def test_butterfly_factor_inplace_cuda(self):
batch_size = 10
n = 4096
B = Block2x2DiagProduct(n, ortho_init=True).to('cuda')
input_ = torch.randn(batch_size, n, device='cuda', requires_grad=True)
twiddle = twiddle_list_concat(B)
output_inplace = butterfly_factor_mult_inplace(twiddle, input_)
output = B(input_)
self.assertTrue(
torch.allclose(output_inplace,
output,
rtol=self.rtol,
atol=self.atol),
(output_inplace - output).abs().max().item())
grad = torch.randn_like(output)
d_twiddle_inplace, d_input_inplace = torch.autograd.grad(
output_inplace, (twiddle, input_), grad, retain_graph=True)
output.backward(grad, retain_graph=True)
d_input = input_.grad
d_twiddle = torch.cat(
[factor.ABCD.grad.permute(2, 0, 1) for factor in B.factors[::-1]])
self.assertTrue(
torch.allclose(d_input_inplace,
d_input,
rtol=self.rtol,
atol=self.atol),
(d_input_inplace - d_input).abs().max().item())
self.assertTrue(
torch.allclose(d_twiddle_inplace,
d_twiddle,
rtol=self.rtol,
atol=self.atol),
(d_twiddle_inplace - d_twiddle).abs().max().item())
def _setup(self, config):
self.target_matrix = torch.tensor(config['target_matrix'],
dtype=torch.float)
assert self.target_matrix.shape[0] == self.target_matrix.shape[
1], 'Only square matrices are supported'
assert self.target_matrix.dim() in [
2, 3
], 'target matrix must be 2D if real of 3D if complex'
size = self.target_matrix.shape[0]
torch.manual_seed(config['seed'])
# Transposing the permutation product won't capture the FFT, since we'll
# permutations that interleave the first half and second half (inverse
# of the permutation that separates the even and the odd).
# However, using the permutation product with increasing size will work
# since it can represent bit reversal, which is its own inverse.
self.model = nn.Sequential(
Block2x2DiagProduct(size=size, complex=True,
decreasing_size=False),
BlockPermProduct(size=size,
complex=True,
share_logit=False,
increasing_size=True),
)
self.optimizer = optim.Adam(self.model.parameters(), lr=config['lr'])
self.n_steps_per_epoch = config['n_steps_per_epoch']
self.n_epochs_per_validation = config['n_epochs_per_validation']
self.input = real_to_complex(torch.eye(size))
def test_butterfly_factor_complex_inplace_cpu(self):
batch_size = 10
n = 4096
B = Block2x2DiagProduct(n, complex=True)
input_ = torch.randn(batch_size, n, 2, requires_grad=True)
twiddle = twiddle_list_concat(B)
output_inplace = butterfly_factor_mult_inplace(twiddle, input_)
output = B(input_)
self.assertTrue(
torch.allclose(output_inplace,
output,
rtol=self.rtol,
atol=self.atol),
(output_inplace - output).abs().max().item())
def _setup(self, config):
self.target_matrix = torch.tensor(config['target_matrix'],
dtype=torch.float)
assert self.target_matrix.shape[0] == self.target_matrix.shape[
1], 'Only square matrices are supported'
assert self.target_matrix.dim() in [
2, 3
], 'target matrix must be 2D if real of 3D if complex'
size = self.target_matrix.shape[0]
torch.manual_seed(config['seed'])
self.model = Block2x2DiagProduct(size=size, complex=True)
self.optimizer = optim.Adam(self.model.parameters(), lr=config['lr'])
self.n_steps_per_epoch = config['n_steps_per_epoch']
self.n_epochs_per_validation = config['n_epochs_per_validation']
self.input = real_to_complex(
torch.eye(size)[:, torch.tensor(bitreversal_permutation(size))])
def test_butterfly_factor_intermediate_complex_cuda(self):
batch_size = 10
n = 4096
B = Block2x2DiagProduct(n, complex=True).to('cuda')
input_ = torch.randn(batch_size,
n,
2,
device='cuda',
requires_grad=True)
twiddle = twiddle_list_concat(B).unsqueeze(0)
output_intermediate = butterfly_multiply_intermediate(twiddle, input_)
output = [input_]
for factor in B.factors[::-1]:
output.append(
butterfly_factor_mult(
factor.ABCD, output[-1].view(-1, 2, factor.size // 2,
