Mini sbibm

.gitignore

@@ -61,6 +61,9 @@ coverage.xml
 *,cover
 .hypothesis/
 tests/.mypy_cache
+.xdist_results/
+.xdist_harvested/
+.bm_results/
 
 # Translations
 *.mo

docs/docs/contribute.md

@@ -210,6 +210,40 @@ fails (xfailed).
 - Commit and push again until CI tests pass. Don't hesitate to ask for help by
   commenting on the PR.
 
+#### mini-sbibm tests
+
+As SBI is a fundamentally data-driven approach, we are not only interested in whether
+the modifications to the codebase "pass the tests" but also in whether they improve or
+at least do not deteriorate the performance of the package for inference. To this end,
+we have a set of *mini-sbibm* tests (a minimal version of the sbi benchmarking package [`sbibm`](https://github.com/sbi-benchmark/sbibm)) that are intended for developers to run locally.
+
+These tests differ from the regular tests in that they always pass (provided there
+are no errors) but output performance metrics that can be compared, e.g., to the
+performance metrics of the main branch or relative to each other. The user-facing API
+is available via `pytest` through custom flags. To run the mini-sbibm tests, you can use
+the following command:
+```bash
+    pytest --bm
+```
+This will run all the mini-sbibm tests on all methods with default parameters and output
+the performance metrics nicely formatted to the console. If you have multiple CPU cores
+available, you can run the tests in parallel using the `-n auto` flag:
+```bash
+    pytest --bm -n auto
+```
+What if you are currently working on a specific method and you want to run the
+mini-sbibm tests only for this class of methods? You can use the `--bm-mode` flag:
+```bash
+    pytest --bm --bm-mode nspe
+```
+This will run the mini-sbibm tests only for methods of the `nspe` class, but with a
+few major hyperparameter choices, such as different base network architectures and
+different diffusion processes.
+
+The currently available modes are: `"npe"`, `"nle"`, `"nre"`, `"fmpe"`, `"npse"`,
+`"snpe"`, `"snle"`, and `"snre"`. If you require another mode, you can add it to the
+test suite in `tests/test_bm.py`.
+
 ## Contributing to the documentation
 
 Most of the documentation for `sbi` is written in markdown and the website is generated

pyproject.toml

@@ -73,6 +73,7 @@ dev = [
     "pytest-cov",
     "pytest-testmon",
     "pytest-xdist",
+    "pytest-harvest",
     "torchtestcase",
 ]
 
@@ -132,7 +133,8 @@ testpaths = ["tests"]
 markers = [
     "slow: marks tests as slow (deselect with '-m \"not slow\"')",
     "gpu: marks tests that require a gpu (deselect with '-m \"not gpu\"')",
-    "mcmc: marks tests that require MCMC sampling (deselect with '-m \"not mcmc\"')"
+    "mcmc: marks tests that require MCMC sampling (deselect with '-m \"not mcmc\"')",
+    "benchmark: marks test that are soley for benchmarking purposes"
 ]
 xfail_strict = true
 

