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SamsungLabs/BayesDLL
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Repository Details

BayesDLL: Bayesian Deep Learning Library

We release a new Bayesian neural network library for PyTorch for large-scale deep networks. Our library implements mainstream approximate Bayesian inference algorithms: variational inference, MC-dropout, stochastic-gradient MCMC, and Laplace approximation. The main differences from other existing Bayesian neural network libraries are as follows: 1) Our library can deal with very large-scale deep networks including Vision Transformers (ViTs). 2) We need virtually zero code modifications for users (e.g., the backbone network definition codes do not neet to be modified at all). 3) Our library also allows the pre-trained model weights to serve as a prior mean, which is very useful for performing Bayesian inference with the large-scale foundation models like ViTs that are hard to optimise from the scratch with the downstream data alone.

The technical report for the details of algorithms and implementation can be found in: http://arxiv.org/abs/2309.12928

Features

  • Full implementation (without relying on other libraries) and easy-to-use demo codes for: variational inference, MC-dropout, stochastic-gradient Langevin dynamics, and Laplace approximation.
  • Codes for evaluating Uncertainty Quantification measures provided (eg, ECE, MCE, Reliability plots, Negative log-likelihood).
  • Fully tested with ResNet-101 and ViT-L-32. But ready to be applicable to other Foundation Models (eg, LLAMA, RoBERTa, Denoising Diffusion generative models) without code modification at all!
  • Minimal/acceptable use of extra computational resources (time & GPU memory) -- See our technical report in arXiv for details.
  • Technical derivations, algorithms, and implementation details described/summarized in our technical report in arXiv.

Environment setup

  • Python >= 3.9
  • PyTorch (>=2.0 recommended)
  • Torchvision (>=0.15 recommended)
  • tqdm, scipy, matplotlib

In case you want to use other deep neural networks, you may need to install related libraries accordingly (eg, huggingface's transformers or Ross Wightman's timm)

(Optional) Python package setup (New on 27/10/2023)

For those who would like to install the library as an independent python package (titled bayesdll), we have provided setup.py. First you go to the code root folder and type the following:

python setup.py install

Then you can use our library in any folder anywhere you like, eg,

# import inference methods
from bayesdll import vi, mc_dropout, sgld, la

# or

# Bayesian deep model inference and test evaluation
from bayesdll.vi import Runner
runner = Runner(net, net0, args, logger)
runner.train(train_loader, val_loader, test_loader)

# or

# uncertainty quantification
import bayesdll.calibration as calibration
calibration.analyze(...)

Usage examples

Pseudocodes

1) MNIST (val_heldout = 0.5, network = MLP)

  • Vanilla (no Bayesian) -- weight decay = 1e-4, bias treatment = "penalty"
python demo_mnist.py --dataset mnist --backbone mlp_mnist --val_heldout 0.5 --method vanilla --hparams wd=1e-4,bias=penalty --epochs 100 --lr 1e-2 --batch_size 128 --momentum 0.5
  • Variational Inference -- prior sigma = 1.0, kl discount = 1e-3, bias treatment = "informative", nst = 5
python demo_mnist.py --dataset mnist --backbone mlp_mnist --val_heldout 0.5 --method vi --hparams prior_sig=1.0,kld=1e-3,bias=informative,nst=5 --epochs 100 --lr 1e-2 --batch_size 128 --momentum 0.5
  • MC-Dropout -- prior sigma = 1.0, drop prob = 0.1, kl discount = 1e-3, bias treatment = "gaussian", nst = 0
python demo_mnist.py --dataset mnist --backbone mlp_mnist --val_heldout 0.5 --method mc_dropout --hparams prior_sig=1.0,p_drop=0.1,kld=1e-3,bias=gaussian,nst=0 --epochs 100 --lr 1e-2 --batch_size 128 --momentum 0.5
  • SGLD -- prior sigma = 1.0, N-inflation = 1e3, nd = 1.0, burnin = 5 epochs, thin = 10 iters, bias treatment = "informative", nst = 5
python demo_mnist.py --dataset mnist --backbone mlp_mnist --val_heldout 0.5 --method sgld --hparams prior_sig=1.0,Ninflate=1e3,nd=1.0,burnin=5,thin=10,bias=informative,nst=5 --epochs 100 --lr 1e-2 --batch_size 128 --momentum 0.5
  • Laplace approximation -- prior sigma = 0.01, N-inflation = 1e3, bias treatment = "informative", nst = 5
python demo_mnist.py --dataset mnist --backbone mlp_mnist --val_heldout 0.5 --method la --hparams prior_sig=0.01,Ninflate=1e3,bias=informative,nst=5 --epochs 100 --lr 1e-2 --batch_size 128 --momentum 0.5