2)).view(output[-1].shape))
output = torch.stack(output)
self.assertTrue(
torch.allclose(output_intermediate.squeeze(2),
output,
rtol=self.rtol,
atol=self.atol),
(output_intermediate.squeeze(2) - output).abs().max().item())
grad = torch.randn_like(output[-1])
d_twiddle_intermediate, d_input_intermediate = butterfly_multiply_intermediate_backward(
grad.unsqueeze(1), twiddle, output_intermediate)
output[-1].backward(grad, retain_graph=True)
d_input = input_.grad
d_twiddle = torch.cat([
factor.ABCD.grad.permute(2, 0, 1, 3) for factor in B.factors[::-1]
])
self.assertTrue(
torch.allclose(d_input_intermediate,
d_input,
rtol=self.rtol,
atol=self.atol),
(d_input_intermediate - d_input).abs().max().item())
self.assertTrue(
torch.allclose(d_twiddle_intermediate,
d_twiddle,
rtol=self.rtol,
atol=self.atol),
(d_twiddle_intermediate - d_twiddle).abs().max().item())
def profile_butterfly_mult():
nsteps = 10
batch_size = 100
n = 1024
B = Block2x2DiagProduct(n)
x = torch.randn(batch_size, n)
# B(x)
optimizer = optim.Adam(B.parameters(), lr=0.01)
for _ in range(nsteps):
optimizer.zero_grad()
# output = B(x)
# loss = nn.functional.mse_loss(output, x)
output = x
for factor in B.factors[::-1]:
output = butterfly_factor_mult(factor.ABCD, output.view(-1, 2, factor.size // 2)).view(x.shape)
# output = output.reshape(x.shape)
loss = output.sum()
loss.backward()
optimizer.step()
def test_butterfly_factor_complex_cpu(self):
batch_size = 10
n = 4096
B = Block2x2DiagProduct(n, complex=True)
input_ = torch.randn(batch_size, n, 2, requires_grad=True)
output = input_
for factor in B.factors[::-1]:
prev = output
output = butterfly_factor_mult(
factor.ABCD, output.view(-1, 2, factor.size // 2,
2)).view(prev.shape)
output_slow = (complex_mul(
factor.ABCD, prev.view(-1, 1, 2, factor.size // 2,
2)).sum(dim=-3)).view(prev.shape)
self.assertTrue(
torch.allclose(output,
output_slow,
rtol=self.rtol,
atol=self.atol),
(output - output_slow).abs().max().item())
grad = torch.randn_like(output)
d_twiddle, d_input = torch.autograd.grad(output,
(factor.ABCD, prev),
grad,
retain_graph=True)
d_twiddle_slow, d_input_slow = torch.autograd.grad(
output_slow, (factor.ABCD, prev), grad, retain_graph=True)
self.assertTrue(
torch.allclose(d_twiddle,
d_twiddle_slow,
rtol=self.rtol,
atol=self.atol),
(d_twiddle - d_twiddle_slow).abs().max().item())
self.assertTrue(
torch.allclose(d_input,
d_input_slow,
rtol=self.rtol,
atol=self.atol),
(d_input - d_input_slow).abs().max().item())
def test_butterfly_factor_cuda(self):
batch_size = 100
n = 4096 # To test n > MAX_BLOCK_SIZE
B = Block2x2DiagProduct(n).to('cuda')
input_ = torch.randn(batch_size, n, device='cuda', requires_grad=True)
output = input_
for factor in B.factors[::-1]:
prev = output
output = butterfly_factor_mult(
factor.ABCD, output.view(-1, 2,
factor.size // 2)).view(prev.shape)
output_slow = ((factor.ABCD *
prev.view(-1, 1, 2, factor.size // 2)).sum(
dim=-2)).view(prev.shape)
self.assertTrue(
torch.allclose(output,
output_slow,
rtol=self.rtol,
atol=self.atol),
(output - output_slow).abs().max().item())
grad = torch.randn_like(output)
d_twiddle, d_input = torch.autograd.grad(output,
(factor.ABCD, prev),
grad,
retain_graph=True)
d_twiddle_slow, d_input_slow = torch.autograd.grad(
output_slow, (factor.ABCD, prev), grad, retain_graph=True)
self.assertTrue(
torch.allclose(d_twiddle,
d_twiddle_slow,
rtol=self.rtol,
atol=self.atol),
(factor.size, (d_twiddle - d_twiddle_slow).abs().max().item()))
self.assertTrue(
torch.allclose(d_input,
d_input_slow,
rtol=self.rtol,
atol=self.atol),
(d_input - d_input_slow).abs().max().item())
def named_target_matrix(name, size):
"""
Parameter:
name: name of the target matrix
Return:
target_matrix: (n, n) numpy array for real matrices or (n, n, 2) for complex matrices.