tests/bm_test.py

@@ -0,0 +1,272 @@
+# This file is part of sbi, a toolkit for simulation-based inference. sbi is licensed
+# under the Apache License Version 2.0, see <https://www.apache.org/licenses/>
+
+import pytest
+import torch
+from pytest_harvest import ResultsBag
+
+from sbi.inference import FMPE, NLE, NPE, NPSE, NRE
+from sbi.inference.posteriors.base_posterior import NeuralPosterior
+from sbi.inference.trainers.npe import NPE_C
+from sbi.inference.trainers.nre import BNRE, NRE_A, NRE_B, NRE_C
+from sbi.utils.metrics import c2st
+
+from .mini_sbibm import get_task
+from .mini_sbibm.base_task import Task
+
+# Global settings
+SEED = 0
+TASKS = ["two_moons", "linear_mvg_2d", "gaussian_linear", "slcp"]
+NUM_SIMULATIONS = 2000
+NUM_EVALUATION_OBS = 3  # Currently only 3 observation tested for speed
+NUM_ROUNDS_SEQUENTIAL = 2
+NUM_EVALUATION_OBS_SEQ = 1
+TRAIN_KWARGS = {}
+
+# Density estimators to test
+DENSITY_ESTIMATORS = ["mdn", "made", "maf", "nsf", "maf_rqs"]  # "Kinda exhaustive"
+CLASSIFIERS = ["mlp", "resnet"]
+NNS = ["mlp", "resnet"]
+SCORE_ESTIMATORS = ["mlp", "ada_mlp"]
+
+# Benchmarking method groups i.e. what to run for different --bm-mode
+METHOD_GROUPS = {
+    "none": [NPE, NRE, NLE, FMPE, NPSE],
+    "npe": [NPE],
+    "nle": [NLE],
+    "nre": [NRE_A, NRE_B, NRE_C, BNRE],
+    "fmpe": [FMPE],
+    "npse": [NPSE],
+    "snpe": [NPE_C],  # NPE_B not implemented, NPE_A need Gaussian prior
+    "snle": [NLE],
+    "snre": [NRE_A, NRE_B, NRE_C, BNRE],
+}
+METHOD_PARAMS = {
+    "none": [{}],
+    "npe": [{"density_estimator": de} for de in DENSITY_ESTIMATORS],
+    "nle": [{"density_estimator": de} for de in ["maf", "nsf"]],
+    "nre": [{"classifier": cl} for cl in CLASSIFIERS],
+    "fmpe": [{"density_estimator": nn} for nn in NNS],
+    "npse": [
+        {"score_estimator": nn, "sde_type": sde}
+        for nn in SCORE_ESTIMATORS
+        for sde in ["ve", "vp"]
+    ],
+    "snpe": [{}],
+    "snle": [{}],
+    "snre": [{}],
+}
+
+
+@pytest.fixture
+def method_list(benchmark_mode: str) -> list:
+    """
+    Fixture to get the list of methods based on the benchmark mode.
+
+    Args:
+        benchmark_mode (str): The benchmark mode.
+
+    Returns:
+        list: List of methods for the given benchmark mode.
+    """
+    name = str(benchmark_mode).lower()
+    if name not in METHOD_GROUPS:
+        raise ValueError(f"Benchmark mode '{benchmark_mode}' is not supported.")
+    return METHOD_GROUPS[name]
+
+
+@pytest.fixture
+def kwargs_list(benchmark_mode: str) -> list:
+    """
+    Fixture to get the list of kwargs based on the benchmark mode.
+
+    Args:
+        benchmark_mode (str): The benchmark mode.
+
+    Returns:
+        list: List of kwargs for the given benchmark mode.
+    """
+    name = str(benchmark_mode).lower()
+    if name not in METHOD_PARAMS:
+        raise ValueError(f"Benchmark mode '{benchmark_mode}' is not supported.")
+    return METHOD_PARAMS[name]
+
+
+# Use pytest.mark.parametrize dynamically
+# Generates a list of methods to test based on the benchmark mode
+def pytest_generate_tests(metafunc):
+    """
+    Dynamically generates a list of methods to test based on the benchmark mode.
+
+    Args:
+        metafunc: The metafunc object from pytest.
+    """
+    if "inference_class" in metafunc.fixturenames:
+        method_list = metafunc.config.getoption("--bm-mode")
+        name = str(method_list).lower()
+        method_group = METHOD_GROUPS.get(name, [])
+        metafunc.parametrize("inference_class", method_group)
+    if "extra_kwargs" in metafunc.fixturenames:
+        kwargs_list = metafunc.config.getoption("--bm-mode")
+        name = str(kwargs_list).lower()
+        kwargs_group = METHOD_PARAMS.get(name, [])
+        metafunc.parametrize("extra_kwargs", kwargs_group)
+
+
+def standard_eval_c2st_loop(posterior: NeuralPosterior, task: Task) -> float:
+    """
+    Evaluates the C2ST metric for the given posterior and task.
+
+    Args:
+        posterior: The posterior distribution.
+        task: The task object.
+
+    Returns:
+        float: The mean C2ST value.
+    """
+    c2st_scores = []
+    for i in range(1, NUM_EVALUATION_OBS + 1):
+        c2st_val = eval_c2st(posterior, task, i)
+        c2st_scores.append(c2st_val)
+
+    mean_c2st = sum(c2st_scores) / len(c2st_scores)
+    # Convert to float rounded to 3 decimal places
+    mean_c2st = float(f"{mean_c2st:.3f}")
+    return mean_c2st
+
+
+def eval_c2st(
+    posterior: NeuralPosterior,
+    task: Task,
+    idx_observation: int,
+    num_samples: int = 1000,
+) -> float:
+    """
+    Evaluates the C2ST metric for a specific observation.