2) Pets (val_heldout = 0.5, network = resnet101, pretrained = IMAGENET1K_V1)

  • Vanilla (no Bayesian) -- weight decay = 1e-4, bias treatment = "penalty"
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone resnet101 --pretrained IMAGENET1K_V1 --method vanilla --hparams wd=1e-4,bias=penalty --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5
  • Variational Inference -- prior sigma = 1.0, kl discount = 1e-6, bias treatment = "informative", nst = 5
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone resnet101 --pretrained IMAGENET1K_V1 --method vi --hparams prior_sig=1.0,kld=1e-6,bias=informative,nst=5 --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5
  • MC-Dropout -- prior sigma = 1.0, drop prob = 0.1, kl discount = 1e-3, bias treatment = "gaussian q", nst = 5
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone resnet101 --pretrained IMAGENET1K_V1 --method mc_dropout --hparams prior_sig=1.0,p_drop=0.1,kld=1e-3,bias=gaussian,nst=5 --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5
  • SGLD -- prior sigma = 1.0, N-inflation = 1e3, nd=0.01, burnin = 50 epochs, thin = 10 iters, bias treatment = "informative", nst = 5
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone resnet101 --pretrained IMAGENET1K_V1 --method sgld --hparams prior_sig=1.0,Ninflate=1e3,nd=0.01,burnin=50,thin=10,bias=informative,nst=5 --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5
  • Laplace approximation -- prior sigma = 1.0, N-inflation = 1e3, bias treatment = "informative", nst = 0
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone resnet101 --pretrained IMAGENET1K_V1 --method la --hparams prior_sig=1.0,Ninflate=1e3,bias=informative,nst=0 --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5

3) Pets (val_heldout = 0.5, network = vit_l_32, pretrained = IMAGENET1K_V1)

  • Vanilla (no Bayesian) -- weight decay = 1e-4, bias treatment = "penalty"
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone vit_l_32 --pretrained IMAGENET1K_V1 --method vanilla --hparams wd=1e-4,bias=penalty --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5
  • Variational Inference -- prior sigma = 1.0, kl discount = 1e-6, bias treatment = "informative", nst = 5
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone vit_l_32 --pretrained IMAGENET1K_V1 --method vi --hparams prior_sig=1.0,kld=1e-6,bias=informative,nst=5 --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5
  • MC-Dropout -- prior sigma = 1.0, drop prob = 0.1, kl discount = 1e-3, bias treatment = "gaussian q", nst = 5
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone vit_l_32 --pretrained IMAGENET1K_V1 --method mc_dropout --hparams prior_sig=1.0,p_drop=0.1,kld=1e-3,bias=gaussian,nst=5 --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5
  • SGLD -- prior sigma = 1.0, N-inflation = 1e3, nd=0.01, burnin = 50 epochs, thin = 10 iters, bias treatment = "informative", nst = 5
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone vit_l_32 --pretrained IMAGENET1K_V1 --method sgld --hparams prior_sig=1.0,Ninflate=1e3,nd=0.01,burnin=50,thin=10,bias=informative,nst=5 --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5
  • Laplace approximation -- prior sigma = 1.0, N-inflation = 1e3, bias treatment = "informative", nst = 0
python demo_vision.py --dataset pets --val_heldout 0.5 --backbone vit_l_32 --pretrained IMAGENET1K_V1 --method la --hparams prior_sig=1.0,Ninflate=1e3,bias=informative,nst=0 --epochs 100 --lr 1e-4 --lr_head 1e-2 --batch_size 16 --momentum 0.5

Citation

If you found this library useful in your research, please cite:

@inproceedings{bayesdll_kim_hospedales_2023,
 title = {{BayesDLL: Bayesian Deep Learning Library}},
 author  = {Kim, Minyoung and Hospedales, Timothy},
 year  = {2023},
 URL = {http://arxiv.org/abs/2309.12928},
 booktitle = {arXiv preprint arXiv:2309.12928}
}

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