"""
if name == 'dft':
return LA.dft(size, scale='sqrtn')[:, :, None].view('float64')
elif name == 'idft':
return np.ascontiguousarray(LA.dft(size, scale='sqrtn').conj().T)[:, :, None].view('float64')
elif name == 'dft2':
size_sr = int(math.sqrt(size))
matrix = np.fft.fft2(np.eye(size_sr**2).reshape(-1, size_sr, size_sr), norm='ortho').reshape(-1, size_sr**2)
# matrix1d = LA.dft(size_sr, scale='sqrtn')
# assert np.allclose(np.kron(m1d, m1d), matrix)
# return matrix[:, :, None].view('float64')
from butterfly.utils import bitreversal_permutation
br_perm = bitreversal_permutation(size_sr)
br_perm2 = np.arange(size_sr**2).reshape(size_sr, size_sr)[br_perm][:, br_perm].reshape(-1)
matrix = np.ascontiguousarray(matrix[:, br_perm2])
return matrix[:, :, None].view('float64')
elif name == 'dct':
# Need to transpose as dct acts on rows of matrix np.eye, not columns
# return dct(np.eye(size), norm='ortho').T
return dct(np.eye(size)).T / math.sqrt(size)
elif name == 'dst':
return dst(np.eye(size)).T / math.sqrt(size)
elif name == 'hadamard':
return LA.hadamard(size) / math.sqrt(size)
elif name == 'hadamard2':
size_sr = int(math.sqrt(size))
matrix1d = LA.hadamard(size_sr) / math.sqrt(size_sr)
return np.kron(matrix1d, matrix1d)
elif name == 'b2':
size_sr = int(math.sqrt(size))
from butterfly import Block2x2DiagProduct
b = Block2x2DiagProduct(size_sr)
matrix1d = b(torch.eye(size_sr)).t().detach().numpy()
return np.kron(matrix1d, matrix1d)
elif name == 'convolution':
np.random.seed(0)
x = np.random.randn(size)
return LA.circulant(x) / math.sqrt(size)
elif name == 'hartley':
return hartley_matrix(size) / math.sqrt(size)
elif name == 'haar':
return haar_matrix(size, normalized=True) / math.sqrt(size)
elif name == 'legendre':
grid = np.linspace(-1, 1, size + 2)[1:-1]
return legendre.legvander(grid, size - 1).T / math.sqrt(size)
elif name == 'hilbert':
H = hilbert_matrix(size)
return H / np.linalg.norm(H, 2)
elif name == 'randn':
np.random.seed(0)
return np.random.randn(size, size) / math.sqrt(size)
elif name == 'permutation':
np.random.seed(0)
perm = np.random.permutation(size)
P = np.eye(size)[perm]
return P
elif name.startswith('rank-unnorm'):
r = int(name[11:])
np.random.seed(0)
G = np.random.randn(size, r)
H = np.random.randn(size, r)
M = G @ H.T
# M /= math.sqrt(size*r)
return M
elif name.startswith('rank'):
r = int(name[4:])
np.random.seed(0)
G = np.random.randn(size, r)
H = np.random.randn(size, r)
M = G @ H.T
M /= math.sqrt(size*r)
return M
elif name.startswith('sparse'):
s = int(name[6:])
# 2rn parameters
np.random.seed(0)
mask = sparse.random(size, size, density=s/size, data_rvs=np.ones)
M = np.random.randn(size, size) * (mask.toarray())
M /= math.sqrt(s)
return M
elif name.startswith('toeplitz'):
r = int(name[8:])
G = np.random.randn(size, r) / math.sqrt(size*r)
H = np.random.randn(size, r) / math.sqrt(size*r)
M = toeplitz_like(G, H)
return M
elif name == 'fastfood':
n = size
S = np.random.randn(n)
G = np.random.randn(n)
B = np.random.randn(n)
# P = np.arange(n)
P = np.random.permutation(n)
H = hadamard(n)
# SHGPHB
# print(H)
# print((H*B)[P,:])
# print((H @ (G[:,np.newaxis] * (H * B)[P,:])))
F = S[:,np.newaxis] * (H @ (G[:,np.newaxis] * (H * B)[P,:])) / n
return F
# x = np.random.randn(batch_size,n)
# HB = hadamard_transform(B)
# PHBx = HBx[:, P]
# HGPHBx = hadamard_transform(G*PHBx)
# return S*HGPHBx
elif name == 'butterfly':
# n (log n+1) params in the hierarchy
b = Butterfly(in_size=size, out_size=size, bias=False, tied_weight=False, param='odo', nblocks=0)
M = b(torch.eye(size))
return M.cpu().detach().numpy()
else:
assert False, 'Target matrix name not recognized or implemented'
from test_factor_multiply import twiddle_list_concat
exps = np.arange(6, 14)
sizes = 1 << exps
batch_size = 256
ntrials = [100000, 100000, 10000, 10000, 10000, 10000, 10000, 10000]
