :, -1]) axes[0].set_title("Real") fig.colorbar(pic1) plt.subplot(1, 2, 2) pic2 = axes[1].scatter(grid[:, 0], grid[:, 1], c=output[0, 0, :, -1]) axes[1].set_title("Autoencoder") fig.colorbar(pic2) plt.tight_layout() plt.show() .. image:: tutorial_files/tutorial_40_0.png As we can see the two are really similar! We can compute the :math:`l_2` error quite easily as well: .. code:: ipython3 def l2_error(input_, target): return torch.linalg.norm(input_-target, ord=2)/torch.linalg.norm(input_, ord=2) print(f'l2 error: {l2_error(input_data[0, 0, :, -1], output[0, 0, :, -1]):.2%}') .. parsed-literal:: l2 error: 4.32% More or less :math:`4\%` in :math:`l_2` error, which is really low considering the fact that we use just **one** convolutional layer and a simple feedforward to decrease the dimension. Let’s see now some peculiarity of the filter. Filter for upsampling ~~~~~~~~~~~~~~~~~~~~~ Suppose we have already the hidden dimension and we want to upsample on a differen grid with more points. Let’s see how to do it: .. code:: ipython3 # setting the seed torch.manual_seed(seed) grid2 = circle_grid(1500) # triple number of points input_data2 = torch.zeros(size=(1, 1, grid2.shape[0], 3)) input_data2[0, 0, :, :-1] = grid2 input_data2[0, 0, :, -1] = torch.sin(pi * grid2[:, 0]) * torch.sin(pi * grid2[:, 1]) # get the hidden dimension representation from original input latent = net.encoder(input_data) # upsample on the second input_data2 output = net.decoder(latent, input_data2).detach() # show the picture fig, axes = plt.subplots(nrows=1, ncols=2, figsize=(8, 3)) pic1 = axes[0].scatter(grid2[:, 0], grid2[:, 1], c=input_data2[0, 0, :, -1]) axes[0].set_title("Real") fig.colorbar(pic1) plt.subplot(1, 2, 2) pic2 = axes[1].scatter(grid2[:, 0], grid2[:, 1], c=output[0, 0, :, -1]) axes[1].set_title("Up-sampling") fig.colorbar(pic2) plt.tight_layout() plt.show() .. image:: tutorial_files/tutorial_45_0.png As we can see we have a very good approximation of the original function, even thought some noise is present. Let’s calculate the error now: .. code:: ipython3 print(f'l2 error: {l2_error(input_data2[0, 0, :, -1], output[0, 0, :, -1]):.2%}') .. parsed-literal:: l2 error: 8.49% Autoencoding at different resolution ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ In the previous example we already had the hidden dimension (of original input) and we used it to upsample. Sometimes however we have a more fine mesh solution and we simply want to encode it. This can be done without retraining! This procedure can be useful in case we have many points in the mesh and just a smaller part of them are needed for training. Let’s see the results of this: .. code:: ipython3 # setting the seed torch.manual_seed(seed) grid2 = circle_grid(3500) # very fine mesh input_data2 = torch.zeros(size=(1, 1, grid2.shape[0], 3)) input_data2[0, 0, :, :-1] = grid2 input_data2[0, 0, :, -1] = torch.sin(pi * grid2[:, 0]) * torch.sin(pi * grid2[:, 1]) # get the hidden dimension representation from more fine mesh input latent = net.encoder(input_data2) # upsample on the second input_data2 output = net.decoder(latent, input_data2).detach() # show the picture fig, axes = plt.subplots(nrows=1, ncols=2, figsize=(8, 3)) pic1 = axes[0].scatter(grid2[:, 0], grid2[:, 1], c=input_data2[0, 0, :, -1]) axes[0].set_title("Real") fig.colorbar(pic1) plt.subplot(1, 2, 2) pic2 = axes[1].scatter(grid2[:, 0], grid2[:, 1], c=output[0, 0, :, -1]) axes[1].set_title("Autoencoder not re-trained") fig.colorbar(pic2) plt.tight_layout() plt.show() # calculate l2 error print( f'l2 error: {l2_error(input_data2[0, 0, :, -1], output[0, 0, :, -1]):.2%}') .. image:: tutorial_files/tutorial_49_0.png .. parsed-literal:: l2 error: 8.59% What’s next? ------------ We have shown the basic usage of a convolutional filter. There are additional extensions possible: 1. Train using Physics Informed strategies 2. Use the filter to build an unstructured convolutional autoencoder for reduced order modelling 3. Many more…