+
+    Args:
+        posterior: The posterior distribution.
+        task: The task object.
+        i (int): The observation index.
+
+    Returns:
+        float: The C2ST value.
+    """
+    x_o = task.get_observation(idx_observation)
+    posterior_samples = task.get_reference_posterior_samples(idx_observation)
+    approx_posterior_samples = posterior.sample((num_samples,), x=x_o)
+    if isinstance(approx_posterior_samples, tuple):
+        approx_posterior_samples = approx_posterior_samples[0]
+    assert posterior_samples.shape[0] >= num_samples, "Not enough reference samples"
+    c2st_val = c2st(posterior_samples[:num_samples], approx_posterior_samples)
+    return float(c2st_val)
+
+
+def train_and_eval_amortized_inference(
+    inference_class, task_name: str, extra_kwargs: dict, results_bag: ResultsBag
+) -> None:
+    """
+    Performs amortized inference evaluation.
+
+    Args:
+        method: The inference method.
+        task_name: The name of the task.
+        extra_kwargs: Additional keyword arguments for the method.
+        results_bag: The results bag to store evaluation results. Subclass of dict, but
+            allows item assignment with dot notation.
+    """
+    torch.manual_seed(SEED)
+    task = get_task(task_name)
+    thetas, xs = task.get_data(NUM_SIMULATIONS)
+    prior = task.get_prior()
+
+    inference = inference_class(prior, **extra_kwargs)
+    _ = inference.append_simulations(thetas, xs).train(**TRAIN_KWARGS)
+
+    posterior = inference.build_posterior()
+
+    mean_c2st = standard_eval_c2st_loop(posterior, task)
+
+    # Cache results
+    results_bag.metric = mean_c2st
+    results_bag.num_simulations = NUM_SIMULATIONS
+    results_bag.task_name = task_name
+    results_bag.method = inference_class.__name__ + str(extra_kwargs)
+
+
+def train_and_eval_sequential_inference(
+    inference_class, task_name: str, extra_kwargs: dict, results_bag: ResultsBag
+) -> None:
+    """
+    Performs sequential inference evaluation.
+
+    Args:
+        method: The inference method.
+        task_name (str): The name of the task.
+        extra_kwargs (dict): Additional keyword arguments for the method.
+        results_bag: The results bag to store evaluation results.
+    """
+    torch.manual_seed(SEED)
+    task = get_task(task_name)
+    num_simulations = NUM_SIMULATIONS // NUM_ROUNDS_SEQUENTIAL
+    thetas, xs = task.get_data(num_simulations)
+    prior = task.get_prior()
+    idx_eval = NUM_EVALUATION_OBS_SEQ
+    x_o = task.get_observation(idx_eval)
+    simulator = task.get_simulator()
+
+    # Round 1
+    inference = inference_class(prior, **extra_kwargs)
+    _ = inference.append_simulations(thetas, xs).train(**TRAIN_KWARGS)
+
+    for _ in range(NUM_ROUNDS_SEQUENTIAL - 1):
+        proposal = inference.build_posterior().set_default_x(x_o)
+        thetas_i = proposal.sample((num_simulations,))
+        xs_i = simulator(thetas_i)
+        if "npe" in inference_class.__name__.lower():
+            # NPE_C requires a Gaussian prior
+            _ = inference.append_simulations(thetas_i, xs_i, proposal=proposal).train(
+                **TRAIN_KWARGS
+            )
+        else:
+            inference.append_simulations(thetas_i, xs_i).train(**TRAIN_KWARGS)
+
+    posterior = inference.build_posterior()
+
+    c2st_val = eval_c2st(posterior, task, idx_eval)
+
+    # Cache results
+    results_bag.metric = c2st_val
+    results_bag.num_simulations = NUM_SIMULATIONS
+    results_bag.task_name = task_name
+    results_bag.method = inference_class.__name__ + str(extra_kwargs)
+
+
+@pytest.mark.benchmark
+@pytest.mark.parametrize("task_name", TASKS, ids=str)
+def test_run_benchmark(
+    inference_class,
+    task_name: str,
+    results_bag,
+    extra_kwargs: dict,
+    benchmark_mode: str,
+) -> None:
+    """
+    Benchmark test for amortized and sequential inference methods.
+
+    Args:
+        inference_class: The inference class to test i.e. NPE, NLE, NRE ...
+        task_name: The name of the task.
+        results_bag: The results bag to store evaluation results.
+        extra_kwargs: Additional keyword arguments for the method.
+        benchmark_mode: The benchmark mode. This is a fixture which based on user
+            input, determines which type of methods should be run.
+    """
+    if benchmark_mode in ["snpe", "snle", "snre"]:
+        train_and_eval_sequential_inference(
+            inference_class, task_name, extra_kwargs, results_bag
+        )
+    else:
+        train_and_eval_amortized_inference(
+            inference_class, task_name, extra_kwargs, results_bag
+        )