dense_times = np.zeros(exps.size)
fft_times = np.zeros(exps.size)
butterfly_times = np.zeros(exps.size)
for idx_n, (n, ntrial) in enumerate(zip(sizes, ntrials)):
print(n)
B = Block2x2DiagProduct(n).to('cuda')
L = torch.nn.Linear(n, n, bias=False).to('cuda')
x = torch.randn(batch_size, n, requires_grad=True).to('cuda')
grad = torch.randn_like(x)
twiddle = twiddle_list_concat(B)
# Dense multiply
output = L(x) # Do it once to initialize cuBlas handle and such
torch.autograd.grad(output, (L.weight, x), grad)
torch.cuda.synchronize()
start = time.perf_counter()
for _ in range(ntrial):
output = L(x)
torch.autograd.grad(output, (L.weight, x), grad)
torch.cuda.synchronize()
end = time.perf_counter()
exps = np.arange(6, 14)
sizes = 1 << exps
ntrials = [100000, 100000, 1000, 100, 100, 10, 10, 10]
dense_times = np.zeros(exps.size)
fft_times = np.zeros(exps.size)
scipyfft_times = np.zeros(exps.size)
dct_times = np.zeros(exps.size)
dst_times = np.zeros(exps.size)
bp_times = np.zeros(exps.size)
for idx_n, (n, ntrial) in enumerate(zip(sizes, ntrials)):
print(n)
x = np.random.random(n).astype(np.float32)
B = Block2x2DiagProduct(n)
P = BlockPermProduct(n)
B_matrix = B(torch.eye(int(n))).t().contiguous()
B_matrix_np = B_matrix.detach().numpy()
ABCDs = Block2x2DiagProduct_to_ABCDs(B)
perm = P.argmax().detach().numpy().astype(int)
# Dense multiply
start = timer()
[B_matrix_np @ x for _ in range(ntrial)]
end = timer()
dense_times[idx_n] = (end - start) / ntrial
# FFT
start = timer()
def named_target_matrix(name, size):
"""
Parameter:
name: name of the target matrix
Return:
target_matrix: (n, n) numpy array for real matrices or (n, n, 2) for complex matrices.
"""
if name == 'dft':
return LA.dft(size, scale='sqrtn')[:, :, None].view('float64')
elif name == 'idft':
return np.ascontiguousarray(LA.dft(
size, scale='sqrtn').conj().T)[:, :, None].view('float64')
elif name == 'dft2':
size_sr = int(math.sqrt(size))
matrix = np.fft.fft2(np.eye(size_sr**2).reshape(-1, size_sr, size_sr),
norm='ortho').reshape(-1, size_sr**2)
# matrix1d = LA.dft(size_sr, scale='sqrtn')
# assert np.allclose(np.kron(m1d, m1d), matrix)
# return matrix[:, :, None].view('float64')
from butterfly.utils import bitreversal_permutation
br_perm = bitreversal_permutation(size_sr)
br_perm2 = np.arange(size_sr**2).reshape(
size_sr, size_sr)[br_perm][:, br_perm].reshape(-1)
matrix = np.ascontiguousarray(matrix[:, br_perm2])
return matrix[:, :, None].view('float64')
elif name == 'dct':
# Need to transpose as dct acts on rows of matrix np.eye, not columns
# return dct(np.eye(size), norm='ortho').T
return dct(np.eye(size)).T / math.sqrt(size)
elif name == 'dst':
return dst(np.eye(size)).T / math.sqrt(size)
elif name == 'hadamard':
return LA.hadamard(size) / math.sqrt(size)
elif name == 'hadamard2':
size_sr = int(math.sqrt(size))
matrix1d = LA.hadamard(size_sr) / math.sqrt(size_sr)
return np.kron(matrix1d, matrix1d)
elif name == 'b2':
size_sr = int(math.sqrt(size))
import torch
from butterfly import Block2x2DiagProduct
b = Block2x2DiagProduct(size_sr)
matrix1d = b(torch.eye(size_sr)).t().detach().numpy()
return np.kron(matrix1d, matrix1d)
elif name == 'convolution':
np.random.seed(0)
x = np.random.randn(size)
return LA.circulant(x) / math.sqrt(size)
elif name == 'hartley':
return hartley_matrix(size) / math.sqrt(size)
elif name == 'haar':
return haar_matrix(size, normalized=True) / math.sqrt(size)
elif name == 'legendre':
grid = np.linspace(-1, 1, size + 2)[1:-1]
return legendre.legvander(grid, size - 1).T / math.sqrt(size)
elif name == 'hilbert':
H = hilbert_matrix(size)
return H / np.linalg.norm(H, 2)
elif name == 'randn':
np.random.seed(0)
return np.random.randn(size, size) / math.sqrt(size)
else:
assert False, 'Target matrix name not recognized or implemented'